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 5/01/09 THROUGH 5/31/09
DCP EQUITY (4300) PAGE: 1
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
SALES OF STOCK AND OTHER EQUITIES
SALE 5/07/09 03948310 ARCHER DANIELS MIDLAND CO. 3.21
10604 5/12/09 422567 MAGNA SECURITIES CORP 5,000.00 24.906 75.00 124,451.79 67,142.34
SALE 5/07/09 22405110 COX RADIO INC-CL A 3.71
06788 5/12/09 422567 MAGNA SECURITIES CORP 30,000.00 4.800 450.00 143,546.29 -58,203.71
SALE 5/07/09 37044210 GENERAL MOTORS CORP. .62
9229 5/12/09 422567 MAGNA SECURITIES CORP 15,000.00 1.600 225.00 23,774.38 -543,028.12
SALE 5/07/09 41387510 HARRIS CORP. 3.74
20794 5/12/09 422567 MAGNA SECURITIES CORP 5,000.00 29.103 75.00 145,437.26 63,729.38
SALE 5/07/09 70454910 PEABODY ENERGY CORP. 3.27
19953 5/12/09 422567 MAGNA SECURITIES CORP 4,000.00 31.768 60.00 127,009.93 100,795.41
SALE 5/07/09 77390310 ROCKWELL AUTOMATION, INC. 4.33
02374 5/12/09 422567 MAGNA SECURITIES CORP 5,000.00 33.657 75.00 168,206.67 90,186.55
SALE 5/07/09 82880610 SIMON PROPERTY GROUP, INC. 6.93
20793 5/12/09 422567 MAGNA SECURITIES CORP 5,118.00 52.677 76.77 269,517.19 111,373.69
SALE 5/07/09 88320310 TEXTRON INC. 2.93
18410 5/12/09 422567 MAGNA SECURITIES CORP 10,000.00 11.379 150.00 113,640.07 -140,359.93
SALE 5/07/09 88732J20 TIME WARNER CABLE INC 5.97
45480 5/12/09 422567 MAGNA SECURITIES CORP 6,734.00 34.475 101.01 232,050.36 -20,826.26
SALE 5/07/09 89681810 TRIUMPH GROUP, INC. 2.51
08038 5/12/09 422567 MAGNA SECURITIES CORP 2,500.00 38.990 37.50 97,435.99 23,873.49
SALE 5/07/09 93114210 WAL-MART STORES, INC. 12.89
16391 5/12/09 422567 MAGNA SECURITIES CORP 10,000.00 50.122 150.00 501,054.11 277,000.56
SUBTOTAL STOCK SALES: 98,352.00 50.11 1,946,124.04 -28,316.60
1,475.28
TOTAL FUND SALES: 98,352.00 50.11 1,946,124.04 -28,316.60
1,475.28
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 5/01/09 THROUGH 5/31/09
DCP SMALL CAP. (EQUITY) (4302) PAGE: 2
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 5/07/09 22405110 COX RADIO INC-CL A 1.49
06794 5/12/09 422568 WILLIAMS CAPITAL GROUP 12,000.00 4.800 180.00 57,418.51 -41,718.99
SALE 5/07/09 36555810 GARDNER DENVER, INC. 3.60
29310 5/12/09 422568 WILLIAMS CAPITAL GROUP 5,000.00 27.960 75.00 139,723.40 54,817.90
SALE 5/07/09 46981410 JACOBS ENGINEERING GROUP IN 5.26
06624 5/12/09 422568 WILLIAMS CAPITAL GROUP 5,000.00 40.912 75.00 204,477.74 137,642.41
SALE 5/07/09 70454910 PEABODY ENERGY CORP. 3.26
19954 5/12/09 422568 WILLIAMS CAPITAL GROUP 4,000.00 31.617 60.00 126,402.74 100,188.22
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 26,000.00 13.61 528,022.39 250,929.54
390.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 26,000.00 13.61 528,022.39 250,929.54
390.00
END OF REPORT FOR: DCP SMALL CAP. (EQUITY)
S T A T E O F N E W J E R S E Y 4305
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
DCP FIXED INCOME (4305) PAGE: 3
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 5/21/09 428236AY HEWLETT PACKARD CO SR NOTES 2.9500 2.954
47015 5/27/09 2875354 MORGAN STANLEY 8/15/12 2,000,000.00 99.984 1,999,680.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 2,000,000.00 1,999,680.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 2,000,000.00 1,999,680.00
END OF REPORT FOR: DCP FIXED INCOME
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
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 4/29/09 00817Y10 AETNA INC
44933 5/04/09 422534 JP MORGAN 1,000.00 22.500 30.00 22,530.00
PUR 5/01/09 00817Y10 AETNA INC
44933 5/06/09 422546 STURDIVANT/EXECUTION 4,000.00 22.080 60.00 88,380.00
PUR 5/21/09 01964550 ALLIS-CHALMERS ENERGY INC.
36840 5/27/09 422619 STURDIVANT/EXECUTION 50,000.00 3.280 750.00 164,725.00
PUR 5/22/09 02040910 ALMOST FAMILY INC
44964 5/28/09 422623 MERRIMAN/OTC 2,000.00 25.778 30.00 51,585.00
PUR 5/14/09 02991220 AMERICAN TOWER CORP. CL-A
43986 5/19/09 422593 WILLIAMS CAPITAL GROUP 1,000.00 28.140 15.00 28,155.00
PUR 5/18/09 02991220 AMERICAN TOWER CORP. CL-A
43986 5/21/09 422602 WILLIAMS CAPITAL GROUP 2,000.00 29.300 30.00 58,630.00
PUR 5/13/09 03783310 APPLE INC.
36208 5/18/09 422589 MAGNA SECURITIES (OTC) 1,000.00 123.13 15.00 123,145.00
PUR 5/07/09 04951310 ATMEL CORP.
44327 5/12/09 422565 MERRIMAN/OTC 10,000.00 3.734 150.00 37,491.00
PUR 5/11/09 04951310 ATMEL CORP.
44327 5/14/09 422577 ITG (CHANNEL) 10,000.00 3.575 100.00 35,851.00
PUR 5/20/09 06050510 BANK OF AMERICA
46954 5/26/09 422613 CAPIS/SOFT 100,000.00 12.018 5,000.00 1,206,750.00
PUR 5/22/09 06050510 BANK OF AMERICA
46954 5/28/09 422623 STURDIVANT/EXECUTION 40,000.00 11.630 600.00 465,800.00
PUR 5/26/09 06050510 BANK OF AMERICA
46954 5/29/09 422627 RAYMOND JAMES/EXECUTION 10,000.00 11.010 150.00 110,250.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 5
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/28/09 06212810 BANK OF FLORIDA CORP.
40773 5/01/09 422530 CREDIT SUISSE SEC (AES) 800.00 3.348 8.00 2,686.00
PUR 4/29/09 06212810 BANK OF FLORIDA CORP.
40773 5/04/09 422534 CREDIT SUISSE SEC (AES) 1,200.00 3.395 12.00 4,086.00
PUR 4/30/09 06212810 BANK OF FLORIDA CORP.
40773 5/05/09 422540 CREDIT SUISSE SEC (AES) 2,000.00 3.369 20.00 6,758.00
PUR 5/04/09 06212810 BANK OF FLORIDA CORP.
40773 5/07/09 422550 CREDIT SUISSE SEC (AES) 2,000.00 3.158 20.00 6,335.00
PUR 5/06/09 06212810 BANK OF FLORIDA CORP.
40773 5/11/09 422559 CREDIT SUISSE SEC (AES) 2,000.00 3.305 20.00 6,630.00
PUR 5/06/09 06212810 BANK OF FLORIDA CORP.
40773 5/11/09 422559 MERRIMAN/OTC 2,000.00 3.341 30.00 6,712.00
PUR 5/07/09 06212810 BANK OF FLORIDA CORP.
40773 5/12/09 422565 MERRIMAN/OTC 2,000.00 3.530 30.00 7,090.00
PUR 5/19/09 06405810 BANK OF NEW YORK MELLON COR
44006 5/22/09 422607 STURDIVANT/EXECUTION 4,000.00 28.197 60.00 112,846.00
PUR 4/28/09 09367920 BLOCKBUSTER INC CL B
45493 5/01/09 422530 JP MORGAN 10,000.00 .445 100.00 4,552.00
PUR 5/04/09 09367920 BLOCKBUSTER INC CL B
45493 5/07/09 422550 STURDIVANT/EXECUTION 10,000.00 .487 100.00 4,971.00
PUR 5/06/09 09367920 BLOCKBUSTER INC CL B
45493 5/11/09 422559 INSTINET (DOMESTIC) 10,000.00 .460 50.00 4,650.00
PUR 5/11/09 09367920 BLOCKBUSTER INC CL B
45493 5/14/09 422577 STURDIVANT/EXECUTION 10,000.00 .600 100.00 6,100.00
PUR 4/28/09 11012210 BRISTOL-MYERS SQUIBB CO.
37974 5/01/09 422530 JP MORGAN 2,000.00 20.370 60.00 40,800.00
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 6
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/30/09 11012210 BRISTOL-MYERS SQUIBB CO.
37974 5/05/09 422540 CITIGROUP/CITIBANK DOMESTIC 2,000.00 19.300 60.00 38,660.00
PUR 5/07/09 12526910 CF INDUSTRIES HOLDINGS INC
46460 5/12/09 422565 STURDIVANT/EXECUTION 2,000.00 74.860 30.00 149,750.00
PUR 5/21/09 12526910 CF INDUSTRIES HOLDINGS INC
46460 5/27/09 422619 WILLIAMS CAPITAL GROUP 2,000.00 79.298 30.00 158,626.00
PUR 5/04/09 12960310 CALGON CARBON
46470 5/07/09 422550 BMO CAPITAL MARKETS/EXECUTI 40,000.00 14.427 600.00 577,668.00
PUR 5/05/09 12960310 CALGON CARBON
46470 5/08/09 422554 STURDIVANT/EXECUTION 4,000.00 14.700 60.00 58,860.00
PUR 5/06/09 12960310 CALGON CARBON
46470 5/11/09 422559 STURDIVANT/EXECUTION 2,000.00 14.500 30.00 29,030.00
PUR 5/07/09 12960310 CALGON CARBON
46470 5/12/09 422565 STURDIVANT/EXECUTION 2,000.00 14.500 30.00 29,030.00
PUR 5/13/09 12960310 CALGON CARBON
46470 5/18/09 422589 STURDIVANT/EXECUTION 4,000.00 12.938 60.00 51,810.00
PUR 5/18/09 12960310 CALGON CARBON
46470 5/21/09 422602 WILLIAMS CAPITAL GROUP 2,000.00 12.980 30.00 25,990.00
PUR 4/28/09 13442910 CAMPBELL SOUP CO.
43631 5/01/09 422530 JP MORGAN 2,000.00 25.412 60.00 50,883.60
PUR 4/29/09 14622910 CARTER'S INC
46377 5/04/09 422534 JP MORGAN 20,000.00 21.133 600.00 423,260.00
PUR 5/05/09 20030N20 COMCAST "A SPL"
46489 5/08/09 422554 CREDIT SUISSE SEC (AES) 25,000.00 15.566 250.00 389,390.00
PUR 5/06/09 20030N20 COMCAST "A SPL"
46489 5/11/09 422559 CREDIT SUISSE SEC (AES) 5,000.00 15.198 50.00 76,038.50
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 7
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/06/09 20030N20 COMCAST "A SPL"
46489 5/11/09 422559 MERRIMAN/OTC 5,000.00 14.960 75.00 74,875.00
PUR 5/14/09 20030N20 COMCAST "A SPL"
46489 5/19/09 422593 ITG (CHANNEL) 3,000.00 13.969 30.00 41,937.90
PUR 5/15/09 20825C10 CONOCOPHILLIPS
37805 5/20/09 422598 STURDIVANT/EXECUTION 2,000.00 44.450 30.00 88,930.00
PUR 4/28/09 23582520 DANA HOLDING CORP
46188 5/01/09 422530 INSTINET (DOMESTIC) 40,000.00 .680 200.00 27,380.00
PUR 4/29/09 23582520 DANA HOLDING CORP
46188 5/04/09 422534 INSTINET (DOMESTIC) 20,000.00 .681 100.00 13,720.00
PUR 4/30/09 23582520 DANA HOLDING CORP
46188 5/05/09 422540 INSTINET (DOMESTIC) 20,000.00 .726 100.00 14,626.00
PUR 5/01/09 23582520 DANA HOLDING CORP
46188 5/06/09 422546 INSTINET (DOMESTIC) 40,000.00 .723 200.00 29,100.00
PUR 5/04/09 23582520 DANA HOLDING CORP
46188 5/07/09 422550 INSTINET (PORTAL) 20,000.00 .770 100.00 15,496.00
PUR 5/01/09 24237010 DEAN FOODS
46443 5/06/09 422546 WILLIAMS CAPITAL GROUP 30,000.00 18.869 450.00 566,517.00
PUR 5/05/09 24237010 DEAN FOODS
46443 5/11/09 422562 MERRILL LYNCH (RESEARCH) 15,000.00 18.250 273,750.00
PUR 5/11/09 24237010 DEAN FOODS
46443 5/14/09 422577 STURDIVANT/EXECUTION 2,000.00 17.580 30.00 35,190.00
PUR 5/04/09 25470M10 DISH NETWORKS
46472 5/07/09 422550 CREDIT SUISSE SEC (AES) 40,000.00 14.814 400.00 592,940.00
PUR 5/05/09 25470M10 DISH NETWORKS
46472 5/08/09 422554 CREDIT SUISSE SEC (AES) 4,000.00 14.850 40.00 59,440.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 8
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/18/09 25470M10 DISH NETWORKS
46472 5/21/09 422602 ITG (CHANNEL) 10,000.00 16.214 100.00 162,243.00
PUR 4/29/09 25674610 DOLLAR TREE INC
42995 5/04/09 422534 CREDIT SUISSE SEC (AES) 3,000.00 43.529 30.00 130,617.90
PUR 4/30/09 25674610 DOLLAR TREE INC
42995 5/05/09 422540 CREDIT SUISSE SEC (AES) 2,000.00 43.195 20.00 86,409.00
PUR 5/01/09 25674610 DOLLAR TREE INC
42995 5/06/09 422546 CREDIT SUISSE SEC (AES) 1,000.00 42.479 10.00 42,489.30
PUR 5/11/09 25674610 DOLLAR TREE INC
42995 5/14/09 422577 ITG (CHANNEL) 1,000.00 41.699 10.00 41,709.00
PUR 5/05/09 26875P10 EOG RESOURCES, INC.
43746 5/08/09 422554 STURDIVANT/EXECUTION 4,000.00 70.578 60.00 282,372.80
PUR 5/20/09 26882D10 EPIQ SYSTEMS
46953 5/26/09 422613 MERRIMAN/OTC 20,000.00 14.859 300.00 297,488.00
PUR 5/21/09 26882D10 EPIQ SYSTEMS
46953 5/27/09 422619 ITG (CHANNEL) 10,000.00 14.734 100.00 147,436.00
PUR 5/22/09 28238P10 EHEALTH INC.
44779 5/28/09 422623 ITG (CHANNEL) 4,000.00 14.415 40.00 57,699.60
PUR 5/26/09 28238P10 EHEALTH INC.
44779 5/29/09 422627 MERRIMAN/OTC 2,000.00 14.652 30.00 29,333.00
PUR 5/06/09 29270J10 ENERGY RECOVERY INC
46542 5/11/09 422559 CREDIT SUISSE SEC (AES) 25,000.00 8.245 250.00 206,380.00
PUR 5/07/09 29270J10 ENERGY RECOVERY INC
46542 5/12/09 422565 MERRIMAN/OTC 25,000.00 8.494 375.00 212,717.50
PUR 5/08/09 29270J10 ENERGY RECOVERY INC
46542 5/13/09 422573 ITG (CHANNEL) 455.00 8.115 4.55 3,697.06
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 9
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/08/09 29270J10 ENERGY RECOVERY INC
46542 5/13/09 422573 ITG (CHANNEL) 25,000.00 8.102 250.00 202,787.50
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 25,455.00 8.102 206,484.56
254.55
PUR 5/08/09 29270J10 ENERGY RECOVERY INC
46542 5/13/09 422573 LABRANCHE/0TC 2,272.00 8.111 34.08 18,463.18
PUR 5/11/09 29270J10 ENERGY RECOVERY INC
46542 5/14/09 422577 INSTINET (PORTAL) 263.00 8.097 1.84 2,131.30
PUR 5/11/09 29270J10 ENERGY RECOVERY INC
46542 5/14/09 422577 ITG (CHANNEL) 453.00 8.124 4.53 3,684.57
PUR 5/11/09 29270J10 ENERGY RECOVERY INC
46542 5/14/09 422577 LABRANCHE/0TC 2,909.00 8.197 43.64 23,888.42
PUR 5/12/09 29270J10 ENERGY RECOVERY INC
46542 5/15/09 422583 INSTINET (PORTAL) 365.00 7.987 2.56 2,917.71
PUR 5/12/09 29270J10 ENERGY RECOVERY INC
46542 5/15/09 422583 ITG (CHANNEL) 283.00 7.866 2.83 2,228.85
PUR 5/13/09 29270J10 ENERGY RECOVERY INC
46542 5/18/09 422589 MAGNA SECURITIES (OTC) 2,000.00 7.870 30.00 15,770.00
PUR 5/12/09 29380T10 ENTERTAINMENT PROPERTIES TR
37309 5/15/09 422583 STURDIVANT/EXECUTION 4,000.00 20.756 60.00 83,083.20
PUR 5/14/09 29380T10 ENTERTAINMENT PROPERTIES TR
37309 5/19/09 422593 WILLIAMS CAPITAL GROUP 6,000.00 19.261 90.00 115,653.00
PUR 5/22/09 29380T10 ENTERTAINMENT PROPERTIES TR
37309 5/28/09 422623 STURDIVANT/EXECUTION 2,000.00 18.813 30.00 37,655.00
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 10
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/15/09 30231G10 EXXON MOBIL CORP.
15201 5/20/09 422598 STURDIVANT/EXECUTION 2,000.00 69.335 30.00 138,700.00
PUR 5/26/09 33643310 FIRST SOLAR INC.
39085 5/29/09 422627 MERRIMAN/OTC 200.00 180.53 3.00 36,109.00
PUR 5/13/09 36467W10 GAMESTOP CORP
46682 5/18/09 422589 STURDIVANT/EXECUTION 16,000.00 25.582 240.00 409,555.20
PUR 5/14/09 36467W10 GAMESTOP CORP
46682 5/19/09 422593 WILLIAMS CAPITAL GROUP 4,000.00 25.631 60.00 102,582.00
PUR 5/15/09 36467W10 GAMESTOP CORP
46682 5/20/09 422598 STURDIVANT/EXECUTION 1,000.00 25.990 15.00 26,005.00
PUR 5/21/09 36467W10 GAMESTOP CORP
46682 5/27/09 422619 STURDIVANT/EXECUTION 4,000.00 23.028 60.00 92,173.20
PUR 5/22/09 36467W10 GAMESTOP CORP
46682 5/28/09 422623 STURDIVANT/EXECUTION 5,000.00 22.900 75.00 114,575.00
PUR 5/22/09 36467W10 GAMESTOP CORP
46682 5/28/09 422623 STURDIVANT/EXECUTION 2,000.00 22.757 30.00 45,544.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 7,000.00 22.859 160,119.00
105.00
PUR 4/28/09 38141G10 GOLDMAN SACHS GROUP INC
46116 5/01/09 422530 JP MORGAN 500.00 119.85 15.00 59,940.00
PUR 4/29/09 38141G10 GOLDMAN SACHS GROUP INC
46116 5/04/09 422534 OPPENHEIMER & CO., INC 500.00 122.04 15.00 61,037.00
PUR 5/07/09 38141G10 GOLDMAN SACHS GROUP INC
46116 5/12/09 422565 STURDIVANT/EXECUTION 1,000.00 141.00 15.00 141,015.00
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 11
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/15/09 42823610 HEWLETT-PACKARD
46748 5/20/09 422598 WILLIAMS CAPITAL GROUP 11,000.00 35.026 165.00 385,449.90
PUR 5/18/09 42823610 HEWLETT-PACKARD
46748 5/21/09 422602 WILLIAMS CAPITAL GROUP 10,000.00 35.657 150.00 356,716.00
PUR 5/18/09 42823610 HEWLETT-PACKARD
46748 5/21/09 422602 WILLIAMS CAPITAL GROUP 5,000.00 35.200 75.00 176,075.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 15,000.00 35.504 532,791.00
225.00
PUR 5/19/09 42823610 HEWLETT-PACKARD
46748 5/22/09 422607 STURDIVANT/EXECUTION 3,000.00 35.994 45.00 108,027.90
PUR 5/20/09 42823610 HEWLETT-PACKARD
46748 5/26/09 422613 STURDIVANT/EXECUTION 3,000.00 35.000 45.00 105,044.70
PUR 5/22/09 42823610 HEWLETT-PACKARD
46748 5/28/09 422623 STURDIVANT/EXECUTION 2,000.00 34.300 30.00 68,630.00
PUR 5/26/09 42823610 HEWLETT-PACKARD
46748 5/29/09 422627 WILLIAMS CAPITAL GROUP 1,000.00 34.490 15.00 34,505.00
PUR 4/30/09 43575830 HOLLY CORP.
37953 5/05/09 422540 CITIGROUP/CITIBANK DOMESTIC 2,000.00 21.800 60.00 43,660.00
PUR 5/04/09 43851610 HONEYWELL INTL
46467 5/07/09 422550 STURDIVANT/EXECUTION 15,000.00 31.931 225.00 479,196.00
PUR 5/05/09 43851610 HONEYWELL INTL
46467 5/08/09 422554 STURDIVANT/EXECUTION 3,000.00 31.830 45.00 95,535.00
PUR 5/19/09 45814010 INTEL CORP
46919 5/22/09 422607 MORGAN STANLEY 100,000.00 15.503 1,550,260.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 12
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/22/09 46059C20 INTERNET CAPITAL GROUP INC
47024 5/28/09 422623 INSTINET (PORTAL) 1,550.00 4.999 10.85 7,758.84
PUR 5/22/09 46059C20 INTERNET CAPITAL GROUP INC
47024 5/28/09 422623 ITG (CHANNEL) 2,300.00 5.030 23.00 11,591.54
PUR 5/12/09 46625H10 JP MORGAN CHASE & CO
28084 5/15/09 422583 STURDIVANT/EXECUTION 2,000.00 36.210 30.00 72,450.00
PUR 5/13/09 46625H10 JP MORGAN CHASE & CO
28084 5/18/09 422589 STURDIVANT/EXECUTION 2,000.00 34.740 30.00 69,510.00
PUR 5/26/09 46625H10 JP MORGAN CHASE & CO
28084 5/29/09 422627 RAYMOND JAMES/EXECUTION 2,000.00 34.929 30.00 69,888.00
PUR 4/28/09 47816010 JOHNSON & JOHNSON
18884 5/01/09 422530 JP MORGAN 1,000.00 50.910 30.00 50,940.00
PUR 4/30/09 47816010 JOHNSON & JOHNSON
18884 5/05/09 422540 WILLIAMS CAPITAL GROUP 1,000.00 52.100 15.00 52,115.00
PUR 5/13/09 48360030 KANA SOFTWARE, INC.
38561 5/18/09 422589 MERRIMAN/OTC 10,000.00 .700 100.00 7,100.00
PUR 5/14/09 52605730 LENNAR CORP. CL B
44247 5/19/09 422593 WILLIAMS CAPITAL GROUP 6,000.00 6.728 90.00 40,458.00
PUR 5/18/09 52605730 LENNAR CORP. CL B
44247 5/21/09 422602 WILLIAMS CAPITAL GROUP 6,000.00 7.436 90.00 44,706.00
PUR 4/28/09 53071M50 LIBERTY MEDIA CORP.
43435 5/01/09 422530 CREDIT SUISSE SEC (AES) 2,000.00 23.830 20.00 47,680.00
PUR 4/28/09 53591920 LIONS GATE ENTERTAINMENT CO
43432 5/01/09 422530 JP MORGAN 10,000.00 4.879 400.00 49,194.00
PUR 5/01/09 53591920 LIONS GATE ENTERTAINMENT CO
43432 5/06/09 422546 STURDIVANT/EXECUTION 10,000.00 4.905 150.00 49,198.00
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 13
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/15/09 53591920 LIONS GATE ENTERTAINMENT CO
43432 5/20/09 422598 STURDIVANT/EXECUTION 8,000.00 4.677 120.00 37,536.80
PUR 4/29/09 57290110 MARTEK BIOSCIENCES CORP
46378 5/04/09 422534 CREDIT SUISSE SEC (AES) 18,000.00 17.923 180.00 322,785.00
PUR 4/30/09 57290110 MARTEK BIOSCIENCES CORP
46378 5/05/09 422540 CREDIT SUISSE SEC (AES) 10,000.00 18.204 100.00 182,140.00
PUR 5/01/09 57290110 MARTEK BIOSCIENCES CORP
46378 5/06/09 422546 CREDIT SUISSE SEC (AES) 3,000.00 18.171 30.00 54,543.30
PUR 5/04/09 57290110 MARTEK BIOSCIENCES CORP
46378 5/07/09 422550 CREDIT SUISSE SEC (AES) 3,000.00 17.772 30.00 53,345.70
PUR 4/28/09 57632310 MASTEC INC
46344 5/01/09 422530 JP MORGAN 25,200.00 12.936 1,008.00 327,002.76
PUR 4/29/09 57632310 MASTEC INC
46344 5/04/09 422534 JP MORGAN 2,000.00 13.559 60.00 27,178.00
PUR 4/29/09 57632310 MASTEC INC
46344 5/04/09 422534 JP MORGAN 4,800.00 13.231 192.00 63,699.36
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,800.00 13.327 90,877.36
252.00
PUR 4/30/09 57632310 MASTEC INC
46344 5/05/09 422540 CITIGROUP/CITIBANK DOMESTIC 10,000.00 12.452 300.00 124,816.00
PUR 4/30/09 57632310 MASTEC INC
46344 5/05/09 422540 WILLIAMS CAPITAL GROUP 8,000.00 12.550 120.00 100,516.80
PUR 5/01/09 57632310 MASTEC INC
46344 5/06/09 422546 STURDIVANT/EXECUTION 4,000.00 12.610 60.00 50,500.00
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 14
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/01/09 58013510 MCDONALD'S CORP.
42586 5/06/09 422546 WILLIAMS CAPITAL GROUP 3,000.00 52.279 45.00 156,882.90
PUR 5/04/09 58013510 MCDONALD'S CORP.
42586 5/07/09 422550 STURDIVANT/EXECUTION 3,000.00 52.800 45.00 158,445.00
PUR 5/06/09 58013510 MCDONALD'S CORP.
42586 5/11/09 422559 STURDIVANT/EXECUTION 1,000.00 53.550 15.00 53,565.00
PUR 4/29/09 58155Q10 MCKESSON CORP.
44745 5/04/09 422534 OPPENHEIMER & CO., INC 4,000.00 36.229 120.00 145,036.00
PUR 4/30/09 58469030 MEDICIS PHARM-CL A
46432 5/05/09 422540 STURDIVANT/EXECUTION 25,000.00 15.628 375.00 391,085.00
PUR 5/04/09 58469030 MEDICIS PHARM-CL A
46432 5/07/09 422550 STURDIVANT/EXECUTION 1,000.00 15.792 15.00 15,807.00
PUR 5/07/09 58469030 MEDICIS PHARM-CL A
46432 5/12/09 422565 STURDIVANT/EXECUTION 2,000.00 16.490 30.00 33,010.00
PUR 5/11/09 58469030 MEDICIS PHARM-CL A
46432 5/14/09 422577 STURDIVANT/EXECUTION 2,000.00 15.380 30.00 30,790.00
PUR 5/14/09 58469030 MEDICIS PHARM-CL A
46432 5/19/09 422593 WILLIAMS CAPITAL GROUP 2,000.00 14.966 30.00 29,962.00
PUR 5/22/09 58469030 MEDICIS PHARM-CL A
46432 5/28/09 422623 STURDIVANT/EXECUTION 2,000.00 15.016 30.00 30,062.00
PUR 5/26/09 58469030 MEDICIS PHARM-CL A
46432 5/29/09 422627 WILLIAMS CAPITAL GROUP 2,000.00 15.297 30.00 30,623.00
PUR 4/28/09 61945A10 MOSIAC CO
46286 5/01/09 422530 JP MORGAN 2,000.00 39.090 60.00 78,240.00
PUR 4/28/09 61945A10 MOSIAC CO
46286 5/01/09 422530 JP MORGAN 2,000.00 38.050 60.00 76,160.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 38.570 154,400.00
120.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 15
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/29/09 61945A10 MOSIAC CO
46286 5/04/09 422534 OPPENHEIMER & CO., INC 1,000.00 39.075 30.00 39,105.00
PUR 5/07/09 62886E10 NCR CORP
46577 5/12/09 422565 ICAP CORPORATES LLC 50,000.00 10.385 500.00 519,760.00
PUR 5/08/09 62886E10 NCR CORP
46577 5/13/09 422573 STURDIVANT/EXECUTION 16,000.00 10.635 240.00 170,400.00
PUR 5/12/09 62886E10 NCR CORP
46577 5/15/09 422583 STURDIVANT/EXECUTION 4,000.00 10.457 60.00 41,888.80
PUR 5/13/09 62886E10 NCR CORP
46577 5/18/09 422589 STURDIVANT/EXECUTION 2,000.00 10.600 30.00 21,230.00
PUR 5/18/09 62886E10 NCR CORP
46577 5/21/09 422602 WILLIAMS CAPITAL GROUP 2,000.00 10.340 30.00 20,710.00
PUR 4/28/09 62937750 NRG ENERGY INC.
