S T A T E O F N E W J E R S E Y 540
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
POLICE & FIRE RETIREMENT SYSTEM (540) PAGE: 1
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
PURCHASE OF MORTGAGE BACKED SECURITIES
PUR 6/30/09 ZZZZZZ01 POLICE & FIRE MTG PROGRAM 5.5700 5.580
11036 6/30/09 304532 MORTGAGE HOUSING FIN AGENCY 8/01/22 319,500.00 100.00 319,500.00
POOL NUMBER: 0
SUBTOTAL MORTGAGE PURCHASES: 319,500.00 319,500.00
TOTAL FUND PURCHASES: 319,500.00 319,500.00
END OF REPORT FOR: POLICE & FIRE RETIREMENT SYSTEM
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 6/01/09 THROUGH 6/30/09
DCP EQUITY (4300) 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 6/12/09 00206R10 AT&T INC. 9.63
32424 6/17/09 422695 MAGNA SECURITIES CORP 15,000.00 24.960 225.00 374,165.37 -116,705.39
SALE 6/12/09 05722410 BAKER HUGHES INCORPORATED 5.37
04160 6/17/09 422695 MAGNA SECURITIES CORP 5,000.00 41.729 75.00 208,566.63 103,212.10
SALE 6/12/09 20825C10 CONOCOPHILLIPS 11.38
23446 6/17/09 422695 MAGNA SECURITIES CORP 10,000.00 44.265 150.00 442,483.62 203,688.23
SALE 6/12/09 40621610 HALLIBURTON CO. 6.20
11318 6/17/09 422695 MAGNA SECURITIES CORP 10,000.00 24.093 150.00 240,776.80 90,168.99
SALE 6/12/09 58003710 MCDERMOTT INTERNATIONAL, IN 2.99
06839 6/17/09 422695 MAGNA SECURITIES CORP 5,000.00 23.220 75.00 116,019.51 64,790.34
SALE 6/12/09 67459910 OCCIDENTAL PETROLEUM CORP. 8.84
8917 6/17/09 422695 MAGNA SECURITIES CORP 5,000.00 68.720 75.00 343,516.16 287,310.42
SALE 6/12/09 G4776G10 INGERSOLL-RAND CO LTD CL A 2.95
14617 6/17/09 422695 MAGNA SECURITIES CORP 5,000.00 22.880 75.00 114,323.05 8,542.97
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 55,000.00 47.36 1,839,851.14 641,007.66
825.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 55,000.00 47.36 1,839,851.14 641,007.66
825.00
END OF REPORT FOR: DCP EQUITY
S T A T E O F N E W J E R S E Y 4302
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
DCP SMALL CAP. (EQUITY) (4302) PAGE: 3
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 6/12/09 00507V10 ACTIVISION BLIZZARD INC. 3.31
41751 6/17/09 422696 MERRIMAN/OTC 10,000.00 12.876 150.00 128,603.69 120,796.49
SALE 6/12/09 01880410 ALLIANT TECHSYSTEMS INC. 4.65
15104 6/17/09 422696 WILLIAMS CAPITAL GROUP 2,000.00 90.464 30.00 180,893.75 69,199.10
SALE 6/12/09 03110010 AMETEK, INC. 2.69
12884 6/17/09 422696 WILLIAMS CAPITAL GROUP 3,000.00 34.851 45.00 104,506.21 77,376.86
SALE 6/12/09 15678210 CERNER CORP. 4.54
25885 6/17/09 422696 MERRIMAN/OTC 3,000.00 58.844 45.00 176,483.36 122,492.81
SALE 6/12/09 41387510 HARRIS CORP. 2.32
15962 6/17/09 422696 WILLIAMS CAPITAL GROUP 3,000.00 30.085 45.00 90,206.78 43,655.55
SALE 6/12/09 65504410 NOBLE ENERGY INC 8.54
22632 6/17/09 422696 WILLIAMS CAPITAL GROUP 5,000.00 66.400 75.00 331,916.46 253,113.21
SALE 6/12/09 65566310 NORDSON CORP. 3.09
29914 6/17/09 422696 MERRIMAN/OTC 3,000.00 40.011 45.00 119,984.61 5,315.63
SALE 6/12/09 68556410 ORBITAL SCIENCES CORP. 2.16
06634 6/17/09 422696 WILLIAMS CAPITAL GROUP 5,000.00 16.732 75.00 83,580.84 19,852.28
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 34,000.00 31.30 1,216,175.70 711,801.93
510.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 34,000.00 31.30 1,216,175.70 711,801.93
510.00
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 6/01/09 THROUGH 6/30/09
N.J. BEST - POOLED EQUITY FD (4340) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 6/10/09 00817Y10 AETNA INC
44933 6/15/09 422679 STURDIVANT/EXECUTION 5,000.00 24.280 75.00 121,475.00
PUR 6/22/09 00950H10 AIRSPAN NETWORKS INC
45462 6/25/09 422719 INSTINET (PORTAL) 100,000.00 .100 500.00 10,490.00
PUR 6/23/09 01877210 ALLIANCE ONE INTL INC
47426 6/26/09 422723 MORGAN STANLEY 100,000.00 3.928 392,840.00
PUR 6/23/09 01877210 ALLIANCE ONE INTL INC
47426 6/26/09 422723 WILLIAMS CAPITAL GROUP 10,000.00 3.918 150.00 39,332.00
PUR 6/18/09 01964550 ALLIS-CHALMERS ENERGY INC.
36840 6/23/09 422711 BMO CAPITAL MARKETS/EXECUTI 9,600.00 2.450 96.00 23,616.00
PUR 6/19/09 01964550 ALLIS-CHALMERS ENERGY INC.
36840 6/24/09 422715 BMO CAPITAL MARKETS/EXECUTI 40,400.00 2.450 404.00 99,384.00
PUR 6/22/09 01964550 ALLIS-CHALMERS ENERGY INC.
36840 6/25/09 422719 WILLIAMS CAPITAL GROUP 50,000.00 2.213 750.00 111,400.00
PUR 6/01/09 02040910 ALMOST FAMILY INC
44964 6/04/09 422643 ITG (CHANNEL) 2,000.00 27.313 20.00 54,645.40
PUR 6/16/09 02406110 AMERICAN AXLE
47342 6/19/09 422703 WILLIAMS CAPITAL GROUP 100,000.00 3.727 1,500.00 374,240.00
PUR 6/17/09 02406110 AMERICAN AXLE
47342 6/22/09 422707 STURDIVANT/EXECUTION 20,000.00 3.347 300.00 67,242.00
PUR 6/19/09 02406110 AMERICAN AXLE
47342 6/24/09 422715 STURDIVANT/EXECUTION 10,000.00 3.460 150.00 34,750.00
PUR 6/23/09 02406110 AMERICAN AXLE
47342 6/26/09 422723 STURDIVANT/EXECUTION 10,000.00 3.005 150.00 30,197.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
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 6/24/09 02406110 AMERICAN AXLE
47342 6/29/09 422727 MAGNA SECURITIES CORP 10,000.00 2.963 150.00 29,783.00
PUR 6/25/09 02406110 AMERICAN AXLE
47342 6/30/09 422731 STURDIVANT/EXECUTION 10,000.00 3.015 150.00 30,299.00
PUR 6/10/09 03076C10 AMERIPRISE FINANCIAL INC
47265 6/15/09 422679 STURDIVANT/EXECUTION 2,000.00 25.759 30.00 51,548.00
PUR 6/10/09 03076C10 AMERIPRISE FINANCIAL INC
47265 6/15/09 422679 STURDIVANT/EXECUTION 20,000.00 27.450 300.00 549,300.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 22,000.00 27.296 600,848.00
330.00
PUR 6/11/09 03076C10 AMERIPRISE FINANCIAL INC
47265 6/17/09 422688 JP MORGAN 10,000.00 25.000 250,000.00
PUR 6/11/09 03076C10 AMERIPRISE FINANCIAL INC
47265 6/16/09 422685 STURDIVANT/EXECUTION 2,000.00 26.400 30.00 52,830.00
PUR 6/12/09 03076C10 AMERIPRISE FINANCIAL INC
47265 6/17/09 422693 STURDIVANT/EXECUTION 2,000.00 24.575 30.00 49,180.00
PUR 6/15/09 03076C10 AMERIPRISE FINANCIAL INC
47265 6/18/09 422699 WILLIAMS CAPITAL GROUP 2,000.00 24.365 30.00 48,759.00
PUR 6/12/09 03783310 APPLE INC.
36208 6/17/09 422693 ITG (CHANNEL) 400.00 136.81 4.00 54,730.00
PUR 6/23/09 03783310 APPLE INC.
36208 6/26/09 422723 KEYBANC CAPITAL MKTS INC 300.00 134.46 4.50 40,342.50
PUR 6/16/09 04335310 ARVINMERITOR INC
47343 6/19/09 422703 WILLIAMS CAPITAL GROUP 100,000.00 3.939 1,500.00 395,410.00
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 6/01/09 THROUGH 6/30/09
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 6/17/09 04335310 ARVINMERITOR INC
47343 6/22/09 422707 STURDIVANT/EXECUTION 20,000.00 3.610 300.00 72,508.00
PUR 6/22/09 04622410 ASTEC INDUSTRIES INC.
38630 6/25/09 422719 MERRIMAN/OTC 2,000.00 28.113 30.00 56,255.00
PUR 6/04/09 04743P10 ATHEROS COMMUNICATIONS IN
47178 6/09/09 422661 INSTINET (PORTAL) 32,000.00 16.452 224.00 526,675.20
PUR 6/05/09 04743P10 ATHEROS COMMUNICATIONS IN
47178 6/10/09 422665 ITG (CHANNEL) 2,000.00 16.862 20.00 33,744.80
PUR 6/09/09 04951310 ATMEL CORP.
44327 6/12/09 422675 ITG (CHANNEL) 4,000.00 4.044 40.00 16,214.00
PUR 6/15/09 04951310 ATMEL CORP.
44327 6/18/09 422699 ITG (CHANNEL) 4,000.00 3.930 40.00 15,759.20
PUR 6/19/09 04951310 ATMEL CORP.
44327 6/24/09 422715 MERRIMAN/OTC 2,000.00 3.770 30.00 7,570.00
PUR 5/29/09 06050510 BANK OF AMERICA
46954 6/03/09 422639 WILLIAMS CAPITAL GROUP 2,000.00 11.490 30.00 23,010.00
PUR 6/18/09 06050510 BANK OF AMERICA
46954 6/23/09 422711 RAYMOND JAMES/EXECUTION 2,000.00 12.410 30.00 24,850.00
PUR 6/22/09 08578910 BERRY PETROLEUM CO
42924 6/25/09 422719 STURDIVANT/EXECUTION 3,000.00 16.895 45.00 50,730.00
PUR 6/22/09 08578910 BERRY PETROLEUM CO
42924 6/25/09 422719 WILLIAMS CAPITAL GROUP 2,000.00 16.793 30.00 33,615.00
PUR 6/23/09 08578910 BERRY PETROLEUM CO
42924 6/26/09 422723 STURDIVANT/EXECUTION 4,000.00 16.510 60.00 66,100.00
PUR 6/17/09 11012210 BRISTOL-MYERS SQUIBB CO.
37974 6/22/09 422707 STURDIVANT/EXECUTION 2,000.00 19.430 30.00 38,890.00
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 6/01/09 THROUGH 6/30/09
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 5/28/09 12526910 CF INDUSTRIES HOLDINGS INC
46460 6/02/09 422635 STURDIVANT/EXECUTION 1,000.00 80.540 15.00 80,554.50
PUR 6/01/09 12526910 CF INDUSTRIES HOLDINGS INC
46460 6/04/09 422643 STURDIVANT/EXECUTION 1,000.00 80.020 15.00 80,035.00
PUR 6/18/09 12526910 CF INDUSTRIES HOLDINGS INC
46460 6/23/09 422711 STURDIVANT/EXECUTION 1,000.00 74.277 15.00 74,292.00
PUR 6/22/09 12526910 CF INDUSTRIES HOLDINGS INC
46460 6/25/09 422719 MAGNA SECURITIES CORP 1,000.00 74.480 15.00 74,495.00
PUR 6/23/09 12526910 CF INDUSTRIES HOLDINGS INC
46460 6/26/09 422723 STURDIVANT/EXECUTION 1,000.00 72.000 15.00 72,015.00
PUR 6/24/09 12526910 CF INDUSTRIES HOLDINGS INC
46460 6/29/09 422727 MAGNA SECURITIES CORP 2,000.00 73.882 30.00 147,793.00
PUR 6/04/09 12686C10 CABLEVISION
47179 6/09/09 422661 MAGNA SECURITIES CORP 30,000.00 18.590 450.00 558,144.00
PUR 6/05/09 12686C10 CABLEVISION
47179 6/10/09 422665 STURDIVANT/EXECUTION 6,000.00 18.753 90.00 112,609.80
PUR 6/08/09 12686C10 CABLEVISION
47179 6/11/09 422670 WILLIAMS CAPITAL GROUP 2,000.00 18.425 30.00 36,880.40
PUR 6/10/09 19210850 COEUR D'ALENE MINES CORP ID
47107 6/15/09 422679 STURDIVANT/EXECUTION 7,000.00 14.060 105.00 98,525.00
PUR 6/22/09 20825C10 CONOCOPHILLIPS
37805 6/25/09 422719 WILLIAMS CAPITAL GROUP 2,000.00 40.760 30.00 81,550.00
PUR 6/23/09 20825C10 CONOCOPHILLIPS
37805 6/26/09 422723 STURDIVANT/EXECUTION 4,000.00 40.980 60.00 163,980.00
PUR 5/28/09 23280610 CYPRESS SEMICONDUCTOR CORP
47083 6/02/09 422635 STURDIVANT/EXECUTION 80,000.00 8.746 1,200.00 700,864.00
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 6/01/09 THROUGH 6/30/09
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 5/29/09 23280610 CYPRESS SEMICONDUCTOR CORP
47083 6/03/09 422639 WILLIAMS CAPITAL GROUP 2,000.00 8.650 30.00 17,330.00
PUR 6/01/09 23280610 CYPRESS SEMICONDUCTOR CORP
47083 6/04/09 422643 STURDIVANT/EXECUTION 2,000.00 8.923 30.00 17,876.00
PUR 6/05/09 23280610 CYPRESS SEMICONDUCTOR CORP
47083 6/10/09 422665 STURDIVANT/EXECUTION 4,000.00 8.857 60.00 35,486.00
PUR 6/19/09 23582520 DANA HOLDING CORP
47401 6/24/09 422715 INSTINET (DOMESTIC) 120,000.00 1.472 840.00 177,504.00
PUR 6/22/09 23582520 DANA HOLDING CORP
47401 6/25/09 422719 INSTINET (DOMESTIC) 60,000.00 1.399 420.00 84,342.00
PUR 6/23/09 23582520 DANA HOLDING CORP
47401 6/26/09 422723 INSTINET (DOMESTIC) 10,000.00 1.205 70.00 12,123.00
PUR 6/23/09 23582520 DANA HOLDING CORP
47401 6/26/09 422723 INSTINET (DOMESTIC) 20,000.00 1.285 140.00 25,834.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 30,000.00 1.258 37,957.00
210.00
PUR 6/24/09 23582520 DANA HOLDING CORP
47401 6/29/09 422727 INSTINET (DOMESTIC) 30,000.00 1.209 210.00 36,465.00
PUR 6/25/09 23582520 DANA HOLDING CORP
47401 6/30/09 422731 INSTINET (DOMESTIC) 20,000.00 1.198 140.00 24,106.00
PUR 6/19/09 25179M10 DEVON ENERGY CORP.
35210 6/24/09 422715 GRISWOLD COMPANY 2,000.00 59.306 20.00 118,631.40
PUR 6/03/09 25470M10 DISH NETWORKS
46472 6/08/09 422656 MERRIMAN/OTC 4,000.00 15.996 60.00 64,044.40
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
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 5/28/09 26882D10 EPIQ SYSTEMS
46953 6/02/09 422635 KEYBANC CAPITAL MKTS INC 2,000.00 15.076 30.00 30,181.00
PUR 6/03/09 29270J10 ENERGY RECOVERY INC
46542 6/08/09 422656 ITG (CHANNEL) 10,000.00 5.815 100.00 58,250.00
PUR 6/11/09 29270J10 ENERGY RECOVERY INC
46542 6/16/09 422685 ITG (CHANNEL) 2,000.00 7.034 20.00 14,087.80
PUR 6/19/09 29362U10 ENTERGRIS INC
47397 6/24/09 422715 ITG (CHANNEL) 46,940.00 2.775 469.40 130,737.29
PUR 6/22/09 29362U10 ENTERGRIS INC
47397 6/25/09 422719 ITG (CHANNEL) 53,060.00 2.690 530.60 143,240.78
PUR 6/22/09 29362U10 ENTERGRIS INC
47397 6/25/09 422719 MERRIMAN/OTC 20,000.00 2.592 300.00 52,146.00
PUR 6/23/09 29362U10 ENTERGRIS INC
47397 6/26/09 422723 MAGNA SECURITIES (OTC) 20,000.00 2.586 300.00 52,028.00
PUR 5/28/09 29380T10 ENTERTAINMENT PROPERTIES TR
37309 6/02/09 422635 STURDIVANT/EXECUTION 2,000.00 19.440 30.00 38,910.00
PUR 6/19/09 30205120 EXIDE TECHNOLOGIES
43708 6/24/09 422715 LABRANCHE/0TC 20,000.00 3.668 300.00 73,656.00
PUR 6/22/09 30205120 EXIDE TECHNOLOGIES
43708 6/25/09 422719 MAGNA SECURITIES (OTC) 10,000.00 3.501 150.00 35,160.00
PUR 6/23/09 30205120 EXIDE TECHNOLOGIES
43708 6/26/09 422723 MAGNA SECURITIES (OTC) 20,000.00 3.324 300.00 66,770.00
PUR 6/24/09 30205120 EXIDE TECHNOLOGIES
43708 6/29/09 422727 ITG (CHANNEL) 3,334.00 3.102 33.34 10,374.41
PUR 6/24/09 30205120 EXIDE TECHNOLOGIES
43708 6/29/09 422727 LABRANCHE/0TC 10,000.00 3.147 150.00 31,624.00
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 6/01/09 THROUGH 6/30/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 10
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/24/09 30205120 EXIDE TECHNOLOGIES
43708 6/29/09 422727 LIQUIDNET 6,666.00 3.105 66.66 20,764.59
PUR 6/25/09 30205120 EXIDE TECHNOLOGIES
43708 6/30/09 422731 MAGNA SECURITIES (OTC) 20,000.00 3.165 300.00 63,590.00
PUR 6/01/09 30231G10 EXXON MOBIL CORP.
15201 6/04/09 422643 STURDIVANT/EXECUTION 2,000.00 70.829 30.00 141,688.00
PUR 6/22/09 30231G10 EXXON MOBIL CORP.
15201 6/25/09 422719 MAGNA SECURITIES CORP 1,000.00 70.020 15.00 70,035.00
PUR 6/23/09 33643310 FIRST SOLAR INC.
39085 6/26/09 422723 MAGNA SECURITIES (OTC) 100.00 164.23 1.50 16,424.50
PUR 6/11/09 36960410 GENERAL ELECTRIC CO.
12731 6/16/09 422685 STURDIVANT/EXECUTION 4,000.00 13.440 60.00 53,820.00
PUR 6/19/09 41805610 HASBRO INC
47398 6/24/09 422715 MORGAN STANLEY 30,000.00 25.221 756,642.00
PUR 5/27/09 42823610 HEWLETT-PACKARD
46748 6/01/09 422631 STURDIVANT/EXECUTION 1,000.00 34.520 15.00 34,535.00
PUR 6/01/09 42823610 HEWLETT-PACKARD
46748 6/04/09 422643 STURDIVANT/EXECUTION 2,000.00 35.020 30.00 70,070.00
PUR 6/17/09 44701110 HUNTSMAN CORP.
41546 6/22/09 422707 BMO CAPITAL MARKETS/EXECUTI 10,000.00 6.316 150.00 63,310.00
PUR 6/18/09 44701110 HUNTSMAN CORP.
41546 6/23/09 422711 RAYMOND JAMES/EXECUTION 10,000.00 6.400 150.00 64,150.00
PUR 6/18/09 44701110 HUNTSMAN CORP.
41546 6/23/09 422711 STURDIVANT/EXECUTION 10,000.00 6.220 150.00 62,349.00
PUR 6/19/09 44701110 HUNTSMAN CORP.
41546 6/24/09 422715 STURDIVANT/EXECUTION 10,000.00 6.298 150.00 63,127.00
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 6/01/09 THROUGH 6/30/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 11
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/02/09 46625H10 JP MORGAN CHASE & CO
28084 6/05/09 422648 JP MORGAN 10,000.00 35.250 352,500.00
PUR 6/03/09 46625H10 JP MORGAN CHASE & CO
28084 6/08/09 422656 STURDIVANT/EXECUTION 2,000.00 34.480 30.00 68,990.00
PUR 6/22/09 46625H10 JP MORGAN CHASE & CO
28084 6/25/09 422719 WILLIAMS CAPITAL GROUP 2,000.00 33.542 30.00 67,113.00
PUR 6/12/09 46981410 JACOBS ENGINEERING GROUP IN
47299 6/17/09 422693 ICAP CORPORATES LLC 8,873.00 44.211 88.73 392,376.48
PUR 6/15/09 46981410 JACOBS ENGINEERING GROUP IN
47299 6/18/09 422699 ICAP CORPORATES LLC 4,127.00 43.232 41.27 178,461.38
PUR 6/15/09 46981410 JACOBS ENGINEERING GROUP IN
47299 6/18/09 422699 WILLIAMS CAPITAL GROUP 2,000.00 42.584 30.00 85,198.00
PUR 6/16/09 46981410 JACOBS ENGINEERING GROUP IN
47299 6/19/09 422703 STURDIVANT/EXECUTION 1,000.00 43.410 15.00 43,425.00
PUR 6/22/09 52186330 LEAP WIRELESS INTL INC
47409 6/25/09 422719 MORGAN STANLEY 15,000.00 31.496 472,446.00
PUR 6/23/09 52186330 LEAP WIRELESS INTL INC
47409 6/26/09 422723 MAGNA SECURITIES (OTC) 3,000.00 31.800 45.00 95,445.00
PUR 6/01/09 52605730 LENNAR CORP. CL B
44247 6/04/09 422643 STURDIVANT/EXECUTION 2,000.00 7.294 30.00 14,617.60
PUR 6/02/09 53591920 LIONS GATE ENTERTAINMENT CO
43432 6/05/09 422651 STURDIVANT/EXECUTION 4,000.00 5.590 60.00 22,420.00
PUR 6/02/09 53983010 LOCKHEED MARTIN
47133 6/05/09 422651 WILLIAMS CAPITAL GROUP 9,000.00 84.415 135.00 759,873.60
PUR 6/03/09 53983010 LOCKHEED MARTIN
47133 6/08/09 422656 STURDIVANT/EXECUTION 1,000.00 83.780 15.00 83,795.00
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 6/01/09 THROUGH 6/30/09
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 6/04/09 57290110 MARTEK BIOSCIENCES CORP
46378 6/09/09 422661 ITG (CHANNEL) 2,000.00 20.803 20.00 41,626.20
PUR 6/01/09 57632310 MASTEC INC
46344 6/05/09 422646 MORGAN STANLEY 10,000.00 12.125 121,250.00
PUR 6/02/09 57632310 MASTEC INC
46344 6/05/09 422651 STURDIVANT/EXECUTION 10,000.00 12.000 150.00 120,150.00
PUR 6/24/09 57636Q10 MASTERCARD INC
47456 6/29/09 422727 MAGNA SECURITIES CORP 1,000.00 160.27 15.00 160,292.30
PUR 6/24/09 57636Q10 MASTERCARD INC
47456 6/29/09 422727 MAGNA SECURITIES CORP 3,000.00 162.20 45.00 486,645.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 161.71 646,937.30
60.00
PUR 6/02/09 58469030 MEDICIS PHARM-CL A
46432 6/05/09 422651 STURDIVANT/EXECUTION 2,000.00 15.500 30.00 31,030.00
PUR 6/12/09 58469030 MEDICIS PHARM-CL A
46432 6/17/09 422693 STURDIVANT/EXECUTION 2,000.00 15.776 30.00 31,582.00
PUR 6/15/09 58469030 MEDICIS PHARM-CL A
46432 6/18/09 422699 WILLIAMS CAPITAL GROUP 2,000.00 15.615 30.00 31,260.00
PUR 6/04/09 59491810 MICROSOFT CORP.
12799 6/09/09 422661 ITG (CHANNEL) 14,000.00 21.802 140.00 305,370.80
PUR 5/29/09 61166W10 MONSANTO CO.
43453 6/03/09 422639 WILLIAMS CAPITAL GROUP 1,000.00 80.300 15.00 80,315.00
PUR 6/11/09 61945A10 MOSIAC CO
46286 6/16/09 422685 STURDIVANT/EXECUTION 3,000.00 55.000 45.00 165,045.00
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 6/01/09 THROUGH 6/30/09
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 6/19/09 61945A10 MOSIAC CO
46286 6/24/09 422715 STURDIVANT/EXECUTION 3,000.00 46.380 45.00 139,185.00
PUR 6/22/09 61945A10 MOSIAC CO
46286 6/25/09 422719 WILLIAMS CAPITAL GROUP 2,000.00 42.843 30.00 85,715.00
PUR 6/04/09 62937750 NRG ENERGY INC.
43555 6/09/09 422661 RAYMOND JAMES/EXECUTION 2,000.00 22.250 30.00 44,530.00
PUR 6/01/09 63530910 NATIONAL CINEMEDIA, INC.
43500 6/04/09 422643 ITG (CHANNEL) 2,000.00 13.386 20.00 26,791.00
PUR 6/18/09 64031N10 NELNET INC CL A
47374 6/23/09 422711 RAYMOND JAMES/EXECUTION 44,000.00 9.592 660.00 422,686.00
PUR 5/27/09 66680710 NORTHROP GRUMMA
47046 6/01/09 422631 STURDIVANT/EXECUTION 3,000.00 49.000 45.00 147,045.00
PUR 5/28/09 66680710 NORTHROP GRUMMA
47046 6/02/09 422635 STURDIVANT/EXECUTION 1,000.00 48.010 15.00 48,025.00
PUR 5/29/09 66680710 NORTHROP GRUMMA
47046 6/03/09 422639 WILLIAMS CAPITAL GROUP 1,000.00 48.010 15.00 48,025.00
PUR 6/01/09 66680710 NORTHROP GRUMMA
47046 6/04/09 422643 STURDIVANT/EXECUTION 1,000.00 48.766 15.00 48,781.00
PUR 6/02/09 66680710 NORTHROP GRUMMA
47046 6/05/09 422651 STURDIVANT/EXECUTION 1,000.00 48.150 15.00 48,165.00
PUR 6/02/09 66680710 NORTHROP GRUMMA
47046 6/05/09 422651 STURDIVANT/EXECUTION 1,000.00 48.550 15.00 48,565.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,000.00 48.350 96,730.00
30.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 14
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/27/09 66987M60 NOVATEL WIRELESS INC
47047 6/01/09 422631 MAGNA SECURITIES (OTC) 2,000.00 11.270 30.00 22,570.00
PUR 5/28/09 66987M60 NOVATEL WIRELESS INC
47047 6/02/09 422635 KEYBANC CAPITAL MKTS INC 5,000.00 10.988 75.00 55,016.00
PUR 5/29/09 66987M60 NOVATEL WIRELESS INC
47047 6/03/09 422639 MERRIMAN/OTC 5,000.00 11.440 75.00 57,275.50
PUR 6/09/09 66987M60 NOVATEL WIRELESS INC
47047 6/12/09 422675 ITG (CHANNEL) 6,000.00 10.268 60.00 61,669.20
PUR 6/10/09 66987M60 NOVATEL WIRELESS INC
47047 6/15/09 422679 ITG (CHANNEL) 10,000.00 10.122 100.00 101,315.00
PUR 6/12/09 66987M60 NOVATEL WIRELESS INC
47047 6/17/09 422693 ITG (CHANNEL) 10,000.00 9.735 100.00 97,446.00
PUR 6/15/09 66987M60 NOVATEL WIRELESS INC
47047 6/18/09 422699 ITG (CHANNEL) 2,000.00 9.678 20.00 19,376.60
PUR 6/01/09 68389X10 ORACLE CORP
46204 6/04/09 422643 ITG (CHANNEL) 1,000.00 19.795 10.00 19,805.00
PUR 6/10/09 69002720 OUTDOOR CHANNEL HOLDINGS IN
29494 6/15/09 422679 MERRIMAN/OTC 4,000.00 6.097 60.00 24,447.20
PUR 6/11/09 69002720 OUTDOOR CHANNEL HOLDINGS IN
29494 6/16/09 422685 MERRIMAN/OTC 4,000.00 6.312 60.00 25,307.20
PUR 6/12/09 69002720 OUTDOOR CHANNEL HOLDINGS IN
29494 6/17/09 422693 MERRIMAN/OTC 2,000.00 6.332 30.00 12,693.00
PUR 6/15/09 69002720 OUTDOOR CHANNEL HOLDINGS IN
29494 6/18/09 422699 MERRIMAN/OTC 2,000.00 6.222 30.00 12,474.00
PUR 6/16/09 69002720 OUTDOOR CHANNEL HOLDINGS IN
29494 6/19/09 422703 MERRIMAN/OTC 2,000.00 6.421 30.00 12,872.00
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 6/01/09 THROUGH 6/30/09
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 6/17/09 69002720 OUTDOOR CHANNEL HOLDINGS IN
29494 6/22/09 422707 MERRIMAN/OTC 2,000.00 5.913 30.00 11,855.40
PUR 6/19/09 69002720 OUTDOOR CHANNEL HOLDINGS IN
29494 6/24/09 422715 MERRIMAN/OTC 2,000.00 6.026 30.00 12,082.00
PUR 6/22/09 69002720 OUTDOOR CHANNEL HOLDINGS IN
29494 6/25/09 422719 MERRIMAN/OTC 2,000.00 5.604 30.00 11,237.00
PUR 6/23/09 69002720 OUTDOOR CHANNEL HOLDINGS IN
29494 6/26/09 422723 MERRIMAN/OTC 2,000.00 5.724 30.00 11,477.80
PUR 6/19/09 72925110 PLUM CREEK TIMBER CO INC
46288 6/24/09 422715 STURDIVANT/EXECUTION 2,000.00 30.130 30.00 60,290.00
PUR 6/22/09 72925110 PLUM CREEK TIMBER CO INC
46288 6/25/09 422719 MAGNA SECURITIES CORP 1,000.00 29.400 15.00 29,415.00
PUR 6/23/09 75190730 RAMTRON INTERNATIONAL CORP.
42765 6/26/09 422723 KEYBANC CAPITAL MKTS INC 2,000.00 1.137 30.00 2,304.00
PUR 6/24/09 75190730 RAMTRON INTERNATIONAL CORP.
42765 6/29/09 422727 ITG (CHANNEL) 2,000.00 1.102 20.00 2,224.80
PUR 6/04/09 75876610 REGAL ENTERTAINMENT GROUP
46594 6/09/09 422661 RAYMOND JAMES/EXECUTION 5,000.00 12.047 75.00 60,311.50
PUR 6/08/09 75876610 REGAL ENTERTAINMENT GROUP
46594 6/11/09 422670 WILLIAMS CAPITAL GROUP 4,000.00 11.247 60.00 45,048.00
PUR 5/28/09 76041610 REPUBLIC FIRST BANCORP INC.
43802 6/02/09 422635 KEYBANC CAPITAL MKTS INC 2,000.00 7.453 30.00 14,936.00
PUR 6/12/09 79084910 ST. JUDE MEDICAL INC.
33134 6/17/09 422693 STURDIVANT/EXECUTION 2,000.00 37.950 30.00 75,929.00
PUR 6/08/09 80660510 SCHERING-PLOUGH CORP.
39690 6/11/09 422670 STURDIVANT/EXECUTION 2,000.00 23.707 30.00 47,443.00
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 6/01/09 THROUGH 6/30/09
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 6/12/09 80660510 SCHERING-PLOUGH CORP.
39690 6/17/09 422693 STURDIVANT/EXECUTION 8,000.00 23.882 120.00 191,175.20
PUR 6/09/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 6/12/09 422675 STURDIVANT/EXECUTION 9,200.00 5.520 138.00 50,919.24
PUR 6/10/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 6/15/09 422679 STURDIVANT/EXECUTION 5,000.00 5.407 75.00 27,108.00
PUR 6/11/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 6/16/09 422685 STURDIVANT/EXECUTION 5,000.00 5.362 75.00 26,884.00
PUR 6/12/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 6/17/09 422693 STURDIVANT/EXECUTION 5,000.00 5.148 75.00 25,815.00
PUR 6/15/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 6/18/09 422699 WILLIAMS CAPITAL GROUP 4,000.00 5.260 60.00 21,100.00
PUR 6/19/09 82706L10 SILICON GRAPHICS INTERNATIO
47177 6/24/09 422715 STURDIVANT/EXECUTION 2,000.00 5.050 30.00 10,130.00
PUR 6/03/09 85811910 STEEL DYNAMICS INC
47150 6/08/09 422656 ITG (CHANNEL) 14,285.00 13.917 142.85 198,951.48
PUR 6/03/09 85811910 STEEL DYNAMICS INC
47150 6/08/09 422656 LABRANCHE/0TC 5,715.00 13.999 85.73 80,087.16
PUR 6/16/09 86816810 SUPERIOR INDUSTRIES INTL
47344 6/19/09 422703 STURDIVANT/EXECUTION 32,000.00 13.818 480.00 442,656.00
PUR 6/17/09 86816810 SUPERIOR INDUSTRIES INTL
47344 6/22/09 422707 ITG (CHANNEL) 1,516.00 13.703 15.16 20,788.91
PUR 6/17/09 86816810 SUPERIOR INDUSTRIES INTL
47344 6/22/09 422707 MORGAN STANLEY 6,684.00 13.749 91,900.99
PUR 6/17/09 86816810 SUPERIOR INDUSTRIES INTL
47344 6/22/09 422707 STURDIVANT/EXECUTION 1,800.00 13.677 27.00 24,645.06
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 6/01/09 THROUGH 6/30/09
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 6/18/09 86816810 SUPERIOR INDUSTRIES INTL
47344 6/23/09 422711 RAYMOND JAMES/EXECUTION 5,000.00 13.701 75.00 68,580.00
PUR 6/19/09 86816810 SUPERIOR INDUSTRIES INTL
47344 6/24/09 422715 STURDIVANT/EXECUTION 1,000.00 14.170 15.00 14,185.00
PUR 6/19/09 86837X10 SUPERIOR WELL SVCS
47400 6/24/09 422715 MAGNA SECURITIES (OTC) 15,000.00 7.589 225.00 114,052.50
PUR 6/22/09 86837X10 SUPERIOR WELL SVCS
47400 6/25/09 422719 MAGNA SECURITIES (OTC) 20,000.00 6.857 300.00 137,438.00
PUR 6/22/09 86837X10 SUPERIOR WELL SVCS
47400 6/25/09 422719 MAGNA SECURITIES (OTC) 5,000.00 7.152 75.00 35,833.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 25,000.00 6.916 173,271.00
375.00
PUR 6/23/09 86837X10 SUPERIOR WELL SVCS
47400 6/26/09 422723 MAGNA SECURITIES (OTC) 20,000.00 6.851 300.00 137,318.00
PUR 6/15/09 87157D10 SYNAPTICS INCORPORATED
39378 6/18/09 422699 ITG (CHANNEL) 2,000.00 37.107 20.00 74,234.00
PUR 6/11/09 88368Q10 THESTREET.COM INC
47288 6/16/09 422685 INSTINET (PORTAL) 11,173.00 2.000 78.21 22,421.98
PUR 6/11/09 88368Q10 THESTREET.COM INC
47288 6/16/09 422685 ITG (CHANNEL) 2,458.00 2.000 24.58 4,940.09
PUR 6/12/09 88368Q10 THESTREET.COM INC
47288 6/17/09 422693 INSTINET (PORTAL) 300.00 2.000 2.10 602.10
PUR 6/17/09 88368Q10 THESTREET.COM INC
47288 6/22/09 422707 ITG (CHANNEL) 100.00 2.000 1.00 201.00
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 6/01/09 THROUGH 6/30/09
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 6/10/09 88476810 THOMPSON CREEK METALS CO IN
47277 6/15/09 422679 STURDIVANT/EXECUTION 40,000.00 11.085 600.00 444,004.00
PUR 6/18/09 88476810 THOMPSON CREEK METALS CO IN
47277 6/23/09 422711 RAYMOND JAMES/EXECUTION 2,000.00 10.330 30.00 20,690.00
PUR 6/19/09 88476810 THOMPSON CREEK METALS CO IN
47277 6/24/09 422715 STURDIVANT/EXECUTION 8,000.00 10.850 120.00 86,920.00
PUR 6/01/09 88732J20 TIME WARNER CABLE INC
45484 6/04/09 422643 STURDIVANT/EXECUTION 2,000.00 30.959 30.00 61,947.00
PUR 6/02/09 88732J20 TIME WARNER CABLE INC
45484 6/05/09 422651 STURDIVANT/EXECUTION 2,000.00 31.020 30.00 62,070.00
PUR 6/02/09 88732J20 TIME WARNER CABLE INC
45484 6/05/09 422651 STURDIVANT/EXECUTION 5,000.00 30.630 75.00 153,225.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 7,000.00 30.741 215,295.00
105.00
PUR 6/01/09 88870610 TIVO INC.
36147 6/04/09 422643 ITG (CHANNEL) 4,000.00 6.955 40.00 27,860.00
PUR 6/02/09 88870610 TIVO INC.
36147 6/05/09 422651 MERRIMAN/OTC 2,000.00 7.009 30.00 14,048.00
PUR 6/12/09 90341W10 US AIRWAYS GROUP INC.
43732 6/17/09 422693 MAGNA SECURITIES CORP 30,000.00 2.723 450.00 82,125.00
PUR 5/28/09 91126810 UNITED ONLINE, INC.
44273 6/02/09 422635 KEYBANC CAPITAL MKTS INC 10,000.00 6.429 150.00 64,442.00
PUR 5/29/09 91126810 UNITED ONLINE, INC.
44273 6/03/09 422639 MERRIMAN/OTC 10,000.00 6.309 150.00 63,236.00
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 6/01/09 THROUGH 6/30/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 19
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/19/09 91136310 UTD RENTALS
47396 6/24/09 422715 GRISWOLD COMPANY 80,000.00 6.268 800.00 502,264.00
PUR 6/19/09 91136310 UTD RENTALS
47396 6/24/09 422715 PRINCETON SECURITIES GROUP 10,000.00 6.209 100.00 62,191.00
PUR 6/22/09 91136310 UTD RENTALS
47396 6/25/09 422719 MAGNA SECURITIES CORP 10,000.00 6.084 150.00 60,990.00
PUR 6/11/09 91324P10 UNITEDHEALTH GROUP INC
47285 6/16/09 422685 MORGAN STANLEY 15,000.00 23.615 354,225.00
PUR 6/12/09 91324P10 UNITEDHEALTH GROUP INC
47285 6/17/09 422693 STURDIVANT/EXECUTION 2,000.00 24.224 30.00 48,478.00
PUR 6/12/09 91324P10 UNITEDHEALTH GROUP INC
47285 6/17/09 422693 STURDIVANT/EXECUTION 7,000.00 23.639 105.00 165,578.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 9,000.00 23.769 214,056.00
135.00
PUR 6/01/09 92343V10 VERIZON COMMUNICATIONS INC
43853 6/04/09 422643 STURDIVANT/EXECUTION 2,000.00 29.310 30.00 58,650.00
PUR 6/02/09 92343V10 VERIZON COMMUNICATIONS INC
43853 6/05/09 422651 STURDIVANT/EXECUTION 2,000.00 29.260 30.00 58,550.00
PUR 6/08/09 92343V10 VERIZON COMMUNICATIONS INC
43853 6/11/09 422670 STURDIVANT/EXECUTION 2,000.00 29.030 30.00 58,090.00
PUR 6/11/09 92343V10 VERIZON COMMUNICATIONS INC
43853 6/16/09 422685 STURDIVANT/EXECUTION 2,000.00 29.500 30.00 59,030.00
PUR 5/28/09 92553P20 VIACOM INC. "B"
46745 6/02/09 422635 RAYMOND JAMES/EXECUTION 4,000.00 21.832 60.00 87,389.20
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 20
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/27/09 93114210 WAL-MART STORES, INC.
40141 6/01/09 422631 STURDIVANT/EXECUTION 2,000.00 50.250 30.00 100,530.00
PUR 6/02/09 93114210 WAL-MART STORES, INC.
