Domestic Report

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 7/01/09 THROUGH 7/31/09

DCP EQUITY (4300) PAGE: 1
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALES OF STOCK AND OTHER EQUITIES
---------------------------------

SALE 7/01/09 09984910 BORLAND SOFTWARE CORP
19133 7/28/09 422741 TENDERED 1,900.00 1.500 2,850.00 -73,525.00

SALE 7/17/09 11012210 BRISTOL-MYERS SQUIBB CO. 10.30
4837 7/22/09 422800 OPPENHEIMER & CO., INC 20,000.00 20.020 800.00 399,595.70 -139,201.02

SALE 7/09/09 16676410 CHEVRON CORP. 40.73
21049 7/14/09 422775 OPPENHEIMER & CO., INC 25,000.00 63.386 750.00 1,583,854.27 1,014,655.67

SALE 7/17/09 47816010 JOHNSON & JOHNSON 30.42
15961 7/22/09 422800 OPPENHEIMER & CO., INC 20,000.00 59.166 800.00 1,182,489.58 544,926.77

SALE 7/17/09 58405U10 MEDCO HEALTH SOLUTIONS, INC 10.87
25729 7/22/09 422800 OPPENHEIMER & CO., INC 8,944.00 47.285 357.76 422,544.83 349,947.82

SALE 7/17/09 58505510 MEDTRONIC, INC. 17.89
13071 7/22/09 422800 OPPENHEIMER & CO., INC 20,000.00 34.788 800.00 694,932.11 288,333.80

SALE 7/17/09 79084910 ST. JUDE MEDICAL INC. 5.21
08824 7/22/09 422800 OPPENHEIMER & CO., INC 5,144.00 39.382 205.76 202,367.98 48,967.85

SALE 7/16/09 97314910 WIND RIVER SYSTEMS INC
15859 7/17/09 422741 TENDERED 1,840.00 11.500 21,160.00 -840.00

SALE 7/09/09 H2701310 WEATHERFORD INTERNATIONAL L 9.62
44920 7/14/09 422775 INSTINET (EUROPE-EXECUTIONS 20,000.00 18.707 140.00 373,980.38 45,862.62

SALE 7/09/09 H5833N10 NOBLE CORP 7.75
45498 7/14/09 422775 OPPENHEIMER & CO., INC 10,000.00 30.145 300.00 301,146.25 -54,158.75

SALE 7/09/09 H8817H10 TRANSOCEAN LTD 17.81
44121 7/14/09 422775 INSTINET (EUROPE-EXECUTIONS 10,000.00 69.287 70.00 692,784.19 87,856.43
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 142,828.00 150.60 5,877,705.29 2,112,826.19
4,223.52
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 142,828.00 150.60 5,877,705.29 2,112,826.19
4,223.52

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 7/01/09 THROUGH 7/31/09

DCP SMALL CAP. (EQUITY) (4302) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALES OF STOCK AND OTHER EQUITIES
---------------------------------

SALE 7/09/09 05849810 BALL CORP. 5.95
06591 7/14/09 422774 OPPENHEIMER & CO., INC 5,000.00 46.243 150.00 231,056.55 183,201.80

SALE 7/01/09 09984910 BORLAND SOFTWARE CORP
19980 7/28/09 422741 TENDERED 50,000.00 1.500 75,000.00 -419,148.51

SALE 7/09/09 21902310 CORN PRODUCTS INTL., INC. 3.28
09677 7/14/09 422774 OPPENHEIMER & CO., INC 5,000.00 25.509 150.00 127,392.72 50,753.00

SALE 7/09/09 23257210 CYMER, INC. 3.13
16977 7/14/09 422774 JANNEY MONTGOMERY SCOTT 4,300.00 28.241 129.00 121,304.60 -54,596.68

SALE 7/09/09 29742510 ESTERLINE TECHNOLOGIES CORP 3.13
23376 7/14/09 422774 OPPENHEIMER & CO., INC 5,000.00 24.281 150.00 121,251.37 33,469.42

SALE 7/09/09 41387510 HARRIS CORP. 1.42
15962 7/14/09 422774 OPPENHEIMER & CO., INC 2,000.00 27.509 60.00 54,955.58 23,921.43

SALE 7/09/09 65504410 NOBLE ENERGY INC 7.02
22632 7/14/09 422774 OPPENHEIMER & CO., INC 5,000.00 54.557 150.00 272,626.98 193,823.73

SALE 7/09/09 74153Q10 PRIDE INTERNATIONAL INC. 3.10
20938 7/14/09 422774 OPPENHEIMER & CO., INC 5,000.00 24.047 150.00 120,081.40 19,923.73

SALE 7/16/09 97314910 WIND RIVER SYSTEMS INC
23050 7/17/09 422741 TENDERED 45,000.00 11.500 517,500.00 249,787.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 126,300.00 27.03 1,641,169.20 281,134.92
939.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 126,300.00 27.03 1,641,169.20 281,134.92
939.00

END OF REPORT FOR: DCP SMALL CAP. (EQUITY)

S T A T E O F N E W J E R S E Y 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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------

PUR 7/15/09 00282410 ABBOTT LABORATORIES
43433 7/20/09 422790 OPPENHEIMER & CO., INC 2,000.00 45.014 60.00 90,087.00

PUR 7/08/09 00950H10 AIRSPAN NETWORKS INC
45462 7/13/09 422766 JANNEY MONTGOMERY SCOTT 100,000.00 .092 1,000.00 10,170.00

PUR 7/15/09 01877210 ALLIANCE ONE INTL INC
47426 7/20/09 422790 OPPENHEIMER & CO., INC 10,000.00 3.980 300.00 40,100.00

PUR 6/26/09 01964550 ALLIS-CHALMERS ENERGY INC.
36840 7/01/09 422735 RAYMOND JAMES/EXECUTION 40,000.00 2.397 600.00 96,464.00

PUR 7/08/09 02040910 ALMOST FAMILY INC
44964 7/13/09 422766 JANNEY MONTGOMERY SCOTT 4,000.00 23.393 120.00 93,692.00

PUR 7/16/09 03042010 AMERICAN WATER WORKS CO INC
47764 7/21/09 422794 OPPENHEIMER & CO., INC 30,000.00 18.570 900.00 558,012.00

PUR 7/17/09 03042010 AMERICAN WATER WORKS CO INC
47764 7/22/09 422798 CL KING (RESEARCH) 4,000.00 18.672 120.00 74,809.20

PUR 7/20/09 03042010 AMERICAN WATER WORKS CO INC
47764 7/23/09 422803 CL KING (RESEARCH) 2,000.00 18.790 60.00 37,640.00

PUR 7/10/09 03783310 APPLE INC.
36208 7/15/09 422778 INSTINET/SOFT-FACTSET 1,000.00 138.57 50.00 138,622.50

PUR 7/15/09 03783310 APPLE INC.
36208 7/20/09 422790 INSTINET/SOFT-FACTSET 200.00 145.31 10.00 29,073.76

PUR 7/15/09 05276910 AUTODESK INC
47740 7/20/09 422790 INSTINET/SOFT-FACTSET 25,000.00 18.400 1,250.00 461,247.50

PUR 7/16/09 05276910 AUTODESK INC
47740 7/21/09 422794 JANNEY MONTGOMERY SCOTT 3,000.00 18.268 90.00 54,894.00

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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 4
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/17/09 05276910 AUTODESK INC
47740 7/22/09 422798 JANNEY MONTGOMERY SCOTT 4,000.00 18.776 120.00 75,225.20

PUR 6/26/09 05722410 BAKER HUGHES IN
47512 7/01/09 422735 WILLIAMS CAPITAL GROUP 20,000.00 36.333 300.00 726,950.00

PUR 7/08/09 06050510 BANK OF AMERICA
46954 7/13/09 422766 MORGAN STANLEY 2,000.00 11.603 23,205.20

PUR 7/20/09 09946950 BOOTS & COOTS INTERNATIONAL
42590 7/23/09 422803 CL KING (RESEARCH) 15,000.00 1.336 450.00 20,488.50

PUR 7/21/09 09946950 BOOTS & COOTS INTERNATIONAL
42590 7/24/09 422807 CL KING (RESEARCH) 15,000.00 1.350 450.00 20,700.00

PUR 7/22/09 09946950 BOOTS & COOTS INTERNATIONAL
42590 7/27/09 422811 CL KING (RESEARCH) 10,000.00 1.318 300.00 13,484.00

PUR 7/28/09 09946950 BOOTS & COOTS INTERNATIONAL
42590 7/31/09 422825 OPPENHEIMER & CO., INC 10,000.00 1.340 300.00 13,700.00

PUR 7/16/09 12526910 CF INDUSTRIES HOLDINGS INC
46460 7/21/09 422794 OPPENHEIMER & CO., INC 1,000.00 72.350 30.00 72,380.00

PUR 7/01/09 12589610 CMS ENERGY CORP.
43754 7/07/09 422750 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 12.318 300.00 123,484.00

PUR 7/02/09 12589610 CMS ENERGY CORP.
43754 7/08/09 422754 OPPENHEIMER & CO., INC 10,000.00 12.252 300.00 122,820.00

PUR 7/10/09 12960310 CALGON CARBON CORP
46470 7/15/09 422778 OPPENHEIMER & CO., INC 1,000.00 11.450 30.00 11,480.00

PUR 7/01/09 14343640 CARMIKE CINEMAS
47604 7/07/09 422750 INSTINET/SOFT-FACTSET 20,000.00 8.530 1,000.00 171,594.00

PUR 7/02/09 14343640 CARMIKE CINEMAS
47604 7/08/09 422754 JANNEY MONTGOMERY SCOTT 7,200.00 8.456 216.00 61,101.36

S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 5
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/02/09 14343640 CARMIKE CINEMAS
47604 7/08/09 422754 JANNEY MONTGOMERY SCOTT 10,000.00 8.470 300.00 85,002.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 17,200.00 8.464 146,103.36
516.00

PUR 7/06/09 14343640 CARMIKE CINEMAS
47604 7/09/09 422758 JANNEY MONTGOMERY SCOTT 22,800.00 8.365 684.00 191,410.56

PUR 7/08/09 14343640 CARMIKE CINEMAS
47604 7/13/09 422766 JANNEY MONTGOMERY SCOTT 5,000.00 8.421 150.00 42,255.00

PUR 7/14/09 14343640 CARMIKE CINEMAS
47604 7/17/09 422786 JANNEY MONTGOMERY SCOTT 2,000.00 8.184 60.00 16,427.60

PUR 7/14/09 14343640 CARMIKE CINEMAS
47604 7/17/09 422786 JANNEY MONTGOMERY SCOTT 5,000.00 8.193 150.00 41,115.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 7,000.00 8.190 57,542.60
210.00

PUR 7/15/09 14343640 CARMIKE CINEMAS
47604 7/20/09 422790 INSTINET/SOFT-FACTSET 2,000.00 8.436 100.00 16,972.60

PUR 7/14/09 15133V20 CENTENNIAL COMMUNICATIONS C
47717 7/17/09 422786 MORGAN STANLEY 50,000.00 7.545 377,270.00

PUR 7/15/09 15133V20 CENTENNIAL COMMUNICATIONS C
47717 7/20/09 422790 INSTINET/SOFT-FACTSET 29,126.00 7.698 1,456.30 225,662.42

PUR 7/16/09 15133V20 CENTENNIAL COMMUNICATIONS C
47717 7/21/09 422794 INSTINET/SOFT-FACTSET 874.00 7.578 43.70 6,666.70

PUR 7/17/09 15133V20 CENTENNIAL COMMUNICATIONS C
47717 7/22/09 422798 JANNEY MONTGOMERY SCOTT 4,000.00 7.650 120.00 30,719.60

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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 6
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 6/26/09 16516710 CHESAPEAKE ENERGY CORP.
41851 7/01/09 422735 RAYMOND JAMES/EXECUTION 14,000.00 19.590 210.00 274,470.00

PUR 7/02/09 17275R10 CISCO SYSTEMS INC
23375 7/08/09 422754 MORGAN STANLEY 20,000.00 18.589 371,776.00

PUR 7/06/09 17275R10 CISCO SYSTEMS INC
23375 7/09/09 422758 JANNEY MONTGOMERY SCOTT 10,000.00 18.345 300.00 183,750.00

PUR 7/17/09 19259P30 COINSTAR INC
47786 7/22/09 422798 JANNEY MONTGOMERY SCOTT 10,000.00 26.543 300.00 265,733.00

PUR 7/20/09 19259P30 COINSTAR INC
47786 7/23/09 422803 LABRANCHE/SOFT 10,000.00 28.030 500.00 280,803.00

PUR 7/21/09 19259P30 COINSTAR INC
47786 7/24/09 422807 LABRANCHE/SOFT 5,000.00 29.423 250.00 147,366.00

PUR 7/13/09 20416610 COMMVAULT SYSTEMS INC
47706 7/16/09 422782 INSTINET/SOFT-FACTSET 15,000.00 15.834 750.00 238,263.00

PUR 7/14/09 20416610 COMMVAULT SYSTEMS INC
47706 7/17/09 422786 JANNEY MONTGOMERY SCOTT 5,000.00 16.271 150.00 81,504.50

PUR 7/17/09 20416610 COMMVAULT SYSTEMS INC
47706 7/22/09 422798 JANNEY MONTGOMERY SCOTT 4,000.00 17.211 120.00 68,965.20

PUR 7/14/09 20825C10 CONOCOPHILLIPS
37805 7/17/09 422786 OPPENHEIMER & CO., INC 2,000.00 40.410 60.00 80,880.00

PUR 7/21/09 20825C10 CONOCOPHILLIPS
37805 7/24/09 422807 CL KING (RESEARCH) 2,000.00 43.650 60.00 87,360.00

PUR 7/22/09 20825C10 CONOCOPHILLIPS
37805 7/27/09 422811 OPPENHEIMER & CO., INC 1,000.00 43.340 30.00 43,370.00

PUR 7/01/09 23280610 CYPRESS SEMICONDUCTOR CORP
47083 7/07/09 422750 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 9.190 60.00 18,440.00

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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 7
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/08/09 23280610 CYPRESS SEMICONDUCTOR CORP
47083 7/13/09 422766 OPPENHEIMER & CO., INC 2,000.00 8.800 60.00 17,660.00

PUR 6/26/09 23582520 DANA HOLDING CORP
47401 7/01/09 422735 INSTINET (DOMESTIC) 20,000.00 1.231 140.00 24,764.00

PUR 7/09/09 23582520 DANA HOLDING CORP
47401 7/14/09 422772 INSTINET (DOMESTIC) 10,000.00 1.236 70.00 12,434.00

PUR 7/21/09 25179M10 DEVON ENERGY CORP.
35210 7/24/09 422807 CL KING (RESEARCH) 2,000.00 56.037 60.00 112,134.80

PUR 7/16/09 26017410 DOVER MOTORSPORTS INC
47763 7/21/09 422794 DEUTSCHE BANK AG (DOMESTIC) 16,400.00 1.368 328.00 22,763.20

PUR 7/17/09 26017410 DOVER MOTORSPORTS INC
47763 7/22/09 422798 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 1.399 80.00 5,675.20

PUR 7/20/09 26017410 DOVER MOTORSPORTS INC
47763 7/23/09 422803 DEUTSCHE BANK AG (DOMESTIC) 2,900.00 1.400 58.00 4,118.00

PUR 7/21/09 26017410 DOVER MOTORSPORTS INC
47763 7/24/09 422807 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 1.400 100.00 7,100.00

PUR 7/23/09 26017410 DOVER MOTORSPORTS INC
47763 7/28/09 422816 DEUTSCHE BANK AG (DOMESTIC) 600.00 1.400 12.00 852.00

PUR 7/28/09 26017410 DOVER MOTORSPORTS INC
47763 7/31/09 422825 DEUTSCHE BANK AG (DOMESTIC) 3,400.00 1.400 68.00 4,828.00

PUR 7/02/09 26875P10 EOG RESOURCES, INC.
43746 7/08/09 422754 OPPENHEIMER & CO., INC 2,000.00 64.211 60.00 128,481.00

PUR 7/21/09 28238P10 EHEALTH INC.
44779 7/24/09 422807 LABRANCHE/SOFT 2,000.00 17.233 100.00 34,565.00

PUR 7/22/09 28238P10 EHEALTH INC.
44779 7/27/09 422811 JANNEY MONTGOMERY SCOTT 2,000.00 17.021 60.00 34,102.00

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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 8
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/10/09 29270J10 ENERGY RECOVERY INC
46542 7/15/09 422778 JANNEY MONTGOMERY SCOTT 2,000.00 6.660 60.00 13,380.00

PUR 6/26/09 29362U10 ENTERGRIS INC
47397 7/01/09 422735 MAGNA SECURITIES (OTC) 20,000.00 2.621 300.00 52,710.00

PUR 6/29/09 29362U10 ENTERGRIS INC
47397 7/02/09 422739 MAGNA SECURITIES (OTC) 20,000.00 2.655 300.00 53,406.00

PUR 7/02/09 29380T10 ENTERTAINMENT PROPERTIES TR
37309 7/08/09 422754 OPPENHEIMER & CO., INC 2,000.00 20.503 60.00 41,066.00

PUR 7/06/09 29380T10 ENTERTAINMENT PROPERTIES TR
37309 7/09/09 422758 OPPENHEIMER & CO., INC 2,000.00 19.760 60.00 39,580.00

PUR 7/22/09 30161N10 EXELON CORP
47832 7/27/09 422811 OPPENHEIMER & CO., INC 1,000.00 52.560 30.00 52,589.60

PUR 7/22/09 30161N10 EXELON CORP
47832 7/27/09 422811 OPPENHEIMER & CO., INC 10,000.00 53.000 300.00 530,300.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 11,000.00 52.960 582,889.60
330.00

PUR 7/28/09 30161N10 EXELON CORP
47832 7/31/09 422825 OPPENHEIMER & CO., INC 2,000.00 52.730 60.00 105,520.00

PUR 6/26/09 30205120 EXIDE TECHNOLOGIES
43708 7/01/09 422735 LIQUIDNET 9,000.00 3.335 90.00 30,105.00

PUR 6/26/09 30205120 EXIDE TECHNOLOGIES
43708 7/01/09 422735 MAGNA SECURITIES (OTC) 1,000.00 3.325 15.00 3,340.00

PUR 6/29/09 30205120 EXIDE TECHNOLOGIES
43708 7/02/09 422739 MAGNA SECURITIES (OTC) 10,000.00 3.288 150.00 33,025.00

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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 9
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/21/09 30231G10 EXXON MOBIL CORP.
15201 7/24/09 422807 BARCLAYS CAPITAL (DOMESTIC) 7,000.00 69.797 280.00 488,856.20

PUR 7/22/09 30231G10 EXXON MOBIL CORP.
15201 7/27/09 422811 CL KING (RESEARCH) 5,000.00 69.690 150.00 348,600.00

PUR 7/08/09 36159R10 GEO GROUP INC/THE
45218 7/13/09 422766 OPPENHEIMER & CO., INC 10,000.00 18.067 300.00 180,974.00

PUR 7/10/09 36159R10 GEO GROUP INC/THE
45218 7/15/09 422778 OPPENHEIMER & CO., INC 10,000.00 17.200 300.00 172,300.00

PUR 6/26/09 36955010 GENERAL DYNAMICS CORP.
46066 7/01/09 422735 RAYMOND JAMES/EXECUTION 2,000.00 55.770 30.00 111,570.00

PUR 7/01/09 36955010 GENERAL DYNAMICS CORP.
46066 7/07/09 422750 OPPENHEIMER & CO., INC 1,000.00 55.860 30.00 55,890.00

PUR 7/15/09 38141G10 GOLDMAN SACHS GROUP INC
47742 7/20/09 422790 OPPENHEIMER & CO., INC 4,000.00 155.84 120.00 623,482.80

PUR 7/20/09 38141G10 GOLDMAN SACHS GROUP INC
47742 7/23/09 422803 CL KING (RESEARCH) 2,000.00 157.61 60.00 315,298.00

PUR 7/21/09 38141G10 GOLDMAN SACHS GROUP INC
47742 7/24/09 422807 CL KING (RESEARCH) 1,000.00 159.98 30.00 160,010.00

PUR 6/26/09 43146610 HILL INTERNATIONAL INC.
44598 7/01/09 422735 RAYMOND JAMES/EXECUTION 10,000.00 3.831 150.00 38,460.00

PUR 7/14/09 45105510 ICONIX BRAND GROUP
47719 7/17/09 422786 JANNEY MONTGOMERY SCOTT 20,000.00 15.687 600.00 314,338.00

PUR 7/15/09 45105510 ICONIX BRAND GROUP
47719 7/20/09 422790 INSTINET/SOFT-FACTSET 10,000.00 15.790 500.00 158,396.00

PUR 7/15/09 45105510 ICONIX BRAND GROUP
47719 7/20/09 422790 INSTINET/SOFT-FACTSET 5,000.00 15.900 250.00 79,750.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 15,000.00 15.826 238,146.00
750.00

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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 10
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/17/09 45105510 ICONIX BRAND GROUP
47719 7/22/09 422798 JANNEY MONTGOMERY SCOTT 5,000.00 16.045 150.00 80,375.00

PUR 7/08/09 46204410 ION GEOPHYSICAL CORP
47666 7/13/09 422766 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 1.922 600.00 39,034.00

PUR 7/08/09 46204410 ION GEOPHYSICAL CORP
47666 7/13/09 422766 MORGAN STANLEY 100,000.00 2.059 205,930.00

PUR 7/09/09 46204410 ION GEOPHYSICAL CORP
47666 7/14/09 422772 INSTINET (DOMESTIC) 80,000.00 2.018 560.00 162,024.00

PUR 7/10/09 46204410 ION GEOPHYSICAL CORP
47666 7/15/09 422778 MORGAN STANLEY 40,000.00 2.032 81,260.00

PUR 7/13/09 46204410 ION GEOPHYSICAL CORP
47666 7/16/09 422782 INSTINET (DOMESTIC) 40,000.00 2.081 280.00 83,512.00

PUR 7/08/09 46981410 JACOBS ENGINEERING GROUP IN
47299 7/13/09 422766 OPPENHEIMER & CO., INC 2,000.00 38.270 60.00 76,600.00

PUR 7/14/09 48517030 KANSAS CITY SOUTHERN
25663 7/17/09 422786 OPPENHEIMER & CO., INC 3,000.00 16.059 90.00 48,267.90

PUR 7/14/09 50540R40 LABORATORY CORP OF AMERICA
21677 7/17/09 422786 OPPENHEIMER & CO., INC 1,000.00 66.440 30.00 66,470.00

PUR 7/15/09 50540R40 LABORATORY CORP OF AMERICA
21677 7/20/09 422790 OPPENHEIMER & CO., INC 2,000.00 67.004 60.00 134,067.00

PUR 7/22/09 50540R40 LABORATORY CORP OF AMERICA
21677 7/27/09 422811 OPPENHEIMER & CO., INC 1,000.00 67.910 30.00 67,940.00

PUR 7/01/09 52186330 LEAP WIRELESS INTL INC
47409 7/07/09 422750 INSTINET/SOFT-FACTSET 2,000.00 30.187 100.00 60,474.00

PUR 7/08/09 52186330 LEAP WIRELESS INTL INC
47409 7/13/09 422766 JANNEY MONTGOMERY SCOTT 2,000.00 27.383 60.00 54,826.00

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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 11
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/17/09 52186330 LEAP WIRELESS INTL INC
47409 7/22/09 422798 JANNEY MONTGOMERY SCOTT 2,000.00 26.193 60.00 52,446.00

PUR 6/30/09 54142L10 LOGMEIN INC
47582 7/07/09 422747 BARCLAYS CAPITAL (DOMESTIC) 2,000.00 16.000 32,000.00

PUR 7/02/09 54142L10 LOGMEIN INC
47582 7/08/09 422754 LABRANCHE/SOFT 8,000.00 19.999 400.00 160,388.80

PUR 7/06/09 54142L10 LOGMEIN INC
47582 7/09/09 422758 JANNEY MONTGOMERY SCOTT 6,000.00 19.998 180.00 120,166.80

PUR 7/07/09 54142L10 LOGMEIN INC
47582 7/10/09 422762 JANNEY MONTGOMERY SCOTT 4,000.00 19.890 120.00 79,680.00

PUR 7/08/09 54142L10 LOGMEIN INC
47582 7/13/09 422766 JANNEY MONTGOMERY SCOTT 4,000.00 19.410 120.00 77,760.00

PUR 7/09/09 54142L10 LOGMEIN INC
47582 7/14/09 422772 JANNEY MONTGOMERY SCOTT 2,000.00 19.310 60.00 38,680.00

PUR 7/10/09 54142L10 LOGMEIN INC
47582 7/15/09 422778 JANNEY MONTGOMERY SCOTT 2,000.00 19.040 60.00 38,140.00

PUR 7/13/09 57632310 MASTEC INC
46344 7/16/09 422782 OPPENHEIMER & CO., INC 2,000.00 10.258 60.00 20,576.00

PUR 7/17/09 57632310 MASTEC INC
46344 7/22/09 422798 CL KING (RESEARCH) 2,000.00 10.716 60.00 21,491.00

PUR 7/15/09 58013510 MCDONALD'S CORP.
42586 7/20/09 422790 OPPENHEIMER & CO., INC 2,000.00 57.000 60.00 114,060.00

PUR 7/22/09 58013510 MCDONALD'S CORP.
42586 7/27/09 422811 CL KING (RESEARCH) 2,000.00 58.490 60.00 117,040.00

PUR 7/22/09 58013510 MCDONALD'S CORP.
42586 7/27/09 422811 OPPENHEIMER & CO., INC 2,000.00 58.871 60.00 117,801.00

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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 12
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/02/09 59491810 MICROSOFT CORP.
12799 7/08/09 422754 JANNEY MONTGOMERY SCOTT 2,000.00 23.380 60.00 46,820.00

PUR 7/17/09 61166W10 MONSANTO CO
47787 7/22/09 422798 CL KING (RESEARCH) 6,000.00 75.771 180.00 454,804.80

PUR 7/07/09 61744644 MORGAN STANLEY
47655 7/10/09 422762 CAPIS/SOFT 42,000.00 26.795 2,100.00 1,127,469.00

PUR 7/06/09 62937750 NRG ENERGY INC.
43555 7/09/09 422758 OPPENHEIMER & CO., INC 2,000.00 23.585 60.00 47,229.00

PUR 7/17/09 62937750 NRG ENERGY INC.
43555 7/22/09 422798 CL KING (RESEARCH) 4,000.00 24.496 120.00 98,105.20

PUR 7/20/09 62937750 NRG ENERGY INC.
43555 7/23/09 422803 CL KING (RESEARCH) 2,000.00 24.640 60.00 49,340.00

PUR 7/06/09 67020Y10 NUANCE COMMUNICATIONS INC
47647 7/09/09 422758 LABRANCHE/SOFT 40,000.00 11.461 2,000.00 460,432.00

PUR 7/07/09 67020Y10 NUANCE COMMUNICATIONS INC
47647 7/10/09 422762 JANNEY MONTGOMERY SCOTT 2,000.00 11.470 60.00 23,000.00

PUR 7/08/09 67020Y10 NUANCE COMMUNICATIONS INC
47647 7/13/09 422766 JANNEY MONTGOMERY SCOTT 2,000.00 11.200 60.00 22,460.00

PUR 7/21/09 68389X10 ORACLE CORP
46204 7/24/09 422807 LABRANCHE/SOFT 10,000.00 21.770 500.00 218,200.00

PUR 6/26/09 69002720 OUTDOOR CHANNEL HOLDINGS IN
29494 7/01/09 422735 MERRIMAN/OTC 4,000.00 5.643 60.00 22,631.20

PUR 6/29/09 69002720 OUTDOOR CHANNEL HOLDINGS IN
29494 7/02/09 422739 MERRIMAN/OTC 2,000.00 5.857 30.00 11,743.40

PUR 7/02/09 69002720 OUTDOOR CHANNEL HOLDINGS IN
29494 7/08/09 422754 JANNEY MONTGOMERY SCOTT 2,000.00 5.970 60.00 12,000.00

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 7/01/09 THROUGH 7/31/09

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 7/08/09 69002720 OUTDOOR CHANNEL HOLDINGS IN
29494 7/13/09 422766 JANNEY MONTGOMERY SCOTT 2,000.00 6.016 60.00 12,092.00

PUR 7/28/09 69917320 PARAMETRIC TECH
47895 7/31/09 422825 JANNEY MONTGOMERY SCOTT 32,000.00 12.862 960.00 412,531.20

PUR 7/13/09 74731Q10 PZENA INVESTMENT MGMT INC
46575 7/16/09 422782 OPPENHEIMER & CO., INC 2,000.00 5.888 60.00 11,835.40

PUR 7/22/09 75102810 RALCORP HOLDINGS INC
47837 7/27/09 422811 OPPENHEIMER & CO., INC 10,000.00 61.617 300.00 616,468.00

PUR 6/29/09 75190730 RAMTRON INTERNATIONAL CORP.
42765 7/02/09 422739 ITG (CHANNEL) 543.00 1.071 5.43 586.98

PUR 6/30/09 75190730 RAMTRON INTERNATIONAL CORP.
42765 7/06/09 422744 LABRANCHE/0TC 1,457.00 1.130 21.86 1,668.27

PUR 7/06/09 75893210 REGIS CORP MINN
47648 7/09/09 422758 MORGAN STANLEY 30,000.00 13.444 403,320.00

PUR 7/07/09 75893210 REGIS CORP MINN
47648 7/10/09 422762 OPPENHEIMER & CO., INC 4,000.00 13.590 120.00 54,480.00

PUR 7/08/09 75893210 REGIS CORP MINN
47648 7/14/09 422769 MERRILL LYNCH (RESEARCH) 10,000.00 12.370 123,700.00

PUR 7/08/09 75893210 REGIS CORP MINN
47648 7/13/09 422766 OPPENHEIMER & CO., INC 2,000.00 12.150 60.00 24,360.00

PUR 7/09/09 75893210 REGIS CORP MINN
47648 7/14/09 422772 OPPENHEIMER & CO., INC 4,000.00 12.370 120.00 49,600.00

PUR 7/20/09 79084910 ST. JUDE MEDICAL INC.
33134 7/23/09 422803 CL KING (RESEARCH) 2,000.00 38.815 60.00 77,690.00

PUR 7/22/09 79084910 ST. JUDE MEDICAL INC.
33134 7/27/09 422811 OPPENHEIMER & CO., INC 2,000.00 36.163 60.00 72,385.00

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 7/01/09 THROUGH 7/31/09

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 6/26/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 7/01/09 422735 RAYMOND JAMES/EXECUTION 4,000.00 4.560 60.00 18,300.00

PUR 6/29/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 7/02/09 422739 STURDIVANT/EXECUTION 2,000.00 4.655 30.00 9,340.00

PUR 7/02/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 7/08/09 422754 OPPENHEIMER & CO., INC 4,000.00 4.459 120.00 17,956.40

PUR 7/06/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 7/09/09 422758 OPPENHEIMER & CO., INC 2,000.00 4.484 60.00 9,028.00

PUR 7/20/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 7/23/09 422803 CL KING (RESEARCH) 4,000.00 4.919 120.00 19,797.60

PUR 7/21/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 7/24/09 422807 CL KING (RESEARCH) 4,000.00 4.666 120.00 18,784.00

PUR 7/21/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 7/24/09 422807 CL KING (RESEARCH) 4,000.00 4.865 120.00 19,580.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 8,000.00 4.766 38,364.00
240.00

PUR 7/22/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 7/27/09 422811 CL KING (RESEARCH) 4,000.00 4.734 120.00 19,057.20

PUR 7/22/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 7/27/09 422811 OPPENHEIMER & CO., INC 4,000.00 4.620 120.00 18,598.80

PUR 7/28/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 7/31/09 422825 OPPENHEIMER & CO., INC 2,000.00 4.796 60.00 9,651.00

PUR 7/20/09 83269640 JM SMUCKER CO/THE
44932 7/23/09 422803 CL KING (RESEARCH) 2,000.00 49.260 60.00 98,579.00

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 7/01/09 THROUGH 7/31/09

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 7/22/09 83269640 JM SMUCKER CO/THE
44932 7/27/09 422811 OPPENHEIMER & CO., INC 1,000.00 49.920 30.00 49,950.00

PUR 7/01/09 83546010 SONIC SOLUTIONS
42767 7/07/09 422750 JANNEY MONTGOMERY SCOTT 8,146.00 2.968 244.38 24,417.64

PUR 7/02/09 83546010 SONIC SOLUTIONS
42767 7/08/09 422754 JANNEY MONTGOMERY SCOTT 313.00 3.000 9.39 948.39

PUR 7/06/09 83546010 SONIC SOLUTIONS
42767 7/09/09 422758 JANNEY MONTGOMERY SCOTT 10,000.00 2.925 300.00 29,550.00

PUR 7/06/09 83546010 SONIC SOLUTIONS
42767 7/09/09 422758 JANNEY MONTGOMERY SCOTT 21,541.00 2.983 646.23 64,898.72
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 31,541.00 2.964 94,448.72
946.23

PUR 7/07/09 83546010 SONIC SOLUTIONS
42767 7/10/09 422762 INSTINET/SOFT-FACTSET 10,000.00 2.925 500.00 29,749.00

PUR 7/08/09 83546010 SONIC SOLUTIONS
42767 7/13/09 422766 JANNEY MONTGOMERY SCOTT 10,000.00 2.738 300.00 27,683.00

PUR 7/10/09 83546010 SONIC SOLUTIONS
42767 7/15/09 422778 INSTINET/SOFT-FACTSET 10,000.00 2.712 500.00 27,624.00

PUR 7/14/09 83546010 SONIC SOLUTIONS
42767 7/17/09 422786 JANNEY MONTGOMERY SCOTT 10,000.00 2.848 300.00 28,779.00

PUR 7/08/09 85915810 STERLING BANCORP
47665 7/13/09 422766 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 7.171 300.00 72,007.00

PUR 7/08/09 85915810 STERLING BANCORP
47665 7/13/09 422766 OPPENHEIMER & CO., INC 20,000.00 7.431 600.00 149,212.00

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 7/01/09 THROUGH 7/31/09

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 7/09/09 85915810 STERLING BANCORP
47665 7/14/09 422772 OPPENHEIMER & CO., INC 10,000.00 6.913 300.00 69,432.00

PUR 7/10/09 85915810 STERLING BANCORP
47665 7/15/09 422778 OPPENHEIMER & CO., INC 10,000.00 6.460 300.00 64,897.00

PUR 7/13/09 85915810 STERLING BANCORP
47665 7/16/09 422782 OPPENHEIMER & CO., INC 10,000.00 6.544 300.00 65,737.00

PUR 7/20/09 85915810 STERLING BANCORP
47665 7/23/09 422803 CL KING (RESEARCH) 10,000.00 7.018 300.00 70,482.00

PUR 7/21/09 85915810 STERLING BANCORP
47665 7/24/09 422807 CL KING (RESEARCH) 10,000.00 6.890 300.00 69,199.00

PUR 6/29/09 86681020 SUN MICROSYSTEMS, INC.
45199 7/02/09 422739 MAGNA SECURITIES (OTC) 10,000.00 9.150 150.00 91,650.00

PUR 7/22/09 86681020 SUN MICROSYSTEMS, INC.
45199 7/27/09 422811 JANNEY MONTGOMERY SCOTT 2,000.00 9.190 60.00 18,440.00

PUR 6/26/09 86816810 SUPERIOR INDUSTRIES INTL
47344 7/01/09 422735 RAYMOND JAMES/EXECUTION 2,000.00 14.110 30.00 28,250.00

PUR 6/26/09 86837X10 SUPERIOR WELL SVCS
47400 7/01/09 422735 MAGNA SECURITIES (OTC) 10,000.00 6.698 150.00 67,133.00

PUR 6/29/09 86837X10 SUPERIOR WELL SVCS
47400 7/02/09 422739 MAGNA SECURITIES (OTC) 10,000.00 6.490 150.00 65,052.00

PUR 7/01/09 86837X10 SUPERIOR WELL SVCS
47400 7/07/09 422750 JANNEY MONTGOMERY SCOTT 10,000.00 6.207 300.00 62,371.00

PUR 7/02/09 86837X10 SUPERIOR WELL SVCS
47400 7/08/09 422754 JANNEY MONTGOMERY SCOTT 10,000.00 6.127 300.00 61,567.00

PUR 7/06/09 86837X10 SUPERIOR WELL SVCS
47400 7/09/09 422758 JANNEY MONTGOMERY SCOTT 10,000.00 5.433 300.00 54,632.00

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 7/01/09 THROUGH 7/31/09

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 7/08/09 86837X10 SUPERIOR WELL SVCS
47400 7/13/09 422766 JANNEY MONTGOMERY SCOTT 10,000.00 5.403 300.00 54,334.00

PUR 7/08/09 87157D10 SYNAPTICS INCORPORATED
39378 7/13/09 422766 JANNEY MONTGOMERY SCOTT 3,000.00 33.922 90.00 101,855.10

PUR 7/13/09 87157D10 SYNAPTICS INCORPORATED
39378 7/16/09 422782 INSTINET/SOFT-FACTSET 1,000.00 33.807 50.00 33,857.10

PUR 7/17/09 87157D10 SYNAPTICS INCORPORATED
39378 7/22/09 422798 JANNEY MONTGOMERY SCOTT 2,000.00 33.309 60.00 66,677.00

PUR 7/08/09 88731730 TIME WARNER INC
45489 7/13/09 422766 OPPENHEIMER & CO., INC 2,000.00 23.610 60.00 47,280.00

PUR 7/09/09 88731730 TIME WARNER INC
45489 7/14/09 422772 OPPENHEIMER & CO., INC 2,000.00 23.620 60.00 47,300.00

PUR 7/10/09 88731730 TIME WARNER INC
45489 7/15/09 422778 OPPENHEIMER & CO., INC 2,000.00 23.860 60.00 47,780.00

PUR 7/21/09 88830R10 TITAN MACHINERY INC
47828 7/24/09 422807 LABRANCHE/SOFT 16,000.00 12.000 800.00 192,798.40

PUR 7/22/09 88830R10 TITAN MACHINERY INC
47828 7/27/09 422811 LABRANCHE/SOFT 20,000.00 11.937 1,000.00 239,736.00

PUR 6/29/09 88870610 TIVO INC.
36147 7/02/09 422739 MAGNA SECURITIES (OTC) 6,000.00 10.617 90.00 63,789.00

PUR 7/02/09 88870610 TIVO INC.
36147 7/08/09 422754 JANNEY MONTGOMERY SCOTT 2,000.00 9.130 60.00 18,320.00

PUR 7/02/09 88870610 TIVO INC.
36147 7/08/09 422754 LABRANCHE/SOFT 4,000.00 9.230 200.00 37,120.80

PUR 7/02/09 88870610 TIVO INC.
36147 7/08/09 422754 LABRANCHE/SOFT 4,000.00 9.469 200.00 38,077.60
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 8,000.00 9.350 75,198.40
400.00

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 7/01/09 THROUGH 7/31/09

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 7/14/09 90297330 US BANCORP
46666 7/17/09 422786 OPPENHEIMER & CO., INC 1,000.00 17.300 30.00 17,330.00

PUR 7/16/09 90323610 URS CORP.
42955 7/21/09 422794 OPPENHEIMER & CO., INC 1,000.00 46.718 30.00 46,748.00

PUR 7/02/09 91136310 UTD RENTALS
47396 7/08/09 422754 OPPENHEIMER & CO., INC 10,000.00 6.169 300.00 61,987.00

PUR 7/22/09 92343E10 VERISIGN INC
47835 7/27/09 422811 LABRANCHE/SOFT 20,000.00 19.880 1,000.00 398,594.00

PUR 7/23/09 92343E10 VERISIGN INC
47835 7/28/09 422816 JANNEY MONTGOMERY SCOTT 5,000.00 20.312 150.00 101,711.00

PUR 7/06/09 94974610 WELLS FARGO & COMPANY
46540 7/09/09 422758 OPPENHEIMER & CO., INC 4,000.00 22.930 120.00 91,840.00

PUR 7/22/09 94974610 WELLS FARGO & COMPANY
46540 7/27/09 422811 CL KING (RESEARCH) 10,000.00 23.660 300.00 236,900.00

PUR 7/22/09 98074510 WOODWARD GOVERN
47833 7/27/09 422811 LABRANCHE/SOFT 20,000.00 20.258 1,000.00 406,162.00

PUR 7/23/09 98074510 WOODWARD GOVERN
47833 7/28/09 422816 JANNEY MONTGOMERY SCOTT 4,000.00 20.426 120.00 81,822.00

PUR 6/30/09 98884U10 ZAGG INCORPORATED
47586 7/06/09 422744 LABRANCHE/0TC 40,000.00 6.884 600.00 275,940.00

PUR 7/01/09 98884U10 ZAGG INCORPORATED
47586 7/07/09 422750 JANNEY MONTGOMERY SCOTT 10,000.00 6.932 300.00 69,622.00

PUR 7/02/09 98884U10 ZAGG INCORPORATED
47586 7/08/09 422754 LABRANCHE/SOFT 10,000.00 6.696 500.00 67,459.00

PUR 7/21/09 98884U10 ZAGG INCORPORATED
47586 7/24/09 422807 LABRANCHE/SOFT 10,000.00 6.284 500.00 63,344.00

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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 19
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/20/09 98970110 ZIONS BANCORP
47805 7/23/09 422803 LABRANCHE/SOFT 40,000.00 11.950 2,000.00 479,996.00