43555 5/01/09 422530 JP MORGAN 2,000.00 16.719 60.00 33,498.60
PUR 5/15/09 63530910 NATIONAL CINEMEDIA, INC.
43500 5/20/09 422598 STURDIVANT/EXECUTION 6,000.00 12.234 90.00 73,493.40
PUR 5/18/09 63530910 NATIONAL CINEMEDIA, INC.
43500 5/21/09 422602 ITG (CHANNEL) 8,000.00 12.020 80.00 96,237.60
PUR 4/29/09 65584410 NORFOLK SOUTHERN CORP.
44749 5/04/09 422534 OPPENHEIMER & CO., INC 1,000.00 35.435 30.00 35,465.00
PUR 5/26/09 66680710 NORTHROP GRUMMA
47046 5/29/09 422627 WILLIAMS CAPITAL GROUP 10,000.00 49.117 150.00 491,315.00
PUR 5/26/09 66987M60 NOVATEL WIRELESS INC
47047 5/29/09 422627 MERRIMAN/OTC 42,000.00 10.914 630.00 459,026.40
PUR 5/11/09 67000610 NOVELL, INC.
45030 5/14/09 422577 ITG (CHANNEL) 10,000.00 4.047 100.00 40,567.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 16
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/29/09 68389X10 ORACLE CORP
46204 5/04/09 422534 CREDIT SUISSE SEC (AES) 2,000.00 19.670 20.00 39,360.00
PUR 4/30/09 68389X10 ORACLE CORP
46204 5/05/09 422540 CREDIT SUISSE SEC (AES) 2,000.00 19.769 20.00 39,558.00
PUR 5/04/09 68389X10 ORACLE CORP
46204 5/07/09 422550 CREDIT SUISSE SEC (AES) 10,000.00 19.294 100.00 193,036.00
PUR 5/14/09 68389X10 ORACLE CORP
46204 5/19/09 422593 ITG (CHANNEL) 2,000.00 18.261 20.00 36,541.60
PUR 5/21/09 68389X10 ORACLE CORP
46204 5/27/09 422619 ITG (CHANNEL) 2,000.00 18.540 20.00 37,100.00
PUR 5/22/09 69002720 OUTDOOR CHANNEL HOLDINGS IN
29494 5/28/09 422623 MERRIMAN/OTC 2,000.00 6.522 30.00 13,073.20
PUR 5/26/09 69002720 OUTDOOR CHANNEL HOLDINGS IN
29494 5/29/09 422627 MERRIMAN/OTC 4,000.00 6.680 60.00 26,780.40
PUR 5/18/09 70454910 PEABODY ENERGY CORP.
40443 5/21/09 422602 WILLIAMS CAPITAL GROUP 2,000.00 29.610 30.00 59,250.00
PUR 5/04/09 71344810 PEPSICO, INC.
43554 5/07/09 422550 STURDIVANT/EXECUTION 4,000.00 49.119 60.00 196,535.20
PUR 5/05/09 71344810 PEPSICO, INC.
43554 5/08/09 422554 STURDIVANT/EXECUTION 2,000.00 49.300 30.00 98,630.00
PUR 5/06/09 71344810 PEPSICO, INC.
43554 5/11/09 422559 STURDIVANT/EXECUTION 1,000.00 50.140 15.00 50,155.00
PUR 4/30/09 71817210 PHILIP MORRIS INTERNATIONAL
40646 5/05/09 422540 WILLIAMS CAPITAL GROUP 1,000.00 36.200 15.00 36,215.00
PUR 4/29/09 72925110 PLUM CREEK TIMBER CO INC
46288 5/04/09 422534 JP MORGAN 1,000.00 34.055 30.00 34,085.00
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 17
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/07/09 72925110 PLUM CREEK TIMBER CO INC
46288 5/12/09 422565 STURDIVANT/EXECUTION 1,000.00 35.800 15.00 35,815.00
PUR 5/15/09 72925110 PLUM CREEK TIMBER CO INC
46288 5/20/09 422598 STURDIVANT/EXECUTION 1,000.00 32.590 15.00 32,605.00
PUR 5/21/09 72925110 PLUM CREEK TIMBER CO INC
46288 5/27/09 422619 STURDIVANT/EXECUTION 2,000.00 32.190 30.00 64,410.00
PUR 5/07/09 74731Q10 PZENA INVESTMENT MGMT INC
46575 5/12/09 422565 STURDIVANT/EXECUTION 50,000.00 5.997 750.00 300,620.00
PUR 5/08/09 74731Q10 PZENA INVESTMENT MGMT INC
46575 5/13/09 422573 STURDIVANT/EXECUTION 20,000.00 5.904 300.00 118,388.00
PUR 5/20/09 74731Q10 PZENA INVESTMENT MGMT INC
46575 5/26/09 422613 STURDIVANT/EXECUTION 2,000.00 5.923 30.00 11,875.00
PUR 5/22/09 74731Q10 PZENA INVESTMENT MGMT INC
46575 5/28/09 422623 STURDIVANT/EXECUTION 2,000.00 5.706 30.00 11,442.00
PUR 5/08/09 75876610 REGAL ENTERTAINMENT GROUP
46594 5/13/09 422573 WILLIAMS CAPITAL GROUP 30,000.00 13.143 450.00 394,731.00
PUR 5/11/09 75876610 REGAL ENTERTAINMENT GROUP
46594 5/14/09 422577 STURDIVANT/EXECUTION 10,000.00 13.166 150.00 131,814.00
PUR 5/13/09 75876610 REGAL ENTERTAINMENT GROUP
46594 5/18/09 422589 STURDIVANT/EXECUTION 10,000.00 12.794 150.00 128,091.00
PUR 5/14/09 75876610 REGAL ENTERTAINMENT GROUP
46594 5/19/09 422593 WILLIAMS CAPITAL GROUP 10,000.00 12.444 150.00 124,594.00
PUR 5/18/09 75876610 REGAL ENTERTAINMENT GROUP
46594 5/21/09 422602 WILLIAMS CAPITAL GROUP 1,000.00 12.210 15.00 12,225.00
PUR 5/26/09 75876610 REGAL ENTERTAINMENT GROUP
46594 5/29/09 422627 WILLIAMS CAPITAL GROUP 2,000.00 12.546 30.00 25,122.00
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 18
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/20/09 7591EP10 REGIONS FINANCIAL CORP
46983 5/27/09 422616 JP MORGAN 50,000.00 4.000 200,000.00
PUR 5/20/09 7591EP10 REGIONS FINANCIAL CORP
46983 5/27/09 422616 WILLIAMS CAPITAL GROUP 12,000.00 4.000 48,000.00
PUR 5/21/09 7591EP10 REGIONS FINANCIAL CORP
46983 5/27/09 422619 MORGAN STANLEY 28,000.00 4.105 114,937.20
PUR 5/21/09 7591EP10 REGIONS FINANCIAL CORP
46983 5/27/09 422619 STURDIVANT/EXECUTION 50,000.00 4.000 750.00 200,750.00
PUR 5/22/09 7591EP10 REGIONS FINANCIAL CORP
46983 5/28/09 422623 STURDIVANT/EXECUTION 10,000.00 4.290 150.00 43,050.00
PUR 5/22/09 7591EP10 REGIONS FINANCIAL CORP
46983 5/28/09 422623 STURDIVANT/EXECUTION 20,000.00 4.090 300.00 82,098.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 30,000.00 4.157 125,148.00
450.00
PUR 5/26/09 7591EP10 REGIONS FINANCIAL CORP
46983 5/29/09 422627 WILLIAMS CAPITAL GROUP 10,000.00 3.850 150.00 38,650.00
PUR 5/04/09 76011210 RENTECH INC.
39062 5/07/09 422550 STURDIVANT/EXECUTION 30,000.00 .611 300.00 18,642.00
PUR 5/06/09 76011210 RENTECH INC.
39062 5/11/09 422559 STURDIVANT/EXECUTION 10,000.00 .639 100.00 6,485.00
PUR 5/07/09 76011210 RENTECH INC.
39062 5/12/09 422565 INSTINET (DOMESTIC) 10,000.00 .720 50.00 7,249.00
PUR 5/06/09 76041610 REPUBLIC FIRST BANCORP INC.
43802 5/11/09 422559 MERRIMAN/OTC 2,000.00 7.996 30.00 16,021.20
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 19
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/07/09 76041610 REPUBLIC FIRST BANCORP INC.
43802 5/12/09 422565 MERRIMAN/OTC 1,000.00 8.274 15.00 8,289.00
PUR 5/26/09 76041610 REPUBLIC FIRST BANCORP INC.
43802 5/29/09 422627 MERRIMAN/OTC 1,000.00 7.729 15.00 7,743.70
PUR 5/15/09 78463510 SPX CORP
46103 5/20/09 422598 STURDIVANT/EXECUTION 2,000.00 42.755 30.00 85,540.00
PUR 4/29/09 79084910 ST. JUDE MEDICAL INC.
33134 5/04/09 422534 OPPENHEIMER & CO., INC 1,000.00 34.219 30.00 34,249.00
PUR 5/01/09 79084910 ST. JUDE MEDICAL INC.
33134 5/06/09 422546 STURDIVANT/EXECUTION 2,000.00 33.495 30.00 67,019.00
PUR 4/28/09 80660510 SCHERING-PLOUGH CORP.
39690 5/01/09 422530 JP MORGAN 2,000.00 21.910 60.00 43,880.00
PUR 4/29/09 80660510 SCHERING-PLOUGH CORP.
39690 5/04/09 422534 OPPENHEIMER & CO., INC 2,000.00 22.310 60.00 44,679.60
PUR 5/04/09 80660510 SCHERING-PLOUGH CORP.
39690 5/07/09 422550 STURDIVANT/EXECUTION 3,000.00 22.940 45.00 68,865.00
PUR 5/11/09 80660510 SCHERING-PLOUGH CORP.
39690 5/14/09 422577 STURDIVANT/EXECUTION 3,000.00 22.952 45.00 68,901.90
PUR 5/19/09 83416B10 SOLARWINDS INC
46941 5/26/09 422610 JP MORGAN 10,000.00 12.500 125,000.00
PUR 4/30/09 86681020 SUN MICROSYSTEMS, INC.
45199 5/05/09 422540 CREDIT SUISSE SEC (AES) 6,000.00 9.160 60.00 55,018.80
PUR 5/11/09 87157D10 SYNAPTICS INCORPORATED
39378 5/14/09 422577 ITG (CHANNEL) 3,000.00 28.028 30.00 84,114.30
PUR 4/28/09 88731730 TIME WARNER INC
45489 5/01/09 422530 JP MORGAN 2,667.00 22.079 80.01 58,965.50
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 20
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/06/09 88732J20 TIME WARNER CABLE INC
45484 5/11/09 422559 STURDIVANT/EXECUTION 4,000.00 33.409 60.00 133,696.40
PUR 5/13/09 88732J20 TIME WARNER CABLE INC
45484 5/18/09 422589 STURDIVANT/EXECUTION 2,000.00 31.410 30.00 62,850.00
PUR 5/14/09 88732J20 TIME WARNER CABLE INC
45484 5/19/09 422593 WILLIAMS CAPITAL GROUP 2,000.00 31.156 30.00 62,342.00
PUR 5/15/09 88732J20 TIME WARNER CABLE INC
45484 5/20/09 422598 STURDIVANT/EXECUTION 2,000.00 31.268 30.00 62,565.00
PUR 5/22/09 88870610 TIVO INC.
36147 5/28/09 422623 MERRIMAN/OTC 2,000.00 7.000 30.00 14,030.00
PUR 5/12/09 90297330 US BANCORP
46666 5/15/09 422583 STURDIVANT/EXECUTION 2,000.00 17.460 30.00 34,949.60
PUR 5/12/09 90297330 US BANCORP
46666 5/15/09 422583 STURDIVANT/EXECUTION 30,000.00 17.900 450.00 537,450.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 32,000.00 17.872 572,399.60
480.00
PUR 5/13/09 90297330 US BANCORP
46666 5/18/09 422589 STURDIVANT/EXECUTION 2,000.00 17.740 30.00 35,510.00
PUR 5/18/09 90297330 US BANCORP
46666 5/21/09 422602 WILLIAMS CAPITAL GROUP 2,000.00 18.210 30.00 36,450.00
PUR 4/29/09 90341W10 US AIRWAYS GROUP INC.
43732 5/04/09 422534 OPPENHEIMER & CO., INC 10,000.00 3.999 300.00 40,293.00
PUR 5/01/09 90341W10 US AIRWAYS GROUP INC.
43732 5/06/09 422546 STURDIVANT/EXECUTION 10,000.00 3.891 150.00 39,061.00
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 21
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/30/09 92343V10 VERIZON COMMUNICATIONS INC
43853 5/05/09 422540 CITIGROUP/CITIBANK DOMESTIC 3,000.00 30.500 90.00 91,590.00
PUR 5/01/09 92343V10 VERIZON COMMUNICATIONS INC
43853 5/06/09 422546 STURDIVANT/EXECUTION 10,000.00 30.457 150.00 304,724.00
PUR 5/04/09 92343V10 VERIZON COMMUNICATIONS INC
43853 5/07/09 422550 STURDIVANT/EXECUTION 3,000.00 30.790 45.00 92,415.00
PUR 5/13/09 92343V10 VERIZON COMMUNICATIONS INC
43853 5/18/09 422589 STURDIVANT/EXECUTION 6,000.00 30.350 90.00 182,190.00
PUR 5/14/09 92343V10 VERIZON COMMUNICATIONS INC
43853 5/19/09 422593 WILLIAMS CAPITAL GROUP 10,000.00 29.764 150.00 297,794.00
PUR 5/18/09 92343V10 VERIZON COMMUNICATIONS INC
43853 5/21/09 422602 WILLIAMS CAPITAL GROUP 3,000.00 29.640 45.00 88,964.10
PUR 5/20/09 92343V10 VERIZON COMMUNICATIONS INC
43853 5/26/09 422613 STURDIVANT/EXECUTION 3,000.00 29.939 45.00 89,862.00
PUR 5/22/09 92343V10 VERIZON COMMUNICATIONS INC
43853 5/28/09 422623 MAGNA SECURITIES CORP 1,000.00 28.940 15.00 28,955.00
PUR 5/22/09 92343V10 VERIZON COMMUNICATIONS INC
43853 5/28/09 422623 STURDIVANT/EXECUTION 2,000.00 29.130 30.00 58,290.00
PUR 5/26/09 92343V10 VERIZON COMMUNICATIONS INC
43853 5/29/09 422627 WILLIAMS CAPITAL GROUP 1,000.00 29.640 15.00 29,655.00
PUR 5/15/09 92553P20 VIACOM INC. "B"
46745 5/20/09 422598 GRISWOLD COMPANY 10,000.00 20.314 100.00 203,244.00
PUR 5/18/09 92553P20 VIACOM INC. "B"
46745 5/21/09 422602 WILLIAMS CAPITAL GROUP 10,000.00 20.515 150.00 205,297.00
PUR 5/06/09 93114210 WAL-MART STORES, INC.
40141 5/11/09 422559 STURDIVANT/EXECUTION 2,000.00 50.860 30.00 101,750.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 22
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/07/09 93114210 WAL-MART STORES, INC.
40141 5/12/09 422565 STURDIVANT/EXECUTION 2,000.00 50.800 30.00 101,630.00
PUR 5/08/09 93114210 WAL-MART STORES, INC.
40141 5/13/09 422573 WILLIAMS CAPITAL GROUP 2,000.00 49.878 30.00 99,786.00
PUR 5/12/09 93114210 WAL-MART STORES, INC.
40141 5/15/09 422583 STURDIVANT/EXECUTION 4,000.00 50.700 60.00 202,860.00
PUR 5/18/09 93114210 WAL-MART STORES, INC.
40141 5/21/09 422602 WILLIAMS CAPITAL GROUP 2,000.00 48.720 30.00 97,470.00
PUR 5/21/09 93114210 WAL-MART STORES, INC.
40141 5/27/09 422619 STURDIVANT/EXECUTION 2,000.00 48.750 30.00 97,530.00
PUR 5/22/09 93114210 WAL-MART STORES, INC.
40141 5/28/09 422623 STURDIVANT/EXECUTION 2,000.00 49.340 30.00 98,710.00
PUR 4/29/09 94106L10 WASTE MANAGEMENT INC
46105 5/04/09 422534 JP MORGAN 1,000.00 27.258 30.00 27,288.00
PUR 5/06/09 94974610 WELLS FARGO & COMPANY
46540 5/11/09 422559 STURDIVANT/EXECUTION 5,000.00 25.045 75.00 125,298.00
PUR 5/06/09 94974610 WELLS FARGO & COMPANY
46540 5/11/09 422559 STURDIVANT/EXECUTION 40,000.00 24.500 600.00 980,600.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 45,000.00 24.561 1,105,898.00
675.00
PUR 5/07/09 94974610 WELLS FARGO & COMPANY
46540 5/12/09 422565 RAYMOND JAMES/EXECUTION 10,000.00 24.544 150.00 245,590.00
PUR 5/07/09 94974610 WELLS FARGO & COMPANY
46540 5/12/09 422565 STURDIVANT/EXECUTION 6,000.00 24.619 90.00 147,805.20
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 23
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/07/09 94974610 WELLS FARGO & COMPANY
46540 5/12/09 422565 STURDIVANT/EXECUTION 25,000.00 27.660 375.00 691,875.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 31,000.00 27.071 839,680.20
465.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46540 5/13/09 422569 JP MORGAN 30,000.00 22.000 660,000.00
PUR 5/12/09 94974610 WELLS FARGO & COMPANY
46540 5/15/09 422583 STURDIVANT/EXECUTION 9,000.00 26.820 135.00 241,515.00
PUR 5/04/09 96216610 WEYERHAEUSER CO
46167 5/07/09 422550 WILLIAMS CAPITAL GROUP 6,000.00 35.845 90.00 215,157.00
PUR 5/05/09 96216610 WEYERHAEUSER CO
46167 5/08/09 422554 STURDIVANT/EXECUTION 2,000.00 37.330 30.00 74,690.00
PUR 5/07/09 96216610 WEYERHAEUSER CO
46167 5/12/09 422565 STURDIVANT/EXECUTION 2,000.00 36.110 30.00 72,250.00
PUR 5/15/09 96216610 WEYERHAEUSER CO
46167 5/20/09 422598 STURDIVANT/EXECUTION 1,000.00 31.619 15.00 31,634.00
PUR 4/28/09 97314910 WIND RIVER SYSTEMS INC
42697 5/01/09 422530 CREDIT SUISSE SEC (AES) 2,000.00 6.930 20.00 13,880.00
PUR 4/29/09 97314910 WIND RIVER SYSTEMS INC
42697 5/04/09 422534 CREDIT SUISSE SEC (AES) 2,000.00 7.081 20.00 14,181.20
PUR 4/28/09 98302410 WYETH
44469 5/01/09 422530 JP MORGAN 2,000.00 42.242 60.00 84,544.00
PUR 4/28/09 98302410 WYETH
44469 5/01/09 422530 JP MORGAN 2,000.00 42.410 60.00 84,880.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 4,000.00 42.326 169,424.00
120.00
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/29/09 98302410 WYETH
44469 5/04/09 422534 JP MORGAN 2,000.00 42.658 60.00 85,375.00
PUR 4/30/09 98302410 WYETH
44469 5/05/09 422540 CITIGROUP/CITIBANK DOMESTIC 4,000.00 42.719 120.00 170,996.00
PUR 4/28/09 98975F10 ZORAN CORP
45385 5/01/09 422530 CREDIT SUISSE SEC (AES) 2,000.00 8.920 20.00 17,860.00
PUR 4/30/09 98975F10 ZORAN CORP
45385 5/05/09 422540 CREDIT SUISSE SEC (AES) 2,000.00 8.939 20.00 17,897.00
PUR 5/04/09 98975F10 ZORAN CORP
45385 5/07/09 422550 CREDIT SUISSE SEC (AES) 2,000.00 8.936 20.00 17,891.00
PUR 5/01/09 H8912810 TYCO INTERNATIONAL LTD
46440 5/06/09 422546 MAGNA SECURITIES CORP 20,000.00 24.264 300.00 485,570.00
PUR 5/04/09 H8912810 TYCO INTERNATIONAL LTD
46440 5/07/09 422550 GRISWOLD COMPANY 3,000.00 25.144 30.00 75,462.30
PUR 5/04/09 H8912810 TYCO INTERNATIONAL LTD
46440 5/07/09 422550 STURDIVANT/EXECUTION 4,000.00 24.997 60.00 100,047.20
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 2,119,717.00 30,523,012.19
30,250.89
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 2,119,717.00 30,523,012.19
30,250.89
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 4/28/09 00086T10 A.C. MOORE ARTS & CRAFTS, I .73
43627 5/01/09 422531 CREDIT SUISSE SEC (AES) 10,000.00 2.805 100.00 27,944.27 6,811.04
SALE 5/11/09 00086T10 A.C. MOORE ARTS & CRAFTS, I 1.69
43627 5/14/09 422578 ITG (CHANNEL) 20,000.00 3.285 200.00 65,496.31 23,229.86
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 25
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 4/28/09 00206R10 AT&T INC. 1.30
40688 5/01/09 422531 JP MORGAN 2,000.00 25.210 60.00 50,358.70 -12,884.73
SALE 4/29/09 00206R10 AT&T INC. 5.31
40688 5/04/09 422535 CITIGROUP/CITIBANK DOMESTIC 8,000.00 25.799 320.00 206,069.09 -46,904.63
SALE 4/29/09 00206R10 AT&T INC. 1.34
40688 5/04/09 422535 OPPENHEIMER & CO., INC 2,000.00 25.910 60.00 51,758.66 -11,484.77
SALE 4/30/09 00206R10 AT&T INC. 1.32
40688 5/05/09 422541 CITIGROUP/CITIBANK DOMESTIC 2,000.00 25.561 60.00 51,059.88 -12,183.55
SALE 5/01/09 00206R10 AT&T INC. 2.65
40688 5/06/09 422547 STURDIVANT/EXECUTION 4,000.00 25.770 60.00 103,017.35 -23,469.51
SALE 5/07/09 00817Y10 AETNA INC 1.38
44933 5/12/09 422566 RAYMOND JAMES/EXECUTION 2,000.00 26.784 30.00 53,535.82 8,508.46
SALE 5/05/09 01964550 ALLIS-CHALMERS ENERGY INC. 1.97
36840 5/08/09 422555 RAYMOND JAMES/EXECUTION 20,000.00 3.814 300.00 75,970.03 -7,904.05
SALE 5/06/09 01964550 ALLIS-CHALMERS ENERGY INC. 1.65
36840 5/11/09 422560 BMO CAPITAL MARKETS/EXECUTI 20,000.00 3.205 300.00 63,792.35 -20,081.73
SALE 5/11/09 01964550 ALLIS-CHALMERS ENERGY INC. 1.07
36840 5/14/09 422578 STURDIVANT/EXECUTION 10,000.00 4.142 150.00 41,272.93 -664.11
SALE 5/12/09 01964550 ALLIS-CHALMERS ENERGY INC. 4.90
36840 5/15/09 422584 STURDIVANT/EXECUTION 50,000.00 3.807 750.00 189,585.10 -20,100.11
SALE 5/13/09 01964550 ALLIS-CHALMERS ENERGY INC. .89
36840 5/18/09 422590 STURDIVANT/EXECUTION 10,000.00 3.428 150.00 34,125.11 -7,811.93
SALE 5/14/09 01964550 ALLIS-CHALMERS ENERGY INC. .78
36840 5/19/09 422594 WILLIAMS CAPITAL GROUP 10,000.00 3.028 150.00 30,129.22 -11,807.82
SALE 5/15/09 01964550 ALLIS-CHALMERS ENERGY INC. 1.67
36840 5/20/09 422599 STURDIVANT/EXECUTION 20,000.00 3.247 300.00 64,634.33 -19,239.76
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 26
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/18/09 01964550 ALLIS-CHALMERS ENERGY INC. .86
36840 5/21/09 422603 WILLIAMS CAPITAL GROUP 10,000.00 3.344 150.00 33,292.14 -8,644.90
SALE 5/04/09 02040910 ALMOST FAMILY INC 1.32
44964 5/07/09 422551 CREDIT SUISSE SEC (AES) 2,000.00 25.514 20.00 51,005.68 14,212.41
SALE 5/08/09 02040910 ALMOST FAMILY INC 1.57
44964 5/13/09 422574 ITG (CHANNEL) 2,000.00 30.542 20.00 61,061.43 24,268.16
SALE 5/08/09 02040910 ALMOST FAMILY INC 1.63
44964 5/13/09 422574 LABRANCHE/0TC 2,000.00 31.562 30.00 63,092.57 26,299.30
SALE 5/14/09 04033V20 ARIBA, INC. 5.06
44642 5/19/09 422594 ITG (CHANNEL) 20,000.00 9.829 200.00 196,374.94 35,088.11
SALE 5/15/09 04033V20 ARIBA, INC. 5.07
44642 5/20/09 422599 ITG (CHANNEL) 20,000.00 9.857 200.00 196,942.93 35,656.10
SALE 5/18/09 04033V20 ARIBA, INC. 5.04
44642 5/21/09 422603 ITG (CHANNEL) 20,000.00 9.789 200.00 195,582.96 34,296.12
SALE 5/08/09 05714910 BAKER (MICHAEL) CORP .96
37926 5/13/09 422574 STURDIVANT/EXECUTION 1,000.00 37.250 15.00 37,234.14 6,481.14
SALE 5/08/09 05714910 BAKER (MICHAEL) CORP .98
37926 5/13/09 422574 WILLIAMS CAPITAL GROUP 1,000.00 37.873 15.00 37,857.02 7,104.02
SALE 5/18/09 05714910 BAKER (MICHAEL) CORP 1.84
37926 5/21/09 422603 WILLIAMS CAPITAL GROUP 2,000.00 35.722 30.00 71,411.16 9,905.16
SALE 5/19/09 05714910 BAKER (MICHAEL) CORP .95
37926 5/22/09 422608 STURDIVANT/EXECUTION 1,000.00 36.617 15.00 36,601.05 5,848.05
SALE 5/07/09 05722410 BAKER HUGHES INCORPORATED 4.87
43914 5/12/09 422566 RAYMOND JAMES/EXECUTION 5,000.00 37.825 75.00 189,043.13 37,858.13
SALE 5/08/09 05722410 BAKER HUGHES INCORPORATED 2.00
43914 5/13/09 422574 STURDIVANT/EXECUTION 2,000.00 38.820 30.00 77,608.00 17,134.00
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 27
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/04/09 06050510 BANK OF AMERICA CORP. 2.32
45201 5/07/09 422551 STURDIVANT/EXECUTION 10,000.00 9.010 150.00 89,947.68 20,046.36
SALE 5/05/09 06050510 BANK OF AMERICA CORP. 2.80
45201 5/08/09 422555 RAYMOND JAMES/EXECUTION 10,000.00 10.883 150.00 108,679.20 38,777.88
SALE 5/06/09 06050510 BANK OF AMERICA CORP. 3.01
45201 5/11/09 422560 STURDIVANT/EXECUTION 10,000.00 11.680 150.00 116,646.99 46,745.67
SALE 5/07/09 06050510 BANK OF AMERICA CORP. 3.49
45201 5/12/09 422566 STURDIVANT/EXECUTION 10,000.00 13.553 150.00 135,378.51 65,477.19
SALE 5/07/09 06050510 BANK OF AMERICA CORP. 3.71
45201 5/12/09 422566 STURDIVANT/EXECUTION 10,000.00 14.432 150.00 144,167.29 74,265.97
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 13.993 7.20 279,545.80 139,743.16
300.00
SALE 5/08/09 06050510 BANK OF AMERICA CORP. 7.48
45201 5/13/09 422574 STURDIVANT/EXECUTION 20,000.00 14.540 300.00 290,492.52 150,689.87
SALE 5/08/09 06050510 BANK OF AMERICA CORP. 3.58
45201 5/13/09 422574 WILLIAMS CAPITAL GROUP 10,000.00 13.910 150.00 138,946.42 69,045.10
SALE 5/12/09 06050510 BANK OF AMERICA CORP. 6.82
45201 5/15/09 422584 STURDIVANT/EXECUTION 20,000.00 13.250 300.00 264,693.18 124,890.53
SALE 5/13/09 06050510 BANK OF AMERICA CORP. 3.06
45201 5/18/09 422590 STURDIVANT/EXECUTION 10,000.00 11.890 150.00 118,746.94 48,845.61
SALE 4/30/09 08578910 BERRY PETROLEUM CO 3.03
42924 5/05/09 422541 WILLIAMS CAPITAL GROUP 7,000.00 16.801 105.00 117,499.67 -5,387.05
SALE 5/01/09 08578910 BERRY PETROLEUM CO .82
42924 5/06/09 422547 STURDIVANT/EXECUTION 2,000.00 15.950 30.00 31,869.18 -3,241.31
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 28