40141 6/05/09 422651 STURDIVANT/EXECUTION 2,000.00 50.360 30.00 100,750.00
PUR 6/16/09 94974610 WELLS FARGO & COMPANY
46540 6/19/09 422703 STURDIVANT/EXECUTION 2,000.00 24.970 30.00 49,970.00
PUR 6/03/09 95058710 WENDY'S/ARBY'S GROUP INC -
47148 6/08/09 422656 MORGAN STANLEY 100,000.00 4.078 407,790.00
PUR 6/04/09 95058710 WENDY'S/ARBY'S GROUP INC -
47148 6/09/09 422661 RAYMOND JAMES/EXECUTION 20,000.00 4.078 300.00 81,860.00
PUR 6/05/09 95058710 WENDY'S/ARBY'S GROUP INC -
47148 6/10/09 422665 STURDIVANT/EXECUTION 10,000.00 4.100 150.00 41,150.00
PUR 6/11/09 95058710 WENDY'S/ARBY'S GROUP INC -
47148 6/16/09 422685 STURDIVANT/EXECUTION 10,000.00 3.923 150.00 39,375.00
PUR 6/22/09 96216610 WEYERHAEUSER CO
46167 6/25/09 422719 MAGNA SECURITIES CORP 2,000.00 28.510 30.00 57,050.00
PUR 6/23/09 96216610 WEYERHAEUSER CO
46167 6/26/09 422723 STURDIVANT/EXECUTION 1,000.00 27.870 15.00 27,885.00
PUR 6/01/09 98302410 WYETH
44469 6/04/09 422643 STURDIVANT/EXECUTION 2,000.00 44.650 30.00 89,330.00
PUR 6/05/09 98302410 WYETH
44469 6/10/09 422665 STURDIVANT/EXECUTION 4,000.00 44.548 60.00 178,250.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 2,283,031.00 20,808,333.44
24,553.63
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 2,283,031.00 20,808,333.44
24,553.63
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 6/01/09 THROUGH 6/30/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 21
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 6/12/09 00282410 ABBOTT LABORATORIES 1.18
43433 6/17/09 422694 STURDIVANT/EXECUTION 1,000.00 45.560 15.00 45,543.82 -5,202.67
SALE 6/17/09 00282410 ABBOTT LABORATORIES 1.19
43433 6/22/09 422708 WILLIAMS CAPITAL GROUP 1,000.00 45.981 15.00 45,964.81 -4,781.68
SALE 6/18/09 00282410 ABBOTT LABORATORIES 1.23
43433 6/23/09 422712 STURDIVANT/EXECUTION 1,000.00 47.700 15.00 47,683.77 -3,062.72
SALE 6/03/09 00817Y10 AETNA INC 6.21
44933 6/08/09 422657 STURDIVANT/EXECUTION 10,000.00 24.150 150.00 241,343.79 16,207.00
SALE 6/04/09 00817Y10 AETNA INC 6.55
44933 6/09/09 422662 RAYMOND JAMES/EXECUTION 10,000.00 25.466 150.00 254,506.45 29,369.66
SALE 5/28/09 01307810 ALBERTO-CULVER CO. .60
45094 6/02/09 422636 STURDIVANT/EXECUTION 1,000.00 23.110 15.00 23,094.40 375.90
SALE 6/10/09 01307810 ALBERTO-CULVER CO. 1.25
45094 6/15/09 422680 STURDIVANT/EXECUTION 2,000.00 24.210 30.00 48,388.75 2,951.75
SALE 6/17/09 01307810 ALBERTO-CULVER CO. 2.51
45094 6/22/09 422708 GRISWOLD COMPANY 4,000.00 24.331 40.00 97,279.49 6,405.49
SALE 6/17/09 01307810 ALBERTO-CULVER CO. 2.50
45094 6/22/09 422708 WILLIAMS CAPITAL GROUP 4,000.00 24.250 60.00 96,937.50 6,063.50
SALE 6/19/09 01307810 ALBERTO-CULVER CO. 1.29
45094 6/24/09 422716 STURDIVANT/EXECUTION 2,000.00 24.990 30.00 49,948.71 4,511.71
SALE 6/23/09 01307810 ALBERTO-CULVER CO. 9.02
45094 6/26/09 422724 STURDIVANT/EXECUTION 14,000.00 25.045 210.00 350,403.98 32,344.98
SALE 6/24/09 02209S10 ALTRIA GROUP INC. 4.20
42872 6/29/09 422728 MAGNA SECURITIES CORP 10,000.00 16.340 150.00 163,245.80 -17,077.69
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 6/01/09 THROUGH 6/30/09
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 6/17/09 03116210 AMGEN INC. 1.36
43434 6/22/09 422708 ITG (CHANNEL) 1,000.00 52.755 10.00 52,743.64 2,270.76
SALE 6/18/09 03116210 AMGEN INC. 1.37
43434 6/23/09 422712 MAGNA SECURITIES (OTC) 1,000.00 52.950 15.00 52,933.63 2,460.75
SALE 6/22/09 03116210 AMGEN INC. 2.65
43434 6/25/09 422720 MAGNA SECURITIES (OTC) 2,000.00 51.440 30.00 102,847.35 1,901.59
SALE 6/04/09 03783310 APPLE INC. 1.85
36208 6/09/09 422662 ITG (CHANNEL) 500.00 143.72 5.00 71,853.15 10,573.15
SALE 6/09/09 03783310 APPLE INC. .74
36208 6/12/09 422676 ITG (CHANNEL) 200.00 143.63 2.00 28,723.26 4,211.26
SALE 6/17/09 03783310 APPLE INC. 1.41
36208 6/22/09 422708 ITG (CHANNEL) 400.00 136.29 4.00 54,513.59 5,344.21
SALE 6/18/09 04335310 ARVINMERITOR INC 3.04
47343 6/23/09 422712 BMO CAPITAL MARKETS/EXECUTI 30,000.00 3.938 450.00 117,695.96 716.46
SALE 6/19/09 04335310 ARVINMERITOR INC 2.07
47343 6/24/09 422716 STURDIVANT/EXECUTION 20,000.00 4.020 300.00 80,097.93 2,111.60
SALE 6/22/09 04335310 ARVINMERITOR INC 2.00
47343 6/25/09 422720 RAYMOND JAMES/EXECUTION 20,000.00 3.880 300.00 77,304.00 -682.33
SALE 6/23/09 04335310 ARVINMERITOR INC 1.91
47343 6/26/09 422724 STURDIVANT/EXECUTION 20,000.00 3.703 300.00 73,766.09 -4,220.25
SALE 6/25/09 04335310 ARVINMERITOR INC 2.89
47343 6/30/09 422732 MAGNA SECURITIES CORP 30,000.00 3.743 450.00 111,846.11 -5,133.39
SALE 6/11/09 04622410 ASTEC INDUSTRIES INC. .81
38630 6/16/09 422686 ITG (CHANNEL) 1,000.00 31.281 10.00 31,269.69 -2,154.98
SALE 6/10/09 04743P10 ATHEROS COMMUNICATIONS IN 1.86
47178 6/15/09 422680 ITG (CHANNEL) 4,000.00 18.009 40.00 71,994.94 6,063.18
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 6/01/09 THROUGH 6/30/09
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 6/17/09 04743P10 ATHEROS COMMUNICATIONS IN .92
47178 6/22/09 422708 ITG (CHANNEL) 2,000.00 17.710 20.00 35,399.08 2,433.20
SALE 6/01/09 05714910 BAKER (MICHAEL) CORP 2.19
37926 6/04/09 422644 WILLIAMS CAPITAL GROUP 2,000.00 42.538 30.00 85,042.81 23,536.82
SALE 6/02/09 05714910 BAKER (MICHAEL) CORP 2.19
37926 6/05/09 422652 STURDIVANT/EXECUTION 2,000.00 42.482 30.00 84,931.41 23,425.42
SALE 6/03/09 05714910 BAKER (MICHAEL) CORP 1.12
37926 6/08/09 422657 STURDIVANT/EXECUTION 1,000.00 43.200 15.00 43,183.88 12,430.88
SALE 6/17/09 05714910 BAKER (MICHAEL) CORP 1.05
37926 6/22/09 422708 WILLIAMS CAPITAL GROUP 1,000.00 40.758 15.00 40,741.95 9,988.95
SALE 6/17/09 05722410 BAKER HUGHES INCORPORATED 19.66
43914 6/22/09 422708 GRISWOLD COMPANY 20,000.00 38.238 200.00 764,530.34 159,790.35
SALE 6/12/09 06050510 BANK OF AMERICA .71
46954 6/17/09 422694 STURDIVANT/EXECUTION 2,000.00 13.770 30.00 27,509.29 3,748.63
SALE 6/17/09 06212810 BANK OF FLORIDA CORP. .20
40773 6/22/09 422708 MERRIMAN/OTC 2,000.00 3.734 30.00 7,436.80 -1,928.37
SALE 6/24/09 06405810 BANK OF NEW YORK MELLON COR 1.48
44006 6/29/09 422728 MAGNA SECURITIES CORP 2,000.00 28.660 30.00 57,288.52 7,759.42
SALE 6/11/09 08578910 BERRY PETROLEUM CO .58
42924 6/16/09 422686 STURDIVANT/EXECUTION 1,000.00 22.420 15.00 22,404.42 4,849.17
SALE 6/12/09 09946950 BOOTS & COOTS INTERNATIONAL .37
42590 6/17/09 422694 STURDIVANT/EXECUTION 10,000.00 1.427 150.00 14,123.63 -7,993.24
SALE 6/02/09 09984910 BORLAND SOFTWARE CORP .30
45029 6/05/09 422652 ITG (CHANNEL) 10,000.00 1.143 100.00 11,326.70 8,203.87
SALE 6/10/09 09984910 BORLAND SOFTWARE CORP .29
45029 6/15/09 422680 ITG (CHANNEL) 10,000.00 1.127 100.00 11,169.71 8,046.88
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 6/01/09 THROUGH 6/30/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 24
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/17/09 09984910 BORLAND SOFTWARE CORP .30
45029 6/22/09 422708 LABRANCHE/0TC 10,000.00 1.140 150.00 11,249.70 8,126.87
SALE 6/18/09 09984910 BORLAND SOFTWARE CORP .88
45029 6/23/09 422712 ITG (CHANNEL) 30,000.00 1.135 300.00 33,758.12 24,389.62
SALE 6/19/09 09984910 BORLAND SOFTWARE CORP .90
45029 6/24/09 422716 ITG (CHANNEL) 30,000.00 1.160 300.00 34,499.10 25,130.60
SALE 6/19/09 09984910 BORLAND SOFTWARE CORP .90
45029 6/24/09 422716 MERRIMAN/OTC 30,000.00 1.160 450.00 34,349.10 24,980.60
SALE 6/22/09 09984910 BORLAND SOFTWARE CORP .90
45029 6/25/09 422720 MAGNA SECURITIES (OTC) 30,000.00 1.160 450.00 34,349.10 24,980.60
SALE 6/22/09 09984910 BORLAND SOFTWARE CORP 3.27
45029 6/25/09 422720 MORGAN STANLEY 110,000.00 1.154 126,914.73 92,563.55
SALE 6/12/09 12526910 CF INDUSTRIES HOLDINGS INC 2.09
46460 6/17/09 422694 STURDIVANT/EXECUTION 1,000.00 81.121 15.00 81,103.91 4,526.75
SALE 6/17/09 12665010 CVS CORP. 1.58
44177 6/22/09 422708 WILLIAMS CAPITAL GROUP 2,000.00 30.662 30.00 61,292.42 7,653.06
SALE 6/10/09 13442910 CAMPBELL SOUP CO. 1.50
43631 6/15/09 422680 STURDIVANT/EXECUTION 2,000.00 29.100 30.00 58,168.50 -6,872.47
SALE 6/17/09 13442910 CAMPBELL SOUP CO. 2.92
43631 6/22/09 422708 WILLIAMS CAPITAL GROUP 4,000.00 28.372 60.00 113,426.28 -16,655.66
SALE 5/28/09 15102010 CELGENE CORP 12.71
45437 6/02/09 422636 KEYBANC CAPITAL MKTS INC 12,000.00 41.204 180.00 494,250.49 31,757.70
SALE 6/18/09 18538Q10 CLEARWIRE CORP. CL A 1.17
43952 6/23/09 422712 MERRIMAN/OTC 10,000.00 4.527 150.00 45,122.83 740.27
SALE 6/02/09 20030N20 COMCAST "A SPL" 12.86
46489 6/05/09 422652 ITG (CHANNEL) 38,000.00 13.165 380.00 499,865.74 -82,375.66
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
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 6/01/09 20779710 CONNECTICUT WATER SERVICE, 1.12
44206 6/04/09 422644 ITG (CHANNEL) 2,000.00 21.745 20.00 43,468.88 406.83
SALE 6/02/09 20779710 CONNECTICUT WATER SERVICE, 2.86
44206 6/05/09 422652 ITG (CHANNEL) 5,000.00 22.257 50.00 111,230.14 3,575.01
SALE 6/17/09 23280610 CYPRESS SEMICONDUCTOR CORP .94
47083 6/22/09 422708 GRISWOLD COMPANY 4,000.00 9.135 40.00 36,500.66 1,429.93
SALE 5/28/09 23582520 DANA HOLDING CORP .71
46188 6/02/09 422636 INSTINET (DOMESTIC) 20,000.00 1.364 140.00 27,137.29 11,466.20
SALE 5/29/09 23582520 DANA HOLDING CORP .71
46188 6/03/09 422640 INSTINET (DOMESTIC) 20,000.00 1.371 140.00 27,285.29 11,614.20
SALE 6/01/09 23582520 DANA HOLDING CORP .68
46188 6/04/09 422644 INSTINET (PORTAL) 20,000.00 1.323 140.00 26,309.32 10,638.22
SALE 6/02/09 23582520 DANA HOLDING CORP 1.36
46188 6/05/09 422652 INSTINET (DOMESTIC) 40,000.00 1.316 280.00 52,350.64 21,008.45
SALE 5/27/09 24237010 DEAN FOODS 7.80
46443 6/01/09 422632 STURDIVANT/EXECUTION 16,000.00 18.955 240.00 303,030.60 5,002.68
SALE 6/11/09 25674610 DOLLAR TREE INC 1.14
42995 6/16/09 422686 ITG (CHANNEL) 1,000.00 44.302 10.00 44,290.76 5,359.00
SALE 6/17/09 25674610 DOLLAR TREE INC 1.09
42995 6/22/09 422708 ITG (CHANNEL) 1,000.00 42.343 10.00 42,331.91 3,400.15
SALE 6/17/09 26864810 EMC CORP/MASS 17.72
45469 6/22/09 422708 WILLIAMS CAPITAL GROUP 54,000.00 12.761 810.00 688,282.48 21,639.48
SALE 6/17/09 26882D10 EPIQ SYSTEMS 4.12
46953 6/22/09 422708 LABRANCHE/0TC 10,000.00 15.993 150.00 159,773.88 11,303.57
SALE 6/17/09 26882D10 EPIQ SYSTEMS 4.12
46953 6/22/09 422708 LABRANCHE/0TC 10,000.00 16.001 150.00 159,858.88 11,388.57
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 15.997 8.24 319,632.76 22,692.14
300.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
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 6/18/09 26882D10 EPIQ SYSTEMS 4.85
46953 6/23/09 422712 MAGNA SECURITIES (OTC) 12,000.00 15.709 180.00 188,321.95 10,157.57
SALE 6/10/09 27864210 EBAY INC. 4.54
45009 6/15/09 422680 ITG (CHANNEL) 10,000.00 17.634 100.00 176,239.46 72,150.46
SALE 6/12/09 27864210 EBAY INC. 4.56
45009 6/17/09 422694 ITG (CHANNEL) 10,000.00 17.711 100.00 177,000.44 72,911.44
SALE 6/12/09 29084610 EMCORE CORP. .35
37408 6/17/09 422694 ITG (CHANNEL) 10,000.00 1.329 100.00 13,191.65 -35,080.26
SALE 6/17/09 29084610 EMCORE CORP. .16
37408 6/22/09 422708 ITG (CHANNEL) 4,545.00 1.323 45.45 5,969.24 -15,970.34
SALE 6/17/09 29084610 EMCORE CORP. .20
37408 6/22/09 422708 LABRANCHE/0TC 5,455.00 1.362 81.83 7,346.04 -18,986.29
SALE 6/22/09 29084610 EMCORE CORP. .37
37408 6/25/09 422720 MAGNA SECURITIES (OTC) 10,000.00 1.408 150.00 13,929.63 -34,342.28
SALE 6/24/09 29084610 EMCORE CORP. .34
37408 6/29/09 422728 MAGNA SECURITIES (OTC) 10,000.00 1.296 150.00 12,813.66 -35,458.25
SALE 6/02/09 29380T10 ENTERTAINMENT PROPERTIES TR 3.36
37309 6/05/09 422652 STURDIVANT/EXECUTION 6,000.00 21.733 90.00 130,305.84 12,319.61
SALE 6/17/09 29380T10 ENTERTAINMENT PROPERTIES TR 5.52
43302 6/22/09 422708 WILLIAMS CAPITAL GROUP 10,000.00 21.446 150.00 214,299.48 21,405.54
SALE 6/18/09 29380T10 ENTERTAINMENT PROPERTIES TR 2.20
37309 6/23/09 422712 BMO CAPITAL MARKETS/EXECUTI 4,000.00 21.370 60.00 85,415.80 6,758.32
SALE 6/19/09 29380T10 ENTERTAINMENT PROPERTIES TR 3.35
43302 6/24/09 422716 STURDIVANT/EXECUTION 6,000.00 21.720 90.00 130,226.65 14,490.29
SALE 6/02/09 30205120 EXIDE TECHNOLOGIES .70
43708 6/05/09 422652 MERRIMAN/OTC 4,000.00 6.750 60.00 26,939.70 11,634.26
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 6/01/09 THROUGH 6/30/09
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 6/24/09 33643310 FIRST SOLAR INC. 4.33
39085 6/29/09 422728 LIQUIDNET 1,000.00 168.22 20.00 168,195.67 8,215.41
SALE 6/02/09 36159R10 GEO GROUP INC/THE 2.24
45218 6/05/09 422652 STURDIVANT/EXECUTION 5,000.00 17.377 75.00 86,807.76 16,377.86
SALE 6/01/09 36467W10 GAMESTOP CORP 1.34
46682 6/04/09 422644 WILLIAMS CAPITAL GROUP 2,000.00 25.881 30.00 51,729.66 2,327.51
SALE 6/02/09 36467W10 GAMESTOP CORP 2.60
46682 6/05/09 422652 STURDIVANT/EXECUTION 4,000.00 25.280 60.00 101,057.40 2,253.10
SALE 6/02/09 36938510 GENERAL COMMUNICATION INC. 1.88
43534 6/05/09 422652 ITG (CHANNEL) 10,000.00 7.278 100.00 72,676.12 13,731.14
SALE 6/02/09 36938510 GENERAL COMMUNICATION INC. 1.14
43534 6/05/09 422652 MERRIMAN/OTC 6,000.00 7.334 90.00 43,912.86 8,545.87
SALE 6/03/09 36938510 GENERAL COMMUNICATION INC. 1.50
43534 6/08/09 422657 MERRIMAN/OTC 8,000.00 7.280 120.00 58,116.10 10,960.11
SALE 6/04/09 36938510 GENERAL COMMUNICATION INC. 1.56
43534 6/09/09 422662 ITG (CHANNEL) 8,000.00 7.584 80.00 60,592.84 13,436.85
SALE 6/10/09 36938510 GENERAL COMMUNICATION INC. .74
43534 6/15/09 422680 MERRIMAN/OTC 4,000.00 7.150 60.00 28,539.26 4,961.27
SALE 6/11/09 36938510 GENERAL COMMUNICATION INC. .77
43534 6/16/09 422686 ITG (CHANNEL) 4,000.00 7.465 40.00 29,818.83 6,240.84
SALE 6/12/09 36938510 GENERAL COMMUNICATION INC. 1.10
43534 6/17/09 422694 ITG (CHANNEL) 6,000.00 7.113 60.00 42,614.50 7,247.51
SALE 6/17/09 36955010 GENERAL DYNAMICS CORP. 1.49
46066 6/22/09 422708 WILLIAMS CAPITAL GROUP 1,000.00 57.619 15.00 57,602.51 13,054.08
SALE 6/17/09 38141G10 GOLDMAN SACHS GROUP INC 3.63
46116 6/22/09 422708 WILLIAMS CAPITAL GROUP 1,000.00 140.92 15.00 140,906.37 16,653.99
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
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 6/02/09 38259P50 GOOGLE INC. 2.20
33645 6/05/09 422652 MERRIMAN/OTC 200.00 427.89 3.00 85,572.80 -985.64
SALE 6/05/09 38259P50 GOOGLE INC. 1.15
33645 6/10/09 422666 ITG (CHANNEL) 100.00 444.71 1.00 44,469.48 1,190.26
SALE 6/08/09 38259P50 GOOGLE INC. 2.26
33645 6/11/09 422671 ITG (CHANNEL) 200.00 439.17 2.00 87,830.74 1,272.30
SALE 6/10/09 38259P50 GOOGLE INC. 1.12
33645 6/15/09 422680 ITG (CHANNEL) 100.00 433.62 1.00 43,360.78 81.56
SALE 6/17/09 39762420 GREIF INC. CL B .51
37621 6/22/09 422708 WILLIAMS CAPITAL GROUP 500.00 39.618 7.50 19,800.99 -5,533.17
SALE 6/17/09 41387510 HARRIS CORP .76
45252 6/22/09 422708 MAGNA SECURITIES CORP 1,000.00 29.350 15.00 29,334.24 2,597.81
SALE 6/19/09 41387510 HARRIS CORP 10.44
45252 6/24/09 422716 STURDIVANT/EXECUTION 14,000.00 28.990 210.00 405,639.56 31,329.49
SALE 6/02/09 41457P10 HARRIS STRATEX NETWORKS-CL .02
47074 6/05/09 422652 MERRIMAN/OTC 126.00 5.340 1.89 670.93 -121.78
SALE 6/11/09 41987910 HAWAIIAN HOLDINGS, INC. 2.95
43756 6/16/09 422686 STURDIVANT/EXECUTION 20,000.00 5.725 300.00 114,203.05 20,876.87
SALE 6/12/09 41987910 HAWAIIAN HOLDINGS, INC. 2.85
43756 6/17/09 422694 WILLIAMS CAPITAL GROUP 20,000.00 5.526 300.00 110,207.15 16,880.97
SALE 6/12/09 42823610 HEWLETT-PACKARD 3.88
46748 6/17/09 422694 STURDIVANT/EXECUTION 4,000.00 37.680 60.00 150,656.12 9,703.12
SALE 6/17/09 42823610 HEWLETT-PACKARD 3.82
46748 6/22/09 422708 MAGNA SECURITIES CORP 4,000.00 37.110 60.00 148,376.18 7,423.18
SALE 6/18/09 42823610 HEWLETT-PACKARD 1.92
46748 6/23/09 422712 BMO CAPITAL MARKETS/EXECUTI 2,000.00 37.300 30.00 74,568.08 4,091.58
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 6/01/09 THROUGH 6/30/09
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 6/19/09 42823610 HEWLETT-PACKARD 17.70
46748 6/24/09 422716 GRISWOLD COMPANY 18,000.00 38.251 180.00 688,313.10 54,024.60
SALE 6/19/09 42823610 HEWLETT-PACKARD 9.74
46748 6/24/09 422716 STURDIVANT/EXECUTION 10,000.00 37.880 150.00 378,640.26 26,257.76
SALE 6/17/09 43146610 HILL INTERNATIONAL INC. 1.05
44598 6/22/09 422708 WILLIAMS CAPITAL GROUP 10,000.00 4.051 150.00 40,359.95 -4,472.28
SALE 6/17/09 43851610 HONEYWELL INTL 1.68
46467 6/22/09 422708 WILLIAMS CAPITAL GROUP 2,000.00 32.520 30.00 65,008.32 1,149.32
SALE 6/17/09 45814010 INTEL CORP 4.18
46919 6/22/09 422708 LABRANCHE/0TC 10,000.00 16.260 150.00 162,447.82 7,421.82
SALE 6/17/09 45814010 INTEL CORP 8.29
46919 6/22/09 422708 MERRIMAN/OTC 20,000.00 16.120 300.00 322,091.71 12,039.71
SALE 6/18/09 46059C20 INTERNET CAPITAL GROUP INC .60
47024 6/23/09 422712 MERRIMAN/OTC 3,850.00 6.008 57.75 23,073.61 3,723.23
SALE 5/28/09 46428773 ISHARES DJ US REAL ESTATE 1.68
45490 6/02/09 422636 STURDIVANT/EXECUTION 2,000.00 32.600 30.00 65,168.32 8,579.02
SALE 6/04/09 46428773 ISHARES DJ US REAL ESTATE 4.60
45490 6/09/09 422662 BMO CAPITAL MARKETS/EXECUTI 5,000.00 35.750 75.00 178,670.40 37,197.16
SALE 6/05/09 46428773 ISHARES DJ US REAL ESTATE 4.63
45490 6/10/09 422666 STURDIVANT/EXECUTION 5,000.00 36.000 75.00 179,920.37 38,447.13
SALE 6/08/09 46428773 ISHARES DJ US REAL ESTATE 1.80
45490 6/11/09 422671 ICAP CORPORATES LLC 2,000.00 34.936 20.00 69,850.60 13,261.30
SALE 6/10/09 46428773 ISHARES DJ US REAL ESTATE 11.79
45490 6/15/09 422680 STURDIVANT/EXECUTION 13,000.00 35.269 195.00 458,283.71 90,453.29
SALE 6/17/09 46428777 ISHARES DJ US FINANCIAL SER 12.66
45112 6/22/09 422708 MAGNA SECURITIES CORP 11,000.00 44.760 165.00 492,176.84 131,725.58
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 6/01/09 THROUGH 6/30/09
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 6/17/09 48517030 KANSAS CITY SOUTHERN 2.60
25663 6/22/09 422708 MAGNA SECURITIES CORP 6,000.00 16.805 90.00 100,737.40 -39,275.40
SALE 6/12/09 50207910 LMI AEROSPACE INC. .54
39623 6/17/09 422694 ITG (CHANNEL) 2,000.00 10.364 20.00 20,707.46 -1,067.28
SALE 6/16/09 50207910 LMI AEROSPACE INC. .53
39623 6/19/09 422704 ITG (CHANNEL) 2,000.00 10.214 20.00 20,406.67 -1,368.07
SALE 6/17/09 50207910 LMI AEROSPACE INC. .54
39623 6/22/09 422708 LABRANCHE/0TC 2,000.00 10.328 30.00 20,625.46 -1,149.28
SALE 6/18/09 50540R40 LABORATORY CORP OF AMERICA 1.72
21677 6/23/09 422712 STURDIVANT/EXECUTION 1,000.00 66.760 15.00 66,743.28 5,765.47
SALE 6/12/09 53245710 ELI LILLY & CO. 3.57
44053 6/17/09 422694 STURDIVANT/EXECUTION 4,000.00 34.690 60.00 138,696.43 1,311.71
SALE 6/17/09 53245710 ELI LILLY & CO. 1.72
44053 6/22/09 422708 BMO CAPITAL MARKETS/EXECUTI 2,000.00 33.410 30.00 66,788.28 -1,904.08
SALE 6/18/09 53245710 ELI LILLY & CO. 3.48
44053 6/23/09 422712 STURDIVANT/EXECUTION 4,000.00 33.794 60.00 135,111.72 -2,273.00
SALE 6/01/09 53418710 LINCOLN NATIONAL CORP 1.01
46065 6/04/09 422644 WILLIAMS CAPITAL GROUP 2,000.00 19.500 30.00 38,968.99 22,315.37
SALE 6/15/09 53418710 LINCOLN NATIONAL CORP 4.11
46065 6/18/09 422700 MERIDIAN EQUITY PARTNERS 10,000.00 15.969 100.00 159,588.89 76,320.81
SALE 6/15/09 53418710 LINCOLN NATIONAL CORP 4.16
46065 6/18/09 422700 WILLIAMS CAPITAL GROUP 10,000.00 16.169 150.00 161,534.84 78,266.76
SALE 6/16/09 53418710 LINCOLN NATIONAL CORP 3.93
46065 6/19/09 422704 RAYMOND JAMES/EXECUTION 10,000.00 15.277 150.00 152,612.07 69,343.99
SALE 6/24/09 53418710 LINCOLN NATIONAL CORP 4.26
46065 6/29/09 422728 MAGNA SECURITIES CORP 10,000.00 16.550 150.00 165,345.74 82,077.65
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
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 6/01/09 53591920 LIONS GATE ENTERTAINMENT CO .63
43432 6/04/09 422644 WILLIAMS CAPITAL GROUP 4,000.00 6.120 60.00 24,419.37 3,525.54
SALE 6/18/09 53983010 LOCKHEED MARTIN 4.21
47133 6/23/09 422712 BMO CAPITAL MARKETS/EXECUTI 2,000.00 81.870 30.00 163,705.79 -5,027.93
SALE 6/01/09 55312Q20 MMC ENERGY, INC. .08
37673 6/04/09 422644 INSTINET (PORTAL) 2,000.00 1.463 14.00 2,910.92 -6,791.31
SALE 6/04/09 55608B10 MACQUARIE INFRASTRUCTURE CO .90
41251 6/09/09 422662 RAYMOND JAMES/EXECUTION 10,000.00 3.473 150.00 34,580.10 -56,930.64
SALE 6/11/09 55608B10 MACQUARIE INFRASTRUCTURE CO 1.10
41251 6/16/09 422686 STURDIVANT/EXECUTION 10,000.00 4.244 150.00 42,292.90 -49,217.84
SALE 6/17/09 55608B10 MACQUARIE INFRASTRUCTURE CO .98
41251 6/22/09 422708 BMO CAPITAL MARKETS/EXECUTI 10,000.00 3.801 150.00 37,861.02 -53,649.72
SALE 6/02/09 57290110 MARTEK BIOSCIENCES CORP 2.21
46378 6/05/09 422652 ITG (CHANNEL) 4,000.00 21.437 40.00 85,704.59 13,608.83
SALE 6/11/09 57290110 MARTEK BIOSCIENCES CORP 1.13
46378 6/16/09 422686 ITG (CHANNEL) 2,000.00 21.972 20.00 43,923.47 7,503.70
SALE 6/12/09 57290110 MARTEK BIOSCIENCES CORP 1.15
46378 6/17/09 422694 ITG (CHANNEL) 2,000.00 22.297 20.00 44,572.45 8,152.68
SALE 6/16/09 57290110 MARTEK BIOSCIENCES CORP 3.36
46378 6/19/09 422704 ITG (CHANNEL) 6,000.00 21.775 60.00 130,587.84 21,328.53
SALE 6/17/09 57290110 MARTEK BIOSCIENCES CORP 5.63
46378 6/22/09 422708 KEYBANC CAPITAL MKTS INC 10,000.00 21.897 150.00 218,818.37 36,719.51
SALE 6/17/09 57290110 MARTEK BIOSCIENCES CORP 5.55
46378 6/22/09 422708 LABRANCHE/0TC 10,000.00 21.593 150.00 215,772.45 33,673.60
SALE 6/17/09 58013510 MCDONALD'S CORP. 2.98
42586 6/22/09 422708 BMO CAPITAL MARKETS/EXECUTI 2,000.00 57.965 30.00 115,896.02 4,270.34
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 6/01/09 THROUGH 6/30/09
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 6/24/09 58013510 MCDONALD'S CORP. 5.85
42586 6/29/09 422728 MAGNA SECURITIES CORP 4,000.00 56.860 60.00 227,374.15 4,122.80
SALE 6/17/09 59491810 MICROSOFT CORP. 2.41
12799 6/22/09 422708 ITG (CHANNEL) 4,000.00 23.385 40.00 93,497.59 2,768.43
SALE 6/12/09 60786L10 MODUSLINK GLOBAL SOLUTIONS .68
43940 6/17/09 422694 ITG (CHANNEL) 3,985.00 6.569 39.85 26,138.13 13,688.65
SALE 6/15/09 60786L10 MODUSLINK GLOBAL SOLUTIONS 2.62
43940 6/18/09 422700 ITG (CHANNEL) 16,015.00 6.355 160.15 101,610.95 51,578.73
SALE 6/16/09 60786L10 MODUSLINK GLOBAL SOLUTIONS 1.75
43940 6/19/09 422704 ITG (CHANNEL) 10,000.00 6.789 100.00 67,788.25 36,547.40
SALE 6/17/09 60786L10 MODUSLINK GLOBAL SOLUTIONS 1.67
43940 6/22/09 422708 LABRANCHE/0TC 10,000.00 6.495 150.00 64,801.33 33,560.48
SALE 6/11/09 61166W10 MONSANTO CO. 2.23
43453 6/16/09 422686 STURDIVANT/EXECUTION 1,000.00 86.700 15.00 86,682.77 7,445.87
SALE 6/16/09 61166W10 MONSANTO CO. 4.36
43453 6/19/09 422704 STURDIVANT/EXECUTION 2,000.00 84.780 30.00 169,525.64 11,051.85
SALE 6/17/09 61166W10 MONSANTO CO. 6.33
43453 6/22/09 422708 GRISWOLD COMPANY 3,000.00 82.089 30.00 246,229.77 8,519.08
SALE 6/11/09 62458M10 MOVE INC. .53
44439 6/16/09 422686 ITG (CHANNEL) 10,000.00 2.055 100.00 20,448.47 5,510.66
SALE 6/12/09 62458M10 MOVE INC. .53
44439 6/17/09 422694 ITG (CHANNEL) 10,000.00 2.056 100.00 20,455.47 5,517.67
SALE 6/15/09 62458M10 MOVE INC. .52
44439 6/18/09 422700 ITG (CHANNEL) 10,000.00 2.016 100.00 20,060.48 5,122.67
SALE 6/16/09 62458M10 MOVE INC. .54
44439 6/19/09 422704 ITG (CHANNEL) 10,000.00 2.079 100.00 20,686.46 5,748.66
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
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 6/17/09 62458M10 MOVE INC. .55
44439 6/22/09 422708 KEYBANC CAPITAL MKTS INC 10,000.00 2.121 150.00 21,054.45 6,116.64
SALE 6/09/09 62886E10 NCR CORP 1.27
46577 6/12/09 422676 STURDIVANT/EXECUTION 4,000.00 12.260 60.00 48,978.73 7,141.50
SALE 6/11/09 62886E10 NCR CORP 1.63
46577 6/16/09 422686 STURDIVANT/EXECUTION 5,000.00 12.620 75.00 63,023.37 10,726.83
SALE 6/12/09 62886E10 NCR CORP .97
46577 6/17/09 422694 STURDIVANT/EXECUTION 3,000.00 12.553 45.00 37,612.13 6,234.21
SALE 6/16/09 62886E10 NCR CORP 1.90
46577 6/19/09 422704 STURDIVANT/EXECUTION 6,000.00 12.260 90.00 73,465.10 10,709.25
SALE 6/17/09 62886E10 NCR CORP 1.83
46577 6/22/09 422708 BMO CAPITAL MARKETS/EXECUTI 6,000.00 11.858 90.00 71,054.97 8,299.12
SALE 5/28/09 62937750 NRG ENERGY INC. 3.88
43555 6/02/09 422636 STURDIVANT/EXECUTION 7,000.00 21.531 105.00 150,610.22 14,356.69
SALE 5/29/09 62937750 NRG ENERGY INC. 2.29
43555 6/03/09 422640 WILLIAMS CAPITAL GROUP 4,000.00 22.190 60.00 88,697.71 10,838.55
SALE 6/01/09 62937750 NRG ENERGY INC. 1.20
43555 6/04/09 422644 WILLIAMS CAPITAL GROUP 2,000.00 23.330 30.00 46,628.80 7,699.22
SALE 6/12/09 62937750 NRG ENERGY INC. 1.23
43555 6/17/09 422694 STURDIVANT/EXECUTION 2,000.00 23.910 30.00 47,788.77 8,711.81
SALE 6/17/09 62937750 NRG ENERGY INC. 1.16
43555 6/22/09 422708 BMO CAPITAL MARKETS/EXECUTI 2,000.00 22.500 30.00 44,967.84 5,890.88
SALE 6/18/09 62937750 NRG ENERGY INC. 1.19
43555 6/23/09 422712 BMO CAPITAL MARKETS/EXECUTI 2,000.00 23.000 30.00 45,968.81 6,891.85
SALE 6/18/09 62937750 NRG ENERGY INC. 1.22
43555 6/23/09 422712 STURDIVANT/EXECUTION 2,000.00 23.630 30.00 47,228.78 8,151.82
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
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 6/19/09 62937750 NRG ENERGY INC. 1.22
43555 6/24/09 422716 GRISWOLD COMPANY 2,000.00 23.719 20.00 47,415.78 8,338.82
SALE 6/19/09 62937750 NRG ENERGY INC. 1.24
43555 6/24/09 422716 STURDIVANT/EXECUTION 2,000.00 23.970 30.00 47,908.76 8,831.80
SALE 6/19/09 64031N10 NELNET INC CL A 12.98
47374 6/24/09 422716 BMO CAPITAL MARKETS/EXECUTI 44,000.00 11.475 660.00 504,227.02 81,541.02
SALE 6/17/09 65122910 NEWELL RUBBERMAID INC. 12.04
44091 6/22/09 422708 GRISWOLD COMPANY 44,000.00 10.644 440.00 467,892.76 3,763.56
SALE 6/17/09 65163910 NEWMONT MINING CORP. 5.36
42992 6/22/09 422708 BMO CAPITAL MARKETS/EXECUTI 5,000.00 41.658 75.00 208,207.64 11,023.76
SALE 6/11/09 65584410 NORFOLK SOUTHERN CORP. 1.05
44749 6/16/09 422686 STURDIVANT/EXECUTION 1,000.00 40.750 15.00 40,733.95 5,563.64
SALE 6/17/09 65584410 NORFOLK SOUTHERN CORP. 1.98
44749 6/22/09 422708 BMO CAPITAL MARKETS/EXECUTI 2,000.00 38.472 30.00 76,911.02 6,570.40
SALE 5/27/09 67000210 NOVAVAX INC .25
46315 6/01/09 422632 INSTINET (DOMESTIC) 5,000.00 1.890 35.00 9,414.75 -8,342.75
SALE 5/27/09 67000210 NOVAVAX INC .25
46315 6/01/09 422632 ITG (CHANNEL) 5,000.00 1.891 50.00 9,405.75 -8,351.75
SALE 6/22/09 67000610 NOVELL, INC. 1.16
45030 6/25/09 422720 MAGNA SECURITIES (OTC) 10,000.00 4.484 150.00 44,690.84 12,450.20
SALE 6/01/09 67018T10 NU SKIN ENTERPRISES INC. A .77
43276 6/04/09 422644 WILLIAMS CAPITAL GROUP 2,000.00 14.940 30.00 29,849.23 8,705.64
SALE 6/02/09 67018T10 NU SKIN ENTERPRISES INC. A .77
43276 6/05/09 422652 STURDIVANT/EXECUTION 2,000.00 14.937 30.00 29,842.23 8,698.64
SALE 6/11/09 67018T10 NU SKIN ENTERPRISES INC. A 3.71
43276 6/16/09 422686 STURDIVANT/EXECUTION 10,000.00 14.405 150.00 143,891.29 38,173.32
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 6/01/09 THROUGH 6/30/09
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 6/16/09 67018T10 NU SKIN ENTERPRISES INC. A 7.12
43276 6/19/09 422704 RAYMOND JAMES/EXECUTION 20,000.00 13.841 300.00 276,502.88 65,066.94
SALE 6/01/09 67555N10 OCLARO INC .33
46392 6/04/09 422644 ITG (CHANNEL) 20,000.00 .623 200.00 12,261.67 2,774.61
SALE 6/03/09 67555N10 OCLARO INC 1.18
46392 6/08/09 422657 MORGAN STANLEY 60,000.00 .762 45,736.82 17,275.64
SALE 6/04/09 67555N10 OCLARO INC .78
46392 6/09/09 422662 MORGAN STANLEY 40,000.00 .754 30,171.22 11,197.10
SALE 6/10/09 67555N10 OCLARO INC .87
46392 6/15/09 422680 ITG (CHANNEL) 40,000.00 .843 400.00 33,319.13 14,345.01
SALE 6/11/09 67555N10 OCLARO INC .84
46392 6/16/09 422686 ITG (CHANNEL) 40,000.00 .813 400.00 32,127.16 13,153.04
SALE 6/12/09 67555N10 OCLARO INC .42
46392 6/17/09 422694 ITG (CHANNEL) 20,000.00 .802 200.00 15,831.58 6,344.52
SALE 6/16/09 67555N10 OCLARO INC .39
46392 6/19/09 422704 ITG (CHANNEL) 20,269.00 .747 202.69 14,945.97 5,331.31
SALE 6/17/09 67555N10 OCLARO INC .38
46392 6/22/09 422708 INSTINET (PORTAL) 20,000.00 .730 100.00 14,499.62 5,012.56
SALE 6/17/09 67555N10 OCLARO INC .38
46392 6/22/09 422708 ITG (CHANNEL) 19,731.00 .738 197.31 14,365.76 5,006.30
SALE 6/17/09 68389X10 ORACLE CORP 2.59
46204 6/22/09 422708 LABRANCHE/0TC 5,000.00 20.130 75.00 100,572.91 8,121.80
SALE 6/22/09 68389X10 ORACLE CORP 5.27
46204 6/25/09 422720 MAGNA SECURITIES (OTC) 10,000.00 20.500 150.00 204,844.73 19,942.52
SALE 6/23/09 68389X10 ORACLE CORP 5.18
46204 6/26/09 422724 MAGNA SECURITIES (OTC) 10,000.00 20.143 150.00 201,269.82 16,367.61
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 6/01/09 THROUGH 6/30/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 36
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/02/09 71344810 PEPSICO, INC. 1.43
43554 6/05/09 422652 STURDIVANT/EXECUTION 1,000.00 55.600 15.00 55,583.57 3,669.13
SALE 6/17/09 71817210 PHILIP MORRIS INTERNATIONAL 2.17
40646 6/22/09 422708 BMO CAPITAL MARKETS/EXECUTI 2,000.00 42.110 30.00 84,186.83 1,614.14
SALE 6/18/09 71817210 PHILIP MORRIS INTERNATIONAL 2.22
40646 6/23/09 422712 STURDIVANT/EXECUTION 2,000.00 43.000 30.00 85,967.78 3,395.09
SALE 6/24/09 71817210 PHILIP MORRIS INTERNATIONAL 1.07
40646 6/29/09 422728 MAGNA SECURITIES CORP 1,000.00 41.560 15.00 41,543.93 257.58
SALE 5/28/09 74346Y10 PROS HOLDINGS INC. .37
38456 6/02/09 422636 STURDIVANT/EXECUTION 2,000.00 7.140 30.00 14,249.63 -4,585.38
SALE 5/29/09 74346Y10 PROS HOLDINGS INC. .37
38456 6/03/09 422640 WILLIAMS CAPITAL GROUP 2,000.00 7.089 30.00 14,146.63 -4,688.38
SALE 6/01/09 74346Y10 PROS HOLDINGS INC. .41
38456 6/04/09 422644 WILLIAMS CAPITAL GROUP 2,000.00 7.890 30.00 15,749.59 -3,085.42
SALE 6/17/09 74346Y10 PROS HOLDINGS INC. .84
38456 6/22/09 422708 BMO CAPITAL MARKETS/EXECUTI 4,000.00 8.100 60.00 32,338.36 -5,331.67
SALE 6/18/09 74346Y10 PROS HOLDINGS INC. .43
38456 6/23/09 422712 STURDIVANT/EXECUTION 2,000.00 8.236 30.00 16,440.57 -2,394.44
SALE 6/01/09 74731Q10 PZENA INVESTMENT MGMT INC .35
46575 6/04/09 422644 WILLIAMS CAPITAL GROUP 2,000.00 6.697 30.00 13,363.65 1,408.92
SALE 6/17/09 74731Q10 PZENA INVESTMENT MGMT INC .38
46575 6/22/09 422708 BMO CAPITAL MARKETS/EXECUTI 2,000.00 7.224 30.00 14,417.62 2,462.89
SALE 6/18/09 74731Q10 PZENA INVESTMENT MGMT INC .40
46575 6/23/09 422712 BMO CAPITAL MARKETS/EXECUTI 2,000.00 7.682 30.00 15,332.60 3,377.87
SALE 6/22/09 74731Q10 PZENA INVESTMENT MGMT INC .40
46575 6/25/09 422720 WILLIAMS CAPITAL GROUP 2,000.00 7.593 30.00 15,155.60 3,200.87
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 6/01/09 THROUGH 6/30/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 37
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 6/23/09 74731Q10 PZENA INVESTMENT MGMT INC .34
46575 6/26/09 422724 STURDIVANT/EXECUTION 2,000.00 6.550 30.00 13,069.66 1,114.93
SALE 6/17/09 75876610 REGAL ENTERTAINMENT GROUP 3.23
46594 6/22/09 422708 BMO CAPITAL MARKETS/EXECUTI 10,000.00 12.544 150.00 125,283.77 -2,762.97
SALE 6/18/09 75876610 REGAL ENTERTAINMENT GROUP .66
46594 6/23/09 422712 BMO CAPITAL MARKETS/EXECUTI 2,000.00 12.700 30.00 25,369.34 -240.01
SALE 6/19/09 75876610 REGAL ENTERTAINMENT GROUP 3.40
46594 6/24/09 422716 BMO CAPITAL MARKETS/EXECUTI 10,000.00 13.199 150.00 131,839.60 3,792.87
SALE 6/19/09 75876610 REGAL ENTERTAINMENT GROUP 2.67
46594 6/24/09 422716 GRISWOLD COMPANY 8,000.00 12.959 80.00 103,588.53 1,151.14
SALE 6/19/09 75876610 REGAL ENTERTAINMENT GROUP .67
46594 6/24/09 422716 GRISWOLD COMPANY 2,000.00 12.980 20.00 25,939.33 329.98
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,000.00 12.963 3.34 129,527.86 1,481.12
100.00
SALE 6/24/09 75876610 REGAL ENTERTAINMENT GROUP 3.22
46594 6/29/09 422728 PRINCETON SECURITIES GROUP 10,000.00 12.528 100.00 125,173.78 -2,872.96
SALE 6/17/09 79084910 ST. JUDE MEDICAL INC. 2.00
33134 6/22/09 422708 RAYMOND JAMES/EXECUTION 2,000.00 38.769 30.00 77,505.00 3,158.09
SALE 6/19/09 79084910 ST. JUDE MEDICAL INC. 3.16
33134 6/24/09 422716 STURDIVANT/EXECUTION 3,000.00 40.900 45.00 122,651.84 11,131.47
SALE 6/16/09 80311110 SARA LEE CORP. 4.54
43330 6/19/09 422704 RAYMOND JAMES/EXECUTION 20,000.00 8.814 300.00 175,975.46 -20,392.32
SALE 6/17/09 80311110 SARA LEE CORP. 2.30
43330 6/22/09 422708 RAYMOND JAMES/EXECUTION 10,000.00 8.939 150.00 89,238.70 -8,945.19
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 6/01/09 THROUGH 6/30/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 38
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 6/18/09 80311110 SARA LEE CORP. 4.61
43330 6/23/09 422712 BMO CAPITAL MARKETS/EXECUTI 20,000.00 8.966 300.00 179,017.39 -17,350.38
SALE 6/01/09 82922610 SINCLAIR BROADCAST GROUP-A .49
44468 6/04/09 422644 ITG (CHANNEL) 10,000.00 1.889 100.00 18,791.51 -1,074.54
SALE 6/02/09 82922610 SINCLAIR BROADCAST GROUP-A .48
44468 6/05/09 422652 ITG (CHANNEL) 10,000.00 1.833 100.00 18,232.52 -1,633.53
SALE 6/09/09 82922610 SINCLAIR BROADCAST GROUP-A .52
44468 6/12/09 422676 ITG (CHANNEL) 10,000.00 2.000 100.00 19,897.48 31.44
SALE 6/10/09 82922610 SINCLAIR BROADCAST GROUP-A .54
44468 6/15/09 422680 ITG (CHANNEL) 10,000.00 2.067 100.00 20,571.46 705.41
SALE 6/02/09 83269640 JM SMUCKER CO/THE 2.19
44932 6/05/09 422652 STURDIVANT/EXECUTION 2,000.00 42.456 30.00 84,879.81 10,998.77
SALE 6/10/09 83269640 JM SMUCKER CO/THE 1.13
44932 6/15/09 422680 STURDIVANT/EXECUTION 1,000.00 43.840 15.00 43,823.87 6,883.35
SALE 6/17/09 83269640 JM SMUCKER CO/THE 2.24
44932 6/22/09 422708 BMO CAPITAL MARKETS/EXECUTI 2,000.00 43.498 30.00 86,963.76 13,082.72
SALE 6/01/09 83546010 SONIC SOLUTIONS .46
42767 6/04/09 422644 ITG (CHANNEL) 10,000.00 1.785 100.00 17,745.54 -8,535.00
SALE 6/09/09 83546010 SONIC SOLUTIONS .66
42767 6/12/09 422676 ITG (CHANNEL) 10,000.00 2.550 100.00 25,396.34 -884.20
SALE 6/10/09 83546010 SONIC SOLUTIONS 1.55
42767 6/15/09 422680 ITG (CHANNEL) 20,000.00 2.998 200.00 59,752.45 7,191.37
SALE 6/11/09 83546010 SONIC SOLUTIONS 1.83
42767 6/16/09 422686 ITG (CHANNEL) 20,000.00 3.546 200.00 70,708.17 18,147.09
SALE 6/12/09 83546010 SONIC SOLUTIONS .34
42767 6/17/09 422694 ITG (CHANNEL) 3,671.00 3.566 36.71 13,054.47 3,406.88
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 6/01/09 THROUGH 6/30/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 39
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 6/15/09 83546010 SONIC SOLUTIONS .89
42767 6/18/09 422700 ITG (CHANNEL) 10,000.00 3.441 100.00 34,305.11 8,024.57
SALE 6/15/09 83546010 SONIC SOLUTIONS .56
42767 6/18/09 422700 ITG (CHANNEL) 6,329.00 3.385 63.29 21,359.82 4,726.86
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 16,329.00 3.419 1.45 55,664.93 12,751.43
163.29
SALE 6/16/09 83546010 SONIC SOLUTIONS .88
42767 6/19/09 422704 ITG (CHANNEL) 10,000.00 3.406 100.00 33,961.12 7,680.58
SALE 6/17/09 83546010 SONIC SOLUTIONS .80
42767 6/22/09 422708 LABRANCHE/0TC 10,000.00 3.104 150.00 30,889.20 4,608.66
SALE 5/28/09 85811910 STEEL DYNAMICS INC 3.77
46137 6/02/09 422636 KEYBANC CAPITAL MKTS INC 10,000.00 14.640 150.00 146,246.23 36,591.43
SALE 5/29/09 85811910 STEEL DYNAMICS INC 3.89
46137 6/03/09 422640 MERRIMAN/OTC 10,000.00 15.103 150.00 150,876.11 41,221.31
SALE 6/01/09 85811910 STEEL DYNAMICS INC 4.08
46137 6/04/09 422644 ITG (CHANNEL) 10,000.00 15.839 100.00 158,280.92 48,626.12
SALE 6/02/09 85811910 STEEL DYNAMICS INC 4.05
46137 6/05/09 422652 ITG (CHANNEL) 10,000.00 15.757 100.00 157,467.95 47,813.15
SALE 6/16/09 86681020 SUN MICROSYSTEMS, INC. 2.39
45199 6/19/09 422704 ITG (CHANNEL) 10,000.00 9.270 100.00 92,594.61 9,522.21
SALE 6/17/09 86681020 SUN MICROSYSTEMS, INC. 4.77
45199 6/22/09 422708 MERRIMAN/OTC 20,000.00 9.280 300.00 185,295.23 19,150.43
SALE 6/01/09 87157D10 SYNAPTICS INCORPORATED 1.87
39378 6/04/09 422644 ITG (CHANNEL) 2,000.00 36.353 20.00 72,683.53 27,161.53
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 6/01/09 THROUGH 6/30/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 40
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 6/10/09 87157D10 SYNAPTICS INCORPORATED 1.04
39378 6/15/09 422680 ITG (CHANNEL) 1,000.00 40.180 10.00 40,168.96 17,407.96