PUR 7/21/09 98970110 ZIONS BANCORP
47805 7/24/09 422807 LABRANCHE/SOFT 10,000.00 10.527 500.00 105,772.00

PUR 7/21/09 98970110 ZIONS BANCORP
47805 7/24/09 422807 LABRANCHE/SOFT 10,000.00 11.199 500.00 112,490.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 10.863 218,262.00
1,000.00

-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 1,915,500.00 22,494,965.90
48,768.29
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 1,915,500.00 22,494,965.90
48,768.29
SALES OF STOCK AND OTHER EQUITIES
---------------------------------

SALE 6/26/09 00282410 ABBOTT LABORATORIES 1.24
43433 7/01/09 422736 STURDIVANT/EXECUTION 1,000.00 48.090 15.00 48,073.76 -2,672.73

SALE 7/02/09 00282410 ABBOTT LABORATORIES 4.74
43433 7/08/09 422755 OPPENHEIMER & CO., INC 4,000.00 46.038 120.00 184,028.46 -18,957.48

SALE 7/08/09 00817Y10 AETNA INC 2.02
44933 7/13/09 422767 OPPENHEIMER & CO., INC 3,000.00 26.120 90.00 78,267.98 8,671.57

SALE 7/10/09 00817Y10 AETNA INC 6.51
44933 7/15/09 422779 OPPENHEIMER & CO., INC 10,000.00 25.318 300.00 252,877.49 20,889.46

SALE 7/02/09 02209S10 ALTRIA GROUP INC. .85
42872 7/08/09 422755 OPPENHEIMER & CO., INC 2,000.00 16.370 60.00 32,679.15 -3,385.55

SALE 7/06/09 02406110 AMERICAN AXLE 11.72
47342 7/09/09 422759 OPPENHEIMER & CO., INC 160,000.00 2.848 4,800.00 450,884.28 -115,626.72

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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 20
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/01/09 03116210 AMGEN INC. 8.15
43434 7/07/09 422751 INSTINET/SOFT-FACTSET 6,000.00 52.824 300.00 316,634.05 13,796.77

SALE 7/02/09 03116210 AMGEN INC. 5.32
43434 7/08/09 422755 JANNEY MONTGOMERY SCOTT 4,000.00 51.720 120.00 206,754.68 4,863.16

SALE 7/02/09 03116210 AMGEN INC. 5.42
43434 7/08/09 422755 JANNEY MONTGOMERY SCOTT 4,000.00 52.650 120.00 210,474.58 8,583.06
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 8,000.00 52.185 10.74 417,229.26 13,446.22
240.00

SALE 7/06/09 03116210 AMGEN INC. 2.64
43434 7/09/09 422759 JANNEY MONTGOMERY SCOTT 2,000.00 51.190 60.00 102,317.36 1,371.60

SALE 7/22/09 03783310 APPLE INC. 1.22
36208 7/27/09 422812 JANNEY MONTGOMERY SCOTT 300.00 157.50 9.00 47,239.78 9,940.36

SALE 7/20/09 04622410 ASTEC INDUSTRIES INC. 13.49
38630 7/23/09 422804 LABRANCHE/SOFT 21,000.00 24.995 1,050.00 523,821.01 -167,502.73

SALE 7/02/09 04743P10 ATHEROS COMMUNICATIONS IN 1.52
47178 7/08/09 422755 JANNEY MONTGOMERY SCOTT 3,000.00 19.660 90.00 58,888.48 9,439.66

SALE 7/06/09 04743P10 ATHEROS COMMUNICATIONS IN 1.50
47178 7/09/09 422759 JANNEY MONTGOMERY SCOTT 3,000.00 19.390 90.00 58,078.50 8,629.68

SALE 7/08/09 04743P10 ATHEROS COMMUNICATIONS IN .95
47178 7/13/09 422767 JANNEY MONTGOMERY SCOTT 2,000.00 18.400 60.00 36,739.25 3,773.37

SALE 7/09/09 04743P10 ATHEROS COMMUNICATIONS IN .97
47178 7/14/09 422773 JANNEY MONTGOMERY SCOTT 2,000.00 18.830 60.00 37,599.23 4,633.35

SALE 7/10/09 04743P10 ATHEROS COMMUNICATIONS IN .98
47178 7/15/09 422779 INSTINET/SOFT-FACTSET 2,000.00 18.950 100.00 37,799.02 4,833.14

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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 21
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/14/09 04743P10 ATHEROS COMMUNICATIONS IN 1.03
47178 7/17/09 422787 JANNEY MONTGOMERY SCOTT 2,000.00 20.000 60.00 39,938.97 6,973.09

SALE 7/15/09 04743P10 ATHEROS COMMUNICATIONS IN 2.20
47178 7/20/09 422791 INSTINET/SOFT-FACTSET 4,000.00 21.370 200.00 85,277.80 19,346.03

SALE 7/17/09 04743P10 ATHEROS COMMUNICATIONS IN 1.12
47178 7/22/09 422799 JANNEY MONTGOMERY SCOTT 2,000.00 21.730 60.00 43,398.88 10,432.99

SALE 7/21/09 04743P10 ATHEROS COMMUNICATIONS IN 1.16
47178 7/24/09 422808 LABRANCHE/SOFT 2,000.00 22.530 100.00 44,958.84 11,992.96

SALE 7/06/09 05714910 BAKER (MICHAEL) CORP 1.03
37926 7/09/09 422759 OPPENHEIMER & CO., INC 1,000.00 39.780 30.00 39,748.97 8,995.97

SALE 7/20/09 06050510 BANK OF AMERICA .66
46954 7/23/09 422804 CL KING (RESEARCH) 2,000.00 12.830 60.00 25,599.34 1,831.75

SALE 7/01/09 06405810 BANK OF NEW YORK MELLON COR 1.51
44006 7/07/09 422751 OPPENHEIMER & CO., INC 2,000.00 29.370 60.00 58,678.49 9,149.39

SALE 7/17/09 06405810 BANK OF NEW YORK MELLON COR 1.51
44006 7/22/09 422799 CL KING (RESEARCH) 2,000.00 29.290 60.00 58,518.69 8,989.59

SALE 7/10/09 11012210 BRISTOL-MYERS SQUIBB CO. 2.99
37974 7/15/09 422779 OPPENHEIMER & CO., INC 6,000.00 19.331 180.00 115,800.01 -10,854.10

SALE 7/17/09 11012210 BRISTOL-MYERS SQUIBB CO. 1.03
37974 7/22/09 422799 CL KING (RESEARCH) 2,000.00 19.980 60.00 39,898.97 -2,319.07

SALE 6/29/09 12526910 CF INDUSTRIES HOLDINGS INC 1.94
46460 7/02/09 422740 STURDIVANT/EXECUTION 1,000.00 75.480 15.00 75,463.06 185.06

SALE 6/26/09 12665010 CVS CORP. 1.60
44177 7/01/09 422736 STURDIVANT/EXECUTION 2,000.00 31.060 30.00 62,088.40 8,449.04

SALE 6/30/09 12665010 CVS CORP. 1.67
44177 7/06/09 422745 STURDIVANT/EXECUTION 2,000.00 32.315 30.00 64,599.13 10,959.77

S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 22
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/01/09 12665010 CVS CORP. 2.46
44177 7/07/09 422751 OPPENHEIMER & CO., INC 3,000.00 31.790 90.00 95,277.54 14,818.49

SALE 7/02/09 12665010 CVS CORP. 8.87
44177 7/08/09 422755 OPPENHEIMER & CO., INC 11,000.00 31.375 330.00 344,785.03 49,768.52

SALE 7/02/09 12686C10 CABLEVISION .97
47179 7/08/09 422755 OPPENHEIMER & CO., INC 2,000.00 18.847 60.00 37,633.03 389.12

SALE 7/21/09 14343640 CARMIKE CINEMAS .47
47604 7/24/09 422808 LABRANCHE/SOFT 2,000.00 9.177 100.00 18,253.53 1,337.91

SALE 6/26/09 15678210 CERNER CORP. 10.84
43670 7/01/09 422736 MAGNA SECURITIES (OTC) 7,000.00 60.226 105.00 421,466.16 160,490.63

SALE 7/17/09 17275R10 CISCO SYSTEMS INC 2.08
23375 7/22/09 422799 JANNEY MONTGOMERY SCOTT 4,000.00 20.230 120.00 80,797.92 3,718.89

SALE 7/17/09 18538Q10 CLEARWIRE CORP. CL A 3.28
43952 7/22/09 422799 JANNEY MONTGOMERY SCOTT 20,000.00 6.372 600.00 126,842.72 38,077.60

SALE 7/20/09 18538Q10 CLEARWIRE CORP. CL A 1.68
43952 7/23/09 422804 LABRANCHE/SOFT 10,000.00 6.531 500.00 64,810.32 20,427.76

SALE 7/21/09 18538Q10 CLEARWIRE CORP. CL A 3.70
43952 7/24/09 422808 LABRANCHE/SOFT 20,000.00 7.190 1,000.00 142,804.30 54,039.19

SALE 7/23/09 18538Q10 CLEARWIRE CORP. CL A 4.08
43952 7/28/09 422817 JANNEY MONTGOMERY SCOTT 20,000.00 7.935 600.00 158,093.92 69,328.81

SALE 7/01/09 19210850 COEUR D'ALENE MINES CORP ID 3.23
47107 7/07/09 422751 OPPENHEIMER & CO., INC 10,000.00 12.547 300.00 125,161.77 8,398.91

SALE 7/06/09 19210850 COEUR D'ALENE MINES CORP ID 3.03
47107 7/09/09 422759 OPPENHEIMER & CO., INC 10,000.00 11.780 300.00 117,496.97 734.11

SALE 7/14/09 23280610 CYPRESS SEMICONDUCTOR CORP .47
47083 7/17/09 422787 OPPENHEIMER & CO., INC 2,000.00 9.110 60.00 18,159.53 600.77

S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 23
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/15/09 23280610 CYPRESS SEMICONDUCTOR CORP 1.00
47083 7/20/09 422791 OPPENHEIMER & CO., INC 4,000.00 9.651 120.00 38,484.20 3,366.69

SALE 7/16/09 23280610 CYPRESS SEMICONDUCTOR CORP .53
47083 7/21/09 422795 OPPENHEIMER & CO., INC 2,000.00 10.290 60.00 20,519.47 2,960.71

SALE 7/10/09 23582520 DANA HOLDING CORP .44
47401 7/15/09 422779 INSTINET (DOMESTIC) 10,000.00 1.710 70.00 17,029.56 3,320.18

SALE 7/13/09 23582520 DANA HOLDING CORP .44
47401 7/16/09 422783 INSTINET (DOMESTIC) 10,000.00 1.688 70.00 16,808.56 3,099.18

SALE 7/14/09 23582520 DANA HOLDING CORP 1.05
47401 7/17/09 422787 INSTINET (DOMESTIC) 20,000.00 2.026 140.00 40,382.95 12,964.19

SALE 7/14/09 23582520 DANA HOLDING CORP .99
47401 7/17/09 422787 INSTINET (DOMESTIC) 20,000.00 1.914 140.00 38,129.01 10,710.25
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 1.970 2.04 78,511.96 23,674.44
280.00

SALE 7/15/09 23582520 DANA HOLDING CORP .55
47401 7/20/09 422791 INSTINET (DOMESTIC) 10,000.00 2.134 70.00 21,272.45 7,563.07

SALE 7/15/09 23582520 DANA HOLDING CORP 1.12
47401 7/20/09 422791 INSTINET (DOMESTIC) 20,000.00 2.162 140.00 43,106.88 15,688.12
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 30,000.00 2.153 1.67 64,379.33 23,251.19
210.00

SALE 7/16/09 23582520 DANA HOLDING CORP .54
47401 7/21/09 422795 INSTINET (DOMESTIC) 10,000.00 2.094 70.00 20,867.46 7,158.08

SALE 7/17/09 23582520 DANA HOLDING CORP 1.11
47401 7/22/09 422799 INSTINET (DOMESTIC) 20,000.00 2.149 140.00 42,838.89 15,420.13

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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 24
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/20/09 23582520 DANA HOLDING CORP .56
47401 7/23/09 422804 INSTINET (PORTAL) 10,000.00 2.167 70.00 21,600.44 7,891.06

SALE 7/21/09 23582520 DANA HOLDING CORP .69
47401 7/24/09 422808 INSTINET (PORTAL) 10,000.00 2.659 70.00 26,518.31 12,808.93

SALE 7/22/09 23582520 DANA HOLDING CORP .70
47401 7/27/09 422812 INSTINET (DOMESTIC) 10,000.00 2.697 70.00 26,903.30 13,193.92

SALE 7/22/09 23582520 DANA HOLDING CORP .66
47401 7/27/09 422812 INSTINET (DOMESTIC) 10,000.00 2.543 70.00 25,360.34 11,650.96
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 2.620 1.36 52,263.64 24,844.88
140.00

SALE 7/23/09 23582520 DANA HOLDING CORP .72
47401 7/28/09 422817 INSTINET (DOMESTIC) 10,000.00 2.781 70.00 27,743.28 14,033.90

SALE 7/28/09 23582520 DANA HOLDING CORP .74
47401 7/31/09 422826 INSTINET (DOMESTIC) 10,000.00 2.868 70.00 28,604.26 14,894.88

SALE 7/22/09 25470M10 DISH NETWORKS 18.72
46472 7/27/09 422812 JANNEY MONTGOMERY SCOTT 44,000.00 16.554 1,320.00 727,024.08 55,932.13

SALE 7/02/09 25674610 DOLLAR TREE INC 1.07
42995 7/08/09 422755 JANNEY MONTGOMERY SCOTT 1,000.00 41.330 30.00 41,298.93 2,367.17

SALE 7/21/09 26875P10 EOG RESOURCES, INC. 3.68
43746 7/24/09 422808 CL KING (RESEARCH) 2,000.00 71.469 60.00 142,873.32 -1,656.19

SALE 7/02/09 29084610 EMCORE CORP. .33
37408 7/08/09 422755 JANNEY MONTGOMERY SCOTT 10,000.00 1.250 100.00 12,399.67 -35,872.24

SALE 7/17/09 29362U10 ENTERGRIS INC 1.73
47397 7/22/09 422799 JANNEY MONTGOMERY SCOTT 20,000.00 3.350 600.00 66,398.27 12,590.71

S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 25
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/17/09 29380T10 ENTERTAINMENT PROPERTIES TR 1.18
37309 7/22/09 422799 CL KING (RESEARCH) 2,000.00 22.804 60.00 45,545.82 5,719.95

SALE 7/24/09 33643310 FIRST SOLAR INC. 11.75
39085 7/29/09 422820 JANNEY MONTGOMERY SCOTT 2,700.00 169.32 81.00 457,091.77 25,145.07

SALE 7/07/09 38141G10 GOLDMAN SACHS GROUP INC 29.90
46116 7/10/09 422763 MORGAN STANLEY 8,000.00 145.42 1,163,351.70 169,332.68

SALE 7/10/09 38259P50 GOOGLE INC. 2.13
33645 7/15/09 422779 INSTINET/SOFT-FACTSET 200.00 414.38 10.00 82,864.87 -3,693.57

SALE 7/10/09 41805610 HASBRO INC 1.20
47398 7/15/09 422779 OPPENHEIMER & CO., INC 2,000.00 23.165 60.00 46,267.80 -4,175.00

SALE 7/15/09 41805610 HASBRO INC 2.52
47398 7/20/09 422791 OPPENHEIMER & CO., INC 4,000.00 24.481 120.00 97,800.68 -3,084.92

SALE 7/08/09 43146610 HILL INTERNATIONAL INC. 2.03
44598 7/13/09 422767 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 3.944 600.00 78,271.97 -10,482.17

SALE 7/10/09 43146610 HILL INTERNATIONAL INC. 1.00
44598 7/15/09 422779 OPPENHEIMER & CO., INC 10,000.00 3.871 300.00 38,407.00 -5,970.07

SALE 7/02/09 45814010 INTEL CORP 4.31
46919 7/08/09 422755 JANNEY MONTGOMERY SCOTT 10,000.00 16.770 300.00 167,395.69 12,369.69

SALE 7/08/09 45814010 INTEL CORP 8.24
46919 7/13/09 422767 INSTINET/SOFT-FACTSET 20,000.00 16.029 1,000.00 319,577.76 9,525.76

SALE 7/08/09 45814010 INTEL CORP 8.37
46919 7/13/09 422767 JANNEY MONTGOMERY SCOTT 20,000.00 16.280 600.00 324,991.63 14,939.63

SALE 7/09/09 45814010 INTEL CORP 8.31
46919 7/14/09 422773 INSTINET/SOFT-FACTSET 20,000.00 16.159 1,000.00 322,173.69 12,121.69

SALE 7/16/09 45920010 INTL BUSINESS MACHINES CORP 5.62
45198 7/21/09 422795 OPPENHEIMER & CO., INC 2,000.00 109.28 60.00 218,496.38 30,279.92

S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 26
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/20/09 46625H10 JP MORGAN CHASE & CO .97
28084 7/23/09 422804 CL KING (RESEARCH) 1,000.00 37.400 30.00 37,369.03 8,607.17

SALE 7/21/09 46625H10 JP MORGAN CHASE & CO 3.80
28084 7/24/09 422808 CL KING (RESEARCH) 4,000.00 36.880 120.00 147,396.20 32,348.75

SALE 7/02/09 47816010 JOHNSON & JOHNSON 2.89
18884 7/08/09 422755 OPPENHEIMER & CO., INC 2,000.00 56.210 60.00 112,357.11 -498.55

SALE 7/08/09 47816010 JOHNSON & JOHNSON 2.94
18884 7/13/09 422767 MORGAN STANLEY 2,000.00 57.080 114,157.06 1,301.40

SALE 7/08/09 47816010 JOHNSON & JOHNSON 2.91
18884 7/13/09 422767 OPPENHEIMER & CO., INC 2,000.00 56.500 60.00 112,937.09 81.43

SALE 7/14/09 47816010 JOHNSON & JOHNSON 1.50
18884 7/17/09 422787 OPPENHEIMER & CO., INC 1,000.00 58.000 30.00 57,968.50 1,540.67

SALE 7/16/09 47816010 JOHNSON & JOHNSON 1.52
18884 7/21/09 422795 OPPENHEIMER & CO., INC 1,000.00 59.120 30.00 59,088.48 2,660.65

SALE 7/17/09 48517030 KANSAS CITY SOUTHERN .95
25663 7/22/09 422799 CL KING (RESEARCH) 2,000.00 18.318 60.00 36,574.05 -9,447.97

SALE 7/02/09 50207910 LMI AEROSPACE INC. .52
39623 7/08/09 422755 JANNEY MONTGOMERY SCOTT 2,000.00 10.039 60.00 20,018.08 -1,756.66

SALE 7/06/09 50207910 LMI AEROSPACE INC. .50
39623 7/09/09 422759 JANNEY MONTGOMERY SCOTT 2,000.00 9.715 60.00 19,370.10 -2,404.65

SALE 7/17/09 50207910 LMI AEROSPACE INC. .51
39623 7/22/09 422799 JANNEY MONTGOMERY SCOTT 2,000.00 9.749 60.00 19,437.49 -2,337.26

SALE 7/21/09 50207910 LMI AEROSPACE INC. .47
39623 7/24/09 422808 LABRANCHE/SOFT 2,000.00 9.096 100.00 18,091.33 -3,683.42

SALE 7/22/09 50207910 LMI AEROSPACE INC. .47
39623 7/27/09 422812 JANNEY MONTGOMERY SCOTT 2,000.00 9.134 60.00 18,207.53 -3,567.22

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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 27
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/02/09 50540R40 LABORATORY CORP OF AMERICA 5.15
21677 7/08/09 422755 OPPENHEIMER & CO., INC 3,000.00 66.795 90.00 200,288.95 17,355.51

SALE 7/02/09 50540R40 LABORATORY CORP OF AMERICA 3.44
21677 7/08/09 422755 OPPENHEIMER & CO., INC 2,000.00 66.850 60.00 133,636.56 11,680.94
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 5,000.00 66.817 8.59 333,925.51 29,036.45
150.00

SALE 7/06/09 53591920 LIONS GATE ENTERTAINMENT CO 1.43
43432 7/09/09 422759 OPPENHEIMER & CO., INC 10,000.00 5.542 300.00 55,119.57 2,715.42

SALE 7/10/09 53591920 LIONS GATE ENTERTAINMENT CO 2.91
43432 7/15/09 422779 OPPENHEIMER & CO., INC 20,000.00 5.660 600.00 112,587.09 7,778.80

SALE 7/13/09 53591920 LIONS GATE ENTERTAINMENT CO 2.87
43432 7/16/09 422783 OPPENHEIMER & CO., INC 20,000.00 5.580 600.00 110,987.13 6,178.84

SALE 7/14/09 53591920 LIONS GATE ENTERTAINMENT CO 3.02
43432 7/17/09 422787 OPPENHEIMER & CO., INC 20,000.00 5.866 600.00 116,710.98 11,902.69

SALE 7/15/09 53591920 LIONS GATE ENTERTAINMENT CO 3.05
43432 7/20/09 422791 OPPENHEIMER & CO., INC 20,000.00 5.920 600.00 117,790.95 12,982.65

SALE 7/21/09 53983010 LOCKHEED MARTIN 15.55
47133 7/24/09 422808 BARCLAYS CAPITAL (DOMESTIC) 8,000.00 75.613 320.00 604,569.25 -70,365.63

SALE 7/08/09 55608B10 MACQUARIE INFRASTRUCTURE CO 5.20
41251 7/13/09 422767 OPPENHEIMER & CO., INC 60,000.00 3.372 1,800.00 200,508.80 -348,555.61

SALE 7/20/09 56069020 MAJESCO ENTERTAINMENT CO. .16
47476 7/23/09 422804 INSTINET (PORTAL) 3,379.00 1.830 23.65 6,160.77 6,160.76

SALE 7/21/09 57636Q10 MASTERCARD INC 18.49
47456 7/24/09 422808 CL KING (RESEARCH) 4,000.00 179.78 160.00 718,952.71 72,015.41

S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 28
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 6/26/09 58013510 MCDONALD'S CORP. 2.95
42586 7/01/09 422736 STURDIVANT/EXECUTION 2,000.00 57.260 30.00 114,487.05 2,861.37

SALE 7/02/09 58497720 MEDTOX SCIENTIFIC INC. .49
38052 7/08/09 422755 JANNEY MONTGOMERY SCOTT 2,000.00 9.516 60.00 18,970.51 -3,838.55

SALE 7/06/09 58497720 MEDTOX SCIENTIFIC INC. .24
38052 7/09/09 422759 JANNEY MONTGOMERY SCOTT 1,000.00 9.005 30.00 8,974.66 -2,429.87

SALE 7/13/09 60786L10 MODUSLINK GLOBAL SOLUTIONS 1.68
43940 7/16/09 422783 INSTINET/SOFT-FACTSET 10,000.00 6.504 500.00 64,536.32 33,295.47

SALE 7/06/09 60871R20 MOLSON COORS BREWING CO. 1.12
41264 7/09/09 422759 OPPENHEIMER & CO., INC 1,000.00 43.200 30.00 43,168.88 -1,920.81

SALE 7/08/09 60871R20 MOLSON COORS BREWING CO. 4.43
41264 7/13/09 422767 OPPENHEIMER & CO., INC 4,000.00 43.030 120.00 171,995.57 -8,363.21

SALE 7/21/09 61166W10 MONSANTO CO 4.10
47787 7/24/09 422808 CL KING (RESEARCH) 2,000.00 79.764 60.00 159,464.50 7,862.90

SALE 7/22/09 61166W10 MONSANTO CO 8.20
47787 7/27/09 422812 OPPENHEIMER & CO., INC 4,000.00 79.760 120.00 318,911.80 15,708.60

SALE 7/15/09 61744644 MORGAN STANLEY 13.49
47655 7/20/09 422791 OPPENHEIMER & CO., INC 18,000.00 29.156 540.00 524,245.51 41,044.51

SALE 7/16/09 61945A10 MOSIAC CO 2.57
46286 7/21/09 422795 OPPENHEIMER & CO., INC 2,000.00 49.920 60.00 99,777.43 10,383.61

SALE 7/16/09 61945A10 MOSIAC CO 3.76
46286 7/21/09 422795 OPPENHEIMER & CO., INC 3,000.00 48.750 90.00 146,156.24 12,065.51
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 5,000.00 49.218 6.33 245,933.67 22,449.12
150.00

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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 29
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/17/09 61945A10 MOSIAC CO 6.72
46286 7/22/09 422799 CL KING (RESEARCH) 5,000.00 52.292 150.00 261,304.28 37,819.72

SALE 7/17/09 61945A10 MOSIAC CO 6.83
46286 7/22/09 422799 CL KING (RESEARCH) 5,000.00 53.092 150.00 265,304.17 41,819.61
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,000.00 52.692 13.55 526,608.45 79,639.33
300.00

SALE 6/30/09 62937750 NRG ENERGY INC. 1.28
43555 7/06/09 422745 ICAP CORPORATES LLC 2,000.00 24.817 20.00 49,612.92 10,535.96

SALE 7/09/09 62937750 NRG ENERGY INC. 1.22
43555 7/14/09 422773 OPPENHEIMER & CO., INC 2,000.00 23.700 60.00 47,338.78 8,007.07

SALE 7/10/09 62937750 NRG ENERGY INC. 1.22
43555 7/15/09 422779 OPPENHEIMER & CO., INC 2,000.00 23.670 60.00 47,278.78 7,947.07

SALE 7/10/09 62937750 NRG ENERGY INC. 1.23
43555 7/15/09 422779 OPPENHEIMER & CO., INC 2,000.00 23.840 60.00 47,618.77 8,287.06
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 23.755 2.45 94,897.55 16,234.13
120.00

SALE 7/28/09 62937750 NRG ENERGY INC. 1.40
43555 7/31/09 422826 OPPENHEIMER & CO., INC 2,000.00 27.060 60.00 54,058.60 13,806.58

SALE 7/17/09 63530910 NATIONAL CINEMEDIA, INC. .74
43500 7/22/09 422799 JANNEY MONTGOMERY SCOTT 2,000.00 14.294 60.00 28,526.26 9,705.13

SALE 6/26/09 65163910 NEWMONT MINING CORP. 1.12
42992 7/01/09 422736 STURDIVANT/EXECUTION 1,000.00 43.260 15.00 43,243.88 3,807.10

SALE 7/02/09 65163910 NEWMONT MINING CORP. 1.06
42992 7/08/09 422755 OPPENHEIMER & CO., INC 1,000.00 41.180 30.00 41,148.94 1,712.16

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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 30
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/06/09 65163910 NEWMONT MINING CORP. 1.02
42992 7/09/09 422759 OPPENHEIMER & CO., INC 1,000.00 39.500 30.00 39,468.98 32.20

SALE 7/10/09 65163910 NEWMONT MINING CORP. 2.89
42992 7/15/09 422779 OPPENHEIMER & CO., INC 3,000.00 37.427 90.00 112,187.21 -6,123.12

SALE 7/15/09 65163910 NEWMONT MINING CORP. 10.44
42992 7/20/09 422791 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 40.599 300.00 405,676.56 11,308.81

SALE 6/26/09 65584410 NORFOLK SOUTHERN CORP. 3.00
44749 7/01/09 422736 STURDIVANT/EXECUTION 3,000.00 38.860 45.00 116,532.00 11,021.07

SALE 6/29/09 65584410 NORFOLK SOUTHERN CORP. 3.01
44749 7/02/09 422740 STURDIVANT/EXECUTION 3,000.00 39.040 45.00 117,071.99 11,561.06

SALE 7/02/09 65584410 NORFOLK SOUTHERN CORP. 1.94
44749 7/08/09 422755 OPPENHEIMER & CO., INC 2,000.00 37.730 60.00 75,398.06 5,057.44

SALE 7/15/09 67020Y10 NUANCE COMMUNICATIONS INC 1.30
47647 7/20/09 422791 INSTINET/SOFT-FACTSET 4,000.00 12.575 200.00 50,098.70 4,108.52

SALE 7/21/09 67020Y10 NUANCE COMMUNICATIONS INC 1.39
47647 7/24/09 422808 LABRANCHE/SOFT 4,000.00 13.480 200.00 53,718.61 7,728.43

SALE 6/29/09 67555N10 OCLARO INC .32
46392 7/02/09 422740 INSTINET (PORTAL) 20,000.00 .612 100.00 12,145.68 2,658.62

SALE 6/30/09 67555N10 OCLARO INC .67
46392 7/06/09 422745 INSTINET (PORTAL) 40,000.00 .643 200.00 25,507.33 6,533.22

SALE 7/01/09 67555N10 OCLARO INC .33
46392 7/07/09 422751 INSTINET (PORTAL) 20,000.00 .630 100.00 12,493.67 3,006.61

SALE 7/02/09 67555N10 OCLARO INC .32
46392 7/08/09 422755 JANNEY MONTGOMERY SCOTT 20,000.00 .610 200.00 12,001.68 2,514.62

SALE 7/02/09 67555N10 OCLARO INC .32
46392 7/08/09 422755 JANNEY MONTGOMERY SCOTT 20,000.00 .616 200.00 12,117.68 2,630.62
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 .613 .64 24,119.36 5,145.24
400.00

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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 31
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/08/09 67555N10 OCLARO INC .30
46392 7/13/09 422767 JANNEY MONTGOMERY SCOTT 20,000.00 .571 200.00 11,219.70 1,732.64

SALE 7/09/09 67555N10 OCLARO INC .30
46392 7/14/09 422773 INSTINET (PORTAL) 20,000.00 .570 100.00 11,305.70 1,818.65

SALE 7/10/09 67555N10 OCLARO INC .30
46392 7/15/09 422779 INSTINET (PORTAL) 20,000.00 .570 100.00 11,301.70 1,814.64

SALE 7/14/09 67555N10 OCLARO INC .23
46392 7/17/09 422787 INSTINET (PORTAL) 15,100.00 .576 75.50 8,615.83 1,453.10

SALE 7/15/09 67555N10 OCLARO INC .08
46392 7/20/09 422791 INSTINET (PORTAL) 4,900.00 .580 24.50 2,817.42 493.09

SALE 7/17/09 67555N10 OCLARO INC .30
46392 7/22/09 422799 JANNEY MONTGOMERY SCOTT 20,000.00 .574 200.00 11,269.70 1,782.65

SALE 7/20/09 67555N10 OCLARO INC .29
46392 7/23/09 422804 INSTINET (PORTAL) 17,980.00 .612 89.90 10,904.58 2,375.72

SALE 7/20/09 70454910 PEABODY ENERGY CORP. 3.53
40443 7/23/09 422804 CL KING (RESEARCH) 4,000.00 34.327 120.00 137,182.47 27,765.11

SALE 7/20/09 70454910 PEABODY ENERGY CORP. 3.63
40443 7/23/09 422804 CL KING (RESEARCH) 4,000.00 35.230 120.00 140,796.37 31,379.01
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 8,000.00 34.778 7.16 277,978.84 59,144.12
240.00

SALE 7/21/09 70454910 PEABODY ENERGY CORP. 1.75
40443 7/24/09 422808 CL KING (RESEARCH) 2,000.00 33.910 60.00 67,758.25 13,049.57

SALE 7/21/09 71344810 PEPSICO, INC. 1.44
43554 7/24/09 422808 CL KING (RESEARCH) 1,000.00 55.660 30.00 55,628.56 3,714.12

S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 32
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/08/09 71817210 PHILIP MORRIS INTERNATIONAL 2.25
40646 7/13/09 422767 OPPENHEIMER & CO., INC 2,000.00 43.707 60.00 87,352.35 4,779.66

SALE 6/26/09 74346Y10 PROS HOLDINGS INC. .42
38456 7/01/09 422736 STURDIVANT/EXECUTION 2,000.00 7.980 30.00 15,929.58 -2,905.43

SALE 6/29/09 74346Y10 PROS HOLDINGS INC. .44
38456 7/02/09 422740 STURDIVANT/EXECUTION 2,000.00 8.480 30.00 16,929.56 -1,905.45

SALE 7/17/09 74346Y10 PROS HOLDINGS INC. .42
38456 7/22/09 422799 CL KING (RESEARCH) 2,000.00 8.046 60.00 16,031.58 -2,803.43

SALE 7/02/09 74731Q10 PZENA INVESTMENT MGMT INC .39
46575 7/08/09 422755 OPPENHEIMER & CO., INC 2,000.00 7.468 60.00 14,875.21 2,920.48

SALE 7/06/09 74731Q10 PZENA INVESTMENT MGMT INC .40
46575 7/09/09 422759 OPPENHEIMER & CO., INC 2,000.00 7.763 60.00 15,465.20 3,510.47

SALE 7/16/09 74731Q10 PZENA INVESTMENT MGMT INC .38
46575 7/21/09 422795 OPPENHEIMER & CO., INC 2,000.00 7.301 60.00 14,540.62 2,589.74

SALE 7/17/09 74731Q10 PZENA INVESTMENT MGMT INC .38
46575 7/22/09 422799 CL KING (RESEARCH) 2,000.00 7.380 60.00 14,699.62 2,748.74

SALE 6/30/09 75876610 REGAL ENTERTAINMENT GROUP 3.42
46594 7/06/09 422745 MERIDIAN EQUITY PARTNERS 10,000.00 13.279 100.00 132,689.58 4,642.84

SALE 7/01/09 75876610 REGAL ENTERTAINMENT GROUP 3.41
46594 7/07/09 422751 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 13.235 300.00 132,042.59 3,995.86

SALE 7/21/09 75876610 REGAL ENTERTAINMENT GROUP 3.49
46594 7/24/09 422808 CL KING (RESEARCH) 10,000.00 13.545 300.00 135,141.51 7,094.77

SALE 7/13/09 83416B10 SOLARWINDS INC 4.24
46941 7/16/09 422783 OPPENHEIMER & CO., INC 10,000.00 16.494 300.00 164,636.76 39,636.76

SALE 7/15/09 85811910 STEEL DYNAMICS INC 3.92
47150 7/20/09 422791 INSTINET/SOFT-FACTSET 10,000.00 15.230 500.00 151,800.08 12,280.76

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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 33
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/16/09 85811910 STEEL DYNAMICS INC 4.04
47150 7/21/09 422795 JANNEY MONTGOMERY SCOTT 10,000.00 15.688 300.00 156,572.96 17,053.64

SALE 7/06/09 86681020 SUN MICROSYSTEMS, INC. 2.37
45199 7/09/09 422759 JANNEY MONTGOMERY SCOTT 10,000.00 9.190 300.00 91,597.63 7,453.03

SALE 7/17/09 88476810 THOMPSON CREEK METALS CO IN 3.19
47277 7/22/09 422799 CL KING (RESEARCH) 10,000.00 12.406 300.00 123,759.81 13,437.01

SALE 7/17/09 88476810 THOMPSON CREEK METALS CO IN 3.01
47277 7/22/09 422799 CL KING (RESEARCH) 10,000.00 11.700 300.00 116,696.99 6,374.19
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 12.053 6.20 240,456.80 19,811.20
600.00

SALE 6/26/09 88731730 TIME WARNER INC 1.31
45489 7/01/09 422736 STURDIVANT/EXECUTION 2,000.00 25.350 30.00 50,668.69 -888.98

SALE 7/02/09 88731730 TIME WARNER INC 1.27
45489 7/08/09 422755 OPPENHEIMER & CO., INC 2,000.00 24.520 60.00 48,978.73 -2,578.94

SALE 7/20/09 88870610 TIVO INC. .51
36147 7/23/09 422804 LABRANCHE/SOFT 2,000.00 9.950 100.00 19,799.49 5,333.22

SALE 7/21/09 90297330 US BANCORP 7.84
46666 7/24/09 422808 CL KING (RESEARCH) 17,000.00 17.940 510.00 304,462.16 442.61

SALE 7/22/09 90297330 US BANCORP 2.46
46666 7/27/09 422812 OPPENHEIMER & CO., INC 5,000.00 19.121 150.00 95,452.54 6,035.03

SALE 7/15/09 91126810 UNITED ONLINE, INC. 2.09
44273 7/20/09 422791 INSTINET/SOFT-FACTSET 10,000.00 8.120 500.00 80,699.91 25,949.93

SALE 7/16/09 91126810 UNITED ONLINE, INC. 2.12
44273 7/21/09 422795 JANNEY MONTGOMERY SCOTT 10,000.00 8.223 300.00 81,929.88 27,179.90

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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 34
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/06/09 92343V10 VERIZON COMMUNICATIONS INC 7.79
43853 7/09/09 422759 OPPENHEIMER & CO., INC 10,000.00 30.309 300.00 302,786.21 804.56

SALE 7/07/09 92343V10 VERIZON COMMUNICATIONS INC 7.78
43853 7/10/09 422763 OPPENHEIMER & CO., INC 10,000.00 30.270 300.00 302,392.22 410.57

SALE 7/16/09 92343V10 VERIZON COMMUNICATIONS INC 3.03
43853 7/21/09 422795 OPPENHEIMER & CO., INC 4,000.00 29.412 120.00 117,526.17 -3,266.49

SALE 7/21/09 92343V10 VERIZON COMMUNICATIONS INC 13.99
43853 7/24/09 422808 CL KING (RESEARCH) 18,000.00 30.227 540.00 543,526.61 -40.35

SALE 7/21/09 92343V10 VERIZON COMMUNICATIONS INC 7.71
43853 7/24/09 422808 CL KING (RESEARCH) 10,000.00 29.975 300.00 299,442.29 -2,539.36
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 28,000.00 30.137 21.70 842,968.90 -2,579.71
840.00

SALE 7/21/09 94974610 WELLS FARGO & COMPANY 10.33
46540 7/24/09 422808 CL KING (RESEARCH) 16,000.00 25.108 480.00 401,229.67 5,945.85

SALE 7/06/09 95058710 WENDY'S/ARBY'S GROUP INC - 1.05
47148 7/09/09 422759 OPPENHEIMER & CO., INC 10,000.00 4.080 300.00 40,498.95 -227.84

SALE 7/13/09 95058710 WENDY'S/ARBY'S GROUP INC - 5.24
47148 7/16/09 422783 OPPENHEIMER & CO., INC 50,000.00 4.076 1,500.00 202,284.76 -1,349.17

SALE 7/14/09 95058710 WENDY'S/ARBY'S GROUP INC - 4.50
47148 7/17/09 422787 SANFORD BERNSTEIN & CO. 40,000.00 4.374 1,600.00 173,359.50 10,452.36

SALE 7/15/09 95058710 WENDY'S/ARBY'S GROUP INC - 4.43
47148 7/20/09 422791 OPPENHEIMER & CO., INC 40,000.00 4.305 1,200.00 170,983.57 8,076.43

SALE 7/21/09 96216610 WEYERHAEUSER CO 1.62
46167 7/24/09 422808 CL KING (RESEARCH) 2,000.00 31.328 60.00 62,593.38 -3,079.29

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 7/01/09 THROUGH 7/31/09

N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 35
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 6/26/09 98156Q10 WORLD WRESTLING ENTERTAINME .97
38164 7/01/09 422736 STURDIVANT/EXECUTION 3,000.00 12.460 45.00 37,334.03 -7,832.16

SALE 6/29/09 98156Q10 WORLD WRESTLING ENTERTAINME 1.97
38164 7/02/09 422740 MAGNA SECURITIES CORP 6,000.00 12.729 90.00 76,279.03 -14,053.35

SALE 7/13/09 98156Q10 WORLD WRESTLING ENTERTAINME 1.28
38164 7/16/09 422783 OPPENHEIMER & CO., INC 4,000.00 12.409 120.00 49,515.92 -10,705.67

SALE 7/17/09 98156Q10 WORLD WRESTLING ENTERTAINME 1.39
38164 7/22/09 422799 CL KING (RESEARCH) 4,000.00 13.426 120.00 53,580.61 -6,640.98

SALE 7/21/09 98156Q10 WORLD WRESTLING ENTERTAINME 1.37
38164 7/24/09 422808 CL KING (RESEARCH) 4,000.00 13.292 120.00 53,045.83 -7,175.76

SALE 7/22/09 98156Q10 WORLD WRESTLING ENTERTAINME 1.36
38164 7/27/09 422812 OPPENHEIMER & CO., INC 4,000.00 13.220 120.00 52,758.64 -7,462.95

SALE 7/14/09 98302410 WYETH 11.75
44469 7/17/09 422787 SANFORD BERNSTEIN & CO. 10,000.00 45.703 400.00 456,614.25 25,526.23