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/20/09 08578910 BERRY PETROLEUM CO .97
42924 5/26/09 422614 STURDIVANT/EXECUTION 2,000.00 18.813 30.00 37,594.83 2,484.34
SALE 5/21/09 08578910 BERRY PETROLEUM CO .93
42924 5/27/09 422620 STURDIVANT/EXECUTION 2,000.00 18.084 30.00 36,136.07 1,025.58
SALE 5/22/09 08578910 BERRY PETROLEUM CO .92
42924 5/28/09 422624 WILLIAMS CAPITAL GROUP 2,000.00 17.780 30.00 35,529.08 418.59
SALE 5/26/09 08578910 BERRY PETROLEUM CO .90
42924 5/29/09 422628 RAYMOND JAMES/EXECUTION 2,000.00 17.436 30.00 34,840.10 -270.39
SALE 5/19/09 11012210 BRISTOL-MYERS SQUIBB CO. 1.06
37974 5/22/09 422608 STURDIVANT/EXECUTION 2,000.00 20.485 30.00 40,938.94 -1,369.05
SALE 5/01/09 12526910 CF INDUSTRIES HOLDINGS INC 9.62
46460 5/06/09 422547 WILLIAMS CAPITAL GROUP 5,000.00 74.831 75.00 374,072.38 17,898.28
SALE 5/18/09 12526910 CF INDUSTRIES HOLDINGS INC 4.12
46460 5/21/09 422603 WILLIAMS CAPITAL GROUP 2,000.00 80.000 30.00 159,965.88 15,416.14
SALE 5/20/09 12526910 CF INDUSTRIES HOLDINGS INC 4.35
46460 5/26/09 422614 STURDIVANT/EXECUTION 2,000.00 84.519 30.00 169,002.65 24,452.91
SALE 5/15/09 12665010 CVS CORP. 2.37
44177 5/20/09 422599 WILLIAMS CAPITAL GROUP 3,000.00 30.710 45.00 92,082.63 11,623.59
SALE 5/18/09 12665010 CVS CORP. 1.60
44177 5/21/09 422603 WILLIAMS CAPITAL GROUP 2,000.00 31.000 30.00 61,968.40 8,329.04
SALE 5/19/09 12665010 CVS CORP. 1.62
44177 5/22/09 422608 STURDIVANT/EXECUTION 2,000.00 31.513 30.00 62,993.38 9,354.02
SALE 5/26/09 13442910 CAMPBELL SOUP CO. 2.18
43631 5/29/09 422628 WILLIAMS CAPITAL GROUP 3,000.00 28.168 45.00 84,456.82 -13,104.63
SALE 5/06/09 14622910 CARTER'S INC 12.12
46377 5/11/09 422560 STURDIVANT/EXECUTION 20,000.00 23.565 300.00 470,993.88 47,733.88
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 29
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 4/29/09 15102010 CELGENE CORP 1.07
45437 5/04/09 422535 CREDIT SUISSE SEC (AES) 1,000.00 41.505 10.00 41,493.93 2,952.86
SALE 5/22/09 15678210 CERNER CORP. 1.45
43670 5/28/09 422624 ITG (CHANNEL) 1,000.00 56.216 10.00 56,204.85 18,922.63
SALE 5/05/09 16516710 CHESAPEAKE ENERGY CORP. 7.12
41851 5/08/09 422555 STURDIVANT/EXECUTION 13,000.00 21.289 195.00 276,554.88 -114,820.21
SALE 5/22/09 16516710 CHESAPEAKE ENERGY CORP. 1.07
41851 5/28/09 422624 WILLIAMS CAPITAL GROUP 2,000.00 20.790 30.00 41,548.93 -18,662.62
SALE 4/28/09 17243V10 CINEMARK HOLDINGS, INC. 9.38
45092 5/01/09 422531 JP MORGAN 40,000.00 9.118 1,200.00 363,510.62 57,502.49
SALE 5/07/09 17275R10 CISCO SYSTEMS INC 6.13
23375 5/12/09 422566 MERRIMAN/OTC 12,000.00 19.870 180.00 238,256.27 2,505.85
SALE 4/29/09 18538Q10 CLEARWIRE CORP. CL A 1.40
43952 5/04/09 422535 CREDIT SUISSE SEC (AES) 10,000.00 5.419 100.00 54,090.60 9,708.04
SALE 5/22/09 18538Q10 CLEARWIRE CORP. CL A 1.17
43952 5/28/09 422624 ITG (CHANNEL) 10,000.00 4.549 100.00 45,387.83 1,005.27
SALE 4/30/09 19210810 COEUR D'ALENE MINES CORP .34
43007 5/05/09 422541 CITIGROUP/CITIBANK DOMESTIC 10,000.00 1.306 300.00 12,758.66 1,591.19
SALE 5/01/09 19210810 COEUR D'ALENE MINES CORP .38
43007 5/06/09 422547 WILLIAMS CAPITAL GROUP 10,000.00 1.450 150.00 14,349.62 3,182.15
SALE 5/04/09 19210810 COEUR D'ALENE MINES CORP .79
43007 5/07/09 422551 STURDIVANT/EXECUTION 20,000.00 1.535 300.00 30,399.21 8,064.27
SALE 5/06/09 19210810 COEUR D'ALENE MINES CORP 4.20
43007 5/11/09 422560 STURDIVANT/EXECUTION 100,000.00 1.631 1,000.00 162,115.80 50,441.12
SALE 5/12/09 19210810 COEUR D'ALENE MINES CORP 4.15
43007 5/15/09 422584 STURDIVANT/EXECUTION 100,000.00 1.613 1,000.00 160,315.85 48,641.17
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 30
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/13/09 19210810 COEUR D'ALENE MINES CORP .76
43007 5/18/09 422590 STURDIVANT/EXECUTION 20,000.00 1.465 200.00 29,099.24 6,764.30
SALE 5/14/09 19210810 COEUR D'ALENE MINES CORP .34
43007 5/19/09 422594 WILLIAMS CAPITAL GROUP 10,000.00 1.300 100.00 12,902.66 1,735.19
SALE 5/15/09 19210810 COEUR D'ALENE MINES CORP 1.03
43007 5/20/09 422599 STURDIVANT/EXECUTION 30,000.00 1.333 300.00 39,697.97 6,195.57
SALE 5/19/09 19210810 COEUR D'ALENE MINES CORP .36
43007 5/22/09 422608 STURDIVANT/EXECUTION 10,000.00 1.390 100.00 13,796.64 2,629.17
SALE 4/29/09 20337210 COMMSCOPE INC. 1.26
41914 5/04/09 422535 JP MORGAN 2,000.00 24.353 60.00 48,645.34 180.14
SALE 5/19/09 20337210 COMMSCOPE INC. 11.18
41914 5/22/09 422608 STURDIVANT/EXECUTION 18,000.00 24.148 270.00 434,381.02 -1,805.79
SALE 5/22/09 20779710 CONNECTICUT WATER SERVICE, 3.59
44206 5/28/09 422624 ITG (CHANNEL) 7,000.00 19.932 70.00 139,449.71 -11,267.47
SALE 4/30/09 21037110 CONSTELLATION ENERGY GROUP, 1.79
43010 5/05/09 422541 CITIGROUP/CITIBANK DOMESTIC 3,000.00 23.187 90.00 69,467.71 -1,035.63
SALE 5/01/09 21037110 CONSTELLATION ENERGY GROUP, 1.27
43010 5/06/09 422547 WILLIAMS CAPITAL GROUP 2,000.00 24.629 30.00 49,225.93 2,223.70
SALE 5/04/09 21037110 CONSTELLATION ENERGY GROUP, 1.28
43010 5/07/09 422551 STURDIVANT/EXECUTION 2,000.00 24.770 30.00 49,508.72 2,506.49
SALE 5/14/09 21037110 CONSTELLATION ENERGY GROUP, 1.33
43010 5/19/09 422594 WILLIAMS CAPITAL GROUP 2,000.00 25.871 30.00 51,710.67 4,708.44
SALE 5/19/09 21037110 CONSTELLATION ENERGY GROUP, 1.98
43010 5/22/09 422608 STURDIVANT/EXECUTION 3,000.00 25.621 45.00 76,815.72 6,312.38
SALE 5/22/09 21037110 CONSTELLATION ENERGY GROUP, 1.31
43010 5/28/09 422624 WILLIAMS CAPITAL GROUP 2,000.00 25.410 30.00 50,788.69 3,786.46
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 31
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/06/09 23582520 DANA HOLDING CORP .97
46188 5/11/09 422560 INSTINET (DOMESTIC) 20,000.00 1.876 140.00 37,385.03 21,713.94
SALE 5/06/09 23582520 DANA HOLDING CORP .97
46188 5/11/09 422560 INSTINET (DOMESTIC) 20,000.00 1.876 140.00 37,385.03 21,713.94
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 1.876 1.94 74,770.06 43,427.88
280.00
SALE 5/07/09 23582520 DANA HOLDING CORP .99
46188 5/12/09 422566 INSTINET (DOMESTIC) 20,000.00 1.913 140.00 38,119.01 22,447.92
SALE 5/08/09 23582520 DANA HOLDING CORP 2.11
46188 5/13/09 422574 INSTINET (DOMESTIC) 40,000.00 2.043 280.00 81,453.89 50,111.71
SALE 5/11/09 23582520 DANA HOLDING CORP 2.07
46188 5/14/09 422578 INSTINET (DOMESTIC) 40,000.00 2.013 280.00 80,245.93 48,903.75
SALE 5/12/09 23582520 DANA HOLDING CORP .83
46188 5/15/09 422584 INSTINET (DOMESTIC) 20,000.00 1.610 140.00 32,049.17 16,378.08
SALE 5/13/09 23582520 DANA HOLDING CORP .75
46188 5/18/09 422590 INSTINET (DOMESTIC) 20,000.00 1.453 140.00 28,913.25 13,242.16
SALE 5/14/09 23582520 DANA HOLDING CORP .74
46188 5/19/09 422594 INSTINET (DOMESTIC) 20,000.00 1.431 140.00 28,475.26 12,804.17
SALE 5/15/09 23582520 DANA HOLDING CORP 1.64
46188 5/20/09 422599 ITG (CHANNEL) 40,000.00 1.594 400.00 63,350.36 32,008.18
SALE 5/18/09 23582520 DANA HOLDING CORP .79
46188 5/21/09 422603 ITG (CHANNEL) 20,000.00 1.526 200.00 30,313.21 14,642.12
SALE 5/19/09 23582520 DANA HOLDING CORP .86
46188 5/22/09 422608 INSTINET (DOMESTIC) 20,000.00 1.671 140.00 33,271.14 17,600.05
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 32
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/20/09 23582520 DANA HOLDING CORP .84
46188 5/26/09 422614 INSTINET (DOMESTIC) 20,000.00 1.632 140.00 32,489.16 16,818.07
SALE 5/22/09 23582520 DANA HOLDING CORP .74
46188 5/28/09 422624 INSTINET (DOMESTIC) 20,000.00 1.434 140.00 28,539.26 12,868.17
SALE 5/26/09 23582520 DANA HOLDING CORP .71
46188 5/29/09 422628 INSTINET (DOMESTIC) 20,000.00 1.377 140.00 27,397.29 11,726.20
SALE 4/29/09 23767P10 DATA DOMAIN INC .81
45386 5/04/09 422535 CREDIT SUISSE SEC (AES) 2,000.00 15.672 20.00 31,322.19 5,043.36
SALE 5/01/09 23767P10 DATA DOMAIN INC 1.78
45386 5/06/09 422547 CREDIT SUISSE SEC (AES) 4,000.00 17.256 40.00 68,981.42 16,423.77
SALE 5/06/09 23767P10 DATA DOMAIN INC 1.81
45386 5/11/09 422560 CREDIT SUISSE SEC (AES) 4,000.00 17.601 40.00 70,361.79 17,804.14
SALE 5/07/09 23767P10 DATA DOMAIN INC 6.81
45386 5/12/09 422566 MERRIMAN/OTC 16,000.00 16.561 240.00 264,727.59 54,496.98
SALE 5/15/09 23767P10 DATA DOMAIN INC 4.33
45386 5/20/09 422599 ITG (CHANNEL) 10,000.00 16.848 100.00 168,373.67 36,979.54
SALE 5/21/09 23767P10 DATA DOMAIN INC 6.19
45386 5/27/09 422620 MORGAN STANLEY 10,000.00 24.054 240,531.81 109,137.68
SALE 5/18/09 24237010 DEAN FOODS 4.74
46443 5/21/09 422603 WILLIAMS CAPITAL GROUP 10,000.00 18.433 150.00 184,170.26 -2,097.19
SALE 5/19/09 24237010 DEAN FOODS 2.41
46443 5/22/09 422608 STURDIVANT/EXECUTION 5,000.00 18.748 75.00 93,661.09 527.37
SALE 5/26/09 24237010 DEAN FOODS 7.60
46443 5/29/09 422628 RAYMOND JAMES/EXECUTION 16,000.00 18.464 240.00 295,171.60 -2,856.32
SALE 5/12/09 25470M10 DISH NETWORKS 6.35
46472 5/15/09 422584 ITG (CHANNEL) 14,000.00 17.628 140.00 246,645.65 39,070.20
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 33
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/19/09 26353410 DU PONT (E.I.) DE NEMOURS & 1.48
44052 5/22/09 422608 STURDIVANT/EXECUTION 2,000.00 28.624 30.00 57,216.52 7,160.21
SALE 5/20/09 26353410 DU PONT (E.I.) DE NEMOURS & 4.53
44052 5/26/09 422614 STURDIVANT/EXECUTION 6,000.00 29.373 90.00 176,140.47 25,971.54
SALE 5/07/09 27864210 EBAY INC. 2.67
45009 5/12/09 422566 MERRIMAN/OTC 6,000.00 17.294 90.00 103,669.53 41,216.13
SALE 5/21/09 27864210 EBAY INC. 1.79
45009 5/27/09 422620 ITG (CHANNEL) 4,000.00 17.403 40.00 69,570.21 27,934.61
SALE 5/26/09 29084610 EMCORE CORP. .79
37408 5/29/09 422628 INSTINET (DOMESTIC) 20,000.00 1.535 140.00 30,559.21 -65,984.61
SALE 4/28/09 29084Q10 EMCOR GROUP, INC. 1.00
43731 5/01/09 422531 JP MORGAN 2,000.00 19.401 60.00 38,741.00 10,792.65
SALE 4/29/09 29084Q10 EMCOR GROUP, INC. 1.06
43731 5/04/09 422535 OPPENHEIMER & CO., INC 2,000.00 20.611 60.00 41,159.94 13,211.59
SALE 4/30/09 29084Q10 EMCOR GROUP, INC. 4.03
43731 5/05/09 422541 CITIGROUP/CITIBANK DOMESTIC 7,000.00 22.360 210.00 156,303.17 58,483.96
SALE 4/28/09 29265910 ENERGY CONVERSION DEVICES, 1.23
44684 5/01/09 422531 CREDIT SUISSE SEC (AES) 3,000.00 15.932 30.00 47,763.27 -20,317.54
SALE 4/29/09 29265910 ENERGY CONVERSION DEVICES, .84
44684 5/04/09 422535 CREDIT SUISSE SEC (AES) 2,000.00 16.224 20.00 32,427.76 -12,959.45
SALE 4/30/09 29265910 ENERGY CONVERSION DEVICES, 2.43
44684 5/05/09 422541 CREDIT SUISSE SEC (AES) 5,000.00 18.856 50.00 94,226.07 -19,241.94
SALE 5/04/09 29265910 ENERGY CONVERSION DEVICES, 5.22
44684 5/07/09 422551 CREDIT SUISSE SEC (AES) 10,000.00 20.298 100.00 202,877.78 -24,058.25
SALE 5/04/09 29265910 ENERGY CONVERSION DEVICES, 5.02
44684 5/07/09 422551 CREDIT SUISSE SEC (AES) 10,000.00 19.503 100.00 194,923.98 -32,012.05
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 19.901 10.24 397,801.76 -56,070.30
200.00
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 34
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/04/09 29363910 ENTERCOM COMMUNICATIONS COR .52
37233 5/07/09 422551 STURDIVANT/EXECUTION 10,000.00 2.002 150.00 19,865.48 -15,307.00
SALE 5/07/09 29363910 ENTERCOM COMMUNICATIONS COR .75
37233 5/12/09 422566 STURDIVANT/EXECUTION 10,000.00 2.883 150.00 28,677.25 -6,495.23
SALE 5/04/09 30205120 EXIDE TECHNOLOGIES 1.28
43708 5/07/09 422551 CREDIT SUISSE SEC (AES) 8,000.00 6.210 80.00 49,599.52 18,988.65
SALE 5/04/09 30205120 EXIDE TECHNOLOGIES .31
43708 5/07/09 422551 CREDIT SUISSE SEC (AES) 2,000.00 5.857 20.00 11,692.69 4,039.97
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,000.00 6.139 1.59 61,292.21 23,028.62
100.00
SALE 5/05/09 30205120 EXIDE TECHNOLOGIES 1.59
43708 5/08/09 422555 CREDIT SUISSE SEC (AES) 10,000.00 6.179 100.00 61,689.41 23,425.82
SALE 5/06/09 30205120 EXIDE TECHNOLOGIES 1.61
43708 5/11/09 422560 CREDIT SUISSE SEC (AES) 10,000.00 6.250 100.00 62,400.39 24,136.80
SALE 5/06/09 30205120 EXIDE TECHNOLOGIES 1.64
43708 5/11/09 422560 MERRIMAN/OTC 10,000.00 6.343 150.00 63,278.36 25,014.77
SALE 5/08/09 30205120 EXIDE TECHNOLOGIES 1.66
43708 5/13/09 422574 ITG (CHANNEL) 10,000.00 6.433 100.00 64,228.34 25,964.75
SALE 5/18/09 30205120 EXIDE TECHNOLOGIES .58
43708 5/21/09 422603 ITG (CHANNEL) 4,000.00 5.610 40.00 22,398.62 7,093.18
SALE 5/19/09 30205120 EXIDE TECHNOLOGIES .61
43708 5/22/09 422608 ITG (CHANNEL) 4,000.00 5.923 40.00 23,652.59 8,347.15
SALE 5/21/09 30205120 EXIDE TECHNOLOGIES .31
43708 5/27/09 422620 ITG (CHANNEL) 2,000.00 5.922 20.00 11,823.09 4,170.37
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 35
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/22/09 30205120 EXIDE TECHNOLOGIES .31
43708 5/28/09 422624 ITG (CHANNEL) 2,000.00 5.970 20.00 11,919.09 4,266.37
SALE 5/22/09 30205120 EXIDE TECHNOLOGIES .32
43708 5/28/09 422624 MERRIMAN/OTC 2,000.00 6.146 30.00 12,261.48 4,608.76
SALE 5/26/09 30205120 EXIDE TECHNOLOGIES .31
43708 5/29/09 422628 MERRIMAN/OTC 2,000.00 6.005 30.00 11,979.89 4,327.17
SALE 5/11/09 31314830 FEDERAL AGRIC MTG CORP-CL C .97
45368 5/14/09 422578 STURDIVANT/EXECUTION 10,000.00 3.749 150.00 37,339.03 8,737.14
SALE 5/13/09 31314830 FEDERAL AGRIC MTG CORP-CL C 1.96
45368 5/18/09 422590 STURDIVANT/EXECUTION 10,000.00 7.605 150.00 75,894.04 47,292.15
SALE 5/14/09 31314830 FEDERAL AGRIC MTG CORP-CL C 1.69
45368 5/19/09 422594 WILLIAMS CAPITAL GROUP 10,000.00 6.559 150.00 65,441.31 36,839.42
SALE 5/15/09 31314830 FEDERAL AGRIC MTG CORP-CL C 1.55
45368 5/20/09 422599 STURDIVANT/EXECUTION 10,000.00 6.000 150.00 59,848.45 31,246.56
SALE 5/18/09 31314830 FEDERAL AGRIC MTG CORP-CL C 1.62
45368 5/21/09 422603 WILLIAMS CAPITAL GROUP 10,000.00 6.269 150.00 62,533.38 33,931.49
SALE 5/19/09 31314830 FEDERAL AGRIC MTG CORP-CL C 1.71
45368 5/22/09 422608 STURDIVANT/EXECUTION 10,000.00 6.646 150.00 66,309.29 37,707.40
SALE 5/20/09 31314830 FEDERAL AGRIC MTG CORP-CL C 1.67
45368 5/26/09 422614 STURDIVANT/EXECUTION 10,000.00 6.461 150.00 64,458.33 35,856.44
SALE 5/21/09 31314830 FEDERAL AGRIC MTG CORP-CL C 1.52
45368 5/27/09 422620 STURDIVANT/EXECUTION 10,000.00 5.900 150.00 58,844.48 30,242.60
SALE 5/22/09 31314830 FEDERAL AGRIC MTG CORP-CL C 1.54
45368 5/28/09 422624 WILLIAMS CAPITAL GROUP 10,000.00 5.980 150.00 59,648.46 31,046.57
SALE 4/30/09 33643310 FIRST SOLAR INC. .46
39085 5/05/09 422541 CREDIT SUISSE SEC (AES) 100.00 177.26 1.00 17,724.54 1,860.03
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 36
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/08/09 36159R10 GEO GROUP INC/THE 2.21
45218 5/13/09 422574 STURDIVANT/EXECUTION 5,000.00 17.186 75.00 85,850.79 15,420.89
SALE 5/20/09 36159R10 GEO GROUP INC/THE 2.18
45218 5/26/09 422614 STURDIVANT/EXECUTION 5,000.00 16.955 75.00 84,697.82 14,267.92
SALE 5/22/09 36159R10 GEO GROUP INC/THE 2.06
45218 5/28/09 422624 WILLIAMS CAPITAL GROUP 5,000.00 16.012 75.00 79,982.94 9,553.05
SALE 5/19/09 36938510 GENERAL COMMUNICATION INC. .36
43534 5/22/09 422608 ITG (CHANNEL) 2,000.00 6.908 20.00 13,795.64 2,006.64
SALE 5/21/09 36955010 GENERAL DYNAMICS CORP. 1.44
46066 5/27/09 422620 STURDIVANT/EXECUTION 1,000.00 56.011 15.00 55,994.56 11,446.13
SALE 5/08/09 36960410 GENERAL ELECTRIC CO. 1.49
12731 5/13/09 422574 WILLIAMS CAPITAL GROUP 4,000.00 14.408 60.00 57,569.71 -21,349.27
SALE 5/19/09 39116410 GREAT PLAINS ENERGY INC. 9.11
44780 5/22/09 422608 STURDIVANT/EXECUTION 24,000.00 14.760 360.00 353,866.09 -10,869.11
SALE 4/29/09 39762420 GREIF INC. CL B .21
37621 5/04/09 422535 OPPENHEIMER & CO., INC 200.00 40.019 6.00 7,997.55 -2,136.12
SALE 5/06/09 39762420 GREIF INC. CL B .23
37621 5/11/09 422560 STURDIVANT/EXECUTION 200.00 44.700 3.00 8,936.77 -1,196.90
SALE 5/07/09 39762420 GREIF INC. CL B .24
37621 5/12/09 422566 STURDIVANT/EXECUTION 200.00 45.000 3.00 8,996.76 -1,136.91
SALE 5/21/09 39762420 GREIF INC. CL B .52
37621 5/27/09 422620 STURDIVANT/EXECUTION 500.00 40.332 7.50 20,157.98 -5,176.18
SALE 5/13/09 41457P10 HARRIS STRATEX NETWORKS-CL .53
47074 5/18/09 422590 MAGNA SECURITIES (OTC) 3,600.00 5.713 54.00 20,511.91 -2,136.88
SALE 5/12/09 41987910 HAWAIIAN HOLDINGS, INC. .52
43756 5/15/09 422584 STURDIVANT/EXECUTION 4,000.00 5.025 60.00 20,039.88 1,374.64
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
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 4/28/09 43146610 HILL INTERNATIONAL INC. .98
44598 5/01/09 422531 JP MORGAN 10,000.00 3.785 300.00 37,548.02 -7,284.21
SALE 4/30/09 43146610 HILL INTERNATIONAL INC. 1.06
44598 5/05/09 422541 CITIGROUP/CITIBANK DOMESTIC 10,000.00 4.121 300.00 40,904.94 -3,927.29
SALE 4/28/09 44701110 HUNTSMAN CORP. 1.29
41546 5/01/09 422531 JP MORGAN 10,000.00 4.988 300.00 49,575.71 -15,825.87
SALE 5/04/09 44701110 HUNTSMAN CORP. 1.46
41546 5/07/09 422551 STURDIVANT/EXECUTION 10,000.00 5.675 150.00 56,594.54 -8,807.04
SALE 5/07/09 44701110 HUNTSMAN CORP. 1.61
41546 5/12/09 422566 STURDIVANT/EXECUTION 10,000.00 6.232 150.00 62,164.39 -3,237.19
SALE 5/08/09 44701110 HUNTSMAN CORP. 1.26
41546 5/13/09 422574 STURDIVANT/EXECUTION 10,000.00 4.900 150.00 48,848.74 -16,552.84
SALE 5/20/09 44701110 HUNTSMAN CORP. 1.85
41546 5/26/09 422614 STURDIVANT/EXECUTION 10,000.00 7.198 150.00 71,832.15 6,430.57
SALE 5/21/09 44701110 HUNTSMAN CORP. 1.70
41546 5/27/09 422620 STURDIVANT/EXECUTION 10,000.00 6.593 150.00 65,780.30 378.72
SALE 5/18/09 45920010 INTL BUSINESS MACHINES CORP 5.36
45198 5/21/09 422603 MAGNA SECURITIES CORP 2,000.00 104.17 30.00 208,320.04 20,103.58
SALE 5/26/09 46428773 ISHARES DJ US REAL ESTATE 1.73
45490 5/29/09 422628 WILLIAMS CAPITAL GROUP 2,000.00 33.488 30.00 66,943.87 10,354.57
SALE 5/01/09 46428777 ISHARES DJ US FINANCIAL SER 1.06
45112 5/06/09 422547 STURDIVANT/EXECUTION 1,000.00 41.162 15.00 41,145.94 8,377.64
SALE 5/01/09 46428777 ISHARES DJ US FINANCIAL SER 3.21
45112 5/06/09 422547 WILLIAMS CAPITAL GROUP 3,000.00 41.530 45.00 124,542.09 26,237.20
SALE 5/06/09 46428777 ISHARES DJ US FINANCIAL SER 2.38
45112 5/11/09 422560 STURDIVANT/EXECUTION 2,000.00 46.130 30.00 92,227.62 26,691.03
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
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 5/21/09 46428777 ISHARES DJ US FINANCIAL SER 1.15
45112 5/27/09 422620 STURDIVANT/EXECUTION 1,000.00 44.450 15.00 44,433.85 11,665.55
SALE 5/22/09 46428777 ISHARES DJ US FINANCIAL SER 2.30
45112 5/28/09 422624 STURDIVANT/EXECUTION 2,000.00 44.746 30.00 89,459.70 23,923.11
SALE 5/22/09 46428777 ISHARES DJ US FINANCIAL SER 6.94
45112 5/28/09 422624 WILLIAMS CAPITAL GROUP 6,000.00 44.986 90.00 269,820.26 73,210.49
SALE 5/26/09 46428777 ISHARES DJ US FINANCIAL SER 2.29
45112 5/29/09 422628 RAYMOND JAMES/EXECUTION 2,000.00 44.543 30.00 89,053.71 23,517.12
SALE 5/26/09 46428777 ISHARES DJ US FINANCIAL SER 3.53
45112 5/29/09 422628 WILLIAMS CAPITAL GROUP 3,000.00 45.719 45.00 137,107.27 38,802.38
SALE 5/01/09 46612K10 JDA SOFTWARE 2.49
46080 5/06/09 422547 CREDIT SUISSE SEC (AES) 6,700.00 14.428 67.00 96,600.79 18,737.00
SALE 5/06/09 46612K10 JDA SOFTWARE 1.87
46080 5/11/09 422560 CREDIT SUISSE SEC (AES) 5,000.00 14.499 50.00 72,444.63 14,337.33
SALE 5/07/09 46612K10 JDA SOFTWARE 5.41
46080 5/12/09 422566 MERRIMAN/OTC 15,000.00 14.034 225.00 210,273.59 35,951.67
SALE 5/01/09 46625H10 JP MORGAN CHASE & CO 2.58
28084 5/06/09 422547 WILLIAMS CAPITAL GROUP 3,000.00 33.350 45.00 100,002.42 23,602.12
SALE 5/08/09 46625H10 JP MORGAN CHASE & CO 1.91
28084 5/13/09 422574 STURDIVANT/EXECUTION 2,000.00 36.965 30.00 73,898.09 22,964.56
SALE 5/13/09 47816010 JOHNSON & JOHNSON 1.42
18884 5/18/09 422590 STURDIVANT/EXECUTION 1,000.00 55.220 15.00 55,203.58 -1,224.25
SALE 5/19/09 47816010 JOHNSON & JOHNSON 1.45
18884 5/22/09 422608 STURDIVANT/EXECUTION 1,000.00 56.058 15.00 56,041.55 -386.28
SALE 5/21/09 47816010 JOHNSON & JOHNSON 2.85
18884 5/27/09 422620 STURDIVANT/EXECUTION 2,000.00 55.333 30.00 110,632.55 -2,223.11
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 5/01/09 THROUGH 5/31/09
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 5/12/09 50207910 LMI AEROSPACE INC. 1.69
39623 5/15/09 422584 ITG (CHANNEL) 7,000.00 9.364 70.00 65,474.21 -10,737.39