SALE 6/11/09 87157D10 SYNAPTICS INCORPORATED 1.05
39378 6/16/09 422686 ITG (CHANNEL) 1,000.00 40.580 10.00 40,568.95 17,807.95
SALE 6/17/09 87157D10 SYNAPTICS INCORPORATED 1.97
39378 6/22/09 422708 ITG (CHANNEL) 2,000.00 38.258 20.00 76,494.03 28,763.42
SALE 6/02/09 87655330 TASTY BAKING CO. .16
38737 6/05/09 422652 MERRIMAN/OTC 1,000.00 6.010 15.00 5,994.84 -1,252.14
SALE 6/10/09 87655330 TASTY BAKING CO. .18
38737 6/15/09 422680 MERRIMAN/OTC 1,000.00 6.730 15.00 6,715.22 -531.76
SALE 6/12/09 87655330 TASTY BAKING CO. .16
38737 6/17/09 422694 ITG (CHANNEL) 885.00 6.885 8.85 6,084.30 -329.28
SALE 6/15/09 87655330 TASTY BAKING CO. .03
38737 6/18/09 422700 ITG (CHANNEL) 115.00 6.970 1.15 800.42 -32.98
SALE 6/17/09 87655330 TASTY BAKING CO. .18
38737 6/22/09 422708 LABRANCHE/0TC 1,000.00 6.803 15.00 6,787.82 -459.16
SALE 6/18/09 87655330 TASTY BAKING CO. .18
38737 6/23/09 422712 MAGNA SECURITIES (OTC) 1,000.00 6.850 15.00 6,834.82 -412.16
SALE 6/18/09 88368Q10 THESTREET.COM INC .78
47288 6/23/09 422712 MERRIMAN/OTC 14,031.00 2.136 210.47 29,756.16 1,590.99
SALE 5/28/09 88731730 TIME WARNER INC 2.36
45489 6/02/09 422636 RAYMOND JAMES/EXECUTION 4,000.00 22.873 60.00 91,428.04 -11,687.30
SALE 6/17/09 88731730 TIME WARNER INC 2.63
45489 6/22/09 422708 RAYMOND JAMES/EXECUTION 4,000.00 25.510 60.00 101,977.37 -1,137.97
SALE 6/18/09 88731730 TIME WARNER INC 3.92
45489 6/23/09 422712 BMO CAPITAL MARKETS/EXECUTI 6,000.00 25.400 90.00 152,306.08 -2,366.93
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 41
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 6/19/09 88731730 TIME WARNER INC 1.32
45489 6/24/09 422716 STURDIVANT/EXECUTION 2,000.00 25.510 30.00 50,988.68 -568.99
SALE 6/04/09 88732J20 TIME WARNER CABLE INC 9.92
45484 6/09/09 422662 BMO CAPITAL MARKETS/EXECUTI 12,000.00 32.137 180.00 385,456.48 1,661.29
SALE 6/05/09 88732J20 TIME WARNER CABLE INC 3.35
45484 6/10/09 422666 STURDIVANT/EXECUTION 4,000.00 32.550 60.00 130,136.65 2,204.92
SALE 6/11/09 90323610 URS CORP. 1.34
42955 6/16/09 422686 STURDIVANT/EXECUTION 1,000.00 52.070 15.00 52,053.66 17,061.23
SALE 6/12/09 90323610 URS CORP. 1.29
42955 6/17/09 422694 STURDIVANT/EXECUTION 1,000.00 50.043 15.00 50,026.71 15,034.28
SALE 6/17/09 90341W10 US AIRWAYS GROUP INC. 1.40
43732 6/22/09 422708 MAGNA SECURITIES CORP 20,000.00 2.720 300.00 54,098.60 -29,080.89
SALE 6/23/09 90341W10 US AIRWAYS GROUP INC. 9.57
43732 6/26/09 422724 MORGAN STANLEY 160,000.00 2.326 372,150.43 -293,285.51
SALE 6/02/09 91126810 UNITED ONLINE, INC. 1.82
44273 6/05/09 422652 MERRIMAN/OTC 10,000.00 7.079 150.00 70,642.18 15,892.20
SALE 6/17/09 91126810 UNITED ONLINE, INC. 1.69
44273 6/22/09 422708 LABRANCHE/0TC 10,000.00 6.546 150.00 65,307.31 10,557.33
SALE 6/18/09 91126810 UNITED ONLINE, INC. 1.65
44273 6/23/09 422712 MAGNA SECURITIES (OTC) 10,000.00 6.391 150.00 63,753.35 9,003.37
SALE 6/17/09 91324P10 UNITEDHEALTH GROUP INC 6.25
47285 6/22/09 422708 RAYMOND JAMES/EXECUTION 10,000.00 24.310 150.00 242,943.75 6,160.00
SALE 6/18/09 91324P10 UNITEDHEALTH GROUP INC 8.63
47285 6/23/09 422712 BMO CAPITAL MARKETS/EXECUTI 14,000.00 23.970 210.00 335,361.37 3,864.12
SALE 6/17/09 92343V10 VERIZON COMMUNICATIONS INC 3.07
43853 6/22/09 422708 GRISWOLD COMPANY 4,000.00 29.861 40.00 119,400.53 -1,392.13
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 6/01/09 THROUGH 6/30/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 42
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 6/22/09 92343V10 VERIZON COMMUNICATIONS INC 9.27
43853 6/25/09 422720 MORGAN STANLEY 12,000.00 30.052 360,618.33 -1,759.65
SALE 6/17/09 92553P20 VIACOM INC. "B" 1.73
46745 6/22/09 422708 RAYMOND JAMES/EXECUTION 3,000.00 22.397 45.00 67,143.37 5,152.10
SALE 6/22/09 92553P20 VIACOM INC. "B" 11.94
46745 6/25/09 422720 MORGAN STANLEY 21,000.00 22.121 464,526.96 30,588.03
SALE 6/17/09 93114210 WAL-MART STORES, INC. 2.51
40141 6/22/09 422708 RAYMOND JAMES/EXECUTION 2,000.00 48.680 30.00 97,327.49 -3,892.00
SALE 6/03/09 93142210 WALGREEN CO. 9.67
44214 6/08/09 422657 STURDIVANT/EXECUTION 12,000.00 31.350 180.00 376,010.33 78,330.05
SALE 6/04/09 93142210 WALGREEN CO. 14.32
44214 6/09/09 422662 MORGAN STANLEY 18,000.00 30.952 557,118.08 110,597.66
SALE 6/04/09 97314910 WIND RIVER SYSTEMS INC 2.98
42697 6/09/09 422662 INSTINET (PORTAL) 10,000.00 11.566 70.00 115,583.02 27,241.84
SALE 6/16/09 97314910 WIND RIVER SYSTEMS INC 2.95
42697 6/19/09 422704 ITG (CHANNEL) 10,000.00 11.463 100.00 114,526.05 26,184.87
SALE 6/17/09 97314910 WIND RIVER SYSTEMS INC 5.89
42697 6/22/09 422708 KEYBANC CAPITAL MKTS INC 20,000.00 11.440 300.00 228,494.11 51,811.75
SALE 6/18/09 97314910 WIND RIVER SYSTEMS INC 2.95
42697 6/23/09 422712 MAGNA SECURITIES (OTC) 10,000.00 11.453 150.00 114,372.05 26,030.87
SALE 6/19/09 97314910 WIND RIVER SYSTEMS INC 5.89
42697 6/24/09 422716 MERRIMAN/OTC 20,000.00 11.450 300.00 228,694.11 52,011.75
SALE 6/22/09 97314910 WIND RIVER SYSTEMS INC 2.95
42697 6/25/09 422720 MAGNA SECURITIES (OTC) 10,000.00 11.440 150.00 114,247.05 25,905.87
SALE 6/23/09 97314910 WIND RIVER SYSTEMS INC 2.94
42697 6/26/09 422724 KEYBANC CAPITAL MKTS INC 10,000.00 11.437 150.00 114,220.06 25,878.88
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 6/01/09 THROUGH 6/30/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 43
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 6/23/09 97314910 WIND RIVER SYSTEMS INC 2.95
42697 6/26/09 422724 MAGNA SECURITIES (OTC) 10,000.00 11.440 150.00 114,247.05 25,905.87
SALE 6/02/09 98156Q10 WORLD WRESTLING ENTERTAINME 1.35
38164 6/05/09 422652 STURDIVANT/EXECUTION 4,000.00 13.106 60.00 52,363.85 -7,857.74
SALE 6/03/09 98156Q10 WORLD WRESTLING ENTERTAINME 1.33
38164 6/08/09 422657 STURDIVANT/EXECUTION 4,000.00 12.900 60.00 51,538.67 -8,682.92
SALE 6/04/09 98156Q10 WORLD WRESTLING ENTERTAINME 1.36
38164 6/09/09 422662 RAYMOND JAMES/EXECUTION 4,000.00 13.205 60.00 52,756.64 -7,464.95
SALE 6/10/09 98156Q10 WORLD WRESTLING ENTERTAINME .72
38164 6/15/09 422680 STURDIVANT/EXECUTION 2,000.00 14.000 30.00 27,969.28 -2,141.51
SALE 6/16/09 98156Q10 WORLD WRESTLING ENTERTAINME .67
38164 6/19/09 422704 STURDIVANT/EXECUTION 2,000.00 13.030 30.00 26,029.33 -4,081.46
SALE 6/17/09 98156Q10 WORLD WRESTLING ENTERTAINME 1.67
38164 6/22/09 422708 RAYMOND JAMES/EXECUTION 5,000.00 12.926 75.00 64,552.33 -10,724.65
SALE 6/17/09 98433210 YAHOO! INC. 4.05
43705 6/22/09 422708 LABRANCHE/0TC 10,000.00 15.732 150.00 157,160.95 29,968.32
SALE 6/02/09 98975F10 ZORAN CORP .58
45385 6/05/09 422652 ITG (CHANNEL) 2,000.00 11.162 20.00 22,304.22 4,211.82
SALE 6/10/09 98975F10 ZORAN CORP 6.50
45385 6/15/09 422680 ITG (CHANNEL) 22,000.00 11.492 220.00 252,606.30 53,589.90
SALE 6/11/09 98975F10 ZORAN CORP 2.98
45385 6/16/09 422686 ITG (CHANNEL) 10,000.00 11.573 100.00 115,631.02 25,169.02
SALE 6/12/09 98975F10 ZORAN CORP 2.85
45385 6/17/09 422694 ITG (CHANNEL) 10,000.00 11.066 100.00 110,558.15 20,096.15
SALE 6/12/09 98975F10 ZORAN CORP 5.75
45385 6/17/09 422694 LIQUIDNET 20,000.00 11.175 400.00 223,094.25 42,170.25
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 6/01/09 THROUGH 6/30/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 44
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/17/09 H8912810 TYCO INTERNATIONAL LTD 1.39
46440 6/22/09 422708 RAYMOND JAMES/EXECUTION 2,000.00 26.860 30.00 53,687.61 4,718.76
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 2,756,207.00 787.23 30,541,139.72 2,927,326.86
29,956.89
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 2,756,207.00 787.23 30,541,139.72 2,927,326.86
29,956.89
END OF REPORT FOR: N.J. BEST - POOLED EQUITY FD
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
CASH MANAGEMENT FD (5050) PAGE: 45
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 6/04/09 00279HAR ABBEY NATIONAL YANKEE CERT .2000 .200
47171 6/04/09 287577 ABBEY NATIONAL 6/26/09 80,000,000.00 100.00 80,000,000.00
PUR 6/09/09 00279HAV ABBEY NATIONAL YANKEE CERT .2600 .260
47222 6/09/09 287595 ABBEY NATIONAL 7/08/09 50,000,000.00 100.00 50,000,000.00
PUR 6/10/09 00279HAZ ABBEY NATIONAL YANKEE CERT .2400 .240
47255 6/10/09 287601 ABBEY NATIONAL 7/13/09 30,000,000.00 100.00 30,000,000.00
PUR 6/11/09 00279HBB ABBEY NATIONAL YANKEE CERT .2400 .240
47274 6/11/09 287608 ABBEY NATIONAL 7/10/09 20,000,000.00 100.00 20,000,000.00
PUR 6/02/09 02585R5X AMERICAN EXPRESS CREDIT COR .2100 .210
47131 6/02/09 287565 AMERICAN EXPRESS CREDIT COR 6/09/09 5,120,000.00 100.00 5,120,000.00
PUR 6/03/09 02585R6A AMERICAN EXPRESS CREDIT COR .2100 .210
47145 6/03/09 287577 AMERICAN EXPRESS CREDIT COR 6/11/09 15,000,000.00 100.00 15,000,000.00
PUR 6/03/09 02585R6B AMERICAN EXPRESS CREDIT COR .2100 .210
47146 6/03/09 287577 AMERICAN EXPRESS CREDIT COR 6/10/09 6,153,000.00 100.00 6,153,000.00
PUR 6/04/09 02585R6C AMERICAN EXPRESS CREDIT COR .1700 .170
47159 6/04/09 287577 AMERICAN EXPRESS CREDIT COR 6/05/09 33,000,000.00 100.00 33,000,000.00
PUR 6/11/09 02585R6P AMERICAN EXPRESS CREDIT COR .3200 .320
47273 6/11/09 287608 AMERICAN EXPRESS CREDIT COR 7/07/09 30,000,000.00 100.00 30,000,000.00
PUR 6/25/09 02585R7L AMERICAN EXPRESS CREDIT COR .2500 .250
47463 6/25/09 287666 AMERICAN EXPRESS CREDIT COR 7/17/09 30,000,000.00 100.00 30,000,000.00
PUR 6/30/09 02585TAC AMERICAN EXPRESS CREDIT COR .1400 .140
47554 6/30/09 287683 AMERICAN EXPRESS CREDIT COR 7/01/09 30,000,000.00 100.00 30,000,000.00
PUR 6/09/09 0556M4AT BNP PARIBAS YANKEE CERT DEP .2300 .230
47223 6/09/09 287595 BNP PARIBAS 6/25/09 105,000,000.00 100.00 105,000,000.00
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 6/01/09 THROUGH 6/30/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 46
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/25/09 0556M4CM BNP PARIBAS YANKEE CERT DEP .2300 .230
47472 6/25/09 287666 BNP PARIBAS 7/09/09 20,000,000.00 100.00 20,000,000.00
PUR 6/04/09 0556N0T5 BNP PARIBAS FINANCE INC DIS .2500 .250
47155 6/04/09 287577 BNP PARIBAS 6/05/09 70,000,000.00 99.999 69,999,513.89
PUR 6/09/09 0556N0TA BNP PARIBAS FINANCE INC DIS .1800 .180
47226 6/09/09 287595 BNP PARIBAS 6/10/09 2,382,000.00 100.00 2,381,988.09
PUR 6/29/09 0556N0TN BNP PARIBAS FINANCE INC DIS .1800 .180
47551 6/29/09 287677 BNP PARIBAS 6/30/09 2,087,000.00 100.00 2,086,989.57
PUR 6/25/09 0556N0TS BNP PARIBAS FINANCE INC DIS .1600 .160
47475 6/25/09 287666 BNP PARIBAS 6/26/09 2,967,000.00 100.00 2,966,986.81
PUR 6/29/09 0556N0TW BNP PARIBAS FINANCE INC DIS .1800 .180
47517 6/29/09 287677 BNP PARIBAS 6/30/09 55,000,000.00 100.00 54,999,725.00
PUR 6/26/09 0556N0UT BNP PARIBAS FINANCE INC DIS .2300 .230
47503 6/26/09 287672 BANK OF AMERICA SECURITIES 7/27/09 85,000,000.00 99.980 84,983,165.24
PUR 6/01/09 05570B7E BNP PARIBAS YANKEE CERT DEP .2500 .250
47115 6/01/09 287554 BNP PARIBAS 7/01/09 55,000,000.00 100.00 55,000,000.00
PUR 6/16/09 0636Q06J BANK OF MONTREAL YANKEE CER .1900 .190
47336 6/16/09 287626 BGC FINANCIAL 7/07/09 60,000,000.00 100.00 60,000,000.00
PUR 6/22/09 0636Q06X BANK OF MONTREAL YANKEE CER .2500 .250
47402 6/22/09 287649 BMO/HARRIS TRUST & SAVINGS 7/24/09 50,000,000.00 100.00 50,000,000.00
PUR 6/23/09 06416PRE BANK OF NOVA SCOTIA YANKEE .1800 .180
47413 6/23/09 287654 BANK OF NOVA SCOTIA 7/07/09 75,000,000.00 100.00 75,000,000.00
PUR 6/24/09 06416PRJ BANK OF NOVA SCOTIA YANKEE .1800 .180
47442 6/24/09 287660 BANK OF NOVA SCOTIA 7/10/09 65,000,000.00 100.00 65,000,000.00
PUR 6/03/09 0660P0T8 BANK OF AMERICA CORP DOSC C .1900 .190
47137 6/03/09 287577 BANK OF AMERICA 6/08/09 50,000,000.00 99.997 49,998,680.55
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 6/01/09 THROUGH 6/30/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 47
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/03/09 0660P0T9 BANK OF AMERICA CORP DISC C .1900 .190
47142 6/03/09 287577 BANK OF AMERICA 6/09/09 30,000,000.00 99.997 29,999,049.99
PUR 6/12/09 0660P0TJ BANK OF AMERICA DISC C P .2200 .220
47295 6/12/09 287614 BANK OF AMERICA 6/18/09 50,000,000.00 99.996 49,998,166.65
PUR 6/15/09 0660P0TN BANK OF AMERICA DISC C P .2400 .240
47306 6/15/09 287620 BANK OF AMERICA 6/22/09 20,000,000.00 99.995 19,999,066.66
PUR 6/08/09 0660P0TR BANK OF AMERICA CORP DISC C .2400 .240
47201 6/08/09 287589 BANK OF AMERICA 6/25/09 10,000,000.00 99.989 9,998,866.67
PUR 6/24/09 0660P0TR BANK OF AMERICA CORP DISC C .2300 .230
47443 6/24/09 287660 BANK OF AMERICA SECURITIES 6/25/09 30,000,000.00 99.999 29,999,808.33
PUR 6/24/09 0660P0TW BANK OF AMERICA CORP DISC C .2400 .240
47431 6/24/09 287660 BANK OF AMERICA 6/30/09 70,000,000.00 99.996 69,997,200.00
PUR 6/04/09 13170LUE CALYON YANKEE CERT DEP .2500 .250
47172 6/04/09 287577 CALYON NY 6/25/09 20,000,000.00 100.00 20,000,000.00
PUR 6/05/09 13170LUJ CALYON YANKEE CERT DEP .2400 .240
47187 6/05/09 287583 CALYON NY 6/26/09 20,000,000.00 100.00 20,000,000.00
PUR 6/09/09 13170LUS CALYON YANKEE CERT DEP .2200 .220
47225 6/09/09 287595 CALYON NY 6/26/09 40,000,000.00 100.00 40,000,000.00
PUR 6/10/09 13170LUU CALYON YANKEE CERT DEP .2600 .260
47256 6/10/09 287601 CALYON NY 7/07/09 60,000,000.00 100.00 60,000,000.00
PUR 6/26/09 13170LWF CALYON YANKEE CERT DEP .2500 .250
47508 6/26/09 287672 CALYON NY 7/27/09 15,000,000.00 100.00 15,000,000.00
PUR 6/29/09 13170LWK CALYON YANKEE CERT DEP .2500 .250
47548 6/29/09 287677 CALYON NY 7/29/09 65,000,000.00 100.00 65,000,000.00
PUR 6/30/09 13170RU1 CALYON DISC C P .1300 .130
47559 6/30/09 287683 CALYON NY 7/01/09 20,000,000.00 100.00 19,999,927.78
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 6/01/09 THROUGH 6/30/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 48
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/04/09 13443CTJ CAMPBELL SOUP CO DISC C P .1500 .150
47173 6/04/09 287577 BANK OF AMERICA 6/18/09 23,800,000.00 99.994 23,798,611.67
PUR 6/16/09 13443CTR CAMPBELL SOUP CO DISC C P .1700 .170
47333 6/16/09 287626 JP MORGAN 6/25/09 52,910,000.00 99.996 52,907,751.33
PUR 6/26/09 13443CTV CAMPBELL SOUP CO DISC C P .1300 .130
47505 6/26/09 287672 JP MORGAN 6/29/09 50,000,000.00 99.999 49,999,458.35
PUR 6/23/09 13443CTW CAMPBELL SOUP CO DISC C P .1800 .180
47419 6/23/09 287654 BANK OF AMERICA SECURITIES 6/30/09 37,000,000.00 99.997 36,998,705.00
PUR 6/03/09 13606XKB CANADIAN IMPERIAL BK YANKEE .2100 .210
47139 6/03/09 287577 CANADIAN IMPERIAL BANK 7/01/09 50,000,000.00 100.00 50,000,000.00
PUR 6/11/09 13607EUA CANADIAN IMPERIAL HOLDG DIS .2500 .250
47272 6/11/09 287608 BGC FINANCIAL 7/10/09 30,000,000.00 99.980 29,993,958.33
PUR 6/04/09 14178LT5 CARGILL INC DISC C P .1500 .150
47169 6/04/09 287577 CREDIT SUISSE SEC (USA) LLC 6/05/09 25,000,000.00 100.00 24,999,895.83
PUR 6/03/09 14178LTA CARGILL INC DISC C P .1700 .170
47143 6/03/09 287577 BANK OF AMERICA SECURITIES 6/10/09 30,000,000.00 99.997 29,999,008.32
PUR 6/12/09 14178LUE CARGILL INC DISC C P .2000 .200
47296 6/12/09 287614 BANK OF AMERICA SECURITIES 7/14/09 35,000,000.00 99.982 34,993,777.77
PUR 6/15/09 14178LUF CARGILL INC DISC C P .2000 .200
47310 6/15/09 287620 BANK OF AMERICA SECURITIES 7/15/09 12,000,000.00 99.983 11,998,000.00
PUR 6/04/09 14178LW6 CARGILL INC DISC C P .1700 .170
47154 6/04/09 287577 BANK OF AMERICA SECURITIES 7/06/09 72,389,000.00 99.985 72,378,061.23
PUR 6/01/09 1667MBSA CHEVRON FUNDING CORP IBN .1700 .170
47113 6/01/09 287554 CHEVRON USA INC 6/25/09 84,000,000.00 100.00 84,000,000.00
PUR 6/02/09 1667MBSB CHEVRON FUNDING CORP IBN .1700 .170
47125 6/02/09 287565 CHEVRON TEXACO CORP. 6/25/09 46,000,000.00 100.00 46,000,000.00
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 6/01/09 THROUGH 6/30/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 49
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/09/09 17314FCD CITIGROUP FUNDING INC TLGP .2300 .230
47220 6/09/09 287595 CITIGROUP FUNDING 7/10/09 45,000,000.00 100.00 45,000,000.00
PUR 6/29/09 17314FCH CITIGROUP FUNDING INC TLGP .2500 .250
47542 6/29/09 287677 CITIGROUP FUNDING 8/03/09 35,000,000.00 100.00 35,000,000.00
PUR 6/03/09 19416ETB COLGATE PALMOLIVE CO DISC C .1300 .130
47138 6/03/09 287577 WILLIAMS CAPITAL GROUP 6/25/09 50,000,000.00 99.992 49,996,027.78
PUR 6/03/09 19416ETR COLGATE PALMOLIVE CO DISC C .1200 .120
47147 6/03/09 287577 CITIGROUP GBL MKT(FMLY SALO 6/25/09 10,000,000.00 99.993 9,999,266.67
PUR 6/16/09 19416ETV COLGATE PALMOLIVE CO DISC C .1600 .160
47323 6/16/09 287626 WILLIAMS CAPITAL GROUP 6/29/09 40,000,000.00 99.994 39,997,688.89
PUR 6/19/09 19416EU7 COLGATE PALMOLIVE CO DISC C .1800 .180
47380 6/19/09 287643 WILLIAMS CAPITAL GROUP 7/07/09 50,000,000.00 99.991 49,995,500.00
PUR 6/25/09 19416EUH COLGATE PALMOLIVE CO DISC C .1800 .180
47465 6/25/09 287666 WILLIAMS CAPITAL GROUP 7/17/09 60,000,000.00 99.989 59,993,400.00
PUR 6/30/09 19416EUP COLGATE PALMOLIVE CO DISC C .1500 .150
47570 6/30/09 287683 CITIGROUP GBL MKT(FMLY SALO 7/23/09 15,000,000.00 99.990 14,998,562.51
PUR 6/22/09 19416EUT COLGATE PALMOLIVE CO DISC C .1800 .180
47404 6/22/09 287649 WILLIAMS CAPITAL GROUP 7/27/09 30,000,000.00 99.983 29,994,750.00
PUR 6/05/09 2082M2T8 CONOCO PHILLIPS DISC C P .2500 .250
47191 6/05/09 287583 BANK OF AMERICA SECURITIES 6/08/09 3,602,000.00 99.998 3,601,924.96
PUR 6/02/09 2082M2TF CONOCO PHILLIPS DISC C P .2300 .230
47128 6/02/09 287565 GOLDMAN SACHS & COMPANY 6/15/09 50,000,000.00 99.992 49,995,847.22
PUR 6/19/09 2082M2TN CONOCO PHILLIPS DISC C P .2400 .240
47391 6/19/09 287643 JP MORGAN 6/22/09 2,231,000.00 99.998 2,230,955.38
PUR 6/02/09 2082M2U1 CONOCO PHILLIPS DISC C P .2200 .220
47129 6/02/09 287565 BANK OF AMERICA SECURITIES 7/01/09 17,000,000.00 99.982 16,996,987.23
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 6/01/09 THROUGH 6/30/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 50
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/02/09 22536FTN CREDIT INDUSTRIAL & COMMERC .2500 .250
47126 6/02/09 287565 CREDIT INDUSTRIAL&COMMERCIA 7/01/09 54,000,000.00 100.00 54,000,000.00
PUR 6/24/09 24422LTR JOHN DEERE CAPITAL CORP DIS .2000 .200
47432 6/24/09 287660 BANK OF AMERICA 6/25/09 12,000,000.00 99.999 11,999,933.33
PUR 6/12/09 2635J4TW DUPONT (E.I.) DENEMOURS DIS .2200 .220
47297 6/12/09 287614 CREDIT SUISSE SEC (USA) LLC 6/30/09 4,376,000.00 99.989 4,375,518.64
PUR 6/24/09 2635J4U9 DUPONT (E.I.) DENEMOURS DIS .2300 .230
47436 6/24/09 287660 CREDIT SUISSE SEC (USA) LLC 7/09/09 28,200,000.00 99.990 28,197,297.51
PUR 6/23/09 2635J4UM DUPONT (E.I.) DENEMOURS DIS .2500 .250
47422 6/23/09 287654 CREDIT SUISSE SEC (USA) LLC 7/21/09 6,135,000.00 99.981 6,133,807.09
PUR 6/22/09 3025P0UQ FPL FUELS INC DISC C P .2500 .250
47393 6/22/09 287649 GOLDMAN SACHS & COMPANY 7/24/09 50,000,000.00 99.978 49,988,888.90
PUR 6/05/09 313397HV FED HOME LN MTG CORP DISC N .1800 .180
47185 6/05/09 287583 RBC CAPITAL (DOMESTIC) 7/07/09 15,000,000.00 99.984 14,997,600.00
PUR 6/22/09 34108AU7 FLORIDA POWER & LIGHT CORP .2100 .210
47394 6/22/09 287649 CITIGROUP GBL MKT(FMLY SALO 7/07/09 26,700,000.00 99.991 26,697,663.75
PUR 6/25/09 34108AUU FLORIDA POWER & LIGHT CORP .2100 .210
47464 6/25/09 287666 SUN TRUST BANKS INC. 7/28/09 53,000,000.00 99.981 52,989,797.50
PUR 6/15/09 4611K0U1 INTESA FUNDING LLC DISC C P .2200 .220
47313 6/15/09 287620 INTESA FUNDING LLC 7/01/09 35,000,000.00 99.990 34,996,577.78
PUR 6/15/09 4611L0TJ INTESA FUNDING LLC DISC C P .1800 .180
47304 6/15/09 287620 CITIGROUP GBL MKT(FMLY SALO 6/18/09 50,000,000.00 99.999 49,999,250.00
PUR 6/03/09 46522FAM INTESA SAN PAOLO YANKEE CER .2600 .260
47144 6/03/09 287577 TRADITION AISEL SECURITIES 7/06/09 55,000,000.00 100.00 55,000,000.00
PUR 6/19/09 46522FBH INTESA SAN PAOLO YANKEE CER .3000 .300
47387 6/19/09 287643 BGC FINANCIAL 7/20/09 40,000,000.00 100.00 40,000,000.00
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 51
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/05/09 4662J0T8 JP MORGAN DISC C P .2500 .250
47182 6/05/09 287583 JP MORGAN CHASE 6/08/09 67,389,000.00 99.998 67,387,596.08
PUR 6/23/09 4662J0TQ JP MORGAN CHASE CO DISC C P .2500 .250
47421 6/23/09 287654 JP MORGAN CHASE 6/24/09 25,000,000.00 99.999 24,999,826.40
PUR 6/04/09 4662J0TR JP MORGAN DISC C P .2500 .250
47160 6/04/09 287577 JP MORGAN 6/25/09 72,611,000.00 99.985 72,600,410.92
PUR 6/15/09 4662J0U6 JP MORGAN CHASE CO DISC C P .2500 .250
47316 6/15/09 287620 JP MORGAN CHASE 7/06/09 27,000,000.00 99.985 26,996,062.51
PUR 6/17/09 50076AU7 KREDIETBANK N.A. FINANCE DI .2500 .250
47352 6/17/09 287631 BARCLAYS CAPITAL INC 7/07/09 80,000,000.00 99.986 79,988,888.88
PUR 6/19/09 58933RTS MERCK CO INC DISC C P .1800 .180
47379 6/19/09 287643 GOLDMAN SACHS & COMPANY 6/26/09 75,000,000.00 99.997 74,997,375.00
PUR 6/19/09 58933RTS MERCK CO INC DISC C P .1800 .180
47388 6/19/09 287643 JP MORGAN 6/26/09 15,000,000.00 99.997 14,999,475.00
PUR 6/16/09 58933RUA MERCK CO INC DISC C P .1800 .180
47334 6/16/09 287626 JP MORGAN 7/10/09 20,000,000.00 99.988 19,997,600.00
PUR 6/23/09 63253LFF NATIONAL AUSTRALIA FDG DE I .1500 .150
47420 6/23/09 287654 NATL AUSTRALIA FUNDING DELA 7/23/09 48,000,000.00 100.00 48,000,000.00
PUR 6/24/09 63253LFG NATIONAL AUSTRALIA FDG DE I .1500 .150
47439 6/24/09 287660 NATL AUSTRALIA FUNDING DELA 7/27/09 70,000,000.00 100.00 70,000,000.00
PUR 6/11/09 6555P0UE NORDEA N.A. INC DISC C P .2400 .240
47268 6/11/09 287608 BGC FINANCIAL 7/14/09 60,000,000.00 99.978 59,986,800.00
PUR 6/15/09 6555P0UF NORDEA N.A. INC DISC C P .2400 .240
47307 6/15/09 287620 BGC FINANCIAL 7/15/09 50,000,000.00 99.980 49,990,000.00
PUR 6/10/09 6555PQU7 NORDEA N.A. INC DISC C P .2400 .240
47258 6/10/09 287601 BGC FINANCIAL 7/07/09 25,000,000.00 99.982 24,995,500.00
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 6/01/09 THROUGH 6/30/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 52
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/11/09 6698M4TC NOVARTIS FINANCE DISC C P .1500 .150
47278 6/11/09 287608 JP MORGAN 6/12/09 2,234,000.00 100.00 2,233,990.69
PUR 6/04/09 7244P0T9 PITNEY BOWES INC DISC C P .1600 .160
47176 6/04/09 287577 CITIGROUP GBL MKT(FMLY SALO 6/09/09 6,461,000.00 99.998 6,460,856.42
PUR 6/11/09 7244P0TG PITNEY BOWES INC DISC C P .1600 .160
47276 6/11/09 287608 CITIGROUP GBL MKT(FMLY SALO 6/16/09 13,004,000.00 99.998 13,003,711.03
PUR 6/15/09 7244P0TJ PITNEY BOWES INC DISC C P .1800 .180
47317 6/15/09 287620 CITIGROUP GBL MKT(FMLY SALO 6/18/09 21,000,000.00 99.999 20,999,685.00
PUR 6/15/09 7244P0TV PITNEY BOWES INC DISC C P .1700 .170
47309 6/15/09 287620 JP MORGAN 6/29/09 20,000,000.00 99.993 19,998,677.78
PUR 6/16/09 7244P0TW PITNEY BOWES INC DISC C P .1700 .170
47324 6/16/09 287626 JP MORGAN 6/30/09 10,000,000.00 99.993 9,999,338.89
PUR 6/22/09 7244P0TW PITNEY BOWES INC DISC C P .1800 .180
47408 6/22/09 287649 CITIGROUP GBL MKT(FMLY SALO 6/30/09 8,664,000.00 99.996 8,663,653.44
PUR 6/01/09 7244P0U1 PITNEY BOWES INC DISC C P .1600 .160
47117 6/01/09 287554 CITIGROUP GBL MKT(FMLY SALO 7/01/09 5,268,000.00 99.987 5,267,297.60
PUR 6/11/09 7244P0UD PITNEY BOWES INC DISC C P .1600 .160
47262 6/11/09 287608 CITIGROUP GBL MKT(FMLY SALO 7/13/09 10,000,000.00 99.986 9,998,577.78
PUR 6/05/09 74977F6F RABOBANK NEDERLAND YANKEE C .2500 .250
47184 6/05/09 287583 RABOBANK NEDERLAND 7/07/09 50,000,000.00 100.00 50,000,000.00
PUR 6/24/09 74977F7A RABOBANK NEDERLAND YANKEE C .2000 .200
47440 6/24/09 287660 RABOBANK NEDERLAND 7/24/09 20,000,000.00 100.00 20,000,000.00
PUR 6/10/09 83365RTB SOCIETE GENERALE N.A. DISC .2500 .250
47259 6/10/09 287601 JP MORGAN 6/11/09 3,998,000.00 99.999 3,997,972.24
PUR 6/17/09 83365RTJ SOCIETE GENERALE NA INC DIS .2300 .230
47358 6/17/09 287631 JP MORGAN 6/18/09 1,404,000.00 99.999 1,403,991.03
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 6/01/09 THROUGH 6/30/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 53
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/17/09 83365RTJ SOCIETE GENERALE NA INC DIS .2400 .240
47359 6/17/09 287631 JP MORGAN 6/18/09 2,506,000.00 99.999 2,505,983.29
PUR 6/18/09 83365RTK SOCIETE GENERALE NA INC DIS .2800 .280
47372 6/18/09 287637 JP MORGAN 6/19/09 17,038,000.00 99.999 17,037,867.48
PUR 6/26/09 83365RTV SOCIETE GENERALE N.A. INC D .1900 .190
47504 6/26/09 287672 BARCLAYS CAPITAL INC 6/29/09 50,000,000.00 99.998 49,999,208.35
PUR 6/29/09 83365RTW SOCIETE GENERALE N.A. INC D .1800 .180
47549 6/29/09 287677 JP MORGAN 6/30/09 30,000,000.00 100.00 29,999,850.00
PUR 6/30/09 83365RU1 SOCIETE GENERALE N.A. INC D .1300 .130
47557 6/30/09 287683 SOCIETE GENERALE INTERNATIO 7/01/09 50,000,000.00 100.00 49,999,819.44
PUR 6/01/09 8336W0CC SOCIETE GENERALE YANKEE CER .3000 .300
47116 6/01/09 287554 SOCIETE GENERALE INTERNATIO 7/01/09 40,000,000.00 100.00 40,000,000.00
PUR 6/08/09 8336W0CT SOCIETE GENERALE YANKEE CER .2800 .280
47202 6/08/09 287589 SOCIETE GENERALE INTERNATIO 6/25/09 50,000,000.00 100.00 50,000,000.00
PUR 6/25/09 8336W0EK SOCIETE GENERALE YANKEE CER .2500 .250
47473 6/25/09 287666 SOCIETE GENERALE INTERNATIO 7/08/09 50,000,000.00 100.00 50,000,000.00
PUR 6/23/09 86959FM8 SVENSKA HANDELSBANKEN YANKE .2100 .210
47415 6/23/09 287654 BGC FINANCIAL 7/27/09 50,000,000.00 100.00 50,000,000.00
PUR 6/24/09 86959FN2 SVENSKA HANDELSBANKEN YANKE .2100 .210
47434 6/24/09 287660 BGC FINANCIAL 7/24/09 40,000,000.00 100.00 40,000,000.00
PUR 6/08/09 87019PJ9 SWEDBANK YANKEE CERT DEP .3100 .310
47203 6/08/09 287589 BGC FINANCIAL 7/08/09 50,000,000.00 100.00 50,000,000.00
PUR 6/22/09 87019PR4 SWEDBANK YANKEE CERT DEP .3200 .320
47406 6/22/09 287649 TRADITION AISEL SECURITIES 7/23/09 30,000,000.00 100.00 30,000,000.00
PUR 6/15/09 89116EUF TORONTO DOMINION HOLDG USA .2000 .200
47318 6/15/09 287620 BANK OF AMERICA SECURITIES 7/15/09 64,000,000.00 99.983 63,989,333.31
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 6/01/09 THROUGH 6/30/09
CASH MANAGEMENT FD (5050) -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 6/17/09 89116EUH TORONTO DOMINION HOLDG USA .2000 .200
47353 6/17/09 287631 BANK OF AMERICA SECURITIES 7/17/09 70,000,000.00 99.983 69,988,333.31
PUR 6/05/09 89233GT9 TOYOTA MOTOR CREDIT DISC C .2100 .210
47181 6/05/09 287583 TOYOTA MOTOR CR CORP. 6/09/09 82,611,000.00 99.998 82,609,072.41
PUR 6/02/09 89233GTR TOYOTA MOTOR CREDIT DISC C .1600 .160
47127 6/02/09 287565 TOYOTA MOTOR CR CORP. 6/25/09 25,000,000.00 99.990 24,997,444.44
PUR 6/08/09 89233GTR TOYOTA MOTOR CREDIT DISC C .2300 .230
47212 6/08/09 287589 TOYOTA MOTOR CR CORP. 6/25/09 50,000,000.00 99.989 49,994,569.44
PUR 6/25/09 89233GTS TOYOTA MOTOR CREDIT DISC C .1900 .190
47474 6/25/09 287666 TOYOTA MOTOR CR CORP. 6/26/09 40,000,000.00 99.999 39,999,788.89
PUR 6/09/09 89233GTV TOYOTA MOTOR CREDIT DISC C .2500 .250
47221 6/09/09 287595 TOYOTA MOTOR CR CORP. 6/29/09 50,000,000.00 99.986 49,993,055.56
PUR 6/25/09 89233GTW TOYOTA MOTOR CREDIT DISC C .2200 .220
47462 6/25/09 287666 TOYOTA MOTOR CR CORP. 6/30/09 75,000,000.00 99.997 74,997,708.33
PUR 6/29/09 89233GTW TOYOTA MOTOR CREDIT DISC C .1900 .190
47516 6/29/09 287677 TOYOTA MOTOR CR CORP. 6/30/09 120,000,000.00 99.999 119,999,366.66
PUR 6/30/09 89233GU7 TOYOTA MOTOR CREDIT DISC C .2000 .200
47565 6/30/09 287683 TOYOTA MOTOR CR CORP. 7/07/09 50,000,000.00 99.996 49,998,055.56
PUR 6/10/09 89233GUA TOYOTA MOTOR CREDIT DISC C .2600 .260
47254 6/10/09 287601 TOYOTA MOTOR CR CORP. 7/10/09 35,000,000.00 99.978 34,992,416.67
PUR 6/03/09 90328AT8 USAA CAPITAL CORP DISC C P .1600 .160
47141 6/03/09 287577 GOLDMAN SACHS & COMPANY 6/08/09 15,000,000.00 99.998 14,999,666.67
PUR 6/11/09 90328ATP USAA CAPITAL CORP DISC C P .1700 .170
47275 6/11/09 287608 GOLDMAN SACHS & COMPANY 6/23/09 25,000,000.00 99.994 24,998,583.33
PUR 6/03/09 90467AW1 UNICREDITO DELAWARE INC DIS .3700 .370
47140 6/03/09 287577 BGC FINANCIAL 7/01/09 80,000,000.00 99.971 79,976,977.78
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 6/01/09 THROUGH 6/30/09
CASH MANAGEMENT FD (5050) -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 6/16/09 90477DTH UNILEVER CAPITAL CORP DISC .2400 .240
47337 6/16/09 287626 JP MORGAN 6/17/09 6,901,000.00 99.999 6,900,953.99
PUR 6/15/09 90477DU9 UNILEVER CAPITAL CORP DISC .1800 .180
47308 6/15/09 287620 JP MORGAN 7/09/09 42,000,000.00 99.988 41,994,960.00
PUR 6/22/09 90477DU9 UNILEVER CAPITAL CORP DISC .1500 .150
47395 6/22/09 287649 JP MORGAN 7/09/09 25,000,000.00 99.993 24,998,229.17
PUR 6/24/09 912795N2 U S TREASURY BILLS .0995 .100
47433 6/24/09 287660 GOLDMAN SACHS & COMPANY 7/16/09 50,000,000.00 99.994 49,996,959.72
PUR 6/04/09 912795N6 U.S. TREASURY BILLS .1355 .136
47161 6/04/09 287577 BNP PARIBAS SECURITIES CORP 8/13/09 100,000,000.00 99.974 99,973,652.78
PUR 6/04/09 912795N6 U.S. TREASURY BILLS .1395 .140
47174 6/04/09 287577 CITIGROUP GBL MKT(FMLY SALO 8/13/09 31,200,000.00 99.973 31,191,537.00
PUR 6/05/09 912795N6 U.S. TREASURY BILLS .1705 .171
47186 6/05/09 287583 BNP PARIBAS SECURITIES CORP 8/13/09 50,000,000.00 99.967 49,983,660.42
PUR 6/04/09 912795N9 U S TREASURY BILLS .1245 .125
47158 6/04/09 287577 HSBC (DOMESTIC) 9/03/09 100,000,000.00 99.969 99,968,529.16
PUR 6/24/09 912795N9 U S TREASURY BILLS .1495 .150
47444 6/24/09 287660 JP MORGAN 9/03/09 100,000,000.00 99.971 99,970,515.28
PUR 6/15/09 912795P2 U.S. TREASURY BILLS .1620 .162
47311 6/15/09 287620 CREDIT SUISSE SEC (USA) LLC 9/10/09 100,000,000.00 99.961 99,960,850.00
PUR 6/15/09 912795P7 U S TREASURY BILLS .1695 .170
47314 6/15/09 287620 CREDIT SUISSE SEC (USA) LLC 10/15/09 100,000,000.00 99.943 99,942,558.34
PUR 6/22/09 912795Q3 U.S. TREASURY BILLS .2495 .250
47407 6/22/09 287649 JP MORGAN 11/12/09 60,000,000.00 99.901 59,940,535.84
PUR 6/24/09 912795Q3 U.S. TREASURY BILLS .2145 .215
47446 6/24/09 287660 GOLDMAN SACHS & COMPANY 11/12/09 108,000,000.00 99.916 107,909,266.50
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
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 56
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/15/09 912795Q9 U S TREASURY BILLS .1145 .115
47315 6/15/09 287620 BANK OF AMERICA SECURITIES 7/30/09 96,000,000.00 99.986 95,986,260.00
PUR 6/16/09 912795Q9 U S TREASURY BILLS .1145 .115
47325 6/16/09 287626 JP MORGAN 7/30/09 30,000,000.00 99.986 29,995,801.67
PUR 6/16/09 912795Q9 U S TREASURY BILLS .1145 .115
47335 6/16/09 287626 JP MORGAN 7/30/09 17,090,000.00 99.986 17,087,608.35
PUR 6/26/09 912795R3 U.S. TREASURY BILLS .2695 .270
47509 6/26/09 287672 JP MORGAN 12/10/09 5,982,000.00 99.875 5,974,521.42
PUR 6/30/09 912795R3 U.S. TREASURY BILLS .2895 .290
47571 6/30/09 287683 JP MORGAN 12/10/09 22,742,000.00 99.869 22,712,189.98
PUR 6/24/09 912795S3 U S TREASURY BILLS .1695 .170
47437 6/24/09 287660 CREDIT SUISSE SEC (USA) LLC 9/24/09 70,000,000.00 99.957 69,969,678.33
PUR 6/24/09 912795S3 U S TREASURY BILLS .1795 .180
47441 6/24/09 287660 JP MORGAN 9/24/09 36,694,000.00 99.954 36,677,167.65
PUR 6/04/09 912795S4 U S TREASURY BILLS .1845 .185
47170 6/04/09 287577 CREDIT SUISSE SEC (USA) LLC 10/22/09 42,000,000.00 99.928 41,969,865.00
PUR 6/19/09 912795S4 U S TREASURY BILLS .2245 .225
47389 6/19/09 287643 BANK OF AMERICA SECURITIES 10/22/09 90,000,000.00 99.922 89,929,843.75
PUR 6/22/09 912795S4 U S TREASURY BILLS .2215 .222
47405 6/22/09 287649 JP MORGAN 10/22/09 138,300,000.00 99.925 138,196,186.63
PUR 6/23/09 912795S4 U S TREASURY BILLS .2245 .225
47418 6/23/09 287654 CREDIT SUISSE SEC (USA) LLC 10/22/09 125,000,000.00 99.925 124,905,678.82
PUR 6/17/09 912795S5 U S TREASURY BILLS .2545 .255
47357 6/17/09 287631 JP MORGAN 11/19/09 57,060,000.00 99.890 56,997,475.71
PUR 6/24/09 912795S5 U S TREASURY BILLS .2470 .247
47435 6/24/09 287660 CREDIT SUISSE SEC (USA) LLC 11/19/09 100,000,000.00 99.898 99,898,455.56
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 57
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/30/09 912795S5 U S TREASURY BILLS .2415 .242
47564 6/30/09 287683 MORGAN STANLEY 11/19/09 125,000,000.00 99.905 124,880,927.10
PUR 6/18/09 912795S6 U.S. TREASURY BILLS .3195 .320
47369 6/18/09 287637 CREDIT SUISSE SEC (USA) LLC 12/17/09 200,000,000.00 99.838 199,676,950.00
PUR 6/24/09 912795S6 U.S. TREASURY BILLS .3095 .310
47438 6/24/09 287660 CREDIT SUISSE SEC (USA) LLC 12/17/09 100,000,000.00 99.849 99,848,688.90
PUR 6/30/09 912795S6 U.S. TREASURY BILLS .3245 .325
47563 6/30/09 287683 JP MORGAN 12/17/09 40,000,000.00 99.847 39,938,705.56
PUR 6/18/09 912795UL U.S. TREASURY BILLS .4345 .436
47370 6/18/09 287637 JP MORGAN 4/01/10 100,000,000.00 99.654 99,653,606.94
PUR 6/26/09 912795UL U.S. TREASURY BILLS .3900 .391
47506 6/26/09 287672 BNP PARIBAS 4/01/10 30,000,000.00 99.698 29,909,325.00
PUR 6/18/09 912828KU UNITED STATES TREAS NTS .8750 1.226
47371 6/18/09 287637 BANK OF AMERICA SECURITIES 5/31/11 90,000,000.00 99.325 89,392,098.38
PUR 6/08/09 91302CT9 UNITED TECHNOLOGIES CORP DI .1800 .180
47215 6/08/09 287589 BANK OF AMERICA SECURITIES 6/09/09 7,663,000.00 100.00 7,662,961.69
PUR 6/24/09 91302CTR UNITED TECHNOLOGIES CORP DI .1800 .180
47445 6/24/09 287660 BANK OF AMERICA SECURITIES 6/25/09 36,750,000.00 100.00 36,749,816.25
PUR 6/01/09 91302CTV UNITED TECHNOLOGIES CORP DI .1600 .160
47114 6/01/09 287554 BANK OF AMERICA SECURITIES 6/29/09 51,000,000.00 99.988 50,993,653.36
PUR 6/22/09 9497F0U7 WELLS FARGO CO DISC C P .2000 .200
47403 6/22/09 287649 WELLS FARGO 7/07/09 110,000,000.00 99.992 109,990,833.33
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 7504622000.00 7501701503.39
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 7504622000.00 7501701503.39
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 58
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 6/15/09 912795Q8 U S TREASURY BILLS 1.8080 1.834
42952 6/15/09 287620 JP MORGAN 7/02/09 13,084,000.00 99.997 13,083,657.09 10,827.92
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 13,084,000.00 13,083,657.09 10,827.92
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 13,084,000.00 13,083,657.09 10,827.92
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 6/01/09 THROUGH 6/30/09
COMMON PENSION FD A (5140) PAGE: 59
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 6/02/09 00176510 AMR CORP.
05963 6/05/09 422649 MORGAN STANLEY 535,000.00 5.284 2,827,154.00
PUR 6/03/09 00176510 AMR CORP.
05963 6/08/09 422654 MORGAN STANLEY 565,000.00 5.147 2,907,885.50
PUR 6/04/09 00176510 AMR CORP.
05963 6/09/09 422659 MORGAN STANLEY 100,000.00 5.035 503,480.00
PUR 6/04/09 00915810 AIR PRODUCTS & CHEMICALS, I
20360 6/09/09 422659 MORGAN STANLEY 165,000.00 68.189 11,251,119.00
PUR 6/22/09 02385010 AMERICAN APPAREL INC
45496 6/25/09 422717 PRINCETON SECURITIES GROUP 50,000.00 3.297 500.00 165,350.00
PUR 6/08/09 03760410 APOLLO GROUP INC-CL A
44470 6/11/09 422668 ITG (CHANNEL) 15,000.00 65.030 150.00 975,598.50
PUR 6/22/09 05548J10 BJ'S WHOLESALE CLUB, INC.
24138 6/25/09 422717 ICAP CORPORATES LLC 50,000.00 32.828 500.00 1,641,910.00
PUR 6/22/09 06050510 BANK OF AMERICA CORP.
13225 6/25/09 422717 MORGAN STANLEY 100,000.00 12.000 1,200,000.00
PUR 6/17/09 06985P10 BASIC ENERGY
47025 6/22/09 422705 RAYMOND JAMES/EXECUTION 50,000.00 8.187 750.00 410,115.00
PUR 6/22/09 07589610 BED BATH & BEYOND INC.
21207 6/25/09 422717 MAGNA SECURITIES (OTC) 75,000.00 28.685 1,125.00 2,152,462.50
PUR 6/11/09 08930210 BIG LOTS INC
46468 6/16/09 422683 ICAP CORPORATES LLC 25,000.00 22.950 250.00 574,000.00
PUR 6/16/09 08930210 BIG LOTS INC
46468 6/19/09 422701 PRINCETON SECURITIES GROUP 20,000.00 22.048 200.00 441,164.00
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 6/01/09 THROUGH 6/30/09
COMMON PENSION FD A (5140) -Cont. PAGE: 60
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/23/09 09702310 BOEING COMPANY
47427 6/26/09 422721 MORGAN STANLEY 250,000.00 43.294 10,823,500.00
PUR 6/05/09 10112110 BOSTON PROPERTIES, INC.