SALE 7/15/09 98302410 WYETH 2.36
44469 7/20/09 422791 OPPENHEIMER & CO., INC 2,000.00 45.723 60.00 91,383.64 5,166.04

SALE 7/16/09 98302410 WYETH 2.37
44469 7/21/09 422795 OPPENHEIMER & CO., INC 2,000.00 46.040 60.00 92,017.63 5,800.03

SALE 7/17/09 98302410 WYETH 2.38
44469 7/22/09 422799 CL KING (RESEARCH) 2,000.00 46.240 60.00 92,417.62 6,200.02

SALE 7/20/09 98302410 WYETH 11.79
44469 7/23/09 422804 CL KING (RESEARCH) 10,000.00 45.871 300.00 458,396.21 27,308.19

SALE 7/21/09 98302410 WYETH 4.80
44469 7/24/09 422808 CL KING (RESEARCH) 4,000.00 46.598 120.00 186,268.40 13,833.19

SALE 7/22/09 98302410 WYETH 11.97
44469 7/27/09 422812 OPPENHEIMER & CO., INC 10,000.00 46.540 300.00 465,088.03 34,000.01

S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

CASH MANAGEMENT FD (5050) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------

PUR 7/22/09 00279HCL ABBEY NATIONAL YANKEE CERT .2100 .210
47829 7/22/09 287780 ABBEY NATIONAL 8/24/09 65,000,000.00 100.00 65,000,000.00

PUR 7/30/09 00279HCZ ABBEY NATIONAL YANKEE CERT .1600 .160
47933 7/30/09 287818 ABBEY NATIONAL 8/07/09 115,000,000.00 100.00 115,000,000.00

PUR 7/07/09 02585TAQ AMERICAN EXPRESS CREDIT COR .1800 .180
47653 7/07/09 287712 AMERICAN EXPRESS CREDIT COR 7/08/09 3,711,000.00 100.00 3,711,000.00

PUR 7/07/09 02585TAR AMERICAN EXPRESS CREDIT COR .3000 .300
47652 7/07/09 287712 AMERICAN EXPRESS CREDIT COR 8/03/09 20,000,000.00 100.00 20,000,000.00

PUR 7/17/09 02585TBF AMERICAN EXPRESS CREDIT COR .2800 .280
47780 7/17/09 287762 AMERICAN EXPRESS CREDIT COR 8/11/09 37,000,000.00 100.00 37,000,000.00

PUR 7/30/09 02585TBT AMERICAN EXPRESS CREDIT COR .1500 .150
47910 7/30/09 287818 AMERICAN EXPRESS CREDIT COR 7/31/09 80,000,000.00 100.00 80,000,000.00

PUR 7/14/09 0556M4EM BNP PARIBAS YANKEE CERT DEP .1900 .190
47715 7/14/09 287743 BNP PARIBAS 7/31/09 75,000,000.00 100.00 75,000,000.00

PUR 7/06/09 0556N0U7 BNP PARIBAS FINANCE INC DIS .2000 .200
47634 7/06/09 287706 BNP PARIBAS 7/07/09 55,000,000.00 99.999 54,999,694.44

PUR 7/30/09 0556N0V3 BNP PARIBAS DISC C P .1700 .170
47927 7/30/09 287818 BNP PARIBAS 8/03/09 85,000,000.00 99.998 84,998,394.45

PUR 7/15/09 06366FBY BANK OF MONTREAL YANKEE CER .2400 .240
47728 7/15/09 287750 BMO/HARRIS TRUST & SAVINGS 8/14/09 60,000,000.00 100.00 60,000,000.00

PUR 7/06/09 0660P0U7 BANK OF AMERICA DISC C P .2200 .220
47632 7/06/09 287706 BANK OF AMERICA SECURITIES 7/07/09 30,000,000.00 99.999 29,999,816.67

PUR 7/02/09 0660P0U9 BANK OF AMERICA DISC C P .2300 .230
47612 7/02/09 287700 BANK OF AMERICA 7/09/09 40,000,000.00 99.996 39,998,211.12

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 7/01/09 THROUGH 7/31/09

CASH MANAGEMENT FD (5050) -Cont. PAGE: 38
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/09/09 0660P0UA BANK OF AMERICA DISC C P .2000 .200
47667 7/09/09 287722 BANK OF AMERICA 7/10/09 40,000,000.00 99.999 39,999,777.76

PUR 7/09/09 0660P0UA BANK OF AMERICA DISC C P .2000 .200
47668 7/09/09 287722 BANK OF AMERICA 7/10/09 30,000,000.00 99.999 29,999,833.32

PUR 7/02/09 0660P0UD BANK OF AMERICA DISC C P .2400 .240
47615 7/02/09 287700 BANK OF AMERICA 7/13/09 40,000,000.00 99.993 39,997,066.68

PUR 7/14/09 0660P0UL BANK OF AMERICA CORP DISC C .2000 .200
47714 7/14/09 287743 BANK OF AMERICA 7/20/09 5,000,000.00 99.997 4,999,833.34

PUR 7/15/09 0660P0UL BANK OF AMERICA CORP DISC C .2000 .200
47725 7/15/09 287750 BANK OF AMERICA 7/20/09 35,000,000.00 99.997 34,999,027.77

PUR 7/10/09 0660P0UM BANK OF AMERICA DISC C P .2300 .230
47688 7/10/09 287730 BANK OF AMERICA 7/21/09 40,000,000.00 99.993 39,997,188.88

PUR 7/20/09 0660P0UM BANK OF AMERICA CORP DISC C .1600 .160
47803 7/20/09 287768 BANK OF AMERICA 7/21/09 15,000,000.00 100.00 14,999,933.34

PUR 7/20/09 0660P0UN BANK OF AMERICA CORP DISC C .1800 .180
47790 7/20/09 287768 BANK OF AMERICA 7/22/09 40,000,000.00 99.999 39,999,600.00

PUR 7/28/09 0660P0UV BANK OF AMERICA CORP DISC C .1500 .150
47892 7/28/09 287806 BANK OF AMERICA SECURITIES 7/29/09 13,683,000.00 100.00 13,682,942.98

PUR 7/21/09 0660P0V3 BANK OF AMERICA CORP DISC C .2100 .210
47819 7/21/09 287774 BANK OF AMERICA 8/03/09 15,000,000.00 99.992 14,998,862.51

PUR 7/29/09 0660P0V3 BANK OF AMERICA CORP DISC C .2000 .200
47904 7/29/09 287812 BANK OF AMERICA 8/03/09 15,000,000.00 99.997 14,999,583.33

PUR 7/27/09 0660P0VS BANK OF AMERICA CORP DISC C .2600 .260
47863 7/27/09 287798 BANK OF AMERICA 8/26/09 50,000,000.00 99.978 49,989,166.65

PUR 7/16/09 13170LYF CALYON YANKEE CERT DEP .2200 .220
47748 7/16/09 287756 CALYON NY 8/06/09 51,000,000.00 100.00 51,000,000.00

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 7/01/09 THROUGH 7/31/09

CASH MANAGEMENT FD (5050) -Cont. PAGE: 39
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/14/09 13170RUX CALYON NA INC DISC C P .1900 .190
47716 7/14/09 287743 CALYON NY 7/31/09 8,977,000.00 99.991 8,976,194.56

PUR 7/30/09 13170RUX CALYON NA INC DISC C P .1700 .170
47908 7/30/09 287818 CALYON NY 7/31/09 180,000,000.00 100.00 179,999,150.00

PUR 7/29/09 13443CUW CAMPBELL SOUP CO DISC C P .1400 .140
47905 7/29/09 287812 JP MORGAN 7/30/09 25,000,000.00 100.00 24,999,902.78

PUR 7/02/09 13606XKT CANADIAN IMPERIAL BANK YANK .2700 .270
47610 7/02/09 287700 BGC FINANCIAL 8/04/09 50,000,000.00 100.00 50,000,000.00

PUR 7/15/09 14178LUG CARGILL INC DISC C P .1500 .150
47734 7/15/09 287750 CREDIT SUISSE SEC (USA) LLC 7/16/09 6,672,000.00 100.00 6,671,972.20

PUR 7/24/09 14178LUT CARGILL INC DISC C P .2000 .200
47852 7/24/09 287792 CREDIT SUISSE SEC (USA) LLC 7/27/09 20,480,000.00 99.998 20,479,658.66

PUR 7/30/09 14178LUX CARGILL INC DISC C P .1500 .150
47935 7/30/09 287818 JP MORGAN 7/31/09 5,419,000.00 100.00 5,418,977.42

PUR 7/16/09 16677EYB CHEVRON FUNDING CORP IBN .2100 .210
47745 7/16/09 287756 CHEVRON USA INC 8/21/09 90,000,000.00 100.00 90,000,000.00

PUR 7/17/09 16677EYE CHEVRON FUNDING CORP IBN .2000 .200
47772 7/17/09 287762 CHEVRON TEXACO CORP. 8/18/09 65,000,000.00 100.00 65,000,000.00

PUR 7/23/09 16677EYR CHEVRON FUNDING CORP IBN .1700 .170
47841 7/23/09 287786 CHEVRON USA INC 8/25/09 55,000,000.00 100.00 55,000,000.00

PUR 7/02/09 17314FCJ CITIGROUP FUNDING IBN - TLG .2200 .220
47611 7/02/09 287700 CITIGROUP FUNDING 8/05/09 20,000,000.00 100.00 20,000,000.00

PUR 7/10/09 17314FCL CITIGROUP FUNDING INC TLGP .2200 .220
47687 7/10/09 287730 CITIGROUP FUNDING 8/14/09 45,000,000.00 100.00 45,000,000.00

PUR 7/09/09 19416EVC COLGATE PALMOLIVE CO DISC C .1800 .180
47673 7/09/09 287722 CITIGROUP GBL MKT(FMLY SALO 8/12/09 30,000,000.00 99.983 29,994,900.00

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 7/01/09 THROUGH 7/31/09

CASH MANAGEMENT FD (5050) -Cont. PAGE: 40
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/15/09 19416EVH COLGATE PALMOLIVE CO DISC C .1400 .140
47733 7/15/09 287750 CITIGROUP GBL MKT(FMLY SALO 8/17/09 40,000,000.00 99.987 39,994,866.68

PUR 7/17/09 19416EVL COLGATE PALMOLIVE CO DISC C .1400 .140
47773 7/17/09 287762 CITIGROUP GBL MKT(FMLY SALO 8/20/09 15,000,000.00 99.987 14,998,016.67

PUR 7/17/09 20259XTY COMMERZBANK AG YANKEE CERT .2600 .260
47779 7/17/09 287762 TRADITION AISEL SECURITIES 8/19/09 75,000,000.00 100.00 75,000,000.00

PUR 7/20/09 2082M2UM CONOCO PHILLIPS DISC C P .1700 .170
47796 7/20/09 287768 JP MORGAN 7/21/09 50,000,000.00 100.00 49,999,763.90

PUR 7/28/09 2082M2UV CONOCO PHILLIPS DISC C P .1500 .150
47880 7/28/09 287806 BANK OF AMERICA SECURITIES 7/29/09 25,000,000.00 100.00 24,999,895.83

PUR 7/30/09 2082M2UX CONOCO PHILLIPS DISC C P .1600 .160
47930 7/30/09 287818 JP MORGAN 7/31/09 20,000,000.00 100.00 19,999,911.12

PUR 7/02/09 22536FUB CREDIT INDUSTRIAL & COMMERC .2500 .250
47614 7/02/09 287700 CREDIT INDUSTRIAL&COMMERCIA 8/03/09 110,000,000.00 100.00 110,000,000.00

PUR 7/30/09 24422LUX JOHN DEERE CAPITAL CORP DIS .1500 .150
47919 7/30/09 287818 BANK OF AMERICA SECURITIES 7/31/09 65,000,000.00 100.00 64,999,729.15

PUR 7/30/09 25153JUX DEUTSCHE BANK FINANCIAL LLC .1200 .120
47929 7/30/09 287818 DEUTSCHE BANK 7/31/09 110,000,000.00 100.00 109,999,633.37

PUR 7/27/09 313589LD FNMA DISCOUNT NOTE .1600 .160
47858 7/27/09 287798 JP MORGAN 9/01/09 50,000,000.00 99.984 49,992,000.00

PUR 7/30/09 3696E2QA GENERAL ELECTRIC CO IBN .1200 .120
47912 7/30/09 287818 GENERAL ELECTRIC COMPANY 7/31/09 90,000,000.00 100.00 90,000,000.00

PUR 7/30/09 3696E2QC GENERAL ELECTRIC CO IBN .1000 .100
47920 7/30/09 287818 GENERAL ELECTRIC COMPANY 8/03/09 130,000,000.00 100.00 130,000,000.00

PUR 7/21/09 40427RVK HSBC USA INC DISC C P .2300 .230
47815 7/21/09 287774 BGC FINANCIAL 8/19/09 75,000,000.00 99.981 74,986,104.17

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 7/01/09 THROUGH 7/31/09

CASH MANAGEMENT FD (5050) -Cont. PAGE: 41
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/23/09 40427RVM HSBC USA INC DISC C P .2200 .220
47843 7/23/09 287786 BGC FINANCIAL 8/21/09 50,000,000.00 99.982 49,991,138.89

PUR 7/06/09 4611K0U7 INTESA FUNDING LLC DISC C P .2100 .210
47641 7/06/09 287706 CITIGROUP GBL MKT(FMLY SALO 7/07/09 50,000,000.00 99.999 49,999,708.35

PUR 7/06/09 4611K0U7 INTESA FUNDING LLC DISC C P .2100 .210
47642 7/06/09 287706 CITIGROUP GBL MKT(FMLY SALO 7/07/09 10,000,000.00 99.999 9,999,941.67

PUR 7/16/09 4611K0V3 INTESA FUNDING LLC DISC C P .2000 .200
47754 7/16/09 287756 CITIGROUP GBL MKT(FMLY SALO 8/03/09 45,000,000.00 99.990 44,995,500.00

PUR 7/15/09 4611K0V7 INTESA FUNDING LLC DISC C P .2000 .200
47732 7/15/09 287750 CITIGROUP GBL MKT(FMLY SALO 8/07/09 50,000,000.00 99.987 49,993,611.10

PUR 7/20/09 46522FCH INTESA SAN PAOLO YANKEE CER .2400 .240
47802 7/20/09 287768 TRADITION AISEL SECURITIES 8/21/09 45,000,000.00 100.00 45,000,000.00

PUR 7/23/09 4662J0UQ JP MORGAN CHASE CO DISC C P .1500 .150
47839 7/23/09 287786 JP MORGAN CHASE 7/24/09 135,000,000.00 100.00 134,999,437.45

PUR 7/30/09 4662J0UX JP MORGAN CHASE CO DISC C P .1800 .180
47928 7/30/09 287818 JP MORGAN CHASE 7/31/09 140,000,000.00 100.00 139,999,300.00

PUR 7/21/09 4823T0MG KBC BANK NV NY YANKEE CTF D .2700 .270
47821 7/21/09 287774 BGC FINANCIAL 8/21/09 80,000,000.00 100.00 80,000,000.00

PUR 7/09/09 50076AUA KREDIETBANK N.A. FIN DISC C .1800 .180
47670 7/09/09 287722 JP MORGAN 7/10/09 25,000,000.00 100.00 24,999,875.00

PUR 7/20/09 58933RVQ MERCK & CO INC DISC C P .1800 .180
47794 7/20/09 287768 GOLDMAN SACHS & COMPANY 8/24/09 25,300,000.00 99.983 25,295,572.50

PUR 7/02/09 6555P0V4 NORDEA N.A. INC DISC C P .2500 .250
47613 7/02/09 287700 BGC FINANCIAL 8/04/09 45,000,000.00 99.977 44,989,687.50

PUR 7/30/09 6555P0V7 NORDEA N.A. INC DISC C P .1500 .150
47931 7/30/09 287818 BGC FINANCIAL 8/07/09 35,000,000.00 99.997 34,998,833.33

S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

CASH MANAGEMENT FD (5050) -Cont. PAGE: 42
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/20/09 6555P0VL NORDEA N.A. INC DISC C P .2400 .240
47791 7/20/09 287768 BGC FINANCIAL 8/20/09 100,000,000.00 99.979 99,979,333.34

PUR 7/29/09 6698M4V NOVARTIS FINANCE DISC C P .1400 .140
47897 7/29/09 287812 BANK OF AMERICA SECURITIES 8/03/09 30,000,000.00 99.998 29,999,416.68

PUR 7/29/09 6698M4V3 NOVARTIS FINANCE DISC C P .1400 .140
47898 7/29/09 287812 JP MORGAN 8/03/09 35,000,000.00 99.998 34,999,319.46

PUR 7/30/09 6698M4V3 NOVARTIS FINANCE DISC C P .1500 .150
47914 7/30/09 287818 JP MORGAN 8/03/09 30,000,000.00 99.998 29,999,499.99

PUR 7/30/09 6698M4V3 NOVARTIS FINANCE DISC C P .1500 .150
47926 7/30/09 287818 JP MORGAN 8/03/09 25,000,000.00 99.998 24,999,583.33

PUR 7/30/09 69830JVU PANASONIC FINANCE INC DISC .2500 .250
47934 7/30/09 287818 CREDIT SUISSE SEC (USA) LLC 8/28/09 30,000,000.00 99.980 29,993,958.33

PUR 7/01/09 7244P0U6 PITNEY BOWES INC DISC C P .1600 .160
47594 7/01/09 287689 CITIGROUP GBL MKT(FMLY SALO 7/06/09 4,317,000.00 99.998 4,316,904.07

PUR 7/02/09 7244P0U8 PITNEY BOWES INC DISC C P .1800 .180
47619 7/02/09 287700 CITIGROUP GBL MKT(FMLY SALO 7/08/09 3,636,000.00 99.997 3,635,890.92

PUR 7/15/09 7244P0UN PITNEY BOWES INC DISC C P .1400 .140
47731 7/15/09 287750 JP MORGAN 7/22/09 20,000,000.00 99.997 19,999,455.56

PUR 7/21/09 7244P0UU PITNEY BOWES INC DISC C P .1500 .150
47822 7/21/09 287774 CITIGROUP GBL MKT(FMLY SALO 7/28/09 4,844,000.00 99.997 4,843,858.72

PUR 7/30/09 7244P0V3 PITNEY BOWES INC DISC C P .1600 .160
47916 7/30/09 287818 CITIGROUP GBL MKT(FMLY SALO 8/03/09 20,000,000.00 99.998 19,999,644.44

PUR 7/06/09 7426M4U7 PRIVATE EXPORT FUNDING CORP .2100 .210
47644 7/06/09 287706 JP MORGAN 7/07/09 3,063,000.00 99.999 3,062,982.13

PUR 7/08/09 7426M4V7 PRIVATE EXPORT FUNDING CORP .1700 .170
47663 7/08/09 287718 JP MORGAN 8/07/09 10,000,000.00 99.986 9,998,583.33

S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

CASH MANAGEMENT FD (5050) -Cont. PAGE: 43
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/08/09 7426M4VB PRIVATE EXPORT FUNDING CORP .1700 .170
47662 7/08/09 287718 WILLIAMS CAPITAL GROUP 8/11/09 45,000,000.00 99.984 44,992,775.00

PUR 7/20/09 7426M4VQ PRIVATE EXPORT FUNDING CORP .1500 .150
47792 7/20/09 287768 WILLIAMS CAPITAL GROUP 8/24/09 50,000,000.00 99.985 49,992,708.33

PUR 7/17/09 83365RUL SOCIETE GENERALE N.A. INC D .1500 .150
47781 7/17/09 287762 JP MORGAN 7/20/09 4,630,000.00 99.999 4,629,942.13

PUR 7/29/09 83365RUW SOCIETE GENERALE N.A. INC D .1600 .160
47896 7/29/09 287812 JP MORGAN 7/30/09 10,000,000.00 100.00 9,999,955.56

PUR 7/29/09 83365RUW SOCIETE GENERALE N.A. INC D .1500 .150
47906 7/29/09 287812 JP MORGAN 7/30/09 9,596,000.00 100.00 9,595,960.01

PUR 7/30/09 83365RUX SOCIETE GENERALE N.A. INC D .1600 .160
47913 7/30/09 287818 SOCIETE GENERALE INTERNATIO 7/31/09 50,000,000.00 100.00 49,999,777.78

PUR 7/01/09 8336W0EX SOCIETE GENERALE YANKEE CER .2800 .280
47587 7/01/09 287689 SOCIETE GENERALE INTERNATIO 8/03/09 65,000,000.00 100.00 65,000,000.00

PUR 7/08/09 8336W0FR SOCIETE GENERALE YANKEE CER .2600 .260
47657 7/08/09 287718 SOCIETE GENERALE INTERNATIO 8/05/09 35,000,000.00 100.00 35,000,000.00

PUR 7/09/09 8336W0FZ SOCIETE GENERALE YANKEE CER .2300 .230
47674 7/09/09 287722 SOCIETE GENERALE INTERNATIO 7/16/09 12,886,000.00 100.00 12,886,000.00

PUR 7/10/09 8336W0GA SOCIETE GENERALE YANKEE CER .2500 .250
47691 7/10/09 287730 SOCIETE GENERALE INTERNATIO 7/31/09 15,187,000.00 100.00 15,187,000.00

PUR 7/16/09 8336W0HA SOCIETE GENERALE YANKEE CER .2200 .220
47755 7/16/09 287756 SOCIETE GENERALE INTERNATIO 7/23/09 10,389,000.00 100.00 10,389,000.00

PUR 7/08/09 87019PK9 SWEDBANK YANKEE CERT DEP .3500 .350
47658 7/08/09 287718 BGC FINANCIAL 8/10/09 90,000,000.00 100.00 90,000,000.00

PUR 7/02/09 89233GU7 TOYOTA MOTOR CREDIT DISC C .2100 .210
47609 7/02/09 287700 TOYOTA MOTOR CR CORP. 7/07/09 75,000,000.00 99.997 74,997,812.50

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 7/01/09 THROUGH 7/31/09

CASH MANAGEMENT FD (5050) -Cont. PAGE: 44
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/13/09 89233GUX TOYOTA MOTOR CREDIT DISC C .2100 .210
47703 7/13/09 287737 TOYOTA MOTOR CR CORP. 7/31/09 50,000,000.00 99.990 49,994,750.00

PUR 7/09/09 89233GV7 TOYOTA MOTOR CREDIT DISC C .2600 .260
47669 7/09/09 287722 TOYOTA MOTOR CR CORP. 8/07/09 60,000,000.00 99.979 59,987,433.34

PUR 7/16/09 89233GVC TOYOTA MOTOR CREDIT DISC C .2100 .210
47746 7/16/09 287756 TOYOTA MOTOR CR CORP. 8/12/09 50,000,000.00 99.984 49,992,125.00

PUR 7/21/09 90467AVM UNICREDITO DELAWARE INC DIS .2800 .280
47820 7/21/09 287774 BGC FINANCIAL 8/21/09 45,000,000.00 99.976 44,989,150.00

PUR 7/16/09 90531C2E UNION BANK OF CALIFORNIA C .2500 .250
47747 7/16/09 287756 UNION BANK OF CALIFORNIA 8/14/09 110,000,000.00 100.00 110,000,000.00

PUR 7/27/09 9113A2W1 UNITED PARCEL SERVICE INC D .1500 .150
47857 7/27/09 287798 JP MORGAN 9/01/09 50,000,000.00 99.985 49,992,500.00

PUR 7/27/09 912795P3 U.S. TREASURY BILLS .1550 .155
47856 7/27/09 287798 GOLDMAN SACHS & COMPANY 9/17/09 50,000,000.00 99.978 49,988,805.56

PUR 7/20/09 912795R8 U.S. TREASURY BILLS .2745 .275
47793 7/20/09 287768 BNP PARIBAS SECURITIES CORP 1/14/10 50,000,000.00 99.864 49,932,137.50

PUR 7/23/09 912795S2 U S TREASURY BILLS .1345 .135
47842 7/23/09 287786 JP MORGAN 8/27/09 50,000,000.00 99.987 49,993,461.81

PUR 7/23/09 912795S2 U S TREASURY BILLS .1245 .125
47844 7/23/09 287786 JP MORGAN 8/27/09 45,000,000.00 99.988 44,994,553.12

PUR 7/23/09 912795S3 U S TREASURY BILLS .1750 .175
47846 7/23/09 287786 BNP PARIBAS SECURITIES CORP 9/24/09 50,000,000.00 99.969 49,984,687.50

PUR 7/23/09 912795S3 U S TREASURY BILLS .1745 .175
47847 7/23/09 287786 BNP PARIBAS SECURITIES CORP 9/24/09 18,048,000.00 99.969 18,042,488.59

PUR 7/30/09 912795S3 U S TREASURY BILLS .1645 .165
47936 7/30/09 287818 JP MORGAN 9/24/09 12,003,000.00 99.974 11,999,928.57

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 7/01/09 THROUGH 7/31/09

CASH MANAGEMENT FD (5050) -Cont. PAGE: 45
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/27/09 912795S4 U S TREASURY BILLS .1820 .182
47864 7/27/09 287798 HSBC (DOMESTIC) 10/22/09 37,580,000.00 99.956 37,563,471.06

PUR 7/22/09 912795S6 U.S. TREASURY BILLS .2295 .230
47831 7/22/09 287780 CREDIT SUISSE SEC (USA) LLC 12/17/09 16,416,000.00 99.906 16,400,511.50

PUR 7/20/09 912795U4 U.S. TREASURY BILLS .3545 .356
47798 7/20/09 287768 BNP PARIBAS SECURITIES CORP 5/06/10 50,000,000.00 99.714 49,857,215.28

PUR 7/20/09 912795U6 U.S. TREASURY BILLS .4405 .442
47797 7/20/09 287768 JP MORGAN 7/01/10 50,000,000.00 99.577 49,788,315.28

PUR 7/20/09 912795UL U.S. TREASURY BILLS .3295 .330
47795 7/20/09 287768 CREDIT SUISSE SEC (USA) LLC 4/01/10 50,000,000.00 99.767 49,883,302.09

PUR 7/20/09 912795UT U.S. TREASURY BILLS .4445 .446
47804 7/20/09 287768 BNP PARIBAS SECURITIES CORP 6/10/10 26,514,000.00 99.599 26,407,603.37

PUR 7/20/09 912795UT U.S. TREASURY BILLS .4445 .446
47788 7/20/09 287768 CREDIT SUISSE SEC (USA) LLC 6/10/10 50,000,000.00 99.599 49,799,357.64

PUR 7/20/09 912795UT U.S. TREASURY BILLS .4445 .446
47801 7/20/09 287768 CREDIT SUISSE SEC (USA) LLC 6/10/10 74,700,000.00 99.599 74,400,240.31

PUR 7/16/09 912828KE UNITED STATES TREAS NTS .8750 .814
47744 7/16/09 287756 BARCLAYS CAPITAL INC 2/28/11 50,000,000.00 100.09 50,048,995.63

PUR 7/16/09 912828KU UNITED STATES TREAS NTS .8750 .934
47743 7/16/09 287756 CITIGROUP GBL MKT(FMLY SALO 5/31/11 50,000,000.00 99.891 49,945,480.00

PUR 7/28/09 912828LF UNITED STATES TREAS NTS 1.1250 1.036
47877 7/28/09 287806 BARCLAYS CAPITAL INC 6/30/11 110,000,000.00 100.16 110,185,134.14

PUR 7/30/09 912828LF UNITED STATES TREAS NTS 1.1250 1.135
47932 7/30/09 287818 JP MORGAN 6/30/11 150,000,000.00 99.981 149,971,205.64

PUR 7/06/09 91302CU7 UNITED TECHNOLOGIES CORP DI .1700 .170
47643 7/06/09 287706 BANK OF AMERICA SECURITIES 7/07/09 30,000,000.00 100.00 29,999,858.34
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 5421051000.00 5419785288.42

-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 5421051000.00 5419785288.42

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 7/01/09 THROUGH 7/31/09

CASH MANAGEMENT FD (5050) -Cont. PAGE: 46
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALES OF FIXED INCOME SECURITIES
--------------------------------

SALE 7/08/09 912795N2 U S TREASURY BILLS .2945 .295
44402 7/08/09 287718 CITIGROUP GBL MKT(FMLY SALO 7/16/09 2,877,000.00 99.997 2,876,921.36 109.64

SALE 7/31/09 912795N5 U S TREASURY BILLS .4400 .441
44735 7/31/09 287824 CITIGROUP GBL MKT(FMLY SALO 8/06/09 825,000.00 99.998 824,984.81 45.31

SALE 7/31/09 912795N5 U S TREASURY BILLS .4400 .441
44735 7/31/09 287824 JP MORGAN 8/06/09 73,000,000.00 99.998 72,998,661.67 4,015.00

SALE 7/28/09 912795Q9 U S TREASURY BILLS 2.1745 2.223
41972 7/28/09 287806 JP MORGAN 7/30/09 50,000,000.00 99.999 49,999,684.72 5,725.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 126,702,000.00 126,700,252.56 9,894.95

-------------- ---------- -------------- --------------
TOTAL FUND SALES: 126,702,000.00 126,700,252.56 9,894.95

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 7/01/09 THROUGH 7/31/09

COMMON PENSION FD A (5140) PAGE: 47
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------

PUR 7/23/09 00154710 AK STEEL HOLDING CORP.
14758 7/28/09 422814 ISI - HYMAN 200,000.00 19.267 10,000.00 3,863,440.00

PUR 7/08/09 02385010 AMERICAN APPAREL INC
45496 7/13/09 422764 DEUTSCHE BANK AG (DOMESTIC) 1,264.00 2.950 50.56 3,779.36

PUR 7/10/09 02385010 AMERICAN APPAREL INC
45496 7/15/09 422776 DEUTSCHE BANK AG (DOMESTIC) 8,011.00 2.950 320.44 23,952.89

PUR 7/13/09 02385010 AMERICAN APPAREL INC
45496 7/16/09 422780 DEUTSCHE BANK AG (DOMESTIC) 200.00 2.950 8.00 598.00

PUR 7/14/09 02385010 AMERICAN APPAREL INC
45496 7/17/09 422784 DEUTSCHE BANK AG (DOMESTIC) 15,525.00 3.356 621.00 52,722.90

PUR 7/02/09 03760410 APOLLO GROUP INC-CL A
44470 7/08/09 422752 LABRANCHE/SOFT 10,000.00 68.000 500.00 680,500.00

PUR 7/23/09 03760410 APOLLO GROUP INC-CL A
44470 7/28/09 422814 JANNEY MONTGOMERY SCOTT 5,000.00 67.500 150.00 337,650.00

PUR 7/06/09 06050510 BANK OF AMERICA CORP.
13225 7/09/09 422756 CAPIS/SOFT 100,000.00 11.950 5,000.00 1,200,000.00

PUR 7/08/09 06050510 BANK OF AMERICA CORP.
13225 7/13/09 422764 CAPIS/SOFT 200,000.00 11.662 10,000.00 2,342,420.00

PUR 7/08/09 06050510 BANK OF AMERICA CORP.
13225 7/13/09 422764 CAPIS/SOFT 100,000.00 11.485 5,000.00 1,153,460.00

PUR 7/08/09 06050510 BANK OF AMERICA CORP.
13225 7/13/09 422764 CAPIS/SOFT 100,000.00 11.337 5,000.00 1,138,660.00
-------------- ====== ---------- -------------- --------------
3 INTRA-DAY TRANSACTIONS SUBTOTAL: 400,000.00 11.536 4,634,540.00
20,000.00

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

COMMON PENSION FD A (5140) -Cont. PAGE: 48
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 6/26/09 06985P10 BASIC ENERGY
47025 7/01/09 422733 GRISWOLD COMPANY 50,000.00 6.971 500.00 349,025.00

PUR 7/06/09 07589610 BED BATH & BEYOND INC.
21207 7/09/09 422756 LABRANCHE/SOFT 20,000.00 29.479 1,000.00 590,584.00

PUR 7/02/09 08930210 BIG LOTS INC
46468 7/08/09 422752 DEUTSCHE BANK AG (DOMESTIC) 25,000.00 20.444 1,000.00 512,100.00

PUR 6/26/09 10112110 BOSTON PROPERTIES, INC.
38209 7/01/09 422733 BMO CAPITAL MARKETS/EXECUTI 5,000.00 46.219 75.00 231,168.00

PUR 6/26/09 11776U30 BSQUARE CORP
47459 7/01/09 422733 ITG (CHANNEL) 307.00 2.487 3.07 766.73

PUR 6/26/09 11776U30 BSQUARE CORP
47459 7/01/09 422733 MORGAN STANLEY 750.00 2.500 1,875.00

PUR 6/29/09 11776U30 BSQUARE CORP
47459 7/02/09 422737 ITG (CHANNEL) 800.00 2.500 8.00 2,008.00

PUR 6/29/09 11776U30 BSQUARE CORP
47459 7/02/09 422737 MORGAN STANLEY 300.00 2.500 750.00

PUR 7/09/09 11776U30 BSQUARE CORP
47459 7/14/09 422770 LABRANCHE/SOFT 600.00 2.500 30.00 1,530.00

PUR 7/10/09 11776U30 BSQUARE CORP
47459 7/15/09 422776 LABRANCHE/SOFT 1,900.00 2.500 95.00 4,845.00

PUR 7/10/09 11776U30 BSQUARE CORP
47459 7/15/09 422776 MORGAN STANLEY 1,700.00 2.500 4,250.00

PUR 7/17/09 11776U30 BSQUARE CORP
47459 7/22/09 422796 INSTINET (PORTAL) 2,250.00 2.500 15.75 5,640.75

PUR 6/26/09 12483010 CBL & ASSOC PPTYS INC
47270 7/01/09 422733 MERIDIAN EQUITY PARTNERS 1,500.00 5.050 15.00 7,590.00

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

COMMON PENSION FD A (5140) -Cont. PAGE: 49
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/02/09 12483010 CBL & ASSOC PPTYS INC
47270 7/08/09 422752 CAPIS/SOFT 66,500.00 5.507 3,325.00 369,533.85

PUR 7/06/09 12483010 CBL & ASSOC PPTYS INC
47270 7/09/09 422756 DEUTSCHE BANK AG (DOMESTIC) 47,900.00 5.044 1,916.00 243,533.18

PUR 7/09/09 12640810 CSX CORP
47056 7/14/09 422770 MORGAN STANLEY 300,000.00 31.965 9,589,620.00

PUR 7/10/09 12640810 CSX CORP
47056 7/15/09 422776 MORGAN STANLEY 300,000.00 31.788 9,536,490.00

PUR 7/10/09 16113310 CHARMING SHOPES
45492 7/15/09 422776 JANNEY MONTGOMERY SCOTT 10,000.00 3.620 300.00 36,499.00

PUR 6/30/09 16990510 CHOICE HOTELS
46442 7/06/09 422742 BMO CAPITAL MARKETS/EXECUTI 25,000.00 26.714 375.00 668,212.50

PUR 7/02/09 19421W10 COLLECTIVE BRANDS INC
47287 7/08/09 422752 CAPIS/SOFT 15,000.00 13.817 750.00 208,011.00

PUR 6/26/09 20825C10 CONOCOPHILLIPS
23444 7/01/09 422733 MORGAN STANLEY 150,000.00 41.633 6,244,905.00

PUR 7/10/09 20825C10 CONOCOPHILLIPS
23444 7/15/09 422776 MORGAN STANLEY 125,000.00 39.695 4,961,825.00

PUR 7/24/09 24353710 DECKERS OUTDOOR CORP
46166 7/29/09 422818 JANNEY MONTGOMERY SCOTT 5,000.00 67.030 150.00 335,300.00

PUR 7/23/09 25159110 DEVELOPERS DIVERSIFIED RLTY
39741 7/28/09 422814 FOX-PITT KLTON CCHRN CRN WA 25,000.00 4.918 1,000.00 123,957.50

PUR 7/09/09 25746U10 DOMINION RESOURCES, INC.
16212 7/14/09 422770 ICAP/SOFT 175,000.00 32.815 8,750.00 5,751,357.50

PUR 7/02/09 29476L10 EQUITY RESIDENTIAL PROPERTY
43888 7/08/09 422752 DEUTSCHE BANK AG (DOMESTIC) 25,000.00 21.725 1,000.00 544,132.50

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

COMMON PENSION FD A (5140) -Cont. PAGE: 50
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/15/09 35671D85 FREEPORT-MCMORAN COPPER-B
26353 7/20/09 422788 JP MORGAN 145,000.00 50.939 5,800.00 7,391,940.50

PUR 7/16/09 35671D85 FREEPORT-MCMORAN COPPER-B
26353 7/21/09 422792 BARCLAYS CAPITAL (DOMESTIC) 175,000.00 53.121 7,000.00 9,303,192.50

PUR 7/16/09 35671D85 FREEPORT-MCMORAN COPPER-B
26353 7/21/09 422792 JP MORGAN 55,000.00 51.680 2,200.00 2,844,578.00

PUR 7/27/09 35671D85 FREEPORT-MCMORAN COPPER-B
26353 7/30/09 422821 ISI - HYMAN 150,000.00 59.759 7,500.00 8,971,380.00

PUR 7/24/09 36467W10 GAMESTOP CORP
46208 7/29/09 422818 FOX-PITT KLTON CCHRN CRN WA 25,000.00 23.771 1,000.00 595,275.00

PUR 7/28/09 36467W10 GAMESTOP CORP
46208 7/31/09 422823 ABEL NOSER CORP. 10,000.00 22.923 500.00 229,731.00

PUR 7/23/09 36476010 GAP INC. (THE)
45204 7/28/09 422814 FOX-PITT KLTON CCHRN CRN WA 20,000.00 15.614 800.00 313,070.00

PUR 7/07/09 38259P50 GOOGLE INC.
33648 7/10/09 422760 INSTINET/SOFT-FACTSET 11,000.00 399.74 550.00 4,397,724.10

PUR 7/08/09 40414L10 HCP, INC.
43963 7/13/09 422764 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 20.696 400.00 207,359.00

PUR 7/08/09 40414L10 HCP, INC.
43963 7/13/09 422764 OPPENHEIMER & CO., INC 10,000.00 20.455 300.00 204,850.00

PUR 7/09/09 40414L10 HCP, INC.
43963 7/14/09 422770 OPPENHEIMER & CO., INC 10,000.00 20.750 300.00 207,800.00

PUR 7/27/09 41034510 HANESBRANDS INC
47865 7/30/09 422821 OPPENHEIMER & CO., INC 25,000.00 17.030 750.00 426,505.00

PUR 7/28/09 41034510 HANESBRANDS INC
47865 7/31/09 422823 OPPENHEIMER & CO., INC 25,000.00 17.030 750.00 426,500.00

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

COMMON PENSION FD A (5140) -Cont. PAGE: 51
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/02/09 42217K10 HEALTH CARE REIT INC.
41661 7/08/09 422752 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 33.998 400.00 340,380.00

PUR 6/30/09 43707610 HOME DEPOT INC
9428 7/06/09 422742 BMO CAPITAL MARKETS/EXECUTI 3,600.00 23.500 54.00 84,654.00

PUR 7/01/09 43707610 HOME DEPOT INC
9428 7/07/09 422748 DEUTSCHE BANK AG (DOMESTIC) 3,400.00 23.500 136.00 80,036.00

PUR 7/02/09 43707610 HOME DEPOT INC
9428 7/08/09 422752 CAPIS/SOFT 50,000.00 22.900 2,500.00 1,147,485.00

PUR 7/02/09 43707610 HOME DEPOT INC
9428 7/08/09 422752 DEUTSCHE BANK AG (DOMESTIC) 13,000.00 23.402 520.00 304,743.40

PUR 7/27/09 43707610 HOME DEPOT INC
9428 7/30/09 422821 FOX-PITT KLTON CCHRN CRN WA 25,000.00 24.963 1,000.00 625,075.00

PUR 6/29/09 45105510 ICONIC BRAND GROUP
47289 7/02/09 422737 MERRIMAN/OTC 4,904.00 15.000 73.56 73,633.56

PUR 7/02/09 45105510 ICONIC BRAND GROUP
47289 7/08/09 422752 LABRANCHE/SOFT 45,096.00 15.249 2,254.80 689,901.16

PUR 6/29/09 48247020 KIT DIGITAL INC
45475 7/02/09 422737 MORGAN STANLEY 1,600.00 7.000 11,200.00

PUR 7/02/09 48247020 KIT DIGITAL INC
45475 7/08/09 422752 MORGAN STANLEY 4,000.00 7.000 28,000.00

PUR 7/06/09 48247020 KIT DIGITAL INC
45475 7/09/09 422756 MORGAN STANLEY 10,764.00 7.000 75,348.00

PUR 7/07/09 48247020 KIT DIGITAL INC
45475 7/10/09 422760 MORGAN STANLEY 83,636.00 7.000 585,452.00

PUR 7/09/09 48247020 KIT DIGITAL INC
45475 7/14/09 422770 JANNEY MONTGOMERY SCOTT 100.00 6.500 3.00 653.00

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/13/09 48247020 KIT DIGITAL INC
45475 7/16/09 422780 JANNEY MONTGOMERY SCOTT 8,400.00 6.500 252.00 54,852.00