SALE 5/20/09 50207910 LMI AEROSPACE INC. .47
39623 5/26/09 422614 MERRIMAN/OTC 2,000.00 9.127 30.00 18,223.53 -3,551.21
SALE 5/04/09 53071M50 LIBERTY MEDIA CORP. 21.84
43435 5/07/09 422551 CREDIT SUISSE SEC (AES) 34,000.00 24.994 340.00 849,427.36 232,981.85
SALE 5/04/09 53071M50 LIBERTY MEDIA CORP. 3.96
43435 5/07/09 422551 CREDIT SUISSE SEC (AES) 6,000.00 25.651 60.00 153,844.44 45,059.94
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 25.092 25.80 1,003,271.80 278,041.79
400.00
SALE 5/05/09 53071M50 LIBERTY MEDIA CORP. 12.72
43435 5/08/09 422555 CREDIT SUISSE SEC (AES) 20,000.00 24.740 200.00 494,587.28 131,972.27
SALE 5/08/09 53418710 LINCOLN NATIONAL CORP .90
46065 5/13/09 422574 STURDIVANT/EXECUTION 2,000.00 17.320 30.00 34,609.30 17,955.68
SALE 5/15/09 53418710 LINCOLN NATIONAL CORP .46
46065 5/20/09 422599 STURDIVANT/EXECUTION 1,000.00 17.710 15.00 17,694.54 9,367.73
SALE 5/19/09 53418710 LINCOLN NATIONAL CORP .89
46065 5/22/09 422608 STURDIVANT/EXECUTION 2,000.00 17.270 30.00 34,509.11 17,855.49
SALE 5/21/09 53591920 LIONS GATE ENTERTAINMENT CO 1.11
43432 5/27/09 422620 STURDIVANT/EXECUTION 8,000.00 5.353 120.00 42,703.69 916.03
SALE 5/22/09 53591920 LIONS GATE ENTERTAINMENT CO 1.37
43432 5/28/09 422624 WILLIAMS CAPITAL GROUP 10,000.00 5.302 150.00 52,868.63 634.06
SALE 5/26/09 53591920 LIONS GATE ENTERTAINMENT CO 1.40
43432 5/29/09 422628 WILLIAMS CAPITAL GROUP 10,000.00 5.444 150.00 54,283.60 2,049.03
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
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 4/28/09 55271510 MEMC ELECTRONICS MATERIALS, .76
40575 5/01/09 422531 JP MORGAN 2,000.00 14.750 60.00 29,438.24 -50,118.68
SALE 5/08/09 55271510 MEMC ELECTRONICS MATERIALS, 5.36
40575 5/13/09 422574 WILLIAMS CAPITAL GROUP 12,000.00 17.358 180.00 208,108.24 -269,233.25
SALE 5/19/09 55312Q20 MMC ENERGY, INC. .06
37673 5/22/09 422608 INSTINET (PORTAL) 2,000.00 1.138 14.00 2,262.34 -7,439.89
SALE 5/20/09 55312Q20 MMC ENERGY, INC. .06
37673 5/26/09 422614 MERRIMAN/OTC 2,000.00 1.121 30.00 2,210.94 -7,491.29
SALE 5/07/09 55608B10 MACQUARIE INFRASTRUCTURE CO 1.71
41251 5/12/09 422566 STURDIVANT/EXECUTION 20,000.00 3.316 300.00 66,010.29 -117,011.18
SALE 5/19/09 55608B10 MACQUARIE INFRASTRUCTURE CO .85
41251 5/22/09 422608 STURDIVANT/EXECUTION 10,000.00 3.278 150.00 32,627.15 -58,883.59
SALE 5/20/09 55608B10 MACQUARIE INFRASTRUCTURE CO .94
41251 5/26/09 422614 STURDIVANT/EXECUTION 10,000.00 3.638 150.00 36,229.06 -55,281.68
SALE 5/21/09 55608B10 MACQUARIE INFRASTRUCTURE CO .79
41251 5/27/09 422620 STURDIVANT/EXECUTION 10,000.00 3.045 150.00 30,302.21 -61,208.53
SALE 5/26/09 57290110 MARTEK BIOSCIENCES CORP 1.03
46378 5/29/09 422628 MERRIMAN/OTC 2,000.00 19.875 30.00 39,719.37 3,671.49
SALE 5/20/09 58013510 MCDONALD'S CORP. 1.44
42586 5/26/09 422614 STURDIVANT/EXECUTION 1,000.00 55.942 15.00 55,925.36 112.52
SALE 5/21/09 58013510 MCDONALD'S CORP. 1.44
42586 5/27/09 422620 STURDIVANT/EXECUTION 1,000.00 56.026 15.00 56,009.66 196.82
SALE 5/22/09 58013510 MCDONALD'S CORP. 1.48
42586 5/28/09 422624 STURDIVANT/EXECUTION 1,000.00 57.552 15.00 57,535.12 1,722.28
SALE 5/26/09 58013510 MCDONALD'S CORP. 1.47
42586 5/29/09 422628 RAYMOND JAMES/EXECUTION 1,000.00 57.160 15.00 57,143.53 1,330.69
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 5/01/09 THROUGH 5/31/09
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 5/08/09 58155Q10 MCKESSON CORP. 2.10
44745 5/13/09 422574 STURDIVANT/EXECUTION 2,000.00 40.720 30.00 81,407.90 2,780.16
SALE 5/11/09 58155Q10 MCKESSON CORP. 2.10
44745 5/14/09 422578 STURDIVANT/EXECUTION 2,000.00 40.715 30.00 81,397.90 2,770.16
SALE 5/06/09 58497720 MEDTOX SCIENTIFIC INC. .47
38052 5/11/09 422560 CREDIT SUISSE SEC (AES) 2,000.00 8.986 20.00 17,952.33 -4,856.73
SALE 4/29/09 58505510 MEDTRONIC, INC. 7.95
43829 5/04/09 422535 OPPENHEIMER & CO., INC 10,000.00 30.901 300.00 308,705.05 24,271.13
SALE 5/01/09 58505510 MEDTRONIC, INC. 8.20
43829 5/06/09 422547 STURDIVANT/EXECUTION 10,000.00 31.886 150.00 318,698.80 34,264.87
SALE 5/20/09 60786L10 MODUSLINK GLOBAL SOLUTIONS 1.12
43940 5/26/09 422614 MERRIMAN/OTC 10,000.00 4.322 150.00 43,069.88 11,829.03
SALE 5/21/09 60786L10 MODUSLINK GLOBAL SOLUTIONS 1.03
43940 5/27/09 422620 ITG (CHANNEL) 10,000.00 3.981 100.00 39,705.97 8,465.12
SALE 5/26/09 60786L10 MODUSLINK GLOBAL SOLUTIONS 1.06
43940 5/29/09 422628 MERRIMAN/OTC 10,000.00 4.114 150.00 40,988.94 9,748.09
SALE 5/04/09 61166W10 MONSANTO CO. 4.56
43453 5/07/09 422551 STURDIVANT/EXECUTION 2,000.00 88.571 30.00 177,106.44 19,063.88
SALE 5/13/09 61166W10 MONSANTO CO. 2.30
43453 5/18/09 422590 STURDIVANT/EXECUTION 1,000.00 89.120 15.00 89,102.70 10,081.42
SALE 5/14/09 61166W10 MONSANTO CO. 2.32
43453 5/19/09 422594 WILLIAMS CAPITAL GROUP 1,000.00 90.007 15.00 89,989.68 10,968.40
SALE 5/06/09 61945A10 MOSIAC CO 2.42
46286 5/11/09 422560 STURDIVANT/EXECUTION 2,000.00 47.000 30.00 93,967.58 13,822.25
SALE 5/19/09 61945A10 MOSIAC CO 7.21
46286 5/22/09 422608 STURDIVANT/EXECUTION 5,000.00 56.047 75.00 280,153.79 79,790.46
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 5/01/09 THROUGH 5/31/09
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 5/22/09 61945A10 MOSIAC CO 1.45
46286 5/28/09 422624 MAGNA SECURITIES CORP 1,000.00 56.050 15.00 56,033.55 15,960.88
SALE 5/15/09 62458M10 MOVE INC. .53
44439 5/20/09 422599 ITG (CHANNEL) 10,000.00 2.061 100.00 20,507.47 5,569.67
SALE 5/19/09 62458M10 MOVE INC. .55
44439 5/22/09 422608 ITG (CHANNEL) 10,000.00 2.107 100.00 20,970.45 6,032.64
SALE 5/20/09 62458M10 MOVE INC. .55
44439 5/26/09 422614 MERRIMAN/OTC 10,000.00 2.130 150.00 21,148.45 6,210.65
SALE 5/22/09 62458M10 MOVE INC. .50
44439 5/28/09 422624 ITG (CHANNEL) 10,000.00 1.914 100.00 19,037.50 4,099.69
SALE 5/26/09 62458M10 MOVE INC. .54
44439 5/29/09 422628 MERRIMAN/OTC 10,000.00 2.065 150.00 20,496.46 5,558.66
SALE 5/12/09 62937750 NRG ENERGY INC. 5.30
43555 5/15/09 422584 STURDIVANT/EXECUTION 10,000.00 20.600 150.00 205,844.70 11,196.80
SALE 5/13/09 62937750 NRG ENERGY INC. 3.18
43555 5/18/09 422590 STURDIVANT/EXECUTION 6,000.00 20.620 90.00 123,626.82 6,838.08
SALE 5/15/09 62937750 NRG ENERGY INC. 1.53
43555 5/20/09 422599 STURDIVANT/EXECUTION 3,000.00 19.764 45.00 59,245.77 851.40
SALE 4/30/09 62949110 NYSE EURONEXT, INC. 8.56
43579 5/05/09 422541 CITIGROUP/CITIBANK DOMESTIC 14,000.00 23.770 420.00 332,350.04 58,508.92
SALE 5/06/09 62949110 NYSE EURONEXT, INC. 5.12
43579 5/11/09 422560 STURDIVANT/EXECUTION 8,000.00 24.861 120.00 198,762.08 42,281.44
SALE 5/08/09 62949110 NYSE EURONEXT, INC. 3.78
43579 5/13/09 422574 STURDIVANT/EXECUTION 6,000.00 24.477 90.00 146,768.82 29,408.34
SALE 4/28/09 63530910 NATIONAL CINEMEDIA, INC. .77
43500 5/01/09 422531 CREDIT SUISSE SEC (AES) 2,000.00 14.880 20.00 29,739.23 13,981.63
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 5/01/09 THROUGH 5/31/09
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 4/28/09 63530910 NATIONAL CINEMEDIA, INC. .78
43500 5/01/09 422531 CREDIT SUISSE SEC (AES) 2,000.00 14.982 20.00 29,943.22 14,185.62
SALE 4/28/09 63530910 NATIONAL CINEMEDIA, INC. .74
43500 5/01/09 422531 CREDIT SUISSE SEC (AES) 2,000.00 14.360 20.00 28,699.26 12,941.66
-------------- ====== ---------- -------------- --------------
3 INTRA-DAY TRANSACTIONS SUBTOTAL: 6,000.00 14.741 2.29 88,381.71 41,108.91
60.00
SALE 4/30/09 63530910 NATIONAL CINEMEDIA, INC. .76
43500 5/05/09 422541 CREDIT SUISSE SEC (AES) 2,000.00 14.781 20.00 29,541.84 13,784.24
SALE 5/08/09 63530910 NATIONAL CINEMEDIA, INC. .77
43500 5/13/09 422574 ITG (CHANNEL) 2,000.00 14.961 20.00 29,900.83 14,143.23
SALE 4/28/09 63935N10 NAVIGANT CONSULTING, INC. 3.56
40899 5/01/09 422531 JP MORGAN 10,000.00 13.829 300.00 137,983.44 -51,441.95
SALE 4/30/09 63935N10 NAVIGANT CONSULTING, INC. 3.76
40899 5/05/09 422541 CITIGROUP/CITIBANK DOMESTIC 10,000.00 14.623 300.00 145,929.24 -43,496.15
SALE 5/19/09 65163910 NEWMONT MINING CORP. 1.11
42992 5/22/09 422608 STURDIVANT/EXECUTION 1,000.00 43.050 15.00 43,033.89 3,597.11
SALE 5/22/09 65163910 NEWMONT MINING CORP. 1.22
42992 5/28/09 422624 STURDIVANT/EXECUTION 1,000.00 47.144 15.00 47,127.38 7,690.60
SALE 5/22/09 67000210 NOVAVAX INC 1.02
46315 5/28/09 422624 MERRIMAN/OTC 20,000.00 1.976 300.00 39,220.98 -31,809.02
SALE 5/26/09 67000210 NOVAVAX INC .99
46315 5/29/09 422628 MERRIMAN/OTC 20,000.00 1.915 200.00 38,097.01 -32,932.99
SALE 5/01/09 67018T10 NU SKIN ENTERPRISES INC. A 3.33
43276 5/06/09 422547 WILLIAMS CAPITAL GROUP 10,000.00 12.950 150.00 129,344.67 23,626.71
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
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 5/21/09 67018T10 NU SKIN ENTERPRISES INC. A .73
43276 5/27/09 422620 STURDIVANT/EXECUTION 2,000.00 14.041 30.00 28,050.47 6,906.88
SALE 5/22/09 67018T10 NU SKIN ENTERPRISES INC. A .73
43276 5/28/09 422624 WILLIAMS CAPITAL GROUP 2,000.00 14.020 30.00 28,009.27 6,865.68
SALE 5/26/09 67018T10 NU SKIN ENTERPRISES INC. A .74
43276 5/29/09 422628 WILLIAMS CAPITAL GROUP 2,000.00 14.297 30.00 28,563.26 7,419.67
SALE 5/07/09 67073Y10 NV ENERGY INC. 7.54
43883 5/12/09 422566 STURDIVANT/EXECUTION 28,000.00 10.477 420.00 292,939.66 37,750.46
SALE 4/29/09 67555N10 OCLARO INC .42
46392 5/04/09 422535 CREDIT SUISSE SEC (AES) 20,000.00 .812 200.00 16,031.58 6,544.52
SALE 4/29/09 67555N10 OCLARO INC .22
46392 5/04/09 422535 CREDIT SUISSE SEC (AES) 10,000.00 .846 100.00 8,359.78 3,616.25
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 30,000.00 .823 .64 24,391.36 10,160.77
300.00
SALE 4/30/09 67555N10 OCLARO INC 1.06
46392 5/05/09 422541 CREDIT SUISSE SEC (AES) 50,000.00 .823 500.00 40,643.94 16,926.29
SALE 4/30/09 67555N10 OCLARO INC .21
46392 5/05/09 422541 CREDIT SUISSE SEC (AES) 10,000.00 .808 100.00 7,983.79 3,240.26
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 60,000.00 .820 1.27 48,627.73 20,166.55
600.00
SALE 5/01/09 67555N10 OCLARO INC 1.19
46392 5/06/09 422547 CREDIT SUISSE SEC (AES) 60,000.00 .770 600.00 45,568.81 17,107.63
SALE 5/04/09 67555N10 OCLARO INC .38
46392 5/07/09 422551 CREDIT SUISSE SEC (AES) 20,000.00 .730 200.00 14,399.62 4,912.56
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/04/09 67555N10 OCLARO INC 1.48
46392 5/07/09 422551 CREDIT SUISSE SEC (AES) 80,000.00 .718 800.00 56,614.52 18,666.28
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 .720 1.86 71,014.14 23,578.84
1,000.00
SALE 5/05/09 67555N10 OCLARO INC 1.78
46392 5/08/09 422555 CREDIT SUISSE SEC (AES) 100,000.00 .690 1,000.00 67,948.22 20,512.92
SALE 5/06/09 67555N10 OCLARO INC 1.03
46392 5/11/09 422560 CREDIT SUISSE SEC (AES) 60,000.00 .664 600.00 39,250.97 10,789.79
SALE 5/07/09 67555N10 OCLARO INC 1.04
46392 5/12/09 422566 CREDIT SUISSE SEC (AES) 60,000.00 .672 600.00 39,706.96 11,245.78
SALE 5/07/09 67555N10 OCLARO INC .52
46392 5/12/09 422566 INSTINET (DOMESTIC) 30,000.00 .673 150.00 20,042.48 5,811.89
SALE 5/08/09 67555N10 OCLARO INC .82
46392 5/13/09 422574 INSTINET (DOMESTIC) 50,000.00 .634 250.00 31,429.18 7,711.53
SALE 5/11/09 67555N10 OCLARO INC .67
46392 5/14/09 422578 ITG (CHANNEL) 40,000.00 .648 400.00 25,499.33 6,525.21
SALE 5/13/09 67555N10 OCLARO INC .34
46392 5/18/09 422590 INSTINET (DOMESTIC) 20,000.00 .644 100.00 12,781.66 3,294.60
SALE 5/14/09 67555N10 OCLARO INC .32
46392 5/19/09 422594 ITG (CHANNEL) 20,000.00 .606 200.00 11,923.68 2,436.62
SALE 5/18/09 67555N10 OCLARO INC .31
46392 5/21/09 422603 ITG (CHANNEL) 20,000.00 .599 200.00 11,771.69 2,284.63
SALE 5/19/09 67555N10 OCLARO INC .31
46392 5/22/09 422608 ITG (CHANNEL) 20,000.00 .600 200.00 11,793.69 2,306.63
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 46
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 5/20/09 67555N10 OCLARO INC .32
46392 5/26/09 422614 INSTINET (DOMESTIC) 20,000.00 .606 100.00 12,011.68 2,524.62
SALE 5/21/09 67555N10 OCLARO INC .31
46392 5/27/09 422620 ITG (CHANNEL) 20,000.00 .588 200.00 11,555.69 2,068.63
SALE 5/22/09 67555N10 OCLARO INC .30
46392 5/28/09 422624 ITG (CHANNEL) 20,000.00 .583 200.00 11,459.70 1,972.64
SALE 5/19/09 68668810 ORMAT TECHNOLOGIES, INC. .96
45231 5/22/09 422608 STURDIVANT/EXECUTION 1,000.00 37.140 15.00 37,124.04 10,242.72
SALE 5/04/09 70454910 PEABODY ENERGY CORP. 1.66
40443 5/07/09 422551 STURDIVANT/EXECUTION 2,000.00 32.140 30.00 64,248.34 10,107.32
SALE 5/04/09 70454910 PEABODY ENERGY CORP. 4.09
40443 5/07/09 422551 STURDIVANT/EXECUTION 5,000.00 31.779 75.00 158,814.41 23,461.87
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 7,000.00 31.882 5.75 223,062.75 33,569.19
105.00
SALE 5/07/09 70454910 PEABODY ENERGY CORP. 1.62
40443 5/12/09 422566 RAYMOND JAMES/EXECUTION 2,000.00 31.480 30.00 62,928.38 8,787.36
SALE 5/07/09 70454910 PEABODY ENERGY CORP. 1.75
40443 5/12/09 422566 STURDIVANT/EXECUTION 2,000.00 33.930 30.00 67,828.65 13,687.64
SALE 5/19/09 71344810 PEPSICO, INC. 1.33
43554 5/22/09 422608 STURDIVANT/EXECUTION 1,000.00 51.450 15.00 51,433.67 -480.77
SALE 5/20/09 71344810 PEPSICO, INC. 1.34
43554 5/26/09 422614 STURDIVANT/EXECUTION 1,000.00 52.062 15.00 52,045.46 131.02
SALE 5/07/09 71817210 PHILIP MORRIS INTERNATIONAL 2.10
40646 5/12/09 422566 RAYMOND JAMES/EXECUTION 2,000.00 40.681 30.00 81,329.70 -1,242.99
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 47
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 5/14/09 71817210 PHILIP MORRIS INTERNATIONAL 1.09
40646 5/19/09 422594 WILLIAMS CAPITAL GROUP 1,000.00 42.070 15.00 42,053.91 767.57
SALE 5/21/09 71817210 PHILIP MORRIS INTERNATIONAL 2.19
40646 5/27/09 422620 STURDIVANT/EXECUTION 2,000.00 42.570 30.00 85,108.01 2,535.32
SALE 5/22/09 71817210 PHILIP MORRIS INTERNATIONAL 1.09
40646 5/28/09 422624 WILLIAMS CAPITAL GROUP 1,000.00 42.330 15.00 42,313.91 1,027.57
SALE 5/20/09 74346Y10 PROS HOLDINGS INC. .35
38456 5/26/09 422614 STURDIVANT/EXECUTION 2,000.00 6.721 30.00 13,410.65 -5,424.36
SALE 5/21/09 74346Y10 PROS HOLDINGS INC. .34
38456 5/27/09 422620 STURDIVANT/EXECUTION 2,000.00 6.448 30.00 12,865.26 -5,969.75
SALE 5/22/09 74346Y10 PROS HOLDINGS INC. .34
38456 5/28/09 422624 WILLIAMS CAPITAL GROUP 2,000.00 6.560 30.00 13,089.66 -5,745.35
SALE 4/30/09 74973W10 RTI INTERNATIONAL METALS IN 1.33
38440 5/05/09 422541 CITIGROUP/CITIBANK DOMESTIC 4,000.00 12.897 120.00 51,464.67 -48,552.60
SALE 5/04/09 74973W10 RTI INTERNATIONAL METALS IN .74
38440 5/07/09 422551 STURDIVANT/EXECUTION 2,000.00 14.223 30.00 28,415.06 -21,593.58
SALE 5/04/09 74973W10 RTI INTERNATIONAL METALS IN 4.25
38440 5/07/09 422551 STURDIVANT/EXECUTION 12,000.00 13.776 180.00 165,131.35 -134,920.46
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 14,000.00 13.840 4.99 193,546.41 -156,514.04
210.00
SALE 5/05/09 74973W10 RTI INTERNATIONAL METALS IN .74
38440 5/08/09 422555 STURDIVANT/EXECUTION 2,000.00 14.330 30.00 28,629.26 -21,379.38
SALE 5/06/09 74973W10 RTI INTERNATIONAL METALS IN 3.04
38440 5/11/09 422560 WILLIAMS CAPITAL GROUP 8,000.00 14.785 120.00 118,156.96 -81,877.58
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 48
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 4/30/09 75190730 RAMTRON INTERNATIONAL CORP. .07
42765 5/05/09 422541 CREDIT SUISSE SEC (AES) 2,000.00 1.257 20.00 2,493.93 -2,734.77
SALE 5/06/09 78462F10 SPDR TRUST SERIES 1 4.72
44725 5/11/09 422560 STURDIVANT/EXECUTION 2,000.00 91.710 30.00 183,385.28 17,062.48
SALE 5/07/09 78462F10 SPDR TRUST SERIES 1 9.34
44725 5/12/09 422566 RAYMOND JAMES/EXECUTION 4,000.00 90.830 60.00 363,250.66 30,605.06
SALE 4/28/09 78463510 SPX CORP 2.40
46103 5/01/09 422531 JP MORGAN 2,000.00 46.682 60.00 93,300.60 4,905.73
SALE 4/30/09 78463510 SPX CORP 2.47
46103 5/05/09 422541 CITIGROUP/CITIBANK DOMESTIC 2,000.00 47.863 60.00 95,662.73 7,267.85
SALE 5/19/09 78463510 SPX CORP 5.79
46103 5/22/09 422608 STURDIVANT/EXECUTION 5,000.00 45.054 75.00 225,189.21 5,629.46
SALE 5/20/09 78463510 SPX CORP 6.07
46103 5/26/09 422614 STURDIVANT/EXECUTION 5,000.00 47.166 75.00 235,749.93 16,190.18
SALE 5/08/09 79084910 ST. JUDE MEDICAL INC. .95
33134 5/13/09 422574 STURDIVANT/EXECUTION 1,000.00 36.654 15.00 36,638.05 -484.37
SALE 5/14/09 79084910 ST. JUDE MEDICAL INC. 1.96
33134 5/19/09 422594 WILLIAMS CAPITAL GROUP 2,000.00 37.989 30.00 75,945.04 1,700.20
SALE 5/20/09 80311110 SARA LEE CORP. 1.00
43330 5/26/09 422614 STURDIVANT/EXECUTION 4,000.00 9.690 60.00 38,697.40 -576.16
SALE 5/13/09 80660510 SCHERING-PLOUGH CORP. 6.03
39690 5/18/09 422590 STURDIVANT/EXECUTION 10,000.00 23.431 150.00 234,148.97 25,291.79
SALE 5/20/09 80660510 SCHERING-PLOUGH CORP. 6.13
39690 5/26/09 422614 STURDIVANT/EXECUTION 10,000.00 23.830 150.00 238,143.87 29,286.69
SALE 5/01/09 81725T10 SENSIENT TECHNOLOGIES CORP. 2.38
43474 5/06/09 422547 WILLIAMS CAPITAL GROUP 4,000.00 23.072 60.00 92,224.82 -858.59
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/18/09 82922610 SINCLAIR BROADCAST GROUP-A .41
44468 5/21/09 422603 ITG (CHANNEL) 10,000.00 1.594 100.00 15,838.59 -4,027.46
SALE 5/19/09 82922610 SINCLAIR BROADCAST GROUP-A .44
44468 5/22/09 422608 ITG (CHANNEL) 10,000.00 1.702 100.00 16,921.56 -2,944.49
SALE 5/20/09 82922610 SINCLAIR BROADCAST GROUP-A .44
44468 5/26/09 422614 MERRIMAN/OTC 10,000.00 1.704 150.00 16,891.56 -2,974.49
SALE 5/21/09 82922610 SINCLAIR BROADCAST GROUP-A .44
44468 5/27/09 422620 ITG (CHANNEL) 10,000.00 1.700 100.00 16,899.56 -2,966.49
SALE 5/22/09 82922610 SINCLAIR BROADCAST GROUP-A .46
44468 5/28/09 422624 ITG (CHANNEL) 10,000.00 1.760 100.00 17,498.54 -2,367.51
SALE 5/26/09 82922610 SINCLAIR BROADCAST GROUP-A .46
44468 5/29/09 422628 MERRIMAN/OTC 10,000.00 1.779 150.00 17,639.54 -2,226.51
SALE 4/28/09 83546010 SONIC SOLUTIONS .39
42767 5/01/09 422531 CREDIT SUISSE SEC (AES) 7,627.00 1.958 76.27 14,857.77 -5,186.40
SALE 4/29/09 83546010 SONIC SOLUTIONS .12
42767 5/04/09 422535 CREDIT SUISSE SEC (AES) 2,373.00 1.860 23.73 4,390.64 -1,845.73
SALE 5/22/09 85811910 STEEL DYNAMICS INC 3.37
46137 5/28/09 422624 ITG (CHANNEL) 10,000.00 13.108 100.00 130,980.63 21,325.83
SALE 4/28/09 86837X10 SUPERIOR WELL SERVICES, INC 2.52
44831 5/01/09 422531 CREDIT SUISSE SEC (AES) 10,000.00 9.786 100.00 97,760.48 35,422.87
SALE 4/29/09 86837X10 SUPERIOR WELL SERVICES, INC 2.91
44831 5/04/09 422535 CREDIT SUISSE SEC (AES) 10,000.00 11.303 100.00 112,924.09 50,586.48
SALE 4/29/09 86837X10 SUPERIOR WELL SERVICES, INC 2.60
44831 5/04/09 422535 CREDIT SUISSE SEC (AES) 10,000.00 10.102 100.00 100,915.40 38,577.79
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 10.702 5.51 213,839.49 89,164.27
200.00
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 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 50
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ 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 4/30/09 86837X10 SUPERIOR WELL SERVICES, INC 2.88
44831 5/05/09 422541 CREDIT SUISSE SEC (AES) 10,000.00 11.171 100.00 111,610.12 49,272.51
SALE 5/01/09 86837X10 SUPERIOR WELL SERVICES, INC 2.75
44831 5/06/09 422547 CREDIT SUISSE SEC (AES) 10,000.00 10.670 100.00 106,593.25 44,255.64
SALE 5/04/09 86837X10 SUPERIOR WELL SERVICES, INC 3.15
44831 5/07/09 422551 CREDIT SUISSE SEC (AES) 10,000.00 12.247 100.00 122,369.85 60,032.24
SALE 5/04/09 86837X10 SUPERIOR WELL SERVICES, INC 2.94
44831 5/07/09 422551 CREDIT SUISSE SEC (AES) 10,000.00 11.421 100.00 114,109.06 51,771.44
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 11.834 6.09 236,478.91 111,803.68
200.00
SALE 5/08/09 86837X10 SUPERIOR WELL SERVICES, INC 3.75
44831 5/13/09 422574 ITG (CHANNEL) 10,000.00 14.556 100.00 145,458.25 83,120.63
SALE 5/11/09 86837X10 SUPERIOR WELL SERVICES, INC 3.09
44831 5/14/09 422578 ITG (CHANNEL) 10,000.00 11.995 100.00 119,849.91 57,512.30
SALE 5/13/09 86837X10 SUPERIOR WELL SERVICES, INC 2.56
44831 5/18/09 422590 MAGNA SECURITIES (OTC) 10,000.00 9.929 150.00 99,137.44 36,799.82
SALE 5/11/09 87655330 TASTY BAKING CO. .26
38737 5/14/09 422578 ITG (CHANNEL) 2,000.00 5.007 20.00 9,994.54 -4,499.42
SALE 5/20/09 87655330 TASTY BAKING CO. .16