38209 6/10/09 422663 RAYMOND JAMES/EXECUTION 5,000.00 50.000 75.00 250,075.00
PUR 6/24/09 11776U30 BSQUARE CORP
47459 6/29/09 422725 ITG (CHANNEL) 100.00 2.353 1.00 236.30
PUR 6/24/09 11776U30 BSQUARE CORP
47459 6/29/09 422725 MORGAN STANLEY 2,425.00 2.305 5,589.14
PUR 6/25/09 11776U30 BSQUARE CORP
47459 6/30/09 422729 ITG (CHANNEL) 1,820.00 2.419 18.20 4,421.14
PUR 6/25/09 11776U30 BSQUARE CORP
47459 6/30/09 422729 MORGAN STANLEY 2,900.00 2.467 7,154.59
PUR 6/09/09 12483010 CBL & ASSOC PPTYS INC
47270 6/15/09 422681 BB & T SECURITIES (SECONDAR 1,000.00 6.000 6,000.00
PUR 6/09/09 12483010 CBL & ASSOC PPTYS INC
47270 6/15/09 422681 KEYBANC CAPITAL MKTS INC 5,000.00 6.000 30,000.00
PUR 6/09/09 12483010 CBL & ASSOC PPTYS INC
47270 6/15/09 422681 MERRILL LYNCH (RESEARCH) 15,500.00 6.000 93,000.00
PUR 6/09/09 12483010 CBL & ASSOC PPTYS INC
47270 6/15/09 422681 MORGAN KEEGAN 2,500.00 6.000 15,000.00
PUR 6/09/09 12483010 CBL & ASSOC PPTYS INC
47270 6/15/09 422681 PIPER JAFFRAY 2,500.00 6.000 15,000.00
PUR 6/09/09 12483010 CBL & ASSOC PPTYS INC
47270 6/15/09 422681 PNC CAPITAL MARKETS 2,500.00 6.000 15,000.00
PUR 6/09/09 12483010 CBL & ASSOC PPTYS INC
47270 6/15/09 422681 RAYMOND JAMES & ASSOCIATES, 1,000.00 6.000 6,000.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
COMMON PENSION FD A (5140) -Cont. PAGE: 61
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/09/09 12483010 CBL & ASSOC PPTYS INC
47270 6/15/09 422681 RBC CAPITAL (DOMESTIC) 2,500.00 6.000 15,000.00
PUR 6/09/09 12483010 CBL & ASSOC PPTYS INC
47270 6/15/09 422681 SG COWEN & CO. 1,000.00 6.000 6,000.00
PUR 6/09/09 12483010 CBL & ASSOC PPTYS INC
47270 6/15/09 422681 WACHOVIA SECURITIES, INC. 15,500.00 6.000 93,000.00
PUR 6/09/09 12483010 CBL & ASSOC PPTYS INC
47270 6/15/09 422681 WEDBUSH 1,000.00 6.000 6,000.00
PUR 6/12/09 12483010 CBL & ASSOC PPTYS INC
47270 6/17/09 422691 GRISWOLD COMPANY 3,200.00 6.050 32.00 19,392.00
PUR 6/15/09 12483010 CBL & ASSOC PPTYS INC
47270 6/18/09 422697 GRISWOLD COMPANY 46,800.00 6.043 468.00 283,285.08
PUR 6/25/09 12483010 CBL & ASSOC PPTYS INC
47270 6/30/09 422729 MERIDIAN EQUITY PARTNERS 600.00 5.050 6.00 3,036.00
PUR 5/27/09 12640810 CSX CORP
47056 6/01/09 422629 MERIDIAN EQUITY PARTNERS 120,000.00 28.790 1,200.00 3,456,024.00
PUR 5/28/09 12640810 CSX CORP
47056 6/02/09 422633 MERIDIAN EQUITY PARTNERS 50,000.00 28.790 500.00 1,439,995.00
PUR 6/01/09 12640810 CSX CORP
47056 6/04/09 422641 MORGAN STANLEY 420,000.00 33.819 14,204,148.00
PUR 6/02/09 12640810 CSX CORP
47056 6/05/09 422649 MORGAN STANLEY 500,000.00 34.391 17,195,250.00
PUR 6/03/09 12640810 CSX CORP
47056 6/08/09 422654 MORGAN STANLEY 500,000.00 32.663 16,331,250.00
PUR 6/04/09 12640810 CSX CORP
47056 6/09/09 422659 ITG (CHANNEL) 8,700.00 33.934 87.00 295,313.67
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
COMMON PENSION FD A (5140) -Cont. PAGE: 62
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/04/09 12640810 CSX CORP
47056 6/09/09 422659 MORGAN STANLEY 150,000.00 34.006 5,100,900.00
PUR 6/05/09 12640810 CSX CORP
47056 6/10/09 422663 ITG (CHANNEL) 116,300.00 34.194 1,163.00 3,977,948.46
PUR 6/05/09 12640810 CSX CORP
47056 6/10/09 422663 MORGAN STANLEY 135,000.00 34.331 4,634,631.00
PUR 6/08/09 12640810 CSX CORP
47056 6/11/09 422668 MORGAN STANLEY 260,000.00 34.348 8,930,506.00
PUR 6/09/09 12640810 CSX CORP
47056 6/12/09 422673 MORGAN STANLEY 390,000.00 35.153 13,709,475.00
PUR 6/24/09 14920510 CATO CORP-CL A
47458 6/29/09 422725 INSTINET/SOFT-FACTSET 48,565.00 15.489 2,428.25 754,646.68
PUR 6/24/09 14920510 CATO CORP-CL A
47458 6/29/09 422725 MAGNA SECURITIES CORP 1,435.00 15.500 21.53 22,264.03
PUR 6/02/09 15087010 CELANESE CORPORATION SERIES
35597 6/05/09 422649 MORGAN STANLEY 500,000.00 22.007 11,003,250.00
PUR 6/04/09 15087010 CELANESE CORPORATION SERIES
35597 6/09/09 422659 MORGAN STANLEY 405,000.00 21.196 8,584,420.50
PUR 6/05/09 15087010 CELANESE CORPORATION SERIES
35597 6/10/09 422663 MORGAN STANLEY 95,000.00 21.282 2,021,828.00
PUR 6/09/09 15087010 CELANESE CORPORATION SERIES
35597 6/12/09 422673 MORGAN STANLEY 250,000.00 22.920 5,729,975.00
PUR 6/12/09 17296710 CITIGROUP INC.
47291 6/16/09 422689 MORGAN STANLEY 90,000.00 3.490 314,100.00
PUR 6/04/09 18683K10 CLIFFS NATURAL RESOURCES
46820 6/09/09 422659 MORGAN STANLEY 350,000.00 27.875 9,756,390.00
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 6/01/09 THROUGH 6/30/09
COMMON PENSION FD A (5140) -Cont. PAGE: 63
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/05/09 18683K10 CLIFFS NATURAL RESOURCES
46820 6/10/09 422663 MORGAN STANLEY 150,000.00 28.838 4,325,640.00
PUR 6/11/09 19421W10 COLLECTIVE BRANDS INC
47287 6/16/09 422683 RAYMOND JAMES/EXECUTION 25,000.00 13.986 375.00 350,017.50
PUR 6/16/09 19421W10 COLLECTIVE BRANDS INC
47287 6/19/09 422701 ICAP CORPORATES LLC 50,000.00 13.030 500.00 651,990.00
PUR 6/23/09 20825C10 CONOCOPHILLIPS
23444 6/26/09 422721 MORGAN STANLEY 150,000.00 41.027 6,154,080.00
PUR 6/11/09 21037110 CONSTELLATION ENERGY GROUP
13235 6/16/09 422683 MORGAN STANLEY 120,000.00 26.965 3,235,812.00
PUR 6/12/09 21037110 CONSTELLATION ENERGY GROUP
13235 6/17/09 422691 MORGAN STANLEY 80,000.00 27.233 2,178,608.00
PUR 6/03/09 21079530 CONTINENTAL AIR
47013 6/08/09 422654 MORGAN STANLEY 250,000.00 10.668 2,666,950.00
PUR 5/27/09 24736170 DELTA AIR LINES INC DEL
46316 6/01/09 422629 MORGAN STANLEY 100,000.00 5.523 552,300.00
PUR 5/28/09 24736170 DELTA AIR LINES INC DEL
46316 6/02/09 422633 MORGAN STANLEY 200,000.00 5.541 1,108,140.00
PUR 6/02/09 24736170 DELTA AIR LINES INC DEL
46316 6/05/09 422649 MORGAN STANLEY 700,000.00 6.935 4,854,430.00
PUR 6/08/09 26353410 DU PONT (E.I.) DE NEMOURS
14404 6/11/09 422668 MORGAN STANLEY 350,000.00 25.944 9,080,330.00
PUR 6/16/09 36476010 GAP INC. (THE)
45204 6/19/09 422701 ICAP CORPORATES LLC 70,000.00 15.600 700.00 1,092,700.00
PUR 6/17/09 42809H10 HESS CORP.
34089 6/22/09 422705 MERIDIAN EQUITY PARTNERS 50,000.00 53.447 500.00 2,672,860.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
COMMON PENSION FD A (5140) -Cont. PAGE: 64
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/24/09 43707610 HOME DEPOT INC
9428 6/29/09 422725 MERIDIAN EQUITY PARTNERS 25,000.00 22.888 250.00 572,455.00
PUR 6/11/09 45105510 ICONIC BRAND GROUP
47289 6/16/09 422683 INSTINET (PORTAL) 25,000.00 15.500 175.00 387,665.00
PUR 6/12/09 45105510 ICONIC BRAND GROUP
47289 6/17/09 422691 INSTINET (PORTAL) 17,800.00 15.335 124.60 273,092.94
PUR 6/12/09 45105510 ICONIC BRAND GROUP
47289 6/17/09 422691 ITG (CHANNEL) 7,200.00 15.397 72.00 110,928.96
PUR 6/12/09 45105510 ICONIC BRAND GROUP
47289 6/17/09 422691 MERRIMAN/OTC 25,000.00 15.343 375.00 383,942.50
PUR 6/22/09 45105510 ICONIC BRAND GROUP
47289 6/25/09 422717 KEYBANC CAPITAL MKTS INC 25,000.00 13.250 375.00 331,625.00
PUR 6/22/09 45105510 ICONIC BRAND GROUP
47289 6/25/09 422717 KEYBANC CAPITAL MKTS INC 50,000.00 13.451 750.00 673,310.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 75,000.00 13.384 1,004,935.00
1,125.00
PUR 6/01/09 48247020 KIT DIGITAL INC
45475 6/04/09 422641 LABRANCHE/0TC 1,000.00 8.250 15.00 8,265.00
PUR 6/04/09 52186330 LEAP WIRELESS INTERNATIONAL
35104 6/09/09 422659 ITG (CHANNEL) 50,000.00 32.622 500.00 1,631,590.00
PUR 6/04/09 52186330 LEAP WIRELESS INTERNATIONAL
35104 6/09/09 422659 MORGAN STANLEY 210,000.00 32.772 6,882,015.00
PUR 6/01/09 53983010 LOCKHEED MARTIN CORP.
17689 6/04/09 422641 PRINCETON SECURITIES GROUP 50,000.00 84.925 500.00 4,246,730.00
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 6/01/09 THROUGH 6/30/09
COMMON PENSION FD A (5140) -Cont. PAGE: 65
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/24/09 54866110 LOWES COMPANIES, INC.
08635 6/29/09 422725 MAGNA SECURITIES CORP 10,000.00 18.175 150.00 181,900.00
PUR 6/23/09 55616P10 MACY'S INC.
45230 6/26/09 422721 BMO CAPITAL MARKETS/EXECUTI 50,000.00 10.855 750.00 543,500.00
PUR 6/04/09 58333410 MEADWESTVACO CORP.
21865 6/09/09 422659 ITG (CHANNEL) 100,000.00 16.885 1,000.00 1,689,500.00
PUR 6/04/09 58333410 MEADWESTVACO CORP.
21865 6/09/09 422659 MORGAN STANLEY 280,000.00 16.988 4,756,584.00
PUR 6/05/09 58333410 MEADWESTVACO CORP.
21865 6/10/09 422663 MORGAN STANLEY 220,000.00 17.073 3,755,994.00
PUR 6/25/09 65410610 NIKE INC.
42921 6/30/09 422729 RAYMOND JAMES/EXECUTION 10,000.00 50.239 150.00 502,543.00
PUR 6/08/09 68389X10 ORACLE CORP.
02483 6/11/09 422668 ITG (CHANNEL) 100,000.00 20.638 1,000.00 2,064,820.00
PUR 6/04/09 69515610 PACKAGING CORP OF AMERICA
31104 6/09/09 422659 ITG (CHANNEL) 39,211.00 16.850 392.11 661,093.54
PUR 6/04/09 69515610 PACKAGING CORP OF AMERICA
31104 6/09/09 422659 MORGAN STANLEY 65,000.00 16.831 1,094,034.50
PUR 6/05/09 69515610 PACKAGING CORP OF AMERICA
31104 6/10/09 422663 ITG (CHANNEL) 60,700.00 16.906 607.00 1,026,782.99
PUR 6/05/09 69515610 PACKAGING CORP OF AMERICA
31104 6/10/09 422663 MORGAN STANLEY 135,000.00 16.897 2,281,095.00
PUR 6/08/09 69515610 PACKAGING CORP OF AMERICA
31104 6/11/09 422668 MORGAN STANLEY 89.00 16.810 1,496.09
PUR 6/17/09 70454910 PEABODY ENERGY CORP.
19950 6/22/09 422705 MORGAN STANLEY 100,000.00 30.853 3,085,270.00
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 6/01/09 THROUGH 6/30/09
COMMON PENSION FD A (5140) -Cont. PAGE: 66
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/18/09 72925110 PLUM CREEK TIMBER CO INC
19523 6/23/09 422709 MORGAN STANLEY 200,000.00 29.392 5,878,400.00
PUR 6/12/09 74341010 PROLOGIS
13052 6/17/09 422691 GRISWOLD COMPANY 11,400.00 9.000 114.00 102,714.00
PUR 6/15/09 74341010 PROLOGIS
13052 6/18/09 422697 GRISWOLD COMPANY 38,600.00 8.988 386.00 347,303.50
PUR 6/25/09 74341010 PROLOGIS
13052 6/30/09 422729 WILLIAMS CAPITAL GROUP 50,000.00 7.697 750.00 385,585.00
PUR 6/05/09 75281A10 RANGE RESOURCES CORP
47193 6/10/09 422663 MORGAN STANLEY 150,000.00 45.662 6,849,330.00
PUR 6/08/09 75281A10 RANGE RESOURCES CORP
47193 6/11/09 422668 MORGAN STANLEY 125,000.00 44.468 5,558,450.00
PUR 6/04/09 88579Y10 3M CO
22391 6/09/09 422659 ITG (CHANNEL) 4,395.00 59.908 43.95 263,341.37
PUR 6/05/09 88579Y10 3M CO
22391 6/10/09 422663 ITG (CHANNEL) 75,605.00 60.449 756.05 4,571,002.70
PUR 6/05/09 88579Y10 3M CO
22391 6/10/09 422663 MORGAN STANLEY 112,000.00 60.848 6,814,931.20
PUR 6/08/09 88579Y10 3M CO
22391 6/11/09 422668 MORGAN STANLEY 250,000.00 59.947 14,986,775.00
PUR 6/08/09 88579Y10 3M CO
22391 6/11/09 422668 MORGAN STANLEY 108,000.00 59.628 6,439,834.80
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 358,000.00 59.851 21,426,609.80
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
COMMON PENSION FD A (5140) -Cont. PAGE: 67
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/03/09 90254980 UAL CORP
46744 6/08/09 422654 MORGAN STANLEY 500,000.00 5.247 2,623,600.00
PUR 6/18/09 90781810 UNION PACIFIC CORP
47375 6/23/09 422709 MORGAN STANLEY 120,000.00 50.831 6,099,672.00
PUR 6/19/09 90781810 UNION PACIFIC CORP
47375 6/24/09 422713 MORGAN STANLEY 300,000.00 52.008 15,602,310.00
PUR 6/16/09 91274F10 U-STORE-IT TRUST
47345 6/19/09 422701 PRINCETON SECURITIES GROUP 12,000.00 4.246 120.00 51,072.00
PUR 6/17/09 91274F10 U-STORE-IT TRUST
47345 6/22/09 422705 PRINCETON SECURITIES GROUP 9,600.00 4.249 96.00 40,887.36
PUR 6/18/09 91274F10 U-STORE-IT TRUST
47345 6/23/09 422709 PRINCETON SECURITIES GROUP 400.00 4.250 4.00 1,704.00
PUR 6/22/09 91274F10 U-STORE-IT TRUST
47345 6/25/09 422717 PRINCETON SECURITIES GROUP 28,000.00 4.250 280.00 119,280.00
PUR 6/25/09 91274F10 U-STORE-IT TRUST
47345 6/30/09 422729 MAGNA SECURITIES CORP 7,700.00 4.478 115.50 34,596.87
PUR 6/16/09 92929710 WMS INDUSTRIES INC
46165 6/19/09 422701 RAYMOND JAMES/EXECUTION 12,000.00 29.769 180.00 357,405.60
PUR 6/23/09 92929710 WMS INDUSTRIES INC
46165 6/26/09 422721 BMO CAPITAL MARKETS/EXECUTI 43,400.00 29.982 651.00 1,301,865.46
PUR 6/22/09 93114210 WAL-MART STORES, INC.
15929 6/25/09 422717 GRISWOLD COMPANY 25,000.00 48.312 250.00 1,208,050.00
PUR 6/01/09 H8912810 TYCO INTERNATIONAL LTD
45460 6/04/09 422641 ICAP CORPORATES LLC 75,000.00 28.645 750.00 2,149,102.50
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 12,711,945.00 322,066,546.47
23,232.19
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
COMMON PENSION FD A (5140) -Cont. PAGE: 68
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASES OF COMINGLED FUND UNITS
---------------------------------
PUR 6/22/09 1729678V CITIGROUP INC C+UV
45239 6/23/09 422653 MORGAN STANLEY (OPTIONS) 1,795,000.00 .595 1,067,307.00
PUR 6/17/09 SPX875TU S&P 200 INDEX SPX+TO
47355 6/18/09 422653 PALI CAPITAL (OPTIONS) 300,000.00 30.915 6,000.00 9,280,500.00
PUR 6/17/09 SPX875UU S&P 500 INDEX SPX+UO
47354 6/18/09 422653 PALI CAPITAL (OPTIONS) 300,000.00 39.883 6,000.00 11,970,990.00
-------------- ---------- -------------- --------------
SUBTOTAL UNIT-ASSET PURCHASES: 2,395,000.00 22,318,797.00
12,000.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 15,106,945.00 344,385,343.47
35,232.19
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 5/28/09 02209SAE ALTRIA GROUP INC NOTES 9.9500 10.196
43658 6/02/09 287563 CANTOR FITZGERALD SECURITIE 11/10/38 10,000,000.00 107.66 10,766,000.00 995,717.61
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 10,000,000.00 10,766,000.00 995,717.61
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 5/27/09 00206R10 AT&T INC. 61.97
32425 6/01/09 422630 MORGAN STANLEY 100,000.00 24.110 2,410,938.03 -44,607.15
SALE 5/28/09 00206R10 AT&T INC. 62.35
32425 6/02/09 422634 MORGAN STANLEY 100,000.00 24.261 2,426,007.65 -29,537.53
SALE 6/01/09 00206R10 AT&T INC. 318.03
32425 6/04/09 422642 MORGAN STANLEY 500,000.00 24.749 12,374,281.97 96,556.09
SALE 6/02/09 00206R10 AT&T INC. 860.30
32425 6/05/09 422650 MORGAN STANLEY 1,350,000.00 24.796 33,473,739.70 323,879.83
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
COMMON PENSION FD A (5140) -Cont. PAGE: 69
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/03/09 00206R10 AT&T INC. 626.02
32425 6/08/09 422655 MORGAN STANLEY 1,000,000.00 24.358 24,357,773.98 -197,677.78
SALE 6/04/09 00206R10 AT&T INC. 1,565.28
32425 6/09/09 422660 MORGAN STANLEY 2,500,000.00 24.362 60,903,934.72 -484,694.67
SALE 6/08/09 00206R10 AT&T INC. 697.68
32425 6/11/09 422669 MORGAN STANLEY 1,122,486.00 24.185 27,146,289.48 -416,861.34
SALE 6/09/09 00206R10 AT&T INC. 313.16
32425 6/12/09 422674 MORGAN STANLEY 500,000.00 24.370 12,184,736.84 -92,989.04
SALE 6/19/09 06050510 BANK OF AMERICA CORP. 501.15
13225 6/24/09 422653 GOLDMAN SACHS (OPTIONS) 1,500,000.00 13.000 30,000.00 19,469,498.85 -24,973,229.37
SALE 6/23/09 09984910 BORLAND SOFTWARE CORP 7.11
19132 6/26/09 422722 MORGAN STANLEY 240,436.00 1.150 276,494.29 -1,595,221.63
SALE 6/24/09 09984910 BORLAND SOFTWARE CORP 56.56
19132 6/29/09 422726 MORGAN STANLEY 1,913,564.00 1.150 2,200,542.04 -12,695,930.26
SALE 6/25/09 09984910 BORLAND SOFTWARE CORP 1.52
19132 6/30/09 422730 MORGAN STANLEY 51,153.00 1.150 58,824.43 -339,385.01
SALE 6/19/09 12640810 CSX CORP 265.92
47056 6/24/09 422714 MORGAN STANLEY 300,000.00 34.490 10,346,584.08 239,930.37
SALE 6/17/09 13078810 CALIFORNIA WATER SERVICE GR 37.39
29762 6/22/09 422706 ICAP CORPORATES LLC 40,900.00 35.569 409.00 1,454,305.26 -9,976.41
SALE 6/18/09 13078810 CALIFORNIA WATER SERVICE GR 8.30
29762 6/23/09 422710 ICAP CORPORATES LLC 9,100.00 35.472 91.00 322,698.63 -3,095.09
SALE 6/11/09 17296710 CITIGROUP INC. 6.94
47291 6/16/09 422690 MORGAN STANLEY (OPTIONS) 90,000.00 3.000 269,993.06 -44,106.94
SALE 6/08/09 19121610 COCA-COLA CO. (THE) 5.79
14589 6/11/09 422672 MORGAN STANLEY (OPTIONS) 5,000.00 45.000 224,994.21 72,881.35
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 6/01/09 THROUGH 6/30/09
COMMON PENSION FD A (5140) -Cont. PAGE: 70
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/10/09 19121610 COCA-COLA CO. (THE) 453.82
14589 6/15/09 422682 MORGAN STANLEY (OPTIONS) 392,400.00 45.000 17,657,546.18 5,719,729.06
SALE 6/19/09 19121610 COCA-COLA CO. (THE) 3.01
14589 6/24/09 422653 MORGAN STANLEY (OPTIONS) 2,600.00 45.000 116,996.99 37,898.30
SALE 6/22/09 22160K10 COSTCO WHOLESALE CORP. 38.82
14344 6/25/09 422718 LABRANCHE/0TC 33,000.00 45.764 495.00 1,509,674.88 526,106.40
SALE 6/22/09 22160K10 COSTCO WHOLESALE CORP. 95.34
14344 6/25/09 422718 MORGAN STANLEY 80,900.00 45.853 3,709,412.36 1,298,179.34
SALE 6/23/09 22160K10 COSTCO WHOLESALE CORP. 12.76
14344 6/26/09 422722 KEYBANC CAPITAL MKTS INC 11,000.00 45.111 165.00 496,038.84 168,182.68
SALE 6/24/09 22160K10 COSTCO WHOLESALE CORP. 28.96
14344 6/29/09 422726 KEYBANC CAPITAL MKTS INC 25,000.00 45.060 375.00 1,126,106.04 380,978.41
SALE 6/24/09 22160K10 COSTCO WHOLESALE CORP. 13.92
14344 6/29/09 422726 LABRANCHE/0TC 12,000.00 45.125 180.00 541,304.88 183,643.62
SALE 6/01/09 24419910 DEERE & CO. 60.34
21321 6/04/09 422642 MERIDIAN EQUITY PARTNERS 50,000.00 46.953 500.00 2,347,079.66 691,285.59
SALE 6/08/09 27864210 EBAY INC. 22.48
14885 6/11/09 422669 ITG (CHANNEL) 50,000.00 17.490 500.00 873,987.52 -351,156.95
SALE 6/10/09 27864210 EBAY INC. 13.60
14885 6/15/09 422678 ITG (CHANNEL) 30,000.00 17.634 300.00 528,718.40 -206,368.28
SALE 6/01/09 29384810 ENTRUST, INC. 6.62
14974 6/04/09 422642 MORGAN STANLEY 128,261.00 2.008 257,541.47 -949,638.12
SALE 6/02/09 29384810 ENTRUST, INC. 9.95
14974 6/05/09 422650 MORGAN STANLEY 201,739.00 1.917 386,824.58 -1,511,922.53
SALE 6/03/09 29384810 ENTRUST, INC. 7.29
14974 6/08/09 422655 MORGAN STANLEY 150,000.00 1.891 283,612.71 -1,128,172.15
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 6/01/09 THROUGH 6/30/09
COMMON PENSION FD A (5140) -Cont. PAGE: 71
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/29/09 31561610 F5 NETWORKS INC. 20.07
25827 6/03/09 422638 MERRIMAN/OTC 25,000.00 31.234 375.00 780,454.93 241,519.11
SALE 6/15/09 37439310 GEVITY HR INC.
44083 6/16/09 422653 TENDERED 35,000.00 4.000 140,000.00 94,545.50
SALE 6/08/09 38259P50 GOOGLE INC. 56.16
33648 6/11/09 422669 ITG (CHANNEL) 5,000.00 437.05 50.00 2,185,182.84 130,243.92
SALE 6/16/09 41316010 HARMONIC INC. 3.37
16748 6/19/09 422702 ITG (CHANNEL) 20,000.00 6.539 200.00 130,582.63 -65,662.22
SALE 6/16/09 41316010 HARMONIC INC. 1.71
16748 6/19/09 422702 MORGAN STANLEY 10,000.00 6.647 66,466.29 -31,656.13
SALE 6/16/09 45990210 INTERNATIONAL GAME TECHNOLO 10.28
27625 6/19/09 422702 MERIDIAN EQUITY PARTNERS 25,000.00 15.992 250.00 399,539.72 -531,217.04
SALE 6/19/09 47816010 JOHNSON & JOHNSON 424.05
03544 6/24/09 422653 MORGAN STANLEY (OPTIONS) 300,000.00 55.000 16,499,575.95 3,991,240.26
SALE 6/01/09 50242410 L-3 COMMUNICATIONS HOLDINGS 97.21
23917 6/04/09 422642 GRISWOLD COMPANY 50,000.00 75.646 500.00 3,781,692.79 -1,288,690.35
SALE 6/08/09 56584910 MARATHON OIL CORP. 123.01
21604 6/11/09 422669 MORGAN STANLEY 150,000.00 31.909 4,786,241.99 2,430,701.14
SALE 6/12/09 57190320 MARRIOTT INTERNATIONAL INC. 15.44
09821 6/17/09 422692 PRINCETON SECURITIES GROUP 25,000.00 24.016 250.00 600,132.06 231,011.99
SALE 6/03/09 58013510 MCDONALD'S CORP. 153.25
14963 6/08/09 422658 GOLDMAN SACHS (OPTIONS) 103,700.00 57.500 2,074.00 5,960,522.75 5,359,617.96
SALE 6/04/09 58013510 MCDONALD'S CORP. 7.25
14963 6/09/09 422667 GOLDMAN SACHS (OPTIONS) 4,900.00 57.500 98.00 281,644.75 253,250.98
SALE 6/19/09 58013510 MCDONALD'S CORP. 75.96
14963 6/24/09 422653 GOLDMAN SACHS (OPTIONS) 51,400.00 57.500 1,028.00 2,954,396.04 2,656,551.23
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
COMMON PENSION FD A (5140) -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 6/19/09 58505510 MEDTRONIC, INC. 678.48
26023 6/24/09 422653 MORGAN STANLEY (OPTIONS) 800,000.00 33.000 26,399,321.52 -12,890,304.75
SALE 6/23/09 62671710 MURPHY OIL CORP. 130.95
23055 6/26/09 422722 MORGAN STANLEY 100,000.00 50.952 5,095,109.05 2,274,747.66
SALE 6/17/09 64602510 NEW JERSEY RESOURCES CORP. 45.55
01172 6/22/09 422706 PRINCETON SECURITIES GROUP 50,000.00 35.446 500.00 1,771,729.45 410,762.58
SALE 6/11/09 65408610 NICOR INC. 67.70
07250 6/16/09 422684 GRISWOLD COMPANY 75,000.00 35.119 750.00 2,633,137.30 -10,466.45
SALE 6/05/09 65504410 NOBLE ENERGY INC 164.41
22631 6/10/09 422664 MORGAN STANLEY 100,000.00 63.971 6,396,915.59 4,198,963.49
SALE 6/18/09 69350610 PPG INDUSTRIES, INC. 89.32
15781 6/23/09 422710 MORGAN STANLEY 80,700.00 43.064 3,475,199.69 33,261.46
SALE 6/19/09 69350610 PPG INDUSTRIES, INC. 231.57
15781 6/24/09 422714 MORGAN STANLEY 210,000.00 42.906 9,009,986.43 53,269.86
SALE 6/19/09 71817210 PHILIP MORRIS INTERNATIONAL 316.11
40650 6/24/09 422653 GOLDMAN SACHS (OPTIONS) 300,000.00 41.000 6,000.00 12,293,683.89 5,535,581.93
SALE 6/25/09 73278L10 POOL CORPORATION 13.87
34195 6/30/09 422730 LABRANCHE/0TC 35,000.00 15.412 525.00 538,874.13 84,365.87
SALE 6/11/09 74457310 PUBLIC SVC ENTERPRISE GROUP 63.58
13584 6/16/09 422684 PRINCETON SECURITIES GROUP 75,000.00 32.981 750.00 2,472,731.42 445,106.15
SALE 6/19/09 74752510 QUALCOMM INC. 11.83
03288 6/24/09 422653 GOLDMAN SACHS (OPTIONS) 10,000.00 46.000 200.00 459,788.17 217,766.89
SALE 6/16/09 78477410 STEC, INC. 27.55
36683 6/19/09 422702 MORGAN STANLEY 50,000.00 21.436 1,071,792.45 694,753.68
SALE 5/29/09 80004C10 SANDISK CORP. 9.87
32459 6/03/09 422638 SUSQUEHANNA/OTC 25,000.00 15.356 375.00 383,522.63 -940,397.26
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 6/01/09 THROUGH 6/30/09
COMMON PENSION FD A (5140) -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 6/17/09 84258710 SOUTHERN CO. 58.48
15171 6/22/09 422706 GRISWOLD COMPANY 75,000.00 30.339 750.00 2,274,579.02 616,367.10
SALE 5/27/09 84474110 SOUTHWEST AIRLINES CO. 12.75
03413 6/01/09 422630 MORGAN STANLEY 75,000.00 6.610 495,729.75 -181,527.83
SALE 5/28/09 84474110 SOUTHWEST AIRLINES CO. 34.25
03413 6/02/09 422634 MORGAN STANLEY 200,000.00 6.662 1,332,385.75 -473,634.46
SALE 5/29/09 84474110 SOUTHWEST AIRLINES CO. 20.20
03413 6/03/09 422638 CAPIS/SOFT 118,125.00 6.653 5,906.25 779,982.80 -286,697.88
SALE 6/25/09 87612E10 TARGET CORP. 51.74
15577 6/30/09 422730 GRISWOLD COMPANY 50,000.00 40.258 500.00 2,012,358.26 656,499.81
SALE 6/25/09 87612E10 TARGET CORP. 51.42
15577 6/30/09 422730 GRISWOLD COMPANY 50,000.00 40.015 500.00 2,000,208.58 644,350.13
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 40.137 103.16 4,012,566.84 1,300,849.94
1,000.00
SALE 6/04/09 87986810 TEMPLE-INLAND INC. 28.01
22572 6/09/09 422660 MERIDIAN EQUITY PARTNERS 79,200.00 13.757 792.00 1,088,718.55 172,408.13
SALE 5/29/09 88710010 TIMBERLAND CO. (THE) 6.37
15536 6/03/09 422638 BMO CAPITAL MARKETS/EXECUTI 17,200.00 14.400 258.00 247,422.51 75,521.66
SALE 6/01/09 88710010 TIMBERLAND CO. (THE) 16.56
15536 6/04/09 422642 BMO CAPITAL MARKETS/EXECUTI 44,200.00 14.578 663.00 643,650.36 201,905.16
SALE 6/16/09 89674K10 TRIQUINT SEMICONDUCTOR, INC 3.69
20443 6/19/09 422702 MORGAN STANLEY 25,000.00 5.739 143,481.31 -180,779.41
SALE 6/02/09 90254980 UAL CORP 33.65
46744 6/05/09 422650 MORGAN STANLEY 250,000.00 5.236 1,308,916.35 44,657.60
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 6/01/09 THROUGH 6/30/09
COMMON PENSION FD A (5140) -Cont. PAGE: 74
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/19/09 97381W10 WINDSTREAM CORP. 148.19
44962 6/24/09 422714 MORGAN STANLEY 700,000.00 8.237 5,765,821.81 831,446.03
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 16,888,964.00 9,466.24 368,397,961.24 -19,635,935.71
56,309.25
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 26,888,964.00 9,466.24 379,163,961.24 -18,640,218.10
56,309.25
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 6/01/09 THROUGH 6/30/09
COMMON PENSION FD B (5142) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 6/05/09 12189TAZ BURLINGTON NORTHERN SANTA F 6.1500 6.528
36937 6/10/09 287600 CREDIT SUISSE SEC (USA) LLC 5/01/37 5,000,000.00 95.166 4,758,300.00
PUR 5/27/09 208251AE CONOCO INC. NOTES 6.9500 6.999
26149 6/01/09 287553 FTN MIDWEST SECURITIES 4/15/29 5,000,000.00 99.467 4,973,350.00
PUR 6/10/09 24702RAJ DELL INC 5.8750 5.884
47271 6/15/09 287619 DEUTSCHE BANK AG (DOMESTIC) 6/15/19 17,000,000.00 99.933 16,988,610.00
PUR 6/03/09 362320AT GTE CORP DEBS 8.7500 7.101
47156 6/08/09 287588 BARCLAYS CAPITAL INC 11/01/21 20,000,000.00 113.43 22,686,600.00
PUR 6/09/09 448814DC HYDRO-QUEBEC DEBENTURES 8.5000 6.138
44942 6/12/09 287613 CANTOR FITZGERALD SECURITIE 12/01/29 20,000,000.00 127.31 25,462,800.00
PUR 6/16/09 448814DL HYDRO-QUEBEC DEBS 9.5000 6.085
47339 6/19/09 287642 CIBC Oppenheimer 11/15/30 10,000,000.00 140.55 14,055,500.00
PUR 6/25/09 487836AT KELLOGG CO DEBENTURES 7.4500 5.754
39426 6/30/09 287682 CITIGROUP/CITIBANK DOMESTIC 4/01/31 6,000,000.00 120.88 7,252,860.00
PUR 5/27/09 646136WV NJ TRANS TR FD SER B BLD AM 6.8750 6.999
47122 6/03/09 287570 BANK OF AMERICA SECURITIES 12/15/39 4,000,000.00 98.404 3,936,160.00
PUR 6/09/09 72447XAB PITNEY BOWES INC MED TERM N 5.2500 5.474
47244 6/12/09 287613 CITIGROUP/CITIBANK DOMESTIC 1/15/37 10,000,000.00 96.822 9,682,200.00
PUR 6/23/09 73755LAD POTASH CORP NOTES 5.8750 6.411
38740 6/26/09 287671 BARCLAYS CAPITAL INC 12/01/36 3,000,000.00 93.115 2,793,450.00
PUR 6/08/09 73755LAF POTASH CORP SASKATCHEWAN 6.5000 6.064
46437 6/11/09 287607 JEFFERIES & COMPANY 5/15/19 9,000,000.00 103.21 9,289,080.00
PUR 5/28/09 744448CC PUBLIC SERVICE COLORADO 1ST 5.1250 5.195
47124 6/04/09 287576 CREDIT SUISSE SEC (USA) LLC 6/01/19 5,000,000.00 99.460 4,973,000.00
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
COMMON PENSION FD B (5142) -Cont. 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/29/09 748148PB PROVINCE OF QUEBEC DEBS 7.5000 5.609
47123 6/03/09 287570 RBC CAPITAL (DOMESTIC) 7/15/23 22,000,000.00 118.26 26,018,080.00
PUR 6/02/09 796253T9 CITY SAN ANTONIO ELEC & GAS 5.9850 5.983
47157 6/12/09 287613 GOLDMAN SACHS & COMPANY 2/01/39 5,000,000.00 100.00 5,000,000.00
PUR 6/16/09 887315AM TIME WARNER INC 9.1500 8.440
47338 6/19/09 287642 BARCLAYS CAPITAL INC 2/01/23 12,000,000.00 105.66 12,679,920.00
PUR 6/24/09 8935268Z TRANS CANADA PIPELINES SR N 7.6250 6.354
47518 6/29/09 287676 BARCLAYS CAPITAL INC 1/15/39 20,000,000.00 116.84 23,369,400.00
PUR 6/17/09 912810FR UNITED STATES TREAS TIPS 2.3750 2.499
36750 6/19/09 287642 CITIGROUP/CITIBANK DOMESTIC 1/15/25 10,000,000.00 111.21 11,121,323.94
PUR 6/17/09 912810FR UNITED STATES TREAS TIPS 2.3750 2.493
36750 6/19/09 287642 CITIGROUP/CITIBANK DOMESTIC 1/15/25 10,000,000.00 111.30 11,130,113.16
PUR 6/18/09 912810FR UNITED STATES TREAS TIPS 2.3750 2.519
36750 6/22/09 287648 CITIGROUP/CITIBANK DOMESTIC 1/15/25 15,000,000.00 110.95 16,643,065.86
PUR 6/24/09 912810FR UNITED STATES TREAS TIPS 2.3750 2.314
36750 6/26/09 287671 CITIGROUP/CITIBANK DOMESTIC 1/15/25 10,000,000.00 113.97 11,397,267.19
PUR 6/17/09 912810PW UNITED STATES TREAS BDS 4.3750 4.498
47362 6/18/09 287636 BARCLAYS BANK OF NEW YORK 2/15/38 25,000,000.00 98.032 24,507,912.50
PUR 6/19/09 912828JR UNITED STATES TREAS NTS 3.7500 3.861
47416 6/22/09 287648 BARCLAYS CAPITAL INC 11/15/18 10,000,000.00 99.133 9,913,321.25
PUR 6/24/09 912828JR UNITED STATES TREAS NTS 3.7500 3.698
47416 6/25/09 287665 BARCLAYS BANK OF NEW YORK 11/15/18 15,000,000.00 100.41 15,061,583.44
PUR 6/18/09 912828KQ UNITED STATES TREAS NTS 3.1250 3.747
47414 6/22/09 287648 BARCLAYS CAPITAL INC 5/15/19 25,000,000.00 94.895 23,723,732.81
PUR 5/27/09 92343VAR VERIZON COMM INC SR NOTES 8.9500 7.329
43637 6/01/09 287553 BARCLAYS CAPITAL INC 3/01/39 10,000,000.00 119.49 11,949,900.00
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
COMMON PENSION FD B (5142) -Cont. PAGE: 77
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/01/09 927804FG VIRGINIA ELEC & PWR SR NTS 8.8750 6.501
43639 6/04/09 287576 JEFFERIES & COMPANY 11/15/38 20,000,000.00 130.96 26,192,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 323,000,000.00 355,559,530.15
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 323,000,000.00 355,559,530.15
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 6/10/09 020002AP ALLSTATE CORP SR NOTES 6.1250 5.615
30144 6/15/09 287619 CANTOR FITZGERALD SECURITIE 12/15/32 4,000,000.00 88.148 3,525,920.00 -738,501.85
SALE 6/18/09 020002AP ALLSTATE CORP SR NOTES 6.1250 5.615
30144 6/24/09 287659 CANTOR FITZGERALD SECURITIE 12/15/32 10,000,000.00 90.355 9,035,500.00 -1,625,011.62
SALE 5/29/09 020002AQ ALLSTATE CORP BONDS 5.3500 5.596
30135 6/03/09 287570 BARCLAYS CAPITAL INC 6/01/33 5,000,000.00 76.977 3,848,850.00 -989,804.94
SALE 6/02/09 020002AQ ALLSTATE CORP BONDS 5.3500 5.596
30135 6/05/09 287582 WACHOVIA SECURITIES, INC. 6/01/33 10,000,000.00 81.071 8,107,100.00 -1,570,206.27
SALE 5/27/09 023551AM AMERADA HESS CORP NOTES 7.1250 8.621
44022 6/01/09 287553 JEFFERIES & COMPANY 3/15/33 15,000,000.00 91.746 13,761,900.00 1,017,372.41
SALE 6/01/09 02584PAB AMERICAN EXPRESS TRAVEL NOT 5.2500 9.754
43725 6/04/09 287576 CITIGROUP/CITIBANK DOMESTIC 11/21/11 10,000,000.00 97.277 9,727,700.00 693,932.48
SALE 6/01/09 0258M0CY AMERICAN EXPRESS CREDIT COR 7.3000 7.340
42396 6/04/09 287576 STIFEL NICOLAUS 8/20/13 5,000,000.00 103.52 5,176,150.00 184,090.57
SALE 6/22/09 046353AB ASTRAZENECA PLC SR NOTES 5.9000 5.909
38193 6/25/09 287665 CANTOR FITZGERALD SECURITIE 9/15/17 15,000,000.00 107.14 16,071,000.00 1,081,286.78
SALE 6/16/09 110122AP BRISTOL MYERS SQUIBB NOTES 5.8750 7.940
43439 6/19/09 287642 GOLDMAN SACHS & COMPANY 11/15/36 15,000,000.00 106.51 15,976,500.00 4,417,104.08
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 6/01/09 THROUGH 6/30/09
COMMON PENSION FD B (5142) -Cont. PAGE: 78
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/25/09 110122AR BRISTOL MYERS SQUIBB NOTES 5.4500 5.473
40953 6/30/09 287682 BARCLAYS CAPITAL INC 5/01/18 12,000,000.00 105.48 12,658,080.00 678,148.50
SALE 6/18/09 149123BR CATERPILLAR INC NOTES 8.2500 7.284
43950 6/23/09 287653 CANTOR FITZGERALD SECURITIE 12/15/38 4,000,000.00 117.51 4,700,560.00 234,663.98
SALE 6/19/09 149123BR CATERPILLAR INC NOTES 8.2500 7.284
43950 6/24/09 287659 BARCLAYS BANK OF NEW YORK 12/15/38 10,000,000.00 118.42 11,842,200.00 677,528.86
SALE 6/15/09 207597EE CONNECTICUT LIGHT&PWR 1ST M 5.5000 5.552
44750 6/18/09 287636 CANTOR FITZGERALD SECURITIE 2/01/19 5,000,000.00 103.06 5,153,000.00 172,652.01
SALE 5/27/09 20825CAQ CONOCO PHILLIPS NOTE 6.5000 6.611
44583 6/01/09 287553 FTN MIDWEST SECURITIES 2/01/39 5,000,000.00 96.196 4,809,800.00 -117,897.65
SALE 6/22/09 20825CAQ CONOCO PHILLIPS NOTE 6.5000 6.611
44583 6/25/09 287665 JP MORGAN 2/01/39 15,000,000.00 104.79 15,718,800.00 935,055.98
SALE 6/11/09 24702RAJ DELL INC 5.8750 5.884
47271 6/16/09 287625 FTN MIDWEST SECURITIES 6/15/19 7,000,000.00 100.69 7,048,860.00 53,565.43
SALE 6/10/09 250847EA DETROIT EDISON CO BONDS 5.7000 5.741
31916 6/15/09 287619 CANTOR FITZGERALD SECURITIE 10/01/37 10,000,000.00 89.412 8,941,200.00 -1,001,036.80
SALE 6/18/09 260543BL DOW CHEMICAL CO. GLOBAL NOT 6.1250 6.203
20730 6/23/09 287653 CITIGROUP/CITIBANK DOMESTIC 2/01/11 15,000,000.00 101.85 15,278,550.00 297,346.87
SALE 6/17/09 26441CAB DUKE ENERGY CORP SR NOTES 6.2500 7.130
43659 6/22/09 287648 CREDIT SUISSE SEC (USA) LLC 6/15/18 15,000,000.00 104.48 15,673,050.00 1,537,789.30
SALE 5/27/09 26442CAE DUKE ENERGY CAROLINAS 1ST & 6.0500 6.070
40764 6/01/09 287553 CANTOR FITZGERALD SECURITIE 4/15/38 15,000,000.00 99.653 14,947,950.00 -10,125.22
SALE 6/02/09 26442CAE DUKE ENERGY CAROLINAS 1ST & 6.0500 6.070
40764 6/05/09 287582 CANTOR FITZGERALD SECURITIE 4/15/38 10,000,000.00 103.23 10,323,100.00 351,092.94
SALE 6/17/09 292505AH ENCANA CORP NOTES 6.5000 6.524
46445 6/22/09 287648 CREDIT SUISSE SEC (USA) LLC 5/15/19 2,000,000.00 106.06 2,121,380.00 125,016.40
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 6/01/09 THROUGH 6/30/09
COMMON PENSION FD B (5142) -Cont. PAGE: 79
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/28/09 36962G3H GENERAL ELECTRIC CAPITAL CO 5.6250 5.404
38360 6/02/09 287564 BARCLAYS BANK OF NEW YORK 9/15/17 10,000,000.00 94.268 9,426,800.00 -718,295.18
SALE 6/02/09 38141GER GOLDMAN SACHS GROUP INC. SR 5.7500 5.795
35133 6/05/09 287582 CANTOR FITZGERALD SECURITIE 10/01/16 1,500,000.00 98.741 1,481,115.00 -14,754.66
SALE 6/22/09 406216AY HALLIBURTON CO SR NOTES 7.4500 7.493
45057 6/25/09 287665 JP MORGAN 9/15/39 20,000,000.00 114.00 22,801,200.00 2,906,977.23
SALE 6/23/09 438516AX HONEYWELL INTERNATIONAL INC 5.3000 5.865
40274 6/26/09 287671 CANTOR FITZGERALD SECURITIE 3/01/18 34,000,000.00 103.52 35,197,820.00 2,492,079.20
SALE 6/17/09 452092CX ILLINOIS POWER 1ST MTG BDS 9.7500 8.171
45399 6/22/09 287648 BARCLAYS BANK OF NEW YORK 11/15/18 20,000,000.00 114.18 22,837,800.00 797,137.92
SALE 6/25/09 487836BB KELLOGG CO NOTES 4.4500 4.494
46952 6/30/09 287682 RBC CAPITAL (DOMESTIC) 5/30/16 5,000,000.00 99.995 4,999,750.00 12,889.27
SALE 6/02/09 494550BB KINDER MORGAN ENERGY PART S 6.8500 6.892
46689 6/05/09 287582 BARCLAYS CAPITAL INC 2/15/20 5,000,000.00 101.29 5,064,650.00 81,106.73
SALE 6/25/09 494550BB KINDER MORGAN ENERGY PART S 6.8500 6.892
46689 6/30/09 287682 CREDIT SUISSE SEC (USA) LLC 2/15/20 5,000,000.00 102.15 5,107,950.00 124,192.02
SALE 6/25/09 494550BB KINDER MORGAN ENERGY PART S 6.8500 6.892
46689 6/30/09 287682 CREDIT SUISSE SEC (USA) LLC 2/15/20 5,000,000.00 102.41 5,120,600.00 136,842.02
SALE 6/18/09 532457BA ELI LILLY & CO NOTES 5.5500 6.063
40947 6/23/09 287653 BARCLAYS CAPITAL INC 3/15/37 25,000,000.00 96.018 24,004,500.00 717,759.92
SALE 6/22/09 652482BG NEWS AMERICA INC. NOTES 5.3000 5.239
31569 6/25/09 287665 WACHOVIA SECURITIES, INC. 12/15/14 12,000,000.00 100.40 12,048,360.00 13,950.24
SALE 6/22/09 655855FA NORFOLK SOUTHERN RAILWAY NO 9.7500 8.568
43779 6/25/09 287665 JEFFERIES & COMPANY 6/15/20 10,841,000.00 130.81 14,181,328.92 2,441,022.62
SALE 6/22/09 666807AW NORTHROP GRUMMAN CORP 7.7500 6.256
43975 6/25/09 287665 JP MORGAN 2/15/31 15,000,000.00 122.77 18,415,950.00 780,545.41
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 6/01/09 THROUGH 6/30/09
COMMON PENSION FD B (5142) -Cont. PAGE: 80
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/17/09 677347CF OHIO EDISON FIRST MTG BONDS 8.2500 8.500
43333 6/22/09 287648 JP MORGAN 10/15/38 15,000,000.00 123.53 18,530,400.00 3,935,518.66
SALE 6/17/09 678858BK OKLAHOMA GAS & ELEC SR NOTE 8.2500 8.251
44023 6/22/09 287648 CREDIT SUISSE SEC (USA) LLC 1/15/19 10,000,000.00 119.35 11,935,200.00 1,936,633.17
SALE 5/29/09 68389XAC ORACLE CORP NOTES 5.7500 5.756
40698 6/03/09 287570 CREDIT SUISSE SEC (USA) LLC 4/15/18 5,000,000.00 106.53 5,326,800.00 329,280.71
SALE 6/17/09 68389XAC ORACLE CORP NOTES 5.7500 5.756
40698 6/22/09 287648 DEUTSCHE BANK AG (DOMESTIC) 4/15/18 10,000,000.00 105.85 10,585,500.00 590,598.39
SALE 6/05/09 693304AH PECO ENERGY CO 1ST MTG BDS 5.9500 5.972
35151 6/10/09 287600 CANTOR FITZGERALD SECURITIE 10/01/36 10,000,000.00 94.020 9,402,000.00 -567,497.00
SALE 6/04/09 693506BB PPG INDUSTRIES SR NOTES 6.6500 8.741
43463 6/09/09 287594 RBC CAPITAL (DOMESTIC) 3/15/18 10,000,000.00 103.21 10,321,400.00 1,585,431.85
SALE 6/17/09 694308GN PACIFIC GAS & ELECTRIC SR N 8.2500 7.073
43340 6/22/09 287648 CREDIT SUISSE SEC (USA) LLC 10/15/18 16,000,000.00 121.80 19,489,280.00 2,222,440.69
SALE 5/29/09 713448BK PEPSICO INC SR NOTES 3.7500 3.797
44918 6/03/09 287570 CANTOR FITZGERALD SECURITIE 3/01/14 5,000,000.00 101.54 5,077,200.00 87,525.97
SALE 6/08/09 713448BK PEPSICO INC SR NOTES 3.7500 3.797
44918 6/11/09 287607 JEFFERIES & COMPANY 3/01/14 10,000,000.00 99.692 9,969,200.00 -10,239.67
SALE 6/19/09 717081CY PFIZER INC NOTES 7.2000 7.205
45246 6/24/09 287659 MORGAN STANLEY 3/15/39 15,000,000.00 115.75 17,362,500.00 2,373,094.69
SALE 6/11/09 72447XAC PITNEY BOWES INC. NOTES 5.7500 5.910
38220 6/16/09 287625 CANTOR FITZGERALD SECURITIE 9/15/17 10,000,000.00 101.70 10,170,000.00 274,305.71
SALE 6/17/09 742651DE PRIVATE EXPORT FUNDING CORP 5.4500 5.477
38034 6/18/09 287636 FTN MIDWEST SECURITIES 9/15/17 25,000,000.00 106.61 26,654,000.00 1,701,012.23
SALE 6/09/09 744448CC PUBLIC SERVICE COLORADO 1ST 5.1250 5.195
47124 6/12/09 287613 CANTOR FITZGERALD SECURITIE 6/01/19 5,000,000.00 100.92 5,046,200.00 73,221.14
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 6/01/09 THROUGH 6/30/09
COMMON PENSION FD B (5142) -Cont. PAGE: 81
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/29/09 774341AB ROCKWELL COLLINS SR NOTES 5.2500 5.317
46490 6/03/09 287570 CREDIT SUISSE SEC (USA) LLC 7/15/19 2,000,000.00 101.47 2,029,400.00 39,882.43
SALE 6/18/09 816851AK SEMPRA ENERGY SR NOTES 9.8000 8.190
45065 6/23/09 287653 CANTOR FITZGERALD SECURITIE 2/15/19 5,000,000.00 119.45 5,972,600.00 443,912.14
SALE 6/11/09 887315AY TIME WARNER COS INC. DEBS 6.8750 7.483
35606 6/16/09 287625 BANK OF AMERICA SECURITIES 6/15/18 10,000,000.00 100.04 10,004,600.00 397,529.44
SALE 6/22/09 88732JAS TIME WARNER CABLE INC NOTES 8.2500 8.347
45275 6/25/09 287665 CREDIT SUISSE SEC (USA) LLC 4/01/19 10,000,000.00 113.51 11,351,400.00 1,417,422.22
SALE 5/28/09 912810FG UNITED STATES TREAS BDS 5.2500 4.780
34214 6/02/09 287564 CREDIT SUISSE SEC (USA) LLC 2/15/29 25,000,000.00 109.19 27,298,828.13 811,607.68
SALE 5/28/09 912810FG UNITED STATES TREAS BDS 5.2500 4.780
34214 6/02/09 287564 CREDIT SUISSE SEC (USA) LLC 2/15/29 50,000,000.00 109.19 54,597,656.25 1,623,215.34
SALE 5/29/09 912810FG UNITED STATES TREAS BDS 5.2500 4.780
34214 6/02/09 287564 CREDIT SUISSE SEC (USA) LLC 2/15/29 25,000,000.00 111.10 27,777,243.75 1,290,023.29
SALE 5/29/09 912810FG UNITED STATES TREAS BDS 5.2500 4.780
34214 6/02/09 287564 HSBC (DOMESTIC) 2/15/29 25,000,000.00 111.23 27,808,493.75 1,321,273.30
SALE 6/25/09 912810FG UNITED STATES TREAS BDS 5.2500 4.780
34214 6/29/09 287676 GOLDMAN SACHS & COMPANY 2/15/29 50,000,000.00 111.21 55,609,175.00 2,640,811.69
SALE 5/27/09 92343VAK VERIZON COMMUNICATION NOTES 6.4000 6.503
40006 6/01/09 287553 BARCLAYS CAPITAL INC 2/15/38 10,000,000.00 92.848 9,284,800.00 -580,390.28
SALE 6/03/09 92343VAQ VERIZON COMM INC NOTES 8.7500 6.306
44251 6/08/09 287588 BARCLAYS CAPITAL INC 11/01/18 20,000,000.00 120.71 24,143,800.00 719,044.09
SALE 6/01/09 927804FC VIRGINIA ELEC & PWR CO SR N 5.9500 6.442
38223 6/04/09 287576 JEFFERIES & COMPANY 9/15/17 20,000,000.00 106.05 21,211,000.00 1,836,934.94
SALE 6/17/09 927804FG VIRGINIA ELEC & PWR SR NTS 8.8750 7.157
43639 6/22/09 287648 CREDIT SUISSE SEC (USA) LLC 11/15/38 15,000,000.00 135.17 20,276,700.00 2,133,452.95
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
COMMON PENSION FD B (5142) -Cont. PAGE: 82
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/03/09 92857WAP VODAFONE GROUP PLC BONDS 5.6250 5.674
36580 6/08/09 287588 GOLDMAN SACHS & COMPANY 2/27/17 10,000,000.00 103.22 10,322,300.00 353,553.50
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 805,341,000.00 862,692,650.80 45,155,114.25
SALES OF MORTGAGE BACKED SECURITIES
-----------------------------------
SALE 5/19/09 31294KZT FED HOME LOAN MTG CORP 5.0000 5.111
28031 6/16/09 304530 CANTOR FITZGERALD SECURITIE 6/01/19 6,376,718.54 104.03 6,633,780.02 325,810.48
POOL NUMBER: E01654
-------------- ---------- -------------- --------------
SUBTOTAL MORTGAGE SALES: 6,376,718.54 6,633,780.02 325,810.48
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 811,717,718.54 869,326,430.82 45,480,924.73
END OF REPORT FOR: COMMON PENSION FD B
S T A T E O F N E W J E R S E Y 5146
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
COMMON PENSION FD E (5146) PAGE: 83
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 6/15/09 86676380 ONEX PARTNERS III
45250 6/15/09 62164 ONEX 875,000.00 1.000 875,000.00
PUR 6/03/09 89364110 TRANSDIGM GROUP INC
47284 6/03/09 62213 WARBURG PINCUS LLC 12,617.00 36.828 464,658.88
PUR 6/03/09 89364110 TRANSDIGM GROUP INC
47284 6/03/09 62181 WARBURG PINCUS LLC 10,042.00 39.500 396,659.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 22,659.00 38.012 861,317.88
PUR 6/17/09 S8621578 COURT SQUARE CAP PTNRS II L
38089 6/17/09 62175 COURT SQUARE CAPITAL PARTNE 5,589,221.00 1.000 5,589,221.00
PUR 6/15/09 S8621579 SILVER LAKE PARTNERS III LP
38088 6/15/09 62163 SILVER LAKE PARTNERS III LP 368,388.00 1.000 368,388.00
PUR 6/15/09 S8621579 SILVER LAKE PARTNERS III LP
38088 6/15/09 62162 SILVER LAKE PARTNERS III LP 331,832.00 1.000 331,832.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 700,220.00 1.000 700,220.00
PUR 6/24/09 S8622706 FAIRVIEW CAPSTONE PARTNERS
43120 6/24/09 62208 FAIRVIEW CAPSTONE PARTNERS 761,175.00 1.000 761,175.00
PUR 6/30/09 S8622706 FAIRVIEW CAPSTONE PARTNERS
43120 6/30/09 62220 FAIRVIEW CAPSTONE PARTNERS 810,894.00 1.000 810,894.00
PUR 6/11/09 S8629925 BDCM OPPORTUNITY FUND II L.