PUR 7/28/09 48247020 KIT DIGITAL INC
45475 7/31/09 422823 JANNEY MONTGOMERY SCOTT 1,028.00 6.500 30.84 6,712.84

PUR 7/09/09 48360030 KANA SOFTWARE, INC.
21825 7/14/09 422770 INSTINET (PORTAL) 5,000.00 .735 25.00 3,700.00

PUR 7/10/09 48360030 KANA SOFTWARE, INC.
21825 7/15/09 422776 INSTINET (PORTAL) 5,000.00 .740 25.00 3,725.00

PUR 7/10/09 48360030 KANA SOFTWARE, INC.
21825 7/15/09 422776 JANNEY MONTGOMERY SCOTT 5,000.00 .740 50.00 3,750.00

PUR 6/29/09 49446R10 KIMCO REALTY CORP.
03736 7/02/09 422737 RAYMOND JAMES/EXECUTION 50,000.00 9.966 750.00 499,050.00

PUR 7/02/09 53117210 LIBERTY PROPERTY TRUST
39080 7/08/09 422752 CAPIS/SOFT 20,000.00 22.587 1,000.00 452,740.00

PUR 7/07/09 53117210 LIBERTY PROPERTY TRUST
39080 7/10/09 422760 CAPIS/SOFT 20,000.00 21.891 1,000.00 438,820.00

PUR 7/24/09 58013510 MCDONALD'S CORP.
14963 7/29/09 422818 SANFORD BERNSTEIN & CO. 25,000.00 56.327 1,000.00 1,409,177.50

PUR 7/08/09 59170810 METROPCS COMMUNICATIONS INC
40686 7/13/09 422764 MORGAN STANLEY 600,000.00 12.466 7,479,480.00

PUR 7/09/09 59170810 METROPCS COMMUNICATIONS INC
40686 7/14/09 422770 ICAP/SOFT 490,000.00 12.666 24,500.00 6,230,742.00

PUR 7/06/09 65566410 NORDSTROM INC
47646 7/09/09 422756 MORGAN STANLEY 90,872.00 18.912 1,718,553.09

PUR 7/07/09 65566410 NORDSTROM INC
47646 7/10/09 422760 MORGAN STANLEY 9,128.00 18.950 172,975.60

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

COMMON PENSION FD A (5140) -Cont. PAGE: 53
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/17/09 65584410 NORFOLK SOUTHERN CORP.
44991 7/22/09 422796 BARCLAYS CAPITAL (DOMESTIC) 250,000.00 41.430 10,000.00 10,367,450.00

PUR 7/20/09 65584410 NORFOLK SOUTHERN CORP.
44991 7/23/09 422801 RBC CAPITAL (DOMESTIC) 250,000.00 42.595 10,000.00 10,658,725.00

PUR 7/22/09 65584410 NORFOLK SOUTHERN CORP.
44991 7/27/09 422809 CRAIG-HALLUM CAPITAL GRP LL 250,000.00 43.987 10,000.00 11,006,800.00

PUR 7/09/09 67000610 NOVELL, INC.
21826 7/14/09 422770 INSTINET/SOFT-FACTSET 200,000.00 4.234 10,000.00 856,720.00

PUR 7/02/09 75043810 RADIOSHACK CORP
47626 7/08/09 422752 CAPIS/SOFT 100,000.00 13.401 5,000.00 1,345,050.00

PUR 7/14/09 75043810 RADIOSHACK CORP
47626 7/17/09 422784 SANFORD BERNSTEIN & CO. 25,000.00 13.310 1,000.00 333,745.00

PUR 7/07/09 75893210 REGIS CORP.
20659 7/10/09 422760 CAPIS/SOFT 25,000.00 12.553 1,250.00 315,067.50

PUR 7/08/09 84610H10 SOVRAN SELF STORAGE INC
47664 7/13/09 422764 CAPIS/SOFT 35,000.00 23.890 1,750.00 837,900.00

PUR 7/08/09 84610H10 SOVRAN SELF STORAGE INC
47664 7/13/09 422764 OPPENHEIMER & CO., INC 10,000.00 24.032 300.00 240,617.00

PUR 7/10/09 86815710 SUPERIOR ENERGY
47697 7/15/09 422776 MORGAN STANLEY 75,000.00 15.624 1,171,800.00

PUR 7/10/09 86815710 SUPERIOR ENERGY
47697 7/15/09 422776 MORGAN STANLEY 50,000.00 15.706 785,320.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 125,000.00 15.657 1,957,120.00

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

COMMON PENSION FD A (5140) -Cont. PAGE: 54
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/02/09 87666410 TAUBMAN CENTERS
47625 7/08/09 422752 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 25.985 2,000.00 1,301,245.00

PUR 7/27/09 87986810 TEMPLE INLAND
47866 7/30/09 422821 GORDON HASKETT & COMPANY (I 350,000.00 15.625 17,500.00 5,486,250.00

PUR 7/15/09 88580F10 3PAR INC
47741 7/20/09 422788 SANFORD BERNSTEIN & CO. 128,100.00 9.212 5,124.00 1,185,155.58

PUR 7/16/09 88580F10 3PAR INC
47741 7/21/09 422792 SANFORD BERNSTEIN & CO. 1,700.00 9.400 68.00 16,048.00

PUR 7/28/09 88580F10 3PAR INC
47741 7/31/09 422823 OPPENHEIMER & CO., INC 5,000.00 9.950 200.00 49,950.00

PUR 6/30/09 88654710 TIFFANY & CO.
8986 7/06/09 422742 BMO CAPITAL MARKETS/EXECUTI 10,000.00 25.181 150.00 251,958.00

PUR 7/09/09 88731730 TIME WARNER INC
45487 7/14/09 422770 ICAP/SOFT 33,336.00 23.776 1,666.80 794,250.20

PUR 7/10/09 88731730 TIME WARNER INC
45487 7/15/09 422776 ICAP/SOFT 100,000.00 23.930 5,000.00 2,397,950.00

PUR 7/28/09 88947810 TOLL BROTHERS, INC.
06343 7/31/09 422823 ABEL NOSER CORP. 85,000.00 19.373 4,250.00 1,650,929.50

PUR 6/26/09 91274F10 U-STORE-IT TRUST
47345 7/01/09 422733 MAGNA SECURITIES CORP 17,300.00 4.500 259.50 78,109.50

PUR 7/10/09 91301710 UNITED TECHNOLOGIES CORP.
14414 7/15/09 422776 MORGAN STANLEY 100,000.00 49.739 4,973,920.00

PUR 7/02/09 92276F10 VENTAS INC.
41121 7/08/09 422752 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 29.526 400.00 295,656.00

PUR 6/30/09 92929710 WMS INDUSTRIES INC
46165 7/06/09 422742 BMO CAPITAL MARKETS/EXECUTI 6,600.00 31.780 99.00 209,845.02

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

COMMON PENSION FD A (5140) -Cont. PAGE: 55
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/24/09 92929710 WMS INDUSTRIES INC
46165 7/29/09 422818 OPPENHEIMER & CO., INC 25,000.00 36.576 750.00 915,150.00

PUR 6/29/09 93114210 WAL-MART STORES, INC.
15929 7/02/09 422737 PRINCETON SECURITIES GROUP 75,000.00 48.568 750.00 3,643,312.50

PUR 7/06/09 93114210 WAL-MART STORES, INC.
15929 7/09/09 422756 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 47.840 800.00 957,600.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 6,662,071.00 171,289,960.71
208,699.32
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 6,662,071.00 171,289,960.71
208,699.32
SALES OF STOCK AND OTHER EQUITIES
---------------------------------

SALE 7/28/09 00244410 AVX CORP. 8.40
17627 7/31/09 422824 OPPENHEIMER & CO., INC 30,000.00 10.890 1,200.00 325,482.60 -469,100.06

SALE 7/10/09 00797310 ADVANCED ENERGY INDUSTRIES, 2.21
11465 7/15/09 422777 INSTINET/SOFT-FACTSET 8,350.00 10.267 417.50 85,307.24 -31,566.90

SALE 7/13/09 00797310 ADVANCED ENERGY INDUSTRIES, 1.70
11465 7/16/09 422781 INSTINET/SOFT-FACTSET 6,506.00 10.114 325.30 65,475.33 -25,588.52

SALE 7/10/09 00817Y10 AETNA INC. 33.17
18819 7/15/09 422777 CAPIS/SOFT 50,000.00 25.811 2,500.00 1,288,011.83 -45,151.47

SALE 7/10/09 00817Y10 AETNA INC. 66.54
18819 7/15/09 422777 ICAP/SOFT 100,000.00 25.893 5,000.00 2,584,213.46 -82,113.14

SALE 7/13/09 00817Y10 AETNA INC. 99.53
18819 7/16/09 422781 MORGAN STANLEY 150,000.00 25.818 3,872,540.47 -126,949.43

SALE 7/08/09 02991220 AMERICAN TOWER CORP. CL A 192.94
10934 7/13/09 422765 CAPIS/SOFT 250,000.00 30.030 12,500.00 7,494,757.06 2,039,855.75

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

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/09/09 02991220 AMERICAN TOWER CORP. CL A 394.84
10934 7/14/09 422771 MORGAN STANLEY 500,000.00 30.727 15,362,905.16 4,453,102.53

SALE 7/10/09 02991220 AMERICAN TOWER CORP. CL A 236.16
10934 7/15/09 422777 MORGAN STANLEY 300,000.00 30.630 9,188,673.84 2,642,792.27

SALE 7/13/09 02991220 AMERICAN TOWER CORP. CL A 162.03
10934 7/16/09 422781 MORGAN STANLEY 200,000.00 31.522 6,304,177.97 1,940,256.92

SALE 7/17/09 02991220 AMERICAN TOWER CORP. CL A 247.34
10934 7/22/09 422797 BARCLAYS CAPITAL (DOMESTIC) 300,000.00 32.080 12,000.00 9,611,722.66 3,065,841.08

SALE 7/20/09 02991220 AMERICAN TOWER CORP. CL A 266.80
10934 7/23/09 422802 STIFEL NICOLAUS 320,000.00 32.442 12,800.00 10,368,245.20 3,385,971.52

SALE 7/22/09 02991220 AMERICAN TOWER CORP. CL A 278.39
10934 7/27/09 422810 CRAIG-HALLUM CAPITAL GRP LL 330,000.00 32.825 13,200.00 10,818,771.61 3,618,301.88

SALE 7/27/09 02991220 AMERICAN TOWER CORP. CL A 222.30
10934 7/30/09 422822 ISI - HYMAN 260,000.00 33.267 13,000.00 8,636,197.70 2,963,100.33

SALE 7/02/09 03611510 ANN TAYLOR STORES CORP. 20.07
28035 7/08/09 422753 MORGAN STANLEY 100,000.00 7.806 780,579.93 -1,951,256.64

SALE 6/29/09 07589610 BED BATH & BEYOND INC. 59.99
21207 7/02/09 422738 MORGAN STANLEY 75,000.00 31.123 2,334,127.51 -183,026.23

SALE 6/30/09 08160H10 BENCHMARK ELECTRONICS, INC. 7.40
29811 7/06/09 422743 RAYMOND JAMES/EXECUTION 20,000.00 14.382 300.00 287,332.60 -153,043.09

SALE 6/26/09 09984910 BORLAND SOFTWARE CORP 9.51
19132 7/01/09 422734 MORGAN STANLEY 294,847.00 1.254 369,787.60 -1,925,500.23

SALE 7/27/09 10113710 BOSTON SCIENTIFIC CORP. 102.41
22317 7/30/09 422822 ABEL NOSER CORP. 380,000.00 10.486 19,000.00 3,965,653.59 -1,077,843.77

SALE 6/30/09 11132010 BROADCOM CORP. 15.75
10585 7/06/09 422743 KEYBANC CAPITAL MKTS INC 25,000.00 24.506 375.00 612,254.25 167,322.69

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/02/09 12618T10 CRA INTERNATIONAL, INC. 26.40
31989 7/08/09 422753 LABRANCHE/SOFT 40,000.00 25.685 2,000.00 1,025,369.60 -755,977.28

SALE 7/23/09 12640810 CSX CORP 262.33
47056 7/28/09 422815 ISI - HYMAN 250,000.00 40.828 12,500.00 10,194,287.67 1,864,211.62

SALE 7/24/09 12640810 CSX CORP 208.90
47056 7/29/09 422819 ISI - HYMAN 200,000.00 40.641 10,000.00 8,117,911.10 1,453,850.26

SALE 7/10/09 14052H50 CAPITAL TRUST INC. CL A 1.62
40260 7/15/09 422777 ICAP/SOFT 50,000.00 1.259 2,500.00 60,428.38 -1,027,728.30

SALE 7/02/09 14950710 CAVALIER HOMES INC. 3.48
12151 7/08/09 422753 CAPIS/SOFT 50,000.00 2.710 2,500.00 132,996.52 -192,447.86

SALE 7/02/09 15849610 CHAMPION ENTERPRISES, INC. .78
05496 7/08/09 422753 ELECTRONIC BROKERAGE SYSTEM 100,000.00 .302 500.00 29,699.22 -1,106,681.14

SALE 7/06/09 15849610 CHAMPION ENTERPRISES, INC. 1.74
05496 7/09/09 422757 MORGAN STANLEY 225,500.00 .300 67,693.36 -2,494,844.36

SALE 7/10/09 19121610 COCA-COLA CO. (THE) 260.42
14589 7/15/09 422777 MORGAN STANLEY 210,000.00 48.251 10,132,470.58 3,743,730.53

SALE 7/10/09 20337210 COMMSCOPE INC. 30.99
36771 7/15/09 422777 CAPIS/SOFT 50,000.00 24.120 2,500.00 1,203,484.01 -300,591.41

SALE 7/10/09 20576820 COMSTOCK RESOURCES, INC. 39.12
19877 7/15/09 422777 ICAP/SOFT 50,000.00 30.446 2,500.00 1,519,775.88 457,330.88

SALE 7/10/09 21683110 COOPER TIRE & RUBBER CO. 6.66
08353 7/15/09 422777 DEUTSCHE BANK AG (DOMESTIC) 25,000.00 10.361 1,000.00 258,015.84 -251,985.61

SALE 6/30/09 22522330 CRAY INC. 7.08
34960 7/06/09 422743 MERRIMAN/OTC 35,000.00 7.868 525.00 274,847.92 -274,786.35

SALE 7/02/09 24691110 DELIA*S INC. NEW 1.39
32771 7/08/09 422753 LABRANCHE/SOFT 23,732.00 2.279 1,186.60 52,890.12 -225,721.19

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

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/06/09 24691110 DELIA*S INC. NEW 1.69
32771 7/09/09 422757 LABRANCHE/SOFT 30,168.00 2.174 1,508.40 64,066.09 -290,103.22

SALE 7/07/09 24691110 DELIA*S INC. NEW .13
32771 7/10/09 422761 LABRANCHE/SOFT 2,400.00 2.133 120.00 4,997.87 -23,177.89

SALE 7/08/09 24691110 DELIA*S INC. NEW .45
32771 7/13/09 422765 LABRANCHE/SOFT 8,457.00 2.048 422.85 16,896.64 -82,387.70

SALE 7/09/09 24691110 DELIA*S INC. NEW .61
32771 7/14/09 422771 LABRANCHE/SOFT 11,795.00 2.005 589.75 23,059.79 -115,412.33

SALE 7/10/09 24691110 DELIA*S INC. NEW 2.36
32771 7/15/09 422777 LABRANCHE/SOFT 45,643.00 2.012 2,282.15 89,540.08 -446,304.18

SALE 7/13/09 24691110 DELIA*S INC. NEW 1.17
32771 7/16/09 422781 LABRANCHE/SOFT 22,454.00 2.024 1,122.70 44,327.52 -219,280.20

SALE 7/14/09 24691110 DELIA*S INC. NEW .29
32771 7/17/09 422785 INSTINET (PORTAL) 5,351.00 2.052 37.46 10,943.04 -51,877.17

SALE 7/13/09 24702R10 DELL INC. 16.62
37381 7/16/09 422781 INSTINET/SOFT-FACTSET 50,000.00 12.933 2,500.00 644,133.38 -707,424.53

SALE 7/15/09 24702R10 DELL INC. 15.57
37381 7/20/09 422789 INSTINET/SOFT-FACTSET 50,000.00 12.111 2,500.00 603,019.43 -748,538.48

SALE 7/10/09 25379810 DIGI INTERNATIONAL INC. 1.88
26344 7/15/09 422777 INSTINET/SOFT-FACTSET 7,148.00 10.211 357.40 72,632.52 -10,693.59

SALE 7/13/09 25379810 DIGI INTERNATIONAL INC. 5.95
26344 7/16/09 422781 INSTINET/SOFT-FACTSET 22,852.00 10.114 1,142.60 229,981.15 -36,410.62

SALE 7/10/09 26441C10 DUKE ENERGY CORP. 36.75
33796 7/15/09 422777 ICAP/SOFT 100,000.00 14.301 5,000.00 1,425,083.25 158,542.32

SALE 7/10/09 26874Q10 ENSCO INTERNATIONAL, INC. 112.58
21551 7/15/09 422777 MORGAN STANLEY 125,000.00 35.044 4,380,337.42 740,316.72

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/13/09 26874Q10 ENSCO INTERNATIONAL, INC. 44.33
21551 7/16/09 422781 MORGAN STANLEY 50,000.00 34.493 1,724,585.67 268,577.39

SALE 7/10/09 26875P10 EOG RESOURCES, INC. 56.30
19629 7/15/09 422777 DEUTSCHE BANK AG (DOMESTIC) 35,000.00 62.582 1,400.00 2,188,899.70 1,014,234.25

SALE 7/16/09 27864210 EBAY INC. 11.45
14885 7/21/09 422793 INSTINET/SOFT-FACTSET 25,000.00 17.814 1,250.00 444,083.55 -168,488.69

SALE 7/10/09 28102010 EDISON INTERNATIONAL INC. 38.64
05416 7/15/09 422777 ICAP/SOFT 50,000.00 30.074 2,500.00 1,501,156.36 400,407.45

SALE 7/08/09 30225T10 EXTRA SPACE STORAGE INC. 18.26
40175 7/13/09 422765 CAPIS/SOFT 93,800.00 7.577 4,690.00 705,976.82 -642,448.53

SALE 7/13/09 30241L10 FEI COMPANY 8.91
43274 7/16/09 422781 INSTINET/SOFT-FACTSET 15,000.00 23.095 750.00 345,670.59 62,154.97

SALE 7/08/09 34555010 FOREST CITY ENTERPRISES, IN 7.16
41197 7/13/09 422765 MORGAN STANLEY 55,000.00 5.060 278,281.84 -1,454,441.60

SALE 7/09/09 34555010 FOREST CITY ENTERPRISES, IN 7.21
41197 7/14/09 422771 MORGAN STANLEY 55,000.00 5.098 280,371.79 -1,452,351.65

SALE 7/10/09 34637510 FORMFACTOR, INC. 10.13
25180 7/15/09 422777 JANNEY MONTGOMERY SCOTT 20,000.00 19.700 600.00 393,397.87 -113,482.06

SALE 7/10/09 41316010 HARMONIC INC. 6.95
16748 7/15/09 422777 MORGAN STANLEY 50,000.00 5.404 270,193.05 -220,419.06

SALE 7/24/09 41316010 HARMONIC INC. 3.94
16748 7/29/09 422819 JANNEY MONTGOMERY SCOTT 25,000.00 6.124 750.00 152,353.56 -92,952.50

SALE 7/10/09 42345210 HELMERICH & PAYNE, INC. 108.70
18074 7/15/09 422777 MORGAN STANLEY 150,000.00 28.197 4,229,456.30 2,729,567.74

SALE 7/24/09 42786610 HERSHEY FOODS CORP. 41.88
20658 7/29/09 422819 SANFORD BERNSTEIN & CO. 40,000.00 40.738 1,600.00 1,627,858.12 217,632.12

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/10/09 43735510 HOME SOLUTIONS OF AMERICA, .27
32349 7/15/09 422777 INSTINET (PORTAL) 327,384.00 .032 1,636.92 8,708.14 -2,165,563.32

SALE 7/10/09 43735510 HOME SOLUTIONS OF AMERICA, .08
32349 7/15/09 422777 INSTINET (PORTAL) 100,000.00 .032 500.00 2,659.92 -661,475.00

SALE 7/10/09 43735510 HOME SOLUTIONS OF AMERICA, .07
32349 7/15/09 422777 INSTINET (PORTAL) 80,416.00 .032 402.08 2,139.00 -531,931.74

SALE 7/10/09 43735510 HOME SOLUTIONS OF AMERICA, .10
32349 7/15/09 422777 INSTINET (PORTAL) 126,700.00 .032 633.50 3,370.12 -838,088.82
-------------- ====== ---------- -------------- --------------
4 INTRA-DAY TRANSACTIONS SUBTOTAL: 634,500.00 .032 .52 16,877.18 -4,197,058.88
3,172.50

SALE 7/16/09 44490310 HUMAN GENOME SCIENCES, INC. 31.24
20871 7/21/09 422793 INSTINET/SOFT-FACTSET 363,689.00 3.342 18,184.45 1,197,087.47 -2,884,831.57

SALE 7/17/09 44490310 HUMAN GENOME SCIENCES, INC. 50.72
20871 7/22/09 422797 INSTINET/SOFT-FACTSET 561,311.00 3.515 28,065.55 1,945,116.42 -4,354,843.31

SALE 7/13/09 45867G10 INTERDIGITAL INC. 12.18
37742 7/16/09 422781 INSTINET/SOFT-FACTSET 20,000.00 23.683 1,000.00 472,647.82 174,774.66

SALE 7/23/09 45990210 INTERNATIONAL GAME TECHNOLO 23.02
27625 7/28/09 422815 FOX-PITT KLTON CCHRN CRN WA 45,000.00 19.903 1,800.00 893,798.48 -781,563.68

SALE 7/10/09 47836610 JOHNSON CONTROLS INC 10.18
25520 7/15/09 422777 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 19.801 800.00 395,209.82 -4,992.33

SALE 7/22/09 47836610 JOHNSON CONTROLS INC 15.93
25520 7/27/09 422810 CITIGROUP/CITIBANK DOMESTIC 25,000.00 24.787 1,000.00 618,666.57 118,413.89

SALE 7/28/09 48666K10 KB HOME 4.29
44990 7/31/09 422824 ABEL NOSER CORP. 10,000.00 16.656 500.00 166,058.71 61,486.37

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

COMMON PENSION FD A (5140) -Cont. PAGE: 61
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/28/09 48666K10 KB HOME 17.31
44990 7/31/09 422824 OPPENHEIMER & CO., INC 40,000.00 16.830 1,600.00 671,586.69 253,297.33

SALE 7/10/09 55353110 MSC.SOFTWARE CORP. 15.29
13854 7/15/09 422777 INSTINET/SOFT-FACTSET 79,624.00 7.470 3,981.20 590,794.79 -490,618.24

SALE 7/10/09 55353110 MSC.SOFTWARE CORP. 38.81
13854 7/15/09 422777 MORGAN STANLEY 202,121.00 7.470 1,509,805.06 -1,235,300.48

SALE 7/13/09 55353110 MSC.SOFTWARE CORP. 61.10
13854 7/16/09 422781 MORGAN STANLEY 318,255.00 7.470 2,377,303.75 -1,945,075.24

SALE 7/14/09 55353110 MSC.SOFTWARE CORP. 57.60
13854 7/17/09 422785 MORGAN STANLEY 300,000.00 7.470 2,240,942.40 -1,833,506.38

SALE 7/15/09 55353110 MSC.SOFTWARE CORP. 28.34
13854 7/20/09 422789 MORGAN STANLEY 147,595.00 7.471 1,102,580.11 -901,980.78

SALE 7/16/09 55353110 MSC.SOFTWARE CORP. 10.83
13854 7/21/09 422793 JANNEY MONTGOMERY SCOTT 56,400.00 7.470 1,692.00 419,605.17 -346,391.20

SALE 7/17/09 55353110 MSC.SOFTWARE CORP. 28.04
13854 7/22/09 422797 JANNEY MONTGOMERY SCOTT 146,005.00 7.470 4,380.15 1,086,307.56 -896,658.76

SALE 6/26/09 57459910 MASCO CORP. 12.09
22614 7/01/09 422734 PRINCETON SECURITIES GROUP 50,000.00 9.404 500.00 469,662.91 -705,223.55

SALE 7/02/09 57459910 MASCO CORP. 23.57
22614 7/08/09 422753 CAPIS/SOFT 100,000.00 9.170 5,000.00 911,986.43 -1,437,786.49

SALE 7/02/09 57459910 MASCO CORP. 23.54
22614 7/08/09 422753 MORGAN STANLEY 100,000.00 9.158 915,796.46 -1,433,976.46

SALE 7/06/09 57459910 MASCO CORP. 22.37
22614 7/09/09 422757 MORGAN STANLEY 100,000.00 8.701 870,077.63 -1,479,695.29

SALE 7/07/09 57459910 MASCO CORP. 10.82
22614 7/10/09 422761 CAPIS/SOFT 50,000.00 8.423 2,500.00 418,614.18 -756,272.28

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

COMMON PENSION FD A (5140) -Cont. PAGE: 62
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/08/09 57459910 MASCO CORP. 53.83
22614 7/13/09 422765 MORGAN STANLEY 255,000.00 8.213 2,094,312.17 -3,897,608.79

SALE 7/10/09 59491810 MICROSOFT CORP. 57.26
18102 7/15/09 422777 INSTINET/SOFT-FACTSET 100,000.00 22.280 5,000.00 2,222,942.74 1,660,424.43

SALE 7/10/09 59501710 MICROCHIP TECHNOLOGY INC. 57.88
01561 7/15/09 422777 MORGAN STANLEY 100,000.00 22.520 2,251,902.12 -627,323.29

SALE 7/13/09 61023610 MONRO MUFFLER BRAKE, INC. 32.68
25297 7/16/09 422781 INSTINET/SOFT-FACTSET 50,000.00 25.427 2,500.00 1,268,827.32 344,791.27

SALE 7/14/09 62853020 MYLAN LABS 320.26
44046 7/17/09 422785 JP MORGAN 15,000.00 830.75 12,460,929.74 3,445,554.74

SALE 6/26/09 63707110 NATIONAL OILWELL VARCO, INC 128.07
34243 7/01/09 422734 MORGAN STANLEY 150,000.00 33.221 4,983,006.93 -121,520.60

SALE 7/09/09 65248E10 NEWS CORP. CL A 63.60
29698 7/14/09 422771 MORGAN STANLEY 300,000.00 8.248 2,474,306.40 -3,235,336.46

SALE 7/10/09 65248E10 NEWS CORP. CL A 105.75
29698 7/15/09 422777 MORGAN STANLEY 500,000.00 8.229 4,114,544.25 -5,401,527.19

SALE 7/28/09 66990810 NU HORIZONS ELECTRONICS COR .22
31051 7/31/09 422824 JANNEY MONTGOMERY SCOTT 2,200.00 3.809 66.00 8,312.92 -9,834.03

SALE 7/13/09 67034610 NUCOR CORP 108.91
46206 7/16/09 422781 MORGAN STANLEY 100,000.00 42.376 4,237,451.09 89,619.77

SALE 7/15/09 67034610 NUCOR CORP 279.95
46206 7/20/09 422789 JP MORGAN 250,000.00 43.571 10,000.00 10,882,520.05 512,941.75

SALE 7/16/09 67034610 NUCOR CORP 224.88
46206 7/21/09 422793 BARCLAYS CAPITAL (DOMESTIC) 200,000.00 43.750 8,000.00 8,741,695.12 446,032.48

SALE 7/23/09 67034610 NUCOR CORP 91.04
46206 7/28/09 422815 ISI - HYMAN 80,000.00 44.277 4,000.00 3,538,060.96 219,795.91

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

COMMON PENSION FD A (5140) -Cont. PAGE: 63
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/13/09 67066G10 NVIDIA CORP. 13.44
34698 7/16/09 422781 INSTINET/SOFT-FACTSET 50,000.00 10.453 2,500.00 520,131.56 -432,169.85

SALE 7/09/09 67459910 OCCIDENTAL PETROLEUM CORP. 158.06
8422 7/14/09 422771 MORGAN STANLEY 100,000.00 61.499 6,149,781.94 4,950,319.36

SALE 7/28/09 68191910 OMNICOM GROUP INC. 21.55
23111 7/31/09 422824 OPPENHEIMER & CO., INC 25,000.00 33.528 1,000.00 837,178.45 69,247.51

SALE 7/10/09 68218910 ON SEMICONDUCTOR CORP. 8.75
35933 7/15/09 422777 INSTINET/SOFT-FACTSET 50,000.00 6.809 2,500.00 337,926.25 -111,690.25

SALE 7/24/09 69515610 PACKAGING CORP OF AMERICA 50.92
31104 7/29/09 422819 RAYMOND JAMES & ASSOCIATES, 100,000.00 19.811 4,000.00 1,977,029.08 260,510.54

SALE 7/13/09 73936310 POWERWAVE TECHNOLOGIES, INC .15
32070 7/16/09 422781 INSTINET (PORTAL) 4,606.00 1.240 32.24 5,679.05 -760,766.82

SALE 7/22/09 74271810 PROCTER & GAMBLE CO. 3.26
18451 7/27/09 422813 GOLDMAN SACHS (OPTIONS) 2,300.00 55.000 46.00 126,450.74 73,600.21

SALE 6/30/09 74752510 QUALCOMM INC. 46.46
03288 7/06/09 422743 MAGNA SECURITIES (OTC) 40,000.00 45.191 600.00 1,807,001.54 838,916.42

SALE 7/08/09 74834T10 QUEST SOFTWARE, INC.
34988 7/09/09 422741 TENDERED 53,805.00 14.000 753,270.00 -83,994.08

SALE 7/02/09 74838C10 QUIKSILVER, INC. 4.66
15855 7/08/09 422753 MORGAN STANLEY 100,000.00 1.809 180,935.34 -238,544.21

SALE 7/06/09 74838C10 QUIKSILVER, INC. .99
15855 7/09/09 422757 MORGAN STANLEY 21,900.00 1.750 38,324.01 -53,542.01

SALE 7/07/09 74838C10 QUIKSILVER, INC. .69
15855 7/10/09 422761 MORGAN STANLEY 15,200.00 1.750 26,599.31 -37,161.58

SALE 7/08/09 74838C10 QUIKSILVER, INC. .01
15855 7/13/09 422765 MORGAN STANLEY 100.00 1.750 174.99 -244.49

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 7/01/09 THROUGH 7/31/09

COMMON PENSION FD A (5140) -Cont. PAGE: 64
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/15/09 74838C10 QUIKSILVER, INC. 2.83
15855 7/20/09 422789 MORGAN STANLEY 62,800.00 1.750 109,897.17 -153,535.99

SALE 7/13/09 75190730 RAMTRON INTERNATIONAL CORP. .43
14332 7/16/09 422781 INSTINET (PORTAL) 13,670.00 1.213 95.69 16,481.49 -95,750.00

SALE 7/14/09 75190730 RAMTRON INTERNATIONAL CORP. 1.79
14332 7/17/09 422785 INSTINET (PORTAL) 58,899.00 1.180 412.29 69,104.41 -414,459.80

SALE 7/15/09 75190730 RAMTRON INTERNATIONAL CORP. .33
14332 7/20/09 422789 INSTINET (PORTAL) 10,500.00 1.200 73.50 12,526.17 -73,679.44

SALE 7/16/09 75190730 RAMTRON INTERNATIONAL CORP. .53
14332 7/21/09 422793 INSTINET (PORTAL) 16,931.00 1.201 118.52 20,216.77 -118,787.72

SALE 7/13/09 76128Y10 RETAIL VENTURES, INC. .18
31229 7/16/09 422781 CAPIS/SOFT 3,100.00 2.300 155.00 6,974.82 -33,301.60

SALE 7/14/09 76128Y10 RETAIL VENTURES, INC. 4.55
31229 7/17/09 422785 CAPIS/SOFT 76,900.00 2.300 3,845.00 173,028.14 -826,086.88

SALE 7/07/09 77263210 ROCK OF AGES CORP. .54
09232 7/10/09 422761 INSTINET/SOFT-FACTSET 11,000.00 1.900 550.00 20,349.46 -95,519.52

SALE 7/08/09 77263210 ROCK OF AGES CORP. 1.48
09232 7/13/09 422765 INSTINET/SOFT-FACTSET 30,100.00 1.910 1,505.00 55,978.50 -261,081.16

SALE 7/09/09 77263210 ROCK OF AGES CORP. .68
09232 7/14/09 422771 INSTINET/SOFT-FACTSET 13,900.00 1.900 695.00 25,714.32 -120,701.94

SALE 7/24/09 78477410 STEC, INC. 21.85
36683 7/29/09 422819 JANNEY MONTGOMERY SCOTT 25,000.00 33.993 750.00 849,053.15 660,533.77

SALE 6/26/09 79222810 ST. MARY LAND & EXPLORATION 26.29
20706 7/01/09 422734 PRINCETON SECURITIES GROUP 50,000.00 20.457 500.00 1,022,308.71 393,723.65

SALE 7/02/09 79377W10 SAKS INC. 2.95
23054 7/08/09 422753 CAPIS/SOFT 25,000.00 4.592 1,250.00 113,557.05 -235,113.51

S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

COMMON PENSION FD A (5140) -Cont. PAGE: 65
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/08/09 79377W10 SAKS INC. 3.07
23054 7/13/09 422765 DEUTSCHE BANK AG (DOMESTIC) 25,000.00 4.765 1,000.00 118,109.43 -230,561.13

SALE 7/02/09 80786310 SCHOOL SPECIALTY INC. 4.00
31947 7/08/09 422753 LABRANCHE/SOFT 7,990.00 19.483 399.50 155,266.47 -160,868.78

SALE 7/06/09 80786310 SCHOOL SPECIALTY INC. 18.71
31947 7/09/09 422757 LABRANCHE/SOFT 38,998.00 18.666 1,949.90 725,948.56 -817,060.48

SALE 7/07/09 80786310 SCHOOL SPECIALTY INC. 1.43
31947 7/10/09 422761 LABRANCHE/SOFT 3,012.00 18.503 150.60 55,577.80 -63,596.09

SALE 7/02/09 82880610 SIMON PROPERTY GROUP, INC. 32.17
15419 7/08/09 422753 CAPIS/SOFT 25,000.00 50.075 1,250.00 1,250,580.33 -75,851.19

SALE 7/02/09 85388710 STANDARD REGISTER CO. (THE) 4.77
5786 7/08/09 422753 CAPIS/SOFT 60,000.00 3.094 3,000.00 182,617.23 -1,071,818.86

SALE 7/08/09 86789210 SUNSTONE HOTEL INVESTORS IN 13.27
37601 7/13/09 422765 MORGAN STANLEY 119,599.00 4.316 516,187.97 -1,277,638.81

SALE 6/29/09 87612E10 TARGET CORP. 55.85
15577 7/02/09 422738 GRISWOLD COMPANY 55,000.00 39.511 550.00 2,172,482.65 681,038.36

SALE 7/23/09 87612E10 TARGET CORP. 65.17
15577 7/28/09 422815 FOX-PITT KLTON CCHRN CRN WA 60,000.00 42.263 2,400.00 2,533,314.83 906,284.69

SALE 7/23/09 87612E10 TARGET CORP. 10.99
15577 7/28/09 422815 FOX-PITT KLTON CCHRN CRN WA 10,000.00 42.748 400.00 427,067.01 155,895.32

SALE 7/23/09 87612E10 TARGET CORP. 26.54
15577 7/28/09 422815 FOX-PITT KLTON CCHRN CRN WA 25,000.00 41.296 1,000.00 1,031,360.96 353,431.74
-------------- ====== ---------- -------------- --------------
3 INTRA-DAY TRANSACTIONS SUBTOTAL: 95,000.00 42.059 102.70 3,991,742.80 1,415,611.75
3,800.00

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 7/01/09 THROUGH 7/31/09

COMMON PENSION FD A (5140) -Cont. PAGE: 66
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/24/09 87612E10 TARGET CORP. 10.80
15577 7/29/09 422819 OPPENHEIMER & CO., INC 10,000.00 42.010 300.00 419,786.20 148,614.51

SALE 6/30/09 88250810 TEXAS INSTRUMENTS INC. 27.25
18069 7/06/09 422743 GRISWOLD COMPANY 50,000.00 21.203 500.00 1,059,622.75 438,405.86

SALE 7/22/09 88250810 TEXAS INSTRUMENTS INC. 14.96
18069 7/27/09 422810 CRAIG-HALLUM CAPITAL GRP LL 25,000.00 23.290 1,000.00 581,235.04 270,626.59

SALE 6/30/09 89591910 TRIDENT MICROSYSTEMS INC. 4.41
36193 7/06/09 422743 MORGAN STANLEY 100,000.00 1.715 171,525.59 -818,076.55

SALE 6/30/09 89674K10 TRIQUINT SEMICONDUCTOR, INC 3.39
20443 7/06/09 422743 LABRANCHE/0TC 25,000.00 5.268 375.00 131,321.61 -192,939.11

SALE 7/23/09 90781810 UNION PACIFIC CORP 106.13
47375 7/28/09 422815 ISI - HYMAN 70,000.00 58.994 3,500.00 4,125,959.87 508,962.87

SALE 7/24/09 90781810 UNION PACIFIC CORP 74.69
47375 7/29/09 422819 ISI - HYMAN 50,000.00 58.122 2,500.00 2,903,540.31 319,971.02

SALE 7/27/09 90781810 UNION PACIFIC CORP 148.17
47375 7/30/09 422822 ISI - HYMAN 100,000.00 57.651 5,000.00 5,759,981.83 592,843.26

SALE 7/27/09 91390310 UNIVERSAL HEALTH SERVICES, 40.80
09106 7/30/09 422822 ABEL NOSER CORP. 30,000.00 52.914 1,500.00 1,585,867.20 440,147.01

SALE 7/28/09 91390310 UNIVERSAL HEALTH SERVICES, 42.13
09106 7/31/09 422824 ABEL NOSER CORP. 30,000.00 54.636 1,500.00 1,637,525.87 491,805.68

SALE 7/02/09 91886610 VALASSIS COMMUNICATIONS INC 8.30
35038 7/08/09 422753 CAPIS/SOFT 50,000.00 6.460 2,500.00 320,471.70 -514,187.05

SALE 7/13/09 92220710 VARIAN SEMICONDUCTOR EQUIP. 10.45
32229 7/16/09 422781 INSTINET/SOFT-FACTSET 15,000.00 27.098 750.00 405,705.05 96,950.57

SALE 7/10/09 92553P20 VIACOM INC. CL B 25.82
32872 7/15/09 422777 CAPIS/SOFT 50,000.00 20.094 2,500.00 1,002,189.18 -695,154.53

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 7/01/09 THROUGH 7/31/09

COMMON PENSION FD A (5140) -Cont. PAGE: 67
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/10/09 95980210 WESTERN UNION CO 41.45
35340 7/15/09 422777 MORGAN STANLEY 100,000.00 16.128 1,612,778.55 377,111.32

SALE 7/06/09 96332010 WHIRLPOOL CORP. 2.80
23823 7/09/09 422757 DEUTSCHE BANK AG (DOMESTIC) 2,500.00 43.500 100.00 108,647.20 -10,143.63

SALE 7/10/09 96332010 WHIRLPOOL CORP. 8.39
23823 7/16/09 422777 DEUTSCHE BANK AG (DOMESTIC) 7,500.00 43.511 300.00 326,025.61 -30,346.89

SALE 7/07/09 97314910 WIND RIVER SYSTEMS INC 164.97
10183 7/10/09 422761 INSTINET/SOFT-FACTSET 560,092.00 11.460 28,004.60 6,390,540.76 -2,679,062.61

SALE 7/02/09 97463710 WINNEBAGO INDUSTRIES, INC. 19.65
13381 7/08/09 422753 CAPIS/SOFT 100,000.00 7.646 5,000.00 759,610.35 -1,172,519.02

SALE 7/10/09 98975F10 ZORAN CORP. 10.84
13000 7/15/09 422777 JANNEY MONTGOMERY SCOTT 40,000.00 10.536 1,200.00 420,245.16 -154,916.80
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 14,431,105.00 7,235.16 281,893,494.12 -14,924,720.56
354,452.40
SALES OF COMINGLED-FUND UNITS
-----------------------------

SALE 7/17/09 1729678S CITIGROUP INC C+SV .40
46821 7/18/09 422741 MORGAN STANLEY (OPTIONS) 1,250,000.00 .012 15,374.60 -521,375.40

SALE 7/07/09 SPX875TU S&P 200 INDEX SPX+TO
47355 7/08/09 422741 PALI CAPITAL (OPTIONS) 200,000.00 32.250 4,000.00 6,446,000.00 259,000.00

SALE 7/07/09 SPX875UU S&P 500 INDEX SPX+UO
47354 7/08/09 422741 PALI CAPITAL (OPTIONS) 200,000.00 42.250 4,000.00 8,446,000.00 465,340.00
-------------- ---------- -------------- --------------
SUBTOTAL UNIT-ASSET SALES: 1,650,000.00 .40 14,907,374.60 202,964.60
8,000.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 16,081,105.00 7,235.56 296,800,868.72 -14,721,755.96
362,452.40