38737 5/26/09 422614 MERRIMAN/OTC 1,000.00 5.962 15.00 5,946.84 -1,300.14
SALE 5/21/09 87655330 TASTY BAKING CO. .16
38737 5/27/09 422620 ITG (CHANNEL) 1,000.00 5.965 10.00 5,955.24 -1,291.74
SALE 4/29/09 88320310 TEXTRON INC. 8.30
42545 5/04/09 422535 JP MORGAN 30,000.00 10.753 900.00 321,672.70 -74,292.10
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 4/30/09 88732J20 TIME WARNER CABLE INC .83
45484 5/05/09 422541 CITIGROUP/CITIBANK DOMESTIC 1,000.00 32.144 30.00 32,113.07 -992.37
SALE 5/01/09 88732J20 TIME WARNER CABLE INC 1.72
45484 5/06/09 422547 WILLIAMS CAPITAL GROUP 2,000.00 33.306 30.00 66,580.68 369.79
SALE 5/15/09 90323610 URS CORP. 2.38
42955 5/20/09 422599 STURDIVANT/EXECUTION 2,000.00 46.158 30.00 92,283.62 22,298.76
SALE 5/06/09 91126810 UNITED ONLINE, INC. .70
44273 5/11/09 422560 CREDIT SUISSE SEC (AES) 4,000.00 6.761 40.00 27,004.90 5,765.93
SALE 5/06/09 91126810 UNITED ONLINE, INC. 1.81
44273 5/11/09 422560 MERRIMAN/OTC 10,000.00 7.022 150.00 70,072.19 16,974.76
SALE 5/07/09 91126810 UNITED ONLINE, INC. 3.76
44273 5/12/09 422566 MERRIMAN/OTC 20,000.00 7.305 300.00 145,798.24 39,603.38
SALE 4/29/09 92824110 VIROPHARMA INC. 2.88
44220 5/04/09 422535 CREDIT SUISSE SEC (AES) 20,000.00 5.603 200.00 111,857.12 -74,679.66
SALE 5/01/09 92824110 VIROPHARMA INC. 1.41
44220 5/06/09 422547 CREDIT SUISSE SEC (AES) 10,000.00 5.485 100.00 54,745.59 -38,522.80
SALE 5/04/09 92824110 VIROPHARMA INC. 2.78
44220 5/07/09 422551 CREDIT SUISSE SEC (AES) 20,000.00 5.401 200.00 107,821.22 -78,715.56
SALE 5/05/09 92824110 VIROPHARMA INC. 2.81
44220 5/08/09 422555 CREDIT SUISSE SEC (AES) 20,000.00 5.449 200.00 108,781.19 -77,755.59
SALE 5/05/09 93142210 WALGREEN CO. .81
44214 5/08/09 422555 RAYMOND JAMES/EXECUTION 1,000.00 31.200 15.00 31,184.19 6,377.50
SALE 5/07/09 93142210 WALGREEN CO. 3.99
44214 5/12/09 422566 STURDIVANT/EXECUTION 5,000.00 30.992 75.00 154,880.01 30,846.56
SALE 5/18/09 94106L10 WASTE MANAGEMENT INC 7.13
46105 5/21/09 422603 MAGNA SECURITIES CORP 10,000.00 27.710 150.00 276,942.87 10,837.16
S T A T E O F N E W J E R S E Y 4340
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
N.J. BEST - POOLED EQUITY FD (4340) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/19/09 94106L10 WASTE MANAGEMENT INC 1.47
46105 5/22/09 422608 STURDIVANT/EXECUTION 2,000.00 28.453 30.00 56,873.53 3,652.39
SALE 5/20/09 94106L10 WASTE MANAGEMENT INC 6.65
46105 5/26/09 422614 STURDIVANT/EXECUTION 9,000.00 28.729 135.00 258,422.05 18,926.90
SALE 5/08/09 94974610 WELLS FARGO & COMPANY 10.73
46540 5/13/09 422574 MERIDIAN EQUITY PARTNERS 15,000.00 27.834 150.00 417,346.27 48,660.73
SALE 5/19/09 98156Q10 WORLD WRESTLING ENTERTAINME .61
38164 5/22/09 422608 STURDIVANT/EXECUTION 2,000.00 11.715 30.00 23,399.39 -6,711.40
SALE 5/22/09 98156Q10 WORLD WRESTLING ENTERTAINME .62
38164 5/28/09 422624 WILLIAMS CAPITAL GROUP 2,000.00 11.960 30.00 23,889.38 -6,221.41
SALE 5/13/09 98433210 YAHOO! INC. 3.75
43705 5/18/09 422590 MERRIMAN/OTC 10,000.00 14.559 150.00 145,432.25 18,239.63
SALE 5/15/09 98433210 YAHOO! INC. 3.46
43705 5/20/09 422599 ITG (CHANNEL) 9,000.00 14.929 90.00 134,265.74 19,792.38
SALE 5/18/09 98975F10 ZORAN CORP 1.51
45385 5/21/09 422603 ITG (CHANNEL) 6,000.00 9.784 60.00 58,639.49 4,362.29
SALE 5/19/09 98975F10 ZORAN CORP 1.62
45385 5/22/09 422608 ITG (CHANNEL) 6,000.00 10.477 60.00 62,799.78 8,522.58
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 3,460,500.00 776.33 30,098,452.27 2,963,895.77
43,145.50
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 3,460,500.00 776.33 30,098,452.27 2,963,895.77
43,145.50
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 5/01/09 THROUGH 5/31/09
CASH MANAGEMENT FD (5050) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 5/19/09 00279HAG ABBEY NATIONAL YANKEE CERT .1600 .160
46912 5/19/09 287503 ABBEY NATIONAL 5/26/09 30,000,000.00 100.00 30,000,000.00
PUR 5/20/09 00279HAJ ABBEY NATIONAL YANKEE CERT .1800 .180
46945 5/20/09 287509 ABBEY NATIONAL 6/10/09 30,400,000.00 100.00 30,400,000.00
PUR 5/21/09 00279HAL ABBEY NATIONAL YANKEE CERT .1800 .180
46985 5/21/09 287515 ABBEY NATIONAL 6/09/09 69,600,000.00 100.00 69,600,000.00
PUR 5/15/09 00282CT3 ABBOTT LABORATORIES INC DIS .1500 .150
46735 5/15/09 287491 BANK OF AMERICA SECURITIES 6/03/09 105,000,000.00 99.992 104,991,687.47
PUR 5/20/09 00282CTF ABBOTT LABORATORIES DISC C .1500 .150
46944 5/20/09 287509 BANK OF AMERICA SECURITIES 6/23/09 35,000,000.00 99.986 34,995,041.66
PUR 5/06/09 02585BBX AMERICAN EXPRESS CREDIT COR .4000 .400
46491 5/06/09 287444 AMERICAN EXPRESS CREDIT COR 6/01/09 30,000,000.00 100.00 30,000,000.00
PUR 5/07/09 02585R3Y AMERICAN EXPRESS CREDIT COR .1500 .150
46564 5/07/09 287451 AMERICAN EXPRESS CREDIT COR 5/08/09 13,549,000.00 100.00 13,549,000.00
PUR 5/14/09 02585R4K AMERICAN EXPRESS IBN .2100 .210
46698 5/14/09 287485 AMERICAN EXPRESS CREDIT COR 5/22/09 30,000,000.00 100.00 30,000,000.00
PUR 5/20/09 02585R4X AMERICAN EXPRESS IBN .1500 .150
46939 5/20/09 287509 AMERICAN EXPRESS CREDIT COR 5/21/09 30,000,000.00 100.00 30,000,000.00
PUR 5/21/09 02585R5A AMERICAN EXPRESS IBN .1200 .120
46977 5/21/09 287515 AMERICAN EXPRESS CREDIT COR 5/22/09 30,000,000.00 100.00 30,000,000.00
PUR 5/27/09 02585R5J AMERICAN EXPRESS CREDIT COR .1500 .150
47053 5/27/09 287534 AMERICAN EXPRESS CREDIT COR 5/28/09 30,000,000.00 100.00 30,000,000.00
PUR 5/28/09 02585R5L AMERICAN EXPRESS CREDIT COR .1500 .150
47058 5/28/09 287541 AMERICAN EXPRESS CREDIT COR 5/29/09 15,000,000.00 100.00 15,000,000.00
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 5/01/09 THROUGH 5/31/09
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/28/09 02585R5N AMERICAN EXPRESS CREDIT COR .3200 .320
47077 5/28/09 287541 AMERICAN EXPRESS CREDIT COR 6/25/09 17,652,000.00 100.00 17,652,000.00
PUR 5/28/09 02585R5N AMERICAN EXPRESS CREDIT COR .3200 .320
47078 5/28/09 287541 AMERICAN EXPRESS CREDIT COR 6/25/09 12,255,000.00 100.00 12,255,000.00
PUR 5/07/09 0556N0S8 BNP PARIBAS FINANCE INC DIS .1900 .190
46547 5/07/09 287451 BNP PARIBAS 5/08/09 35,000,000.00 99.999 34,999,815.28
PUR 5/07/09 0556N0S8 BNP PARIBAS FINANCE INC DIS .1600 .160
46563 5/07/09 287451 BNP PARIBAS 5/08/09 23,000,000.00 100.00 22,999,897.78
PUR 5/21/09 0556N0SN BNP PARIBAS DISC C P .1500 .150
46988 5/21/09 287515 BNP PARIBAS 5/22/09 70,000,000.00 100.00 69,999,708.34
PUR 5/27/09 0556N0SU BNP PARIBAS FINANCE CO DISC .1900 .190
47054 5/27/09 287534 BNP PARIBAS 5/28/09 70,000,000.00 99.999 69,999,630.55
PUR 5/28/09 0556N0SV BNP PARIBAS FINANCE CO DISC .1900 .190
47059 5/28/09 287541 BNP PARIBAS 5/29/09 70,000,000.00 99.999 69,999,630.55
PUR 5/14/09 05570B5V BNP PARIBAS YANKEE CERT DEP .2400 .240
46700 5/14/09 287485 BNP PARIBAS 6/08/09 105,000,000.00 100.00 105,000,000.00
PUR 5/18/09 05570B6E BNP PARIBAS YANKEE CERT DEP .2200 .220
46761 5/18/09 287497 BNP PARIBAS 6/01/09 55,000,000.00 100.00 55,000,000.00
PUR 5/15/09 0636Q03X BANK OF MONTREAL YANKEE CER .2500 .250
46736 5/15/09 287491 BMO/HARRIS TRUST & SAVINGS 6/15/09 60,000,000.00 100.00 60,000,000.00
PUR 5/21/09 06416PPA BANK OF NOVA SCOTIA YANKEE .2000 .200
47003 5/21/09 287515 BANK OF NOVA SCOTIA 6/18/09 90,000,000.00 100.00 90,000,000.00
PUR 5/07/09 0660P0S8 BANK OF AMERICA CORP DISC C .2300 .230
46545 5/07/09 287451 BANK OF AMERICA SECURITIES 5/08/09 100,000,000.00 99.999 99,999,361.10
PUR 5/08/09 0660P0SB BANK OF AMERICA CORP DISC C .2300 .230
46588 5/08/09 287458 BANK OF AMERICA 5/11/09 50,000,000.00 99.998 49,999,041.65
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 5/01/09 THROUGH 5/31/09
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 5/08/09 0660P0SB BANK OF AMERICA CORP DISC C .2300 .230
46589 5/08/09 287458 BANK OF AMERICA 5/11/09 30,000,000.00 99.998 29,999,424.99
PUR 5/15/09 0660P0SJ BANK OF AMERICA CORP DISC C .1900 .190
46743 5/15/09 287491 BANK OF AMERICA 5/18/09 22,263,000.00 99.998 22,262,647.51
PUR 5/20/09 0660P0SM BANK OF AMERICA CORP DISC C .1600 .160
46933 5/20/09 287509 BANK OF AMERICA 5/21/09 30,000,000.00 100.00 29,999,866.68
PUR 5/21/09 0660P0SN BANK OF AMERICA CORP DISC C .1600 .160
46957 5/21/09 287515 BANK OF AMERICA SECURITIES 5/22/09 30,000,000.00 100.00 29,999,866.68
PUR 5/28/09 0660P0SV BANK OF AMERICA CORP DISC C .1700 .170
47060 5/28/09 287541 BANK OF AMERICA 5/29/09 40,000,000.00 100.00 39,999,811.12
PUR 5/12/09 0660P0T1 BANK OF AMERICA CORP DISC C .3100 .310
46652 5/12/09 287472 BANK OF AMERICA 6/01/09 70,000,000.00 99.983 69,987,944.46
PUR 5/06/09 13170LRW CALYON YANKEE CERT DEP .3800 .380
46504 5/06/09 287444 CALYON NY 6/08/09 50,000,000.00 100.00 50,000,000.00
PUR 5/12/09 13170LSJ CALYON YANKEE CERT DEP .2500 .250
46655 5/12/09 287472 CALYON NY 6/08/09 50,000,000.00 100.00 50,000,000.00
PUR 5/14/09 13170LSR CALYON YANKEE CERT DEP .2100 .210
46707 5/14/09 287485 CALYON NY 6/03/09 20,000,000.00 100.00 20,000,000.00
PUR 5/20/09 13170LTB CALYON YANKEE CERT DEP .1900 .190
46947 5/20/09 287509 CALYON NY 6/05/09 20,000,000.00 100.00 20,000,000.00
PUR 5/06/09 13443CSD CAMPBELL SOUP CO DISC C P .1500 .150
46505 5/06/09 287444 BANK OF AMERICA SECURITIES 5/13/09 20,000,000.00 99.997 19,999,416.66
PUR 5/18/09 13443CT1 CAMPBELL SOUP CO. DISC C P .1400 .140
46762 5/18/09 287497 BANK OF AMERICA SECURITIES 6/01/09 15,000,000.00 99.995 14,999,183.34
PUR 5/06/09 14178LS7 CARGILL INC DISC C P .2000 .200
46533 5/06/09 287444 CITIGROUP GBL MKT(FMLY SALO 5/07/09 8,708,000.00 99.999 8,707,951.62
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 5/01/09 THROUGH 5/31/09
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 5/06/09 14178LS7 CARGILL INC DISC C P .1700 .170
46534 5/06/09 287444 JP MORGAN 5/07/09 4,250,000.00 100.00 4,249,979.93
PUR 5/08/09 14178LSB CARGILL INC DISC C P .1500 .150
46591 5/08/09 287458 JP MORGAN 5/11/09 3,999,000.00 99.999 3,998,950.01
PUR 5/13/09 14178LSE CARGILL INC DISC C P .1500 .150
46679 5/13/09 287479 JP MORGAN 5/14/09 11,600,000.00 100.00 11,599,951.66
PUR 5/14/09 14178LSJ CARGILL INC DISC C P .1800 .180
46708 5/14/09 287485 CITIGROUP GBL MKT(FMLY SALO 5/18/09 20,000,000.00 99.998 19,999,600.00
PUR 5/21/09 14178LSN CARGILL INC DISC C P .1500 .150
46981 5/21/09 287515 CREDIT SUISSE SEC (USA) LLC 5/22/09 40,000,000.00 100.00 39,999,833.32
PUR 5/22/09 14178LSS CARGILL INC DISC C P .1700 .170
47019 5/22/09 287521 CITIGROUP GBL MKT(FMLY SALO 5/26/09 2,958,000.00 99.998 2,957,944.13
PUR 5/27/09 14178LSU CARGILL INC DISCOUNT CP .1500 .150
47055 5/27/09 287534 JP MORGAN 5/28/09 5,976,000.00 100.00 5,975,975.10
PUR 5/15/09 16677ETT CHEVRON IBN .1500 .150
46737 5/15/09 287491 CHEVRON USA INC 5/22/09 57,000,000.00 100.00 57,000,000.00
PUR 5/20/09 16677EUD CHEVRON IBN .0800 .080
46934 5/20/09 287509 CHEVRON USA INC 5/21/09 20,000,000.00 100.00 20,000,000.00
PUR 5/29/09 16677EUX CHEVRON FUNDING CORP IBN .1600 .160
47085 5/29/09 287548 CHEVRON USA INC 6/25/09 80,000,000.00 100.00 80,000,000.00
PUR 5/05/09 17314FBS CITIGROUP FUNDING INC TLGP .2700 .270
46474 5/05/09 287438 CITIGROUP FUNDING 6/08/09 45,000,000.00 100.00 45,000,000.00
PUR 5/12/09 17314FBV CITIGROUP FUNDING INC TLGP .2300 .230
46654 5/12/09 287472 CITIGROUP FUNDING 6/25/09 55,000,000.00 100.00 55,000,000.00
PUR 5/14/09 19416ETG COLGATE PALMOLIVE CO DISC C .1400 .140
46702 5/14/09 287485 WILLIAMS CAPITAL GROUP 6/16/09 40,000,000.00 99.987 39,994,866.67
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 5/01/09 THROUGH 5/31/09
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 5/14/09 19416ETH COLGATE PALMOLIVE CO DISC C .1400 .140
46703 5/14/09 287485 WILLIAMS CAPITAL GROUP 6/17/09 50,000,000.00 99.987 49,993,388.89
PUR 5/15/09 19416ETK COLGATE PALMOLIVE CO DISC C .1400 .140
46738 5/15/09 287491 WILLIAMS CAPITAL GROUP 6/19/09 30,000,000.00 99.986 29,995,916.67
PUR 5/06/09 2082M2SE CONOCO PHILLIPS DISC C P .2000 .200
46500 5/06/09 287444 JP MORGAN 5/14/09 19,400,000.00 99.996 19,399,137.79
PUR 5/29/09 22536FTL CREDIT INDUSTRIAL COMM YANK .2500 .250
47087 5/29/09 287548 CREDIT INDUSTRIAL&COMMERCIA 7/01/09 56,000,000.00 100.00 56,000,000.00
PUR 5/20/09 25153JSM DEUTSCHE BANK FIN LLC DISC .1000 .100
46938 5/20/09 287509 DEUTSCHE BANK SECURITIES IN 5/21/09 60,000,000.00 100.00 59,999,833.32
PUR 5/21/09 25153JSN DEUTSCHE BANK FIN LLC DISC .1000 .100
46980 5/21/09 287515 DEUTSCHE BANK 5/22/09 60,000,000.00 100.00 59,999,833.32
PUR 5/26/09 25154BUX DEUTSCHE BANK AG YANKEE CER .2000 .200
47034 5/26/09 287527 DEUTSCHE BANK 6/25/09 80,000,000.00 100.00 80,000,000.00
PUR 5/05/09 26156RMG DRESDNER YANKEE CTF DEP .4500 .450
46477 5/05/09 287438 BGC FINANCIAL 6/01/09 35,000,000.00 100.00 35,000,000.00
PUR 5/14/09 2635J4SL DUPONT E.I. DENEMOUR DISC C .1800 .180
46709 5/14/09 287485 CREDIT SUISSE SEC (USA) LLC 5/20/09 12,561,000.00 99.997 12,560,623.17
PUR 5/29/09 29101AU1 EMERSON ELECTRIC CO DISC C .1600 .160
47088 5/29/09 287548 BANK OF AMERICA SECURITIES 7/01/09 20,000,000.00 99.985 19,997,066.66
PUR 5/21/09 3696E2JT GENERAL ELECTRIC CO IBN .1000 .100
46978 5/21/09 287515 GENERAL ELECTRIC COMPANY 5/22/09 140,000,000.00 100.00 140,000,000.00
PUR 5/22/09 42823JT4 HEWLWTT PACKARD CO DISC C P .1800 .180
47018 5/22/09 287521 BANK OF AMERICA SECURITIES 6/04/09 11,700,000.00 99.994 11,699,239.50
PUR 5/28/09 4611K0SV INTESA FUNDING LLC DISC C P .1800 .180
47061 5/28/09 287541 CITIGROUP GBL MKT(FMLY SALO 5/29/09 50,000,000.00 100.00 49,999,750.00
S T A T E O F N E W J E R S E Y 5050
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/15/09 46522EC9 INTESA SAN PAOLO YANKEE CER .2500 .250
46740 5/15/09 287491 TRADITION AISEL SECURITIES 6/15/09 85,000,000.00 100.00 85,000,000.00
PUR 5/11/09 4662J0SC JP MORGAN CHASE CO DISC C P .1800 .180
46631 5/11/09 287465 JP MORGAN 5/12/09 50,000,000.00 100.00 49,999,750.00
PUR 5/20/09 4662J0SM JP MORGAN CHASE CO DISC C P .1000 .100
46936 5/20/09 287509 JP MORGAN CHASE 5/21/09 110,000,000.00 100.00 109,999,694.42
PUR 5/21/09 4662J0SN JP MORGAN CHASE CO DISC C P .1000 .100
46979 5/21/09 287515 JP MORGAN CHASE 5/22/09 15,000,000.00 100.00 14,999,958.33
PUR 5/21/09 4662J0SN JP MORGAN CHASE CO DISC C P .1000 .100
46986 5/21/09 287515 JP MORGAN CHASE 5/22/09 5,000,000.00 100.00 4,999,986.11
PUR 5/13/09 4662J0T3 JP MORGAN CHASE CO DISC C P .2200 .220
46678 5/13/09 287479 JP MORGAN 6/03/09 30,000,000.00 99.987 29,996,150.01
PUR 5/20/09 47816FTC JOHNSON & JOHNSON DISC C P .1500 .150
46940 5/20/09 287509 CITIGROUP GBL MKT(FMLY SALO 6/12/09 100,000,000.00 99.990 99,990,416.70
PUR 5/20/09 47816FTC JOHNSON & JOHNSON DISC C P .1500 .150
46942 5/20/09 287509 CITIGROUP GBL MKT(FMLY SALO 6/12/09 44,600,000.00 99.990 44,595,725.83
PUR 5/20/09 47816FTC JOHNSON & JOHNSON DISC C P .1500 .150
46949 5/20/09 287509 JP MORGAN 6/12/09 11,844,000.00 99.990 11,842,864.95
PUR 5/20/09 47816FTC JOHNSON & JOHNSON DISC C P .1600 .160
46943 5/20/09 287509 WILLIAMS CAPITAL GROUP 6/12/09 100,000,000.00 99.990 99,989,777.78
PUR 5/27/09 50076AT1 KREDIETBANK NA FINANCE DISC .1900 .190
47048 5/27/09 287534 BARCLAYS CAPITAL INC 6/01/09 17,225,000.00 99.997 17,224,545.45
PUR 5/20/09 59515CTR MICROSOFT CORP DISC C P .1500 .150
46937 5/20/09 287509 WILLIAMS CAPITAL GROUP 6/25/09 40,000,000.00 99.985 39,994,000.00
PUR 5/20/09 63253LFC NATIONAL AUSTRALIA FDG DE I .1000 .100
46931 5/20/09 287509 NATL AUSTRALIA FUNDING DELA 5/21/09 230,000,000.00 100.00 230,000,000.00
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 5/01/09 THROUGH 5/31/09
CASH MANAGEMENT FD (5050) -Cont. PAGE: 59
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/21/09 63253LFD NATIONAL AUSTRALIA FDG DE I .1000 .100
46975 5/21/09 287515 NATL AUSTRALIA FUNDING DELA 5/22/09 100,000,000.00 100.00 100,000,000.00
PUR 5/21/09 63253LFE NATIONAL AUSTRALIA FDG DE I .2500 .250
46976 5/21/09 287515 NATL AUSTRALIA FUNDING DELA 6/23/09 130,000,000.00 100.00 130,000,000.00
PUR 5/15/09 65556QJR NORDEA BK FINLAND NY YANKEE .2400 .240
46741 5/15/09 287491 TRADITION AISEL SECURITIES 6/10/09 80,000,000.00 100.00 80,000,000.00
PUR 5/26/09 65556QKE NORDEA BK FINLAND NY YANKEE .2100 .210
47035 5/26/09 287527 BGC FINANCIAL 6/25/09 45,000,000.00 100.00 45,000,000.00
PUR 5/04/09 6698M4SC NOVARTIS FINANCE DISC C P .2000 .200
46462 5/04/09 287432 JP MORGAN 5/12/09 4,849,000.00 99.996 4,848,784.49
PUR 5/15/09 6698M4SN NOVARTIS FINANCE DISC C P .1700 .170
46739 5/15/09 287491 BANK OF AMERICA SECURITIES 5/22/09 58,800,000.00 99.997 58,798,056.31
PUR 5/20/09 6698M4SS NOVARTIS FINANCE DISC C P .1500 .150
46948 5/20/09 287509 JP MORGAN 5/26/09 10,000,000.00 99.998 9,999,750.00
PUR 5/18/09 6698M4ST NOVARTIS FINANCE DISC C P .1600 .160
46757 5/18/09 287497 JP MORGAN 5/27/09 40,000,000.00 99.996 39,998,400.00
PUR 5/15/09 69830JSU PANASONIC FINANCE INC DISC .2800 .280
46733 5/15/09 287491 CREDIT SUISSE SEC (USA) LLC 5/28/09 70,000,000.00 99.990 69,992,922.23
PUR 5/19/09 7244P0SS PITNEY BOWES INC DISC C P .1600 .160
46822 5/19/09 287503 CITIGROUP GBL MKT(FMLY SALO 5/26/09 20,000,000.00 99.997 19,999,377.78
PUR 5/22/09 7244P0SS PITNEY BOWES INC DISC C P .1600 .160
47016 5/22/09 287521 CITIGROUP GBL MKT(FMLY SALO 5/26/09 15,930,000.00 99.998 15,929,716.80
PUR 5/22/09 7244P0ST PITNEY BOWES INC DISC C P .1600 .160
47017 5/22/09 287521 CITIGROUP GBL MKT(FMLY SALO 5/27/09 10,000,000.00 99.998 9,999,777.78
PUR 5/21/09 7244P0SU PITNEY BOWES INC DISC C P .1600 .160
47005 5/21/09 287515 CITIGROUP GBL MKT(FMLY SALO 5/28/09 8,091,000.00 99.997 8,090,748.28
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 5/01/09 THROUGH 5/31/09
CASH MANAGEMENT FD (5050) -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 5/19/09 7244P0SV PITNEY BOWES INC DISC C P .1500 .150
46917 5/19/09 287503 JP MORGAN 5/29/09 6,695,000.00 99.996 6,694,721.04
PUR 5/21/09 7244P0SV PITNEY BOWES INC DISC C P .1650 .165
46987 5/21/09 287515 CITIGROUP GBL MKT(FMLY SALO 5/29/09 15,000,000.00 99.996 14,999,450.00
PUR 5/07/09 79917JS8 SAN PAOLO IMI US FIN DISC C .2000 .200
46543 5/07/09 287451 SAN PAOLO IMI 5/08/09 95,000,000.00 99.999 94,999,472.22
PUR 5/05/09 83365RS6 SOCIETE GENERALE N.A. DISC .2300 .230
46487 5/05/09 287438 JP MORGAN 5/06/09 2,243,000.00 99.999 2,242,985.67
PUR 5/07/09 83365RS8 SOCIETE GENERALE NA DISC C .1700 .170
46546 5/07/09 287451 SOCIETE GENERALE INTERNATIO 5/08/09 70,000,000.00 100.00 69,999,669.45
PUR 5/14/09 83365RSF SOCIETE GENERALE N.A. INC D .1600 .160
46710 5/14/09 287485 JP MORGAN 5/15/09 2,000,000.00 100.00 1,999,991.11
PUR 5/29/09 83365RT1 SOCIETE GENERALE NA INC DIS .2500 .250
47098 5/29/09 287548 JP MORGAN 6/01/09 8,224,000.00 99.998 8,223,828.67
PUR 5/29/09 83365RT1 SOCIETE GENERALE NA INC DIS .2500 .250
47101 5/29/09 287548 JP MORGAN 6/01/09 1,481,000.00 99.998 1,480,969.15
PUR 5/12/09 8336W0AL SOCIETE GENERALE YANKEE CER .3100 .310
46653 5/12/09 287472 SOCIETE GENERALE INTERNATIO 6/08/09 50,000,000.00 100.00 50,000,000.00
PUR 5/06/09 8336W0AU SOCIETE GENERALE YANKEE CER .3200 .320
46493 5/06/09 287444 SOCIETE GENERALE INTERNATIO 6/01/09 40,000,000.00 100.00 40,000,000.00
PUR 5/13/09 8336W0AV SOCIETE GENERALE YANKEE CER .2300 .230
46675 5/13/09 287479 SOCIETE GENERALE INTERNATIO 5/22/09 40,000,000.00 100.00 40,000,000.00
PUR 5/29/09 8336W0BN SOCIETE GENERALE YANKEE CER .3000 .300
47086 5/29/09 287548 SOCIETE GENERALE INTERNATIO 7/01/09 40,000,000.00 100.00 40,000,000.00
PUR 5/28/09 86959FK3 SVENSKA HANDELSBANKEN YANKE .2100 .210
47072 5/28/09 287541 BGC FINANCIAL 7/01/09 90,000,000.00 100.00 90,000,000.00
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 5/01/09 THROUGH 5/31/09
CASH MANAGEMENT FD (5050) -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 5/13/09 87019PJ2 SWEDBANK YANKEE CERT DEP .3200 .320
46677 5/13/09 287479 BGC FINANCIAL 6/08/09 50,000,000.00 100.00 50,000,000.00
PUR 5/21/09 87019PJ4 SWEDBANK YANKEE CERT DEP .3000 .300
46984 5/21/09 287515 BGC FINANCIAL 6/18/09 30,000,000.00 100.00 30,000,000.00
PUR 5/07/09 89233GS8 TOYOTA MOTOR CREDIT DISC C .2000 .200
46562 5/07/09 287451 TOYOTA MOTOR CR CORP. 5/08/09 70,000,000.00 99.999 69,999,611.11