33806 6/11/09 62157 BLACK DIAMOND CAPTIAL MANAG 1,880,528.76 1.000 1,880,528.76
S T A T E O F N E W J E R S E Y 5146
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
COMMON PENSION FD E (5146) -Cont. PAGE: 84
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/23/09 S8629925 BDCM OPPORTUNITY FUND II L.
33806 6/23/09 62184 BLACK DIAMOND CAPTIAL MANAG 444,856.27 1.000 444,856.27
PUR 6/15/09 S8633700 NJHL EUROPEAN BUYOUT INVEST
33641 6/15/09 62148 NJHL INVESTMENTS GP, LLC 1,741,250.00 1.000 1,741,250.00
PUR 6/29/09 S8633700 NJHL EUROPEAN BUYOUT INVEST
33641 6/29/09 62209 NJHL INVESTMENTS GP, LLC 88,818.67 1.000 88,818.67
PUR 6/25/09 S8633778 AVENUE SPECIAL SITUATNS FUN
33661 6/25/09 62191 AVENUE CAPITAL GROUP 1,000,000.00 1.000 1,000,000.00
PUR 6/29/09 S8653643 NJHL EUROPEAN BUYOUT SERIES
44345 6/29/09 62216 NJHL INVESTMENTS GP, LLC 1,313,400.00 1.000 1,313,400.00
PUR 6/26/09 S8660610 CAPRI URBAN INVESTORS
41344 6/26/09 62203 CAPRI URBAN INVESTORS 464,500.00 1.000 464,500.00
PUR 6/08/09 S8668203 SONJ PRVATE OPP FD LP-BLACK
36473 6/08/09 62156 SONJ PRIVATE OPPORTUNITIES 1,931,683.00 1.000 1,931,683.00
PUR 6/15/09 S8668418 MACFARLANE URBAN RE FUND II
36474 6/15/09 62173 MACFARLANE URBAN REAL EST F 2,301,980.20 1.000 2,301,980.20
PUR 6/29/09 S8668741 NEWSTONE CAPITAL PARTNERS L
36947 6/29/09 62201 NEWSTONE CAPITAL PARTNERS 1,935,029.00 1.000 1,935,029.00
PUR 6/17/09 S8669172 NJDOI/GMAM CT HIGH GRADE PA
41490 6/17/09 62190 CT HIGH GRADE PARTNERS II 3,603,794.98 1.000 3,603,794.98
PUR 6/16/09 S8672896 NJHL EUROPEAN BUYOUT SERIES
41503 6/16/09 62174 NJHL INVESTMENTS GP, LLC 1,412,701.00 1.000 1,412,701.00
PUR 6/30/09 S8672896 NJHL EUROPEAN BUYOUT SERIES
41503 6/30/09 62217 NJHL INVESTMENTS GP, LLC 550,927.47 1.000 550,927.47
PUR 6/12/09 S8674200 H.I.G. BAYSIDE DEBT & LBO F
41596 6/12/09 62169 H.I.G. BAYSIDE DEBT & LBO 5,000,000.00 1.000 5,000,000.00
S T A T E O F N E W J E R S E Y 5146
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
COMMON PENSION FD E (5146) -Cont. PAGE: 85
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/12/09 S8674242 NJDOI/GMAM CORE REAL ESTATE
41592 6/12/09 62171 CT HIGH GRADE PARTNERS II 258,278.15 1.000 258,278.15
PUR 6/30/09 S8676048 PRUDENTIAL PROP INV SEP ACC
37801 6/30/09 62204 PRUDENTIAL REAL ESTATE INVE 5,120,000.00 1.000 5,120,000.00
PUR 6/30/09 S8676332 SONJ PRIVATE OPP SIDE CAR
41741 6/30/09 62218 SONJ PRIVATE OPPORTUNITIES 2,596,577.00 1.000 2,596,577.00
PUR 6/25/09 S8676434 TEXAS PACIFIC GROUP PARTNER
35460 6/25/09 62196 TEXAS PACIFIC GRP PARTNERS 29,653.00 1.000 29,653.00
PUR 6/18/09 S8676624 ONEX PARTNERS II LP
35876 6/18/09 62177 ONEX 290,588.00 1.000 290,588.00
PUR 6/23/09 S8676625 LEHMAN CROSSROADS FUND XVII
35875 6/23/09 62185 LEHMAN BROS PRIVATE EQ FUND 2,500,000.00 1.000 2,500,000.00
PUR 6/05/09 S8677328 CSFB-SERIES 2006
35211 6/05/09 62155 CSFB (5146) 5,000,000.00 1.000 5,000,000.00
PUR 6/23/09 S8679476 LEXINGTON CAPITAL PARTNERS
34543 6/23/09 62187 LEXINGTON CAPITAL PTNRS VI 801,364.00 1.000 801,364.00
PUR 6/09/09 S8681706 RC WOODLEY PARK LP
35102 6/09/09 62193 ROCKCREEK SPRING VLY OPRTS 232,598.00 1.000 232,598.00
PUR 6/15/09 S8681706 RC WOODLEY PARK LP
35102 6/15/09 62198 ROCKCREEK SPRING VLY OPRTS 402.00 1.000 402.00
PUR 6/25/09 S8683923 FAIRVIEW CAPSTONE PARTNERS
37796 6/25/09 62183 FAIRVIEW CAPSTONE PARTNERS 472,637.00 1.000 472,637.00
PUR 6/30/09 S8683923 FAIRVIEW CAPSTONE PARTNERS
37796 6/30/09 62219 FAIRVIEW CAPSTONE PARTNERS 2,353,965.00 1.000 2,353,965.00
PUR 6/30/09 S8683923 FAIRVIEW CAPSTONE PARTNERS
37796 6/30/09 62210 FAIRVIEW CAPSTONE PARTNERS 207,980.00 1.000 207,980.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 2,561,945.00 1.000 2,561,945.00
S T A T E O F N E W J E R S E Y 5146
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
COMMON PENSION FD E (5146) -Cont. PAGE: 86
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/12/09 S8684049 HFCP VI
37795 6/12/09 62161 HELLMAN & FRIEDMAN INVESTOR 375,000.00 1.000 375,000.00
PUR 6/12/09 S8684348 NJDOI/GMAM OPPORTUNISTIC RE
42482 6/12/09 62170 CT HIGH GRADE PARTNERS II 39,735.10 1.000 39,735.10
PUR 6/15/09 S8684365 BLACKSTONE CAPITAL PARTNERS
33139 6/15/09 62172 BLACKSTONE CAPTIAL PARTNER 1,553,457.00 1.000 1,553,457.00
PUR 6/17/09 S8685119 TPG PARTNERS VI
42558 6/17/09 62176 TEXAS PACIFIC GRP PARTNERS 2,083,661.00 1.000 2,083,661.00
PUR 6/01/09 S8686200 AVE SPECIAL SITUATION FUND
37794 6/01/09 62143 AVENUE CAPITAL GROUP 10,000,000.00 1.000 10,000,000.00
PUR 6/26/09 S8686200 AVE SPECIAL SITUATION FUND
37794 6/26/09 62197 AVENUE CAPITAL GROUP 10,000,000.00 1.000 10,000,000.00
PUR 6/26/09 S8688416 CSFB/NJDI EMERG. OPP FUND L
37463 6/26/09 62211 CSFB (5146) 3,500,000.00 1.000 3,500,000.00
PUR 6/24/09 S8697847 TA REALTY ASSOC FD VIII LP
36944 6/24/09 62202 TA REALTY ASSOCIATES 2,500,000.00 1.000 2,500,000.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 82,344,533.60 83,183,192.48
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 82,344,533.60 83,183,192.48
END OF REPORT FOR: COMMON PENSION FD E
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 6/01/09 THROUGH 6/30/09
REIT COMMON PENSION FD A (5161) PAGE: 87
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 6/16/09 14028810 CAPLEASE INC.
40831 6/19/09 422701 PRINCETON SECURITIES GROUP 25,000.00 2.800 250.00 70,247.50
PUR 6/22/09 29380T10 ENTERTAINMENT PROPERTIES TR
40574 6/25/09 422717 STURDIVANT/EXECUTION 10,000.00 20.563 150.00 205,775.00
PUR 6/16/09 40414L10 HCP INC.
40132 6/19/09 422701 MAGNA SECURITIES CORP 10,000.00 21.464 150.00 214,790.00
PUR 6/16/09 43730610 HOME PROPERTIES, INC.
41635 6/19/09 422701 PRINCETON SECURITIES GROUP 25,000.00 33.297 250.00 832,680.00
PUR 6/15/09 53117210 LIBERTY PROPERTY TRUST
40597 6/18/09 422697 GRISWOLD COMPANY 20,000.00 23.474 200.00 469,678.00
PUR 6/19/09 53117210 LIBERTY PROPERTY TRUST
40597 6/24/09 422713 BMO CAPITAL MARKETS/EXECUTI 3,000.00 22.600 45.00 67,845.00
PUR 6/22/09 53117210 LIBERTY PROPERTY TRUST
40597 6/25/09 422717 BMO CAPITAL MARKETS/EXECUTI 7,000.00 22.600 105.00 158,305.00
PUR 6/22/09 74341010 PROLOGIS
39529 6/25/09 422717 RAYMOND JAMES/EXECUTION 25,000.00 7.656 375.00 191,772.50
PUR 6/24/09 74341010 PROLOGIS
39529 6/29/09 422725 MAGNA SECURITIES CORP 25,000.00 7.790 375.00 195,125.00
PUR 6/25/09 92904210 VORNADO REALTY TRUST
44124 6/30/09 422729 RAYMOND JAMES/EXECUTION 25,000.00 43.642 375.00 1,091,422.50
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 175,000.00 3,497,640.50
2,275.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 175,000.00 3,497,640.50
2,275.00
S T A T E O F N E W J E R S E Y 5161
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
REIT COMMON PENSION FD A (5161) -Cont. PAGE: 88
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 6/05/09 05348410 AVALONBAY COMMUNITIES, INC. 16.71
43147 6/10/09 422664 RAYMOND JAMES/EXECUTION 10,000.00 65.007 150.00 649,901.29 -203,662.52
SALE 6/25/09 05348410 AVALONBAY COMMUNITIES, INC. 35.62
43147 6/30/09 422730 RAYMOND JAMES/EXECUTION 25,000.00 55.430 375.00 1,385,326.88 -748,582.66
SALE 6/16/09 29717810 ESSEX PROPERTY TRUST INC. 16.13
41464 6/19/09 422702 BMO CAPITAL MARKETS/EXECUTI 10,000.00 62.740 150.00 627,235.87 -431,494.48
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 45,000.00 68.46 2,662,464.04 -1,383,739.66
675.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 45,000.00 68.46 2,662,464.04 -1,383,739.66
675.00
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 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 6/10/09 00817Y10 AETNA INC
45439 6/15/09 422677 GRISWOLD COMPANY 50,000.00 24.170 500.00 1,209,010.00
PUR 6/01/09 01964550 ALLIS-CHALMERS ENERGY INC.
39884 6/04/09 422641 BMO CAPITAL MARKETS/EXECUTI 50,000.00 3.017 750.00 151,575.00
PUR 6/24/09 01964550 ALLIS-CHALMERS ENERGY INC.
39884 6/29/09 422725 MORGAN STANLEY 100,000.00 2.199 219,910.00
PUR 6/10/09 03076C10 AMERIPRISE FINANCIAL INC
47266 6/15/09 422677 MORGAN STANLEY 100,000.00 25.868 2,586,840.00
PUR 6/10/09 03076C10 AMERIPRISE FINANCIAL INC
47266 6/15/09 422677 MORGAN STANLEY 100,000.00 26.544 2,654,380.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 200,000.00 26.206 5,241,220.00
PUR 6/11/09 03076C10 AMERIPRISE FINANCIAL INC
47266 6/17/09 422687 CREDIT SUISSE SEC (USA) LLC 12,500.00 25.000 312,500.00
PUR 6/11/09 03076C10 AMERIPRISE FINANCIAL INC
47266 6/17/09 422687 HSBC JAMES CAPEL 12,500.00 25.000 312,500.00
PUR 6/11/09 03076C10 AMERIPRISE FINANCIAL INC
47266 6/17/09 422687 JP MORGAN 140,000.00 25.000 3,500,000.00
PUR 6/11/09 03076C10 AMERIPRISE FINANCIAL INC
47266 6/17/09 422687 MERRILL LYNCH (RESEARCH) 62,500.00 25.000 1,562,500.00
PUR 6/11/09 03076C10 AMERIPRISE FINANCIAL INC
47266 6/16/09 422683 MORGAN STANLEY 100,000.00 26.060 2,606,020.00
PUR 6/11/09 03076C10 AMERIPRISE FINANCIAL INC
47266 6/17/09 422687 WACHOVIA SECURITIES, INC. 12,500.00 25.000 312,500.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 90
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/12/09 03076C10 AMERIPRISE FINANCIAL INC
47266 6/17/09 422691 MORGAN STANLEY 360,000.00 24.627 8,865,612.00
PUR 6/15/09 03076C10 AMERIPRISE FINANCIAL INC
47266 6/18/09 422697 MORGAN STANLEY 100,000.00 24.523 2,452,280.00
PUR 6/19/09 03076C10 AMERIPRISE FINANCIAL INC
47266 6/24/09 422713 MORGAN STANLEY 100,000.00 23.910 2,391,010.00
PUR 6/09/09 04951310 ATMEL CORP.
43167 6/12/09 422673 MORGAN STANLEY 200,000.00 4.219 843,700.00
PUR 6/15/09 04951310 ATMEL CORP.
43167 6/18/09 422697 MORGAN STANLEY 100,000.00 3.935 393,540.00
PUR 6/16/09 04951310 ATMEL CORP.
43167 6/19/09 422701 MORGAN STANLEY 100,000.00 3.965 396,450.00
PUR 6/18/09 04951310 ATMEL CORP.
43167 6/23/09 422709 MORGAN STANLEY 100,000.00 3.793 379,260.00
PUR 6/19/09 04951310 ATMEL CORP.
43167 6/24/09 422713 MORGAN STANLEY 100,000.00 3.809 380,860.00
PUR 6/22/09 04951310 ATMEL CORP.
43167 6/25/09 422717 MORGAN STANLEY 100,000.00 3.684 368,420.00
PUR 5/27/09 06050510 BANK OF AMERICA
46955 6/01/09 422629 MORGAN STANLEY 200,000.00 11.146 2,229,220.00
PUR 5/29/09 06050510 BANK OF AMERICA
46955 6/03/09 422637 CAPIS/SOFT 100,000.00 11.230 5,000.00 1,128,040.00
PUR 6/01/09 06050510 BANK OF AMERICA
46955 6/04/09 422641 MORGAN STANLEY 100,000.00 11.650 1,165,010.00
PUR 6/22/09 08578910 BERRY PETROLEUM CO
42925 6/25/09 422717 STURDIVANT/EXECUTION 20,000.00 16.895 300.00 338,200.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 91
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/23/09 08578910 BERRY PETROLEUM CO
42925 6/26/09 422721 ICAP CORPORATES LLC 20,000.00 16.306 200.00 326,316.00
PUR 5/28/09 12526910 CF INDUSTRIES HOLDINGS INC
46083 6/02/09 422633 STURDIVANT/EXECUTION 10,000.00 80.540 150.00 805,545.00
PUR 6/01/09 12526910 CF INDUSTRIES HOLDINGS INC
46083 6/04/09 422641 RAYMOND JAMES/EXECUTION 20,000.00 80.040 300.00 1,601,094.00
PUR 6/18/09 12526910 CF INDUSTRIES HOLDINGS INC
46083 6/23/09 422709 ICAP CORPORATES LLC 20,000.00 74.261 200.00 1,485,410.00
PUR 6/18/09 12526910 CF INDUSTRIES HOLDINGS INC
46083 6/23/09 422709 ICAP CORPORATES LLC 20,000.00 74.463 200.00 1,489,456.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 74.362 2,974,866.00
400.00
PUR 6/22/09 12526910 CF INDUSTRIES HOLDINGS INC
46083 6/25/09 422717 MERIDIAN EQUITY PARTNERS 20,000.00 71.953 200.00 1,439,250.00
PUR 6/23/09 12526910 CF INDUSTRIES HOLDINGS INC
46083 6/26/09 422721 ICAP CORPORATES LLC 20,000.00 71.657 200.00 1,433,336.00
PUR 6/24/09 12526910 CF INDUSTRIES HOLDINGS INC
46083 6/29/09 422725 MAGNA SECURITIES CORP 40,000.00 73.882 600.00 2,955,860.00
PUR 6/25/09 12526910 CF INDUSTRIES HOLDINGS INC
46083 6/30/09 422729 MERIDIAN EQUITY PARTNERS 20,000.00 73.794 200.00 1,476,078.00
PUR 6/04/09 12686C10 CABLEVISION SYSTEMS-NY GRP-
39907 6/09/09 422659 MAGNA SECURITIES CORP 40,000.00 18.590 600.00 744,192.00
PUR 6/05/09 12686C10 CABLEVISION SYSTEMS-NY GRP-
39907 6/10/09 422663 WILLIAMS CAPITAL GROUP 50,000.00 18.631 750.00 932,320.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 92
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/08/09 12686C10 CABLEVISION SYSTEMS-NY GRP-
39907 6/11/09 422668 WILLIAMS CAPITAL GROUP 40,000.00 18.425 600.00 737,608.00
PUR 6/09/09 12686C10 CABLEVISION SYSTEMS-NY GRP-
39907 6/12/09 422673 RAYMOND JAMES/EXECUTION 40,000.00 18.712 600.00 749,096.00
PUR 6/11/09 12686C10 CABLEVISION SYSTEMS-NY GRP-
39907 6/16/09 422683 PRINCETON SECURITIES GROUP 40,000.00 18.437 400.00 737,888.00
PUR 6/01/09 12960310 CALGON CARBON CORP
46471 6/04/09 422641 ICAP CORPORATES LLC 100,000.00 12.041 1,000.00 1,205,050.00
PUR 6/10/09 19210850 COEUR D'ALENE MINES CORP ID
47108 6/15/09 422677 ICAP CORPORATES LLC 50,000.00 13.796 500.00 690,305.00
PUR 6/11/09 19210850 COEUR D'ALENE MINES CORP ID
47108 6/16/09 422683 GRISWOLD COMPANY 50,000.00 13.246 500.00 662,790.00
PUR 6/23/09 19259P30 COINSTAR INC.
42814 6/26/09 422721 LABRANCHE/0TC 10,000.00 25.254 150.00 252,689.00
PUR 5/28/09 23280610 CYPRESS SEMICONDUCTOR CORP
47084 6/02/09 422633 MORGAN STANLEY 200,000.00 8.594 1,718,820.00
PUR 5/29/09 23280610 CYPRESS SEMICONDUCTOR CORP
47084 6/03/09 422637 CAPIS/SOFT 200,000.00 8.661 10,000.00 1,742,220.00
PUR 6/01/09 23280610 CYPRESS SEMICONDUCTOR CORP
47084 6/04/09 422641 MORGAN STANLEY 200,000.00 8.953 1,790,520.00
PUR 6/02/09 23280610 CYPRESS SEMICONDUCTOR CORP
47084 6/05/09 422649 MORGAN STANLEY 200,000.00 8.729 1,745,700.00
PUR 6/03/09 23280610 CYPRESS SEMICONDUCTOR CORP
47084 6/08/09 422654 MORGAN STANLEY 200,000.00 8.706 1,741,240.00
PUR 6/04/09 23280610 CYPRESS SEMICONDUCTOR CORP
47084 6/09/09 422659 MORGAN STANLEY 200,000.00 8.896 1,779,180.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 93
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/05/09 23280610 CYPRESS SEMICONDUCTOR CORP
47084 6/10/09 422663 MORGAN STANLEY 200,000.00 8.871 1,774,120.00
PUR 6/08/09 23280610 CYPRESS SEMICONDUCTOR CORP
47084 6/11/09 422668 MORGAN STANLEY 100,000.00 8.664 866,380.00
PUR 6/09/09 23280610 CYPRESS SEMICONDUCTOR CORP
47084 6/12/09 422673 MORGAN STANLEY 100,000.00 9.127 912,650.00
PUR 6/15/09 23280610 CYPRESS SEMICONDUCTOR CORP
47084 6/18/09 422697 MORGAN STANLEY 100,000.00 9.098 909,790.00
PUR 6/23/09 23280610 CYPRESS SEMICONDUCTOR CORP
47084 6/26/09 422721 MORGAN STANLEY 100,000.00 8.414 841,420.00
PUR 6/22/09 24237010 DEAN FOODS
46444 6/25/09 422717 MERIDIAN EQUITY PARTNERS 20,000.00 18.417 200.00 368,534.00
PUR 6/22/09 24237010 DEAN FOODS
46444 6/25/09 422717 STURDIVANT/EXECUTION 20,000.00 18.425 300.00 368,806.00
PUR 6/23/09 24237010 DEAN FOODS
46444 6/26/09 422721 MERIDIAN EQUITY PARTNERS 20,000.00 18.310 200.00 366,408.00
PUR 6/19/09 25179M10 DEVON ENERGY CORP.
39912 6/24/09 422713 GRISWOLD COMPANY 10,000.00 59.306 100.00 593,157.00
PUR 6/22/09 25179M10 DEVON ENERGY CORP.
39912 6/25/09 422717 MERIDIAN EQUITY PARTNERS 10,000.00 57.109 100.00 571,186.00
PUR 6/03/09 25470M10 DISH NETWORKS
46473 6/08/09 422654 MORGAN STANLEY 100,000.00 15.820 1,582,030.00
PUR 6/04/09 25470M10 DISH NETWORKS
46473 6/09/09 422659 ITG (CHANNEL) 20,000.00 15.685 200.00 313,900.00
PUR 6/04/09 25470M10 DISH NETWORKS
46473 6/09/09 422659 MORGAN STANLEY 80,000.00 15.695 1,255,624.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 94
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/27/09 29270J10 ENERGY RECOVERY INC
46593 6/01/09 422629 SUSQUEHANNA/OTC 10,000.00 8.081 150.00 80,958.00
PUR 5/29/09 29270J10 ENERGY RECOVERY INC
46593 6/03/09 422637 SUSQUEHANNA/OTC 10,000.00 8.028 150.00 80,427.00
PUR 6/01/09 29270J10 ENERGY RECOVERY INC
46593 6/04/09 422641 MERRIMAN/OTC 20,000.00 7.960 300.00 159,504.00
PUR 6/03/09 29270J10 ENERGY RECOVERY INC
46593 6/08/09 422654 INSTINET (PORTAL) 20,000.00 6.277 140.00 125,676.00
PUR 6/04/09 29270J10 ENERGY RECOVERY INC
46593 6/09/09 422659 ITG (CHANNEL) 15,775.00 6.761 157.75 106,812.53
PUR 6/05/09 29270J10 ENERGY RECOVERY INC
46593 6/10/09 422663 ITG (CHANNEL) 4,225.00 6.998 42.25 29,607.53
PUR 6/08/09 29270J10 ENERGY RECOVERY INC
46593 6/11/09 422668 INSTINET (PORTAL) 20,000.00 7.377 140.00 147,680.00
PUR 6/09/09 29270J10 ENERGY RECOVERY INC
46593 6/12/09 422673 INSTINET (PORTAL) 20,000.00 7.277 140.00 145,676.00
PUR 6/10/09 29270J10 ENERGY RECOVERY INC
46593 6/15/09 422677 ITG (CHANNEL) 20,000.00 7.034 200.00 140,872.00
PUR 6/11/09 29270J10 ENERGY RECOVERY INC
46593 6/16/09 422683 LABRANCHE/0TC 15,000.00 7.194 225.00 108,130.50
PUR 6/11/09 29270J10 ENERGY RECOVERY INC
46593 6/16/09 422683 LIQUIDNET 5,000.00 7.000 100.00 35,100.00
PUR 6/12/09 29270J10 ENERGY RECOVERY INC
46593 6/17/09 422691 ITG (CHANNEL) 3,309.00 7.127 33.09 23,616.66
PUR 6/12/09 29270J10 ENERGY RECOVERY INC
46593 6/17/09 422691 MAGNA SECURITIES (OTC) 2,500.00 7.136 37.50 17,877.50
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 95
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/15/09 29270J10 ENERGY RECOVERY INC
46593 6/18/09 422697 MAGNA SECURITIES (OTC) 4,191.00 7.063 62.87 29,663.06
PUR 6/17/09 29270J10 ENERGY RECOVERY INC
46593 6/22/09 422705 LABRANCHE/0TC 20,000.00 6.971 300.00 139,720.00
PUR 6/18/09 29270J10 ENERGY RECOVERY INC
46593 6/23/09 422709 LIQUIDNET 10,000.00 6.765 200.00 67,850.00
PUR 6/18/09 29270J10 ENERGY RECOVERY INC
46593 6/23/09 422709 MERRIMAN/OTC 10,000.00 6.784 150.00 67,993.00
PUR 6/19/09 29270J10 ENERGY RECOVERY INC
46593 6/24/09 422713 ITG (CHANNEL) 2,000.00 6.601 20.00 13,221.80
PUR 6/19/09 29270J10 ENERGY RECOVERY INC
46593 6/24/09 422713 MERRIMAN/OTC 18,000.00 6.663 270.00 120,198.60
PUR 6/22/09 29270J10 ENERGY RECOVERY INC
46593 6/25/09 422717 KEYBANC CAPITAL MKTS INC 10,000.00 6.469 150.00 64,837.00
PUR 6/22/09 29270J10 ENERGY RECOVERY INC
46593 6/25/09 422717 LIQUIDNET 10,000.00 6.625 200.00 66,450.00
PUR 6/23/09 29270J10 ENERGY RECOVERY INC
46593 6/26/09 422721 INSTINET (PORTAL) 8,868.00 6.538 62.08 58,041.95
PUR 6/23/09 29270J10 ENERGY RECOVERY INC
46593 6/26/09 422721 ITG (CHANNEL) 3,000.00 6.488 30.00 19,493.40
PUR 6/23/09 29270J10 ENERGY RECOVERY INC
46593 6/26/09 422721 LABRANCHE/0TC 12,400.00 6.503 186.00 80,826.92
PUR 6/23/09 29270J10 ENERGY RECOVERY INC
46593 6/26/09 422721 LIQUIDNET 4,600.00 6.575 92.00 30,337.00
PUR 6/24/09 29270J10 ENERGY RECOVERY INC
46593 6/29/09 422725 INSTINET (PORTAL) 11,132.00 6.622 77.92 73,795.14
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 96
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/19/09 30205120 EXIDE TECHNOLOGIES
44060 6/24/09 422713 LABRANCHE/0TC 20,000.00 3.668 300.00 73,656.00
PUR 6/22/09 30205120 EXIDE TECHNOLOGIES
44060 6/25/09 422717 MERRIMAN/OTC 20,000.00 3.469 300.00 69,672.00
PUR 6/23/09 30205120 EXIDE TECHNOLOGIES
44060 6/26/09 422721 KEYBANC CAPITAL MKTS INC 20,000.00 3.128 300.00 62,850.00
PUR 6/23/09 30205120 EXIDE TECHNOLOGIES
44060 6/26/09 422721 MERRIMAN/OTC 20,000.00 3.337 300.00 67,046.00
PUR 6/24/09 30205120 EXIDE TECHNOLOGIES
44060 6/29/09 422725 ITG (CHANNEL) 6,666.00 3.102 66.66 20,742.59
PUR 6/24/09 30205120 EXIDE TECHNOLOGIES
44060 6/29/09 422725 LABRANCHE/0TC 20,000.00 3.147 300.00 63,248.00
PUR 6/24/09 30205120 EXIDE TECHNOLOGIES
44060 6/29/09 422725 LIQUIDNET 13,334.00 3.105 133.34 41,535.41
PUR 6/24/09 30205120 EXIDE TECHNOLOGIES
44060 6/29/09 422725 LIQUIDNET 10,000.00 3.155 100.00 31,650.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 23,334.00 3.126 73,185.41
233.34
PUR 6/24/09 30205120 EXIDE TECHNOLOGIES
44060 6/29/09 422725 MAGNA SECURITIES (OTC) 10,000.00 3.158 150.00 31,725.00
PUR 6/25/09 30205120 EXIDE TECHNOLOGIES
44060 6/30/09 422729 MAGNA SECURITIES (OTC) 20,000.00 3.165 300.00 63,590.00
PUR 6/22/09 30231G10 EXXON MOBIL CORP.
39995 6/25/09 422717 GRISWOLD COMPANY 60,000.00 69.609 600.00 4,177,152.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 97
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/27/09 36955010 GENERAL DYNAMICS CORP.
39922 6/01/09 422629 RAYMOND JAMES/EXECUTION 10,000.00 56.313 150.00 563,275.00
PUR 6/19/09 36955010 GENERAL DYNAMICS CORP.
39922 6/24/09 422713 MERIDIAN EQUITY PARTNERS 70,000.00 58.790 700.00 4,116,014.00
PUR 6/12/09 36960410 GENERAL ELECTRIC CO.
39923 6/17/09 422691 MORGAN STANLEY 100,000.00 13.402 1,340,230.00
PUR 6/19/09 41805610 HASBRO INC
47399 6/24/09 422713 MORGAN STANLEY 100,000.00 25.221 2,522,140.00
PUR 6/22/09 41805610 HASBRO INC
47399 6/25/09 422717 MORGAN STANLEY 100,000.00 24.728 2,472,770.00
PUR 6/24/09 41805610 HASBRO INC
47399 6/29/09 422725 MORGAN STANLEY 100,000.00 24.202 2,420,210.00
PUR 6/01/09 42823610 HEWLETT-PACKARD CO
46749 6/04/09 422641 MORGAN STANLEY 100,000.00 35.640 3,564,020.00
PUR 6/18/09 44701110 HUNTSMAN CORP.
41547 6/23/09 422709 MORGAN STANLEY 100,000.00 6.208 620,800.00
PUR 6/18/09 44701110 HUNTSMAN CORP.
41547 6/23/09 422709 MORGAN STANLEY 100,000.00 6.319 631,880.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 200,000.00 6.263 1,252,680.00
PUR 6/18/09 46428777 ISHARES DJ US FINANCIAL SER
45093 6/23/09 422709 PRINCETON SECURITIES GROUP 50,000.00 45.320 500.00 2,266,480.00
PUR 6/02/09 46625H10 JP MORGAN CHASE & CO
39940 6/05/09 422647 JP MORGAN 490,000.00 35.250 17,272,500.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 98
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/03/09 46625H10 JP MORGAN CHASE & CO
39940 6/08/09 422654 MAGNA SECURITIES CORP 60,000.00 34.410 900.00 2,065,488.00
PUR 6/18/09 46625H10 JP MORGAN CHASE & CO
39940 6/23/09 422709 MORGAN STANLEY 150,000.00 33.843 5,076,390.00
PUR 6/22/09 46625H10 JP MORGAN CHASE & CO
39940 6/25/09 422717 MORGAN STANLEY 100,000.00 33.486 3,348,620.00
PUR 6/12/09 46981410 JACOBS ENGINEERING GROUP IN
47300 6/17/09 422691 ICAP CORPORATES LLC 34,127.00 44.211 341.27 1,509,143.72
PUR 6/15/09 46981410 JACOBS ENGINEERING GROUP IN
47300 6/18/09 422697 ICAP CORPORATES LLC 15,873.00 43.232 158.73 686,386.62
PUR 6/15/09 46981410 JACOBS ENGINEERING GROUP IN
47300 6/18/09 422697 MERIDIAN EQUITY PARTNERS 50,000.00 42.617 500.00 2,131,330.00
PUR 6/16/09 46981410 JACOBS ENGINEERING GROUP IN
47300 6/19/09 422701 GRISWOLD COMPANY 50,000.00 43.655 500.00 2,183,235.00
PUR 6/17/09 46981410 JACOBS ENGINEERING GROUP IN
47300 6/22/09 422705 BMO CAPITAL MARKETS/EXECUTI 50,000.00 41.782 750.00 2,089,855.00
PUR 6/22/09 46981410 JACOBS ENGINEERING GROUP IN
47300 6/25/09 422717 ICAP CORPORATES LLC 50,000.00 40.670 500.00 2,033,975.00
PUR 6/16/09 47836610 JOHNSON CONTROL
47346 6/19/09 422701 MORGAN STANLEY 400,000.00 21.086 12,000.00 8,446,280.00
PUR 6/18/09 47836610 JOHNSON CONTROL
47346 6/23/09 422709 MORGAN STANLEY 100,000.00 20.250 2,025,010.00
PUR 6/18/09 47836610 JOHNSON CONTROL
47346 6/23/09 422709 MORGAN STANLEY 100,000.00 20.278 2,027,750.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 200,000.00 20.264 4,052,760.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 99
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/22/09 52186330 LEAP WIRELESS INTL INC
47410 6/25/09 422717 MORGAN STANLEY 100,000.00 31.496 3,149,640.00
PUR 6/23/09 52186330 LEAP WIRELESS INTL INC
47410 6/26/09 422721 MORGAN STANLEY 100,000.00 31.995 3,199,530.00
PUR 6/24/09 52186330 LEAP WIRELESS INTL INC
47410 6/29/09 422725 ITG (CHANNEL) 25,000.00 33.150 250.00 828,987.50
PUR 6/24/09 52186330 LEAP WIRELESS INTL INC
47410 6/29/09 422725 MORGAN STANLEY 75,000.00 33.066 2,479,950.00
PUR 6/02/09 53983010 LOCKHEED MARTIN
47134 6/05/09 422649 WILLIAMS CAPITAL GROUP 50,000.00 84.415 750.00 4,221,520.00
PUR 6/03/09 53983010 LOCKHEED MARTIN
47134 6/08/09 422654 MAGNA SECURITIES CORP 50,000.00 83.882 750.00 4,194,840.00
PUR 6/04/09 53983010 LOCKHEED MARTIN
47134 6/09/09 422659 MAGNA SECURITIES CORP 50,000.00 84.313 750.00 4,216,410.00
PUR 6/05/09 53983010 LOCKHEED MARTIN
47134 6/10/09 422663 WILLIAMS CAPITAL GROUP 50,000.00 86.140 750.00 4,307,765.00
PUR 6/08/09 53983010 LOCKHEED MARTIN
47134 6/11/09 422668 BMO CAPITAL MARKETS/EXECUTI 50,000.00 85.235 750.00 4,262,515.00
PUR 6/04/09 57290110 MARTEK BIOSCIENCES CORP
46379 6/09/09 422659 ITG (CHANNEL) 20,000.00 20.803 200.00 416,262.00
PUR 5/28/09 57632310 MASTEC INC
46345 6/02/09 422633 WILLIAMS CAPITAL GROUP 30,000.00 12.215 450.00 366,900.00
PUR 5/29/09 57632310 MASTEC INC
46345 6/03/09 422637 MAGNA SECURITIES CORP 20,000.00 12.540 300.00 251,094.00
PUR 6/01/09 57632310 MASTEC INC
46345 6/05/09 422645 FRIEDMAN BILLINGS RAMSEY 26,670.00 12.125 323,373.75
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 100
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/01/09 57632310 MASTEC INC
46345 6/05/09 422645 MORGAN STANLEY 263,330.00 12.125 3,192,876.25
PUR 6/01/09 57632310 MASTEC INC
46345 6/04/09 422641 WILLIAMS CAPITAL GROUP 40,000.00 13.377 600.00 535,688.00
PUR 6/02/09 57632310 MASTEC INC
46345 6/05/09 422649 MORGAN STANLEY 300,000.00 12.082 3,624,540.00
PUR 6/11/09 57632310 MASTEC INC
46345 6/16/09 422683 MERIDIAN EQUITY PARTNERS 10,000.00 12.211 100.00 122,211.00
PUR 6/24/09 57632310 MASTEC INC
46345 6/29/09 422725 PRINCETON SECURITIES GROUP 50,000.00 11.782 500.00 589,580.00
PUR 6/24/09 57636Q10 MASTERCARD INC
47457 6/29/09 422725 ICAP CORPORATES LLC 70,000.00 161.16 700.00 11,282,474.00
PUR 6/24/09 57636Q10 MASTERCARD INC
47457 6/29/09 422725 MAGNA SECURITIES CORP 10,000.00 160.27 150.00 1,602,923.00
PUR 6/25/09 57636Q10 MASTERCARD INC
47457 6/30/09 422729 MAGNA SECURITIES CORP 10,000.00 161.20 150.00 1,612,212.00
PUR 5/27/09 58469030 MEDICIS PHARM-CL A
46431 6/01/09 422629 RAYMOND JAMES/EXECUTION 20,000.00 15.449 300.00 309,276.00
PUR 5/28/09 58469030 MEDICIS PHARM-CL A
46431 6/02/09 422633 WILLIAMS CAPITAL GROUP 20,000.00 15.473 300.00 309,756.00
PUR 6/02/09 58469030 MEDICIS PHARM-CL A
46431 6/05/09 422649 PRINCETON SECURITIES GROUP 20,000.00 15.996 200.00 320,128.00
PUR 6/03/09 58469030 MEDICIS PHARM-CL A
46431 6/08/09 422654 MAGNA SECURITIES CORP 20,000.00 15.796 300.00 316,216.00
PUR 6/04/09 58469030 MEDICIS PHARM-CL A
46431 6/09/09 422659 BMO CAPITAL MARKETS/EXECUTI 20,000.00 15.658 300.00 313,468.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 101
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/11/09 58469030 MEDICIS PHARM-CL A
46431 6/16/09 422683 MERIDIAN EQUITY PARTNERS 20,000.00 16.084 200.00 321,884.00
PUR 6/12/09 58469030 MEDICIS PHARM-CL A
46431 6/17/09 422691 ICAP CORPORATES LLC 20,000.00 15.688 200.00 313,960.00
PUR 6/15/09 58469030 MEDICIS PHARM-CL A
46431 6/18/09 422697 MERIDIAN EQUITY PARTNERS 20,000.00 15.451 200.00 309,214.00
PUR 6/16/09 58469030 MEDICIS PHARM-CL A
46431 6/19/09 422701 MERIDIAN EQUITY PARTNERS 20,000.00 15.656 200.00 313,318.00
PUR 6/15/09 59161R10 METRO BANCORP INC
47377 6/18/09 422697 INSTINET (PORTAL) 114.00 19.836 .57 2,261.91
PUR 6/16/09 59161R10 METRO BANCORP INC
47377 6/19/09 422701 INSTINET (PORTAL) 1,818.00 19.698 12.73 35,823.69
PUR 6/19/09 59161R10 METRO BANCORP INC
47377 6/24/09 422713 INSTINET (PORTAL) 800.00 19.903 5.60 15,927.60
PUR 6/22/09 59161R10 METRO BANCORP INC
47377 6/25/09 422717 INSTINET (PORTAL) 1,502.00 20.113 10.51 30,219.64
PUR 5/29/09 61166W10 MONSANTO CO.