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 7/01/09 THROUGH 7/31/09

COMMON PENSION FD B (5142) PAGE: 68
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------

PUR 7/10/09 012873AK ALBERTA ENERGY CO LTD NOTES 7.3750 6.687
36668 7/15/09 287749 FTN MIDWEST SECURITIES 11/01/31 800,000.00 107.90 863,200.00

PUR 7/23/09 032511BG ANADARKO PETROLEUM CORP 7.9500 7.173
47845 7/28/09 287805 JEFFERIES & COMPANY 6/15/39 10,000,000.00 109.49 10,949,900.00

PUR 7/16/09 048342EJ ATLANTIC CITY NJ BOARD OF E 7.2500 7.176
47818 7/30/09 287817 CITIGROUP/CITIBANK DOMESTIC 8/15/34 5,000,000.00 100.84 5,042,250.00

PUR 7/10/09 134429AT CAMPBELL SOUP CO SR NOTES 4.5000 4.357
44385 7/15/09 287749 CREDIT SUISSE SEC (USA) LLC 2/15/19 10,000,000.00 101.10 10,110,600.00

PUR 6/26/09 134429AU CAMPBELL SOUP CO SR NOTES 3.3750 3.386
47550 7/01/09 287688 UBS WARBURG LLC 8/15/14 30,000,000.00 99.944 29,983,200.00

PUR 7/16/09 196711LZ COLORADO ST CTF PART BLD AM 6.4500 6.520
47816 7/23/09 287785 RBC CAPITAL (DOMESTIC) 9/15/39 8,000,000.00 99.070 7,925,600.00

PUR 7/22/09 20825UAC CONOCO INC. NOTES 7.2500 6.102
27777 7/27/09 287797 CREDIT SUISSE SEC (USA) LLC 10/15/31 2,615,000.00 113.85 2,977,203.65

PUR 7/14/09 235241LT DALLAS TEXAS AREA RAPID TRA 6.2490 6.290
47753 7/17/09 287761 MURIEL SIEBERT 12/01/34 20,000,000.00 99.474 19,894,800.00

PUR 7/02/09 247025AE DELL COMPUTER CORP 7.1000 6.909
47620 7/08/09 287717 BARCLAYS CAPITAL INC 4/15/28 15,000,000.00 101.97 15,296,550.00

PUR 7/07/09 292505AG ENCANA CORP NOTES 6.5000 6.334
39720 7/10/09 287729 CREDIT SUISSE SEC (USA) LLC 2/01/38 22,000,000.00 102.17 22,478,280.00

PUR 7/16/09 343136L7 FLORIDA TURNPIKE AUTH BLD A 6.8000 6.783
47782 7/21/09 287773 BARCLAYS CAPITAL INC 7/01/39 1,500,000.00 100.20 1,503,135.00

PUR 7/16/09 343136L7 FLORIDA TURNPIKE AUTH BLD A 6.8000 6.783
47782 7/21/09 287773 GATES CAPITAL 7/01/39 3,500,000.00 100.20 3,507,315.00

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 7/01/09 THROUGH 7/31/09

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 6/26/09 369604BC GENERAL ELECTRIC CO. SR NOT 5.2500 5.460
38972 7/01/09 287688 GOLDMAN SACHS & COMPANY 12/06/17 15,000,000.00 98.592 14,788,800.00

PUR 7/22/09 42307TAH H.J. HEINZ CO. NOTES 7.1250 7.146
47840 7/29/09 287811 DEUTSCHE BANK AG (DOMESTIC) 8/01/39 4,000,000.00 99.741 3,989,640.00

PUR 7/09/09 448814DC HYDRO-QUEBEC DEBENTURES 8.5000 5.639
44942 7/14/09 287742 RBC CAPITAL (DOMESTIC) 12/01/29 2,000,000.00 134.39 2,687,820.00

PUR 7/17/09 455057SV INDIANA STATE FIN AUTH BLD 6.5960 6.548
47783 7/22/09 287779 RBC CAPITAL (DOMESTIC) 2/01/39 5,000,000.00 100.61 5,030,850.00

PUR 7/14/09 46257TBC IOWA ST SPECIAL OBLIG BDS 6.7500 6.798
47760 7/22/09 287779 BARCLAYS CAPITAL INC 6/01/34 10,000,000.00 99.416 9,941,600.00

PUR 7/15/09 5946105T MICHIGAN HIGHWAY BUILD AMER 7.6250 7.209
47770 7/20/09 287767 PIPER JAFFRAY 9/15/27 5,000,000.00 104.15 5,207,900.00

PUR 7/13/09 629568AS NABORS INDUSTRIES INC 9.2500 7.229
44276 7/16/09 287755 CITIGROUP/CITIBANK DOMESTIC 1/15/19 5,000,000.00 113.71 5,685,700.00

PUR 7/17/09 63968AQH NEBRASKA POWER BLD BONDS 7.3990 7.140
47784 7/22/09 287779 WACHOVIA SECURITIES, INC. 1/01/35 5,000,000.00 103.01 5,150,750.00

PUR 7/15/09 65830TAG NO CAROLINA TURN AUTH BDS 6.7000 6.718
47817 7/29/09 287811 MERRILL LYNCH (RESEARCH) 1/01/39 15,000,000.00 99.763 14,964,450.00

PUR 7/16/09 65830TAG NO CAROLINA TURN AUTH BDS 6.7000 6.679
47817 7/29/09 287811 MORGAN KEEGAN 1/01/39 5,000,000.00 100.26 5,013,100.00

PUR 7/27/09 666807BA NORTHRUP GRUMMAN CORP SR NO 5.0500 5.071
47881 7/30/09 287817 JP MORGAN 8/01/19 10,000,000.00 99.837 9,983,700.00

PUR 6/30/09 68389XAG ORACLE CORP NOTES 5.0000 5.048
47581 7/08/09 287717 BANK OF AMERICA SECURITIES 7/08/19 30,000,000.00 99.627 29,888,100.00

PUR 7/24/09 694032AT PACIFIC BELL TELEPHONE DEBS 7.1250 6.567
47851 7/29/09 287811 BARCLAYS CAPITAL INC 3/15/26 10,580,000.00 105.58 11,170,787.20

S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/01/09 891490AT TOSCO CORP NOTES 8.1250 6.523
34732 7/07/09 287711 JP MORGAN 2/15/30 1,875,000.00 118.00 2,212,593.75

PUR 7/09/09 893830AF TRANSOCEAN INC. NOTES 7.5000 6.532
41590 7/14/09 287742 JP MORGAN 4/15/31 5,000,000.00 111.14 5,557,150.00

PUR 6/30/09 912810FR UNITED STATES TREAS TIPS 2.3750 2.239
36750 7/01/09 287688 BARCLAYS CAPITAL INC 1/15/25 20,000,000.00 115.13 23,027,611.13

PUR 7/01/09 912810FR UNITED STATES TREAS TIPS 2.3750 2.200
36750 7/02/09 287699 BNP PARIBAS SECURITIES CORP 1/15/25 20,000,000.00 115.71 23,143,667.56

PUR 7/02/09 912810FR UNITED STATES TREAS TIPS 2.3750 2.200
36750 7/06/09 287705 GOLDMAN SACHS & COMPANY 1/15/25 10,000,000.00 115.72 11,572,592.75

PUR 7/06/09 912810FR UNITED STATES TREAS TIPS 2.3750 2.270
36750 7/08/09 287717 BANK OF AMERICA SECURITIES 1/15/25 10,000,000.00 114.67 11,467,730.63

PUR 7/06/09 912810FR UNITED STATES TREAS TIPS 2.3750 2.308
36750 7/07/09 287711 GOLDMAN SACHS & COMPANY 1/15/25 10,000,000.00 114.11 11,411,006.88

PUR 7/09/09 912810FR UNITED STATES TREAS TIPS 2.3750 2.329
36750 7/13/09 287736 CITIGROUP GBL MKT(FMLY SALO 1/15/25 10,000,000.00 113.93 11,393,468.76

PUR 7/09/09 912810FR UNITED STATES TREAS TIPS 2.3750 2.281
36750 7/10/09 287729 GOLDMAN SACHS & COMPANY 1/15/25 10,000,000.00 114.60 11,460,128.09

PUR 7/24/09 912833LZ US TREASURY STRIPS 4.902
47853 7/27/09 287797 BARCLAYS CAPITAL INC 5/15/26 50,000,000.00 44.319 22,159,500.00

PUR 7/09/09 947074AK WEATHERFORD INT'L INC. SR N 6.8000 7.212
39607 7/14/09 287742 JEFFERIES & COMPANY 6/15/37 1,000,000.00 95.069 950,690.00

PUR 7/16/09 947075AG WEATHERFORD INT'L LTD 9.8750 7.834
44574 7/21/09 287773 FTN MIDWEST SECURITIES 3/01/39 5,000,000.00 123.36 6,168,000.00

PUR 7/16/09 947075AG WEATHERFORD INT'L LTD 9.8750 7.892
44574 7/21/09 287773 GOLDMAN SACHS & COMPANY 3/01/39 2,000,000.00 122.57 2,451,420.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 404,870,000.00 397,010,790.40

-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 404,870,000.00 397,010,790.40

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 7/01/09 THROUGH 7/31/09

COMMON PENSION FD B (5142) -Cont. PAGE: 71
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALES OF FIXED INCOME SECURITIES
--------------------------------

SALE 7/24/09 00206RAG AT&T INC. GLOBAL NOTES 6.3000 6.369
38971 7/29/09 287811 BARCLAYS CAPITAL INC 1/15/38 10,000,000.00 101.09 10,109,800.00 199,884.20

SALE 7/16/09 00209AAF AT&T WIRELESS SERVICES INC. 8.7500 7.463
40818 7/21/09 287773 BARCLAYS CAPITAL INC 3/01/31 39,965,000.00 124.16 49,623,341.55 4,186,252.20

SALE 7/23/09 032511AY ANADARKO PETROLEUM CORP SR 6.4500 7.813
35132 7/28/09 287805 JEFFERIES & COMPANY 9/15/36 11,000,000.00 95.527 10,507,970.00 1,188,372.72

SALE 6/26/09 12189TAD BURLINGTON NORTHERN SANTA F 7.2900 6.123
36459 7/01/09 287688 RBC CAPITAL (DOMESTIC) 6/01/36 1,500,000.00 108.46 1,626,990.00 -102,402.12

SALE 7/08/09 13342BAC CAMERON INT'L CORP SR NOTES 6.3750 8.391
43161 7/13/09 287736 CANTOR FITZGERALD SECURITIE 7/15/18 7,000,000.00 97.848 6,849,360.00 729,117.86

SALE 7/08/09 13342BAC CAMERON INT'L CORP SR NOTES 6.3750 8.391
43161 7/13/09 287736 JP MORGAN 7/15/18 10,000,000.00 97.113 9,711,300.00 968,096.94

SALE 7/08/09 13342BAC CAMERON INT'L CORP SR NOTES 6.3750 8.391
43161 7/13/09 287736 JP MORGAN 7/15/18 1,000,000.00 97.598 975,980.00 101,659.69

SALE 7/09/09 13342BAC CAMERON INT'L CORP SR NOTES 6.3750 8.391
43161 7/14/09 287742 CANTOR FITZGERALD SECURITIE 7/15/18 3,000,000.00 97.238 2,917,140.00 294,089.76

SALE 7/10/09 134429AU CAMPBELL SOUP CO SR NOTES 3.3750 3.386
47550 7/15/09 287749 CREDIT SUISSE SEC (USA) LLC 8/15/14 10,000,000.00 101.41 10,141,100.00 146,597.94

SALE 6/29/09 149123BR CATERPILLAR INC NOTES 8.2500 7.284
43950 7/02/09 287699 CANTOR FITZGERALD SECURITIE 12/15/38 4,000,000.00 124.27 4,970,800.00 505,145.74

SALE 7/22/09 149123BR CATERPILLAR INC NOTES 8.2500 7.284
43950 7/27/09 287797 BARCLAYS BANK OF NEW YORK 12/15/38 6,000,000.00 123.79 7,427,520.00 729,932.98

SALE 6/26/09 219350AS CORNING INC NOTES 6.6250 6.626
46626 7/01/09 287688 FTN MIDWEST SECURITIES 5/15/19 7,000,000.00 101.22 7,085,610.00 86,819.90

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 7/01/09 THROUGH 7/31/09

COMMON PENSION FD B (5142) -Cont. PAGE: 72
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/02/09 24702RAE DELL INC. NOTES 5.6500 5.685
43992 7/08/09 287717 BARCLAYS CAPITAL INC 4/15/18 15,000,000.00 101.09 15,164,850.00 202,118.72

SALE 7/24/09 36158FAA GENERAL ELECTRIC GLOBAL INS 7.0000 6.136
35384 7/29/09 287811 CANTOR FITZGERALD SECURITIE 2/15/26 12,000,000.00 81.000 9,720,000.00 -3,347,467.21

SALE 7/28/09 36158FAA GENERAL ELECTRIC GLOBAL INS 7.0000 6.136
35384 7/31/09 287823 CANTOR FITZGERALD SECURITIE 2/15/26 5,000,000.00 81.000 4,050,000.00 -1,393,774.49

SALE 7/01/09 36158FAB GENERAL ELEC GLOBAL INS NOT 6.4500 6.937
41839 7/07/09 287711 CANTOR FITZGERALD SECURITIE 3/01/19 11,250,000.00 85.500 9,618,750.00 -1,249,353.73

SALE 6/26/09 369604AY GENERAL ELECTRIC CO. NOTES 5.0000 4.936
24248 7/01/09 287688 GOLDMAN SACHS & COMPANY 2/01/13 15,000,000.00 104.28 15,643,200.00 612,415.07

SALE 7/23/09 42307TAH H.J. HEINZ CO. NOTES 7.1250 7.146
47840 7/29/09 287811 BARCLAYS CAPITAL INC 8/01/39 4,000,000.00 106.83 4,273,360.00 283,720.00

SALE 7/22/09 438516AZ HONEYWELL INT'L SENIOR NOTE 5.0000 5.046
44826 7/27/09 287797 CANTOR FITZGERALD SECURITIE 2/15/19 15,000,000.00 102.87 15,431,100.00 483,125.91

SALE 7/20/09 45687AAA INGERSOLL RAND FIN GUAR NOT 6.8750 6.895
42272 7/23/09 287785 CANTOR FITZGERALD SECURITIE 8/15/18 5,000,000.00 101.95 5,097,800.00 104,779.29

SALE 7/21/09 45687AAA INGERSOLL RAND FIN GUAR NOT 6.8750 6.895
42272 7/24/09 287791 CANTOR FITZGERALD SECURITIE 8/15/18 5,000,000.00 103.50 5,175,300.00 182,265.46

SALE 7/02/09 655844AF NORFOLK SOUTHERN CORP SR NO 7.0500 6.057
36301 7/08/09 287717 JEFFERIES & COMPANY 5/01/37 1,310,000.00 111.61 1,462,208.90 -21,643.72

SALE 7/23/09 665772CD NORTHERN STATE POWER 1ST MT 5.2500 5.289
40411 7/28/09 287805 CANTOR FITZGERALD SECURITIE 3/01/18 15,000,000.00 104.33 15,650,250.00 691,302.20

SALE 7/16/09 89352HAB TRANS-CANADA PIPELINES BOND 5.8500 5.951
35107 7/21/09 287773 BARCLAYS CAPITAL INC 3/15/36 20,000,000.00 97.334 19,466,800.00 -264,096.04

SALE 7/10/09 893830AT TRANSOCEAN INC SENIOR NOTES 6.8000 7.730
42942 7/15/09 287749 JP MORGAN 3/15/38 5,000,000.00 107.36 5,368,250.00 901,997.75

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 7/01/09 THROUGH 7/31/09

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 7/23/09 904764AK UNILEVER CAPITAL CORP SENIO 4.8000 4.908
44852 7/28/09 287811 CANTOR FITZGERALD SECURITIE 2/15/19 12,500,000.00 101.19 12,649,625.00 251,911.34

SALE 7/24/09 912803BK US TREASURY STRIPS 4.655
39847 7/27/09 287797 BARCLAYS CAPITAL INC 2/15/27 50,000,000.00 43.419 21,709,500.00 -1,376,080.01

SALE 7/09/09 947074AJ WEATHERFORD INT'S INC. SR N 6.3500 6.064
39605 7/14/09 287742 JEFFERIES & COMPANY 6/15/17 1,350,000.00 100.94 1,362,690.00 -11,206.35

SALE 7/16/09 947074AK WEATHERFORD INT'L INC. SR N 6.8000 6.408
39607 7/21/09 287773 FTN MIDWEST SECURITIES 6/15/37 5,000,000.00 94.817 4,740,850.00 -511,921.41
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 307,875,000.00 288,531,445.45 4,571,660.59

-------------- ---------- -------------- --------------
TOTAL FUND SALES: 307,875,000.00 288,531,445.45 4,571,660.59

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 7/01/09 THROUGH 7/31/09

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 7/02/09 22002T10 CORPORATE OFFICE PROPERTIES
41467 7/08/09 422752 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 28.499 400.00 285,393.00

PUR 7/07/09 40414L10 HCP INC.
40132 7/10/09 422760 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 21.614 400.00 216,537.00

PUR 7/02/09 72925110 PLUM CREEK TIMBER CO INC
47624 7/08/09 422752 MORGAN STANLEY 115,000.00 30.056 3,456,440.00

PUR 7/02/09 74341010 PROLOGIS
39529 7/08/09 422752 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 7.748 2,000.00 389,415.00

PUR 7/09/09 74460D10 PUBLIC STORAGE
47684 7/14/09 422770 CAPIS/SOFT 40,000.00 63.441 2,000.00 2,539,644.00

PUR 6/26/09 92904210 VORNADO REALTY TRUST
44124 7/01/09 422733 WILLIAMS CAPITAL GROUP 10,000.00 44.732 150.00 447,472.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 235,000.00 7,334,901.00
4,950.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 235,000.00 7,334,901.00
4,950.00
SALES OF STOCK AND OTHER EQUITIES
---------------------------------

SALE 7/13/09 03892310 ARBOR REALTY TRUST INC. 1.28
41463 7/16/09 422781 MORGAN STANLEY 32,500.00 1.530 49,730.22 -247,378.15

SALE 7/14/09 03892310 ARBOR REALTY TRUST INC. 3.74
41463 7/17/09 422785 MORGAN STANLEY 93,000.00 1.565 145,513.36 -704,673.66

SALE 7/15/09 03892310 ARBOR REALTY TRUST INC. .07
41463 7/20/09 422789 MORGAN STANLEY 1,687.00 1.560 2,632.16 -12,790.05

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 7/01/09 THROUGH 7/31/09

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 7/15/09 03892310 ARBOR REALTY TRUST INC. 3.36
41463 7/20/09 422789 MORGAN STANLEY 83,813.00 1.560 130,770.06 -635,431.28
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 85,500.00 1.560 3.43 133,402.22 -648,221.33

SALE 7/08/09 05348410 AVALONBAY COMMUNITIES, INC. 6.66
43147 7/13/09 422765 OPPENHEIMER & CO., INC 5,000.00 51.782 150.00 258,752.34 -168,029.57

SALE 7/02/09 75490710 RAYONIER INC. 85.79
42618 7/08/09 422753 MORGAN STANLEY 95,000.00 35.136 3,337,796.21 -411,738.29
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 311,000.00 100.90 3,925,194.35 -2,180,041.00
150.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 311,000.00 100.90 3,925,194.35 -2,180,041.00
150.00

END OF REPORT FOR: REIT COMMON PENSION FD A

S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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 7/15/09 00282410 ABBOTT LABORATORIES
39882 7/20/09 422788 DEUTSCHE BANK AG (DOMESTIC) 40,000.00 45.073 1,600.00 1,804,500.00

PUR 7/16/09 00282410 ABBOTT LABORATORIES
39882 7/21/09 422792 OPPENHEIMER & CO., INC 20,000.00 44.882 600.00 898,236.00

PUR 7/08/09 01964550 ALLIS-CHALMERS ENERGY INC.
39884 7/13/09 422764 MORGAN STANLEY 100,000.00 2.084 208,400.00

PUR 7/16/09 03042010 AMERICAN WATER WORKS CO INC
47765 7/21/09 422792 OPPENHEIMER & CO., INC 50,000.00 18.570 1,500.00 930,020.00

PUR 7/17/09 03042010 AMERICAN WATER WORKS CO INC
47765 7/22/09 422796 JP MORGAN 80,000.00 18.672 3,200.00 1,496,960.00

PUR 7/20/09 03042010 AMERICAN WATER WORKS CO INC
47765 7/23/09 422801 BUCKINGHAM RESEARCH GROUP I 50,000.00 18.730 2,000.00 938,480.00

PUR 7/21/09 03042010 AMERICAN WATER WORKS CO INC
47765 7/24/09 422805 LEERINK SWANN LLC 50,000.00 18.911 2,000.00 947,530.00

PUR 7/21/09 03042010 AMERICAN WATER WORKS CO INC
47765 7/24/09 422805 SOLEIL SECURITIES CORP. 40,000.00 18.875 1,600.00 756,596.00

PUR 7/22/09 03042010 AMERICAN WATER WORKS CO INC
47765 7/27/09 422809 BLAIR, WILLIAM & COMPANY 50,000.00 18.880 2,000.00 946,015.00

PUR 7/28/09 03042010 AMERICAN WATER WORKS CO INC
47765 7/31/09 422823 GORDON HASKETT & COMPANY (I 50,000.00 19.523 2,500.00 978,660.00

PUR 7/08/09 03783310 APPLE INC.
39881 7/13/09 422764 INSTINET/SOFT-FACTSET 10,000.00 135.17 500.00 1,352,257.00

PUR 7/10/09 03783310 APPLE INC.
39881 7/15/09 422776 INSTINET/SOFT-FACTSET 10,000.00 138.57 500.00 1,386,225.00

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

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/15/09 03783310 APPLE INC.
39881 7/20/09 422788 INSTINET/SOFT-FACTSET 20,000.00 145.31 1,000.00 2,907,376.00

PUR 6/26/09 04951310 ATMEL CORP.
43167 7/01/09 422733 MORGAN STANLEY 100,000.00 3.660 365,980.00

PUR 7/02/09 04951310 ATMEL CORP.
43167 7/08/09 422752 LABRANCHE/SOFT 100,000.00 3.746 5,000.00 379,560.00

PUR 7/06/09 04951310 ATMEL CORP.
43167 7/09/09 422756 MORGAN STANLEY 100,000.00 3.690 368,990.00

PUR 7/17/09 04951310 ATMEL CORP.
43167 7/22/09 422796 INSTINET/SOFT-FACTSET 100,000.00 4.065 5,000.00 411,500.00

PUR 7/22/09 04951310 ATMEL CORP.
43167 7/27/09 422809 JEFFERIES & COMPANY 100,000.00 4.133 3,000.00 416,340.00

PUR 7/15/09 05276910 AUTODESK INC
47739 7/20/09 422788 INSTINET/SOFT-FACTSET 50,000.00 18.400 2,500.00 922,495.00

PUR 7/16/09 05276910 AUTODESK INC
47739 7/21/09 422792 INSTINET/SOFT-FACTSET 100,000.00 18.557 5,000.00 1,860,720.00

PUR 7/17/09 05276910 AUTODESK INC
47739 7/22/09 422796 INSTINET/SOFT-FACTSET 50,000.00 18.696 2,500.00 937,280.00

PUR 7/21/09 05276910 AUTODESK INC
47739 7/24/09 422805 JEFFERIES & COMPANY 50,000.00 19.733 1,500.00 988,160.00

PUR 7/22/09 05276910 AUTODESK INC
47739 7/27/09 422809 JEFFERIES & COMPANY 100,000.00 20.813 3,000.00 2,084,250.00

PUR 7/10/09 05714910 BAKER (MICHAEL) CORP
39896 7/15/09 422776 DEUTSCHE BANK AG (DOMESTIC) 1,800.00 36.779 72.00 66,274.92

PUR 7/13/09 05714910 BAKER (MICHAEL) CORP
39896 7/16/09 422780 DEUTSCHE BANK AG (DOMESTIC) 4,200.00 37.990 168.00 159,725.16

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

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/14/09 05714910 BAKER (MICHAEL) CORP
39896 7/17/09 422784 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 38.775 160.00 155,260.00

PUR 7/08/09 06050510 BANK OF AMERICA
46955 7/13/09 422764 MORGAN STANLEY 200,000.00 11.603 2,320,520.00

PUR 7/10/09 08578910 BERRY PETROLEUM CO
42925 7/15/09 422776 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 15.968 800.00 320,152.00

PUR 7/16/09 12526910 CF INDUSTRIES HOLDINGS INC
46083 7/21/09 422792 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 72.941 800.00 1,459,620.00

PUR 7/17/09 12526910 CF INDUSTRIES HOLDINGS INC
46083 7/22/09 422796 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 73.623 800.00 1,473,266.00

PUR 7/17/09 12526910 CF INDUSTRIES HOLDINGS INC
46083 7/22/09 422796 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 74.189 800.00 1,484,576.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 73.906 2,957,842.00
1,600.00

PUR 7/01/09 12589610 CMS ENERGY CORP.
43755 7/07/09 422748 MORGAN STANLEY 50,000.00 12.343 617,160.00

PUR 7/02/09 12589610 CMS ENERGY CORP.
43755 7/08/09 422752 MORGAN STANLEY 100,000.00 12.258 1,225,790.00

PUR 7/06/09 12589610 CMS ENERGY CORP.
43755 7/09/09 422756 CAPIS/SOFT 50,000.00 12.079 2,500.00 606,470.00

PUR 7/07/09 12589610 CMS ENERGY CORP.
43755 7/10/09 422760 CAPIS/SOFT 50,000.00 12.026 2,500.00 603,790.00

PUR 7/08/09 12589610 CMS ENERGY CORP.
43755 7/13/09 422764 MORGAN STANLEY 50,000.00 11.888 594,405.00

S T A T E O F N E W J E R S E Y 5162
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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/22/09 12673P10 CA INC
47834 7/27/09 422809 BARCLAYS CAPITAL (DOMESTIC) 240,000.00 18.692 9,600.00 4,495,632.00

PUR 7/23/09 12673P10 CA INC
47834 7/28/09 422814 BARCLAYS CAPITAL (DOMESTIC) 60,000.00 18.832 2,400.00 1,132,314.00

PUR 7/10/09 12960310 CALGON CARBON CORP
46471 7/15/09 422776 ICAP/SOFT 100,000.00 11.675 5,000.00 1,172,460.00

PUR 7/14/09 15133V20 CENTENNIAL COMMUNICATIONS C
47718 7/17/09 422784 MORGAN STANLEY 200,000.00 7.545 1,509,080.00

PUR 7/15/09 15133V20 CENTENNIAL COMMUNICATIONS C
47718 7/20/09 422788 INSTINET/SOFT-FACTSET 194,174.00 7.698 9,708.70 1,504,421.32

PUR 7/16/09 15133V20 CENTENNIAL COMMUNICATIONS C
47718 7/21/09 422792 INSTINET/SOFT-FACTSET 205,826.00 7.578 10,291.30 1,569,999.56

PUR 7/17/09 15133V20 CENTENNIAL COMMUNICATIONS C
47718 7/22/09 422796 INSTINET/SOFT-FACTSET 200,000.00 7.596 10,000.00 1,529,100.00

PUR 7/20/09 15133V20 CENTENNIAL COMMUNICATIONS C
47718 7/23/09 422801 LABRANCHE/SOFT 200,000.00 7.694 10,000.00 1,548,740.00

PUR 7/21/09 15133V20 CENTENNIAL COMMUNICATIONS C
47718 7/24/09 422805 LABRANCHE/SOFT 200,000.00 7.420 10,000.00 1,493,960.00

PUR 7/21/09 15133V20 CENTENNIAL COMMUNICATIONS C
47718 7/24/09 422805 LABRANCHE/SOFT 200,000.00 7.467 10,000.00 1,503,340.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 400,000.00 7.443 2,997,300.00
20,000.00

PUR 7/22/09 15133V20 CENTENNIAL COMMUNICATIONS C
47718 7/27/09 422809 LABRANCHE/SOFT 200,000.00 7.476 10,000.00 1,505,200.00

S T A T E O F N E W J E R S E Y 5162
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/23/09 15133V20 CENTENNIAL COMMUNICATIONS C
47718 7/28/09 422814 UBS WARBURG LLC 100,000.00 7.515 3,000.00 754,490.00

PUR 7/28/09 15133V20 CENTENNIAL COMMUNICATIONS C
47718 7/31/09 422823 LABRANCHE/SOFT 200,000.00 7.394 10,000.00 1,488,780.00

PUR 6/26/09 16516710 CHESAPEAKE ENERGY CORP.
41852 7/01/09 422733 MORGAN STANLEY 200,000.00 19.606 3,921,280.00

PUR 7/02/09 17275R10 CISCO SYSTEMS INC
39905 7/08/09 422752 MORGAN STANLEY 200,000.00 18.589 3,717,760.00

PUR 7/06/09 17275R10 CISCO SYSTEMS INC
39905 7/09/09 422756 MORGAN STANLEY 200,000.00 18.444 3,688,840.00

PUR 7/17/09 19259P30 COINSTAR INC.
42814 7/22/09 422796 JANNEY MONTGOMERY SCOTT 10,000.00 26.543 300.00 265,733.00

PUR 7/20/09 19259P30 COINSTAR INC.
42814 7/23/09 422801 LABRANCHE/SOFT 10,000.00 28.030 500.00 280,803.00

PUR 7/21/09 19259P30 COINSTAR INC.
42814 7/24/09 422805 JEFFERIES & COMPANY 10,000.00 29.580 300.00 296,101.00

PUR 7/14/09 20825C10 CONOCOPHILLIPS
39904 7/17/09 422784 SANFORD BERNSTEIN & CO. 150,000.00 40.306 6,000.00 6,051,915.00

PUR 7/22/09 20825C10 CONOCOPHILLIPS
39904 7/27/09 422809 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 43.147 2,000.00 2,159,355.00

PUR 7/01/09 23280610 CYPRESS SEMICONDUCTOR CORP
47084 7/07/09 422748 CAPIS/SOFT 100,000.00 9.223 5,000.00 927,340.00

PUR 7/02/09 23280610 CYPRESS SEMICONDUCTOR CORP
47084 7/08/09 422752 MORGAN STANLEY 100,000.00 9.062 906,170.00

PUR 7/06/09 23280610 CYPRESS SEMICONDUCTOR CORP
47084 7/09/09 422756 MORGAN STANLEY 100,000.00 8.895 889,530.00

S T A T E O F N E W J E R S E Y 5162
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/08/09 23280610 CYPRESS SEMICONDUCTOR CORP
47084 7/13/09 422764 CAPIS/SOFT 100,000.00 8.560 5,000.00 861,000.00

PUR 6/26/09 24237010 DEAN FOODS
46444 7/01/09 422733 ICAP CORPORATES LLC 20,000.00 18.777 200.00 375,738.00

PUR 7/21/09 25179M10 DEVON ENERGY CORP.
39912 7/24/09 422805 SOLEIL SECURITIES CORP. 40,000.00 56.310 1,600.00 2,253,992.00

PUR 7/02/09 26875P10 EOG RESOURCES, INC.
43747 7/08/09 422752 CAPIS/SOFT 50,000.00 64.433 2,500.00 3,224,140.00

PUR 7/10/09 29270J10 ENERGY RECOVERY INC
46593 7/15/09 422776 INSTINET/SOFT-FACTSET 20,000.00 6.667 1,000.00 134,346.00

PUR 7/17/09 30161N10 EXELON CORP.
39920 7/22/09 422796 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 51.221 800.00 1,025,224.00

PUR 7/22/09 30161N10 EXELON CORP.
39920 7/27/09 422809 BLAIR, WILLIAM & COMPANY 50,000.00 52.641 2,000.00 2,634,065.00

PUR 7/28/09 30161N10 EXELON CORP.
39920 7/31/09 422823 BOENNING & SCATTERGOOD 75,000.00 52.168 3,000.00 3,915,585.00

PUR 6/26/09 30205120 EXIDE TECHNOLOGIES
44060 7/01/09 422733 KEYBANC CAPITAL MKTS INC 20,000.00 3.389 300.00 68,086.00

PUR 6/29/09 30205120 EXIDE TECHNOLOGIES
44060 7/02/09 422737 LABRANCHE/0TC 10,000.00 3.508 150.00 35,225.00

PUR 6/30/09 30205120 EXIDE TECHNOLOGIES
44060 7/06/09 422742 LABRANCHE/0TC 10,000.00 3.693 150.00 37,081.00

PUR 7/21/09 30231G10 EXXON MOBIL CORP.
39995 7/24/09 422805 BARCLAYS CAPITAL (DOMESTIC) 80,000.00 69.797 3,200.00 5,586,928.00

PUR 7/22/09 30231G10 EXXON MOBIL CORP.
39995 7/27/09 422809 COWEN AND CO., LLC 50,000.00 70.197 2,000.00 3,511,825.00

S T A T E O F N E W J E R S E Y 5162
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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/22/09 30231G10 EXXON MOBIL CORP.
39995 7/27/09 422809 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 70.029 800.00 1,401,374.00

PUR 6/26/09 36955010 GENERAL DYNAMICS CORP.
39922 7/01/09 422733 BMO CAPITAL MARKETS/EXECUTI 20,000.00 55.686 300.00 1,114,022.00

PUR 7/01/09 36955010 GENERAL DYNAMICS CORP.
39922 7/07/09 422748 CAPIS/SOFT 20,000.00 55.743 1,000.00 1,115,850.00

PUR 7/02/09 36955010 GENERAL DYNAMICS CORP.
39922 7/08/09 422752 CAPIS/SOFT 20,000.00 54.509 1,000.00 1,091,170.00

PUR 7/15/09 38141G10 GOLDMAN SACHS GROUP INC
46117 7/20/09 422788 DEUTSCHE BANK AG (DOMESTIC) 30,000.00 155.57 1,200.00 4,668,450.00

PUR 7/20/09 38141G10 GOLDMAN SACHS GROUP INC
46117 7/23/09 422801 COWEN AND CO., LLC 30,000.00 158.98 1,200.00 4,770,738.00

PUR 7/21/09 38141G10 GOLDMAN SACHS GROUP INC
46117 7/24/09 422805 LEERINK SWANN LLC 20,000.00 159.40 800.00 3,188,954.00

PUR 7/06/09 43575830 HOLLY CORP.
39928 7/09/09 422756 DEUTSCHE BANK AG (DOMESTIC) 30,000.00 18.003 1,200.00 541,296.00

PUR 7/10/09 46204410 ION GEOPHYSICAL CORP
47696 7/15/09 422776 MORGAN STANLEY 200,000.00 2.032 406,300.00

PUR 7/13/09 46204410 ION GEOPHYSICAL CORP
47696 7/16/09 422780 MORGAN STANLEY 200,000.00 2.074 414,880.00

PUR 7/14/09 46204410 ION GEOPHYSICAL CORP
47696 7/17/09 422784 MORGAN STANLEY 200,000.00 2.173 434,560.00

PUR 7/15/09 46204410 ION GEOPHYSICAL CORP
47696 7/20/09 422788 MORGAN STANLEY 100,000.00 2.300 230,030.00

PUR 7/21/09 46204410 ION GEOPHYSICAL CORP
47696 7/24/09 422805 MORGAN STANLEY 200,000.00 2.447 489,440.00

S T A T E O F N E W J E R S E Y 5162
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/22/09 46204410 ION GEOPHYSICAL CORP
47696 7/27/09 422809 MORGAN STANLEY 100,000.00 2.498 249,780.00

PUR 7/23/09 46204410 ION GEOPHYSICAL CORP
47696 7/28/09 422814 MORGAN STANLEY 100,000.00 2.540 253,990.00

PUR 6/26/09 46981410 JACOBS ENGINEERING GROUP IN
47300 7/01/09 422733 MAGNA SECURITIES CORP 50,000.00 42.272 750.00 2,114,370.00

PUR 7/06/09 46981410 JACOBS ENGINEERING GROUP IN
47300 7/09/09 422756 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 38.399 2,000.00 1,921,940.00

PUR 7/08/09 46981410 JACOBS ENGINEERING GROUP IN
47300 7/13/09 422764 MORGAN STANLEY 50,000.00 37.537 1,876,870.00

PUR 7/09/09 46981410 JACOBS ENGINEERING GROUP IN
47300 7/14/09 422770 CAPIS/SOFT 50,000.00 37.951 2,500.00 1,900,045.00

PUR 7/10/09 46981410 JACOBS ENGINEERING GROUP IN
47300 7/15/09 422776 ICAP/SOFT 50,000.00 37.180 2,500.00 1,861,485.00

PUR 7/14/09 46981410 JACOBS ENGINEERING GROUP IN
47300 7/17/09 422784 DEUTSCHE BANK AG (DOMESTIC) 30,000.00 38.403 1,200.00 1,153,299.00

PUR 7/14/09 46981410 JACOBS ENGINEERING GROUP IN
47300 7/17/09 422784 SANFORD BERNSTEIN & CO. 70,000.00 38.371 2,800.00 2,688,777.00

PUR 7/14/09 48517030 KANSAS CITY SOUTHERN
39942 7/17/09 422784 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 16.151 2,000.00 809,565.00

PUR 7/15/09 50540R40 LABORATORY CORP OF AMERICA
39944 7/20/09 422788 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 67.077 800.00 1,342,330.00

PUR 7/01/09 52186330 LEAP WIRELESS INTL INC
47410 7/07/09 422748 INSTINET/SOFT-FACTSET 100,000.00 30.187 5,000.00 3,023,700.00

PUR 7/08/09 52186330 LEAP WIRELESS INTL INC
47410 7/13/09 422764 INSTINET/SOFT-FACTSET 100,000.00 27.898 5,000.00 2,794,810.00

S T A T E O F N E W J E R S E Y 5162
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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/09/09 52186330 LEAP WIRELESS INTL INC
47410 7/14/09 422770 INSTINET/SOFT-FACTSET 100,000.00 28.267 5,000.00 2,831,670.00

PUR 7/17/09 52186330 LEAP WIRELESS INTL INC
47410 7/22/09 422796 INSTINET/SOFT-FACTSET 100,000.00 26.194 5,000.00 2,624,360.00

PUR 7/13/09 53418710 LINCOLN NATIONAL CORP
46169 7/16/09 422780 WACHOVIA SECURITIES, INC. 20,000.00 14.703 800.00 294,864.00

PUR 7/17/09 53418710 LINCOLN NATIONAL CORP
46169 7/22/09 422796 LANGEN MCALENNEY 20,000.00 16.081 800.00 322,412.00

PUR 6/30/09 54142L10 LOGMEIN INC
47584 7/07/09 422746 BARCLAYS CAPITAL (DOMESTIC) 5,000.00 16.000 80,000.00

PUR 6/30/09 54142L10 LOGMEIN INC
47584 7/07/09 422746 MORGAN STANLEY 7,000.00 16.000 112,000.00

PUR 6/30/09 54142L10 LOGMEIN INC
47584 7/07/09 422746 PIPER JAFFRAY 1,800.00 16.000 28,800.00

PUR 6/30/09 54142L10 LOGMEIN INC
47584 7/07/09 422746 RBC CAPITAL (DOMESTIC) 1,800.00 16.000 28,800.00

PUR 6/30/09 54142L10 LOGMEIN INC
47584 7/07/09 422746 THOMAS WEISEL 2,400.00 16.000 38,400.00

PUR 7/02/09 54142L10 LOGMEIN INC
47584 7/08/09 422752 LABRANCHE/SOFT 42,000.00 19.999 2,100.00 842,041.20

PUR 7/06/09 54142L10 LOGMEIN INC
47584 7/09/09 422756 LABRANCHE/SOFT 20,000.00 19.983 1,000.00 400,650.00

PUR 7/07/09 54142L10 LOGMEIN INC
47584 7/10/09 422760 INSTINET/SOFT-FACTSET 20,000.00 19.893 1,000.00 398,852.00

PUR 7/08/09 54142L10 LOGMEIN INC
47584 7/13/09 422764 INSTINET/SOFT-FACTSET 30,000.00 19.158 1,500.00 576,225.00

S T A T E O F N E W J E R S E Y 5162
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/09/09 54142L10 LOGMEIN INC
47584 7/14/09 422770 INSTINET/SOFT-FACTSET 30,000.00 19.083 1,500.00 573,978.00

PUR 7/10/09 54142L10 LOGMEIN INC
47584 7/15/09 422776 INSTINET/SOFT-FACTSET 30,000.00 18.925 1,500.00 569,253.00

PUR 7/13/09 54142L10 LOGMEIN INC
47584 7/16/09 422780 INSTINET/SOFT-FACTSET 30,000.00 19.080 1,500.00 573,912.00

PUR 7/13/09 57632310 MASTEC INC
46345 7/16/09 422780 WACHOVIA SECURITIES, INC. 50,000.00 10.472 2,000.00 525,580.00

PUR 7/17/09 57632310 MASTEC INC
46345 7/22/09 422796 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 10.680 2,000.00 536,000.00