PUR 5/11/09 89233GSC TOYOTA MOTOR CREDIT DISC C .1800 .180
46636 5/11/09 287465 TOYOTA MOTOR CR CORP. 5/12/09 50,000,000.00 100.00 49,999,750.00
PUR 5/20/09 89233GSM TOTOYA MOTOR CREDIT DISC C .1500 .150
46932 5/20/09 287509 TOYOTA MOTOR CR CORP. 5/21/09 70,000,000.00 100.00 69,999,708.34
PUR 5/14/09 89233GSN TOTOYA MOTOR CREDIT DISC C .2100 .210
46699 5/14/09 287485 TOYOTA MOTOR CR CORP. 5/22/09 26,400,000.00 99.995 26,398,768.00
PUR 5/21/09 89233GSN TOTOYA MOTOR CREDIT DISC C .1600 .160
46956 5/21/09 287515 TOYOTA MOTOR CR CORP. 5/22/09 70,000,000.00 100.00 69,999,688.89
PUR 5/05/09 89233GT5 TOYOTA MOTOR CREDIT DISC C .3000 .300
46486 5/05/09 287438 TOYOTA MOTOR CR CORP. 6/05/09 48,000,000.00 99.974 47,987,600.00
PUR 5/06/09 89233GT5 TOYOTA MOTOR CREDIT DISC C .2500 .250
46503 5/06/09 287444 TOYOTA MOTOR CR CORP. 6/05/09 85,600,000.00 99.979 85,582,166.66
PUR 5/15/09 9113A2T2 UNITED PARCEL SERV INC DISC .1100 .110
46734 5/15/09 287491 CREDIT SUISSE SEC (USA) LLC 6/02/09 50,000,000.00 99.995 49,997,250.00
PUR 5/06/09 912795M6 U.S. TREASURY BILLS .1545 .155
46492 5/06/09 287444 JP MORGAN 6/25/09 100,000,000.00 99.979 99,978,541.66
PUR 5/06/09 912795M6 U.S. TREASURY BILLS .1595 .160
46506 5/06/09 287444 JP MORGAN 6/25/09 40,000,000.00 99.978 39,991,138.89
PUR 5/13/09 912795M6 U.S. TREASURY BILLS .1295 .130
46676 5/13/09 287479 JP MORGAN 6/25/09 85,000,000.00 99.985 84,986,852.15
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 5/01/09 THROUGH 5/31/09
CASH MANAGEMENT FD (5050) -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 5/14/09 912795M6 U.S. TREASURY BILLS .1100 .110
46701 5/14/09 287485 BANK OF AMERICA SECURITIES 6/25/09 100,000,000.00 99.987 99,987,166.66
PUR 5/15/09 912795M6 U.S. TREASURY BILLS .1195 .120
46730 5/15/09 287491 MORGAN STANLEY 6/25/09 100,000,000.00 99.986 99,986,390.28
PUR 5/18/09 912795M6 U.S. TREASURY BILLS .1195 .120
46771 5/18/09 287497 GOLDMAN SACHS & COMPANY 6/25/09 95,000,000.00 99.987 94,988,016.80
PUR 5/18/09 912795M6 U.S. TREASURY BILLS .1145 .115
46758 5/18/09 287497 JP MORGAN 6/25/09 60,000,000.00 99.988 59,992,748.33
PUR 5/19/09 912795M6 U.S. TREASURY BILLS .1045 .105
46823 5/19/09 287503 JP MORGAN 6/25/09 40,000,000.00 99.989 39,995,703.89
PUR 5/14/09 912795N3 U.S. TREASURY BILLS .1655 .166
46704 5/14/09 287485 BANK OF AMERICA SECURITIES 7/23/09 100,000,000.00 99.968 99,967,819.44
PUR 5/15/09 912795N3 U.S. TREASURY BILLS .1685 .169
46731 5/15/09 287491 BNP PARIBAS SECURITIES CORP 7/23/09 100,000,000.00 99.968 99,967,704.18
PUR 5/20/09 912795N3 U.S. TREASURY BILLS .1520 .152
46946 5/20/09 287509 BANK OF AMERICA SECURITIES 7/23/09 100,000,000.00 99.973 99,972,977.78
PUR 5/15/09 912795N6 U.S. TREASURY BILLS .1570 .157
46732 5/15/09 287491 CREDIT SUISSE SEC (USA) LLC 8/13/09 100,000,000.00 99.961 99,960,750.00
PUR 5/21/09 912795N7 U.S. TREASURY BILLS .1745 .175
47004 5/21/09 287515 BANK OF AMERICA SECURITIES 8/20/09 20,000,000.00 99.956 19,991,178.06
PUR 5/26/09 912795N7 U.S. TREASURY BILLS .1695 .170
47039 5/26/09 287527 BARCLAYS CAPITAL INC 8/20/09 17,232,000.00 99.960 17,225,022.48
PUR 5/14/09 912795N9 U S TREASURY BILLS .1745 .175
46706 5/14/09 287485 CREDIT SUISSE SEC (USA) LLC 9/03/09 63,600,000.00 99.946 63,565,472.27
PUR 5/15/09 912795N9 U S TREASURY BILLS .1725 .173
46742 5/15/09 287491 MORGAN STANLEY 9/03/09 90,000,000.00 99.947 89,952,131.25
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 5/01/09 THROUGH 5/31/09
CASH MANAGEMENT FD (5050) -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 5/29/09 912795P5 U.S. TREASURY BILLS .1595 .160
47097 5/29/09 287548 CREDIT SUISSE SEC (USA) LLC 10/01/09 70,000,000.00 99.945 69,961,232.64
PUR 5/15/09 912795Q3 U.S. TREASURY BILLS .2655 .266
46729 5/15/09 287491 BNP PARIBAS SECURITIES CORP 11/12/09 100,000,000.00 99.867 99,866,512.50
PUR 5/19/09 912795S4 U S TREASURY BILLS .2405 .241
46916 5/19/09 287503 JP MORGAN 10/22/09 72,000,000.00 99.896 71,924,964.00
PUR 5/07/09 91302CS8 UNITED TECHNOLOGIES CORP DI .1500 .150
46544 5/07/09 287451 BANK OF AMERICA SECURITIES 5/08/09 10,000,000.00 100.00 9,999,958.33
PUR 5/11/09 91302CSC UNITED TECHNOLOGIES CORP DI .1500 .150
46639 5/11/09 287465 BANK OF AMERICA SECURITIES 5/12/09 17,790,000.00 100.00 17,789,925.87
PUR 5/14/09 91302CSM UNITED TECHNOLOGIES CORP DI .1500 .150
46705 5/14/09 287485 BANK OF AMERICA SECURITIES 5/21/09 50,000,000.00 99.997 49,998,541.65
PUR 5/21/09 91302CSU UNITED TECHNOLOGIES CORP DI .1400 .140
46989 5/21/09 287515 BANK OF AMERICA SECURITIES 5/28/09 25,000,000.00 99.997 24,999,319.45
PUR 5/28/09 91302CTR UNITED TECHNOLOGIES CORP DI .1600 .160
47075 5/28/09 287541 BANK OF AMERICA SECURITIES 6/25/09 20,000,000.00 99.988 19,997,511.12
PUR 5/29/09 91302CTS UNITED TECHNOLOGIES CORP DI .1700 .170
47089 5/29/09 287548 BANK OF AMERICA SECURITIES 6/26/09 12,250,000.00 99.987 12,248,380.28
PUR 5/26/09 9497F0T2 WELLS FARGO CO DISC C P .1600 .160
47036 5/26/09 287527 WELLS FARGO 6/02/09 75,000,000.00 99.997 74,997,666.66
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 6727725000.00 6727007477.76
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 6727725000.00 6727007477.76
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 5/01/09 THROUGH 5/31/09
CASH MANAGEMENT FD (5050) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 5/01/09 912795L8 U S TREASURY BILLS .2945 .295
44736 5/01/09 287422 CITIGROUP GBL MKT(FMLY SALO 5/14/09 93,952,000.00 99.998 93,950,286.69 8,278.22
SALE 5/01/09 912795L8 U S TREASURY BILLS .2745 .275
44789 5/01/09 287422 CITIGROUP GBL MKT(FMLY SALO 5/14/09 6,048,000.00 99.998 6,047,889.71 489.22
SALE 5/01/09 912795N9 U S TREASURY BILLS .3595 .360
45082 5/01/09 287422 CREDIT SUISSE SEC (USA) LLC 9/03/09 50,000,000.00 99.933 49,966,493.06 28,906.25
SALE 5/01/09 912795Q8 U S TREASURY BILLS 1.8080 1.834
42952 5/01/09 287422 BANK OF AMERICA SECURITIES 7/02/09 46,015,000.00 99.978 46,005,093.99 133,374.47
SALE 5/01/09 912795Q8 U S TREASURY BILLS 2.0520 2.089
42548 5/01/09 287422 JP MORGAN 7/02/09 100,000,000.00 99.978 99,978,386.12 331,786.12
SALE 5/04/09 912795Q9 U S TREASURY BILLS 2.1745 2.223
41972 5/04/09 287432 BNP PARIBAS SECURITIES CORP 7/30/09 20,000,000.00 99.954 19,990,816.67 95,917.50
SALE 5/12/09 912795Q9 U S TREASURY BILLS 2.1745 2.223
41972 5/12/09 287472 BNP PARIBAS SECURITIES CORP 7/30/09 2,352,000.00 99.961 2,351,094.19 10,317.51
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 318,367,000.00 318,290,060.43 609,069.29
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 318,367,000.00 318,290,060.43 609,069.29
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 5/01/09 THROUGH 5/31/09
COMMON PENSION FD A (5140) 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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 5/15/09 00751Y10 ADVANCED AUTO PARTS INC
46747 5/20/09 422596 RAYMOND JAMES/EXECUTION 75,000.00 40.593 1,125.00 3,045,615.00
PUR 5/11/09 01165910 ALASKA AIR GROUP, INC.
17215 5/14/09 422575 ICAP CORPORATES LLC 140,000.00 17.195 1,400.00 2,408,728.00
PUR 5/12/09 01165910 ALASKA AIR GROUP, INC.
17215 5/15/09 422581 GRISWOLD COMPANY 79,200.00 16.567 792.00 1,312,930.08
PUR 5/13/09 01165910 ALASKA AIR GROUP, INC.
17215 5/18/09 422587 GRISWOLD COMPANY 20,800.00 16.391 208.00 341,138.72
PUR 5/15/09 01265310 ALBEMARLE CORP.
14176 5/20/09 422596 BMO CAPITAL MARKETS/EXECUTI 53,700.00 26.338 805.50 1,415,156.10
PUR 5/15/09 01265310 ALBEMARLE CORP.
14176 5/20/09 422596 ITG (CHANNEL) 5,000.00 26.215 50.00 131,122.50
PUR 5/15/09 01265310 ALBEMARLE CORP.
14176 5/20/09 422596 RAYMOND JAMES/EXECUTION 50,000.00 26.396 750.00 1,320,550.00
PUR 5/18/09 01265310 ALBEMARLE CORP.
14176 5/21/09 422600 BMO CAPITAL MARKETS/EXECUTI 73,100.00 27.010 1,096.50 1,975,549.43
PUR 5/19/09 01265310 ALBEMARLE CORP.
14176 5/22/09 422605 BMO CAPITAL MARKETS/EXECUTI 18,200.00 27.137 273.00 494,159.12
PUR 5/05/09 02385010 AMERICAN APPAREL INC
45496 5/08/09 422552 STURDIVANT/EXECUTION 20,000.00 5.663 300.00 113,564.00
PUR 5/11/09 02385010 AMERICAN APPAREL INC
45496 5/14/09 422575 WILLIAMS CAPITAL GROUP 1,500.00 5.324 22.50 8,008.50
PUR 5/12/09 02385010 AMERICAN APPAREL INC
45496 5/15/09 422581 WILLIAMS CAPITAL GROUP 18,500.00 5.474 277.50 101,539.10
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
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 5/13/09 02385010 AMERICAN APPAREL INC
45496 5/18/09 422587 STURDIVANT/EXECUTION 10,000.00 5.017 150.00 50,315.00
PUR 5/05/09 02483510 AMERICAN CAMPUS COMMUNITIES
41561 5/11/09 422556 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 21.250 42,500.00
PUR 5/05/09 02483510 AMERICAN CAMPUS COMMUNITIES
41561 5/11/09 422556 JP MORGAN 2,000.00 21.250 42,500.00
PUR 5/05/09 02483510 AMERICAN CAMPUS COMMUNITIES
41561 5/11/09 422556 KEYBANC CAPITAL MKTS INC 7,500.00 21.250 159,375.00
PUR 5/05/09 02483510 AMERICAN CAMPUS COMMUNITIES
41561 5/11/09 422556 KEYBANC CAPITAL MKTS INC 2,500.00 21.250 53,125.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,000.00 21.250 212,500.00
PUR 5/05/09 02483510 AMERICAN CAMPUS COMMUNITIES
41561 5/11/09 422556 MERRILL LYNCH (RESEARCH) 2,500.00 21.250 53,125.00
PUR 5/05/09 02483510 AMERICAN CAMPUS COMMUNITIES
41561 5/11/09 422556 ROBERT W. BAIRD & CO INC 500.00 21.250 10,625.00
PUR 5/05/09 02483510 AMERICAN CAMPUS COMMUNITIES
41561 5/11/09 422556 WACHOVIA SECURITIES, INC. 500.00 21.250 10,625.00
PUR 5/01/09 03748R10 APARTMENT INVEST. & MGMT. C
38056 5/06/09 422544 RAYMOND JAMES/EXECUTION 50,000.00 7.441 750.00 372,805.00
PUR 4/28/09 03760410 APOLLO GROUP INC-CL A
44470 5/01/09 422528 UBS WARBURG LLC 10,000.00 61.291 300.00 613,213.00
PUR 5/18/09 03760410 APOLLO GROUP INC-CL A
44470 5/21/09 422600 ITG (CHANNEL) 2,800.00 62.491 28.00 175,003.64
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 67
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/18/09 03760410 APOLLO GROUP INC-CL A
44470 5/21/09 422600 MERRIMAN/OTC 10,000.00 62.421 150.00 624,359.00
PUR 5/19/09 03760410 APOLLO GROUP INC-CL A
44470 5/22/09 422605 ITG (CHANNEL) 2,200.00 62.307 22.00 137,098.28
PUR 5/22/09 06985P10 BASIC ENERGY
47025 5/28/09 422621 BMO CAPITAL MARKETS/EXECUTI 50,000.00 9.657 750.00 483,615.00
PUR 5/05/09 07401410 BEASLEY BROADCAST GROUP INC
15774 5/08/09 422552 CREDIT SUISSE SEC (AES) 259.00 2.299 2.59 597.98
PUR 5/06/09 07401410 BEASLEY BROADCAST GROUP INC
15774 5/11/09 422557 CREDIT SUISSE SEC (AES) 1,673.00 2.357 16.73 3,960.49
PUR 5/07/09 07401410 BEASLEY BROADCAST GROUP INC
15774 5/12/09 422563 CREDIT SUISSE SEC (AES) 18,068.00 2.410 180.68 43,729.98
PUR 5/07/09 07401410 BEASLEY BROADCAST GROUP INC
15774 5/12/09 422563 ITG (CHANNEL) 5,000.00 2.410 75.00 12,126.00
PUR 5/04/09 08930210 BIG LOTS INC
46468 5/07/09 422548 MAGNA SECURITIES CORP 8,300.00 27.468 124.50 228,109.73
PUR 5/05/09 08930210 BIG LOTS INC
46468 5/08/09 422552 MAGNA SECURITIES CORP 51,700.00 27.476 775.50 1,421,274.36
PUR 5/06/09 08930210 BIG LOTS INC
46468 5/11/09 422557 MAGNA SECURITIES CORP 40,000.00 27.264 600.00 1,091,152.00
PUR 5/07/09 08930210 BIG LOTS INC
46468 5/12/09 422563 BMO CAPITAL MARKETS/EXECUTI 25,000.00 25.598 375.00 640,317.50
PUR 5/12/09 08930210 BIG LOTS INC
46468 5/15/09 422581 MAGNA SECURITIES CORP 25,000.00 24.767 375.00 619,540.00
PUR 5/05/09 10112110 BOSTON PROPERTIES, INC.
38209 5/08/09 422552 RAYMOND JAMES/EXECUTION 15,000.00 49.649 225.00 744,958.50
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 68
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/18/09 14622910 CARTER'S INC
33598 5/21/09 422600 RAYMOND JAMES/EXECUTION 40,000.00 21.512 600.00 861,064.00
PUR 5/12/09 15087010 CELANESE CORPORATION SERIES
35597 5/15/09 422581 BLAYLOCK ROBERT VAN LLC 125,000.00 20.654 1,875.00 2,583,562.50
PUR 5/12/09 15087010 CELANESE CORPORATION SERIES
35597 5/15/09 422581 MURIEL SEIBERT & CO 125,000.00 20.637 1,875.00 2,581,525.00
PUR 5/13/09 15087010 CELANESE CORPORATION SERIES
35597 5/18/09 422587 BLAYLOCK ROBERT VAN LLC 100,000.00 19.015 1,500.00 1,902,980.00
PUR 5/13/09 15087010 CELANESE CORPORATION SERIES
35597 5/18/09 422587 MURIEL SEIBERT & CO 100,000.00 18.948 1,500.00 1,896,270.00
PUR 5/14/09 15087010 CELANESE CORPORATION SERIES
35597 5/19/09 422591 BLAYLOCK ROBERT VAN LLC 100,000.00 19.618 1,500.00 1,963,290.00
PUR 5/14/09 15087010 CELANESE CORPORATION SERIES
35597 5/19/09 422591 PRINCETON SECURITIES GROUP 100,000.00 19.466 1,000.00 1,947,570.00
PUR 5/15/09 15087010 CELANESE CORPORATION SERIES
35597 5/20/09 422596 PRINCETON SECURITIES GROUP 100,000.00 19.508 1,000.00 1,951,770.00
PUR 5/01/09 16990510 CHOICE HOTELS
46442 5/06/09 422544 BMO CAPITAL MARKETS/EXECUTI 50,000.00 28.897 750.00 1,445,590.00
PUR 5/19/09 17134010 CHURCH & DWIGHT
46921 5/22/09 422605 CAPIS/SOFT 50,000.00 52.009 2,500.00 2,602,925.00
PUR 5/22/09 17134010 CHURCH & DWIGHT
46921 5/28/09 422621 BMO CAPITAL MARKETS/EXECUTI 50,000.00 50.962 750.00 2,548,850.00
PUR 5/12/09 17296710 CITIGROUP INC.
46649 5/14/09 422579 MORGAN STANLEY 2,262,100.00 3.927 8,882,361.86
PUR 5/13/09 17296710 CITIGROUP INC
46665 5/15/09 422585 MORGAN STANLEY 177,900.00 3.580 636,882.00
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 5/01/09 THROUGH 5/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 69
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/18/09 18683K10 CLIFFS NATURAL RESOURCES
46820 5/21/09 422600 CAPIS/SOFT 272,500.00 22.273 13,625.00 6,082,881.25
PUR 5/19/09 18683K10 CLIFFS NATURAL RESOURCES
46820 5/22/09 422605 CAPIS/SOFT 27,500.00 24.428 1,375.00 673,142.25
PUR 5/21/09 18683K10 CLIFFS NATURAL RESOURCES
46820 5/27/09 422617 GRISWOLD COMPANY 200,000.00 24.099 2,000.00 4,821,760.00
PUR 5/21/09 21079530 CONTINENTAL AIR
47013 5/27/09 422617 ICAP CORPORATES LLC 125,000.00 10.509 1,250.00 1,314,875.00
PUR 5/21/09 21079530 CONTINENTAL AIR
47013 5/27/09 422617 MERIDIAN EQUITY PARTNERS 125,000.00 10.506 1,250.00 1,314,475.00
PUR 5/13/09 24353710 DECKERS OUTDOOR CORP
46166 5/18/09 422587 MAGNA SECURITIES (OTC) 5,000.00 51.850 75.00 259,325.00
PUR 4/29/09 24736170 DELTA AIR LINES INC DEL
46316 5/04/09 422532 CITIGROUP/CITIBANK DOMESTIC 100,000.00 6.410 4,000.00 644,950.00
PUR 4/29/09 24736170 DELTA AIR LINES INC DEL
46316 5/04/09 422532 MERRILL LYNCH (RESEARCH) 250,000.00 6.294 10,000.00 1,583,400.00
PUR 4/30/09 24736170 DELTA AIR LINES INC DEL
46316 5/05/09 422538 ICAP CORPORATES LLC 200,000.00 6.202 2,000.00 1,242,320.00
PUR 5/13/09 24736170 DELTA AIR LINES INC DEL
46316 5/18/09 422587 GRISWOLD COMPANY 200,000.00 6.461 2,000.00 1,294,140.00
PUR 5/20/09 24736170 DELTA AIR LINES INC DEL
46316 5/26/09 422611 CAPIS/SOFT 500,000.00 6.853 25,000.00 3,451,450.00
PUR 5/21/09 24736170 DELTA AIR LINES INC DEL
46316 5/27/09 422617 MORGAN STANLEY 500,000.00 6.434 3,217,200.00
PUR 5/07/09 25960P10 DOUGLAS EMMETT INC
35466 5/12/09 422563 RAYMOND JAMES/EXECUTION 50,000.00 9.678 750.00 484,625.00
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 5/01/09 THROUGH 5/31/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/28/09 27864210 EBAY INC.
14885 5/01/09 422528 UBS WARBURG LLC 50,000.00 16.204 1,500.00 811,705.00
PUR 5/11/09 27864210 EBAY INC.
14885 5/14/09 422575 MAGNA SECURITIES (OTC) 20,000.00 17.338 300.00 347,050.00
PUR 5/05/09 29152510 EMMIS COMMUNICATIONS CORP.
37336 5/08/09 422552 CREDIT SUISSE SEC (AES) 27,679.00 .369 276.79 10,484.81
PUR 5/06/09 29152510 EMMIS COMMUNICATIONS CORP.
37336 5/11/09 422557 CREDIT SUISSE SEC (AES) 32,321.00 .370 323.21 12,281.98
PUR 4/30/09 29476L10 EQUITY RESIDENTIAL PROPERTY
43888 5/05/09 422538 BMO CAPITAL MARKETS/EXECUTI 70,000.00 23.236 1,050.00 1,627,549.00
PUR 5/05/09 30225T10 EXTRA SPACE STORAGE INC.
40175 5/08/09 422552 RAYMOND JAMES/EXECUTION 10,000.00 7.000 150.00 70,150.00
PUR 5/22/09 30241L10 FEI COMPANY
43274 5/28/09 422621 MORGAN STANLEY 25,000.00 19.341 483,517.50
PUR 5/22/09 34609170 FOREST OIL CORP.
32570 5/28/09 422621 BMO CAPITAL MARKETS/EXECUTI 35,000.00 18.052 525.00 632,359.00
PUR 5/15/09 35671D85 FREEPORT-MCMORAN COPPER-B
26353 5/20/09 422596 MERIDIAN EQUITY PARTNERS 200,000.00 44.881 2,000.00 8,978,260.00
PUR 5/06/09 40414L10 HCP, INC.
43963 5/11/09 422557 RAYMOND JAMES/EXECUTION 25,000.00 21.470 375.00 537,125.00
PUR 4/30/09 42330P10 HELIX TECHNLGY
46430 5/05/09 422538 GRISWOLD COMPANY 100,000.00 9.164 1,000.00 917,370.00
PUR 4/30/09 42330P10 HELIX TECHNLGY
46430 5/05/09 422538 OPPENHEIMER & CO., INC 10,000.00 9.134 400.00 91,739.00
PUR 5/22/09 42823610 HEWLETT-PACKARD CO
12113 5/28/09 422621 CAPIS/SOFT 50,000.00 34.264 2,500.00 1,715,680.00
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/21/09 47714310 JETBLUE AIRWAYS
47014 5/27/09 422617 MORGAN STANLEY 250,000.00 4.877 1,219,325.00
PUR 5/22/09 47714310 JETBLUE AIRWAYS
47014 5/28/09 422621 MORGAN STANLEY 100,000.00 4.608 460,830.00
PUR 5/07/09 48247020 KIT DIGITAL INC
45475 5/12/09 422563 MERRIMAN/OTC 1,000.00 8.416 15.00 8,430.80
PUR 5/22/09 48247020 KIT DIGITAL INC
45475 5/28/09 422621 MERRIMAN/OTC 1,000.00 8.100 15.00 8,115.00
PUR 4/28/09 49726610 KIRBY CORP.
43171 5/01/09 422528 MERRILL LYNCH (RESEARCH) 112,000.00 29.566 4,480.00 3,315,872.00
PUR 4/28/09 49726610 KIRBY CORP.
43171 5/01/09 422528 SANFORD BERNSTEIN & CO. 28,600.00 29.463 1,144.00 843,791.52
PUR 4/30/09 49726610 KIRBY CORP.
43171 5/05/09 422538 WILLIAMS CAPITAL GROUP 27,500.00 29.174 412.50 802,700.25
PUR 5/05/09 54866110 LOWES COMPANIES, INC.
08635 5/08/09 422552 RAYMOND JAMES/EXECUTION 40,000.00 21.012 600.00 841,072.00
PUR 5/01/09 55448910 MACK-CALI REALTY CORP.
43336 5/06/09 422544 STURDIVANT/EXECUTION 10,000.00 24.985 150.00 250,004.00
PUR 5/06/09 58333410 MEADWESTVACO CORP.
21865 5/11/09 422557 CREDIT SUISSE SEC (AES) 222,491.00 16.617 2,224.91 3,699,357.86
PUR 5/07/09 58333410 MEADWESTVACO CORP.
21865 5/12/09 422563 CREDIT SUISSE SEC (AES) 277,509.00 16.698 2,775.09 4,636,675.87
PUR 5/15/09 58333410 MEADWESTVACO CORP.
21865 5/20/09 422596 PRINCETON SECURITIES GROUP 200,000.00 14.379 2,000.00 2,877,840.00
PUR 5/18/09 58333410 MEADWESTVACO CORP.
21865 5/21/09 422600 CAPIS/SOFT 87,725.00 15.340 4,386.25 1,350,131.61
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 72
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/19/09 58333410 MEADWESTVACO CORP.
21865 5/22/09 422605 CAPIS/SOFT 213,300.00 16.257 10,665.00 3,478,325.76
PUR 5/06/09 64602510 NEW JERSEY RESOURCES CORP.
01172 5/11/09 422557 BMO CAPITAL MARKETS/EXECUTI 70,000.00 32.001 1,050.00 2,241,092.00
PUR 5/07/09 64602510 NEW JERSEY RESOURCES CORP.
01172 5/12/09 422563 BMO CAPITAL MARKETS/EXECUTI 65,000.00 32.532 975.00 2,115,555.00
PUR 5/08/09 64602510 NEW JERSEY RESOURCES CORP.
01172 5/13/09 422571 BMO CAPITAL MARKETS/EXECUTI 65,000.00 32.872 975.00 2,137,655.00
PUR 5/18/09 65410610 NIKE INC.
42921 5/21/09 422600 RAYMOND JAMES/EXECUTION 25,000.00 50.420 375.00 1,260,862.50
PUR 5/04/09 69515610 PACKAGING CORP OF AMERICA
31104 5/07/09 422548 PRINCETON SECURITIES GROUP 135,500.00 16.151 1,355.00 2,189,829.05
PUR 5/05/09 69515610 PACKAGING CORP OF AMERICA
31104 5/08/09 422552 MERIDIAN EQUITY PARTNERS 157,400.00 16.135 1,574.00 2,541,175.78
PUR 5/05/09 69515610 PACKAGING CORP OF AMERICA
31104 5/08/09 422552 PRINCETON SECURITIES GROUP 24,500.00 16.170 245.00 396,412.45
PUR 5/06/09 69515610 PACKAGING CORP OF AMERICA
31104 5/11/09 422557 MERIDIAN EQUITY PARTNERS 132,600.00 16.058 1,326.00 2,130,550.50
PUR 5/01/09 72925110 PLUM CREEK TIMBER CO INC
19523 5/06/09 422544 BMO CAPITAL MARKETS/EXECUTI 56,000.00 34.020 840.00 1,905,965.60
PUR 4/29/09 74005P10 PRAXAIR, INC.
18355 5/04/09 422532 JP MORGAN 154,000.00 71.658 6,160.00 11,041,430.40
PUR 5/01/09 74341010 PROLOGIS
13052 5/06/09 422544 RAYMOND JAMES/EXECUTION 25,000.00 8.750 375.00 219,117.50
PUR 5/13/09 74341010 PROLOGIS
13052 5/18/09 422587 STURDIVANT/EXECUTION 20,000.00 7.344 300.00 147,170.00
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 5/01/09 THROUGH 5/31/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/30/09 84258710 SOUTHERN CO.