39952 6/03/09 422637 BMO CAPITAL MARKETS/EXECUTI 10,000.00 80.080 150.00 800,946.00
PUR 6/24/09 61166W10 MONSANTO CO.
39952 6/29/09 422725 MERIDIAN EQUITY PARTNERS 50,000.00 76.005 500.00 3,800,735.00
PUR 6/11/09 61945A10 MOSIAC CO. (THE)
43263 6/16/09 422683 MERIDIAN EQUITY PARTNERS 20,000.00 55.247 200.00 1,105,134.00
PUR 6/19/09 61945A10 MOSIAC CO. (THE)
43263 6/24/09 422713 ICAP CORPORATES LLC 50,000.00 46.538 500.00 2,327,380.00
PUR 6/24/09 61945A10 MOSIAC CO. (THE)
43263 6/29/09 422725 WILLIAMS CAPITAL GROUP 40,000.00 44.791 600.00 1,792,224.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 102
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/01/09 62886E10 NCR CORP
46578 6/04/09 422641 MORGAN STANLEY 100,000.00 11.319 1,131,850.00
PUR 5/28/09 66680710 NORTHROP GRUMMAN CORP.
40323 6/02/09 422633 WILLIAMS CAPITAL GROUP 30,000.00 47.967 450.00 1,439,460.00
PUR 5/29/09 66680710 NORTHROP GRUMMAN CORP.
40323 6/03/09 422637 RAYMOND JAMES/EXECUTION 20,000.00 47.427 300.00 948,832.00
PUR 6/01/09 66680710 NORTHROP GRUMMAN CORP.
40323 6/04/09 422641 MAGNA SECURITIES CORP 40,000.00 48.634 600.00 1,945,956.00
PUR 6/02/09 66680710 NORTHROP GRUMMAN CORP.
40323 6/05/09 422649 ICAP CORPORATES LLC 40,000.00 48.534 400.00 1,941,760.00
PUR 6/10/09 66987M60 NOVATEL WIRELESS INC
47267 6/15/09 422677 ITG (CHANNEL) 50,000.00 10.122 500.00 506,575.00
PUR 6/11/09 66987M60 NOVATEL WIRELESS INC
47267 6/16/09 422683 KEYBANC CAPITAL MKTS INC 50,000.00 9.805 750.00 490,985.00
PUR 6/12/09 66987M60 NOVATEL WIRELESS INC
47267 6/17/09 422691 LABRANCHE/0TC 50,000.00 9.714 750.00 486,445.00
PUR 6/15/09 66987M60 NOVATEL WIRELESS INC
47267 6/18/09 422697 MORGAN STANLEY 50,000.00 9.687 484,365.00
PUR 6/16/09 66987M60 NOVATEL WIRELESS INC
47267 6/19/09 422701 ITG (CHANNEL) 50,000.00 9.687 500.00 484,860.00
PUR 6/17/09 66987M60 NOVATEL WIRELESS INC
47267 6/22/09 422705 ITG (CHANNEL) 35,000.00 9.296 350.00 325,724.00
PUR 6/17/09 66987M60 NOVATEL WIRELESS INC
47267 6/22/09 422705 MAGNA SECURITIES (OTC) 15,000.00 9.337 225.00 140,286.00
PUR 6/18/09 66987M60 NOVATEL WIRELESS INC
47267 6/23/09 422709 MERRIMAN/OTC 50,000.00 9.434 750.00 472,440.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 103
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/19/09 66987M60 NOVATEL WIRELESS INC
47267 6/24/09 422713 MAGNA SECURITIES (OTC) 50,000.00 9.601 750.00 480,795.00
PUR 6/22/09 66987M60 NOVATEL WIRELESS INC
47267 6/25/09 422717 LABRANCHE/0TC 30,000.00 9.267 450.00 278,463.00
PUR 6/22/09 66987M60 NOVATEL WIRELESS INC
47267 6/25/09 422717 LIQUIDNET 20,000.00 9.335 400.00 187,100.00
PUR 6/23/09 66987M60 NOVATEL WIRELESS INC
47267 6/26/09 422721 KEYBANC CAPITAL MKTS INC 50,000.00 8.822 750.00 441,855.00
PUR 6/24/09 66987M60 NOVATEL WIRELESS INC
47267 6/29/09 422725 MAGNA SECURITIES (OTC) 50,000.00 8.795 750.00 440,490.00
PUR 6/25/09 66987M60 NOVATEL WIRELESS INC
47267 6/30/09 422729 MAGNA SECURITIES (OTC) 50,000.00 8.877 750.00 444,620.00
PUR 5/28/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 6/02/09 422633 KEYBANC CAPITAL MKTS INC 10,000.00 19.507 150.00 195,215.00
PUR 6/01/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 6/04/09 422641 LABRANCHE/0TC 10,000.00 18.717 150.00 187,317.00
PUR 6/02/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 6/05/09 422649 MERRIMAN/OTC 10,000.00 19.190 150.00 192,051.00
PUR 6/08/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 6/11/09 422668 INSTINET (PORTAL) 2,830.00 19.016 19.81 53,835.09
PUR 6/09/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 6/12/09 422673 INSTINET (PORTAL) 2,036.00 19.384 14.25 39,480.07
PUR 6/10/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 6/15/09 422677 INSTINET (PORTAL) 700.00 19.008 4.90 13,310.43
PUR 6/12/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 6/17/09 422691 INSTINET (PORTAL) 200.00 19.070 1.40 3,815.40
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 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 104
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/12/09 72925110 PLUM CREEK TIMBER CO INC
46289 6/17/09 422691 ICAP CORPORATES LLC 20,000.00 33.670 200.00 673,592.00
PUR 6/18/09 72925110 PLUM CREEK TIMBER CO INC
46289 6/23/09 422709 ICAP CORPORATES LLC 20,000.00 29.221 200.00 584,618.00
PUR 6/19/09 72925110 PLUM CREEK TIMBER CO INC
46289 6/24/09 422713 GRISWOLD COMPANY 20,000.00 29.254 200.00 585,284.00
PUR 6/19/09 72925110 PLUM CREEK TIMBER CO INC
46289 6/24/09 422713 MERIDIAN EQUITY PARTNERS 20,000.00 29.947 200.00 599,144.00
PUR 6/22/09 72925110 PLUM CREEK TIMBER CO INC
46289 6/25/09 422717 ICAP CORPORATES LLC 30,000.00 28.767 300.00 863,319.00
PUR 6/23/09 72925110 PLUM CREEK TIMBER CO INC
46289 6/26/09 422721 MERIDIAN EQUITY PARTNERS 20,000.00 28.159 200.00 563,372.00
PUR 6/24/09 72925110 PLUM CREEK TIMBER CO INC
46289 6/29/09 422725 STURDIVANT/EXECUTION 20,000.00 29.028 300.00 580,868.00
PUR 6/04/09 75876610 REGAL ENTERTAINMENT GROUP-A
41584 6/09/09 422659 RAYMOND JAMES/EXECUTION 40,000.00 12.047 600.00 482,492.00
PUR 6/05/09 75876610 REGAL ENTERTAINMENT GROUP-A
41584 6/10/09 422663 WILLIAMS CAPITAL GROUP 50,000.00 11.912 750.00 596,370.00
PUR 6/08/09 75876610 REGAL ENTERTAINMENT GROUP-A
41584 6/11/09 422668 WILLIAMS CAPITAL GROUP 50,000.00 11.247 750.00 563,100.00
PUR 6/09/09 75876610 REGAL ENTERTAINMENT GROUP-A
41584 6/12/09 422673 RAYMOND JAMES/EXECUTION 30,000.00 11.603 450.00 348,543.00
PUR 6/11/09 75876610 REGAL ENTERTAINMENT GROUP-A
41584 6/16/09 422683 ICAP CORPORATES LLC 30,000.00 11.758 300.00 353,034.00
PUR 6/12/09 80660510 SCHERING-PLOUGH CORP.
39975 6/17/09 422691 MORGAN STANLEY 100,000.00 24.248 2,424,770.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 105
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/03/09 85811910 STEEL DYNAMICS INC
43421 6/08/09 422654 ITG (CHANNEL) 35,715.00 13.917 357.15 497,413.52
PUR 6/03/09 85811910 STEEL DYNAMICS INC
43421 6/08/09 422654 LABRANCHE/0TC 14,285.00 13.998 214.28 200,182.85
PUR 6/17/09 86816810 SUPERIOR INDUSTRIES INTL
47366 6/22/09 422705 ITG (CHANNEL) 18,484.00 13.703 184.84 253,471.09
PUR 6/17/09 86816810 SUPERIOR INDUSTRIES INTL
47366 6/22/09 422705 MORGAN STANLEY 81,516.00 13.749 1,120,796.09
PUR 6/18/09 86816810 SUPERIOR INDUSTRIES INTL
47366 6/23/09 422709 MORGAN STANLEY 100,000.00 13.965 1,396,510.00
PUR 6/19/09 86816810 SUPERIOR INDUSTRIES INTL
47366 6/24/09 422713 ICAP CORPORATES LLC 18,100.00 14.064 181.00 254,735.78
PUR 6/19/09 86816810 SUPERIOR INDUSTRIES INTL
47366 6/24/09 422713 ICAP CORPORATES LLC 50,000.00 14.031 500.00 702,030.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 68,100.00 14.039 956,765.78
681.00
PUR 6/22/09 86816810 SUPERIOR INDUSTRIES INTL
47366 6/25/09 422717 ICAP CORPORATES LLC 31,900.00 13.827 319.00 441,406.68
PUR 6/23/09 86816810 SUPERIOR INDUSTRIES INTL
47366 6/26/09 422721 BMO CAPITAL MARKETS/EXECUTI 50,000.00 13.600 750.00 680,740.00
PUR 6/24/09 86816810 SUPERIOR INDUSTRIES INTL
47366 6/29/09 422725 MERIDIAN EQUITY PARTNERS 50,000.00 13.778 500.00 689,410.00
PUR 6/25/09 86816810 SUPERIOR INDUSTRIES INTL
47366 6/30/09 422729 ICAP CORPORATES LLC 50,000.00 13.893 500.00 695,165.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 106
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/15/09 87157D10 SYNAPTICS INCORPORATED
40599 6/18/09 422697 ITG (CHANNEL) 20,000.00 37.107 200.00 742,340.00
PUR 6/02/09 88732J20 TIME WARNER CABLE INC
45483 6/05/09 422649 MORGAN STANLEY 200,000.00 31.043 6,208,600.00
PUR 6/12/09 88732J20 TIME WARNER CABLE INC
45483 6/17/09 422691 ICAP CORPORATES LLC 20,000.00 30.899 200.00 618,174.00
PUR 6/12/09 90341W10 US AIRWAYS GROUP INC.
41951 6/17/09 422691 MORGAN STANLEY 300,000.00 2.756 826,680.00
PUR 5/28/09 91126810 UNITED ONLINE, INC.
44855 6/02/09 422633 LABRANCHE/0TC 50,000.00 6.295 750.00 315,490.00
PUR 5/29/09 91126810 UNITED ONLINE, INC.
44855 6/03/09 422637 LABRANCHE/0TC 50,000.00 6.298 750.00 315,655.00
PUR 6/01/09 91136310 UNITED RENTALS INC.
39987 6/04/09 422641 BMO CAPITAL MARKETS/EXECUTI 40,000.00 5.189 600.00 208,144.00
PUR 6/04/09 91136310 UNITED RENTALS INC.
39987 6/09/09 422659 MORGAN STANLEY 100,000.00 5.724 572,410.00
PUR 6/05/09 91136310 UNITED RENTALS INC.
39987 6/10/09 422663 MORGAN STANLEY 100,000.00 6.316 631,580.00
PUR 6/08/09 91136310 UNITED RENTALS INC.
39987 6/11/09 422668 MORGAN STANLEY 100,000.00 6.505 650,520.00
PUR 6/12/09 91136310 UNITED RENTALS INC.
39987 6/17/09 422691 MERIDIAN EQUITY PARTNERS 60,000.00 6.788 600.00 407,850.00
PUR 6/15/09 91136310 UNITED RENTALS INC.
39987 6/18/09 422697 ICAP CORPORATES LLC 50,000.00 6.389 500.00 319,965.00
PUR 6/16/09 91136310 UNITED RENTALS INC.
39987 6/19/09 422701 MORGAN STANLEY 100,000.00 6.529 652,850.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 107
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/18/09 91136310 UNITED RENTALS INC.
39987 6/23/09 422709 ICAP CORPORATES LLC 50,000.00 6.346 500.00 317,800.00
PUR 6/22/09 91136310 UNITED RENTALS INC.
39987 6/25/09 422717 MERIDIAN EQUITY PARTNERS 50,000.00 5.917 500.00 296,335.00
PUR 6/23/09 91136310 UNITED RENTALS INC.
39987 6/26/09 422721 BMO CAPITAL MARKETS/EXECUTI 50,000.00 5.769 750.00 289,210.00
PUR 6/24/09 91136310 UNITED RENTALS INC.
39987 6/29/09 422725 PRINCETON SECURITIES GROUP 50,000.00 6.037 500.00 302,355.00
PUR 6/11/09 91324P10 UNITEDHEALTH GROUP INC
47286 6/16/09 422683 MORGAN STANLEY 200,000.00 23.615 4,723,000.00
PUR 6/12/09 91324P10 UNITEDHEALTH GROUP INC
47286 6/17/09 422691 MORGAN STANLEY 200,000.00 24.048 4,809,640.00
PUR 5/27/09 92343V10 VERIZON COMMUNICATIONS INC
46721 6/01/09 422629 MORGAN STANLEY 100,000.00 29.456 2,945,600.00
PUR 6/01/09 92343V10 VERIZON COMMUNICATIONS INC
46721 6/04/09 422641 MORGAN STANLEY 100,000.00 29.451 2,945,080.00
PUR 6/02/09 92343V10 VERIZON COMMUNICATIONS INC
46721 6/05/09 422649 MORGAN STANLEY 100,000.00 29.380 2,937,970.00
PUR 6/04/09 92343V10 VERIZON COMMUNICATIONS INC
46721 6/09/09 422659 MAGNA SECURITIES CORP 50,000.00 29.625 750.00 1,482,005.00
PUR 6/12/09 92343V10 VERIZON COMMUNICATIONS INC
46721 6/17/09 422691 PRINCETON SECURITIES GROUP 50,000.00 29.974 500.00 1,499,195.00
PUR 5/28/09 92553P20 VIACOM INC. "B"
46746 6/02/09 422633 MORGAN STANLEY 200,000.00 22.005 4,401,020.00
PUR 6/12/09 93114210 WAL-MART STORES, INC.
39992 6/17/09 422691 MORGAN STANLEY 100,000.00 49.359 4,935,850.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 108
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/16/09 94974610 WELLS FARGO & COMPANY
46541 6/19/09 422701 MORGAN STANLEY 100,000.00 24.937 2,493,700.00
PUR 6/19/09 94974610 WELLS FARGO & COMPANY
46541 6/24/09 422713 MORGAN STANLEY 100,000.00 23.829 2,382,860.00
PUR 6/03/09 95058710 WENDY'S/ARBY'S GROUP INC -
47149 6/08/09 422654 MORGAN STANLEY 500,000.00 4.078 2,038,950.00
PUR 6/04/09 95058710 WENDY'S/ARBY'S GROUP INC -
47149 6/09/09 422659 MORGAN STANLEY 500,000.00 4.061 2,030,250.00
PUR 6/05/09 95058710 WENDY'S/ARBY'S GROUP INC -
47149 6/10/09 422663 MORGAN STANLEY 500,000.00 4.083 2,041,500.00
PUR 6/08/09 95058710 WENDY'S/ARBY'S GROUP INC -
47149 6/11/09 422668 MORGAN STANLEY 200,000.00 3.994 798,800.00
PUR 6/11/09 95058710 WENDY'S/ARBY'S GROUP INC -
47149 6/16/09 422683 MORGAN STANLEY 200,000.00 3.823 764,520.00
PUR 6/12/09 95058710 WENDY'S/ARBY'S GROUP INC -
47149 6/17/09 422691 MORGAN STANLEY 100,000.00 3.969 396,890.00
PUR 6/15/09 95058710 WENDY'S/ARBY'S GROUP INC -
47149 6/18/09 422697 MORGAN STANLEY 200,000.00 3.896 779,260.00
PUR 6/16/09 95058710 WENDY'S/ARBY'S GROUP INC -
47149 6/19/09 422701 MORGAN STANLEY 100,000.00 3.994 399,420.00
PUR 6/19/09 95058710 WENDY'S/ARBY'S GROUP INC -
47149 6/24/09 422713 MORGAN STANLEY 100,000.00 3.886 388,600.00
PUR 6/18/09 96216610 WEYERHAEUSER CO
46168 6/23/09 422709 PRINCETON SECURITIES GROUP 50,000.00 29.839 500.00 1,492,425.00
PUR 6/19/09 96216610 WEYERHAEUSER CO
46168 6/24/09 422713 PRINCETON SECURITIES GROUP 20,000.00 28.835 200.00 576,896.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 109
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/19/09 96216610 WEYERHAEUSER CO
46168 6/24/09 422713 PRINCETON SECURITIES GROUP 50,000.00 29.202 500.00 1,460,575.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 70,000.00 29.097 2,037,471.00
700.00
PUR 6/22/09 96216610 WEYERHAEUSER CO
46168 6/25/09 422717 PRINCETON SECURITIES GROUP 50,000.00 28.874 500.00 1,444,210.00
PUR 6/23/09 96216610 WEYERHAEUSER CO
46168 6/26/09 422721 PRINCETON SECURITIES GROUP 30,000.00 28.363 300.00 851,193.00
PUR 6/01/09 98302410 WYETH
41913 6/04/09 422641 MORGAN STANLEY 100,000.00 44.695 4,469,480.00
PUR 6/05/09 98302410 WYETH
41913 6/10/09 422663 MORGAN STANLEY 100,000.00 44.170 4,417,040.00
PUR 6/23/09 G9144P10 TYCO ELECTRONICS LTD.
44960 6/26/09 422721 MORGAN STANLEY 100,000.00 18.561 1,856,110.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 17,260,000.00 328,741,732.27
86,767.50
PURCHASES OF COMINGLED FUND UNITS
---------------------------------
PUR 6/08/09 01964598 ALLIS CHALMERS ENERGY
47224 6/08/09 422653 Internal Cash Not Affected 1,250,000.00 1.00
-------------- ---------- -------------- --------------
SUBTOTAL UNIT-ASSET PURCHASES: 1,250,000.00 1.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 18,510,000.00 328,741,733.27
86,767.50
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 110
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 6/19/09 00282410 ABBOTT LABORATORIES 123.07
39882 6/24/09 422714 MORGAN STANLEY 100,000.00 47.884 4,788,256.93 -106,933.44
SALE 6/01/09 00817Y10 AETNA INC 70.33
45439 6/04/09 422642 MERIDIAN EQUITY PARTNERS 100,000.00 27.362 1,000.00 2,735,119.67 393,281.10
SALE 6/03/09 00817Y10 AETNA INC 64.65
45439 6/08/09 422655 MORGAN STANLEY 100,000.00 25.155 2,515,475.35 173,636.78
SALE 6/04/09 00817Y10 AETNA INC 65.61
45439 6/09/09 422660 MORGAN STANLEY 100,000.00 25.528 2,552,734.39 210,895.82
SALE 6/05/09 00817Y10 AETNA INC 32.67
45439 6/10/09 422664 GRISWOLD COMPANY 50,000.00 25.419 500.00 1,270,417.33 99,498.04
SALE 6/24/09 00825210 AFFILIATED MANAGERS GROUP I 141.24
39885 6/29/09 422726 MORGAN STANLEY 100,000.00 54.957 5,495,558.76 -1,019,047.54
SALE 6/18/09 01307810 ALBERTO-CULVER CO. 12.51
45095 6/23/09 422710 MERIDIAN EQUITY PARTNERS 20,000.00 24.330 200.00 486,389.49 30,304.57
SALE 6/24/09 01307810 ALBERTO-CULVER CO. 12.85
45095 6/29/09 422726 RAYMOND JAMES/EXECUTION 20,000.00 24.993 300.00 499,545.15 43,460.23
SALE 6/24/09 02209S10 ALTRIA GROUP INC. 41.96
42873 6/29/09 422726 MORGAN STANLEY 100,000.00 16.325 1,632,428.04 -135,594.28
SALE 6/18/09 03116210 AMGEN INC. 27.15
39886 6/23/09 422710 LABRANCHE/0TC 20,000.00 52.818 300.00 1,056,036.85 -91,109.01
SALE 6/19/09 03116210 AMGEN INC. 27.21
39886 6/24/09 422714 KEYBANC CAPITAL MKTS INC 20,000.00 52.927 300.00 1,058,210.79 -88,935.07
SALE 6/22/09 03116210 AMGEN INC. 26.36
39886 6/25/09 422718 KEYBANC CAPITAL MKTS INC 20,000.00 51.281 300.00 1,025,293.64 -121,852.22
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 111
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/09/09 03251510 ANADIGICS INC 11.33
42114 6/12/09 422674 MORGAN STANLEY 100,000.00 4.408 440,738.67 127,607.20
SALE 6/11/09 03251510 ANADIGICS INC 4.38
42114 6/16/09 422684 LIQUIDNET 38,700.00 4.395 387.00 169,695.12 48,513.24
SALE 6/11/09 03251510 ANADIGICS INC 6.92
42114 6/16/09 422684 MORGAN STANLEY 61,300.00 4.391 269,173.64 77,224.05
SALE 6/11/09 03529010 ANIXTER INTERNATIONAL INC. 21.35
39891 6/16/09 422684 ICAP CORPORATES LLC 20,000.00 41.519 200.00 830,164.65 -242,543.57
SALE 6/12/09 03529010 ANIXTER INTERNATIONAL INC. 20.67
39891 6/17/09 422692 BMO CAPITAL MARKETS/EXECUTI 20,000.00 40.208 300.00 803,841.33 -268,866.89
SALE 6/02/09 04622410 ASTEC INDUSTRIES INC. 8.23
40527 6/05/09 422650 MERRIMAN/OTC 10,000.00 31.985 150.00 319,694.77 -38,182.40
SALE 6/11/09 04622410 ASTEC INDUSTRIES INC. 8.05
40527 6/16/09 422684 LABRANCHE/0TC 10,000.00 31.297 150.00 312,806.95 -45,070.22
SALE 6/01/09 05714910 BAKER (MICHAEL) CORP 11.15
39896 6/04/09 422642 STURDIVANT/EXECUTION 10,000.00 43.348 150.00 433,317.85 162,560.49
SALE 6/02/09 05714910 BAKER (MICHAEL) CORP 11.07
39896 6/05/09 422650 WILLIAMS CAPITAL GROUP 10,000.00 43.063 150.00 430,464.93 159,707.57
SALE 6/03/09 05714910 BAKER (MICHAEL) CORP 2.75
39896 6/08/09 422655 RAYMOND JAMES/EXECUTION 2,500.00 42.778 37.50 106,905.75 39,216.41
SALE 6/04/09 05714910 BAKER (MICHAEL) CORP 8.11
39896 6/09/09 422660 RAYMOND JAMES/EXECUTION 7,500.00 42.062 112.50 315,345.89 112,277.87
SALE 5/27/09 08578910 BERRY PETROLEUM CO 19.53
42925 6/01/09 422630 RAYMOND JAMES/EXECUTION 40,000.00 18.991 600.00 759,008.47 324,306.08
SALE 6/11/09 08578910 BERRY PETROLEUM CO 11.57
42925 6/16/09 422684 ICAP CORPORATES LLC 20,000.00 22.494 200.00 449,666.43 232,315.24
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 112
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/23/09 12665010 CVS CORP. 39.96
44176 6/26/09 422722 GRISWOLD COMPANY 50,000.00 31.095 500.00 1,554,215.04 197,664.79
SALE 6/24/09 12665010 CVS CORP. 39.88
44176 6/29/09 422726 GRISWOLD COMPANY 50,000.00 31.034 500.00 1,551,160.12 194,609.87
SALE 6/24/09 12665010 CVS CORP. 39.71
44176 6/29/09 422726 GRISWOLD COMPANY 50,000.00 30.902 500.00 1,544,540.29 187,990.04
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 30.968 79.59 3,095,700.41 382,599.91
1,000.00
SALE 6/02/09 13442910 CAMPBELL SOUP CO. 36.99
43629 6/05/09 422650 BMO CAPITAL MARKETS/EXECUTI 50,000.00 28.779 750.00 1,438,138.01 -232,019.49
SALE 6/10/09 13442910 CAMPBELL SOUP CO. 37.13
43629 6/15/09 422678 PRINCETON SECURITIES GROUP 50,000.00 28.892 500.00 1,444,047.87 -226,109.63
SALE 5/28/09 15102010 CELGENE CORP 53.20
45438 6/02/09 422634 MAGNA SECURITIES (OTC) 50,000.00 41.398 750.00 2,069,081.80 138,993.47
SALE 5/29/09 15102010 CELGENE CORP 53.36
45438 6/03/09 422638 KEYBANC CAPITAL MKTS INC 50,000.00 41.518 750.00 2,075,086.64 144,998.31
SALE 6/02/09 15102010 CELGENE CORP 114.36
45438 6/05/09 422650 MORGAN STANLEY 100,000.00 44.496 4,449,515.64 589,338.97
SALE 6/11/09 15102010 CELGENE CORP 111.11
45438 6/16/09 422684 MORGAN STANLEY 100,000.00 43.230 4,322,888.89 462,712.22
SALE 6/02/09 19210850 COEUR D'ALENE MINES CORP ID 3.72
47108 6/05/09 422650 WILLIAMS CAPITAL GROUP 10,000.00 14.443 150.00 144,274.28 48,709.11
SALE 6/02/09 20030N20 COMCAST "A SPL" 70.72
46488 6/05/09 422650 MORGAN STANLEY 200,000.00 13.758 2,751,449.28 -245,877.38
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 113
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/02/09 20030N20 COMCAST "A SPL" 68.07
46488 6/05/09 422650 MORGAN STANLEY 200,000.00 13.243 2,648,551.93 -348,774.74
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 400,000.00 13.500 138.79 5,400,001.21 -594,652.12
SALE 6/03/09 20030N20 COMCAST "A SPL" 69.50
46488 6/08/09 422655 MORGAN STANLEY 200,000.00 13.520 2,703,870.50 -293,456.17
SALE 6/02/09 20337210 COMMSCOPE INC. 20.64
39906 6/05/09 422650 WILLIAMS CAPITAL GROUP 30,000.00 26.765 450.00 802,473.36 -323,733.76
SALE 6/23/09 20337210 COMMSCOPE INC. 12.29
39906 6/26/09 422722 WILLIAMS CAPITAL GROUP 20,000.00 23.900 300.00 477,687.71 -273,117.04
SALE 6/24/09 20337210 COMMSCOPE INC. 12.55
39906 6/29/09 422726 WILLIAMS CAPITAL GROUP 20,000.00 24.412 300.00 487,935.45 -262,869.30
SALE 6/02/09 21037110 CONSTELLATION ENERGY GROUP, 35.34
43011 6/05/09 422650 MAGNA SECURITIES CORP 50,000.00 27.499 750.00 1,374,144.66 142,879.06
SALE 6/10/09 21037110 CONSTELLATION ENERGY GROUP, 68.91
43011 6/15/09 422678 MORGAN STANLEY 100,000.00 26.812 2,681,171.09 218,639.90
SALE 6/11/09 23257720 CYNOSURE INC. CL A 1.99
40472 6/16/09 422684 LABRANCHE/0TC 10,000.00 7.709 150.00 76,935.01 -89,465.19
SALE 6/12/09 23257720 CYNOSURE INC. CL A 2.00
40472 6/17/09 422692 MERRIMAN/OTC 10,000.00 7.750 150.00 77,346.00 -89,054.20
SALE 6/15/09 23257720 CYNOSURE INC. CL A 2.00
40472 6/18/09 422698 ITG (CHANNEL) 10,000.00 7.765 100.00 77,549.00 -88,851.20
SALE 6/17/09 23257720 CYNOSURE INC. CL A 1.97
40472 6/22/09 422706 MERRIMAN/OTC 10,000.00 7.657 150.00 76,420.03 -89,980.17
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 114
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/27/09 24237010 DEAN FOODS 19.49
46444 6/01/09 422630 STURDIVANT/EXECUTION 40,000.00 18.955 600.00 757,576.51 23,166.25
SALE 5/28/09 24237010 DEAN FOODS 19.31
46444 6/02/09 422634 MAGNA SECURITIES CORP 40,000.00 18.784 600.00 750,728.69 16,318.43
SALE 5/29/09 24237010 DEAN FOODS 19.25
46444 6/03/09 422638 BMO CAPITAL MARKETS/EXECUTI 40,000.00 18.721 600.00 748,224.75 13,814.49
SALE 6/02/09 24237010 DEAN FOODS 9.71
46444 6/05/09 422650 WILLIAMS CAPITAL GROUP 20,000.00 18.881 300.00 377,306.29 10,101.16
SALE 5/27/09 24419910 DEERE & CO. 112.52
39908 6/01/09 422630 MORGAN STANLEY 100,000.00 43.780 4,377,837.48 290,590.07
SALE 6/01/09 24419910 DEERE & CO. 59.71
39908 6/04/09 422642 GRISWOLD COMPANY 50,000.00 46.466 500.00 2,322,740.29 279,116.59
SALE 6/02/09 24419910 DEERE & CO. 145.14
39908 6/05/09 422650 GRISWOLD COMPANY 120,000.00 47.059 1,200.00 5,645,746.86 741,049.97
SALE 6/03/09 24419910 DEERE & CO. 57.94
39908 6/08/09 422655 GRISWOLD COMPANY 50,000.00 45.083 500.00 2,253,567.06 209,943.36
SALE 6/17/09 26864810 EMC CORP/MASS 65.23
45470 6/22/09 422706 MORGAN STANLEY 200,000.00 12.689 2,537,774.77 80,112.95
SALE 6/22/09 26864810 EMC CORP/MASS 98.38
45470 6/25/09 422718 MORGAN STANLEY 300,000.00 12.760 3,827,781.62 141,288.89
SALE 6/10/09 27864210 EBAY INC. 22.66
45010 6/15/09 422678 ITG (CHANNEL) 50,000.00 17.634 500.00 881,197.34 363,402.34
SALE 6/12/09 27864210 EBAY INC. 22.75
45010 6/17/09 422692 MERRIMAN/OTC 50,000.00 17.698 750.00 884,137.25 366,342.25
SALE 6/17/09 29084610 EMCORE CORP. 1.55
40342 6/22/09 422706 ITG (CHANNEL) 45,455.00 1.323 454.55 59,699.05 -246,869.57
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 115
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/17/09 29084610 EMCORE CORP. 1.91
40342 6/22/09 422706 LABRANCHE/0TC 54,545.00 1.362 818.18 73,453.84 -294,421.76
SALE 6/01/09 29084Q10 EMCOR GROUP INC. 12.10
39915 6/04/09 422642 GRISWOLD COMPANY 20,000.00 23.534 200.00 470,473.90 235,621.65
SALE 6/02/09 29084Q10 EMCOR GROUP INC. 11.89
39915 6/05/09 422650 WILLIAMS CAPITAL GROUP 20,000.00 23.124 300.00 462,162.11 227,309.85
SALE 6/24/09 29742510 ESTERLINE TECHNOLOGIES CORP 13.54
39917 6/29/09 422726 BMO CAPITAL MARKETS/EXECUTI 20,000.00 26.337 300.00 526,430.46 -214,841.70
SALE 6/12/09 30161N10 EXELON CORP. 51.49
39920 6/17/09 422692 MAGNA SECURITIES CORP 40,000.00 50.086 600.00 2,002,792.51 714,948.02
SALE 6/18/09 30161N10 EXELON CORP. 51.83
39920 6/23/09 422710 PRINCETON SECURITIES GROUP 40,000.00 50.418 400.00 2,016,252.17 728,407.67
SALE 6/24/09 30161N10 EXELON CORP. 25.45
39920 6/29/09 422726 RAYMOND JAMES/EXECUTION 20,000.00 49.507 300.00 989,804.55 345,882.30
SALE 6/25/09 30161N10 EXELON CORP. 25.60
39920 6/30/09 422730 PRINCETON SECURITIES GROUP 20,000.00 49.805 200.00 995,868.40 351,946.15
SALE 6/01/09 30205120 EXIDE TECHNOLOGIES 3.39
44060 6/04/09 422642 SUSQUEHANNA/OTC 20,000.00 6.580 300.00 131,298.61 55,924.26
SALE 6/02/09 30205120 EXIDE TECHNOLOGIES 3.35
44060 6/05/09 422650 SUSQUEHANNA/OTC 20,000.00 6.517 300.00 130,026.65 54,652.29
SALE 6/24/09 33643310 FIRST SOLAR INC. 43.24
40312 6/29/09 422726 LIQUIDNET 10,000.00 168.22 200.00 1,681,956.76 -150,163.06
SALE 6/01/09 36467W10 GAMESTOP CORP. 13.35
44980 6/04/09 422642 GRISWOLD COMPANY 20,000.00 25.971 200.00 519,204.65 35,711.73
SALE 6/02/09 36467W10 GAMESTOP CORP. 38.37
44980 6/05/09 422650 WILLIAMS CAPITAL GROUP 60,000.00 24.879 900.00 1,491,789.63 41,310.86
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 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 116
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/02/09 38259P50 GOOGLE INC. 109.96
39926 6/05/09 422650 LABRANCHE/0TC 10,000.00 427.83 150.00 4,278,069.04 -3,489.20
SALE 6/05/09 38259P50 GOOGLE INC. 114.30
39926 6/10/09 422664 ITG (CHANNEL) 10,000.00 444.71 100.00 4,446,948.70 165,390.46
SALE 6/08/09 38259P50 GOOGLE INC. 112.33
39926 6/11/09 422669 ITG (CHANNEL) 10,000.00 437.05 100.00 4,370,365.67 88,807.43
SALE 6/10/09 38259P50 GOOGLE INC. 111.45
39926 6/15/09 422678 ITG (CHANNEL) 10,000.00 433.62 100.00 4,336,078.55 54,520.31
SALE 6/02/09 41457P10 HARRIS STRATEX NETWORKS-CL .58
46716 6/05/09 422650 LABRANCHE/0TC 4,209.00 5.280 63.14 22,159.80 -3,941.97
SALE 6/11/09 41457P10 HARRIS STRATEX NETWORKS-CL 10.12
46716 6/16/09 422684 SUSQUEHANNA/OTC 60,000.00 6.563 900.00 392,857.88 20,772.82
SALE 6/12/09 41457P10 HARRIS STRATEX NETWORKS-CL 9.73
46716 6/17/09 422692 SUSQUEHANNA/OTC 60,000.00 6.310 900.00 377,672.27 5,587.21
SALE 6/09/09 42224N10 HEALTHSPRING INC 7.73
46819 6/12/09 422674 RAYMOND JAMES/EXECUTION 30,000.00 10.013 450.00 299,938.27 10,203.77
SALE 6/18/09 42224N10 HEALTHSPRING INC 8.57
46819 6/23/09 422710 MERIDIAN EQUITY PARTNERS 30,000.00 11.103 300.00 332,766.43 43,031.93
SALE 6/22/09 42224N10 HEALTHSPRING INC 10.84
46819 6/25/09 422718 PRINCETON SECURITIES GROUP 40,000.00 10.544 400.00 421,345.16 35,032.49
SALE 6/15/09 42823610 HEWLETT-PACKARD CO 94.81
46749 6/18/09 422698 MORGAN STANLEY 100,000.00 36.889 3,688,775.19 173,475.19
SALE 6/19/09 42823610 HEWLETT-PACKARD CO 98.39
46749 6/24/09 422714 MORGAN STANLEY 100,000.00 38.281 3,828,031.61 312,731.61
SALE 6/24/09 42829110 HEXCEL CORP. 24.22
41202 6/29/09 422726 MORGAN STANLEY 100,000.00 9.421 942,085.78 -1,139,888.27
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 117
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/02/09 46428773 ISHARES DJ US REAL ESTATE 44.76
45491 6/05/09 422650 GRISWOLD COMPANY 50,000.00 34.831 500.00 1,741,020.24 311,728.81
SALE 6/05/09 46428773 ISHARES DJ US REAL ESTATE 45.97
45491 6/10/09 422664 BMO CAPITAL MARKETS/EXECUTI 50,000.00 35.771 750.00 1,787,749.03 358,457.60
SALE 6/08/09 46428773 ISHARES DJ US REAL ESTATE 62.86
45491 6/11/09 422669 ICAP CORPORATES LLC 70,000.00 34.936 700.00 2,444,771.14 443,763.14
SALE 6/09/09 46428773 ISHARES DJ US REAL ESTATE 45.01
45491 6/12/09 422674 GRISWOLD COMPANY 50,000.00 35.021 500.00 1,750,519.99 321,228.56
SALE 6/11/09 46428773 ISHARES DJ US REAL ESTATE 70.71
45491 6/16/09 422684 GRISWOLD COMPANY 80,000.00 34.388 800.00 2,750,201.29 463,335.01
SALE 6/12/09 46428773 ISHARES DJ US REAL ESTATE 26.66
45491 6/17/09 422692 GRISWOLD COMPANY 30,000.00 34.568 300.00 1,036,725.34 179,150.48
SALE 6/12/09 46428773 ISHARES DJ US REAL ESTATE 174.26
45491 6/17/09 422692 MORGAN STANLEY 200,000.00 33.902 6,780,265.74 1,063,100.03
SALE 6/15/09 46428773 ISHARES DJ US REAL ESTATE 25.77
45491 6/18/09 422698 MERIDIAN EQUITY PARTNERS 30,000.00 33.422 300.00 1,002,340.23 144,765.37
SALE 6/16/09 46428773 ISHARES DJ US REAL ESTATE 119.96
45491 6/19/09 422702 MORGAN STANLEY 140,000.00 33.339 4,667,396.04 665,380.04
SALE 6/19/09 46428777 ISHARES DJ US FINANCIAL SER 117.91
45093 6/24/09 422714 MORGAN STANLEY 100,000.00 45.878 4,587,662.09 1,196,780.53
SALE 6/18/09 48517030 KANSAS CITY SOUTHERN 21.36
39942 6/23/09 422710 PRINCETON SECURITIES GROUP 50,000.00 16.620 500.00 830,473.64 -512,007.11
SALE 6/18/09 50540R40 LABORATORY CORP OF AMERICA 34.32
39944 6/23/09 422710 RAYMOND JAMES/EXECUTION 20,000.00 66.751 300.00 1,334,693.68 203,407.27
SALE 6/12/09 53245710 ELI LILLY & CO. 177.94
39946 6/17/09 422692 MORGAN STANLEY 200,000.00 34.618 6,923,482.06 -1,557,130.89
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 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 118
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/01/09 53418710 LINCOLN NATIONAL CORP 10.09
46169 6/04/09 422642 GRISWOLD COMPANY 20,000.00 19.629 200.00 392,361.91 199,869.91
SALE 6/12/09 53418710 LINCOLN NATIONAL CORP 9.24
46169 6/17/09 422692 RAYMOND JAMES/EXECUTION 20,000.00 17.966 300.00 359,012.76 166,520.76
SALE 6/15/09 53418710 LINCOLN NATIONAL CORP 16.42
46169 6/18/09 422698 MERIDIAN EQUITY PARTNERS 40,000.00 15.969 400.00 638,355.58 253,371.58
SALE 6/15/09 53418710 LINCOLN NATIONAL CORP 8.41
46169 6/18/09 422698 PRINCETON SECURITIES GROUP 20,000.00 16.352 200.00 326,835.59 134,343.59
SALE 6/16/09 53418710 LINCOLN NATIONAL CORP 7.86
46169 6/19/09 422702 RAYMOND JAMES/EXECUTION 20,000.00 15.277 300.00 305,224.14 112,732.14
SALE 6/02/09 53555510 LINDSAY CORP. 35.75
41563 6/05/09 422650 RAYMOND JAMES/EXECUTION 40,000.00 34.776 600.00 1,390,412.25 -1,684,641.06
SALE 6/03/09 53555510 LINDSAY CORP. 24.50
41563 6/08/09 422655 RAYMOND JAMES/EXECUTION 28,900.00 32.978 433.50 952,609.09 -1,269,116.93
SALE 6/03/09 53555510 LINDSAY CORP. 9.41
41563 6/08/09 422655 RAYMOND JAMES/EXECUTION 11,100.00 32.978 166.50 365,881.00 -487,446.29
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 32.978 33.91 1,318,490.09 -1,756,563.22
600.00
SALE 6/11/09 53555510 LINDSAY CORP. 18.31
41563 6/16/09 422684 ICAP CORPORATES LLC 20,000.00 35.608 200.00 711,933.69 -825,592.97
SALE 6/12/09 53555510 LINDSAY CORP. 17.57
41563 6/17/09 422692 MAGNA SECURITIES CORP 20,000.00 34.172 300.00 683,128.43 -854,398.23
SALE 6/01/09 53591920 LIONS GATE ENTERTAINMENT CO 7.84
44270 6/04/09 422642 BMO CAPITAL MARKETS/EXECUTI 50,000.00 6.098 750.00 304,147.16 40,108.37
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 119
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/02/09 55271510 MEMC ELECTRONICS MATERIALS, 26.44
39991 6/05/09 422650 RAYMOND JAMES/EXECUTION 50,000.00 20.571 750.00 1,027,773.56 -171,544.19
SALE 6/12/09 55271510 MEMC ELECTRONICS MATERIALS, 51.70
39991 6/17/09 422692 MORGAN STANLEY 100,000.00 20.116 2,011,538.30 -387,097.20
SALE 6/16/09 55271510 MEMC ELECTRONICS MATERIALS, 32.09
39991 6/19/09 422702 MORGAN STANLEY 62,000.00 20.134 1,248,251.11 -238,902.90
SALE 6/17/09 55271510 MEMC ELECTRONICS MATERIALS, 18.69
39991 6/22/09 422706 MORGAN STANLEY 38,000.00 19.138 727,206.31 -184,275.18
SALE 6/18/09 55271510 MEMC ELECTRONICS MATERIALS, 30.78
39991 6/23/09 422710 MORGAN STANLEY 63,000.00 19.008 1,197,460.62 -313,679.74
SALE 6/19/09 55271510 MEMC ELECTRONICS MATERIALS, 18.26
39991 6/24/09 422714 MORGAN STANLEY 37,000.00 19.193 710,133.84 -177,361.29
SALE 6/02/09 57290110 MARTEK BIOSCIENCES CORP 10.93
46379 6/05/09 422650 MERRIMAN/OTC 20,000.00 21.245 300.00 424,595.07 59,614.32
SALE 6/12/09 57290110 MARTEK BIOSCIENCES CORP 5.79
46379 6/17/09 422692 KEYBANC CAPITAL MKTS INC 10,000.00 22.502 150.00 224,867.21 39,171.76
SALE 6/16/09 57290110 MARTEK BIOSCIENCES CORP 5.60
46379 6/19/09 422702 ITG (CHANNEL) 10,000.00 21.775 100.00 217,646.40 31,950.95
SALE 6/17/09 57290110 MARTEK BIOSCIENCES CORP 11.10
46379 6/22/09 422706 LABRANCHE/0TC 20,000.00 21.593 300.00 431,544.90 60,153.99
SALE 6/18/09 57290110 MARTEK BIOSCIENCES CORP 11.21
46379 6/23/09 422710 LABRANCHE/0TC 20,000.00 21.800 300.00 435,678.79 64,287.88
SALE 6/22/09 57290110 MARTEK BIOSCIENCES CORP 10.57
46379 6/25/09 422718 MERRIMAN/OTC 20,000.00 20.545 300.00 410,593.43 39,202.52
SALE 6/02/09 58013510 MCDONALD'S CORP. 30.97
42619 6/05/09 422650 STURDIVANT/EXECUTION 20,000.00 60.247 300.00 1,204,605.03 3,802.48
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 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 120
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/24/09 58013510 MCDONALD'S CORP. 29.23
42619 6/29/09 422726 BMO CAPITAL MARKETS/EXECUTI 20,000.00 56.864 300.00 1,136,942.77 -63,859.78
SALE 6/24/09 58013510 MCDONALD'S CORP. 28.87
42619 6/29/09 422726 PRINCETON SECURITIES GROUP 20,000.00 56.161 200.00 1,122,993.13 -77,809.42
SALE 6/02/09 60786L10 MODUSLINK GLOBAL SOLUTIONS 3.28
43194 6/05/09 422650 LABRANCHE/0TC 30,000.00 4.243 450.00 126,833.72 -572,751.22
SALE 6/12/09 60786L10 MODUSLINK GLOBAL SOLUTIONS 3.38
43194 6/17/09 422692 KEYBANC CAPITAL MKTS INC 20,000.00 6.565 300.00 130,992.62 -335,397.34
SALE 6/15/09 60786L10 MODUSLINK GLOBAL SOLUTIONS 8.03
43194 6/18/09 422698 MORGAN STANLEY 50,000.00 6.246 312,306.97 -853,667.94
SALE 6/16/09 60786L10 MODUSLINK GLOBAL SOLUTIONS 3.49
43194 6/19/09 422702 ITG (CHANNEL) 20,000.00 6.789 200.00 135,576.51 -330,813.45
SALE 6/17/09 60786L10 MODUSLINK GLOBAL SOLUTIONS 3.34
43194 6/22/09 422706 LABRANCHE/0TC 20,000.00 6.495 300.00 129,602.66 -336,787.30
SALE 6/18/09 60786L10 MODUSLINK GLOBAL SOLUTIONS 3.50
43194 6/23/09 422710 LABRANCHE/0TC 20,000.00 6.792 300.00 135,526.50 -330,863.46
SALE 6/23/09 60786L10 MODUSLINK GLOBAL SOLUTIONS 3.28
43194 6/26/09 422722 LABRANCHE/0TC 20,000.00 6.369 300.00 127,070.72 -339,319.24
SALE 6/11/09 61166W10 MONSANTO CO. 22.07
39952 6/16/09 422684 MERIDIAN EQUITY PARTNERS 10,000.00 85.852 100.00 858,397.93 184,439.56
SALE 6/18/09 61166W10 MONSANTO CO. 21.17
39952 6/23/09 422710 RAYMOND JAMES/EXECUTION 10,000.00 82.362 150.00 823,447.83 149,489.46
SALE 6/19/09 61166W10 MONSANTO CO. 62.98
39952 6/24/09 422714 ICAP CORPORATES LLC 30,000.00 81.677 300.00 2,449,941.02 428,065.91
SALE 6/11/09 62886E10 NCR CORP 16.31
46578 6/16/09 422684 PRINCETON SECURITIES GROUP 50,000.00 12.686 500.00 633,793.69 101,714.84
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 121
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/12/09 62886E10 NCR CORP 15.91
46578 6/17/09 422692 GRISWOLD COMPANY 50,000.00 12.376 500.00 618,289.09 86,210.24
SALE 6/16/09 62886E10 NCR CORP 15.74
46578 6/19/09 422702 GRISWOLD COMPANY 50,000.00 12.244 500.00 611,694.26 79,615.41
SALE 5/28/09 62937750 NRG ENERGY INC. 27.96
43551 6/02/09 422634 MAGNA SECURITIES CORP 50,000.00 21.757 750.00 1,087,057.04 38,039.26
SALE 5/29/09 62937750 NRG ENERGY INC. 28.29
43551 6/03/09 422638 MAGNA SECURITIES CORP 50,000.00 22.014 750.00 1,099,901.71 50,883.93
SALE 6/01/09 62937750 NRG ENERGY INC. 29.92