PUR 7/01/09 57636Q10 MASTERCARD INC
47457 7/07/09 422748 CAPIS/SOFT 10,000.00 167.19 500.00 1,672,443.00

PUR 7/15/09 58013510 MCDONALD'S CORP.
42619 7/20/09 422788 DEUTSCHE BANK AG (DOMESTIC) 40,000.00 57.019 1,600.00 2,282,344.00

PUR 7/22/09 58013510 MCDONALD'S CORP.
42619 7/27/09 422809 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 58.845 800.00 1,177,694.00

PUR 7/15/09 59161R10 METRO BANCORP INC
47377 7/20/09 422788 INSTINET/SOFT-FACTSET 663.00 17.917 33.15 11,912.39

PUR 7/16/09 59161R10 METRO BANCORP INC
47377 7/21/09 422792 INSTINET/SOFT-FACTSET 32.00 17.560 1.60 563.52

PUR 7/17/09 59161R10 METRO BANCORP INC
47377 7/22/09 422796 INSTINET/SOFT-FACTSET 200.00 18.050 10.00 3,620.00

PUR 7/20/09 59161R10 METRO BANCORP INC
47377 7/23/09 422801 INSTINET/SOFT-FACTSET 300.00 17.940 15.00 5,397.00

PUR 7/21/09 59161R10 METRO BANCORP INC
47377 7/24/09 422805 INSTINET/SOFT-FACTSET 1,300.00 17.882 65.00 23,311.47

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

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/22/09 59161R10 METRO BANCORP INC
47377 7/27/09 422809 INSTINET/SOFT-FACTSET 590.00 17.916 29.50 10,599.76

PUR 7/23/09 59161R10 METRO BANCORP INC
47377 7/28/09 422814 INSTINET/SOFT-FACTSET 10.00 17.940 .50 179.90

PUR 7/24/09 59161R10 METRO BANCORP INC
47377 7/29/09 422818 JANNEY MONTGOMERY SCOTT 100.00 18.260 3.00 1,829.00

PUR 7/28/09 59161R10 METRO BANCORP INC
47377 7/31/09 422823 JANNEY MONTGOMERY SCOTT 1,123.00 18.790 33.69 21,134.86

PUR 7/17/09 61166W10 MONSANTO CO.
39952 7/22/09 422796 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 75.474 800.00 1,510,284.00

PUR 7/17/09 61166W10 MONSANTO CO.
39952 7/22/09 422796 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 75.605 800.00 1,512,896.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 75.540 3,023,180.00
1,600.00

PUR 7/17/09 61166W10 MONSANTO CO.
39952 7/22/09 422796 LANGEN MCALENNEY 20,000.00 75.701 800.00 1,514,820.00

PUR 7/07/09 61744644 MORGAN STANLEY
47656 7/10/09 422760 CAPIS/SOFT 500,000.00 26.795 25,000.00 13,422,250.00

PUR 7/08/09 61744644 MORGAN STANLEY
47656 7/13/09 422764 CAPIS/SOFT 100,000.00 26.090 5,000.00 2,613,970.00

PUR 7/08/09 61744644 MORGAN STANLEY
47656 7/13/09 422764 CAPIS/SOFT 100,000.00 25.469 5,000.00 2,551,940.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 200,000.00 25.780 5,165,910.00
10,000.00

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

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/09/09 61744644 MORGAN STANLEY
47656 7/14/09 422770 ICAP/SOFT 100,000.00 26.027 5,000.00 2,607,650.00

PUR 7/01/09 61945A10 MOSIAC CO. (THE)
43263 7/07/09 422748 CAPIS/SOFT 20,000.00 45.126 1,000.00 903,526.00

PUR 7/02/09 61945A10 MOSIAC CO. (THE)
43263 7/08/09 422752 CAPIS/SOFT 30,000.00 45.306 1,500.00 1,360,686.00

PUR 7/17/09 62937750 NRG ENERGY INC.
43551 7/22/09 422796 DEUTSCHE BANK AG (DOMESTIC) 80,000.00 24.706 3,200.00 1,979,640.00

PUR 7/20/09 62937750 NRG ENERGY INC.
43551 7/23/09 422801 RAYMOND JAMES & ASSOCIATES, 100,000.00 24.210 4,000.00 2,425,010.00

PUR 7/06/09 66987M60 NOVATEL WIRELESS INC
47267 7/09/09 422756 LABRANCHE/SOFT 50,000.00 8.860 2,500.00 445,480.00

PUR 7/13/09 66987M60 NOVATEL WIRELESS INC
47267 7/16/09 422780 INSTINET/SOFT-FACTSET 50,000.00 8.665 2,500.00 435,745.00

PUR 6/26/09 72925110 PLUM CREEK TIMBER CO INC
46289 7/01/09 422733 PRINCETON SECURITIES GROUP 20,000.00 29.581 200.00 591,828.00

PUR 7/01/09 72925110 PLUM CREEK TIMBER CO INC
46289 7/07/09 422748 CAPIS/SOFT 20,000.00 30.037 1,000.00 601,740.00

PUR 7/02/09 72925110 PLUM CREEK TIMBER CO INC
46289 7/08/09 422752 MORGAN STANLEY 20,000.00 30.056 601,120.00

PUR 7/06/09 72925110 PLUM CREEK TIMBER CO INC
46289 7/09/09 422756 CAPIS/SOFT 20,000.00 29.011 1,000.00 581,210.00

PUR 7/13/09 72925110 PLUM CREEK TIMBER CO INC
46289 7/16/09 422780 WACHOVIA SECURITIES, INC. 10,000.00 28.192 400.00 282,320.00

PUR 7/22/09 75102810 RALCORP HOLDINGS INC
47838 7/27/09 422809 OPPENHEIMER & CO., INC 20,000.00 61.617 600.00 1,232,936.00

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

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/06/09 75893210 REGIS CORP MINN
47649 7/09/09 422756 MORGAN STANLEY 80,000.00 13.444 1,075,520.00

PUR 7/07/09 75893210 REGIS CORP MINN
47649 7/10/09 422760 CAPIS/SOFT 50,000.00 13.216 2,500.00 663,285.00

PUR 7/08/09 75893210 REGIS CORP MINN
47649 7/14/09 422768 CREDIT SUISSE SEC (USA) LLC 87,750.00 12.370 1,085,467.50

PUR 7/08/09 75893210 REGIS CORP MINN
47649 7/13/09 422764 DEUTSCHE BANK AG (DOMESTIC) 30,000.00 12.574 1,200.00 378,426.00

PUR 7/08/09 75893210 REGIS CORP MINN
47649 7/14/09 422768 MERRILL LYNCH (RESEARCH) 127,250.00 12.370 1,574,082.50

PUR 7/09/09 75893210 REGIS CORP MINN
47649 7/14/09 422770 ICAP/SOFT 125,000.00 12.355 6,250.00 1,550,625.00

PUR 7/09/09 75893210 REGIS CORP MINN
47649 7/14/09 422770 MORGAN STANLEY 100,000.00 12.301 1,230,050.00

PUR 7/10/09 75893210 REGIS CORP MINN
47649 7/15/09 422776 MORGAN STANLEY 200,000.00 12.347 2,469,320.00

PUR 7/13/09 75893210 REGIS CORP MINN
47649 7/16/09 422780 MORGAN STANLEY 100,000.00 12.190 1,218,990.00

PUR 7/14/09 75893210 REGIS CORP MINN
47649 7/17/09 422784 MORGAN STANLEY 100,000.00 12.303 1,230,330.00

PUR 7/15/09 75893210 REGIS CORP MINN
47649 7/20/09 422788 SANFORD BERNSTEIN & CO. 100,000.00 12.398 4,000.00 1,243,760.00

PUR 7/02/09 80660510 SCHERING-PLOUGH CORP.
39975 7/08/09 422752 MORGAN STANLEY 100,000.00 24.815 2,481,460.00

PUR 7/17/09 83269640 JM SMUCKER CO/THE
43667 7/22/09 422796 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 49.037 800.00 981,546.00

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

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

MULTI SECTOR COMMON A (5162) -Cont. PAGE: 89
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/17/09 83269640 JM SMUCKER CO/THE
43667 7/22/09 422796 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 49.018 800.00 981,168.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 49.028 1,962,714.00
1,600.00

PUR 7/20/09 83269640 JM SMUCKER CO/THE
43667 7/23/09 422801 FRIEDMAN BILLINGS RAMSEY 20,000.00 48.989 800.00 980,586.00

PUR 7/21/09 83269640 JM SMUCKER CO/THE
43667 7/24/09 422805 LEERINK SWANN LLC 20,000.00 49.934 800.00 999,476.00

PUR 7/21/09 83269640 JM SMUCKER CO/THE
43667 7/24/09 422805 SOLEIL SECURITIES CORP. 20,000.00 49.662 800.00 994,048.00

PUR 7/22/09 83269640 JM SMUCKER CO/THE
43667 7/27/09 422809 BLAIR, WILLIAM & COMPANY 20,000.00 49.803 800.00 996,868.00

PUR 7/22/09 83269640 JM SMUCKER CO/THE
43667 7/27/09 422809 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 49.816 800.00 997,114.00

PUR 7/23/09 83269640 JM SMUCKER CO/THE
43667 7/28/09 422814 FOX-PITT KLTON CCHRN CRN WA 20,000.00 50.004 800.00 1,000,872.00

PUR 7/28/09 83269640 JM SMUCKER CO/THE
43667 7/31/09 422823 ISI - HYMAN 20,000.00 50.389 1,000.00 1,008,778.00

PUR 6/29/09 86681020 SUN MICROSYSTEMS, INC.
45200 7/02/09 422737 MORGAN STANLEY 200,000.00 9.183 1,836,580.00

PUR 7/17/09 86681020 SUN MICROSYSTEMS, INC.
45200 7/22/09 422796 INSTINET/SOFT-FACTSET 200,000.00 9.152 10,000.00 1,840,440.00

PUR 7/22/09 86681020 SUN MICROSYSTEMS, INC.
45200 7/27/09 422809 LABRANCHE/SOFT 100,000.00 9.190 5,000.00 924,000.00

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

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 6/26/09 86816810 SUPERIOR INDUSTRIES INTL
47366 7/01/09 422733 MERIDIAN EQUITY PARTNERS 50,000.00 14.364 500.00 718,700.00

PUR 6/29/09 86816810 SUPERIOR INDUSTRIES INTL
47366 7/02/09 422737 ICAP CORPORATES LLC 50,000.00 14.525 500.00 726,725.00

PUR 6/30/09 86816810 SUPERIOR INDUSTRIES INTL
47366 7/06/09 422742 BMO CAPITAL MARKETS/EXECUTI 50,000.00 14.317 750.00 716,600.00

PUR 7/01/09 86816810 SUPERIOR INDUSTRIES INTL
47366 7/07/09 422748 CAPIS/SOFT 50,000.00 14.320 2,500.00 718,490.00

PUR 7/02/09 86816810 SUPERIOR INDUSTRIES INTL
47366 7/08/09 422752 CAPIS/SOFT 50,000.00 14.233 2,500.00 714,140.00

PUR 7/06/09 86816810 SUPERIOR INDUSTRIES INTL
47366 7/09/09 422756 CAPIS/SOFT 50,000.00 14.436 2,500.00 724,290.00

PUR 7/21/09 86816810 SUPERIOR INDUSTRIES INTL
47366 7/24/09 422805 LEERINK SWANN LLC 50,000.00 15.073 2,000.00 755,660.00

PUR 7/22/09 86816810 SUPERIOR INDUSTRIES INTL
47366 7/27/09 422809 COWEN AND CO., LLC 50,000.00 15.165 2,000.00 760,240.00

PUR 7/23/09 86816810 SUPERIOR INDUSTRIES INTL
47366 7/28/09 422814 FOX-PITT KLTON CCHRN CRN WA 50,000.00 15.358 2,000.00 769,915.00

PUR 7/28/09 86816810 SUPERIOR INDUSTRIES INTL
47366 7/31/09 422823 GORDON HASKETT & COMPANY (I 50,000.00 15.195 2,500.00 762,250.00

PUR 7/08/09 87157D10 SYNAPTICS INCORPORATED
40599 7/13/09 422764 INSTINET/SOFT-FACTSET 20,000.00 33.916 1,000.00 679,318.00

PUR 7/09/09 87157D10 SYNAPTICS INCORPORATED
40599 7/14/09 422770 INSTINET/SOFT-FACTSET 20,000.00 34.365 1,000.00 688,300.00

PUR 7/10/09 87157D10 SYNAPTICS INCORPORATED
40599 7/15/09 422776 INSTINET/SOFT-FACTSET 20,000.00 33.266 1,000.00 666,318.00

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

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

MULTI SECTOR COMMON A (5162) -Cont. PAGE: 91
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/13/09 87157D10 SYNAPTICS INCORPORATED
40599 7/16/09 422780 INSTINET/SOFT-FACTSET 20,000.00 33.807 1,000.00 677,142.00

PUR 7/14/09 87157D10 SYNAPTICS INCORPORATED
40599 7/17/09 422784 JANNEY MONTGOMERY SCOTT 20,000.00 32.385 600.00 648,294.00

PUR 7/15/09 87157D10 SYNAPTICS INCORPORATED
40599 7/20/09 422788 INSTINET/SOFT-FACTSET 20,000.00 33.099 1,000.00 662,974.00

PUR 7/15/09 87157D10 SYNAPTICS INCORPORATED
40599 7/20/09 422788 INSTINET/SOFT-FACTSET 20,000.00 32.762 1,000.00 656,242.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 32.930 1,319,216.00
2,000.00

PUR 7/17/09 87157D10 SYNAPTICS INCORPORATED
40599 7/22/09 422796 INSTINET/SOFT-FACTSET 20,000.00 33.415 1,000.00 669,290.00

PUR 7/08/09 88731730 TIME WARNER INC
45488 7/13/09 422764 MORGAN STANLEY 100,000.00 23.452 2,345,170.00

PUR 7/09/09 88731730 TIME WARNER INC
45488 7/14/09 422770 ICAP/SOFT 100,000.00 23.776 5,000.00 2,382,560.00

PUR 7/10/09 88731730 TIME WARNER INC
45488 7/15/09 422776 ICAP/SOFT 100,000.00 23.930 5,000.00 2,397,950.00

PUR 6/29/09 88870610 TIVO INC.
39983 7/02/09 422737 MAGNA SECURITIES (OTC) 50,000.00 10.617 750.00 531,575.00

PUR 7/02/09 88870610 TIVO INC.
39983 7/08/09 422752 LABRANCHE/SOFT 50,000.00 9.230 2,500.00 464,010.00

PUR 7/02/09 88870610 TIVO INC.
39983 7/08/09 422752 LABRANCHE/SOFT 100,000.00 9.469 5,000.00 951,940.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 150,000.00 9.390 1,415,950.00
7,500.00

S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

MULTI SECTOR COMMON A (5162) -Cont. PAGE: 92
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/02/09 88870610 TIVO INC.
39983 7/08/09 422752 MORGAN STANLEY 50,000.00 9.357 467,840.00

PUR 7/06/09 88870610 TIVO INC.
39983 7/09/09 422756 LABRANCHE/SOFT 50,000.00 8.942 2,500.00 449,605.00

PUR 7/13/09 90297330 US BANCORP
46667 7/16/09 422780 WACHOVIA SECURITIES, INC. 20,000.00 17.176 800.00 344,326.00

PUR 7/14/09 90297330 US BANCORP
46667 7/17/09 422784 OPPENHEIMER & CO., INC 40,000.00 17.343 1,600.00 695,328.00

PUR 7/17/09 90297330 US BANCORP
46667 7/22/09 422796 LANGEN MCALENNEY 20,000.00 17.821 800.00 357,212.00

PUR 7/16/09 90323610 URS CORP
42782 7/21/09 422792 OPPENHEIMER & CO., INC 20,000.00 46.733 600.00 935,256.00

PUR 7/02/09 91126810 UNITED ONLINE, INC.
44855 7/08/09 422752 LABRANCHE/SOFT 50,000.00 6.355 2,500.00 320,235.00

PUR 7/02/09 91126810 UNITED ONLINE, INC.
44855 7/08/09 422752 LABRANCHE/SOFT 50,000.00 6.413 2,500.00 323,155.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 6.384 643,390.00
5,000.00

PUR 6/26/09 91136310 UNITED RENTALS INC.
39987 7/01/09 422733 GRISWOLD COMPANY 50,000.00 6.403 500.00 320,660.00

PUR 7/02/09 91136310 UNITED RENTALS INC.
39987 7/08/09 422752 CAPIS/SOFT 100,000.00 6.115 5,000.00 616,520.00

PUR 7/06/09 91136310 UNITED RENTALS INC.
39987 7/09/09 422756 CAPIS/SOFT 50,000.00 5.954 2,500.00 300,180.00

S T A T E O F N E W J E R S E Y 5162
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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

MULTI SECTOR COMMON A (5162) -Cont. PAGE: 93
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/06/09 91136310 UNITED RENTALS INC.
39987 7/09/09 422756 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 5.688 2,000.00 286,385.00

PUR 7/07/09 91136310 UNITED RENTALS INC.
39987 7/10/09 422760 CAPIS/SOFT 50,000.00 5.570 2,500.00 280,975.00

PUR 7/08/09 91136310 UNITED RENTALS INC.
39987 7/13/09 422764 MORGAN STANLEY 50,000.00 5.476 273,775.00

PUR 7/09/09 91136310 UNITED RENTALS INC.
39987 7/14/09 422770 CAPIS/SOFT 50,000.00 5.375 2,500.00 271,230.00

PUR 7/10/09 91136310 UNITED RENTALS INC.
39987 7/15/09 422776 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 5.441 2,000.00 274,025.00

PUR 7/13/09 91136310 UNITED RENTALS INC.
39987 7/16/09 422780 WACHOVIA SECURITIES, INC. 50,000.00 5.410 2,000.00 272,475.00

PUR 7/14/09 91136310 UNITED RENTALS INC.
39987 7/17/09 422784 SANFORD BERNSTEIN & CO. 50,000.00 5.693 2,000.00 286,625.00

PUR 7/22/09 92343E10 VERISIGN INC
47836 7/27/09 422809 LABRANCHE/SOFT 100,000.00 19.880 5,000.00 1,992,970.00

PUR 7/23/09 92343E10 VERISIGN INC
47836 7/28/09 422814 JANNEY MONTGOMERY SCOTT 100,000.00 20.312 3,000.00 2,034,220.00

PUR 7/20/09 93114210 WAL-MART STORES, INC.
39992 7/23/09 422801 FTN MIDWEST SECURITIES 100,000.00 48.358 4,000.00 4,839,810.00

PUR 7/06/09 94974610 WELLS FARGO & COMPANY
46541 7/09/09 422756 MORGAN STANLEY 100,000.00 22.691 2,269,060.00

PUR 7/06/09 94974610 WELLS FARGO & COMPANY
46541 7/09/09 422756 MORGAN STANLEY 300,000.00 22.863 6,858,870.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 400,000.00 22.820 9,127,930.00

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

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/22/09 94974610 WELLS FARGO & COMPANY
46541 7/27/09 422809 LAZARD CAPITAL MARKETS 200,000.00 23.906 8,000.00 4,789,240.00

PUR 6/30/09 96216610 WEYERHAEUSER CO
46168 7/06/09 422742 WILLIAMS CAPITAL GROUP 40,000.00 30.361 600.00 1,215,040.00

PUR 7/01/09 96216610 WEYERHAEUSER CO
46168 7/07/09 422748 MORGAN STANLEY 20,000.00 30.763 615,254.00

PUR 7/01/09 98302410 WYETH
41913 7/07/09 422748 MORGAN STANLEY 100,000.00 45.396 4,539,620.00

PUR 7/20/09 98970110 ZIONS BANCORP
47806 7/23/09 422801 LABRANCHE/SOFT 50,000.00 11.950 2,500.00 599,995.00

PUR 7/21/09 98970110 ZIONS BANCORP
47806 7/24/09 422805 JEFFERIES & COMPANY 50,000.00 10.970 1,500.00 550,010.00

PUR 7/21/09 98970110 ZIONS BANCORP
47806 7/24/09 422805 LABRANCHE/SOFT 100,000.00 10.527 5,000.00 1,057,720.00

PUR 6/26/09 G9144P10 TYCO ELECTRONICS LTD.
44960 7/01/09 422733 MORGAN STANLEY 100,000.00 18.144 1,814,390.00

PUR 7/01/09 H8912P10 TYCO ELECTRONICS LTD
47547 7/07/09 422748 MORGAN STANLEY 100,000.00 18.716 1,871,610.00

PUR 7/02/09 H8912P10 TYCO ELECTRONICS LTD
47547 7/08/09 422752 CAPIS/SOFT 100,000.00 18.008 5,000.00 1,805,790.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 15,279,318.00 294,411,311.06
459,091.44
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 15,279,318.00 294,411,311.06
459,091.44

S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

MULTI SECTOR COMMON A (5162) -Cont. PAGE: 95
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALES OF STOCK AND OTHER EQUITIES
---------------------------------

SALE 7/10/09 00817Y10 AETNA INC 66.21
45439 7/15/09 422777 MORGAN STANLEY 100,000.00 25.760 2,575,923.79 224,562.54

SALE 7/14/09 00817Y10 AETNA INC 68.00
45439 7/17/09 422785 MORGAN STANLEY 100,000.00 26.456 2,645,542.00 294,180.75

SALE 7/22/09 00817Y10 AETNA INC 63.25
45439 7/27/09 422810 SANFORD BERNSTEIN & CO. 100,000.00 24.608 4,000.00 2,456,766.75 105,405.50

SALE 7/10/09 01307810 ALBERTO-CULVER CO. 12.76
45095 7/15/09 422777 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 24.814 800.00 495,465.24 39,380.32

SALE 7/01/09 03116210 AMGEN INC. 54.31
39886 7/07/09 422749 INSTINET/SOFT-FACTSET 40,000.00 52.824 2,000.00 2,110,893.69 -183,398.02

SALE 7/02/09 03116210 AMGEN INC. 40.11
39886 7/08/09 422753 LABRANCHE/SOFT 30,000.00 52.028 1,500.00 1,559,311.89 -161,406.90

SALE 7/06/09 03116210 AMGEN INC. 39.57
39886 7/09/09 422757 LABRANCHE/SOFT 30,000.00 51.329 1,500.00 1,538,315.43 -182,403.36

SALE 7/07/09 03116210 AMGEN INC. 26.71
39886 7/10/09 422761 INSTINET/SOFT-FACTSET 20,000.00 51.952 1,000.00 1,038,005.29 -109,140.57

SALE 7/08/09 03116210 AMGEN INC. 31.07
39886 7/13/09 422765 INSTINET/SOFT-FACTSET 20,000.00 60.440 1,000.00 1,207,762.93 60,617.07

SALE 7/08/09 03116210 AMGEN INC. 30.94
39886 7/13/09 422765 JANNEY MONTGOMERY SCOTT 20,000.00 60.187 600.00 1,203,109.06 55,963.20

SALE 7/09/09 03116210 AMGEN INC. 29.90
39886 7/14/09 422771 INSTINET/SOFT-FACTSET 20,000.00 58.152 1,000.00 1,162,008.10 14,862.24

SALE 7/10/09 03116210 AMGEN INC. 29.82
39886 7/15/09 422777 INSTINET/SOFT-FACTSET 20,000.00 58.007 1,000.00 1,159,104.18 11,958.33

S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/10/09 03116210 AMGEN INC. 29.63
39886 7/15/09 422777 MORGAN STANLEY 20,000.00 57.644 1,152,852.37 5,706.51

SALE 6/26/09 03251510 ANADIGICS INC 2.50
42114 7/01/09 422734 LIQUIDNET 25,000.00 3.885 250.00 96,872.50 18,589.63

SALE 6/26/09 03251510 ANADIGICS INC 7.40
42114 7/01/09 422734 MORGAN STANLEY 75,000.00 3.837 287,797.60 52,949.00

SALE 7/01/09 03251510 ANADIGICS INC 10.61
42114 7/07/09 422749 MORGAN STANLEY 100,000.00 4.128 412,829.39 99,697.92

SALE 7/22/09 03783310 APPLE INC. 40.44
39881 7/27/09 422810 LABRANCHE/SOFT 10,000.00 157.34 500.00 1,572,865.56 689,776.38

SALE 7/20/09 04622410 ASTEC INDUSTRIES INC. 6.44
40527 7/23/09 422802 LABRANCHE/SOFT 10,000.00 25.077 500.00 250,262.56 -107,614.61

SALE 7/20/09 04622410 ASTEC INDUSTRIES INC. 6.42
40527 7/23/09 422802 LABRANCHE/SOFT 10,000.00 24.995 500.00 249,438.58 -108,438.59
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 25.036 12.86 499,701.14 -216,053.20
1,000.00

SALE 7/21/09 04622410 ASTEC INDUSTRIES INC. 6.47
40527 7/24/09 422806 LABRANCHE/SOFT 10,000.00 25.156 500.00 251,052.53 -106,824.64

SALE 7/21/09 04622410 ASTEC INDUSTRIES INC. 6.65
40527 7/24/09 422806 LABRANCHE/SOFT 10,000.00 25.875 500.00 258,247.35 -99,629.82
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 25.516 13.12 509,299.88 -206,454.46
1,000.00

SALE 7/22/09 04622410 ASTEC INDUSTRIES INC. 6.35
40527 7/27/09 422810 LABRANCHE/SOFT 10,000.00 24.703 500.00 246,518.65 -111,358.52

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 7/01/09 THROUGH 7/31/09

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 7/20/09 06050510 BANK OF AMERICA 63.95
46955 7/23/09 422802 GORDON HASKETT & COMPANY (I 200,000.00 12.441 10,000.00 2,478,036.05 205,204.15

SALE 6/26/09 06405810 BANK OF NEW YORK MELLON COR 7.56
44007 7/01/09 422734 WILLIAMS CAPITAL GROUP 10,000.00 29.407 150.00 293,916.44 39,882.85

SALE 7/08/09 06405810 BANK OF NEW YORK MELLON COR 27.95
44007 7/13/09 422765 CAPIS/SOFT 40,000.00 27.191 2,000.00 1,085,600.05 69,465.68

SALE 7/09/09 06405810 BANK OF NEW YORK MELLON COR 28.70
44007 7/14/09 422771 CAPIS/SOFT 40,000.00 27.923 2,000.00 1,114,875.30 98,740.93

SALE 7/10/09 06405810 BANK OF NEW YORK MELLON COR 14.02
44007 7/15/09 422777 MORGAN STANLEY 20,000.00 27.261 545,203.98 37,136.80

SALE 7/21/09 06405810 BANK OF NEW YORK MELLON COR 14.99
44007 7/24/09 422806 MORGAN KEEGAN 20,000.00 29.155 800.00 582,283.01 74,215.83

SALE 7/10/09 11012210 BRISTOL-MYERS SQUIBB CO. 49.65
39897 7/15/09 422777 CAPIS/SOFT 100,000.00 19.318 5,000.00 1,926,710.35 -743,386.21

SALE 7/17/09 11012210 BRISTOL-MYERS SQUIBB CO. 25.67
39897 7/22/09 422797 LANGEN MCALENNEY 50,000.00 19.973 2,000.00 996,599.33 -338,448.95

SALE 6/29/09 12526910 CF INDUSTRIES HOLDINGS INC 19.37
46083 7/02/09 422738 WILLIAMS CAPITAL GROUP 10,000.00 75.358 150.00 753,410.63 18,785.78

SALE 6/26/09 15678210 CERNER CORP. 15.46
43671 7/01/09 422734 LABRANCHE/0TC 10,000.00 60.136 150.00 601,190.54 236,531.80

SALE 6/26/09 15678210 CERNER CORP. 15.55
43671 7/01/09 422734 LIQUIDNET 10,000.00 60.505 200.00 604,834.45 240,175.71

SALE 7/21/09 15678210 CERNER CORP. 15.98
43671 7/24/09 422806 LABRANCHE/SOFT 10,000.00 62.167 500.00 621,154.02 256,495.28

SALE 7/21/09 18538Q10 CLEARWIRE CORP. CL A 9.22
43953 7/24/09 422806 LABRANCHE/SOFT 50,000.00 7.177 2,500.00 356,340.78 -36,340.76

S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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 7/21/09 18538Q10 CLEARWIRE CORP. CL A 9.24
43953 7/24/09 422806 LABRANCHE/SOFT 50,000.00 7.190 2,500.00 357,010.76 -35,670.78
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 7.184 18.46 713,351.54 -72,011.54
5,000.00

SALE 7/22/09 18538Q10 CLEARWIRE CORP. CL A 9.34
43953 7/27/09 422810 LABRANCHE/SOFT 50,000.00 7.265 2,500.00 360,720.66 -31,960.88

SALE 7/23/09 18538Q10 CLEARWIRE CORP. CL A 10.20
43953 7/28/09 422815 JANNEY MONTGOMERY SCOTT 50,000.00 7.935 1,500.00 395,234.80 2,553.26

SALE 7/28/09 18538Q10 CLEARWIRE CORP. CL A 10.33
43953 7/31/09 422824 JANNEY MONTGOMERY SCOTT 50,000.00 8.035 1,500.00 400,229.67 7,548.13

SALE 7/17/09 20337210 COMMSCOPE INC. 6.67
39906 7/22/09 422797 OPPENHEIMER & CO., INC 10,000.00 25.931 300.00 259,001.33 -116,401.04

SALE 7/21/09 20337210 COMMSCOPE INC. 13.78
39906 7/24/09 422806 MORGAN KEEGAN 20,000.00 26.805 800.00 535,292.22 -215,512.53

SALE 6/26/09 23257720 CYNOSURE INC. CL A 1.96
40472 7/01/09 422734 LABRANCHE/0TC 10,000.00 7.615 150.00 75,997.04 -90,403.16

SALE 7/21/09 23257720 CYNOSURE INC. CL A 1.84
40472 7/24/09 422806 LABRANCHE/SOFT 10,000.00 7.148 500.00 70,982.16 -95,418.04

SALE 7/15/09 23280610 CYPRESS SEMICONDUCTOR CORP 24.74
47084 7/20/09 422789 SANFORD BERNSTEIN & CO. 100,000.00 9.626 4,000.00 958,575.26 76,480.71

SALE 7/08/09 24237010 DEAN FOODS 10.13
46444 7/13/09 422765 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 19.704 800.00 393,261.87 25,776.07

SALE 7/09/09 24237010 DEAN FOODS 9.99
46444 7/14/09 422771 CAPIS/SOFT 20,000.00 19.444 1,000.00 387,876.01 20,390.21

S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/22/09 25470M10 DISH NETWORKS 42.37
46473 7/27/09 422810 JANNEY MONTGOMERY SCOTT 100,000.00 16.486 3,000.00 1,645,547.63 99,095.85

SALE 7/23/09 25470M10 DISH NETWORKS 85.28
46473 7/28/09 422815 UBS WARBURG LLC 200,000.00 16.590 6,000.00 3,311,934.72 219,031.17

SALE 6/26/09 26864810 EMC CORP/MASS 69.63
45470 7/01/09 422734 MORGAN STANLEY 200,000.00 13.546 2,709,170.37 251,508.55

SALE 7/06/09 26864810 EMC CORP/MASS 132.34
45470 7/09/09 422757 MORGAN STANLEY 400,000.00 12.873 5,149,187.66 233,864.03

SALE 6/26/09 27864210 EBAY INC. 22.29
45010 7/01/09 422734 MORGAN STANLEY 50,000.00 17.341 867,032.71 349,237.71

SALE 7/21/09 29266R10 ENERGIZER HOLDINGS INC. 29.86
40547 7/24/09 422806 MORGAN KEEGAN 20,000.00 58.082 800.00 1,160,816.14 -510,158.38

SALE 7/17/09 29742510 ESTERLINE TECHNOLOGIES CORP 14.41
39917 7/22/09 422797 OPPENHEIMER & CO., INC 20,000.00 28.020 600.00 559,775.59 -181,496.57

SALE 7/21/09 29742510 ESTERLINE TECHNOLOGIES CORP 14.41
39917 7/24/09 422806 MORGAN KEEGAN 20,000.00 28.034 800.00 559,873.59 -181,398.58

SALE 7/21/09 29742510 ESTERLINE TECHNOLOGIES CORP 14.44
39917 7/24/09 422806 SANFORD BERNSTEIN & CO. 20,000.00 28.093 800.00 561,041.56 -180,230.60

SALE 7/22/09 29742510 ESTERLINE TECHNOLOGIES CORP 14.57
39917 7/27/09 422810 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 28.338 800.00 565,935.43 -175,336.74

SALE 7/22/09 29742510 ESTERLINE TECHNOLOGIES CORP 22.05
39917 7/27/09 422810 PACIFIC CREST SECURITIES 30,000.00 28.594 1,200.00 856,594.95 -255,313.30

SALE 7/23/09 29742510 ESTERLINE TECHNOLOGIES CORP 14.65
39917 7/28/09 422815 FOX-PITT KLTON CCHRN CRN WA 20,000.00 28.488 800.00 568,943.35 -172,328.82

SALE 7/06/09 30161N10 EXELON CORP. 24.80
39920 7/09/09 422757 CAPIS/SOFT 20,000.00 48.240 1,000.00 963,767.20 319,844.95

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 7/01/09 THROUGH 7/31/09

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/24/09 33643310 FIRST SOLAR INC. 87.04
40312 7/29/09 422819 JANNEY MONTGOMERY SCOTT 20,000.00 169.32 600.00 3,385,864.96 -278,374.68

SALE 7/28/09 33643310 FIRST SOLAR INC. 86.39
40312 7/31/09 422824 JANNEY MONTGOMERY SCOTT 20,000.00 168.06 600.00 3,360,655.61 -303,584.03

SALE 7/07/09 38141G10 GOLDMAN SACHS GROUP INC 373.74
46117 7/10/09 422761 MORGAN STANLEY 100,000.00 145.42 14,541,896.26 2,091,669.11

SALE 7/08/09 38141G10 GOLDMAN SACHS GROUP INC 142.21
46117 7/13/09 422765 MORGAN STANLEY 40,000.00 138.32 5,533,017.79 552,926.93

SALE 7/01/09 42823610 HEWLETT-PACKARD CO 99.36
46749 7/07/09 422749 CAPIS/SOFT 100,000.00 38.663 5,000.00 3,861,180.64 345,880.64

SALE 7/01/09 42823610 HEWLETT-PACKARD CO 100.51
46749 7/07/09 422749 MORGAN STANLEY 100,000.00 39.107 3,910,579.49 395,279.49

SALE 7/02/09 42823610 HEWLETT-PACKARD CO 49.06
46749 7/08/09 422753 CAPIS/SOFT 50,000.00 38.180 2,500.00 1,906,470.94 148,820.94

SALE 7/17/09 42823610 HEWLETT-PACKARD CO 51.24
46749 7/22/09 422797 SANFORD BERNSTEIN & CO. 50,000.00 39.875 2,000.00 1,991,708.76 234,058.76

SALE 6/26/09 42829110 HEXCEL CORP. 24.27
41202 7/01/09 422734 MORGAN STANLEY 100,000.00 9.442 944,165.73 -1,137,808.32

SALE 7/01/09 45814010 INTEL CORP 44.08
46920 7/07/09 422749 INSTINET/SOFT-FACTSET 100,000.00 17.151 5,000.00 1,710,055.92 142,300.92

SALE 7/08/09 45814010 INTEL CORP 82.40
46920 7/13/09 422765 INSTINET/SOFT-FACTSET 200,000.00 16.029 10,000.00 3,195,777.60 60,267.60

SALE 7/09/09 45814010 INTEL CORP 207.65
46920 7/14/09 422771 INSTINET/SOFT-FACTSET 500,000.00 16.159 25,000.00 8,054,342.35 215,567.35

SALE 7/10/09 45814010 INTEL CORP 81.74
46920 7/15/09 422777 INSTINET/SOFT-FACTSET 200,000.00 15.902 10,000.00 3,170,338.26 34,828.26

S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/15/09 45814010 INTEL CORP 91.82
46920 7/20/09 422789 INSTINET/SOFT-FACTSET 200,000.00 17.863 10,000.00 3,562,488.18 426,978.18

SALE 7/15/09 45814010 INTEL CORP 23.26
46920 7/20/09 422789 INSTINET/SOFT-FACTSET 50,000.00 18.097 2,500.00 902,326.74 118,449.24
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 250,000.00 17.910 115.08 4,464,814.92 545,427.42
12,500.00

SALE 7/21/09 45814010 INTEL CORP 24.14
46920 7/24/09 422806 LABRANCHE/SOFT 50,000.00 18.790 2,500.00 936,955.86 153,078.36

SALE 7/06/09 46428777 ISHARES DJ US FINANCIAL SER 224.49
45093 7/09/09 422757 MORGAN STANLEY 200,000.00 43.674 8,734,515.51 1,952,752.38

SALE 7/21/09 46428777 ISHARES DJ US FINANCIAL SER 59.75
45093 7/24/09 422806 UBS WARBURG LLC 50,000.00 46.496 2,000.00 2,322,730.25 627,289.47

SALE 7/22/09 46428777 ISHARES DJ US FINANCIAL SER 236.35
45093 7/27/09 422810 UBS WARBURG LLC 200,000.00 45.981 8,000.00 9,187,923.65 2,406,160.52

SALE 7/02/09 47816010 JOHNSON & JOHNSON 144.37
39939 7/08/09 422753 MORGAN STANLEY 100,000.00 56.173 5,617,185.63 1,980,450.96

SALE 7/08/09 47816010 JOHNSON & JOHNSON 146.74
39939 7/13/09 422765 MORGAN STANLEY 100,000.00 57.094 5,709,273.26 2,072,538.59

SALE 7/02/09 47836610 JOHNSON CONTROL 54.16
47346 7/08/09 422753 CAPIS/SOFT 100,000.00 21.075 5,000.00 2,102,475.84 19,302.51

SALE 7/14/09 47836610 JOHNSON CONTROL 51.77
47346 7/17/09 422785 MORGAN STANLEY 100,000.00 20.141 2,013,998.23 -69,175.10

SALE 7/15/09 47836610 JOHNSON CONTROL 26.40
47346 7/20/09 422789 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 20.544 2,000.00 1,025,163.60 -16,423.07

S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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SALE 7/15/09 47836610 JOHNSON CONTROL 27.18
47346 7/20/09 422789 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 21.147 2,000.00 1,055,317.82 13,731.15

SALE 7/16/09 47836610 JOHNSON CONTROL 26.87
47346 7/21/09 422793 SANFORD BERNSTEIN & CO. 50,000.00 20.907 2,000.00 1,043,338.13 1,751.46

SALE 7/20/09 47836610 JOHNSON CONTROL 29.74
47346 7/23/09 422802 KEYBANC CAPITAL MKTS INC 50,000.00 23.142 2,000.00 1,155,090.26 113,503.59

SALE 7/21/09 47836610 JOHNSON CONTROL 30.27
47346 7/24/09 422806 UBS WARBURG LLC 50,000.00 23.550 2,000.00 1,175,479.73 133,893.07

SALE 7/22/09 47836610 JOHNSON CONTROL 95.56
47346 7/27/09 422810 CITIGROUP/CITIBANK DOMESTIC 150,000.00 24.787 6,000.00 3,711,999.44 587,239.44

SALE 7/02/09 50540R40 LABORATORY CORP OF AMERICA 34.44
39944 7/08/09 422753 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 66.987 800.00 1,338,895.56 207,609.15

SALE 7/02/09 50540R40 LABORATORY CORP OF AMERICA 34.01
39944 7/08/09 422753 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 66.161 800.00 1,322,377.99 191,091.58
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 66.574 68.45 2,661,273.55 398,700.73
1,600.00

SALE 7/17/09 53591920 LIONS GATE ENTERTAINMENT CO 6.10
44270 7/22/09 422797 OPPENHEIMER & CO., INC 40,000.00 5.928 1,200.00 235,893.90 24,662.87

SALE 7/22/09 53591920 LIONS GATE ENTERTAINMENT CO 9.08
44270 7/27/09 422810 PACIFIC CREST SECURITIES 60,000.00 5.886 2,400.00 350,762.92 33,916.38

SALE 7/21/09 53983010 LOCKHEED MARTIN 116.60
47134 7/24/09 422806 BARCLAYS CAPITAL (DOMESTIC) 60,000.00 75.613 2,400.00 4,534,269.40 -554,462.60

SALE 7/22/09 55271510 MEMC ELECTRONICS MATERIALS, 51.72
39991 7/27/09 422810 COWEN AND CO., LLC 100,000.00 20.122 4,000.00 2,008,148.28 -390,487.22

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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 7/01/09 THROUGH 7/31/09

MULTI SECTOR COMMON A (5162) -Cont. PAGE: 103
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/22/09 55608B10 MACQUARIE INFRASTRUCTURE CO 8.78
41252 7/27/09 422810 RAYMOND JAMES & ASSOCIATES, 100,000.00 3.414 4,000.00 337,431.22 -1,973,435.10

SALE 6/26/09 57290110 MARTEK BIOSCIENCES CORP 10.85
46379 7/01/09 422734 LABRANCHE/0TC 20,000.00 21.093 300.00 421,545.15 50,154.25