15171 5/05/09 422538 PRINCETON SECURITIES GROUP 150,000.00 28.773 1,500.00 4,317,495.00
PUR 5/07/09 84546710 SOUTHWSTN ENGY
46576 5/12/09 422563 ICAP CORPORATES LLC 150,000.00 40.378 1,500.00 6,058,170.00
PUR 5/22/09 84546710 SOUTHWSTN ENGY
46576 5/28/09 422621 CAPIS/SOFT 200,000.00 40.298 10,000.00 8,069,560.00
PUR 5/18/09 88654710 TIFFANY & CO.
8986 5/21/09 422600 WILLIAMS CAPITAL GROUP 20,000.00 26.387 300.00 528,040.00
PUR 5/07/09 88732J20 TIME WARNER CABLE INC
45482 5/12/09 422563 RAYMOND JAMES/EXECUTION 81,247.00 34.007 1,218.70 2,764,185.43
PUR 5/15/09 90254980 UAL CORP
46744 5/20/09 422596 ITG (CHANNEL) 50,000.00 4.854 500.00 243,180.00
PUR 5/15/09 90254980 UAL CORP
46744 5/20/09 422596 ITG (CHANNEL) 250,000.00 4.998 2,500.00 1,252,025.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 300,000.00 4.974 1,495,205.00
3,000.00
PUR 5/15/09 90254980 UAL CORP
46744 5/20/09 422596 KEYBANC CAPITAL MKTS INC 50,000.00 4.894 750.00 245,435.00
PUR 5/15/09 90254980 UAL CORP
46744 5/20/09 422596 MAGNA SECURITIES (OTC) 50,000.00 4.861 750.00 243,775.00
PUR 5/15/09 90254980 UAL CORP
46744 5/20/09 422596 MERRIMAN/OTC 50,000.00 4.863 750.00 243,885.00
PUR 5/15/09 90254980 UAL CORP
46744 5/20/09 422596 SUSQUEHANNA/OTC 50,000.00 4.825 750.00 241,985.00
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 5/01/09 THROUGH 5/31/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/20/09 90254980 UAL CORP
46744 5/26/09 422611 MORGAN STANLEY 500,000.00 5.174 2,586,750.00
PUR 5/22/09 92220710 VARIAN SEMICONDUCTOR EQUIP.
32229 5/28/09 422621 MORGAN STANLEY 25,000.00 22.060 551,487.50
PUR 5/07/09 93114210 WAL-MART STORES, INC.
15929 5/12/09 422563 BMO CAPITAL MARKETS/EXECUTI 70,000.00 49.942 1,050.00 3,496,990.00
PUR 5/07/09 93114210 WAL-MART STORES, INC.
15929 5/12/09 422563 GRISWOLD COMPANY 50,000.00 49.925 500.00 2,496,735.00
PUR 5/07/09 93114210 WAL-MART STORES, INC.
15929 5/12/09 422563 GRISWOLD COMPANY 50,000.00 50.171 500.00 2,509,045.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 50.048 5,005,780.00
1,000.00
PUR 5/13/09 93114210 WAL-MART STORES, INC.
15929 5/18/09 422587 RAYMOND JAMES/EXECUTION 15,000.00 49.995 225.00 750,142.50
PUR 5/15/09 93114210 WAL-MART STORES, INC.
15929 5/20/09 422596 RAYMOND JAMES/EXECUTION 10,000.00 49.030 150.00 490,446.00
PUR 5/13/09 93439040 WARNACO GROUP INC
46680 5/18/09 422587 BMO CAPITAL MARKETS/EXECUTI 50,000.00 28.040 500.00 1,402,500.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 11,859,872.00 185,337,685.04
168,436.45
PURCHASES OF COMINGLED FUND UNITS
---------------------------------
PUR 5/18/09 1729678S CITIGROUP INC C+SV
46821 5/19/09 422543 MORGAN STANLEY (OPTIONS) 1,250,000.00 .429 536,750.00
PUR 5/18/09 1729678V CITIGROUP INC C+UV
45239 5/19/09 422543 MORGAN STANLEY (OPTIONS) 1,250,000.00 .637 796,250.00
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 5/01/09 THROUGH 5/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 75
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/01/09 9EDB2CGA S&P 500 INDEX SPX+SE
46461 5/04/09 422543 PALI CAPITAL (OPTIONS) 100,000.00 36.440 2,000.00 3,646,000.00
-------------- ---------- -------------- --------------
SUBTOTAL UNIT-ASSET PURCHASES: 2,600,000.00 4,979,000.00
2,000.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 14,459,872.00 190,316,685.04
170,436.45
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 5/26/09 00184AAC AOL TIME WARNER INC 7.6250 9.903
43496 5/29/09 287547 BARCLAYS CAPITAL INC 4/15/31 10,000,000.00 88.251 8,825,100.00 849,492.30
SALE 5/26/09 00184AAC AOL TIME WARNER INC 7.6250 9.903
43496 5/29/09 287547 BARCLAYS CAPITAL INC 4/15/31 10,000,000.00 88.504 8,850,400.00 874,792.30
SALE 5/06/09 13342BAD CAMERON INT'L CORP SR NOTES 7.0000 9.476
43391 5/11/09 287464 RBC CAPITAL MKTS. 7/15/38 15,000,000.00 80.524 12,078,600.00 738,223.13
SALE 5/08/09 13342BAD CAMERON INT'L CORP SR NOTES 7.0000 9.476
43391 5/13/09 287477 RBC CAPITAL (DOMESTIC) 7/15/38 10,000,000.00 79.439 7,943,900.00 383,531.78
SALE 5/05/09 652478BA NEWS AMERICA HOLDINGS NOTES 7.7500 10.288
43395 5/08/09 287456 BARCLAYS CAPITAL INC 12/01/45 20,000,000.00 80.426 16,085,200.00 895,371.37
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 65,000,000.00 53,783,200.00 3,741,410.88
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 4/29/09 00206R10 AT&T INC. 265.22
32425 5/04/09 422533 CITIGROUP/CITIBANK DOMESTIC 400,000.00 25.799 16,000.00 10,303,454.78 481,274.08
SALE 5/14/09 00206R10 AT&T INC. 64.30
32425 5/19/09 422592 BMO CAPITAL MARKETS/EXECUTI 100,000.00 25.018 1,000.00 2,500,755.70 45,210.52
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
COMMON PENSION FD A (5140) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/14/09 00206R10 AT&T INC. 64.07
32425 5/19/09 422592 GRISWOLD COMPANY 100,000.00 24.927 1,000.00 2,491,635.93 36,090.75
SALE 5/14/09 00206R10 AT&T INC. 64.20
32425 5/19/09 422592 ICAP CORPORATES LLC 100,000.00 24.977 1,000.00 2,496,655.80 41,110.62
SALE 5/14/09 00206R10 AT&T INC. 64.18
32425 5/19/09 422592 MAGNA SECURITIES CORP 100,000.00 24.971 1,000.00 2,496,045.82 40,500.64
SALE 5/14/09 00206R10 AT&T INC. 128.09
32425 5/19/09 422592 MERIDIAN EQUITY PARTNERS 200,000.00 24.920 2,000.00 4,981,871.91 70,781.56
SALE 5/14/09 00206R10 AT&T INC. 129.04
32425 5/19/09 422592 PRINCETON SECURITIES GROUP 200,000.00 25.104 2,000.00 5,018,730.96 107,640.61
SALE 5/14/09 00206R10 AT&T INC. 64.22
32425 5/19/09 422592 RAYMOND JAMES/EXECUTION 100,000.00 24.985 1,000.00 2,497,455.78 41,910.60
SALE 5/14/09 00206R10 AT&T INC. 64.31
32425 5/19/09 422592 WILLIAMS CAPITAL GROUP 100,000.00 25.020 1,000.00 2,500,915.69 45,370.51
SALE 5/21/09 00949P10 AIRTRAN HOLDINGS, INC. 30.52
26138 5/27/09 422618 CAPIS/SOFT 200,000.00 5.936 10,000.00 1,177,249.48 -1,935,973.07
SALE 5/22/09 00949P10 AIRTRAN HOLDINGS, INC. 11.23
26138 5/28/09 422622 BMO CAPITAL MARKETS/EXECUTI 80,000.00 5.461 1,200.00 435,700.77 -809,588.25
SALE 5/18/09 01381710 ALCOA INC. 181.22
17075 5/21/09 422601 CAPIS/SOFT 750,000.00 9.402 37,500.00 7,013,668.78 -17,061,239.96
SALE 4/30/09 03741110 APACHE CORP. 64.81
05297 5/05/09 422539 WILLIAMS CAPITAL GROUP 35,000.00 72.046 525.00 2,521,027.19 1,302,584.69
SALE 5/18/09 04622410 ASTEC INDUSTRIES INC. 3.89
38629 5/21/09 422601 MAGNA SECURITIES (OTC) 5,233.00 28.872 78.50 151,005.83 -70,989.98
SALE 5/19/09 04622410 ASTEC INDUSTRIES INC. 6.62
38629 5/22/09 422606 ITG (CHANNEL) 9,000.00 28.618 90.00 257,468.98 -124,331.57
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 5/01/09 THROUGH 5/31/09
COMMON PENSION FD A (5140) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/19/09 04622410 ASTEC INDUSTRIES INC. 11.60
38629 5/22/09 422606 MAGNA SECURITIES (OTC) 15,767.00 28.627 236.51 451,107.49 -217,764.66
SALE 5/15/09 05333210 AUTOZONE INC. 81.25
29116 5/20/09 422597 RAYMOND JAMES/EXECUTION 20,000.00 158.07 300.00 3,161,084.75 1,404,186.75
SALE 5/11/09 05548J10 BJ'S WHOLESALE CLUB, INC. 9.64
24138 5/14/09 422576 MAGNA SECURITIES CORP 10,000.00 37.500 150.00 374,841.36 197,303.42
SALE 4/30/09 08578910 BERRY PETROLEUM CO 32.57
6836 5/05/09 422539 MAGNA SECURITIES CORP 75,000.00 16.895 1,125.00 1,265,937.43 145,658.35
SALE 5/13/09 11573610 BROWN SHOE CO., INC. 14.28
19763 5/18/09 422588 BMO CAPITAL MARKETS/EXECUTI 97,500.00 5.697 1,462.50 553,961.22 -324,655.83
SALE 5/07/09 13342B10 CAMERON INTERNATIONAL CORP. 76.32
34072 5/12/09 422564 MERIDIAN EQUITY PARTNERS 100,000.00 29.694 1,000.00 2,968,343.68 1,643,862.84
SALE 5/06/09 16676410 CHEVRON CORP. 131.50
21041 5/11/09 422558 RAYMOND JAMES/EXECUTION 75,000.00 68.221 1,125.00 5,115,281.00 2,643,926.30
SALE 5/11/09 17296710 CITIGROUP INC. 145.34
46649 5/14/09 422580 MORGAN STANLEY 2,262,100.00 2.500 5,655,104.66 -3,227,257.20
SALE 5/12/09 17296710 CITIGROUP INC 11.44
46665 5/15/09 422586 MORGAN STANLEY (OPTIONS) 177,900.00 2.500 444,738.56 -192,143.44
SALE 5/19/09 18905410 CLOROX CO. (THE) 67.73
40872 5/22/09 422606 CAPIS/SOFT 50,000.00 52.703 2,500.00 2,632,572.27 -44,702.61
SALE 5/22/09 19416210 COLGATE-PALMOLIVE CO. 65.88
04501 5/28/09 422622 BMO CAPITAL MARKETS/EXECUTI 40,000.00 64.078 600.00 2,562,442.12 904,040.81
SALE 5/18/09 19851610 COLUMBIA SPORTSWEAR CO. 56.05
20569 5/21/09 422601 ITG (CHANNEL) 70,000.00 31.154 700.00 2,180,023.95 -319,503.36
SALE 5/06/09 21683110 COOPER TIRE & RUBBER CO. 5.29
08353 5/11/09 422558 STURDIVANT/EXECUTION 20,000.00 10.280 300.00 205,296.71 -202,704.45
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 5/01/09 THROUGH 5/31/09
COMMON PENSION FD A (5140) -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 5/04/09 22160K10 COSTCO WHOLESALE CORP. 61.22
14344 5/07/09 422549 CREDIT SUISSE SEC (AES) 50,000.00 47.639 500.00 2,381,398.78 891,143.51
SALE 5/07/09 22160K10 COSTCO WHOLESALE CORP. 57.07
14344 5/12/09 422564 CREDIT SUISSE SEC (AES) 48,200.00 46.066 482.00 2,219,846.95 783,240.87
SALE 5/07/09 22160K10 COSTCO WHOLESALE CORP. 59.12
14344 5/12/09 422564 CREDIT SUISSE SEC (AES) 50,000.00 46.005 500.00 2,299,695.88 809,440.61
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 98,200.00 46.035 116.19 4,519,542.83 1,592,681.48
982.00
SALE 5/07/09 22160K10 COSTCO WHOLESALE CORP. 58.81
14344 5/12/09 422564 LABRANCHE/0TC 50,000.00 45.762 750.00 2,287,306.19 797,050.92
SALE 5/07/09 22160K10 COSTCO WHOLESALE CORP. 31.74
14344 5/12/09 422564 SUSQUEHANNA/OTC 26,800.00 46.079 402.00 1,234,478.10 435,701.28
SALE 4/30/09 29717810 ESSEX PROPERTY TRUST INC. 23.08
38186 5/05/09 422539 BMO CAPITAL MARKETS/EXECUTI 14,000.00 64.146 210.00 897,812.32 -670,266.31
SALE 5/04/09 29717810 ESSEX PROPERTY TRUST INC. 17.87
38186 5/07/09 422549 BMO CAPITAL MARKETS/EXECUTI 11,000.00 63.208 165.00 695,100.73 -536,961.05
SALE 5/05/09 29717810 ESSEX PROPERTY TRUST INC. 8.36
38186 5/08/09 422553 RAYMOND JAMES/EXECUTION 5,000.00 65.025 75.00 325,040.64 -234,987.44
SALE 5/06/09 29717810 ESSEX PROPERTY TRUST INC. 8.37
38186 5/11/09 422558 RAYMOND JAMES/EXECUTION 5,000.00 65.085 75.00 325,341.63 -234,686.45
SALE 5/22/09 30231G10 EXXON MOBIL CORP. 221.57
15200 5/28/09 422622 CAPIS/SOFT 125,000.00 68.971 6,250.00 8,614,890.93 5,587,120.66
SALE 5/12/09 30700010 FAMILY DOLLAR STORES, INC. 8.06
43155 5/15/09 422582 STURDIVANT/EXECUTION 10,000.00 31.356 150.00 313,401.94 70,416.06
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 79
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/18/09 30700010 FAMILY DOLLAR STORES, INC. 38.30
43155 5/21/09 422601 BMO CAPITAL MARKETS/EXECUTI 50,000.00 29.801 750.00 1,489,236.70 274,307.30
SALE 5/11/09 35906A10 FRONTIER COMMUNICATIONS COR 24.94
45384 5/14/09 422576 GRISWOLD COMPANY 125,000.00 7.762 1,250.00 968,925.06 72,857.12
SALE 5/12/09 35906A10 FRONTIER COMMUNICATIONS COR 24.26
45384 5/15/09 422582 CASTLE OAK SECURITIES 125,000.00 7.551 1,875.00 941,938.24 45,870.30
SALE 5/12/09 35906A10 FRONTIER COMMUNICATIONS COR 24.64
45384 5/15/09 422582 GRISWOLD COMPANY 125,000.00 7.669 1,250.00 957,350.36 61,282.42
SALE 5/12/09 35906A10 FRONTIER COMMUNICATIONS COR 24.40
45384 5/15/09 422582 JACKSON SECS 125,000.00 7.594 1,875.00 947,375.60 51,307.66
SALE 5/13/09 35906A10 FRONTIER COMMUNICATIONS COR 24.26
45384 5/18/09 422588 MERIDIAN EQUITY PARTNERS 125,000.00 7.550 1,250.00 942,525.74 46,457.80
SALE 5/13/09 35906A10 FRONTIER COMMUNICATIONS COR 24.16
45384 5/18/09 422588 PRINCETON SECURITIES GROUP 125,000.00 7.519 1,250.00 938,588.34 42,520.40
SALE 5/14/09 35906A10 FRONTIER COMMUNICATIONS COR 18.60
45384 5/19/09 422592 CASTLE OAK SECURITIES 100,000.00 7.236 1,500.00 722,121.40 5,267.04
SALE 5/14/09 35906A10 FRONTIER COMMUNICATIONS COR 18.69
45384 5/19/09 422592 JACKSON SECS 100,000.00 7.272 1,500.00 725,631.31 8,776.96
SALE 5/14/09 35906A10 FRONTIER COMMUNICATIONS COR 18.56
45384 5/19/09 422592 MURIEL SEIBERT & CO 100,000.00 7.219 1,500.00 720,331.44 3,477.08
SALE 5/14/09 35906A10 FRONTIER COMMUNICATIONS COR 18.62
45384 5/19/09 422592 SANDGRAIN SECURITIES 100,000.00 7.242 1,500.00 722,691.38 5,837.02
SALE 5/14/09 35906A10 FRONTIER COMMUNICATIONS COR 18.50
45384 5/19/09 422592 TOUSSAINT CAPITAL 100,000.00 7.198 1,500.00 718,241.50 1,387.14
SALE 5/15/09 35906A10 FRONTIER COMMUNICATIONS COR 46.45
45384 5/20/09 422597 BLAYLOCK ROBERT VAN LLC 250,000.00 7.229 3,750.00 1,803,553.55 11,417.66
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 5/01/09 THROUGH 5/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 80
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/15/09 35906A10 FRONTIER COMMUNICATIONS COR 45.96
45384 5/20/09 422597 CASTLE OAK SECURITIES 250,000.00 7.153 3,750.00 1,784,479.04 -7,656.85
SALE 5/15/09 35906A10 FRONTIER COMMUNICATIONS COR 27.63
45384 5/20/09 422597 GRISWOLD COMPANY 150,000.00 7.166 1,500.00 1,073,357.37 -1,924.16
SALE 5/15/09 35906A10 FRONTIER COMMUNICATIONS COR 45.91
45384 5/20/09 422597 PRINCETON SECURITIES GROUP 250,000.00 7.144 2,500.00 1,783,529.09 -8,606.80
SALE 5/18/09 35906A10 FRONTIER COMMUNICATIONS COR 156.48
45384 5/21/09 422601 MORGAN STANLEY 850,000.00 7.163 6,088,223.52 -5,038.49
SALE 5/07/09 36938510 GENERAL COMMUNICATION INC-A 2.96
32270 5/12/09 422564 ITG (CHANNEL) 15,000.00 7.673 225.00 114,867.04 -37,550.31
SALE 5/07/09 36938510 GENERAL COMMUNICATION INC-A 1.98
32270 5/12/09 422564 SUSQUEHANNA/OTC 10,000.00 7.672 150.00 76,563.02 -25,048.55
SALE 5/01/09 38487110 GRAMERCY CAPITAL CORP. 2.65
39660 5/06/09 422545 WILLIAMS CAPITAL GROUP 50,000.00 2.055 750.00 102,017.35 -985,065.18
SALE 5/07/09 42809H10 HESS CORP. 79.35
34089 5/12/09 422564 PRINCETON SECURITIES GROUP 50,000.00 61.751 500.00 3,086,945.65 1,405,737.75
SALE 5/12/09 43707610 HOME DEPOT, INC. (THE) 15.92
9428 5/15/09 422582 RAYMOND JAMES/EXECUTION 25,000.00 24.774 375.00 618,956.58 115,375.14
SALE 5/13/09 43735510 HOME SOLUTIONS OF AMERICA, .06
32349 5/18/09 422588 INSTINET (DOMESTIC) 40,500.00 .057 202.50 2,101.89 -266,872.75
SALE 5/06/09 47035520 JAMES RIVER COAL CO. 36.15
34399 5/11/09 422558 SUSQUEHANNA/OTC 60,000.00 23.443 900.00 1,405,613.85 405,109.49
SALE 5/01/09 57190320 MARRIOTT INTERNATIONAL INC. 29.62
09821 5/06/09 422545 MAGNA SECURITIES CORP 50,000.00 23.050 750.00 1,151,700.38 413,460.23
SALE 5/05/09 59522J10 MID-AMERICA APARTMENT COMM. 7.60
38184 5/08/09 422553 RAYMOND JAMES/EXECUTION 7,600.00 38.877 114.00 295,340.56 -54,338.49
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 81
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/06/09 59522J10 MID-AMERICA APARTMENT COMM. 17.33
38184 5/11/09 422558 RAYMOND JAMES/EXECUTION 17,400.00 38.752 261.00 674,006.47 -126,574.51
SALE 5/07/09 65248E10 NEWS CORP. CL A 50.41
29698 5/12/09 422564 ICAP CORPORATES LLC 200,000.00 9.807 2,000.00 1,959,329.59 -1,847,098.98
SALE 5/04/09 65584410 NORFOLK SOUTHERN CORP. 245.27
44991 5/07/09 422549 ICAP CORPORATES LLC 250,000.00 38.174 2,500.00 9,540,679.73 2,434,705.56
SALE 5/07/09 68218910 ON SEMICONDUCTOR CORP. 7.52
35933 5/12/09 422564 LABRANCHE/0TC 50,000.00 5.845 750.00 291,497.48 -158,119.02
SALE 5/18/09 69002720 OUTDOOR CHANNEL HOLDINGS IN 8.40
28667 5/21/09 422601 MERRIMAN/OTC 44,300.00 7.374 664.50 325,973.15 -253,989.04
SALE 5/13/09 71859210 PHILLIPS-VAN HEUSEN 32.52
19115 5/18/09 422588 BMO CAPITAL MARKETS/EXECUTI 50,000.00 25.307 750.00 1,264,582.48 570,070.35
SALE 5/01/09 75490710 RAYONIER INC. 48.74
25738 5/06/09 422545 BMO CAPITAL MARKETS/EXECUTI 50,000.00 37.928 750.00 1,895,601.26 729,127.12
SALE 5/06/09 83615120 SOURCE INTERLINK COMPANIES, 1.07
33616 5/11/09 422558 INSTINET (PORTAL) 486,139.00 .085 2,430.70 38,938.66 -5,161,714.04
SALE 5/07/09 83615120 SOURCE INTERLINK COMPANIES, .22
33616 5/12/09 422564 INSTINET (PORTAL) 138,861.00 .060 694.31 7,692.67 -1,477,824.51
SALE 5/20/09 84474110 SOUTHWEST AIRLINES CO. 146.23
03413 5/26/09 422612 MORGAN STANLEY 800,000.00 7.112 5,689,693.77 -1,534,387.06
SALE 5/21/09 84474110 SOUTHWEST AIRLINES CO. 86.79
03413 5/27/09 422618 MORGAN STANLEY 500,000.00 6.754 3,376,763.21 -1,138,287.31
SALE 5/04/09 87986810 TEMPLE-INLAND INC. 61.78
22572 5/07/09 422549 GRISWOLD COMPANY 200,000.00 12.018 2,000.00 2,401,498.22 87,583.03
SALE 5/08/09 88710010 TIMBERLAND CO. (THE) 10.66
15536 5/13/09 422572 BMO CAPITAL MARKETS/EXECUTI 28,600.00 14.499 429.00 414,237.46 128,402.33
S T A T E O F N E W J E R S E Y 5140
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
COMMON PENSION FD A (5140) -Cont. PAGE: 82
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/01/09 94733A10 WEB.COM GROUP, INC. 2.12
43567 5/06/09 422545 CREDIT SUISSE SEC (AES) 20,000.00 4.115 200.00 82,089.88 -102,208.95
SALE 4/29/09 H0023R10 ACE LIMITED
41799 5/04/09 422536 TRANSFERRED FROM 520,000.00 46.930 24,403,600.00 6,000,391.97
SALE 4/29/09 H2701310 WEATHERFORD INTERNATIONAL L
44921 5/04/09 422537 TRANSFERRED FROM 1,726,428.00 16.920 29,211,161.76 6,788,349.56
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 14,327,328.00 3,965.79 207,768,244.44 -1,165,415.24
140,347.52
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 79,327,328.00 3,965.79 261,551,444.44 2,575,995.64
140,347.52
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 5/01/09 THROUGH 5/31/09
COMMON PENSION FD B (5142) PAGE: 83
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 5/19/09 00206RAD AT&T INC. GLOBAL NOTES 6.5000 7.141
40649 5/22/09 287520 BARCLAYS CAPITAL INC 9/01/37 30,000,000.00 92.244 27,673,200.00
PUR 5/19/09 110709DL BRITISH COLUMBIA PROV CDA B 6.5000 5.054
44722 5/22/09 287520 NATIONAL BNK OF CANADA FINA 1/15/26 5,000,000.00 116.13 5,806,900.00
PUR 5/26/09 110709DL BRITISH COLUMBIA PROV CDA B 6.5000 5.166
44722 5/29/09 287546 NATIONAL BNK OF CANADA FINA 1/15/26 2,000,000.00 114.75 2,295,140.00
PUR 5/06/09 191216AM COCA COLA CO SR NOTES 4.8750 4.536
44975 5/11/09 287464 CREDIT SUISSE SEC (USA) LLC 3/15/19 45,000,000.00 102.66 46,197,000.00
PUR 5/04/09 20030NAV COMCAST CORP BONDS 6.9500 7.038
38430 5/07/09 287450 GOLDMAN SACHS & COMPANY 8/15/37 15,000,000.00 98.912 14,836,800.00
PUR 4/28/09 208251AE CONOCO INC. NOTES 6.9500 6.692
26149 5/01/09 287421 FTN MIDWEST SECURITIES 4/15/29 5,000,000.00 102.81 5,140,700.00
PUR 5/07/09 219350AS CORNING INC NOTES 6.6250 6.626
46626 5/12/09 287471 JP MORGAN 5/15/19 7,000,000.00 99.992 6,999,440.00
PUR 4/29/09 25271CAK DIAMOND OFFSHORE DRILLING I 5.8750 5.895
46446 5/04/09 287431 JP MORGAN 5/01/19 15,000,000.00 99.851 14,977,650.00
PUR 4/29/09 292505AH ENCANA CORP NOTES 6.5000 6.524
46445 5/04/09 287431 DEUTSCHE BANK AG (DOMESTIC) 5/15/19 2,000,000.00 99.822 1,996,440.00
PUR 5/01/09 42809HAB HESS CORP SR NOTES 8.1250 6.764
44582 5/06/09 287443 BARCLAYS CAPITAL INC 2/15/19 10,000,000.00 109.60 10,960,500.00
PUR 5/08/09 42809HAB HESS CORP SR NOTES 8.1250 6.598
44582 5/13/09 287478 FTN MIDWEST SECURITIES 2/15/19 2,000,000.00 110.84 2,216,880.00
PUR 5/08/09 42809HAB HESS CORP SR NOTES 8.1250 6.574
44582 5/13/09 287478 FTN MIDWEST SECURITIES 2/15/19 5,000,000.00 111.02 5,551,350.00
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 5/01/09 THROUGH 5/31/09
COMMON PENSION FD B (5142) -Cont. PAGE: 84
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/22/09 448814DC HYDRO-QUEBEC DEBENTURES 8.5000 5.777
44942 5/28/09 287540 RBC DOMINION SECURITIES -IE 12/01/29 19,000,000.00 132.47 25,170,250.00
PUR 5/04/09 448814DX HYDRO-QUEBEC DEBS 8.4000 5.354
8568 5/07/09 287450 RBC CAPITAL (DOMESTIC) 1/15/22 3,000,000.00 127.77 3,833,370.00
PUR 5/14/09 448814DX HYDRO-QUEBEC DEBS 8.4000 5.071
8568 5/19/09 287502 RBC CAPITAL (DOMESTIC) 1/15/22 19,000,000.00 130.80 24,852,760.00
PUR 4/28/09 450679BX ITT CORP SR NOTES 6.1250 6.144
46438 5/01/09 287421 JP MORGAN 5/01/19 12,000,000.00 99.860 11,983,200.00
PUR 5/18/09 487836BB KELLOGG CO NOTES 4.4500 4.494
46952 5/21/09 287514 JP MORGAN 5/30/16 15,000,000.00 99.736 14,960,400.00
PUR 5/07/09 494550BB KINDER MORGAN ENERGY PART S 6.8500 6.892
46689 5/14/09 287484 WACHOVIA SECURITIES, INC. 2/15/20 15,000,000.00 99.669 14,950,350.00
PUR 5/04/09 539830AD LOCKHEED MARTIN CORP 7.2000 6.076
43389 5/07/09 287450 JEFFERIES & COMPANY 5/01/36 5,000,000.00 114.81 5,740,900.00
PUR 5/06/09 539830AD LOCKHEED MARTIN CORP 7.2000 5.956
43389 5/11/09 287464 CREDIT SUISSE SEC (USA) LLC 5/01/36 16,000,000.00 116.59 18,655,200.00
PUR 5/06/09 539830AF LOCKHEED MARTIN CORP 7.7500 5.955
46625 5/11/09 287464 CREDIT SUISSE SEC (USA) LLC 5/01/26 14,000,000.00 119.00 16,660,840.00
PUR 5/11/09 594918AC MICROSOFT CORP NOTES 4.2000 4.206
46753 5/18/09 287496 MORGAN STANLEY 6/01/19 30,000,000.00 99.950 29,985,000.00
PUR 5/11/09 594918AD MICROSOFT CORP NOTES 5.2000 5.214
46754 5/18/09 287496 MORGAN STANLEY 6/01/39 50,000,000.00 99.786 49,893,000.00