43551 6/04/09 422642 RAYMOND JAMES/EXECUTION 50,000.00 23.282 750.00 1,163,325.08 114,307.30
SALE 6/02/09 62937750 NRG ENERGY INC. 30.71
43551 6/05/09 422650 MERIDIAN EQUITY PARTNERS 50,000.00 23.898 500.00 1,194,384.29 145,366.51
SALE 6/18/09 62937750 NRG ENERGY INC. 59.95
43551 6/23/09 422710 MORGAN STANLEY 100,000.00 23.325 2,332,390.05 234,354.50
SALE 6/19/09 62937750 NRG ENERGY INC. 30.45
43551 6/24/09 422714 PRINCETON SECURITIES GROUP 50,000.00 23.696 500.00 1,184,284.55 135,266.77
SALE 6/19/09 62937750 NRG ENERGY INC. 30.81
43551 6/24/09 422714 PRINCETON SECURITIES GROUP 50,000.00 23.972 500.00 1,198,089.19 149,071.41
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 23.834 61.26 2,382,373.74 284,338.18
1,000.00
SALE 6/18/09 62944T10 NVR INC 28.63
46287 6/23/09 422710 BMO CAPITAL MARKETS/EXECUTI 2,200.00 506.30 33.00 1,113,801.01 -11,545.52
SALE 6/19/09 62944T10 NVR INC 10.34
46287 6/24/09 422714 BMO CAPITAL MARKETS/EXECUTI 800.00 502.62 12.00 402,077.90 -7,139.02
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 122
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/27/09 63935N10 NAVIGANT CONSULTING, INC. 12.65
42901 6/01/09 422630 RAYMOND JAMES/EXECUTION 40,000.00 12.297 600.00 491,271.35 -221,174.31
SALE 5/28/09 63935N10 NAVIGANT CONSULTING, INC. 9.20
42901 6/02/09 422634 MAGNA SECURITIES CORP 30,000.00 11.924 450.00 357,272.80 -177,061.45
SALE 5/29/09 63935N10 NAVIGANT CONSULTING, INC. 8.94
42901 6/03/09 422638 RAYMOND JAMES/EXECUTION 30,000.00 11.586 450.00 347,130.06 -187,204.19
SALE 6/04/09 63935N10 NAVIGANT CONSULTING, INC. 13.04
42901 6/09/09 422660 MAGNA SECURITIES CORP 40,000.00 12.677 600.00 506,478.96 -205,966.70
SALE 6/05/09 63935N10 NAVIGANT CONSULTING, INC. 13.36
42901 6/10/09 422664 BMO CAPITAL MARKETS/EXECUTI 40,000.00 12.991 600.00 519,042.64 -193,403.02
SALE 6/12/09 63935N10 NAVIGANT CONSULTING, INC. 14.28
42901 6/17/09 422692 ICAP CORPORATES LLC 40,000.00 13.882 400.00 554,857.72 -157,587.94
SALE 6/16/09 63935N10 NAVIGANT CONSULTING, INC. 14.11
42901 6/19/09 422702 BMO CAPITAL MARKETS/EXECUTI 40,000.00 13.722 600.00 548,249.89 -164,195.77
SALE 6/18/09 65122910 NEWELL RUBBERMAID INC. 26.95
44092 6/23/09 422710 MORGAN STANLEY 100,000.00 10.483 1,048,223.05 131,005.85
SALE 6/04/09 65163910 NEWMONT MINING CORP. 24.14
42997 6/09/09 422660 MAGNA SECURITIES CORP 20,000.00 46.959 300.00 938,853.86 164,932.10
SALE 6/01/09 67018T10 NU SKIN ENTERPRISES INC. 7.65
39958 6/04/09 422642 MAGNA SECURITIES (OTC) 20,000.00 14.881 300.00 297,310.35 -9,777.02
SALE 6/11/09 67018T10 NU SKIN ENTERPRISES INC. 3.73
39958 6/16/09 422684 MERIDIAN EQUITY PARTNERS 10,000.00 14.485 100.00 144,747.27 -8,796.42
SALE 6/12/09 67018T10 NU SKIN ENTERPRISES INC. 3.65
39958 6/17/09 422692 WILLIAMS CAPITAL GROUP 10,000.00 14.190 150.00 141,743.35 -11,800.34
SALE 6/15/09 67018T10 NU SKIN ENTERPRISES INC. 3.48
39958 6/18/09 422698 PRINCETON SECURITIES GROUP 10,000.00 13.524 100.00 135,140.52 -18,403.17
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 123
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/16/09 67018T10 NU SKIN ENTERPRISES INC. 3.56
39958 6/19/09 422702 RAYMOND JAMES/EXECUTION 10,000.00 13.841 150.00 138,251.44 -15,292.25
SALE 6/24/09 67018T10 NU SKIN ENTERPRISES INC. 7.43
39958 6/29/09 422726 WILLIAMS CAPITAL GROUP 20,000.00 14.455 300.00 288,794.57 -18,292.80
SALE 6/22/09 68389X10 ORACLE CORP 104.39
46205 6/25/09 422718 MORGAN STANLEY 200,000.00 20.309 4,061,635.61 271,079.01
SALE 6/23/09 68389X10 ORACLE CORP 102.81
46205 6/26/09 422722 MORGAN STANLEY 200,000.00 20.001 4,000,057.19 209,500.59
SALE 6/02/09 74973W10 RTI INTERNATIONAL METALS IN 43.92
39973 6/05/09 422650 MORGAN STANLEY 100,000.00 17.088 1,708,736.08 -1,684,888.22
SALE 6/12/09 74973W10 RTI INTERNATIONAL METALS IN 52.74
39973 6/17/09 422692 MORGAN STANLEY 100,000.00 20.520 2,051,977.26 -1,341,647.05
SALE 6/15/09 74973W10 RTI INTERNATIONAL METALS IN 48.42
39973 6/18/09 422698 MORGAN STANLEY 100,000.00 18.838 1,883,771.58 -1,509,852.73
SALE 6/22/09 74973W10 RTI INTERNATIONAL METALS IN 22.58
39973 6/25/09 422718 GRISWOLD COMPANY 50,000.00 17.567 500.00 877,842.42 -818,969.73
SALE 6/24/09 74973W10 RTI INTERNATIONAL METALS IN 22.43
39973 6/29/09 422726 GRISWOLD COMPANY 50,000.00 17.450 500.00 871,987.57 -824,824.58
SALE 6/02/09 78463510 SPX CORP 124.55
46104 6/05/09 422650 MORGAN STANLEY 100,000.00 48.463 4,846,145.45 592,603.45
SALE 6/04/09 78463510 SPX CORP 61.00
46104 6/09/09 422660 MAGNA SECURITIES CORP 50,000.00 47.468 750.00 2,372,599.00 245,828.00
SALE 6/02/09 80311110 SARA LEE CORP. 23.47
40530 6/05/09 422650 MORGAN STANLEY 100,000.00 9.130 912,956.53 -378,799.54
SALE 6/16/09 80311110 SARA LEE CORP. 45.27
40530 6/19/09 422702 MORGAN STANLEY 200,000.00 8.807 1,761,294.73 -822,217.41
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 124
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/22/09 80311110 SARA LEE CORP. 46.36
40530 6/25/09 422718 MORGAN STANLEY 200,000.00 9.018 1,803,593.64 -779,918.50
SALE 6/24/09 80311110 SARA LEE CORP. 47.24
40530 6/29/09 422726 MORGAN STANLEY 200,000.00 9.190 1,838,012.76 -745,499.38
SALE 6/25/09 80311110 SARA LEE CORP. 47.87
40530 6/30/09 422730 MORGAN STANLEY 200,000.00 9.313 1,862,532.13 -720,980.01
SALE 6/01/09 81725T10 SENSIENT TECHNOLOGIES CORP. 12.02
43475 6/04/09 422642 RAYMOND JAMES/EXECUTION 20,000.00 23.378 300.00 467,255.98 1,044.06
SALE 6/02/09 81725T10 SENSIENT TECHNOLOGIES CORP. 12.27
43475 6/05/09 422650 STURDIVANT/EXECUTION 20,000.00 23.863 300.00 476,945.73 10,733.82
SALE 6/09/09 81725T10 SENSIENT TECHNOLOGIES CORP. 12.22
43475 6/12/09 422674 RAYMOND JAMES/EXECUTION 20,000.00 23.767 300.00 475,029.78 8,817.86
SALE 6/12/09 81725T10 SENSIENT TECHNOLOGIES CORP. 12.20
43475 6/17/09 422692 MAGNA SECURITIES CORP 20,000.00 23.723 300.00 474,139.80 7,927.89
SALE 6/18/09 81725T10 SENSIENT TECHNOLOGIES CORP. 12.02
43475 6/23/09 422710 GRISWOLD COMPANY 20,000.00 23.373 200.00 467,241.98 1,030.06
SALE 6/19/09 81725T10 SENSIENT TECHNOLOGIES CORP. 12.15
43475 6/24/09 422714 ICAP CORPORATES LLC 20,000.00 23.623 200.00 472,237.85 6,025.94
SALE 6/02/09 83269640 JM SMUCKER CO/THE 21.55
43667 6/05/09 422650 STURDIVANT/EXECUTION 20,000.00 41.918 300.00 838,042.45 147,837.79
SALE 6/12/09 83269640 JM SMUCKER CO/THE 11.31
43667 6/17/09 422692 WILLIAMS CAPITAL GROUP 10,000.00 43.974 150.00 439,578.69 94,476.36
SALE 6/15/09 83269640 JM SMUCKER CO/THE 11.16
43667 6/18/09 422698 PRINCETON SECURITIES GROUP 10,000.00 43.413 100.00 434,019.84 88,917.51
SALE 5/28/09 85811910 STEEL DYNAMICS INC 18.99
43421 6/02/09 422634 SUSQUEHANNA/OTC 50,000.00 14.772 750.00 737,836.01 252,063.35
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 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 125
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/29/09 85811910 STEEL DYNAMICS INC 19.18
43421 6/03/09 422638 MAGNA SECURITIES (OTC) 50,000.00 14.920 750.00 745,220.82 259,448.16
SALE 6/01/09 85811910 STEEL DYNAMICS INC 10.09
43421 6/04/09 422642 ITG (CHANNEL) 25,000.00 15.693 250.00 392,074.91 149,188.58
SALE 6/01/09 85811910 STEEL DYNAMICS INC 10.18
43421 6/04/09 422642 KEYBANC CAPITAL MKTS INC 25,000.00 15.833 375.00 395,442.32 152,555.99
SALE 6/02/09 85811910 STEEL DYNAMICS INC 20.29
43421 6/05/09 422650 KEYBANC CAPITAL MKTS INC 50,000.00 15.785 750.00 788,459.71 302,687.06
SALE 6/16/09 86681020 SUN MICROSYSTEMS, INC. 47.61
45200 6/19/09 422702 MORGAN STANLEY 200,000.00 9.263 1,852,472.39 190,248.89
SALE 6/01/09 87157D10 SYNAPTICS INCORPORATED 46.36
40599 6/04/09 422642 MORGAN STANLEY 50,000.00 36.075 1,803,683.64 652,702.73
SALE 6/02/09 87157D10 SYNAPTICS INCORPORATED 47.50
40599 6/05/09 422650 MAGNA SECURITIES (OTC) 50,000.00 36.958 750.00 1,847,117.50 696,136.59
SALE 6/12/09 87157D10 SYNAPTICS INCORPORATED 4.93
40599 6/17/09 422692 ITG (CHANNEL) 5,000.00 38.300 50.00 191,444.57 76,346.48
SALE 6/12/09 87157D10 SYNAPTICS INCORPORATED 14.93
40599 6/17/09 422692 MERRIMAN/OTC 15,000.00 38.727 225.00 580,668.07 235,373.80
SALE 6/18/09 87157D10 SYNAPTICS INCORPORATED 19.46
40599 6/23/09 422710 LABRANCHE/0TC 20,000.00 37.860 300.00 756,872.54 290,214.67
SALE 6/23/09 87157D10 SYNAPTICS INCORPORATED 18.42
40599 6/26/09 422722 LABRANCHE/0TC 20,000.00 35.834 300.00 716,351.58 249,693.71
SALE 5/28/09 88731730 TIME WARNER INC 117.76
45488 6/02/09 422634 MORGAN STANLEY 200,000.00 22.910 4,581,962.24 -2,030,177.68
SALE 6/24/09 88731730 TIME WARNER INC 63.41
45488 6/29/09 422726 MORGAN STANLEY 99,998.00 24.672 2,467,057.25 -838,946.59
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 126
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/04/09 88732J20 TIME WARNER CABLE INC 82.26
45483 6/09/09 422660 MORGAN STANLEY 100,000.00 32.007 3,200,637.74 -670,863.54
SALE 6/05/09 88732J20 TIME WARNER CABLE INC 83.42
45483 6/10/09 422664 MORGAN STANLEY 100,000.00 32.458 3,245,756.58 -625,744.70
SALE 6/11/09 90323610 URS CORP 13.32
42782 6/16/09 422684 MERIDIAN EQUITY PARTNERS 10,000.00 51.813 100.00 518,015.68 124,817.78
SALE 6/12/09 90323610 URS CORP 51.34
42782 6/17/09 422692 PRINCETON SECURITIES GROUP 40,000.00 49.937 400.00 1,997,044.66 424,253.07
SALE 6/18/09 91324P10 UNITEDHEALTH GROUP INC 64.63
47286 6/23/09 422710 MORGAN STANLEY 100,000.00 25.145 2,514,405.37 131,245.37
SALE 6/22/09 91324P10 UNITEDHEALTH GROUP INC 63.67
47286 6/25/09 422718 MORGAN STANLEY 100,000.00 24.771 2,476,996.33 93,836.33
SALE 6/01/09 91886610 VALASSIS COMMUNICATIONS INC 8.71
42815 6/04/09 422642 BMO CAPITAL MARKETS/EXECUTI 50,000.00 6.778 750.00 338,121.29 96,928.37
SALE 6/02/09 91886610 VALASSIS COMMUNICATIONS INC 8.74
42815 6/05/09 422650 RAYMOND JAMES/EXECUTION 50,000.00 6.801 750.00 339,306.26 98,113.35
SALE 6/04/09 91886610 VALASSIS COMMUNICATIONS INC 8.80
42815 6/09/09 422660 WILLIAMS CAPITAL GROUP 50,000.00 6.843 750.00 341,376.20 100,183.28
SALE 6/05/09 91886610 VALASSIS COMMUNICATIONS INC 8.77
42815 6/10/09 422664 BMO CAPITAL MARKETS/EXECUTI 50,000.00 6.821 750.00 340,306.23 99,113.32
SALE 6/12/09 91886610 VALASSIS COMMUNICATIONS INC 7.93
42815 6/17/09 422692 GRISWOLD COMPANY 50,000.00 6.170 500.00 308,007.07 66,814.15
SALE 6/22/09 92343V10 VERIZON COMMUNICATIONS INC 77.24
46721 6/25/09 422718 MORGAN STANLEY 100,000.00 30.052 3,005,152.76 38,066.09
SALE 6/22/09 92553P20 VIACOM INC. "B" 85.28
46746 6/25/09 422718 MORGAN STANLEY 150,000.00 22.121 3,318,049.72 153,130.72
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 127
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/23/09 92553P20 VIACOM INC. "B" 84.60
46746 6/26/09 422722 MORGAN STANLEY 150,000.00 21.945 3,291,680.40 126,761.40
SALE 6/24/09 92553P20 VIACOM INC. "B" 113.69
46746 6/29/09 422726 MORGAN STANLEY 200,000.00 22.117 4,423,326.31 203,434.31
SALE 6/02/09 92824110 VIROPHARMA INC. 18.24
44271 6/05/09 422650 MORGAN STANLEY 100,000.00 7.096 709,591.76 -355,668.62
SALE 6/04/09 92824110 VIROPHARMA INC. 16.10
44271 6/09/09 422660 MORGAN STANLEY 100,000.00 6.264 626,413.90 -438,846.48
SALE 6/03/09 93142210 WALGREEN CO. 80.51
44215 6/08/09 422655 MORGAN STANLEY 100,000.00 31.325 3,132,429.49 525,618.49
SALE 6/04/09 93142210 WALGREEN CO. 79.55
44215 6/09/09 422660 MORGAN STANLEY 100,000.00 30.952 3,095,100.45 488,289.45
SALE 6/05/09 93142210 WALGREEN CO. 79.20
44215 6/10/09 422664 MORGAN STANLEY 100,000.00 30.817 3,081,580.80 474,769.80
SALE 6/16/09 93142210 WALGREEN CO. 78.35
44215 6/19/09 422702 MORGAN STANLEY 100,000.00 30.485 3,048,461.65 441,650.65
SALE 6/01/09 93439040 WARNACO GROUP INC. (THE) 85.72
43669 6/04/09 422642 PRINCETON SECURITIES GROUP 100,000.00 33.351 1,000.00 3,334,014.28 1,629,118.61
SALE 6/01/09 94106L10 WASTE MANAGEMENT INC 144.87
46106 6/04/09 422642 MORGAN STANLEY 200,000.00 28.184 5,636,555.13 281,115.13
SALE 6/18/09 94268310 WATSON PHARMACEUTICALS, INC 15.86
41384 6/23/09 422710 GRISWOLD COMPANY 20,000.00 30.846 200.00 616,696.14 68,435.03
SALE 6/17/09 97314910 WIND RIVER SYSTEMS INC 14.73
46207 6/22/09 422706 KEYBANC CAPITAL MKTS INC 50,000.00 11.456 750.00 572,040.27 219,927.49
SALE 6/18/09 97314910 WIND RIVER SYSTEMS INC 2.95
46207 6/23/09 422710 KEYBANC CAPITAL MKTS INC 10,000.00 11.450 150.00 114,348.05 43,925.49
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 6/01/09 THROUGH 6/30/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 128
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/19/09 97314910 WIND RIVER SYSTEMS INC 11.79
46207 6/24/09 422714 KEYBANC CAPITAL MKTS INC 40,000.00 11.463 600.00 457,888.21 176,197.99
SALE 6/22/09 97314910 WIND RIVER SYSTEMS INC 14.71
46207 6/25/09 422718 MAGNA SECURITIES (OTC) 50,000.00 11.440 750.00 571,235.29 219,122.51
SALE 6/23/09 97314910 WIND RIVER SYSTEMS INC 14.70
46207 6/26/09 422722 KEYBANC CAPITAL MKTS INC 50,000.00 11.437 750.00 571,100.30 218,987.52
SALE 6/23/09 97314910 WIND RIVER SYSTEMS INC 14.71
46207 6/26/09 422722 MERRIMAN/OTC 50,000.00 11.442 750.00 571,325.29 219,212.51
SALE 6/24/09 97314910 WIND RIVER SYSTEMS INC 14.72
46207 6/29/09 422726 MORGAN STANLEY 50,000.00 11.450 572,485.28 220,372.50
SALE 6/24/09 97314910 WIND RIVER SYSTEMS INC 14.72
46207 6/29/09 422726 MORGAN STANLEY 50,000.00 11.448 572,385.28 220,272.50
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 11.449 29.44 1,144,870.56 440,645.00
SALE 6/18/09 98433210 YAHOO! INC. 39.67
39997 6/23/09 422710 MORGAN STANLEY 100,000.00 15.432 1,543,180.33 6,541.74
SALE 6/25/09 98433210 YAHOO! INC. 39.89
39997 6/30/09 422730 MORGAN STANLEY 100,000.00 15.520 1,552,000.11 15,361.52
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 13,307,207.00 8,341.58 324,454,196.95 -2,710,062.11
68,217.87
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 13,307,207.00 8,341.58 324,454,196.95 -2,710,062.11
68,217.87
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 6/01/09 THROUGH 6/30/09
LOGAN CIRCLE (5163) PAGE: 129
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 5/27/09 029912AW AMERICAN TOWER CORP 7.2500 7.498
47260 6/10/09 287555 LOGAN CIRCLE 5/15/19 250,000.00 98.279 245,697.50
PUR 6/24/09 077454AD BELDEN INC 9.2500 9.748
47561 6/29/09 287555 LOGAN CIRCLE 6/15/19 285,000.00 96.866 276,068.10
PUR 5/27/09 121579AB BURLINGTON COAT 11.1250 20.247
47119 6/01/09 287555 LOGAN CIRCLE 4/15/14 390,000.00 72.500 282,750.00
PUR 6/09/09 125896BC CMS ENERGY 8.7500 9.000
47327 6/15/09 287555 LOGAN CIRCLE 6/15/19 75,000.00 98.374 73,780.50
PUR 6/02/09 12619AAA CPG INTL I INC 11.4675 37.645
47194 6/05/09 287555 LOGAN CIRCLE 7/01/12 275,000.00 54.500 149,875.00
PUR 6/08/09 18538RAA CLEARWATER PAPER CORP 10.6250 10.875
47283 6/11/09 287555 LOGAN CIRCLE 6/15/16 150,000.00 98.792 148,188.00
PUR 6/04/09 204386AL GEOPHYSIQUE 9.5000 10.120
47246 6/09/09 287555 LOGAN CIRCLE 5/15/16 165,000.00 96.952 159,970.80
PUR 5/27/09 204755AB COMPTON PETROLEUM FINANCE C 7.6250 27.750
42387 6/01/09 287555 LOGAN CIRCLE 12/01/13 200,000.00 50.000 100,000.00
PUR 6/11/09 20588YAD CONNACHER OIL 11.7500 13.502
47349 6/16/09 287555 LOGAN CIRCLE 7/15/14 400,000.00 93.678 374,712.00
PUR 5/29/09 22025YAK CORRESTIONS CORP OF AMER 7.7500 8.250
47152 6/03/09 287555 LOGAN CIRCLE 6/01/17 490,000.00 97.116 475,868.40
PUR 6/02/09 24869QAB DENNYS HOLDINGS INCORPORATE 10.0000 11.187
42156 6/05/09 287555 LOGAN CIRCLE 10/01/12 250,000.00 96.750 241,875.00
PUR 5/28/09 269246AS E TRADE FINANCIAL CORP 12.5000 12.500
42101 6/02/09 287555 LOGAN CIRCLE 11/30/17 27,875.00 100.00 27,875.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
LOGAN CIRCLE (5163) -Cont. PAGE: 130
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/28/09 269246AT E TRADE FINAC 12.5000 12.500
45546 6/02/09 287555 LOGAN CIRCLE 11/30/17 31,375.00 100.00 31,375.00
PUR 5/28/09 345397VJ FORD MOTOR CRED 8.0000 13.000
47135 6/02/09 287555 LOGAN CIRCLE 6/01/14 55,000.00 82.036 45,119.80
PUR 6/24/09 36318MAA GALAXY ENTERTAINMENT COMPAN 9.8750 15.434
42161 6/29/09 287555 LOGAN CIRCLE 12/15/12 250,000.00 85.500 213,750.00
PUR 6/02/09 38869PAE GRAPHIC PACKAGE 9.5000 10.000
47348 6/16/09 287555 LOGAN CIRCLE 6/15/17 100,000.00 97.292 97,292.00
PUR 5/29/09 404119AL HCA INC 5.7500 12.238
47153 6/03/09 287555 LOGAN CIRCLE 3/15/14 300,000.00 77.000 231,000.00
PUR 6/15/09 404119AU HCA INC 9.1250 8.885
47381 6/18/09 287555 LOGAN CIRCLE 11/15/14 200,000.00 101.00 202,000.00
PUR 6/02/09 404119BE HCA INC 8.5000 8.573
46258 6/05/09 287555 LOGAN CIRCLE 4/15/19 465,000.00 99.500 462,675.00
PUR 6/18/09 404303AA HSN INCORPORATED 11.2500 12.973
42165 6/23/09 287555 LOGAN CIRCLE 8/01/16 200,000.00 92.125 184,250.00
PUR 5/28/09 421924BC HEALTHSOUTH CORPORATION 9.1331 10.389
42086 6/02/09 287555 LOGAN CIRCLE 6/15/14 150,000.00 92.000 138,000.00
PUR 6/09/09 422248AA HEALTH NET INC 6.3750 10.742
44821 6/12/09 287555 LOGAN CIRCLE 6/01/17 275,000.00 77.000 211,750.00
PUR 5/28/09 42330PAA HELIX ENERGY 9.5000 13.453
42336 6/02/09 287555 LOGAN CIRCLE 1/15/16 200,000.00 83.000 166,000.00
PUR 5/28/09 45763UAC INMARSAT FINANCE 10.3750 9.208
46718 6/02/09 287555 LOGAN CIRCLE 11/15/12 400,000.00 103.37 413,500.00
PUR 6/10/09 460690BG INTERPUBLIC GRP 10.0000 10.376
47326 6/15/09 287555 LOGAN CIRCLE 7/15/17 150,000.00 97.958 146,937.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
LOGAN CIRCLE (5163) -Cont. PAGE: 131
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/11/09 460690BG INTERPUBLIC GRP 10.0000 9.951
47326 6/16/09 287555 LOGAN CIRCLE 7/15/17 400,000.00 100.25 401,000.00
PUR 6/11/09 460690BG INTERPUBLIC GRP 10.0000 9.951
47326 6/16/09 287555 LOGAN CIRCLE 7/15/17 400,000.00 100.25 401,000.00
PUR 6/19/09 466112AA JBS USA LLC 11.6250 12.964
46318 6/24/09 287555 LOGAN CIRCLE 5/01/14 100,000.00 95.250 95,250.00
PUR 6/15/09 466313AD JABIL CIRCUIT INC 8.2500 9.395
42337 6/18/09 287555 LOGAN CIRCLE 3/15/18 150,000.00 93.250 139,875.00
PUR 6/17/09 48238QAE KAR HLDGS INC 8.7500 12.307
47411 6/22/09 287555 LOGAN CIRCLE 5/01/14 325,000.00 87.250 283,562.50
PUR 6/11/09 527298AL LEVEL 3 FING INC 8.7500 13.553
47347 6/16/09 287555 LOGAN CIRCLE 2/15/17 200,000.00 77.500 155,000.00
PUR 6/18/09 544152AA LORILLARD TOBACCO 8.1250 8.125
47428 6/23/09 287555 LOGAN CIRCLE 6/23/19 300,000.00 100.00 300,000.00
PUR 5/29/09 60467PAH MIRANT AMERICAS 8.3000 8.293
44199 6/03/09 287555 LOGAN CIRCLE 5/01/11 500,000.00 100.00 500,000.00
PUR 6/01/09 62941FAG NTL CABLE PLC 8.7500 9.265
46478 6/04/09 287555 LOGAN CIRCLE 4/15/14 75,000.00 98.000 73,500.00
PUR 6/01/09 62941FAG NTL CABLE PLC 8.7500 9.134
46478 6/04/09 287555 LOGAN CIRCLE 4/15/14 300,000.00 98.500 295,500.00
PUR 6/22/09 74837RAF QUICKSILVER RESOURCES 11.7500 12.500
47500 6/25/09 287555 LOGAN CIRCLE 1/01/16 295,000.00 96.717 285,315.15
PUR 5/28/09 750829AB RAINBOW NATIONAL SERVICES 10.3750 9.266
43046 6/02/09 287555 LOGAN CIRCLE 9/01/14 300,000.00 104.50 313,500.00
PUR 6/09/09 767754BW RITE AID CORP 9.7500 9.750
47301 6/12/09 287555 LOGAN CIRCLE 6/12/16 150,000.00 100.00 150,000.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
LOGAN CIRCLE (5163) -Cont. PAGE: 132
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/09/09 767754BW RITE AID CORP 9.7500 10.116
47301 6/12/09 287555 LOGAN CIRCLE 6/12/16 150,000.00 98.196 147,294.00
PUR 6/12/09 81211KAN SEALED AIR CORP 7.8750 8.250
47382 6/18/09 287555 LOGAN CIRCLE 6/15/17 150,000.00 97.837 146,755.50
PUR 6/15/09 81211KAN SEALED AIR CORP 7.8750 8.134
47382 6/18/09 287555 LOGAN CIRCLE 6/15/17 75,000.00 98.500 73,875.00
PUR 6/15/09 81211KAN SEALED AIR CORP 7.8750 8.090
47382 6/18/09 287555 LOGAN CIRCLE 6/15/17 50,000.00 98.750 49,375.00
PUR 6/17/09 867363AM SUNGARD DATA SYS 10.6250 10.736
47412 6/22/09 287555 LOGAN CIRCLE 5/15/15 500,000.00 99.500 497,500.00
PUR 6/02/09 881609AW TESORO CORP 9.7500 10.374
47195 6/05/09 287555 LOGAN CIRCLE 6/01/19 335,000.00 96.172 322,176.20
PUR 6/04/09 911365AT UNITED RENTALS NA 10.8750 11.500
47245 6/09/09 287555 LOGAN CIRCLE 6/15/16 315,000.00 97.040 305,676.00
PUR 6/04/09 91911XAH VALEANT PHARMA 8.3750 8.567
47247 6/09/09 287555 LOGAN CIRCLE 6/15/16 250,000.00 99.000 247,500.00
PUR 6/04/09 91911XAH VALEANT PHARMA 8.3750 9.000
47247 6/09/09 287555 LOGAN CIRCLE 6/15/16 475,000.00 96.797 459,785.75
PUR 5/29/09 92769VAA VIRGIN MEDIA FINANCE 9.5000 10.382
47151 6/03/09 287555 LOGAN CIRCLE 8/15/16 300,000.00 95.574 286,722.00
PUR 6/01/09 92769VAA VIRGIN MEDIA FINANCE 9.5000 9.815
47151 6/04/09 287555 LOGAN CIRCLE 8/15/16 150,000.00 98.375 147,562.50
PUR 6/09/09 92930MAF WMG HOLDINGS CORP 10.742
42190 6/12/09 287555 LOGAN CIRCLE 12/15/14 150,000.00 80.000 120,000.00
PUR 6/18/09 95058TAA WENDYS ARBYS G 10.0000 10.501
47429 6/23/09 287555 LOGAN CIRCLE 7/15/16 590,000.00 97.533 575,444.70
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 6/01/09 THROUGH 6/30/09
LOGAN CIRCLE (5163) -Cont. PAGE: 133
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/23/09 95058TAA WENDYS ARBYS G 10.0000 10.717
47429 6/26/09 287555 LOGAN CIRCLE 7/15/16 105,000.00 96.500 101,325.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 12,824,250.00 11,974,803.40
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 12,824,250.00 11,974,803.40
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 6/10/09 001031AF AEP INDUSTRIES INC 7.8750 24.674
44621 6/15/09 287555 LOGAN CIRCLE 3/15/13 165,000.00 89.750 148,087.50 48,574.62
SALE 6/10/09 001031AF AEP INDUSTRIES INC 7.8750 24.674
44621 6/15/09 287555 LOGAN CIRCLE 3/15/13 35,000.00 89.500 31,325.00 10,216.21
SALE 6/18/09 01958XBR ALLIED WASTE NORTH 7.1250 8.092
44994 6/23/09 287555 LOGAN CIRCLE 5/15/16 175,000.00 100.25 175,437.50 9,264.02
SALE 6/02/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.576
43098 6/05/09 287555 LOGAN CIRCLE 7/15/15 465,000.00 100.00 465,000.00 14,906.91
SALE 6/09/09 18538RAA CLEARWATER PAPER CORP 10.6250 10.875
47283 6/12/09 287555 LOGAN CIRCLE 6/15/16 150,000.00 101.00 151,500.00 3,310.38
SALE 6/04/09 204386AL GEOPHYSIQUE 9.5000 10.120
47246 6/09/09 287555 LOGAN CIRCLE 5/15/16 165,000.00 99.000 163,350.00 3,379.20
SALE 6/15/09 20588YAD CONNACHER OIL 11.7500 13.502
47349 6/18/09 287555 LOGAN CIRCLE 7/15/14 400,000.00 96.875 387,500.00 12,762.70
SALE 6/26/09 269246AS E TRADE FINANCIAL CORP 12.5000 11.576
42101 6/29/09 287555 LOGAN CIRCLE 11/30/17 98,000.00 107.25 105,105.00 2,337.81
SALE 6/04/09 269246AT E TRADE FINAC 12.5000 23.430
45546 6/09/09 287555 LOGAN CIRCLE 11/30/17 375.00 62.101 232.88 6.13
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 6/01/09 THROUGH 6/30/09
LOGAN CIRCLE (5163) -Cont. PAGE: 134
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/17/09 27876GBF ECHOSTAR DBS CORP 7.0000 8.538
44862 6/22/09 287555 LOGAN CIRCLE 10/01/13 200,000.00 96.000 192,000.00 2,859.50
SALE 6/01/09 319963AP FIRST DATA CORP 9.8750 18.145
43480 6/04/09 287555 LOGAN CIRCLE 9/24/15 45,000.00 70.500 31,725.00 397.67
SALE 6/01/09 319963AP FIRST DATA CORP 9.8750 18.145
43480 6/04/09 287555 LOGAN CIRCLE 9/24/15 60,000.00 71.000 42,600.00 830.23
SALE 6/08/09 345397VJ FORD MOTOR CRED 8.0000 13.000
47135 6/11/09 287555 LOGAN CIRCLE 6/01/14 55,000.00 81.000 44,550.00 -602.13
SALE 6/12/09 38869PAB GRAPHIC PACKA 8.5000 11.657
45564 6/29/09 287555 LOGAN CIRCLE 8/15/11 5,000.00 102.12 5,106.25 397.43
SALE 6/03/09 38869PAE GRAPHIC PACKAGE 9.5000 10.000
47348 6/16/09 287555 LOGAN CIRCLE 6/15/17 100,000.00 99.000 99,000.00 1,708.00
SALE 6/15/09 404119AL HCA INC 5.7500 12.238
47153 6/18/09 287555 LOGAN CIRCLE 3/15/14 300,000.00 84.000 252,000.00 20,554.09
SALE 5/29/09 404119AU HCA INC 9.1250 11.368
43351 6/03/09 287555 LOGAN CIRCLE 11/15/14 250,000.00 98.250 245,625.00 17,978.45
SALE 6/03/09 404119AU HCA INC 9.1250 11.368
43351 6/08/09 287555 LOGAN CIRCLE 11/15/14 300,000.00 99.750 299,250.00 26,032.42
SALE 6/09/09 404119BE HCA INC 8.5000 8.647
46258 6/12/09 287555 LOGAN CIRCLE 4/15/19 300,000.00 100.50 301,500.00 4,434.44
SALE 6/11/09 460690BG INTERPUBLIC GRP 10.0000 10.017
47326 6/16/09 287555 LOGAN CIRCLE 7/15/17 150,000.00 100.12 150,187.50 355.12
SALE 6/11/09 460690BG INTERPUBLIC GRP 10.0000 10.017
47326 6/16/09 287555 LOGAN CIRCLE 7/15/17 400,000.00 100.37 401,500.00 1,947.00
SALE 6/11/09 460690BG INTERPUBLIC GRP 10.0000 10.017
47326 6/16/09 287555 LOGAN CIRCLE 7/15/17 400,000.00 100.37 401,500.00 1,947.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
LOGAN CIRCLE (5163) -Cont. PAGE: 135
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/28/09 46112NAC INTERTAPE POLYMER INC 8.5000 11.281
42088 6/02/09 287555 LOGAN CIRCLE 8/01/14 250,000.00 44.500 111,250.00 -112,023.12
SALE 6/15/09 46126PAF INVERNESS MEDICA IMA 9.0000 9.625
46673 6/18/09 287555 LOGAN CIRCLE 5/15/16 275,000.00 96.500 265,375.00 -1,052.50
SALE 6/17/09 48238QAF KAR HOLDINGS INC 10.0000 16.463
42169 6/22/09 287555 LOGAN CIRCLE 5/01/15 325,000.00 82.500 268,125.00 20,341.30
SALE 6/17/09 48238QAF KAR HOLDINGS INC 10.0000 16.463
42169 6/22/09 287555 LOGAN CIRCLE 5/01/15 125,000.00 83.000 103,750.00 8,448.58
SALE 6/11/09 63866EBE NATIONWIDE LIFE 2.0963 11.580
44295 6/16/09 287555 LOGAN CIRCLE 12/14/10 135,000.00 95.125 128,418.75 10,538.01
SALE 6/04/09 79377WAG SAKS INC 9.8750 19.473
46259 6/09/09 287555 LOGAN CIRCLE 10/01/11 170,000.00 97.500 165,750.00 25,094.50
SALE 6/01/09 80874YAE SCIENTIFIC GAMES 9.2500 9.626
47026 6/04/09 287555 LOGAN CIRCLE 6/15/19 350,000.00 98.000 343,000.00 1,357.42
SALE 6/24/09 81180VAA SEAGATE TECH INT 10.0000 10.508
46447 6/29/09 287555 LOGAN CIRCLE 5/01/14 275,000.00 102.00 280,500.00 10,767.43
SALE 6/25/09 816074AG SEITEL INC 9.7500 12.365
42098 6/30/09 287555 LOGAN CIRCLE 2/14/14 200,000.00 63.000 126,000.00 -55,944.22
SALE 6/19/09 85771TAE STATS CHIPPAC LTD 7.5000 23.344
43774 6/24/09 287555 LOGAN CIRCLE 7/19/10 300,000.00 99.000 297,000.00 39,898.10
SALE 6/17/09 867363AL SUNGARD DATA SYS IN 10.2500 14.303
44298 6/22/09 287555 LOGAN CIRCLE 8/15/15 700,000.00 93.250 652,750.00 66,508.46
SALE 6/17/09 902494AQ TYSON FOODS INC 10.5000 10.388
45014 6/22/09 287555 LOGAN CIRCLE 3/01/14 85,000.00 108.50 92,225.00 6,904.55
SALE 6/11/09 911365AT UNITED RENTALS NA 10.8750 11.500
47245 6/16/09 287555 LOGAN CIRCLE 6/15/16 315,000.00 97.500 307,125.00 1,419.05
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 6/01/09 THROUGH 6/30/09
LOGAN CIRCLE (5163) -Cont. PAGE: 136
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/04/09 91911XAH VALEANT PHARMA 8.3750 8.849
47247 6/09/09 287555 LOGAN CIRCLE 6/15/16 125,000.00 99.375 124,218.75 2,272.93
SALE 6/15/09 91911XAH VALEANT PHARMA 8.3750 8.849
47247 6/18/09 287555 LOGAN CIRCLE 6/15/16 60,000.00 99.500 59,700.00 1,158.85
SALE 6/01/09 92769VAA VIRGIN MEDIA FINANCE 9.5000 10.189
47151 6/04/09 287555 LOGAN CIRCLE 8/15/16 300,000.00 99.250 297,750.00 8,224.42
SALE 6/02/09 92769VAA VIRGIN MEDIA FINANCE 9.5000 10.189
47151 6/05/09 287555 LOGAN CIRCLE 8/15/16 150,000.00 98.750 148,125.00 3,351.03
SALE 6/18/09 95058TAA WENDYS ARBYS G 10.0000 10.501
47429 6/23/09 287555 LOGAN CIRCLE 7/15/16 145,000.00 98.250 142,462.50 1,039.65
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 8,503,375.00 8,007,606.63 221,901.64
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 8,503,375.00 8,007,606.63 221,901.64
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 6/01/09 THROUGH 6/30/09
POST ADVISORY (5164) PAGE: 137
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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 5/27/09 00165AAA AMC ENTERTAINMENT INC 8.7500 9.124
47242 6/09/09 287556 POST ADVISORY 6/01/19 1,300,000.00 97.582 1,268,566.00
PUR 6/22/09 151352AB CENTENNIAL COMM 8.1250 7.599
47502 6/25/09 287556 POST ADVISORY 2/01/14 750,000.00 102.00 765,000.00
PUR 6/16/09 172441AR CINEMARK USA INC 8.6250 9.105
47558 6/29/09 287556 POST ADVISORY 6/15/16 1,000,000.00 97.560 975,600.00
PUR 6/11/09 20588YAD CONNACHER OIL 11.7500 13.502
47341 6/16/09 287556 POST ADVISORY 7/15/14 1,500,000.00 93.678 1,405,170.00
PUR 5/28/09 226566AJ CRICKET COMMUNIC 7.7500 8.497
47373 6/05/09 287556 POST ADVISORY 5/15/16 1,125,000.00 96.134 1,081,507.50
PUR 6/09/09 226566AJ CRICKET COMMUNIC 7.7500 8.327
47373 6/12/09 287556 POST ADVISORY 5/15/16 225,000.00 97.000 218,250.00
PUR 5/28/09 269246AT E TRADE FINAC 12.5000 12.500
45940 6/02/09 287556 POST ADVISORY 11/30/17 500.00 100.00 500.00
PUR 6/04/09 421915AG HCP INC 7.0720 9.284
47243 6/09/09 287556 POST ADVISORY 6/08/15 500,000.00 90.000 450,000.00
PUR 6/10/09 460690BG INTERPUBLIC GRP 10.0000 10.376
47332 6/15/09 287556 POST ADVISORY 7/15/17 475,000.00 97.958 465,300.50
PUR 6/10/09 460690BG INTERPUBLIC GRP 10.0000 10.089
47332 6/15/09 287556 POST ADVISORY 7/15/17 75,000.00 99.500 74,625.00
PUR 6/05/09 56845TAG MARINER ENERGY INC 11.7500 12.376
47261 6/10/09 287556 POST ADVISORY 6/30/16 750,000.00 97.093 728,197.50
PUR 6/02/09 629377BG NRG ENERGY INC 8.5000 8.750
47200 6/05/09 287556 POST ADVISORY 6/15/19 1,125,000.00 98.348 1,106,415.00
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
POST ADVISORY (5164) -Cont. PAGE: 138
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/27/09 767754BM RITE AID CORP 8.6250 17.707
46972 6/01/09 287556 POST ADVISORY 3/01/15 350,000.00 68.000 238,000.00
PUR 6/17/09 881448AG TERREMARK WORLDWIDE INC 12.0000 12.996
47455 6/24/09 287556 POST ADVISORY 6/15/17 875,000.00 95.134 832,422.50
PUR 6/04/09 90338WAJ US ONCOLOGY INC 9.1250 9.176
47386 6/18/09 287556 POST ADVISORY 8/15/17 155,000.00 99.688 154,515.63
PUR 6/04/09 90338WAJ US ONCOLOGY INC 9.1250 9.492
47386 6/18/09 287556 POST ADVISORY 8/15/17 995,000.00 97.926 974,363.70
PUR 6/18/09 95058TAA WENDY'S/ARBY'S GROUP INC 10.0000 10.501
47423 6/23/09 287556 POST ADVISORY 7/15/16 1,675,000.00 97.533 1,633,677.75
PUR 6/25/09 98375YAW XM SATELLITE RADIO INC 11.2500 12.866
47580 6/30/09 287556 POST ADVISORY 6/15/13 1,000,000.00 95.093 950,930.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 13,875,500.00 13,323,041.08
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 13,875,500.00 13,323,041.08
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 6/09/09 018581AA ALLIANCE DATA 1.7500 9.701
45894 6/12/09 287556 POST ADVISORY 8/01/13 65,000.00 75.500 49,075.00 1,348.41
SALE 5/28/09 02209SAH ALTRIA GROUP 10.2000 10.204
45898 6/02/09 287556 POST ADVISORY 2/06/39 35,000.00 109.57 38,351.25 3,374.39
SALE 6/02/09 029912AF AMERICAN TOWE 5.0000 9.956
45900 6/05/09 287556 POST ADVISORY 2/15/10 35,000.00 100.00 35,000.00 1,141.82
SALE 5/27/09 029912AQ AMERICAN TOWE 7.1250 9.648
45901 6/01/09 287556 POST ADVISORY 10/15/12 30,000.00 100.75 30,225.00 2,365.55
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 6/01/09 THROUGH 6/30/09
POST ADVISORY (5164) -Cont. PAGE: 139
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/09/09 1248EPAC CCO HLDGS LLC 8.7500 14.978
45913 6/12/09 287556 POST ADVISORY 11/15/13 95,000.00 98.000 93,100.00 16,772.83
SALE 6/10/09 125896AV CMS ENERGY 7.7500 6.973
46692 6/15/09 287556 POST ADVISORY 8/01/10 2,000,000.00 103.37 2,067,500.00 51,179.65
SALE 6/26/09 17243RAB CINEMARK INC 9.7500 9.450
46608 6/29/09 287556 POST ADVISORY 3/15/14 1,000,000.00 104.87 1,048,750.00 37,809.26
SALE 6/09/09 224044BV COX COMM INC 8.3750 8.410
45928 6/12/09 287556 POST ADVISORY 3/01/39 75,000.00 106.50 79,875.00 5,176.78
SALE 6/09/09 228227AZ CROWN CASTLE 9.0000 11.246
45931 6/12/09 287556 POST ADVISORY 1/15/15 40,000.00 101.00 40,400.00 4,063.77
SALE 6/16/09 247367AP DELTA AIR LINES IN 7.5700 11.075
46769 6/19/09 287556 POST ADVISORY 11/18/10 1,000,000.00 97.000 970,000.00 14,875.68
SALE 6/04/09 269246AT E TRADE FINAC 12.5000 28.625
45940 6/09/09 287556 POST ADVISORY 11/30/17 500.00 62.102 310.51 63.09
SALE 6/29/09 269246AT E TRADE FINAC 12.5000 28.625
45940 6/29/09 287556 POST ADVISORY 11/30/17 8,000.00 108.75 8,700.00 4,737.11
SALE 5/28/09 29276KAC ENERGY XXI GULF INCORPORATE 10.0000 12.860
42224 6/02/09 287556 POST ADVISORY 6/15/13 625,000.00 53.500 334,375.00 -235,613.25
SALE 6/09/09 29365TAA ENTERGY TEXAS 7.1250 7.231
45947 6/12/09 287556 POST ADVISORY 2/01/19 25,000.00 101.00 25,250.00 434.79
SALE 6/10/09 30250BAC FMG FINANCE 10.6250 8.445
45949 6/15/09 287556 POST ADVISORY 9/01/16 110,000.00 96.000 105,600.00 -17,124.69
SALE 5/27/09 305560AH FAIRPOINT COMMUNICATIONS 13.1250 13.637
47040 6/01/09 287556 POST ADVISORY 4/01/18 1,100,000.00 33.625 369,875.00 -701,156.70
SALE 6/01/09 305560AH FAIRPOINT COMMUNICATIONS 13.1250 13.637
47040 6/04/09 287556 POST ADVISORY 4/01/18 700,000.00 37.000 259,000.00 -422,566.56
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 6/01/09 THROUGH 6/30/09
POST ADVISORY (5164) -Cont. PAGE: 140
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/09/09 31428XAR FEDEX CORP 8.0000 7.997
45950 6/12/09 287556 POST ADVISORY 1/15/19 35,000.00 108.90 38,116.40 3,116.40
SALE 6/01/09 37047RAJ GENERAL NUTRI 6.4038 9.414
45959 6/04/09 287556 POST ADVISORY 3/15/14 80,000.00 83.000 66,400.00 -4,482.42
SALE 6/18/09 42330PAA HELIX ENERGY 9.5000 9.474
42136 6/23/09 287556 POST ADVISORY 1/15/16 1,300,000.00 92.000 1,196,000.00 -105,471.38
SALE 5/27/09 436440AA HOLOGIC INC 2.0000 4.558
45970 6/01/09 287556 POST ADVISORY 12/15/37 40,000.00 67.500 27,000.00 3,246.64
SALE 5/28/09 460690AV INTERPUBLIC GROUP 6.2500 9.237
42138 6/02/09 287556 POST ADVISORY 11/15/14 800,000.00 85.750 686,000.00 -13,368.17
SALE 6/05/09 552953BF MGM MIRAGE INC 10.3750 11.125
46928 6/10/09 287556 POST ADVISORY 5/15/14 500,000.00 104.75 523,750.00 37,773.88
SALE 6/09/09 554273AC MACDERMID INC 9.5000 10.713
45985 6/12/09 287556 POST ADVISORY 4/15/17 100,000.00 72.500 72,500.00 -21,146.90
SALE 6/25/09 62940QAA NSG HOLDINGS 7.7500 7.909
45995 6/30/09 287556 POST ADVISORY 12/15/25 90,000.00 78.500 70,650.00 -18,041.69
SALE 6/15/09 65409QAR NIELSEN FINAN 11.6250 14.500
46003 6/18/09 287556 POST ADVISORY 2/01/14 45,000.00 101.00 45,450.00 4,715.43