SALE 7/17/09 57290110 MARTEK BIOSCIENCES CORP 11.32
46379 7/22/09 422797 JANNEY MONTGOMERY SCOTT 20,000.00 22.016 600.00 439,712.68 68,321.77

SALE 7/21/09 57636Q10 MASTERCARD INC 92.41
47457 7/24/09 422806 CL KING (RESEARCH) 20,000.00 179.78 800.00 3,594,763.59 360,753.19

SALE 7/22/09 57636Q10 MASTERCARD INC 92.56
47457 7/27/09 422810 PACIFIC CREST SECURITIES 20,000.00 180.06 800.00 3,600,349.44 366,339.04

SALE 6/26/09 58013510 MCDONALD'S CORP. 29.33
42619 7/01/09 422734 MAGNA SECURITIES CORP 20,000.00 57.061 300.00 1,140,882.67 -59,919.88

SALE 7/22/09 61166W10 MONSANTO CO. 20.53
39952 7/27/09 422810 PACIFIC CREST SECURITIES 10,000.00 79.873 400.00 798,311.47 82,298.88

SALE 7/16/09 61945A10 MOSIAC CO. (THE) 64.10
43263 7/21/09 422793 OPPENHEIMER & CO., INC 50,000.00 49.881 1,500.00 2,492,505.90 400,868.08

SALE 7/16/09 61945A10 MOSIAC CO. (THE) 62.67
43263 7/21/09 422793 SANFORD BERNSTEIN & CO. 50,000.00 48.768 2,000.00 2,436,357.33 344,719.51

SALE 7/17/09 61945A10 MOSIAC CO. (THE) 174.99
43263 7/22/09 422797 ABEL NOSER CORP. 130,000.00 52.375 6,500.00 6,802,114.01 1,363,855.66

SALE 7/17/09 61945A10 MOSIAC CO. (THE) 80.17
43263 7/22/09 422797 FOX-PITT KLTON CCHRN CRN WA 60,000.00 51.987 2,400.00 3,116,709.83 606,744.44

SALE 7/17/09 61945A10 MOSIAC CO. (THE) 80.80
43263 7/22/09 422797 LANGEN MCALENNEY 60,000.00 52.397 2,400.00 3,141,333.20 631,367.81

SALE 6/30/09 62937750 NRG ENERGY INC. 31.89
43551 7/06/09 422743 ICAP CORPORATES LLC 50,000.00 24.817 500.00 1,240,323.11 191,305.33

S T A T E O F N E W J E R S E Y 5162
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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/09/09 62937750 NRG ENERGY INC. 30.15
43551 7/14/09 422771 CAPIS/SOFT 50,000.00 23.464 2,500.00 1,170,689.85 121,672.07

SALE 7/10/09 62937750 NRG ENERGY INC. 18.13
43551 7/15/09 422777 DEUTSCHE BANK AG (DOMESTIC) 30,000.00 23.512 1,200.00 704,126.87 74,716.20

SALE 7/10/09 62937750 NRG ENERGY INC. 29.71
43551 7/15/09 422777 ICAP/SOFT 50,000.00 23.122 2,500.00 1,153,585.29 104,567.51

SALE 7/28/09 62937750 NRG ENERGY INC. 33.97
43551 7/31/09 422824 BOENNING & SCATTERGOOD 50,000.00 26.431 2,000.00 1,319,496.03 255,521.44

SALE 7/10/09 62944T10 NVR INC 127.62
46287 7/15/09 422777 OPPENHEIMER & CO., INC 10,000.00 496.53 300.00 4,964,943.38 -150,268.13

SALE 7/13/09 62944T10 NVR INC 128.73
46287 7/16/09 422781 WACHOVIA SECURITIES, INC. 10,000.00 500.87 400.00 5,008,236.27 -106,975.24

SALE 7/14/09 62944T10 NVR INC 133.02
46287 7/17/09 422785 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 517.58 400.00 5,175,264.98 60,053.46

SALE 6/26/09 65163910 NEWMONT MINING CORP. 22.04
42997 7/01/09 422734 MAGNA SECURITIES CORP 20,000.00 42.873 300.00 857,137.96 83,216.20

SALE 7/02/09 65163910 NEWMONT MINING CORP. 21.13
42997 7/08/09 422753 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 41.097 800.00 821,120.87 47,199.11

SALE 7/10/09 65163910 NEWMONT MINING CORP. 96.62
42997 7/15/09 422777 CAPIS/SOFT 100,000.00 37.595 5,000.00 3,754,433.38 -115,175.42

SALE 7/16/09 65163910 NEWMONT MINING CORP. 20.75
42997 7/21/09 422793 SANFORD BERNSTEIN & CO. 20,000.00 40.360 800.00 806,387.25 32,465.49

SALE 7/17/09 65163910 NEWMONT MINING CORP. 21.05
42997 7/22/09 422797 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 40.942 800.00 818,010.95 44,089.19

SALE 6/26/09 65584410 NORFOLK SOUTHERN CORP 20.04
46257 7/01/09 422734 GRISWOLD COMPANY 20,000.00 38.982 200.00 779,427.96 57,441.96

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

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 6/29/09 65584410 NORFOLK SOUTHERN CORP 29.90
46257 7/02/09 422738 MERIDIAN EQUITY PARTNERS 30,000.00 38.771 300.00 1,162,794.10 79,815.10

SALE 7/01/09 67018T10 NU SKIN ENTERPRISES INC. 8.02
39958 7/07/09 422749 CAPIS/SOFT 20,000.00 15.608 1,000.00 311,141.98 4,054.61

SALE 6/26/09 70454910 PEABODY ENERGY CORP. 7.97
39898 7/01/09 422734 WILLIAMS CAPITAL GROUP 10,000.00 30.983 150.00 309,668.03 -5,873.88

SALE 7/20/09 70454910 PEABODY ENERGY CORP. 17.99
39898 7/23/09 422802 KEYBANC CAPITAL MKTS INC 20,000.00 34.985 800.00 698,874.01 67,790.18

SALE 7/20/09 70454910 PEABODY ENERGY CORP. 17.58
39898 7/23/09 422802 PACIFIC CREST SECURITIES 20,000.00 34.188 800.00 682,942.42 51,858.59

SALE 7/21/09 70454910 PEABODY ENERGY CORP. 17.06
39898 7/24/09 422806 MORGAN KEEGAN 20,000.00 33.179 800.00 662,764.94 31,681.11

SALE 7/21/09 71344810 PEPSICO, INC. 71.67
43552 7/24/09 422806 SANFORD BERNSTEIN & CO. 50,000.00 55.768 2,000.00 2,786,323.33 31,446.88

SALE 7/08/09 71817210 PHILIP MORRIS INTERNATIONAL 33.70
40653 7/13/09 422765 OPPENHEIMER & CO., INC 30,000.00 43.707 900.00 1,310,285.30 72,518.89

SALE 7/09/09 71817210 PHILIP MORRIS INTERNATIONAL 54.72
40653 7/14/09 422771 CAPIS/SOFT 50,000.00 42.583 2,500.00 2,126,605.28 63,661.27

SALE 7/06/09 74973W10 RTI INTERNATIONAL METALS IN 19.82
39973 7/09/09 422757 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 15.424 2,000.00 769,175.18 -927,636.97

SALE 7/17/09 74973W10 RTI INTERNATIONAL METALS IN 13.00
39973 7/22/09 422797 OPPENHEIMER & CO., INC 30,000.00 16.857 900.00 504,809.00 -513,278.29

SALE 6/30/09 75876610 REGAL ENTERTAINMENT GROUP-A 17.07
41584 7/06/09 422743 MERIDIAN EQUITY PARTNERS 50,000.00 13.279 500.00 663,447.93 -59,683.23

SALE 7/06/09 80311110 SARA LEE CORP. 25.34
40530 7/09/09 422757 MORGAN STANLEY 100,000.00 9.859 985,824.66 -305,931.41

S T A T E O F N E W J E R S E Y 5162
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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 6/26/09 81725T10 SENSIENT TECHNOLOGIES CORP. 17.35
43475 7/01/09 422734 STURDIVANT/EXECUTION 30,000.00 22.498 450.00 674,466.65 -24,851.22

SALE 7/15/09 85811910 STEEL DYNAMICS INC 19.58
43421 7/20/09 422789 INSTINET/SOFT-FACTSET 50,000.00 15.230 2,500.00 759,000.42 230,863.02

SALE 7/16/09 85811910 STEEL DYNAMICS INC 20.43
43421 7/21/09 422793 INSTINET/SOFT-FACTSET 50,000.00 15.897 2,500.00 792,314.57 264,177.17

SALE 7/17/09 85811910 STEEL DYNAMICS INC 20.93
43421 7/22/09 422797 JANNEY MONTGOMERY SCOTT 50,000.00 16.280 1,500.00 812,494.07 284,356.67

SALE 7/06/09 86681020 SUN MICROSYSTEMS, INC. 23.63
45200 7/09/09 422757 MORGAN STANLEY 100,000.00 9.195 919,426.37 79,596.80

SALE 7/10/09 86681020 SUN MICROSYSTEMS, INC. 23.49
45200 7/15/09 422777 INSTINET/SOFT-FACTSET 100,000.00 9.138 5,000.00 908,726.51 68,896.93

SALE 7/13/09 90341W10 US AIRWAYS GROUP INC. 10.39
41951 7/16/09 422781 MORGAN STANLEY 200,000.00 2.021 404,209.61 -688,943.85

SALE 7/14/09 90341W10 US AIRWAYS GROUP INC. 5.31
41951 7/17/09 422785 SANFORD BERNSTEIN & CO. 100,000.00 2.063 4,000.00 202,244.69 -344,332.04

SALE 7/01/09 91324P10 UNITEDHEALTH GROUP INC 63.87
47286 7/07/09 422749 CAPIS/SOFT 100,000.00 24.851 5,000.00 2,479,986.13 96,826.13

SALE 7/02/09 91324P10 UNITEDHEALTH GROUP INC 62.35
47286 7/08/09 422753 CAPIS/SOFT 100,000.00 24.259 5,000.00 2,420,857.65 37,697.65

SALE 7/02/09 91886610 VALASSIS COMMUNICATIONS INC 8.30
42815 7/08/09 422753 CAPIS/SOFT 50,000.00 6.458 2,500.00 320,386.70 79,193.79

SALE 7/13/09 91886610 VALASSIS COMMUNICATIONS INC 7.65
42815 7/16/09 422781 MORGAN STANLEY 50,000.00 5.953 297,637.35 56,444.43

SALE 7/17/09 92343V10 VERIZON COMMUNICATIONS INC 37.85
46721 7/22/09 422797 OPPENHEIMER & CO., INC 50,000.00 29.455 1,500.00 1,471,217.15 -12,326.18

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

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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SALE 7/13/09 95058710 WENDY'S/ARBY'S GROUP INC - 10.62
47149 7/16/09 422781 MORGAN STANLEY 100,000.00 4.131 413,129.38 11,538.13

SALE 7/14/09 95058710 WENDY'S/ARBY'S GROUP INC - 22.49
47149 7/17/09 422785 SANFORD BERNSTEIN & CO. 200,000.00 4.374 8,000.00 866,797.51 63,615.01

SALE 7/15/09 95058710 WENDY'S/ARBY'S GROUP INC - 22.28
47149 7/20/09 422789 SANFORD BERNSTEIN & CO. 200,000.00 4.334 8,000.00 858,717.72 55,535.22

SALE 7/16/09 95058710 WENDY'S/ARBY'S GROUP INC - 11.42
47149 7/21/09 422793 CITIGROUP/CITIBANK DOMESTIC 100,000.00 4.441 4,000.00 440,048.58 38,457.33

SALE 7/17/09 95058710 WENDY'S/ARBY'S GROUP INC - 11.34
47149 7/22/09 422797 SANFORD BERNSTEIN & CO. 100,000.00 4.411 4,000.00 437,038.66 35,447.41

SALE 7/20/09 95058710 WENDY'S/ARBY'S GROUP INC - 11.45
47149 7/23/09 422802 GOLDMAN SACHS & COMPANY 100,000.00 4.452 4,000.00 441,188.55 39,597.30

SALE 7/22/09 95058710 WENDY'S/ARBY'S GROUP INC - 11.70
47149 7/27/09 422810 SANFORD BERNSTEIN & CO. 100,000.00 4.549 4,000.00 450,918.30 49,327.05

SALE 7/22/09 95058710 WENDY'S/ARBY'S GROUP INC - 11.73
47149 7/27/09 422810 WACHOVIA SECURITIES, INC. 100,000.00 4.563 4,000.00 452,288.27 50,697.02

SALE 7/23/09 95058710 WENDY'S/ARBY'S GROUP INC - 11.59
47149 7/28/09 422815 SANFORD BERNSTEIN & CO. 100,000.00 4.507 4,000.00 446,658.41 45,067.16

SALE 6/26/09 97314910 WIND RIVER SYSTEMS INC 14.73
46207 7/01/09 422734 MAGNA SECURITIES (OTC) 50,000.00 11.460 750.00 572,235.27 220,122.49

SALE 6/29/09 97314910 WIND RIVER SYSTEMS INC 14.73
46207 7/02/09 422738 KEYBANC CAPITAL MKTS INC 50,000.00 11.458 750.00 572,130.27 220,017.49

SALE 6/29/09 97314910 WIND RIVER SYSTEMS INC 14.73
46207 7/02/09 422738 MERRIMAN/OTC 50,000.00 11.460 750.00 572,235.27 220,122.49

SALE 7/01/09 97314910 WIND RIVER SYSTEMS INC 29.43
46207 7/07/09 422749 INSTINET/SOFT-FACTSET 100,000.00 11.450 5,000.00 1,139,970.57 435,745.02

S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/01/09 97314910 WIND RIVER SYSTEMS INC 14.74
46207 7/07/09 422749 LABRANCHE/SOFT 50,000.00 11.470 2,500.00 570,985.26 218,872.49

SALE 7/02/09 97314910 WIND RIVER SYSTEMS INC 14.70
46207 7/08/09 422753 LABRANCHE/SOFT 50,000.00 11.440 2,500.00 569,485.30 217,372.53

SALE 7/02/09 97314910 WIND RIVER SYSTEMS INC 14.72
46207 7/08/09 422753 LABRANCHE/SOFT 50,000.00 11.458 2,500.00 570,360.28 218,247.50
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 11.449 29.42 1,139,845.58 435,620.03
5,000.00

SALE 7/06/09 97314910 WIND RIVER SYSTEMS INC 44.19
46207 7/09/09 422757 MORGAN STANLEY 150,000.00 11.462 1,719,210.81 662,872.48

SALE 7/14/09 98302410 WYETH 117.46
41913 7/17/09 422785 SANFORD BERNSTEIN & CO. 100,000.00 45.703 4,000.00 4,566,142.54 369,006.79

SALE 7/15/09 98302410 WYETH 236.16
41913 7/20/09 422789 SANFORD BERNSTEIN & CO. 200,000.00 45.945 8,000.00 9,180,663.84 786,392.34

SALE 7/20/09 98302410 WYETH 236.17
41913 7/23/09 422802 ISI - HYMAN 200,000.00 45.947 10,000.00 9,179,063.83 784,792.33

SALE 7/22/09 98302410 WYETH 120.43
41913 7/27/09 422810 COWEN AND CO., LLC 100,000.00 46.859 4,000.00 4,681,759.57 484,623.82

SALE 7/02/09 98385X10 XTO ENERGY INC. 46.15
39996 7/08/09 422753 CAPIS/SOFT 50,000.00 35.912 2,500.00 1,793,073.85 925,312.66

SALE 7/09/09 98433210 YAHOO! INC. 37.09
39997 7/14/09 422771 INSTINET/SOFT-FACTSET 100,000.00 14.429 5,000.00 1,437,872.91 -98,765.68

SALE 7/10/09 98433210 YAHOO! INC. 38.10
39997 7/15/09 422777 INSTINET/SOFT-FACTSET 100,000.00 14.821 5,000.00 1,477,071.90 -59,566.69

S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

MULTI SECTOR COMMON A (5162) -Cont. PAGE: 109
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/10/09 98433210 YAHOO! INC. 38.21
39997 7/15/09 422777 MORGAN STANLEY 100,000.00 14.867 1,486,701.79 -49,936.80

SALE 7/17/09 98433210 YAHOO! INC. 43.18
39997 7/22/09 422797 INSTINET/SOFT-FACTSET 100,000.00 16.798 5,000.00 1,674,796.82 138,158.23

SALE 7/20/09 98433210 YAHOO! INC. 43.82
39997 7/23/09 422802 LABRANCHE/SOFT 100,000.00 17.049 5,000.00 1,699,836.18 163,197.59
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 11,640,000.00 7,869.15 305,780,773.85 20,467,066.03
378,300.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 11,640,000.00 7,869.15 305,780,773.85 20,467,066.03
378,300.00

END OF REPORT FOR: MULTI SECTOR COMMON A

S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

LOGAN CIRCLE (5163) PAGE: 110
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PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------

PUR 7/28/09 039380AA ARCH COAL INC 8.7500 9.245
47957 7/31/09 287691 LOGAN CIRCLE 8/01/16 595,000.00 97.464 579,910.80

PUR 7/09/09 090613AD BIOMET INC 10.3750 10.882
44863 7/14/09 287691 LOGAN CIRCLE 10/15/17 290,000.00 97.250 282,025.00

PUR 7/09/09 12543DAF COMMUNITY HEALTH SYS 8.8750 9.374
47721 7/14/09 287691 LOGAN CIRCLE 7/15/15 225,000.00 97.750 219,937.50

PUR 7/07/09 14987BAA CC HOLDINGS GS V LLC/CRO 7.7500 8.097
47695 7/10/09 287691 LOGAN CIRCLE 5/01/17 250,000.00 98.000 245,000.00

PUR 7/16/09 15133VAE CENTENNIAL COMMUNICATIONS 8.5413 7.159
42310 7/21/09 287691 LOGAN CIRCLE 1/01/13 200,000.00 97.500 195,000.00

PUR 7/09/09 210805CV CONTINENTAL AIRLS PA 7.5660 9.690
47722 7/14/09 287691 LOGAN CIRCLE 9/15/21 272,876.09 84.050 229,352.35

PUR 7/28/09 210805CV CONTINENTAL AIRLS PA 7.5660 10.297
47722 7/31/09 287691 LOGAN CIRCLE 9/15/21 148,132.73 80.000 118,506.19

PUR 7/10/09 254709AE DISCOVER FINANCIAL SVS 10.2500 10.250
47737 7/15/09 287691 LOGAN CIRCLE 7/15/19 300,000.00 100.00 300,000.00

PUR 7/20/09 269246AS E TRADE FINANCIAL CORP 12.5000 12.493
42101 7/20/09 LOGAN CIRCLE 11/30/17 125.00 100.00 125.00

PUR 7/16/09 279158AA ECOPETROL SA 7.6250 7.677
47849 7/23/09 287691 LOGAN CIRCLE 7/23/19 300,000.00 99.642 298,926.00

PUR 7/16/09 302941AD FTI CONSULTIN 7.6250 8.078
47850 7/23/09 287691 LOGAN CIRCLE 6/15/13 300,000.00 98.500 295,500.00

PUR 7/09/09 38869PAD GRAPHIC PACKA 9.5000 11.780
45565 7/14/09 287691 LOGAN CIRCLE 8/15/13 390,000.00 92.750 361,725.00

S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/27/09 422248AA HEALTH NET INC 6.3750 10.349
44821 7/30/09 287691 LOGAN CIRCLE 6/01/17 150,000.00 79.000 118,500.00

PUR 7/28/09 44044KAB HORIZON LINES CV 4.2500 18.148
47955 7/31/09 287691 LOGAN CIRCLE 8/15/12 500,000.00 68.550 342,750.00

PUR 7/27/09 45823VAE INTELSAT CORP 9.2500 9.362
47807 7/30/09 287691 LOGAN CIRCLE 8/15/14 200,000.00 99.550 199,100.00

PUR 7/27/09 466313AD JABIL CIRCUIT INC 8.2500 9.452
42337 7/30/09 287691 LOGAN CIRCLE 3/15/18 200,000.00 93.000 186,000.00

PUR 6/26/09 48238QAE KAR HLDGS INC 8.7500 12.706
47411 7/01/09 287691 LOGAN CIRCLE 5/01/14 325,000.00 86.000 279,500.00

PUR 7/21/09 485161AE KANSAS CITY SOUTHERN MEX 12.5000 11.937
47862 7/24/09 287691 LOGAN CIRCLE 4/01/16 100,000.00 102.50 102,500.00

PUR 7/28/09 485161AE KANSAS CITY SOUTHERN MEX 12.5000 11.606
47862 7/31/09 287691 LOGAN CIRCLE 4/01/16 100,000.00 104.00 104,000.00

PUR 7/24/09 562567AF MANDALAY RESORT 9.3750 17.878
42092 7/29/09 287691 LOGAN CIRCLE 2/15/10 125,000.00 95.750 119,687.50

PUR 7/22/09 58446VAE MEDIACOM BROADBD LLC 8.5000 9.920
47894 7/27/09 287691 LOGAN CIRCLE 10/15/15 750,000.00 93.500 701,250.00

PUR 7/15/09 640204AG NEIMAN MARCUS GROUP 9.0000 9.000
44296 7/15/09 287691 LOGAN CIRCLE 10/15/15 7,527.00 100.00 7,527.00

PUR 7/14/09 67090FAA NUVEEN INVESTMENTS 5.0000 9.763
42095 7/17/09 287691 LOGAN CIRCLE 9/15/10 300,000.00 94.875 284,625.00

PUR 7/24/09 693309AA PE PAPER ESCROW 12.0000 13.375
47921 7/29/09 287691 LOGAN CIRCLE 8/01/14 100,000.00 95.095 95,095.00

PUR 7/24/09 693309AA PE PAPER ESCROW 12.0000 13.087
47921 7/29/09 287691 LOGAN CIRCLE 8/01/14 100,000.00 96.095 96,095.00

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/24/09 693309AA PE PAPER ESCROW 12.0000 12.273
47921 7/29/09 287691 LOGAN CIRCLE 8/01/14 400,000.00 99.000 396,000.00

PUR 7/28/09 737628AC POTLATCH CORP 12.5000 10.634
47956 7/31/09 287691 LOGAN CIRCLE 12/01/09 325,000.00 100.50 326,625.00

PUR 7/23/09 759479AA RELIANCE INTERME 9.5000 10.243
47948 7/30/09 287691 LOGAN CIRCLE 12/15/19 360,000.00 95.298 343,072.80

PUR 7/27/09 765665AB RIDDELL BELL HLDGS 8.3750 12.319
47947 7/30/09 287691 LOGAN CIRCLE 10/01/12 185,000.00 89.875 166,268.75

PUR 6/26/09 78108AAA RSC EQUIPMENT 10.0000 10.500
47605 7/01/09 287691 LOGAN CIRCLE 7/15/17 285,000.00 97.320 277,362.00

PUR 7/21/09 78401FAB SBA TELECOM INC 8.2500 8.375
47860 7/24/09 287691 LOGAN CIRCLE 8/15/19 180,000.00 99.152 178,473.60

PUR 7/14/09 803070AA SAPPI PAPIER HLDG 6.7500 20.739
47789 7/17/09 287691 LOGAN CIRCLE 6/15/12 550,000.00 70.500 387,750.00

PUR 7/09/09 81180RAD SEAGATE TECHNOLOGY 6.3750 8.384
47723 7/14/09 287691 LOGAN CIRCLE 10/01/11 275,000.00 96.000 264,000.00

PUR 7/22/09 81180RAD SEAGATE TECHNOLOGY 6.3750 7.894
47723 7/27/09 287691 LOGAN CIRCLE 10/01/11 550,000.00 97.000 533,500.00

PUR 7/20/09 81211KAN SEALED AIR CORP 7.8750 7.778
47382 7/23/09 287691 LOGAN CIRCLE 6/15/17 125,000.00 100.55 125,687.50

PUR 6/25/09 832248AS SMITHFIELD FOODS INC 10.0000 11.000
47628 7/02/09 287691 LOGAN CIRCLE 7/15/14 435,000.00 96.201 418,474.35

PUR 7/21/09 832248AS SMITHFIELD FOODS INC 10.0000 9.422
47628 7/24/09 287691 LOGAN CIRCLE 7/15/14 40,000.00 102.25 40,900.00

PUR 6/24/09 83427BAA SOLO CUP CO 10.5000 11.106
47627 7/02/09 287591 LOGAN CIRCLE 11/01/13 75,000.00 97.928 73,446.00

S T A T E O F N E W J E R S E Y 5163
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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/13/09 872402AK TFM SA DE CV 9.3750 12.154
43013 7/16/09 287691 LOGAN CIRCLE 5/01/12 150,000.00 93.550 140,325.00

PUR 7/20/09 91911XAH VALEANT PHARMA 8.3750 8.363
47848 7/23/09 287691 LOGAN CIRCLE 6/15/16 100,000.00 100.05 100,050.00

PUR 7/27/09 95081QAH WESCO DISTR INC 7.5000 11.243
47949 7/30/09 287691 LOGAN CIRCLE 10/15/17 225,000.00 80.250 180,562.50

PUR 7/28/09 95081QAH WESCO DISTR INC 7.5000 11.183
47949 7/31/09 287691 LOGAN CIRCLE 10/15/17 180,000.00 80.500 144,900.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 10,668,660.82 9,860,034.84

-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 10,668,660.82 9,860,034.84

SALES OF FIXED INCOME SECURITIES
--------------------------------

SALE 7/17/09 02209SAD ALTRIA GROUP INC 9.7000 9.711
43707 7/22/09 287691 LOGAN CIRCLE 11/10/18 100,000.00 115.98 115,986.00 16,079.55

SALE 7/14/09 090613AD BIOMET INC 10.3750 11.425
44863 7/17/09 287691 LOGAN CIRCLE 10/15/17 300,000.00 98.250 294,750.00 11,398.03

SALE 7/21/09 090613AD BIOMET INC 10.3750 11.425
44863 7/24/09 287691 LOGAN CIRCLE 10/15/17 250,000.00 103.52 258,800.00 22,652.68

SALE 7/28/09 126304AZ CSC HOLDINGS INC 8.6250 8.914
45011 7/31/09 287691 LOGAN CIRCLE 2/15/19 525,000.00 101.75 534,187.50 18,979.23

SALE 7/15/09 21036PAC CONSTELLATION BRDS 8.1250 8.117
47281 7/20/09 287691 LOGAN CIRCLE 1/15/12 250,000.00 100.37 250,937.50 937.50

SALE 7/21/09 21036PAC CONSTELLATION BRDS 8.1250 8.117
47281 7/24/09 287691 LOGAN CIRCLE 1/15/12 300,000.00 101.12 303,375.00 3,375.00

S T A T E O F N E W J E R S E Y 5163
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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

LOGAN CIRCLE (5163) -Cont. PAGE: 114
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/13/09 210805CQ CONTINENTAL AIRLINES 1999-1 6.5450 8.768
44179 7/16/09 287691 LOGAN CIRCLE 8/02/20 271,428.66 93.500 253,785.79 28,047.62

SALE 7/07/09 228227AZ CROWN CASTLE INT 9.0000 11.024
44513 7/10/09 287691 LOGAN CIRCLE 1/15/15 195,000.00 101.75 198,412.50 19,408.82

SALE 7/21/09 27876GBF ECHOSTAR DBS CORP 7.0000 8.538
44862 7/24/09 287691 LOGAN CIRCLE 10/01/13 450,000.00 99.000 445,500.00 19,506.69

SALE 7/22/09 279158AA ECOPETROL SA 7.6250 7.677
47849 7/27/09 287691 LOGAN CIRCLE 7/23/19 300,000.00 102.80 308,400.00 9,477.85

SALE 7/09/09 38869PAB GRAPHIC PACKA 8.5000 11.657
45564 7/14/09 287691 LOGAN CIRCLE 8/15/11 5,000.00 99.500 4,975.00 260.86

SALE 7/21/09 404119BE HCA INC 8.5000 8.647
46258 7/24/09 287691 LOGAN CIRCLE 4/15/19 365,000.00 102.00 372,300.00 10,853.99

SALE 7/28/09 422248AA HEALTH NET INC 6.3750 11.586
44821 7/31/09 287691 LOGAN CIRCLE 6/01/17 150,000.00 81.125 121,687.50 11,294.69

SALE 6/26/09 44701QAK HUNTSMAN INTL LLC 7.3750 19.162
44171 7/01/09 287691 LOGAN CIRCLE 1/01/15 490,000.00 76.500 374,850.00 76,089.42

SALE 7/21/09 45823VAE INTELSAT CORP 9.2500 10.445
47807 7/24/09 287691 LOGAN CIRCLE 8/15/14 180,000.00 100.25 180,450.00 8,757.67

SALE 7/28/09 45823VAE INTELSAT CORP 9.2500 10.156
47807 7/31/09 287691 LOGAN CIRCLE 8/15/14 250,000.00 100.75 251,875.00 10,730.63

SALE 7/21/09 471109AC JARDEN CORP 8.0000 8.514
46428 7/24/09 287691 LOGAN CIRCLE 5/01/16 360,000.00 99.625 358,650.00 8,106.24

SALE 7/23/09 471109AC JARDEN CORP 8.0000 8.514
46428 7/28/09 287691 LOGAN CIRCLE 5/01/16 60,000.00 101.00 60,600.00 2,174.20

SALE 6/26/09 48238QAF KAR HOLDINGS INC 10.0000 16.463
42169 7/01/09 287691 LOGAN CIRCLE 5/01/15 350,000.00 81.500 285,250.00 18,203.88

S T A T E O F N E W J E R S E Y 5163
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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

LOGAN CIRCLE (5163) -Cont. PAGE: 115
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/13/09 485161AE KANSAS CITY SOUTHERN MEX 12.5000 13.750
45400 7/16/09 287691 LOGAN CIRCLE 4/01/16 150,000.00 100.50 150,750.00 8,874.55

SALE 7/22/09 58445MAJ MEDIACOM LLC 9.5000 12.627
42170 7/27/09 287691 LOGAN CIRCLE 1/15/13 652,000.00 99.000 645,480.00 49,380.50

SALE 7/24/09 693309AA PE PAPER ESCROW 12.0000 12.585
47921 7/29/09 287691 LOGAN CIRCLE 8/01/14 400,000.00 99.750 399,000.00 7,540.00

SALE 6/26/09 726505AG PLAINS EXPLORATION & PRO 10.0000 11.718
44993 7/01/09 287691 LOGAN CIRCLE 3/01/16 100,000.00 102.75 102,750.00 10,581.04

SALE 7/21/09 78401FAB SBA TELECOM INC 8.2500 8.375
47860 7/24/09 287691 LOGAN CIRCLE 8/15/19 180,000.00 100.84 181,517.40 3,043.80

SALE 7/14/09 803070AA SAPPI PAPIER HLDG 6.7500 20.739
47789 7/17/09 287691 LOGAN CIRCLE 6/15/12 550,000.00 70.750 389,125.00 1,375.00

SALE 7/28/09 803070AB SAPPI PAPIER HOLDINGS 7.5000 10.041
42261 7/31/09 287691 LOGAN CIRCLE 6/15/32 300,000.00 51.500 154,500.00 -77,551.36

SALE 6/30/09 81180VAA SEAGATE TECH INT 10.0000 10.508
46447 7/06/09 287691 LOGAN CIRCLE 5/01/14 50,000.00 105.50 52,750.00 3,705.58

SALE 7/09/09 81180VAA SEAGATE TECH INT 10.0000 10.508
46447 7/14/09 287691 LOGAN CIRCLE 5/01/14 275,000.00 105.25 289,437.50 19,678.41

SALE 7/20/09 81211KAN SEALED AIR CORP 7.8750 8.058
47382 7/23/09 287691 LOGAN CIRCLE 6/15/17 125,000.00 102.50 128,125.00 4,467.03

SALE 7/22/09 81211KAN SEALED AIR CORP 7.8750 8.058
47382 7/27/09 287691 LOGAN CIRCLE 6/15/17 275,000.00 103.50 284,625.00 12,564.84

SALE 7/23/09 832248AS SMITHFIELD FOODS INC 10.0000 10.860
47628 7/28/09 287691 LOGAN CIRCLE 7/15/14 175,000.00 104.00 182,000.00 12,672.90

SALE 7/13/09 834260AB SOLO CUP CO 8.5000 12.714
42339 7/16/09 287691 LOGAN CIRCLE 2/15/14 225,000.00 81.500 183,375.00 -9,415.44

S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

LOGAN CIRCLE (5163) -Cont. PAGE: 116
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/06/09 83427BAA SOLO CUP CO 10.5000 11.106
47627 7/09/09 287691 LOGAN CIRCLE 11/01/13 75,000.00 101.50 76,125.00 2,674.79

SALE 7/16/09 855030AJ STAPLES INC 9.7500 9.750
44372 7/21/09 287691 LOGAN CIRCLE 1/15/14 110,000.00 113.75 125,125.00 15,125.00

SALE 7/17/09 880451AY TENNESSEE GAS PIPELINE 8.0000 9.000
47510 7/22/09 287691 LOGAN CIRCLE 2/01/16 50,000.00 108.25 54,125.00 6,554.61

SALE 7/28/09 902494AQ TYSON FOODS INC 10.5000 10.388
45014 7/31/09 287691 LOGAN CIRCLE 3/01/14 200,000.00 110.00 220,000.00 19,293.92

SALE 7/13/09 91359PAE UNIVERSAL HOSPITAL SERVICES 6.3025 8.867
42542 7/16/09 287691 LOGAN CIRCLE 6/01/15 375,000.00 81.625 306,093.75 2,594.25

SALE 7/07/09 918242AB VIMPELCOM 9.1250 13.903
43048 7/10/09 287691 LOGAN CIRCLE 4/30/18 400,000.00 86.750 347,000.00 42,637.57

SALE 7/17/09 91911XAH VALEANT PHARMA 8.3750 8.849
47247 7/22/09 287691 LOGAN CIRCLE 6/15/16 540,000.00 100.75 544,050.00 17,121.80

SALE 7/21/09 91911XAH VALEANT PHARMA 8.3750 8.363
47848 7/24/09 287691 LOGAN CIRCLE 6/15/16 100,000.00 101.00 101,000.00 950.29

SALE 7/21/09 95058TAA WENDYS ARBYS G 10.0000 10.542
47429 7/24/09 287691 LOGAN CIRCLE 7/15/16 550,000.00 100.75 554,125.00 18,615.04

SALE 7/10/09 969457BR WILLIAMS COS INC 8.7500 8.869
47319 7/15/09 287691 LOGAN CIRCLE 1/15/20 130,000.00 107.50 139,750.00 10,792.13
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 11,138,428.66 10,585,600.44 479,610.80

-------------- ---------- -------------- --------------
TOTAL FUND SALES: 11,138,428.66 10,585,600.44 479,610.80

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 7/01/09 THROUGH 7/31/09

POST ADVISORY (5164) PAGE: 117
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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 7/21/09 14055XAH CAPITAL SOURCE INC 12.7500 14.492
47867 7/27/09 287692 POST ADVISORY 7/15/14 1,600,000.00 93.966 1,503,456.00

PUR 7/15/09 35638PAA FREEDOM GROUP 10.2500 10.750
47907 7/29/09 287692 POST ADVISORY 8/01/15 575,000.00 97.827 562,505.25

PUR 7/10/09 444433AG HUGHES NETWORK SYS 9.5000 10.585
47738 7/15/09 287692 POST ADVISORY 4/15/14 1,400,000.00 96.000 1,344,000.00

PUR 7/20/09 78375PAL RYERSON INC 12.0000 16.351
47808 7/20/09 287692 POST ADVISORY 11/01/15 1,300,000.00 83.250 1,082,250.00

PUR 6/25/09 832248AS SMITHFIELD FOODS INC 10.0000 11.000
47629 7/02/09 287692 POST ADVISORY 7/15/14 725,000.00 96.201 697,457.25

PUR 7/01/09 89236LAA TOYS R US PROPERTY CO 10.7500 11.250
47683 7/09/09 287692 POST ADVISORY 7/15/17 1,100,000.00 97.399 1,071,389.00

PUR 7/02/09 89236LAA TOYS R US PROPERTY CO 10.7500 11.427
47683 7/09/09 287692 POST ADVISORY 7/15/17 75,000.00 96.500 72,375.00

PUR 7/07/09 89236LAA TOYS R US PROPERTY CO 10.7500 11.729
47683 7/10/09 287692 POST ADVISORY 7/15/17 325,000.00 95.000 308,750.00

PUR 7/01/09 97314XAE WIND ACQUISITION FIN 11.7500 12.250
47707 7/13/09 287692 POST ADVISORY 7/15/17 1,200,000.00 97.492 1,169,904.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 8,300,000.00 7,812,086.50

-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 8,300,000.00 7,812,086.50

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

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

POST ADVISORY (5164) -Cont. PAGE: 118
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALES OF FIXED INCOME SECURITIES
--------------------------------

SALE 7/20/09 093645AD BLOCK COMMUNICATIONS 8.2500 11.740
46607 7/20/09 287692 POST ADVISORY 12/15/15 480,000.00 89.000 427,200.00 21,244.72

SALE 7/13/09 120111BC BUILDING MATE 7.7500 15.688
45912 7/16/09 287,692 POST ADVISORY 8/01/14 20,000.00 88.000 17,600.00 2,996.12

SALE 7/08/09 12619AAB CPG INTERNATI 10.5000 17.026
45916 7/13/09 287692 POST ADVISORY 7/01/13 30,000.00 58.500 17,550.00 -6,961.12

SALE 7/23/09 14055XAH CAPITAL SOURCE INC 12.7500 14.492
47867 7/28/09 287692 POST ADVISORY 7/15/14 150,000.00 97.750 146,625.00 5,674.09

SALE 7/07/09 204755AB COMPTON PETRO 7.6250 8.516
45925 7/10/09 287692 POST ADVISORY 12/01/13 100,000.00 57.000 57,000.00 -39,777.49

SALE 7/23/09 20588YAD CONNACHER OIL 11.7500 13.502
47341 7/28/09 287692 POST ADVISORY 7/15/14 1,500,000.00 99.250 1,488,750.00 81,839.59

SALE 7/07/09 350472AC FOUNDATION PA 7.2500 7.195
45955 7/10/09 287692 POST ADVISORY 8/01/14 75,000.00 98.000 73,500.00 -1,666.22

SALE 7/22/09 35671DAR FREEPORT MCMORAN 8.2500 8.411
46613 7/27/09 287692 POST ADVISORY 4/01/15 1,000,000.00 105.12 1,051,250.00 58,592.18

SALE 7/08/09 44980YAK IPCS INC 5.3180 6.624
45971 7/13/09 287692 POST ADVISORY 5/01/13 100,000.00 78.500 78,500.00 -9,897.33

SALE 7/28/09 460690BG INTERPUBLIC GRP 10.0000 10.336
47332 7/31/09 287692 POST ADVISORY 7/15/17 550,000.00 104.00 572,000.00 32,077.27

SALE 7/20/09 471109AC JARDEN CORP 8.0000 8.530
46427 7/23/09 287692 POST ADVISORY 5/01/16 1,000,000.00 99.000 990,000.00 17,038.22

SALE 7/08/09 65562VAA NORDIC TELEPH 8.8750 9.475
46004 7/13/09 287692 POST ADVISORY 5/01/16 60,000.00 98.500 59,100.00 888.23

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

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

POST ADVISORY (5164) -Cont. PAGE: 119
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/07/09 852061AE SPRINT NEXTEL CORP 1.8663 13.567
44768 7/10/09 287692 POST ADVISORY 6/28/10 250,000.00 94.500 236,250.00 14,434.14

SALE 7/08/09 882330AH TEXAS COMPETI 11.2500 11.888
46040 7/13/09 287692 POST ADVISORY 11/01/16 3,000.00 45.000 1,350.00 -1,557.18

SALE 7/14/09 88633PAA TICKETMASTER 10.7500 14.862
46768 7/17/09 287692 POST ADVISORY 8/01/16 1,045,000.00 87.500 914,375.00 53,252.10
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 6,363,000.00 6,131,050.00 228,177.32

-------------- ---------- -------------- --------------
TOTAL FUND SALES: 6,363,000.00 6,131,050.00 228,177.32

END OF REPORT FOR: POST ADVISORY

S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T

DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 7/01/09 THROUGH 7/31/09

PIMCO (5166) PAGE: 120
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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 6/30/09 06846NAB BILL BARRETT 9.8750 10.875
47672 7/08/09 287693 PIMCO 7/15/16 2,000,000.00 95.172 1,903,440.00

PUR 7/06/09 125577AZ CIT GROUP INC 7.6250 20.005
47685 7/09/09 287693 PIMCO 11/30/12 1,000,000.00 70.500 705,000.00

PUR 7/07/09 125577AZ CIT GROUP INC 7.6250 20.277
47685 7/10/09 287693 PIMCO 11/30/12 500,000.00 70.000 350,000.00

PUR 7/01/09 345397VC FORD MOTOR CREDIT 8.0000 12.431
43649 7/07/09 287693 PIMCO 12/15/16 1,800,000.00 78.875 1,419,750.00

PUR 7/23/09 397624AF GREIF INC 7.7500 8.250
47902 7/28/09 287693 PIMCO 8/01/19 6,000,000.00 96.637 5,798,220.00

PUR 7/08/09 521863AL LEAP WIRELESS 4.5000 11.073
47635 7/13/09 287693 PIMCO 7/15/14 680,000.00 75.250 511,700.00

PUR 7/07/09 707882AA PENN VIRGINIA CO 4.5000 11.181
47702 7/10/09 287693 PIMCO 11/15/12 1,000,000.00 81.750 817,500.00

PUR 7/06/09 777774AF ROSETON-DANSKAMMER 7.6700 9.954
47686 7/09/09 287693 PIMCO 11/08/16 700,000.00 88.000 616,000.00

PUR 7/07/09 78442FAE SLM CORP 5.0500 10.034
47701 7/10/09 287693 PIMCO 11/14/14 3,000,000.00 79.750 2,392,500.00

PUR 7/09/09 78442FDX SLM CORP .8294 10.296
47720 7/14/09 287693 PIMCO 3/15/11 200,000.00 85.600 171,200.00

PUR 7/07/09 80007PAF SANDRIDGE ENERGY INC 8.6250 11.148
44473 7/10/09 287693 PIMCO 4/01/15 300,000.00 89.500 268,500.00

PUR 7/01/09 87952VAA TELESAT CANADA/TELESAT L 11.0000 10.442
43560 7/07/09 287693 PIMCO 11/01/15 400,000.00 102.50 410,000.00

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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 7/01/09 THROUGH 7/31/09

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/06/09 882330AF TEXAS COMPETITIVE 10.2500 21.208
44572 7/09/09 287693 PIMCO 11/01/15 2,000,000.00 62.750 1,255,000.00

PUR 7/01/09 97314XAE WIND ACQUISITION FIN 11.7500 12.250
47708 7/13/09 287693 PIMCO 7/15/17 100,000.00 97.492 97,492.00

PUR 7/08/09 97314XAE WIND ACQUISITION FIN 11.7500 11.507
47708 7/13/09 287693 PIMCO 7/15/17 750,000.00 101.25 759,375.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 20,430,000.00 17,475,677.00

PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------

PUR 7/10/09 02687411 AMERICAN INTL GROUP
48207 7/15/09 PIMCO 62,100.00 8.124 504,525.24
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 62,100.00 504,525.24

-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 20,492,100.00 17,980,202.24

SALES OF FIXED INCOME SECURITIES
--------------------------------

SALE 7/06/09 013104AJ ALBERTSONS INC 7.5000 7.646
46962 7/09/09 287693 PIMCO 2/15/11 250,000.00 100.00 250,000.00 566.52

SALE 7/06/09 01958XBF ALLIED WASTE 6.1250 9.127
45752 7/09/09 287693 PIMCO 2/15/14 40,000.00 100.00 40,000.00 4,433.74

SALE 7/06/09 01958XBK ALLIED WASTE 6.3750 5.955
45753 7/09/09 287693 PIMCO 4/15/11 185,000.00 102.50 189,625.00 3,360.26

SALE 6/26/09 01958XBN ALLIED WASTE NORTH AMERICA 7.2500 7.320
42069 7/01/09 287693 PIMCO 3/15/15 500,000.00 101.00 505,000.00 6,697.86

S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 6/26/09 01958XBR ALLIED WASTE NORTH AMERICA 7.1250 6.869
42739 7/01/09 287693 PIMCO 5/15/16 75,000.00 100.00 75,000.00 -1,031.53

SALE 7/06/09 02580EBV AMERICAN EXPRESS BK 3.3488 7.968
43810 7/09/09 287693 PIMCO 5/29/12 350,000.00 89.364 312,774.00 30,521.48

SALE 7/23/09 06051GDX BANK OF AMERICA NOTES 5.6500 6.719
42691 7/28/09 287693 PIMCO 5/01/18 790,000.00 93.361 737,551.90 2,871.14

SALE 6/30/09 06846NAB BILL BARRETT 9.8750 10.875
47672 7/08/09 287693 PIMCO 7/15/16 2,000,000.00 99.125 1,982,500.00 79,060.00

SALE 6/30/09 1248EPAC CCO HLDGS LLC 8.7500 14.978
45767 7/06/09 287693 PIMCO 11/15/13 145,000.00 95.000 137,750.00 20,960.10

SALE 7/22/09 125568AB CIT GROUP CO 4.6500 14.752
47168 7/28/09 287693 PIMCO 7/01/10 600,000.00 70.000 420,000.00 -129,251.01

SALE 7/22/09 125568AB CIT GROUP CO 4.6500 14.752
47168 7/28/09 287693 PIMCO 7/01/10 400,000.00 71.000 284,000.00 -82,167.34

SALE 7/06/09 126304AP CSC HOLDINGS INC 7.6250 8.146
42034 7/09/09 287693 PIMCO 4/01/11 2,650,000.00 99.125 2,626,812.50 -835.17

SALE 7/07/09 165167BJ CHESAPEAKE ENERGY 7.0000 7.717
42036 7/10/09 287693 PIMCO 8/15/14 300,000.00 92.250 276,750.00 -14,291.12

SALE 7/07/09 23918KAE DAVITA INC 6.6250 9.340
43794 7/10/09 287693 PIMCO 3/15/13 25,000.00 95.750 23,937.50 1,015.85

SALE 7/01/09 23918KAH DAVITA INC 7.2500 7.584
42038 7/07/09 287693 PIMCO 3/15/15 775,000.00 94.000 728,500.00 -34,592.62

SALE 7/14/09 35671DAT FREEPORT MCMORAN 5.8825 4.809
42043 7/17/09 287693 PIMCO 4/01/15 330,000.00 92.250 304,425.00 -28,455.04

SALE 7/15/09 35671DAT FREEPORT MCMORAN 5.8825 4.809
42043 7/20/09 287693 PIMCO 4/01/15 445,000.00 92.500 411,625.00 -37,253.85

S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/07/09 38141GEG GOLDMAN SACHS GROUP INC 1.9750 5.649
44833 7/10/09 287693 PIMCO 3/22/16 350,000.00 85.450 299,075.00 38,250.58

SALE 7/23/09 397624AF GREIF INC 7.7500 8.250
47902 7/28/09 287693 PIMCO 8/01/19 2,000,000.00 98.250 1,965,000.00 32,260.00

SALE 7/23/09 397624AF GREIF INC 7.7500 8.250
47902 7/28/09 287693 PIMCO 8/01/19 3,000,000.00 98.750 2,962,500.00 63,390.00

SALE 7/23/09 397624AF GREIF INC 7.7500 8.250
47902 7/28/09 287693 PIMCO 8/01/19 1,000,000.00 98.500 985,000.00 18,630.00

SALE 7/06/09 404280AJ HSBC HOLDINGS PLC 6.8000 7.101
42678 7/09/09 287693 PIMCO 6/01/38 870,000.00 99.452 865,232.40 27,292.79

SALE 7/06/09 436440AA HOLOGIC INC 2.0000 4.558
45816 7/09/09 287693 PIMCO 12/15/37 60,000.00 71.125 42,675.00 7,000.88

SALE 7/14/09 44108EAY HOST MARRIOTT LP 6.3750 9.300
46558 7/17/09 287693 PIMCO 3/15/15 150,000.00 86.500 129,750.00 -1,249.23

SALE 7/14/09 44108EBA HOST MARRIOTT LP 6.7500 9.138
46498 7/16/09 287693 PIMCO 6/01/16 250,000.00 86.500 216,250.00 -3,730.59

SALE 7/06/09 49455WAB KINDER MORGAN 5.3500 9.102
45825 7/09/09 287693 PIMCO 1/05/11 70,000.00 98.250 68,775.00 2,357.15

SALE 7/06/09 629855AE NALCO COMPANY 7.7500 7.951
44992 7/07/09 287693 PIMCO 11/15/11 143,000.00 99.750 142,642.50 272.47

SALE 7/23/09 651715AD NEWPAGE CORP 10.0000 10.944
45840 7/28/09 287693 PIMCO 5/01/12 260,000.00 45.000 117,000.00 -137,202.63

SALE 7/06/09 749121BY QWEST COMM CV 3.5000 4.341
45854 7/07/09 287693 PIMCO 11/15/25 70,000.00 97.250 68,075.00 4,918.72

SALE 7/20/09 74971XAA RRI ENERGY INC 6.7500 8.359
46537 7/22/09 287693 PIMCO 12/15/14 102,000.00 100.00 102,000.00 7,026.92

S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

PIMCO (5166) -Cont. PAGE: 124
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/06/09 880451AY TENNESSEE GAS PIPELINE 8.0000 9.000
47511 7/09/09 287693 PIMCO 2/01/16 40,000.00 105.00 42,000.00 3,953.75

SALE 7/06/09 902118BL TYCO INTL FIN 8.5000 8.500
45881 7/09/09 287693 PIMCO 1/15/19 45,000.00 110.23 49,605.30 4,606.65

SALE 7/10/09 94106LAU WASTE MANAGEM 7.3750 7.208
45885 7/15/09 287693 PIMCO 3/11/19 35,000.00 109.64 38,375.75 2,979.41

SALE 7/07/09 969457BK WILLIAMS COS INC 8.1250 7.250
47180 7/10/09 287693 PIMCO 3/15/12 600,000.00 103.50 621,000.00 8,517.99
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 18,905,000.00 18,021,206.85 -99,115.87

-------------- ---------- -------------- --------------
TOTAL FUND SALES: 18,905,000.00 18,021,206.85 -99,115.87

END OF REPORT FOR: PIMCO

S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T

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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

NOMURA (5167) PAGE: 125
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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 7/07/09 00130HAU AES CORPORATION 8.8750 8.354
47698 7/10/09 287694 NOMURA 2/15/11 200,000.00 100.75 201,500.00

PUR 7/09/09 029912AQ AMERICAN TOWER CORP 7.1250 6.902
44875 7/14/09 287694 NOMURA 10/15/12 75,000.00 100.62 75,468.75

PUR 7/09/09 029912AQ AMERICAN TOWER CORP 7.1250 6.902
44875 7/14/09 287694 NOMURA 10/15/12 50,000.00 100.62 50,312.50

PUR 7/06/09 03070QAK AMERISTAR CASINOS 9.2500 8.830
47066 7/09/09 287694 NOMURA 6/01/14 150,000.00 101.62 152,437.50

PUR 7/13/09 03070QAK AMERISTAR CASINOS 9.2500 9.051
47066 7/16/09 287694 NOMURA 6/01/14 150,000.00 100.75 151,125.00

PUR 7/28/09 039380AA ARCH COAL INC 8.7500 9.245
47958 7/31/09 287694 NOMURA 8/01/16 175,000.00 97.464 170,562.00

PUR 6/26/09 053773AE AVIS BUDGET CAR 7.6250 17.286
47606 7/01/09 287694 NOMURA 5/15/14 75,000.00 69.000 51,750.00

PUR 7/16/09 053773AE AVIS BUDGET CAR 7.6250 15.560
47606 7/21/09 287694 NOMURA 5/15/14 75,000.00 73.750 55,312.50

PUR 7/23/09 053773AE AVIS BUDGET CAR 7.6250 15.086
47606 7/28/09 287694 NOMURA 5/15/14 50,000.00 75.125 37,562.50

PUR 6/26/09 053773AF AVIS BUDGET CAR RENTAL 7.7500 15.236
47608 7/01/09 287694 NOMURA 5/15/16 75,000.00 68.750 51,562.50

PUR 7/16/09 053773AF AVIS BUDGET CAR RENTAL 7.7500 14.309
47608 7/21/09 287694 NOMURA 5/15/16 75,000.00 72.000 54,000.00

PUR 7/17/09 053773AF AVIS BUDGET CAR RENTAL 7.7500 13.741
47608 7/22/09 287694 NOMURA 5/15/16 100,000.00 74.000 74,000.00

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 7/01/09 THROUGH 7/31/09

NOMURA (5167) -Cont. PAGE: 126
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/23/09 06985PAE BASIC ENERGY SVC 11.6250 13.116
47959 7/31/09 287694 NOMURA 8/01/14 75,000.00 94.621 70,965.75

PUR 7/02/09 090572AL BIO RAD LABS 8.0000 8.183
47051 7/08/09 287694 NOMURA 9/15/16 500,000.00 99.000 495,000.00

PUR 7/01/09 090613AC BIOMET INC 10.0000 9.661
43672 7/07/09 287694 NOMURA 10/15/17 440,000.00 101.87 448,250.00

PUR 7/13/09 090613AC BIOMET INC 10.0000 9.550
43672 7/16/09 287694 NOMURA 10/15/17 75,000.00 102.50 76,875.00

PUR 7/13/09 090613AC BIOMET INC 10.0000 9.594
43672 7/16/09 287694 NOMURA 10/15/17 75,000.00 102.25 76,687.50

PUR 7/01/09 090613AE BIOMET INC 11.6250 11.883
43015 7/07/09 287694 NOMURA 10/15/17 50,000.00 98.625 49,312.50

PUR 7/17/09 093679AC BLOCKBUSTER INC 9.0000 41.746
42194 7/22/09 287694 NOMURA 9/01/12 25,000.00 45.625 11,406.25

PUR 7/09/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.345
42002 7/14/09 287694 NOMURA 7/15/15 100,000.00 97.875 97,875.00

PUR 7/17/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 8.792
42002 7/22/09 287694 NOMURA 7/15/15 250,000.00 100.37 250,937.50

PUR 7/15/09 14161HAB CARDTRONICS INC 9.2500 12.153
42927 7/20/09 287694 NOMURA 8/15/13 200,000.00 90.875 181,750.00

PUR 7/16/09 165167CD CHESAPEAKE ENRGY 9.5000 9.321
44638 7/21/09 287694 NOMURA 2/15/15 75,000.00 100.75 75,562.50

PUR 7/01/09 20162UAA COMMERCIAL BARGE 12.5000 13.500
47661 7/07/09 287694 NOMURA 7/15/17 225,000.00 95.181 214,157.25

PUR 7/27/09 20588YAC CONNACHER OIL 10.2500 22.280
45667 7/30/09 287694 NOMURA 12/15/15 275,000.00 60.000 165,000.00

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 7/01/09 THROUGH 7/31/09

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/27/09 20588YAC CONNACHER OIL 10.2500 21.443
45667 7/30/09 287694 NOMURA 12/15/15 150,000.00 62.000 93,000.00

PUR 7/07/09 228188AB CROWN AMERICAS 7.6250 8.036
47515 7/10/09 287694 NOMURA 11/15/13 125,000.00 98.500 123,125.00

PUR 7/08/09 228255AD CROWN CORK & SEAL 8.0000 9.880
47710 7/13/09 287694 NOMURA 4/15/23 50,000.00 86.000 43,000.00

PUR 7/01/09 23918KAH DAVITA INC 7.2500 8.602
47660 7/07/09 287694 NOMURA 3/15/15 700,000.00 94.000 658,000.00

PUR 7/01/09 23918KAH DAVITA INC 7.2500 8.572
47660 7/07/09 287694 NOMURA 3/15/15 700,000.00 94.125 658,875.00

PUR 7/08/09 23918KAH DAVITA INC 7.2500 8.605
47660 7/13/09 287694 NOMURA 3/15/15 100,000.00 94.000 94,000.00

PUR 7/09/09 281023AN EDISON MISSION 7.5000 10.431
47724 7/14/09 287694 NOMURA 6/15/13 275,000.00 90.750 249,562.50

PUR 7/14/09 281023AN EDISON MISSION 7.5000 10.862
47724 7/17/09 287694 NOMURA 6/15/13 100,000.00 89.500 89,500.00

PUR 7/01/09 281023AU EDISON MISSION 7.0000 11.467
42218 7/07/09 287694 NOMURA 5/15/17 225,000.00 77.250 173,812.50

PUR 7/28/09 281023AU EDISON MISSION 7.0000 11.257
42218 7/31/09 287694 NOMURA 5/15/17 175,000.00 78.250 136,937.50

PUR 7/01/09 292680AC ENERGY FUTURE 10.8750 16.563
44545 7/07/09 287694 NOMURA 11/01/17 50,000.00 74.750 37,375.00

PUR 6/29/09 319963AP FIRST DATA CORP 9.8750 18.478
44687 7/02/09 287694 NOMURA 9/24/15 100,000.00 68.875 68,875.00

PUR 7/09/09 319963AP FIRST DATA CORP 9.8750 18.467
44687 7/14/09 287694 NOMURA 9/24/15 125,000.00 69.000 86,250.00

S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/15/09 319963AP FIRST DATA CORP 9.8750 18.307
44687 7/20/09 287694 NOMURA 9/24/15 75,000.00 69.500 52,125.00

PUR 7/16/09 319963AP FIRST DATA CORP 9.8750 18.134
44687 7/21/09 287694 NOMURA 9/24/15 100,000.00 70.000 70,000.00

PUR 7/01/09 345370CA FORD MTR CO 7.4500 12.993
46750 7/07/09 287694 NOMURA 7/16/31 300,000.00 60.000 180,000.00

PUR 7/15/09 35638PAA FREEDOM GROUP IN GU 10.2500 10.080
47922 7/29/09 287694 NOMURA 8/01/15 25,000.00 100.75 25,187.50

PUR 7/15/09 35638PAA FREEDOM GROUP IN GU 10.2500 10.193
47922 7/29/09 287694 NOMURA 8/01/15 25,000.00 100.25 25,062.50

PUR 7/15/09 35638PAA FREEDOM GROUP IN GU 10.2500 10.193
47922 7/29/09 287694 NOMURA 8/01/15 25,000.00 100.25 25,062.50

PUR 7/15/09 35638PAA FREEDOM GROUP IN GU 10.2500 10.750
47922 7/29/09 287694 NOMURA 8/01/15 125,000.00 97.827 122,283.75

PUR 7/16/09 35638PAA FREEDOM GROUP IN GU 10.2500 9.968
47922 7/29/09 287694 NOMURA 8/01/15 75,000.00 101.25 75,937.50

PUR 7/16/09 35638PAA FREEDOM GROUP IN GU 10.2500 10.024
47922 7/29/09 287694 NOMURA 8/01/15 50,000.00 101.00 50,500.00

PUR 7/16/09 35638PAA FREEDOM GROUP IN GU 10.2500 10.024
47922 7/29/09 287694 NOMURA 8/01/15 25,000.00 101.00 25,250.00

PUR 7/17/09 35638PAA FREEDOM GROUP IN GU 10.2500 9.940
47922 7/29/09 287694 NOMURA 8/01/15 25,000.00 101.37 25,343.75

PUR 7/09/09 35671DAS FREEPORT MCMORAN 8.3750 8.128
42929 7/14/09 287694 NOMURA 4/01/17 200,000.00 101.37 202,750.00

PUR 7/13/09 35671DAS FREEPORT MCMORAN 8.3750 8.106
42929 7/16/09 287694 NOMURA 4/01/17 175,000.00 101.50 177,625.00

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

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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/16/09 37331NAA GEORGIA PACIFIC LLC 8.2500 8.295
46300 7/21/09 287694 NOMURA 5/01/16 25,000.00 99.750 24,937.50

PUR 7/13/09 382550AZ GOODYEAR TIRE 10.5000 10.184
47774 7/16/09 287694 NOMURA 5/15/16 175,000.00 101.50 177,625.00

PUR 7/23/09 397624AF GREIF INC 7.7500 8.250
47901 7/28/09 287694 NOMURA 8/01/19 100,000.00 96.637 96,637.00

PUR 6/26/09 428040BZ HERTZ CORP 8.8750 11.492
46480 7/01/09 287694 NOMURA 1/01/14 50,000.00 91.000 45,500.00

PUR 6/26/09 428040BZ HERTZ CORP 8.8750 11.492
46480 7/01/09 287694 NOMURA 1/01/14 25,000.00 91.000 22,750.00

PUR 6/26/09 428040BZ HERTZ CORP 8.8750 11.492
46480 7/01/09 287694 NOMURA 1/01/14 75,000.00 91.000 68,250.00

PUR 6/30/09 428040BZ HERTZ CORP 8.8750 11.498
46480 7/06/09 287694 NOMURA 1/01/14 175,000.00 91.000 159,250.00

PUR 7/13/09 428040BZ HERTZ CORP 8.8750 11.901
46480 7/16/09 287694 NOMURA 1/01/14 100,000.00 89.750 89,750.00

PUR 7/09/09 428040CA HERTZ CORPORATION 10.5000 13.746
42501 7/14/09 287694 NOMURA 1/01/16 50,000.00 86.375 43,187.50

PUR 7/23/09 442488BE K HOVNANIAN ENTR 18.0000 25.321
47900 7/28/09 287694 NOMURA 5/01/17 125,000.00 75.500 94,375.00

PUR 6/30/09 460146CD INTL PAPER CO 9.3750 9.022
46642 7/06/09 287694 NOMURA 5/15/19 150,000.00 102.25 153,375.00

PUR 7/06/09 460146CD INTL PAPER CO 9.3750 8.984
46642 7/09/09 287694 NOMURA 5/15/19 100,000.00 102.50 102,500.00

PUR 7/06/09 460146CD INTL PAPER CO 9.3750 8.984
46642 7/09/09 287694 NOMURA 5/15/19 75,000.00 102.50 76,875.00

S T A T E O F N E W J E R S E Y 5167
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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 6/30/09 48238QAE KAR HOLDINGS INC 8.7500 12.715
42786 7/06/09 287694 NOMURA 5/01/14 300,000.00 86.000 258,000.00

PUR 7/23/09 48666KAP KB HOME 9.1000 9.452
47950 7/30/09 287694 NOMURA 9/15/17 275,000.00 98.014 269,538.50

PUR 6/29/09 549463AE LUCENT TECHNOLOGIES 6.4500 12.288
44567 7/02/09 287694 NOMURA 3/15/29 350,000.00 57.000 199,500.00

PUR 7/13/09 608328AT MOHEGAN TRIBAL GAMIN 6.1250 15.251
47775 7/16/09 287694 NOMURA 2/15/13 150,000.00 75.500 113,250.00

PUR 7/02/09 629377BG NRG ENERGY INC 8.5000 8.461
47197 7/08/09 287694 NOMURA 6/15/19 125,000.00 100.25 125,312.50

PUR 7/02/09 629377BG NRG ENERGY INC 8.5000 8.499
47197 7/08/09 287694 NOMURA 6/15/19 125,000.00 100.00 125,000.00

PUR 7/02/09 629377BG NRG ENERGY INC 8.5000 8.461
47197 7/08/09 287694 NOMURA 6/15/19 100,000.00 100.25 100,250.00

PUR 7/27/09 62947QAF NXP BV/NXP FUNDING 7.8750 18.857
42325 7/30/09 287694 NOMURA 10/15/14 125,000.00 64.500 80,625.00

PUR 7/07/09 65332VBH NEXTEL COMMUNICATNS 6.8750 12.119
45222 7/10/09 287694 NOMURA 10/31/13 175,000.00 82.750 144,812.50

PUR 7/27/09 65409QAC NIELSEN FINANCE 10.0000 10.260
42303 7/30/09 287694 NOMURA 8/01/14 125,000.00 99.000 123,750.00

PUR 7/08/09 65409QAU NIELSEN FINANCE 11.5000 12.040
47711 7/13/09 287694 NOMURA 5/01/16 225,000.00 97.500 219,375.00

PUR 7/24/09 693309AA PE PAPER ESCROW 12.0000 13.375
47923 7/29/09 287694 NOMURA 8/01/14 200,000.00 95.095 190,190.00

PUR 7/09/09 74153QAG PRIDE INTERNATIONAL INC 8.5000 8.689
47132 7/14/09 287694 NOMURA 6/15/19 100,000.00 98.750 98,750.00

S T A T E O F N E W J E R S E Y 5167
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/22/09 767754BQ RITE AID CORP 9.3750 17.998
43655 7/27/09 287694 NOMURA 12/15/15 50,000.00 68.000 34,000.00

PUR 7/22/09 767754BT RITE AID CORP 9.5000 16.859
43874 7/27/09 287694 NOMURA 6/15/17 25,000.00 68.500 17,125.00

PUR 7/22/09 767754BT RITE AID CORP 9.5000 17.012
43874 7/27/09 287694 NOMURA 6/15/17 75,000.00 68.000 51,000.00

PUR 7/27/09 767754BV RITE AID CORP 10.3750 11.434
46663 7/30/09 287694 NOMURA 7/15/16 25,000.00 95.000 23,750.00

PUR 7/21/09 78401FAA SBA TELECOMMUNICATIONS 8.0000 8.125
47854 7/24/09 287694 NOMURA 8/15/16 100,000.00 99.330 99,330.00

PUR 7/21/09 78401FAB SBA TELECOMMUNICATIONS 8.0000 8.124
47855 7/24/09 287694 NOMURA 8/15/19 75,000.00 99.152 74,364.00

PUR 7/15/09 832248AH SMITHFIELD FOODS INC 7.7500 13.592
42398 7/20/09 287694 NOMURA 5/15/13 50,000.00 83.000 41,500.00

PUR 7/13/09 832248AM SMITHFIELD FOODS INC 7.0000 10.259
42466 7/16/09 287694 NOMURA 8/01/11 50,000.00 94.125 47,062.50

PUR 6/29/09 832248AS SMITHFIELD FOODS 10.0000 11.000
47630 7/02/09 287694 NOMURA 7/15/14 250,000.00 96.201 240,502.50

PUR 7/13/09 832248AS SMITHFIELD FOODS 10.0000 10.032
47630 7/16/09 287694 NOMURA 7/15/14 50,000.00 99.875 49,937.50

PUR 7/13/09 832248AS SMITHFIELD FOODS 10.0000 10.000
47630 7/16/09 287694 NOMURA 7/15/14 225,000.00 100.00 225,000.00

PUR 7/14/09 832248AS SMITHFIELD FOODS 10.0000 10.000
47630 7/17/09 287694 NOMURA 7/15/14 175,000.00 100.00 175,000.00

PUR 7/14/09 832248AS SMITHFIELD FOODS 10.0000 10.000
47630 7/17/09 287694 NOMURA 7/15/14 125,000.00 100.00 125,000.00

S T A T E O F N E W J E R S E Y 5167
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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/15/09 832248AS SMITHFIELD FOODS 10.0000 9.870
47630 7/20/09 287694 NOMURA 7/15/14 125,000.00 100.50 125,625.00

PUR 7/08/09 852060AJ SPRINT CAPITAL CORP 7.6250 8.058
43922 7/13/09 287694 NOMURA 1/30/11 150,000.00 99.375 149,062.50

PUR 7/08/09 852060AJ SPRINT CAPITAL CORP 7.6250 8.146
43922 7/13/09 287694 NOMURA 1/30/11 100,000.00 99.250 99,250.00

PUR 7/13/09 852060AJ SPRINT CAPITAL CORP 7.6250 8.416
43922 7/16/09 287694 NOMURA 1/30/11 100,000.00 98.875 98,875.00

PUR 7/08/09 852060AS SPRINT CAPITAL CORP 8.3750 8.794
43558 7/13/09 287694 NOMURA 3/15/12 125,000.00 99.000 123,750.00

PUR 7/27/09 852060AT SPRINT CAPITAL CORP 8.7500 10.680
42215 7/30/09 287694 NOMURA 3/15/32 300,000.00 83.625 250,875.00

PUR 7/27/09 852060AT SPRINT CAPITAL CORP 8.7500 10.663
42215 7/30/09 287694 NOMURA 3/15/32 50,000.00 83.750 41,875.00

PUR 7/14/09 867363AH SUNGARD DATA SYS INC 9.1250 10.505
47460 7/17/09 287694 NOMURA 8/15/13 100,000.00 95.500 95,500.00

PUR 7/09/09 868536AS SUPERVALU INC 7.5000 8.382
47461 7/14/09 287694 NOMURA 11/15/14 300,000.00 96.250 288,750.00

PUR 6/29/09 87264MAB TRW AUTOMOTIVE 7.2500 13.661
46686 7/02/09 287694 NOMURA 3/15/17 100,000.00 70.000 70,000.00

PUR 6/29/09 87264MAB TRW AUTOMOTIVE 7.2500 13.661
46686 7/02/09 287694 NOMURA 3/15/17 100,000.00 70.000 70,000.00

PUR 7/23/09 87264MAB TRW AUTOMOTIVE 7.2500 10.545
46686 7/28/09 287694 NOMURA 3/15/17 100,000.00 83.000 83,000.00

PUR 7/27/09 87264MAB TRW AUTOMOTIVE 7.2500 10.547
46686 7/30/09 287694 NOMURA 3/15/17 200,000.00 83.000 166,000.00

S T A T E O F N E W J E R S E Y 5167
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/24/09 880349AH TENNECO AUTOMOTIVE 8.6250 12.878
47924 7/29/09 287694 NOMURA 11/15/14 67,000.00 84.000 56,280.00

PUR 7/24/09 880349AH TENNECO AUTOMOTIVE 8.6250 12.878
47924 7/29/09 287694 NOMURA 11/15/14 25,000.00 84.000 21,000.00

PUR 7/15/09 880779AU TEREX CORP 8.0000 12.641
44603 7/20/09 287694 NOMURA 11/15/17 500,000.00 76.500 382,500.00

PUR 7/01/09 90320LAC UPC HOLDING BV 9.8750 10.467
47112 7/07/09 287694 NOMURA 4/15/18 125,000.00 96.625 120,781.25

PUR 7/15/09 90320LAC UPC HOLDING BV 9.8750 10.401
47112 7/20/09 287694 NOMURA 4/15/18 175,000.00 97.000 169,750.00

PUR 7/14/09 90338WAJ US ONCOLOGY INC 9.1250 9.078
47385 7/17/09 287694 NOMURA 8/15/17 100,000.00 100.25 100,250.00

PUR 7/08/09 912909AB US STEEL CORP 5.6500 8.739
46643 7/13/09 287694 NOMURA 6/01/13 100,000.00 90.000 90,000.00

PUR 7/15/09 92276MAU VENTAS REALTY LP 6.5000 8.395
47814 7/20/09 287694 NOMURA 6/01/16 400,000.00 90.250 361,000.00

PUR 7/13/09 92658TAG VIDEOTRON LTEE 6.8750 8.650
47776 7/16/09 287694 NOMURA 1/15/14 125,000.00 93.500 116,875.00

PUR 7/16/09 92769VAA VIRGIN MEDIA FIN 9.5000 9.764
47164 7/21/09 287694 NOMURA 8/15/16 275,000.00 98.662 271,320.50

PUR 7/17/09 92769VAA VIRGIN MEDIA FIN 9.5000 9.498
47164 7/22/09 287694 NOMURA 8/15/16 100,000.00 100.00 100,000.00

PUR 7/01/09 97314XAE WIND ACQUISITION 11.7500 12.250
47712 7/13/09 287694 NOMURA 7/15/17 475,000.00 97.492 463,087.00

PUR 7/01/09 97314XAE WIND ACQUISITION 11.7500 11.410
47712 7/13/09 287694 NOMURA 7/15/17 100,000.00 101.75 101,750.00

S T A T E O F N E W J E R S E Y 5167
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DURING THE PERIOD 7/01/09 THROUGH 7/31/09

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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

PUR 7/01/09 97314XAE WIND ACQUISITION 11.7500 11.434
47712 7/13/09 287694 NOMURA 7/15/17 100,000.00 101.62 101,625.00

PUR 7/01/09 97314XAE WIND ACQUISITION 11.7500 11.458
47712 7/13/09 287694 NOMURA 7/15/17 100,000.00 101.50 101,500.00

PUR 7/07/09 97314XAE WIND ACQUISITION 11.7500 11.483
47712 7/13/09 287694 NOMURA 7/15/17 350,000.00 101.37 354,812.50

PUR 7/08/09 97314XAE WIND ACQUISITION 11.7500 11.555
47712 7/13/09 287694 NOMURA 7/15/17 100,000.00 101.00 101,000.00

PUR 7/14/09 97314XAE WIND ACQUISITION 11.7500 11.458
47712 7/17/09 287694 NOMURA 7/15/17 275,000.00 101.50 279,125.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 17,932,000.00 16,270,968.25

-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 17,932,000.00 16,270,968.25

SALES OF FIXED INCOME SECURITIES
--------------------------------

SALE 7/14/09 018581AA ALLIANCE DATA 1.7500 9.701
45642 7/17/09 287694 NOMURA 8/01/13 80,000.00 71.000 56,800.00 -2,352.55

SALE 7/07/09 031652AW AMKOR TECHNOLOGIES INC 9.2500 10.822
41999 7/10/09 287694 NOMURA 6/01/16 175,000.00 92.250 161,437.50 -401.42

SALE 7/07/09 031652AW AMKOR TECHNOLOGIES INC 9.2500 10.822
41999 7/10/09 287694 NOMURA 6/01/16 125,000.00 92.000 115,000.00 -599.23

SALE 7/13/09 125577AZ CIT GROUP INC SENIOR NOTES 7.6250 19.972
46561 7/16/09 287694 NOMURA 11/30/12 50,000.00 61.500 30,750.00 -4,589.76

SALE 7/13/09 125577AZ CIT GROUP INC SENIOR NOTES 7.6250 19.972
46561 7/16/09 287694 NOMURA 11/30/12 50,000.00 61.500 30,750.00 -4,589.76

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 7/01/09 THROUGH 7/31/09

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/13/09 125577AZ CIT GROUP INC SENIOR NOTES 7.6250 19.972
46561 7/16/09 287694 NOMURA 11/30/12 25,000.00 61.500 15,375.00 -2,294.88

SALE 7/13/09 125577AZ CIT GROUP INC SENIOR NOTES 7.6250 19.972
46561 7/16/09 287694 NOMURA 11/30/12 25,000.00 61.750 15,437.50 -2,232.38

SALE 7/16/09 125577AZ CIT GROUP INC SENIOR NOTES 7.6250 19.972
46561 7/21/09 287694 NOMURA 11/30/12 25,000.00 52.000 13,000.00 -4,690.83

SALE 7/16/09 125577AZ CIT GROUP INC SENIOR NOTES 7.6250 19.972
46561 7/21/09 287694 NOMURA 11/30/12 125,000.00 52.750 65,937.50 -22,516.65

SALE 7/13/09 125581CT CIT GROUP INC 5.4000 22.897
46548 7/16/09 287694 NOMURA 2/13/12 75,000.00 60.000 45,000.00 -5,468.95

SALE 7/13/09 125581CT CIT GROUP INC 5.4000 22.897
46548 7/16/09 287694 NOMURA 2/13/12 75,000.00 60.000 45,000.00 -5,468.95

SALE 7/16/09 125581CT CIT GROUP INC 5.4000 22.897
46548 7/21/09 287694 NOMURA 2/13/12 325,000.00 50.500 164,125.00 -55,011.99

SALE 7/16/09 125581CT CIT GROUP INC 5.4000 22.897
46548 7/21/09 287694 NOMURA 2/13/12 75,000.00 50.750 38,062.50 -12,507.58

SALE 7/13/09 125581FS CIT GROUP INC 12.0000 26.285
47069 7/16/09 287694 NOMURA 12/18/18 50,000.00 30.000 15,000.00 -10,454.90

SALE 7/07/09 152312AP CENTEX CORP 4.5500 15.601
45661 7/10/09 287694 NOMURA 11/01/10 5,000.00 96.000 4,800.00 433.00

SALE 7/23/09 25459HAB DIRECTV HLDGS LLC 8.3750 8.115
45054 7/28/09 287694 NOMURA 3/15/13 495,000.00 102.25 506,137.50 7,230.81

SALE 7/08/09 256605AN DOLE FOOD INC 7.2500 27.488
44565 7/13/09 287694 NOMURA 6/15/10 25,000.00 98.750 24,687.50 3,586.55

SALE 7/22/09 345370CA FORD MTR CO 7.4500 13.165
46750 7/27/09 287694 NOMURA 7/16/31 25,000.00 67.000 16,750.00 1,944.74

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 7/01/09 THROUGH 7/31/09

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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------

SALE 7/08/09 345397VC FORD MOTOR CREDIT CO 8.0000 12.804
46596 7/13/09 287694 NOMURA 12/15/16 200,000.00 78.500 157,000.00 2,202.15

SALE 7/07/09 345397VH FORD MOTOR CREDIT CO LLC 12.0000 17.214
42198 7/10/09 287694 NOMURA 5/15/15 225,000.00 94.250 212,062.50 29,380.59

SALE 7/07/09 345397VH FORD MOTOR CREDIT CO LLC 12.0000 17.214
42198 7/10/09 287694 NOMURA 5/15/15 500,000.00 94.750 473,750.00 67,790.19

SALE 7/09/09 373200AQ GEORGIA GULF CORP 9.5000 17.517
43019 7/10/09 287694 NOMURA 10/15/14 25,000.00 30.500 7,625.00 -10,647.90

SALE 7/16/09 404119AF HCA INC 6.3000 9.250
47302 7/21/09 287694 NOMURA 10/01/12 800,000.00 93.750 750,000.00 14,136.82

SALE 7/08/09 404119AX HCA INC 9.2500 9.652
42006 7/13/09 287694 NOMURA 11/15/16 500,000.00 98.625 493,125.00 3,628.88

SALE 7/23/09 404119AX HCA INC 9.2500 9.652
42006 7/28/09 287694 NOMURA 11/15/16 150,000.00 104.00 156,000.00 9,142.62

SALE 7/27/09 404119AX HCA INC 9.2500 9.652
42006 7/30/09 287694 NOMURA 11/15/16 75,000.00 104.62 78,468.75 5,039.40

SALE 7/28/09 404119AX HCA INC 9.2500 9.652
42006 7/31/09 287694 NOMURA 11/15/16 50,000.00 104.37 52,187.50 3,247.45

SALE 7/28/09 404119BE HCA INC 8.5000 8.509
46260 7/31/09 287694 NOMURA 4/15/19 150,000.00 103.25 154,875.00 5,031.86

SALE 7/14/09 436440AA HOLOGIC INC 2.0000 4.558
45698 7/17/09 287694 NOMURA 12/15/37 50,000.00 72.750 36,375.00 6,638.94

SALE 7/16/09 49455WAB KINDER MORGAN 5.3500 9.102
45704 7/21/09 287694 NOMURA 1/05/11 60,000.00 98.250 58,950.00 1,958.16

SALE 7/08/09 527298AM LEVEL 3 FINANCING 9.2500 11.121
42516 7/13/09 287694 NOMURA 11/01/14 325,000.00 83.000 269,750.00 -31,280.21

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 7/01/09 THROUGH 7/31/09

NOMURA (5167) -Cont. PAGE: 137

TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS

SALE 7/28/09 552953AR MGM MIRAGE INC 6.6250 18.303
46483 7/31/09 287694 NOMURA 7/15/15 150,000.00 68.500 102,750.00 14,791.59

SALE 7/07/09 562567AF MANDALAY RESORT 9.3750 20.055
46913 7/10/09 287694 NOMURA 2/15/10 200,000.00 95.375 190,750.00 2,309.23

SALE 7/14/09 576203AJ MASSEY ENERGY 3.2500 10.955
45711 7/17/09 287694 NOMURA 8/01/15 115,000.00 65.000 74,750.00 -1,837.28

SALE 7/14/09 749121BY QWEST COMM CV 3.5000 4.341
45724 7/17/09 287694 NOMURA 11/15/25 55,000.00 96.000 52,800.00 3,171.12

SALE 7/02/09 767201AH RIO TINTO FIN USA LT 9.0000 8.381
46197 7/08/09 287694 NOMURA 5/01/19 1,000,000.00 111.50 1,115,000.00 74,382.80

SALE 7/07/09 767201AH RIO TINTO FIN USA LT 9.0000 8.381
46197 7/10/09 287694 NOMURA 5/01/19 125,000.00 111.62 139,531.25 9,456.30

SALE 7/08/09 767201AH RIO TINTO FIN USA LT 9.0000 8.381
46197 7/13/09 287694 NOMURA 5/01/19 25,000.00 112.25 28,062.50 2,048.16

SALE 7/22/09 767754BL RITE AID CORP 7.5000 17.341
45729 7/27/09 287694 NOMURA 3/01/17 40,000.00 82.000 32,800.00 9,089.18

SALE 7/10/09 816074AG SEITEL INC 9.7500 19.720
43143 7/15/09 287694 NOMURA 2/15/14 50,000.00 51.250 25,625.00 -9,755.91

SALE 7/02/09 878742AN TECK RESOURCES 10.7500 10.827
46600 7/08/09 287694 NOMURA 5/15/19 500,000.00 108.25 541,250.00 43,687.52

SALE 7/14/09 893830AU TRANSOCEAN IN 1.6250 2.340
45743 7/17/09 287694 NOMURA 12/15/37 25,000.00 95.875 23,968.75 2,664.21

SUBTOTAL FIXED SALES: 7,225,000.00 6,591,506.25 136,291.14

TOTAL FUND SALES: 7,225,000.00 6,591,506.25 136,291.14

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 7/01/09 THROUGH 7/31/09

NOMURA (5167) 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
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