SALE 6/11/09 656559BJ NORTEK INC 10.0000 11.810
46005 6/16/09 287556 POST ADVISORY 12/01/13 85,000.00 71.500 60,775.00 -18,998.96
SALE 5/28/09 656569AK NORTEL NETWORKS 7.0406 11.511
42142 6/02/09 287556 POST ADVISORY 7/15/11 2,000,000.00 30.000 600,000.00 -1,306,157.00
SALE 6/12/09 704549AE PEABODY ENERG 7.3750 6.887
46008 6/17/09 287556 POST ADVISORY 11/01/16 190,000.00 95.500 181,450.00 -13,819.51
SALE 5/27/09 716495AD PETROHAWK ENERGY CORP 7.8750 9.310
46773 6/01/09 287556 POST ADVISORY 6/01/15 80,000.00 92.000 73,600.00 -1,211.81
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 6/01/09 THROUGH 6/30/09
POST ADVISORY (5164) -Cont. PAGE: 141
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/02/09 749121BY QWEST COMM CV 3.5000 4.341
46014 6/05/09 287556 POST ADVISORY 11/15/25 45,000.00 100.50 45,225.00 4,640.08
SALE 6/15/09 75605EAW REALOGY CORP 12.3750 32.248
46018 6/18/09 287556 POST ADVISORY 4/15/15 5,000.00 31.500 1,575.00 -878.51
SALE 6/11/09 78375PAL RYERSON INC 12.0000 12.750
46086 6/16/09 287556 POST ADVISORY 11/01/15 55,000.00 81.000 44,550.00 -8,667.73
SALE 6/10/09 845467AD SOUTHWESTERN 7.5000 7.095
46028 6/15/09 287556 POST ADVISORY 2/01/18 40,000.00 96.500 38,600.00 -2,426.32
SALE 5/28/09 855030AJ STAPLES INC 9.7500 9.743
46031 6/02/09 287556 POST ADVISORY 1/15/14 20,000.00 110.50 22,100.00 2,100.00
SALE 5/29/09 88033GBA TENET HEALTHCARE 9.8750 11.174
46696 6/03/09 287556 POST ADVISORY 7/01/14 1,025,000.00 100.25 1,027,562.50 53,310.93
SALE 6/09/09 893830AU TRANSOCEAN IN 1.6250 2.340
46042 6/12/09 287556 POST ADVISORY 12/15/37 20,000.00 94.125 18,825.00 1,788.38
SALE 6/12/09 902118BL TYCO INTL FIN 8.5000 8.500
46043 6/17/09 287556 POST ADVISORY 1/15/19 30,000.00 108.75 32,625.00 2,628.54
SALE 6/17/09 911365AN UNITED RENTALS NORTH 6.5000 10.991
46623 6/22/09 287556 POST ADVISORY 2/15/12 600,000.00 97.000 582,000.00 42,579.77
SALE 6/18/09 911365AN UNITED RENTALS NORTH 6.5000 10.991
46623 6/23/09 287556 POST ADVISORY 2/15/12 400,000.00 97.000 388,000.00 28,349.11
SALE 5/27/09 966387AC WHITING PETRO 7.2500 8.030
46049 6/01/09 287556 POST ADVISORY 5/01/13 55,000.00 90.000 49,500.00 -4,077.41
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 14,583,500.00 11,447,640.66 -2,567,616.72
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 14,583,500.00 11,447,640.66 -2,567,616.72
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 6/01/09 THROUGH 6/30/09
PIMCO (5166) PAGE: 142
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 5/29/09 085789AD BERRY PETROL CO 10.2500 10.645
47165 6/03/09 287557 PIMCO 6/01/14 250,000.00 98.500 246,250.00
PUR 5/29/09 085789AD BERRY PETROL CO 10.2500 10.778
47165 6/03/09 287557 PIMCO 6/01/14 250,000.00 98.000 245,000.00
PUR 5/29/09 125568AB CIT GROUP CO 4.6500 14.752
47168 6/03/09 287557 PIMCO 7/01/10 1,000,000.00 90.250 902,500.00
PUR 5/29/09 125581BA CIT GROUP INC 3.7650 19.873
47167 6/03/09 287557 PIMCO 4/27/11 750,000.00 75.000 562,500.00
PUR 5/29/09 12560PDB CIT GROUP INC 4.7500 15.757
44300 6/03/09 287557 PIMCO 12/15/10 750,000.00 85.500 641,250.00
PUR 6/11/09 12560PDB CIT GROUP INC 4.7500 13.694
44300 6/16/09 287557 PIMCO 12/15/10 300,000.00 88.250 264,750.00
PUR 5/29/09 28368EAA EL PASO ENERGY CORP 8.0500 10.223
47166 6/03/09 287557 PIMCO 10/15/30 100,000.00 81.250 81,250.00
PUR 6/11/09 707882AB PENN VIRGINIA CORP 10.3750 10.375
47351 6/16/09 287557 PIMCO 6/15/16 275,000.00 100.00 275,000.00
PUR 6/11/09 707882AB PENN VIRGINIA CORP 10.3750 10.400
47351 6/16/09 287557 PIMCO 6/15/16 125,000.00 99.875 124,843.75
PUR 6/24/09 74837RAF QUICKSILVER RESOURCES 11.7500 11.417
47553 6/29/09 287557 PIMCO 1/01/16 75,000.00 101.50 76,125.00
PUR 6/24/09 74837RAF QUICKSILVER RESOURCES 11.7500 11.334
47553 6/29/09 287557 PIMCO 1/01/16 525,000.00 101.87 534,843.75
PUR 6/18/09 74971XAB RRI ENERGY INC 7.6250 10.099
47424 6/23/09 287557 PIMCO 6/15/14 100,000.00 90.500 90,500.00
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
PIMCO (5166) -Cont. PAGE: 143
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/18/09 74971XAC RRI ENERGY INC 7.8750 10.101
47425 6/23/09 287557 PIMCO 6/15/17 100,000.00 88.000 88,000.00
PUR 5/29/09 969457BK WILLIAMS COS INC 8.1250 7.250
47180 6/04/09 287557 PIMCO 3/15/12 600,000.00 102.15 612,900.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 5,200,000.00 4,745,712.50
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 5,200,000.00 4,745,712.50
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 6/23/09 029912AF AMERICAN TOWE 5.0000 9.956
45757 6/24/09 287557 PIMCO 2/15/10 45,000.00 100.00 45,000.00 1,359.48
SALE 6/11/09 073902PR BEAR STEARNS CO 6.4000 6.581
42672 6/16/09 287557 PIMCO 10/02/17 870,000.00 99.121 862,352.70 2,408.54
SALE 6/11/09 38141GFM GOLDMAN SACHS GROUP 6.1500 6.711
42677 6/16/09 287557 PIMCO 4/01/18 220,000.00 96.301 211,862.20 -13.17
SALE 6/11/09 38144LAB GOLDMAN SACHS GR SR NOTES 6.2500 8.773
43795 6/16/09 287557 PIMCO 9/01/17 250,000.00 97.753 244,382.50 30,787.56
SALE 6/11/09 61744YAD MORGAN STANLEY NOTES 5.9500 7.543
42693 6/16/09 287557 PIMCO 12/28/17 380,000.00 93.787 356,390.60 13,993.74
SALE 6/09/09 629855AE NALCO COMPANY 7.7500 7.951
44992 6/12/09 287557 PIMCO 11/15/11 357,000.00 101.93 363,918.66 8,511.01
SALE 6/02/09 74971XAA RRI ENERGY INC 6.7500 8.359
46537 6/05/09 287557 PIMCO 12/15/14 659,000.00 100.00 659,000.00 46,216.60
SALE 6/23/09 893830AU TRANSOCEAN IN 1.6250 2.340
45880 6/24/09 287557 PIMCO 12/15/37 30,000.00 94.875 28,462.50 2,903.95
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 6/01/09 THROUGH 6/30/09
PIMCO (5166) -Cont. PAGE: 144
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/11/09 929903DT WACHOVIA CORP SR NOTES 5.7500 7.931
42694 6/16/09 287557 PIMCO 6/15/17 440,000.00 96.976 426,694.40 42,733.53
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 3,251,000.00 3,198,063.56 148,901.24
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 3,251,000.00 3,198,063.56 148,901.24
END OF REPORT FOR: PIMCO
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
NOMURA (5167) PAGE: 145
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 5/27/09 00165AAA AMC ENTERTAINMENT INC 8.7500 9.124
47447 6/09/09 287558 NOMURA 6/01/19 100,000.00 97.582 97,582.00
PUR 5/27/09 01741RAC ALLEGHENY TECH 9.3750 9.500
47121 6/01/09 287558 NOMURA 6/01/19 150,000.00 99.204 148,806.00
PUR 6/01/09 05508RAC B & G FOODS HLDGS 8.0000 7.872
47183 6/04/09 287558 NOMURA 10/01/11 250,000.00 100.25 250,625.00
PUR 6/17/09 085789AD BERRY PETROL CO 10.2500 10.050
47068 6/22/09 287558 NOMURA 6/01/14 150,000.00 100.75 151,125.00
PUR 6/09/09 090572AL BIO RAD LABS 8.0000 7.859
47051 6/12/09 287558 NOMURA 9/15/16 450,000.00 100.75 453,375.00
PUR 6/22/09 090572AL BIO RAD LABS 8.0000 8.276
47051 6/25/09 287558 NOMURA 9/15/16 50,000.00 98.500 49,250.00
PUR 6/04/09 09689RAA BODY GAMING CORP 7.1250 13.956
44285 6/09/09 287558 NOMURA 2/01/16 100,000.00 71.000 71,000.00
PUR 5/27/09 109178AB BRIGHAM EXPLORATION CO 9.6250 21.827
47120 6/01/09 287558 NOMURA 5/01/14 325,000.00 64.250 208,812.50
PUR 5/29/09 109178AB BRIGHAM EXPLORATION CO 9.6250 21.272
47120 6/03/09 287558 NOMURA 5/01/14 50,000.00 65.500 32,750.00
PUR 6/15/09 12489LAD CB RICHARD ELLIS 11.6250 12.249
47383 6/18/09 287558 NOMURA 6/15/17 275,000.00 96.873 266,400.75
PUR 6/02/09 125577AZ CIT GROUP INC SENIOR NOTES 7.6250 13.635
46561 6/05/09 287558 NOMURA 11/30/12 100,000.00 83.750 83,750.00
PUR 6/05/09 125581FS CIT GROUP INC 12.0000 22.871
47069 6/10/09 287558 NOMURA 12/18/18 75,000.00 58.500 43,875.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
NOMURA (5167) -Cont. PAGE: 146
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/09/09 125896BC CMS ENERGY 8.7500 9.000
47328 6/15/09 287558 NOMURA 6/15/19 75,000.00 98.374 73,780.50
PUR 6/10/09 125896BC CMS ENERGY 8.7500 8.413
47328 6/15/09 287558 NOMURA 6/15/19 50,000.00 102.25 51,125.00
PUR 6/10/09 125896BC CMS ENERGY 8.7500 8.450
47328 6/15/09 287558 NOMURA 6/15/19 50,000.00 102.00 51,000.00
PUR 6/10/09 125896BC CMS ENERGY 8.7500 8.524
47328 6/15/09 287558 NOMURA 6/15/19 25,000.00 101.50 25,375.00
PUR 6/18/09 125896BC CMS ENERGY 8.7500 8.598
47328 6/23/09 287558 NOMURA 6/15/19 75,000.00 101.00 75,750.00
PUR 6/18/09 125896BC CMS ENERGY 8.7500 8.598
47328 6/23/09 287558 NOMURA 6/15/19 325,000.00 101.00 328,250.00
PUR 6/05/09 12686CAW CABLEVISION SYSTEMS 8.0000 8.194
43084 6/10/09 287558 NOMURA 4/15/12 525,000.00 99.500 522,375.00
PUR 5/29/09 15941RAF CHAPARRAL ENERGY 8.8750 19.712
47162 6/03/09 287558 NOMURA 2/01/17 75,000.00 58.000 43,500.00
PUR 5/29/09 15941RAF CHAPARRAL ENERGY 8.8750 19.712
47162 6/03/09 287558 NOMURA 2/01/17 25,000.00 58.000 14,500.00
PUR 6/04/09 15941RAF CHAPARRAL ENERGY 8.8750 17.779
47162 6/09/09 287558 NOMURA 2/01/17 100,000.00 63.500 63,500.00
PUR 6/17/09 172441AR CINEMARK USA 8.6250 8.931
47566 6/29/09 287558 NOMURA 6/15/19 50,000.00 98.000 49,000.00
PUR 6/17/09 172441AR CINEMARK USA 8.6250 8.931
47566 6/29/09 287558 NOMURA 6/15/19 50,000.00 98.000 49,000.00
PUR 6/17/09 172441AR CINEMARK USA 8.6250 8.931
47566 6/29/09 287558 NOMURA 6/15/19 175,000.00 98.000 171,500.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
NOMURA (5167) -Cont. PAGE: 147
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/19/09 172441AR CINEMARK USA 8.6250 8.912
47566 6/29/09 287558 NOMURA 6/15/19 75,000.00 98.125 73,593.75
PUR 6/04/09 204386AL GEOPHYSIQUE 9.5000 9.548
47250 6/09/09 287558 NOMURA 5/15/16 100,000.00 99.750 99,750.00
PUR 6/04/09 204386AL GEOPHYSIQUE 9.5000 9.573
47250 6/09/09 287558 NOMURA 5/15/16 100,000.00 99.625 99,625.00
PUR 6/04/09 204386AL GEOPHYSIQUE 9.5000 9.623
47250 6/09/09 287558 NOMURA 5/15/16 100,000.00 99.375 99,375.00
PUR 6/04/09 204386AL GEOPHYSIQUE 9.5000 9.623
47250 6/09/09 287558 NOMURA 5/15/16 100,000.00 99.375 99,375.00
PUR 6/04/09 204386AL GEOPHYSIQUE 9.5000 9.623
47250 6/09/09 287558 NOMURA 5/15/16 100,000.00 99.375 99,375.00
PUR 6/04/09 204386AL GEOPHYSIQUE 9.5000 10.120
47250 6/09/09 287558 NOMURA 5/15/16 100,000.00 96.952 96,952.00
PUR 6/11/09 20588YAD CONNACHER OIL 11.7500 13.502
47350 6/16/09 287558 NOMURA 7/15/14 50,000.00 93.678 46,839.00
PUR 5/29/09 22025YAK CORRECTIONS CORP 7.7500 8.250
47163 6/03/09 287558 NOMURA 6/01/17 175,000.00 97.116 169,953.00
PUR 5/28/09 226566AJ CRICKET COMMUNIC 7.7500 8.497
47448 6/05/09 287558 NOMURA 5/15/16 400,000.00 96.134 384,536.00
PUR 6/23/09 228188AB CROWN AMERICAS 7.6250 8.243
47515 6/26/09 287558 NOMURA 11/15/13 300,000.00 97.750 293,250.00
PUR 6/18/09 228227AZ CROWN CASTLE INT 9.0000 8.767
44501 6/23/09 287558 NOMURA 1/15/15 200,000.00 101.00 202,000.00
PUR 6/02/09 23331AAZ DR HORTON INC 6.5000 9.194
44754 6/05/09 287558 NOMURA 4/15/16 250,000.00 86.500 216,250.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
NOMURA (5167) -Cont. PAGE: 148
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/01/09 25459HAB DIRECTV HLDGS LLC 8.3750 8.057
45054 6/04/09 287558 NOMURA 3/15/13 425,000.00 101.00 429,250.00
PUR 6/04/09 257559AG DOMTAR CORP 10.7500 11.498
47249 6/09/09 287558 NOMURA 6/01/17 250,000.00 96.157 240,392.50
PUR 6/05/09 26816LAT DYNEGY HOLDINGS INCORPORATE 8.3750 11.472
42297 6/10/09 287558 NOMURA 5/01/16 205,000.00 85.500 175,275.00
PUR 6/11/09 29255WAJ ENCORE AQUISITION CO 9.5000 9.597
46320 6/16/09 287558 NOMURA 5/01/16 700,000.00 99.500 696,500.00
PUR 6/02/09 292680AC ENERGY FUTURE 10.8750 16.328
44545 6/05/09 287558 NOMURA 11/01/17 125,000.00 75.500 94,375.00
PUR 6/01/09 30250BAC FMG FINANCE PTY LTD 10.6250 12.544
44939 6/04/09 287558 NOMURA 9/01/16 50,000.00 91.000 45,500.00
PUR 6/01/09 30250BAC FMG FINANCE PTY LTD 10.6250 12.544
44939 6/04/09 287558 NOMURA 9/01/16 400,000.00 91.000 364,000.00
PUR 6/01/09 30250BAC FMG FINANCE PTY LTD 10.6250 12.487
44939 6/04/09 287558 NOMURA 9/01/16 100,000.00 91.250 91,250.00
PUR 6/02/09 30250BAC FMG FINANCE PTY LTD 10.6250 12.095
44939 6/05/09 287558 NOMURA 9/01/16 75,000.00 93.000 69,750.00
PUR 6/02/09 30250BAC FMG FINANCE PTY LTD 10.6250 12.040
44939 6/05/09 287558 NOMURA 9/01/16 125,000.00 93.250 116,562.50
PUR 6/01/09 345370CA FORD MTR CO 7.4500 12.983
46750 6/04/09 287558 NOMURA 7/16/31 75,000.00 60.000 45,000.00
PUR 6/09/09 345370CA FORD MTR CO 7.4500 11.059
46750 6/12/09 287558 NOMURA 7/16/31 30,000.00 70.375 21,112.50
PUR 6/01/09 345397VC FORD MOTOR CREDIT CO 8.0000 12.364
46596 6/04/09 287558 NOMURA 12/15/16 100,000.00 79.000 79,000.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
NOMURA (5167) -Cont. PAGE: 149
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/09/09 404119AF HCA INC 6.3000 9.250
47302 6/12/09 287558 NOMURA 10/01/12 800,000.00 91.750 734,000.00
PUR 5/27/09 413622AA HARRAHS ESCROW 11.2500 11.997
47450 6/10/09 287558 NOMURA 6/01/17 525,000.00 96.225 505,181.25
PUR 6/05/09 435758AC HOLLY CORP 9.8750 11.000
47264 6/10/09 287558 NOMURA 6/15/17 250,000.00 94.105 235,262.50
PUR 6/11/09 442488AY K HOVNANIAN ENTERP 6.2500 15.889
44761 6/16/09 287558 NOMURA 1/15/16 100,000.00 61.500 61,500.00
PUR 6/08/09 442488AZ K HOVNANIAN ENTERPRISES 7.5000 19.659
43022 6/11/09 287558 NOMURA 5/15/16 300,000.00 55.000 165,000.00
PUR 6/11/09 442488AZ K HOVNANIAN ENTERPRISES 7.5000 17.768
43022 6/16/09 287558 NOMURA 5/15/16 125,000.00 60.000 75,000.00
PUR 6/09/09 442488BC K HOVNANIAN ENTERPRISES 11.5000 14.239
43760 6/12/09 287558 NOMURA 5/01/13 25,000.00 92.000 23,000.00
PUR 6/09/09 442488BC K HOVNANIAN ENTERPRISES 11.5000 14.421
43760 6/12/09 287558 NOMURA 5/01/13 150,000.00 91.500 137,250.00
PUR 6/24/09 44701QAK HUNTSMAN INTL LLC 7.3750 13.571
47567 6/29/09 287558 NOMURA 1/01/15 125,000.00 76.500 95,625.00
PUR 6/23/09 44701QAP HUNTSMAN INTL LLC 7.8750 14.187
47513 6/26/09 287558 NOMURA 11/15/14 50,000.00 76.750 38,375.00
PUR 6/23/09 44701RAG HUNTSMAN LLC 11.5000 11.001
47514 6/26/09 287558 NOMURA 7/15/12 125,000.00 101.25 126,562.50
PUR 6/24/09 44701RAG HUNTSMAN LLC 11.5000 10.805
47514 6/29/09 287558 NOMURA 7/15/12 200,000.00 101.75 203,500.00
PUR 6/24/09 460146CD INTL PAPER CO 9.3750 9.138
46642 6/29/09 287558 NOMURA 5/15/19 225,000.00 101.50 228,375.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
NOMURA (5167) -Cont. PAGE: 150
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/10/09 460690BG INTERPUBLIC GRP 10.0000 9.951
47329 6/15/09 287558 NOMURA 7/15/17 50,000.00 100.25 50,125.00
PUR 6/10/09 460690BG INTERPUBLIC GRP 10.0000 10.376
47329 6/15/09 287558 NOMURA 7/15/17 250,000.00 97.958 244,895.00
PUR 6/10/09 460690BG INTERPUBLIC GRP 10.0000 9.951
47329 6/15/09 287558 NOMURA 7/15/17 25,000.00 100.25 25,062.50
PUR 6/15/09 460690BG INTERPUBLIC GRP 10.0000 9.635
47329 6/18/09 287558 NOMURA 7/15/17 325,000.00 102.00 331,500.00
PUR 6/04/09 462613AE IPALCO ENTPRS IN 7.2500 8.020
47251 6/09/09 287558 NOMURA 4/01/16 75,000.00 96.000 72,000.00
PUR 6/02/09 48238QAF KAR HLDGS INC 10.0000 15.023
47110 6/05/09 287558 NOMURA 5/01/15 50,000.00 80.750 40,375.00
PUR 6/16/09 532716AP LIMITED BRANDS 8.5000 8.999
47392 6/19/09 287558 NOMURA 6/15/19 275,000.00 96.752 266,068.00
PUR 6/17/09 532716AP LIMITED BRANDS 8.5000 8.921
47392 6/22/09 287558 NOMURA 6/15/19 150,000.00 97.250 145,875.00
PUR 6/04/09 552741AA M FOODS HOLDINGS 9.7500 11.875
47252 6/09/09 287558 NOMURA 10/01/13 250,000.00 92.955 232,387.50
PUR 6/19/09 58445MAJ MEDIACOM LLC 9.5000 11.059
42349 6/24/09 287558 NOMURA 1/15/13 75,000.00 95.500 71,625.00
PUR 6/19/09 58445MAJ MEDIACOM LLC 9.5000 11.239
42349 6/24/09 287558 NOMURA 1/15/13 50,000.00 95.000 47,500.00
PUR 6/19/09 591709AG METROPCS WIRELESS INC 9.2500 9.426
44413 6/24/09 287558 NOMURA 11/01/14 100,000.00 99.250 99,250.00
PUR 6/02/09 629377BG NRG ENERGY INC 8.5000 8.750
47197 6/05/09 287558 NOMURA 6/15/19 450,000.00 98.348 442,566.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
NOMURA (5167) -Cont. PAGE: 151
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/04/09 629377BG NRG ENERGY INC 8.5000 8.901
47197 6/09/09 287558 NOMURA 6/15/19 225,000.00 97.375 219,093.75
PUR 6/04/09 62947QAF NXP BV/NXP FUNDING 7.8750 31.964
42325 6/09/09 287558 NOMURA 10/15/14 75,000.00 40.000 30,000.00
PUR 6/04/09 62947QAF NXP BV/NXP FUNDING 7.8750 32.153
42325 6/09/09 287558 NOMURA 10/15/14 175,000.00 39.750 69,562.50
PUR 6/04/09 62947QAF NXP BV/NXP FUNDING 7.8750 32.153
42325 6/09/09 287558 NOMURA 10/15/14 150,000.00 39.750 59,625.00
PUR 6/04/09 62947QAF NXP BV/NXP FUNDING 7.8750 32.344
42325 6/09/09 287558 NOMURA 10/15/14 150,000.00 39.500 59,250.00
PUR 6/05/09 62947QAF NXP BV/NXP FUNDING 7.8750 31.973
42325 6/10/09 287558 NOMURA 10/15/14 350,000.00 40.000 140,000.00
PUR 6/19/09 65332VBH NEXTEL COMMUNICATNS 6.8750 11.821
45222 6/24/09 287558 NOMURA 10/31/13 125,000.00 83.500 104,375.00
PUR 6/01/09 65409QAW NIELSEN FINANCE LLC 11.5000 12.149
46452 6/04/09 287558 NOMURA 5/01/16 1,000,000.00 97.000 970,000.00
PUR 6/19/09 65409QAW NIELSEN FINANCE LLC 11.5000 11.928
46452 6/24/09 287558 NOMURA 5/01/16 50,000.00 98.000 49,000.00
PUR 6/01/09 67090FAC NUVEEN INVESTMENTS 10.5000 24.840
42211 6/04/09 287558 NOMURA 11/15/15 500,000.00 55.000 275,000.00
PUR 6/01/09 67090FAC NUVEEN INVESTMENTS 10.5000 24.659
42211 6/04/09 287558 NOMURA 11/15/15 100,000.00 55.375 55,375.00
PUR 6/04/09 67090FAC NUVEEN INVESTMENTS 10.5000 23.117
42211 6/09/09 287558 NOMURA 11/15/15 50,000.00 58.750 29,375.00
PUR 6/04/09 67090FAC NUVEEN INVESTMENTS 10.5000 23.006
42211 6/09/09 287558 NOMURA 11/15/15 25,000.00 59.000 14,750.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
NOMURA (5167) -Cont. PAGE: 152
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/11/09 67090FAC NUVEEN INVESTMENTS 10.5000 19.611
42211 6/16/09 287558 NOMURA 11/15/15 25,000.00 67.500 16,875.00
PUR 6/17/09 695459AC PAETEC HOLDING CORP 8.8750 9.500
47568 6/29/09 287558 NOMURA 6/30/17 200,000.00 96.549 193,098.00
PUR 6/18/09 695459AC PAETEC HOLDING CORP 8.8750 9.720
47568 6/29/09 287558 NOMURA 6/30/17 50,000.00 95.375 47,687.50
PUR 6/18/09 695459AC PAETEC HOLDING CORP 8.8750 9.791
47568 6/29/09 287558 NOMURA 6/30/17 25,000.00 95.000 23,750.00
PUR 6/19/09 695459AC PAETEC HOLDING CORP 8.8750 9.603
47568 6/29/09 287558 NOMURA 6/30/17 75,000.00 96.000 72,000.00
PUR 6/03/09 704549AE PEABODY ENERGY CORP 7.3750 8.102
44546 6/08/09 287558 NOMURA 11/01/16 450,000.00 96.000 432,000.00
PUR 6/10/09 707882AB PENN VIRGINIA CORP 10.3750 11.000
47330 6/15/09 287558 NOMURA 6/15/16 125,000.00 97.003 121,253.75
PUR 6/11/09 707882AB PENN VIRGINIA CORP 10.3750 10.273
47330 6/16/09 287558 NOMURA 6/15/16 50,000.00 100.50 50,250.00
PUR 6/11/09 707882AB PENN VIRGINIA CORP 10.3750 10.298
47330 6/16/09 287558 NOMURA 6/15/16 50,000.00 100.37 50,187.50
PUR 6/11/09 707882AB PENN VIRGINIA CORP 10.3750 10.324
47330 6/16/09 287558 NOMURA 6/15/16 50,000.00 100.25 50,125.00
PUR 6/11/09 707882AB PENN VIRGINIA CORP 10.3750 10.324
47330 6/16/09 287558 NOMURA 6/15/16 50,000.00 100.25 50,125.00
PUR 6/11/09 707882AB PENN VIRGINIA CORP 10.3750 10.324
47330 6/16/09 287558 NOMURA 6/15/16 25,000.00 100.25 25,062.50
PUR 6/22/09 726505AG PLAINS EXPLORATION & PRO 10.0000 9.380
44988 6/25/09 287558 NOMURA 3/01/16 300,000.00 103.00 309,000.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
NOMURA (5167) -Cont. PAGE: 153
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/28/09 74153QAG PRIDE INTERNATIONAL INC 8.5000 8.553
47132 6/02/09 287558 NOMURA 6/15/19 200,000.00 99.641 199,282.00
PUR 6/18/09 74837RAF QUICKSILVER RES 11.7500 12.500
47501 6/25/09 287558 NOMURA 1/01/16 125,000.00 96.717 120,896.25
PUR 6/19/09 74837RAF QUICKSILVER RES 11.7500 11.499
47501 6/25/09 287558 NOMURA 1/01/16 75,000.00 101.12 75,843.75
PUR 6/19/09 74837RAF QUICKSILVER RES 11.7500 11.777
47501 6/25/09 287558 NOMURA 1/01/16 50,000.00 99.875 49,937.50
PUR 6/19/09 74837RAF QUICKSILVER RES 11.7500 11.861
47501 6/25/09 287558 NOMURA 1/01/16 50,000.00 99.500 49,750.00
PUR 6/19/09 74837RAF QUICKSILVER RES 11.7500 11.861
47501 6/25/09 287558 NOMURA 1/01/16 50,000.00 99.500 49,750.00
PUR 6/19/09 74837RAF QUICKSILVER RES 11.7500 11.910
47501 6/25/09 287558 NOMURA 1/01/16 50,000.00 99.281 49,640.65
PUR 6/19/09 74837RAF QUICKSILVER RES 11.7500 11.526
47501 6/25/09 287558 NOMURA 1/01/16 50,000.00 101.00 50,500.00
PUR 6/19/09 74837RAF QUICKSILVER RES 11.7500 11.777
47501 6/25/09 287558 NOMURA 1/01/16 25,000.00 99.875 24,968.75
PUR 6/19/09 74837RAF QUICKSILVER RES 11.7500 11.861
47501 6/25/09 287558 NOMURA 1/01/16 25,000.00 99.500 24,875.00
PUR 6/19/09 74837RAF QUICKSILVER RES 11.7500 11.918
47501 6/25/09 287558 NOMURA 1/01/16 25,000.00 99.250 24,812.50
PUR 6/04/09 767201AH RIO TINTO FIN USA LT 9.0000 8.069
46197 6/09/09 287558 NOMURA 5/01/19 200,000.00 106.25 212,500.00
PUR 6/12/09 767754BT RITE AID CORP 9.5000 16.993
43874 6/17/09 287558 NOMURA 6/15/17 225,000.00 67.875 152,718.75
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
NOMURA (5167) -Cont. PAGE: 154
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/12/09 81211KAN SEALED AIR CORP 7.8750 8.250
47384 6/18/09 287558 NOMURA 6/15/17 200,000.00 97.837 195,674.00
PUR 6/01/09 817320AR SEQUA CORP 13.5000 13.500
45735 6/04/09 287558 NOMURA 12/01/15 4,556.00 100.00 4,556.00
PUR 6/05/09 817565BF SERVICE CORP INTL 7.0000 8.391
44568 6/10/09 287558 NOMURA 6/15/17 175,000.00 92.000 161,000.00
PUR 6/09/09 852060AT SPRINT CAPITAL CORP 8.7500 10.762
42215 6/12/09 287558 NOMURA 3/15/32 500,000.00 83.000 415,000.00
PUR 6/19/09 867363AH SUNGARD DATA SYS INC 9.1250 10.524
47460 6/24/09 287558 NOMURA 8/15/13 50,000.00 95.375 47,687.50
PUR 6/19/09 868536AS SUPERVALU INC 7.5000 8.376
47461 6/24/09 287558 NOMURA 11/15/14 200,000.00 96.250 192,500.00
PUR 6/19/09 87264MAB TRW AUTOMOTIVE 7.2500 15.060
46686 6/24/09 287558 NOMURA 3/15/17 75,000.00 65.000 48,750.00
PUR 6/02/09 878742AN TECK RESOURCES 10.7500 10.023
46600 6/05/09 287558 NOMURA 5/15/19 150,000.00 104.50 156,750.00
PUR 6/01/09 88033GBH TENET HEALTHCARE 8.8750 9.301
47331 6/15/09 287558 NOMURA 7/01/19 75,000.00 97.250 72,937.50
PUR 6/01/09 88033GBH TENET HEALTHCARE 8.8750 9.625
47331 6/15/09 287558 NOMURA 7/01/19 325,000.00 95.229 309,494.25
PUR 6/02/09 881609AW TESORO CORP 9.7500 10.374
47198 6/05/09 287558 NOMURA 6/01/19 125,000.00 96.172 120,215.00
PUR 6/09/09 881609AW TESORO CORP 9.7500 9.789
47198 6/12/09 287558 NOMURA 6/01/19 500,000.00 99.750 498,750.00
PUR 6/17/09 881609AW TESORO CORP 9.7500 9.909
47198 6/22/09 287558 NOMURA 6/01/19 75,000.00 99.000 74,250.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
NOMURA (5167) -Cont. PAGE: 155
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/17/09 881609AW TESORO CORP 9.7500 9.868
47198 6/22/09 287558 NOMURA 6/01/19 25,000.00 99.250 24,812.50
PUR 6/17/09 881609AW TESORO CORP 9.7500 9.909
47198 6/22/09 287558 NOMURA 6/01/19 25,000.00 99.000 24,750.00
PUR 6/01/09 882330AF TEXAS COMPETITIVE 10.2500 21.820
44548 6/04/09 287558 NOMURA 11/01/15 300,000.00 61.000 183,000.00
PUR 6/05/09 882330AF TEXAS COMPETITIVE 10.2500 19.304
44548 6/10/09 287558 NOMURA 11/01/15 200,000.00 67.500 135,000.00
PUR 6/09/09 882330AF TEXAS COMPETITIVE 10.2500 19.218
44548 6/12/09 287558 NOMURA 11/01/15 500,000.00 67.750 338,750.00
PUR 6/09/09 882330AF TEXAS COMPETITIVE 10.2500 19.355
44548 6/12/09 287558 NOMURA 11/01/15 500,000.00 67.375 336,875.00
PUR 6/11/09 882330AF TEXAS COMPETITIVE 10.2500 19.048
44548 6/16/09 287558 NOMURA 11/01/15 150,000.00 68.250 102,375.00
PUR 6/02/09 882330AG TEXAN COMPETITIVE ELEC HLD 10.2500 20.808
44571 6/05/09 287558 NOMURA 11/01/15 125,000.00 63.500 79,375.00
PUR 6/18/09 89855VAB TUBE CITY IMS CORP 9.7500 22.136
47430 6/23/09 287558 NOMURA 2/01/15 500,000.00 61.250 306,250.00
PUR 6/19/09 89855VAB TUBE CITY IMS CORP 9.7500 22.478
47430 6/24/09 287558 NOMURA 2/01/15 250,000.00 60.500 151,250.00
PUR 6/04/09 90338WAJ US ONCOLOGY INC 9.1250 9.492
47385 6/18/09 287558 NOMURA 8/15/17 700,000.00 97.926 685,482.00
PUR 6/05/09 90338WAJ US ONCOLOGY INC 9.1250 9.077
47385 6/18/09 287558 NOMURA 8/15/17 50,000.00 100.25 50,125.00
PUR 6/05/09 90338WAJ US ONCOLOGY INC 9.1250 9.077
47385 6/18/09 287558 NOMURA 8/15/17 25,000.00 100.25 25,062.50
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
NOMURA (5167) -Cont. PAGE: 156
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 6/05/09 90338WAJ US ONCOLOGY INC 9.1250 9.077
47385 6/18/09 287558 NOMURA 8/15/17 150,000.00 100.25 150,375.00
PUR 6/04/09 911365AT UNITED RENTALS NA 10.8750 11.500
47253 6/09/09 287558 NOMURA 6/15/16 200,000.00 97.040 194,080.00
PUR 5/29/09 92769VAA VIRGIN MEDIA FIN 9.5000 10.382
47164 6/03/09 287558 NOMURA 8/15/16 500,000.00 95.574 477,870.00
PUR 6/09/09 959319AA WESTERN REFINING 11.2500 13.000
47303 6/12/09 287558 NOMURA 6/15/17 275,000.00 91.445 251,473.75
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 26,039,556.00 22,939,473.90
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 26,039,556.00 22,939,473.90
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 6/05/09 071707AP BAUSCH & LOMB INC 9.8750 11.424
46918 6/10/09 287558 NOMURA 11/01/15 575,000.00 96.000 552,000.00 16,778.12
SALE 6/10/09 085790AP BERRY PLASTIC 5.8440 10.658
45654 6/15/09 287558 NOMURA 2/15/15 120,000.00 87.500 105,000.00 9,203.85
SALE 6/10/09 085791AD BERRY PLASTIC 8.8750 12.883
45655 6/15/09 287558 NOMURA 9/15/14 25,000.00 82.500 20,625.00 -626.90
SALE 6/11/09 12502BAC CCH I HLDGS LLC 11.0000 18.266
42001 6/16/09 287558 NOMURA 10/01/15 1,525,000.00 12.500 190,625.00 -928,830.67
SALE 6/02/09 22025YAD CORRECTIONS CORP AMER NEW 7.5000 7.555
44894 6/03/09 287558 NOMURA 5/01/11 25,000.00 100.12 25,031.25 57.83
SALE 6/03/09 25459HAD DIRECT TV HOLDINGS 6.3750 10.341
43972 6/08/09 287558 NOMURA 6/15/15 25,000.00 91.750 22,937.50 2,300.29
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
NOMURA (5167) -Cont. PAGE: 157
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/16/09 257559AG DOMTAR CORP 10.7500 11.498
47249 6/19/09 287558 NOMURA 6/01/17 250,000.00 97.000 242,500.00 2,104.51
SALE 6/22/09 296313AA ESCO CORPORAT 8.6250 8.384
45683 6/23/09 287558 NOMURA 12/15/13 65,000.00 86.000 55,900.00 -9,673.54
SALE 6/02/09 314275AA FEDERATED RETAIL 5.9000 9.520
46449 6/05/09 287558 NOMURA 12/01/16 25,000.00 84.750 21,187.50 956.55
SALE 6/12/09 31428XAR FEDEX CORP 8.0000 7.997
45684 6/17/09 287558 NOMURA 1/15/19 45,000.00 110.00 49,500.00 4,500.00
SALE 6/17/09 404119AX HCA INC 9.2500 9.652
42006 6/22/09 287558 NOMURA 11/15/16 100,000.00 98.750 98,750.00 856.18
SALE 6/17/09 404119AX HCA INC 9.2500 9.652
42006 6/22/09 287558 NOMURA 11/15/16 100,000.00 98.750 98,750.00 856.18
SALE 6/05/09 404119BA HCA INC 9.6250 10.574
43021 6/10/09 287558 NOMURA 11/15/16 26,000.00 97.000 25,220.00 471.48
SALE 5/28/09 413622AA HARRAHS ESCROW 11.2500 11.997
47450 6/10/09 287558 NOMURA 6/01/17 75,000.00 96.875 72,656.25 487.50
SALE 5/28/09 413622AA HARRAHS ESCROW 11.2500 11.997
47450 6/10/09 287558 NOMURA 6/01/17 75,000.00 97.125 72,843.75 675.00
SALE 5/28/09 413622AA HARRAHS ESCROW 11.2500 11.997
47450 6/10/09 287558 NOMURA 6/01/17 75,000.00 96.625 72,468.75 300.00
SALE 5/28/09 413622AA HARRAHS ESCROW 11.2500 11.997
47450 6/10/09 287558 NOMURA 6/01/17 75,000.00 96.375 72,281.25 112.50
SALE 5/28/09 413622AA HARRAHS ESCROW 11.2500 11.997
47450 6/10/09 287558 NOMURA 6/01/17 75,000.00 96.625 72,468.75 300.00
SALE 5/29/09 413622AA HARRAHS ESCROW 11.2500 11.997
47450 6/10/09 287558 NOMURA 6/01/17 75,000.00 97.125 72,843.75 675.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 6/01/09 THROUGH 6/30/09
NOMURA (5167) -Cont. PAGE: 158
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/03/09 413622AA HARRAHS ESCROW 11.2500 11.997
47450 6/10/09 287558 NOMURA 6/01/17 75,000.00 96.000 72,000.00 -168.75
SALE 6/03/09 413627BG HARRAHS OPPERATING 10.0000 22.058
46479 6/08/09 287558 NOMURA 12/15/18 150,000.00 64.000 96,000.00 16,825.13
SALE 6/18/09 413627BG HARRAHS OPPERATING 10.0000 22.058
46479 6/23/09 287558 NOMURA 12/15/18 225,000.00 59.000 132,750.00 13,843.00
SALE 6/18/09 413627BG HARRAHS OPPERATING 10.0000 22.058
46479 6/23/09 287558 NOMURA 12/15/18 125,000.00 58.750 73,437.50 7,378.05
SALE 6/02/09 420122AH HAWKER BEECHCRAFT 9.7500 9.877
42371 6/03/09 287558 NOMURA 4/01/17 500,000.00 34.000 170,000.00 -326,454.69
SALE 6/03/09 521865AP LEAR CORP 8.5000 47.299
45707 6/08/09 287558 NOMURA 12/01/13 7,000.00 24.000 1,680.00 -433.67
SALE 6/03/09 552953AE MGM MIRAGE INC 8.3750 15.912
42013 6/08/09 287558 NOMURA 2/01/11 20,000.00 86.500 17,300.00 -581.51
SALE 6/03/09 552953AL MGM MIRAGE INC 6.7500 21.948
43610 6/08/09 287558 NOMURA 9/01/12 175,000.00 77.000 134,750.00 19,168.59
SALE 6/03/09 552953AY MGM MIRAGE INC 6.8750 17.206
44166 6/08/09 287558 NOMURA 4/01/16 25,000.00 70.000 17,500.00 2,644.29
SALE 6/16/09 55616XAE MACYS RETAIL HLD 8.8750 10.488
46451 6/19/09 287558 NOMURA 7/15/15 25,000.00 95.500 23,875.00 656.18
SALE 6/03/09 577778BS MAY DEPT STORES CO 5.7500 9.404
46482 6/08/09 287558 NOMURA 7/15/14 175,000.00 86.000 150,500.00 972.75
SALE 6/10/09 594087AM MICHAELS STOR 11.3750 31.566
45714 6/15/09 287558 NOMURA 11/01/16 17,000.00 75.500 12,835.00 5,470.85
SALE 6/10/09 62941FAH NTL CABLE (VI 9.1250 9.956
45715 6/15/09 287558 NOMURA 8/15/16 70,000.00 98.000 68,600.00 1,546.65
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 6/01/09 THROUGH 6/30/09
NOMURA (5167) -Cont. PAGE: 159
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TRXN/ TRADE/ 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 6/10/09 65332VBG NEXTEL COMMUN 7.3750 22.997
45718 6/15/09 287558 NOMURA 8/01/15 35,000.00 81.000 28,350.00 10,875.66
SALE 6/17/09 65409QAW NIELSEN FINANCE LLC 11.5000 12.439
46452 6/22/09 287558 NOMURA 5/01/16 125,000.00 98.625 123,281.25 3,638.80
SALE 6/17/09 65409QAW NIELSEN FINANCE LLC 11.5000 12.439
46452 6/22/09 287558 NOMURA 5/01/16 325,000.00 99.000 321,750.00 10,679.64
SALE 6/17/09 65409QAW NIELSEN FINANCE LLC 11.5000 12.439
46452 6/22/09 287558 NOMURA 5/01/16 200,000.00 99.000 198,000.00 6,572.09
SALE 6/11/09 65562VAA NORDIC TELEPH 8.8750 9.475
45719 6/16/09 287558 NOMURA 5/01/16 80,000.00 99.000 79,200.00 1,598.64
SALE 6/23/09 656559BJ NORTEK INC 10.0000 11.897
43477 6/26/09 287558 NOMURA 12/01/13 155,000.00 76.250 118,187.50 -26,881.12
SALE 6/03/09 72650RAU PLAINS ALL AMER 8.7500 8.750
46215 6/08/09 287558 NOMURA 5/01/19 25,000.00 111.57 27,894.25 2,898.20
SALE 6/16/09 74955WAG RH DONNELLEY CORPORATION 8.8750 28.380
43118 6/19/09 287558 NOMURA 1/15/16 25,000.00 4.500 1,125.00 -9,686.82
SALE 6/16/09 74955WAH RH DONNELLEY CORPORATION 8.8750 23.222
42213 6/19/09 287558 NOMURA 10/15/17 900,000.00 4.500 40,500.00 -392,301.20
SALE 6/10/09 750829AB RAINBOW NATIO 10.3750 10.720
45725 6/15/09 287558 NOMURA 9/01/14 20,000.00 103.50 20,700.00 976.44
SALE 6/01/09 75524TAA REABLE THERAP 11.7500 22.891
45727 6/04/09 287558 NOMURA 11/15/14 8,000.00 66.500 5,320.00 20.14
SALE 6/16/09 76010RAC RENTAL SERVICE CORP 9.5000 14.799
42214 6/19/09 287558 NOMURA 12/01/14 50,000.00 82.000 41,000.00 687.47
SALE 6/23/09 767754BQ RITE AID CORP 9.3750 25.604
43655 6/26/09 287558 NOMURA 12/15/15 125,000.00 61.750 77,187.50 14,767.71
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 6/01/09 THROUGH 6/30/09
NOMURA (5167) -Cont. PAGE: 160
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/03/09 767754BT RITE AID CORP 9.5000 20.979
43874 6/08/09 287558 NOMURA 6/15/17 250,000.00 65.500 163,750.00 22,941.88
SALE 6/03/09 772739AD ROCK-TENN CO 5.6250 9.026
45730 6/08/09 287558 NOMURA 3/15/13 30,000.00 90.000 27,000.00 204.63
SALE 6/05/09 817320AR SEQUA CORP 13.5000 16.392
45735 6/10/09 287558 NOMURA 12/01/15 135,000.00 38.500 51,975.00 -67,618.16
SALE 6/18/09 832248AQ SMITHFIELD FOODS INC 7.7500 9.346
42399 6/23/09 287558 NOMURA 7/01/17 25,000.00 71.500 17,875.00 -4,906.12
SALE 6/10/09 845467AD SOUTHWESTERN 7.5000 7.095
45736 6/15/09 287558 NOMURA 2/01/18 45,000.00 96.000 43,200.00 -2,954.60
SALE 6/10/09 88033GBA TENET HEALTHCARE 9.8750 10.775
46752 6/15/09 287558 NOMURA 7/01/14 275,000.00 100.00 275,000.00 9,466.04
SALE 6/12/09 902118BL TYCO INTL FIN 8.5000 8.500
45744 6/17/09 287558 NOMURA 1/15/19 40,000.00 109.00 43,600.00 3,604.72
SALE 6/01/09 904201AA UNIVISION COMM 10.5000 34.282
42020 6/04/09 287558 NOMURA 3/15/15 325,000.00 32.000 104,000.00 -31,411.46
SALE 6/15/09 911365AT UNITED RENTALS NA 10.8750 11.500
47253 6/18/09 287558 NOMURA 6/15/16 200,000.00 97.250 194,500.00 401.17
SALE 6/04/09 92933BAA WMG ACQUSITION CORP 9.5000 10.250
47081 6/09/09 287558 NOMURA 6/15/16 125,000.00 101.62 127,031.25 6,648.21
SALE 6/22/09 94106LAU WASTE MANAGEMENT 7.3750 7.299
44913 6/25/09 287558 NOMURA 3/11/19 50,000.00 106.23 53,115.00 2,862.15
SALE 6/17/09 952355AF WEST CORP 11.0000 16.730
44762 6/22/09 287558 NOMURA 10/15/16 175,000.00 86.625 151,593.75 18,114.22
SALE 6/16/09 969457AW WILLIAMS COS 7.6250 8.582
44948 6/19/09 287558 NOMURA 7/15/19 50,000.00 99.000 49,500.00 2,688.72
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 6/01/09 THROUGH 6/30/09
NOMURA (5167) -Cont. PAGE: 161
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 6/03/09 969457BG WILLIAMS COS 7.8750 12.253
44051 6/08/09 287558 NOMURA 9/01/21 50,000.00 98.500 49,250.00 12,958.72
SALE 6/02/09 969457BK WILLIAMS COS INC 8.1250 9.950
44159 6/05/09 287558 NOMURA 3/15/12 50,000.00 102.00 51,000.00 3,180.69
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 8,843,000.00 5,399,701.75 -1,557,602.79
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 6/16/09 74038A20 PREFERRED BLOCKER INC
44243 6/19/09 287558 NOMURA 150.00 475.00 71,250.00 58,174.34
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 150.00 71,250.00 58,174.34
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 8,843,150.00 5,470,951.75 -1,499,428.45
END OF REPORT FOR: NOMURA