PUR 5/13/09 607059AT EXXON MOBIL CORP DEBS 8.6250 4.610
17768 5/18/09 287496 FTN MIDWEST SECURITIES 8/15/21 350,000.00 137.23 480,305.00
PUR 5/01/09 670346AH NUCOR CORP NOTES 6.4000 6.920
38948 5/06/09 287443 RBC CAPITAL (DOMESTIC) 12/01/37 2,000,000.00 93.555 1,871,100.00
S T A T E O F N E W J E R S E Y 5142
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
COMMON PENSION FD B (5142) -Cont. PAGE: 85
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/05/09 694308GN PACIFIC GAS & ELECTRIC SR N 8.2500 5.563
43340 5/08/09 287457 CREDIT SUISSE SEC (USA) LLC 10/15/18 5,000,000.00 119.51 5,975,750.00
PUR 5/07/09 713448BJ PEPSICO INC NOTES 7.9000 4.984
43462 5/12/09 287471 BARCLAYS CAPITAL INC 11/01/18 3,000,000.00 121.79 3,653,910.00
PUR 5/07/09 713448BJ PEPSICO INC NOTES 7.9000 4.971
43462 5/12/09 287471 BARCLAYS CAPITAL INC 11/01/18 9,000,000.00 121.90 10,971,630.00
PUR 4/28/09 73755LAF POTASH CORP SASKATCHEWAN 6.5000 6.511
46437 5/01/09 287421 BANK OF AMERICA SECURITIES 5/15/19 10,000,000.00 99.916 9,991,600.00
PUR 5/01/09 774341AB ROCKWELL COLLINS SR NOTES 5.2500 5.317
46490 5/06/09 287443 JP MORGAN 7/15/19 2,000,000.00 99.471 1,989,420.00
PUR 5/01/09 912833LU US TREASURY STRIPS 4.485
25669 5/04/09 287431 JP MORGAN 2/15/25 25,000,000.00 49.650 12,412,500.00
PUR 5/13/09 917565LB UTAH TRANS AUTH REV BDS 200 5.9370 5.934
46951 5/21/09 287514 MORGAN STANLEY 6/15/39 6,000,000.00 100.00 6,000,000.00
PUR 4/30/09 92343VAR VERIZON COMM INC SR NOTES 8.9500 7.194
43637 5/05/09 287437 JP MORGAN 3/01/39 10,000,000.00 121.42 12,142,500.00
PUR 5/20/09 92343VAR VERIZON COMM INC SR NOTES 8.9500 7.363
43637 5/26/09 287526 RBC CAPITAL (DOMESTIC) 3/01/39 10,000,000.00 119.02 11,902,800.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 423,350,000.00 438,728,785.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 423,350,000.00 438,728,785.00
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 5/01/09 THROUGH 5/31/09
COMMON PENSION FD B (5142) -Cont. PAGE: 86
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 5/19/09 00206RAN AT&T INC. NOTES 6.4000 6.636
41104 5/22/09 287520 BARCLAYS CAPITAL INC 5/15/38 30,000,000.00 92.120 27,636,000.00 -1,456,860.40
SALE 5/20/09 020002AQ ALLSTATE CORP BONDS 5.3500 5.596
30135 5/26/09 287526 WACHOVIA SECURITIES, INC. 6/01/33 5,000,000.00 75.686 3,784,300.00 -1,054,262.37
SALE 5/14/09 097023AH BOEING CO DEBS 7.9500 5.660
38752 5/19/09 287502 FTN MIDWEST SECURITIES 8/15/24 5,000,000.00 125.49 6,274,950.00 116,925.54
SALE 5/04/09 149123BR CATERPILLAR INC NOTES 8.2500 7.284
43950 5/07/09 287450 CANTOR FITZGERALD SECURITIE 12/15/38 3,500,000.00 115.90 4,056,745.00 148,895.92
SALE 5/08/09 149123BR CATERPILLAR INC NOTES 8.2500 7.284
43950 5/13/09 287478 CANTOR FITZGERALD SECURITIE 12/15/38 2,500,000.00 113.46 2,836,550.00 45,239.20
SALE 5/06/09 191216AK COCA COLA CO SR NOTES 5.3500 5.554
38694 5/11/09 287464 CREDIT SUISSE SEC (USA) LLC 11/15/17 44,000,000.00 106.49 46,856,920.00 3,459,093.40
SALE 5/04/09 20030NAF COMCAST CORP BONDS 5.6500 5.666
30918 5/07/09 287450 GOLDMAN SACHS & COMPANY 6/15/35 15,000,000.00 85.837 12,875,550.00 -2,090,937.86
SALE 5/19/09 209111EC CONSOLIDATED EDISON CO OF N 3.8500 3.866
25168 5/22/09 287520 TOUSSAINT CAPITAL 6/15/13 10,000,000.00 99.481 9,948,100.00 -45,726.60
SALE 5/13/09 250847EE DETROIT EDISON CO 1ST MTG B 6.4000 6.461
43234 5/18/09 287496 FTN Financial Securities 10/01/13 15,000,000.00 108.22 16,233,600.00 1,269,362.96
SALE 4/29/09 361448AG GATX CORP NOTES 8.7500 9.000
46381 5/04/09 287431 KEYBANC CAPITAL MKTS INC 5/15/14 2,000,000.00 99.810 1,996,200.00 16,208.28
SALE 4/30/09 361448AG GATX CORP NOTES 8.7500 9.000
46381 5/05/09 287437 CANTOR FITZGERALD SECURITIE 5/15/14 2,000,000.00 99.625 1,992,500.00 12,490.05
SALE 5/01/09 361448AG GATX CORP NOTES 8.7500 9.000
46381 5/06/09 287443 FTN MIDWEST SECURITIES 5/15/14 6,000,000.00 99.500 5,970,000.00 29,915.06
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 5/01/09 THROUGH 5/31/09
COMMON PENSION FD B (5142) -Cont. PAGE: 87
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/15/09 36158FAA GENERAL ELECTRIC GLOBAL INS 7.0000 6.136
35384 5/20/09 287508 CANTOR FITZGERALD SECURITIE 2/15/26 13,000,000.00 78.250 10,172,500.00 -3,990,524.01
SALE 5/06/09 36962G3H GENERAL ELECTRIC CAPITAL CO 5.6250 5.404
38360 5/11/09 287464 BARCLAYS BANK OF NEW YORK 9/15/17 20,000,000.00 90.968 18,193,600.00 -2,098,452.75
SALE 5/06/09 37247DAB GENWORTH FINANCIAL, INC. NO 6.5000 5.905
27897 5/11/09 287464 CITIGROUP(FMLY CITIBANK) 6/15/34 5,000,000.00 37.000 1,850,000.00 -3,536,644.29
SALE 5/07/09 37247DAB GENWORTH FINANCIAL, INC. NO 6.5000 5.905
27897 5/12/09 287471 CITIGROUP/CITIBANK DOMESTIC 6/15/34 5,000,000.00 40.000 2,000,000.00 -3,386,633.62
SALE 5/08/09 37247DAB GENWORTH FINANCIAL, INC. NO 6.5000 5.905
27897 5/13/09 287478 DEUTSCHE BANK AG (DOMESTIC) 6/15/34 5,000,000.00 45.000 2,250,000.00 -3,136,623.10
SALE 4/29/09 416515AP HARTFORD FINANCIAL SVCS GRO 6.1000 5.840
35364 5/04/09 287431 BARCLAYS CAPITAL INC 10/01/41 10,000,000.00 50.500 5,050,000.00 -5,325,702.23
SALE 4/29/09 416515AP HARTFORD FINANCIAL SVCS GRO 6.1000 5.840
35364 5/04/09 287431 BARCLAYS CAPITAL INC 10/01/41 7,000,000.00 50.500 3,535,000.00 -3,727,991.56
SALE 4/30/09 416515AP HARTFORD FINANCIAL SVCS GRO 6.1000 5.840
35364 5/05/09 287437 BARCLAYS CAPITAL INC 10/01/41 10,000,000.00 52.500 5,250,000.00 -5,125,675.91
SALE 5/19/09 693304AH PECO ENERGY CO 1ST MTG BDS 5.9500 5.972
35151 5/22/09 287520 CANTOR FITZGERALD SECURITIE 10/01/36 2,500,000.00 92.663 2,316,575.00 -175,830.47
SALE 5/05/09 694308GL PACIFIC GAS & ELECTRIC CO N 5.6250 5.695
38969 5/08/09 287457 CREDIT SUISSE SEC (USA) LLC 11/30/17 5,000,000.00 103.16 5,158,050.00 182,422.69
SALE 5/13/09 695114CD PACIFICORP IST MTG BONDS 5.7500 5.750
36736 5/15/09 287490 CANTOR FITZGERALD SECURITIE 4/01/37 10,000,000.00 98.207 9,820,700.00 -178,500.56
SALE 5/18/09 695114CG PACIFICORP 1ST MTG BONDS 6.2500 6.259
38435 5/21/09 287514 JEFFERIES & COMPANY 10/15/37 7,000,000.00 104.29 7,300,440.00 309,348.42
SALE 5/18/09 695114CG PACIFICORP 1ST MTG BONDS 6.2500 6.259
38435 5/21/09 587514 JEFFERIES & COMPANY 10/15/37 10,000,000.00 104.16 10,416,500.00 429,226.32
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 5/01/09 THROUGH 5/31/09
COMMON PENSION FD B (5142) -Cont. PAGE: 88
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/18/09 70109HAJ PARKER HANNIFIN CORP NOTES 6.2500 6.254
41156 5/21/09 287514 KNIGHT LIBERTAS 5/15/38 7,000,000.00 96.414 6,748,980.00 -247,195.88
SALE 4/30/09 713448BH PEPSICO INC. SENIOR NOTES 5.0000 5.395
41236 5/05/09 287437 FTN MIDWEST SECURITIES 6/01/18 3,000,000.00 101.92 3,057,750.00 141,899.70
SALE 5/08/09 713448BK PEPSICO INC SR NOTES 3.7500 3.797
44918 5/13/09 287478 FTN MIDWEST SECURITIES 3/01/14 5,000,000.00 101.73 5,086,700.00 97,125.09
SALE 5/05/09 742651DB PRIVATE EXPORT FUNDING CORP 4.9500 4.953
32395 5/07/09 287450 FTN MIDWEST SECURITIES 11/15/15 25,000,000.00 107.82 26,955,250.00 1,959,262.68
SALE 5/01/09 806605AJ SCHERING PLOUGH CORP 6.0000 6.066
38290 5/06/09 287443 BARCLAYS CAPITAL INC 9/15/17 10,000,000.00 103.89 10,389,700.00 433,318.54
SALE 4/28/09 89352HAD TRANS-CANADA PIPELINES BOND 6.2000 6.323
38461 5/01/09 287421 JEFFERIES & COMPANY 10/15/37 5,000,000.00 93.426 4,671,300.00 -247,794.01
SALE 5/13/09 912810EM UNITED STATES TREAS BDS 7.2500 5.207
13125 5/15/09 287490 JP MORGAN 8/15/22 50,000,000.00 135.20 67,601,362.50 7,913,992.91
SALE 5/13/09 912810EW UNITED STATES TREAS BDS 6.0000 4.936
20919 5/15/09 287490 MORGAN STANLEY 2/15/26 50,000,000.00 124.40 62,202,925.00 6,191,074.71
SALE 5/13/09 912810FH UNITED STATES TREAS TIPS 3.8750 2.133
34112 5/14/09 287484 CITIGROUP/CITIBANK DOMESTIC 4/15/29 25,000,000.00 159.00 39,751,648.75 -1,603,474.13
SALE 5/13/09 912810PV UNITED STATES TREAS TIPS 1.7500 2.149
39732 5/14/09 287484 CITIGROUP/CITIBANK DOMESTIC 1/15/28 25,000,000.00 92.106 23,026,519.53 -749,696.10
SALE 5/13/09 912810PV UNITED STATES TREAS TIPS 1.7500 2.149
39732 5/14/09 287484 CITIGROUP/CITIBANK DOMESTIC 1/15/28 25,000,000.00 92.170 23,042,461.72 -733,753.91
SALE 5/13/09 912810PV UNITED STATES TREAS TIPS 1.7500 2.149
39732 5/14/09 287484 GOLDMAN SACHS & COMPANY 1/15/28 25,000,000.00 92.487 23,121,672.66 -654,542.97
SALE 5/15/09 913017BP UNITED TECH CORP NOTES 6.1250 6.294
41154 5/20/09 287508 KNIGHT LIBERTAS 7/15/38 10,000,000.00 100.84 10,084,700.00 310,045.06
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 5/01/09 THROUGH 5/31/09
COMMON PENSION FD B (5142) -Cont. PAGE: 89
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/20/09 92343VAK VERIZON COMMUNICATION NOTES 6.4000 6.503
40006 5/26/09 287526 RBC CAPITAL (DOMESTIC) 2/15/38 10,000,000.00 91.993 9,199,300.00 -665,846.82
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 524,500,000.00 538,715,050.16 -17,166,823.02
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 524,500,000.00 538,715,050.16 -17,166,823.02
END OF REPORT FOR: COMMON PENSION FD B
S T A T E O F N E W J E R S E Y 5161
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
REIT COMMON PENSION FD A (5161) PAGE: 90
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 4/30/09 03571040 ANNALY CAPITAL MANAGEMENT I
41139 5/05/09 422538 WILLIAMS CAPITAL GROUP 25,000.00 14.158 375.00 354,322.50
PUR 5/12/09 10536820 BRANDYWINE REALTY TRUST
39657 5/15/09 422581 WILLIAMS CAPITAL GROUP 50,000.00 6.827 750.00 342,095.00
PUR 4/30/09 55448910 MACK CALI RLTY CORP
46439 5/06/09 422542 BANK OF NEW YORK 675.00 25.000 16,875.00
PUR 4/30/09 55448910 MACK CALI RLTY CORP
46439 5/06/09 422542 CITIGROUP/CITIBANK DOMESTIC 675.00 25.000 16,875.00
PUR 4/30/09 55448910 MACK CALI RLTY CORP
46439 5/06/09 422542 COMERICA SECURITIES 675.00 25.000 16,875.00
PUR 4/30/09 55448910 MACK CALI RLTY CORP
46439 5/06/09 422542 DEUTSCHE BANK AG (DOMESTIC) 3,525.00 25.000 88,125.00
PUR 4/30/09 55448910 MACK CALI RLTY CORP
46439 5/06/09 422542 JP MORGAN 2,250.00 25.000 56,250.00
PUR 4/30/09 55448910 MACK CALI RLTY CORP
46439 5/06/09 422542 MERRILL LYNCH (RESEARCH) 4,500.00 25.000 112,500.00
PUR 4/30/09 55448910 MACK CALI RLTY CORP
46439 5/06/09 422542 PNC CAPITAL MARKETS 675.00 25.000 16,875.00
PUR 4/30/09 55448910 MACK CALI RLTY CORP
46439 5/06/09 422542 SCOTIA CAPITAL MARKETS (DOM 675.00 25.000 16,875.00
PUR 4/30/09 55448910 MACK CALI RLTY CORP
46439 5/06/09 422542 SUN TRUST BANK INC 675.00 25.000 16,875.00
PUR 4/30/09 55448910 MACK CALI RLTY CORP
46439 5/06/09 422542 WACHOVIA SECURITIES, INC. 675.00 25.000 16,875.00
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 5/01/09 THROUGH 5/31/09
REIT COMMON PENSION FD A (5161) -Cont. PAGE: 91
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/15/09 74341010 PROLOGIS
39529 5/20/09 422596 RAYMOND JAMES/EXECUTION 50,000.00 7.422 750.00 371,830.00
PUR 5/13/09 78440X10 SL GREEN REALTY CORP.
40578 5/18/09 422587 BMO CAPITAL MARKETS/EXECUTI 50,000.00 20.966 750.00 1,049,025.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 190,000.00 2,492,272.50
2,625.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 190,000.00 2,492,272.50
2,625.00
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 5/05/09 43730610 HOME PROPERTIES, INC. 12.34
41635 5/08/09 422553 RAYMOND JAMES/EXECUTION 12,500.00 38.411 187.50 479,932.66 -78,884.78
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 12,500.00 12.34 479,932.66 -78,884.78
187.50
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 12,500.00 12.34 479,932.66 -78,884.78
187.50
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) PAGE: 92
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF STOCK AND OTHER EQUITIES
------------------------------------
PUR 4/29/09 00817Y10 AETNA INC
45439 5/04/09 422532 UBS WARBURG LLC 100,000.00 22.098 4,000.00 2,213,810.00
PUR 5/01/09 00817Y10 AETNA INC
45439 5/06/09 422544 GRISWOLD COMPANY 100,000.00 22.108 1,000.00 2,211,790.00
PUR 5/21/09 01964550 ALLIS-CHALMERS ENERGY INC.
39884 5/27/09 422617 WILLIAMS CAPITAL GROUP 50,000.00 3.132 750.00 157,330.00
PUR 5/11/09 03783310 APPLE INC.
39881 5/14/09 422575 MAGNA SECURITIES (OTC) 10,000.00 128.04 150.00 1,280,600.00
PUR 5/07/09 04951310 ATMEL CORP.
43167 5/12/09 422563 KEYBANC CAPITAL MKTS INC 100,000.00 3.715 1,500.00 373,000.00
PUR 5/11/09 04951310 ATMEL CORP.
43167 5/14/09 422575 ITG (CHANNEL) 100,000.00 3.584 1,000.00 359,430.00
PUR 5/20/09 06050510 BANK OF AMERICA
46955 5/26/09 422611 CAPIS/SOFT 200,000.00 11.496 10,000.00 2,309,220.00
PUR 5/20/09 06050510 BANK OF AMERICA
46955 5/26/09 422611 CAPIS/SOFT 1,000,000.00 12.018 50,000.00 12,067,500.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 1,200,000.00 11.931 14,376,720.00
60,000.00
PUR 5/22/09 06050510 BANK OF AMERICA
46955 5/28/09 422621 CAPIS/SOFT 200,000.00 10.811 10,000.00 2,172,200.00
PUR 5/22/09 06050510 BANK OF AMERICA
46955 5/28/09 422621 MORGAN STANLEY 1,200,000.00 11.163 13,395,360.00
PUR 5/22/09 06050510 BANK OF AMERICA
46955 5/28/09 422621 MORGAN STANLEY 400,000.00 10.883 4,353,320.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 1,600,000.00 11.093 17,748,680.00
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 93
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/26/09 06050510 BANK OF AMERICA
46955 5/29/09 422625 MORGAN STANLEY 600,000.00 10.982 6,589,080.00
PUR 5/15/09 06405810 BANK OF NEW YORK MELLON COR
44007 5/20/09 422596 BMO CAPITAL MARKETS/EXECUTI 10,000.00 27.830 150.00 278,448.00
PUR 5/19/09 06405810 BANK OF NEW YORK MELLON COR
44007 5/22/09 422605 RAYMOND JAMES/EXECUTION 100,000.00 28.130 1,500.00 2,814,450.00
PUR 4/29/09 11012210 BRISTOL-MYERS SQUIBB CO.
39897 5/04/09 422532 SANFORD BERNSTEIN & CO. 73,600.00 19.161 2,944.00 1,413,193.60
PUR 4/29/09 11012210 BRISTOL-MYERS SQUIBB CO.
39897 5/04/09 422532 UBS WARBURG LLC 26,400.00 19.128 1,056.00 506,032.56
PUR 5/04/09 12960310 CALGON CARBON
46471 5/07/09 422548 BMO CAPITAL MARKETS/EXECUTI 100,000.00 14.427 1,500.00 1,444,170.00
PUR 5/05/09 12960310 CALGON CARBON
46471 5/08/09 422552 MAGNA SECURITIES CORP 100,000.00 14.508 1,500.00 1,452,250.00
PUR 5/06/09 12960310 CALGON CARBON
46471 5/11/09 422557 MAGNA SECURITIES CORP 100,000.00 14.369 1,500.00 1,438,380.00
PUR 5/07/09 12960310 CALGON CARBON
46471 5/12/09 422563 RAYMOND JAMES/EXECUTION 100,000.00 14.359 1,500.00 1,437,400.00
PUR 5/08/09 12960310 CALGON CARBON
46471 5/13/09 422571 RAYMOND JAMES/EXECUTION 100,000.00 14.186 1,500.00 1,420,070.00
PUR 5/08/09 12960310 CALGON CARBON
46471 5/13/09 422571 WILLIAMS CAPITAL GROUP 100,000.00 14.191 1,500.00 1,420,580.00
PUR 5/11/09 12960310 CALGON CARBON
46471 5/14/09 422575 PRINCETON SECURITIES GROUP 5,000.00 13.110 50.00 65,600.00
PUR 5/11/09 12960310 CALGON CARBON
46471 5/14/09 422575 PRINCETON SECURITIES GROUP 100,000.00 13.253 1,000.00 1,326,340.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 105,000.00 13.247 1,391,940.00
1,050.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 94
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/12/09 12960310 CALGON CARBON
46471 5/15/09 422581 PRINCETON SECURITIES GROUP 95,000.00 13.322 950.00 1,266,530.50
PUR 5/13/09 12960310 CALGON CARBON
46471 5/18/09 422587 PRINCETON SECURITIES GROUP 100,000.00 12.808 1,000.00 1,281,770.00
PUR 5/13/09 12960310 CALGON CARBON
46471 5/18/09 422587 PRINCETON SECURITIES GROUP 100,000.00 13.165 1,000.00 1,317,450.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 200,000.00 12.986 2,599,220.00
2,000.00
PUR 5/14/09 12960310 CALGON CARBON
46471 5/19/09 422591 PRINCETON SECURITIES GROUP 100,000.00 13.012 1,000.00 1,302,150.00
PUR 5/18/09 12960310 CALGON CARBON
46471 5/21/09 422600 ICAP CORPORATES LLC 100,000.00 13.069 1,000.00 1,307,870.00
PUR 4/28/09 13442910 CAMPBELL SOUP CO.
43629 5/01/09 422528 JP MORGAN 50,000.00 25.146 2,000.00 1,259,310.00
PUR 5/05/09 20030N20 COMCAST "A SPL"
46488 5/08/09 422552 CREDIT SUISSE SEC (AES) 200,000.00 15.566 2,000.00 3,115,120.00
PUR 5/06/09 20030N20 COMCAST "A SPL"
46488 5/11/09 422557 CREDIT SUISSE SEC (AES) 100,000.00 15.198 1,000.00 1,520,770.00
PUR 5/06/09 20030N20 COMCAST "A SPL"
46488 5/11/09 422557 KEYBANC CAPITAL MKTS INC 100,000.00 14.988 1,500.00 1,500,340.00
PUR 5/11/09 20030N20 COMCAST "A SPL"
46488 5/14/09 422575 ITG (CHANNEL) 100,000.00 14.568 1,000.00 1,457,820.00
PUR 5/14/09 20030N20 COMCAST "A SPL"
46488 5/19/09 422591 ITG (CHANNEL) 100,000.00 13.969 1,000.00 1,397,930.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 95
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/01/09 24237010 DEAN FOODS
46444 5/06/09 422544 GRISWOLD COMPANY 200,000.00 18.892 2,000.00 3,780,400.00
PUR 5/05/09 24237010 DEAN FOODS
46444 5/11/09 422561 BNP PARIBAS SECURITIES CORP 20,625.00 18.250 376,406.25
PUR 5/05/09 24237010 DEAN FOODS
46444 5/11/09 422561 CALYON SECURITIES 20,625.00 18.250 376,406.25
PUR 5/05/09 24237010 DEAN FOODS
46444 5/11/09 422561 CAPIS (EVERCORE) 90,000.00 18.250 1,642,500.00
PUR 5/05/09 24237010 DEAN FOODS
46444 5/11/09 422561 CREDIT SUISSE SEC (USA) LLC 20,625.00 18.250 376,406.25
PUR 5/05/09 24237010 DEAN FOODS
46444 5/11/09 422561 JP MORGAN 206,250.00 18.250 3,764,062.50
PUR 5/05/09 24237010 DEAN FOODS
46444 5/11/09 422561 MERRILL LYNCH (RESEARCH) 228,750.00 18.250 4,174,687.50
PUR 5/05/09 24237010 DEAN FOODS
46444 5/11/09 422561 RABOBANK NEDERLAND 37,500.00 18.250 684,375.00
PUR 5/05/09 24237010 DEAN FOODS
46444 5/11/09 422561 SUN TRUST BANK INC 20,625.00 18.250 376,406.25
PUR 5/05/09 24237010 DEAN FOODS
46444 5/11/09 422561 WACHOVIA SECURITIES, INC. 90,000.00 18.250 1,642,500.00
PUR 5/11/09 24237010 DEAN FOODS
46444 5/14/09 422575 MAGNA SECURITIES CORP 65,000.00 17.925 975.00 1,166,106.50
PUR 5/04/09 25470M10 DISH NETWORKS
46473 5/07/09 422548 CREDIT SUISSE SEC (AES) 100,000.00 14.814 1,000.00 1,482,350.00
PUR 5/05/09 25470M10 DISH NETWORKS
46473 5/08/09 422552 CREDIT SUISSE SEC (AES) 300,000.00 14.854 3,000.00 4,459,170.00
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 96
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/06/09 25470M10 DISH NETWORKS
46473 5/11/09 422557 CREDIT SUISSE SEC (AES) 100,000.00 15.274 1,000.00 1,528,410.00
PUR 5/18/09 25470M10 DISH NETWORKS
46473 5/21/09 422600 ITG (CHANNEL) 43,100.00 17.000 431.00 733,131.00
PUR 5/18/09 25470M10 DISH NETWORKS
46473 5/21/09 422600 KEYBANC CAPITAL MKTS INC 50,000.00 16.896 750.00 845,525.00
PUR 5/19/09 25470M10 DISH NETWORKS
46473 5/22/09 422605 ITG (CHANNEL) 6,900.00 17.238 69.00 119,008.44
PUR 4/30/09 25674610 DOLLAR TREE INC
42996 5/05/09 422538 CREDIT SUISSE SEC (AES) 10,000.00 43.042 100.00 430,523.00
PUR 5/01/09 25674610 DOLLAR TREE INC
42996 5/06/09 422544 CREDIT SUISSE SEC (AES) 20,000.00 41.541 200.00 831,016.00
PUR 5/11/09 25674610 DOLLAR TREE INC
42996 5/14/09 422575 MAGNA SECURITIES (OTC) 10,000.00 42.116 150.00 421,307.00
PUR 5/05/09 26875P10 EOG RESOURCES, INC.
43747 5/08/09 422552 STURDIVANT/EXECUTION 30,000.00 70.578 450.00 2,117,796.00
PUR 5/08/09 29270J10 ENERGY RECOVERY INC
46593 5/13/09 422571 ITG (CHANNEL) 4,545.00 8.115 45.45 36,929.94
PUR 5/08/09 29270J10 ENERGY RECOVERY INC
46593 5/13/09 422571 ITG (CHANNEL) 50,000.00 8.102 500.00 405,575.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 54,545.00 8.103 442,504.94
545.45
PUR 5/08/09 29270J10 ENERGY RECOVERY INC
46593 5/13/09 422571 LABRANCHE/0TC 22,728.00 8.111 340.92 184,696.82
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 97
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/11/09 29270J10 ENERGY RECOVERY INC
46593 5/14/09 422575 INSTINET (PORTAL) 12,268.00 8.097 85.88 99,417.42
PUR 5/11/09 29270J10 ENERGY RECOVERY INC
46593 5/14/09 422575 ITG (CHANNEL) 21,097.00 8.124 210.97 171,596.67
PUR 5/11/09 29270J10 ENERGY RECOVERY INC
46593 5/14/09 422575 LABRANCHE/0TC 9,091.00 8.197 136.37 74,654.39
PUR 5/12/09 29270J10 ENERGY RECOVERY INC
46593 5/15/09 422581 INSTINET (PORTAL) 17,104.00 7.987 119.73 136,724.25
PUR 5/12/09 29270J10 ENERGY RECOVERY INC
46593 5/15/09 422581 ITG (CHANNEL) 13,167.00 7.866 131.67 103,700.66
PUR 5/13/09 29270J10 ENERGY RECOVERY INC
46593 5/18/09 422587 MERRIMAN/OTC 50,000.00 7.700 750.00 385,755.00
PUR 5/14/09 29270J10 ENERGY RECOVERY INC
46593 5/19/09 422591 ITG (CHANNEL) 23,100.00 7.666 231.00 177,315.60
PUR 5/15/09 29270J10 ENERGY RECOVERY INC
46593 5/20/09 422596 ITG (CHANNEL) 50,230.00 7.827 502.30 393,652.51
PUR 5/18/09 29270J10 ENERGY RECOVERY INC
46593 5/21/09 422600 ITG (CHANNEL) 6,670.00 8.023 66.70 53,579.44
PUR 5/19/09 29270J10 ENERGY RECOVERY INC
46593 5/22/09 422605 LABRANCHE/0TC 20,000.00 7.950 300.00 159,296.00
PUR 5/26/09 29270J10 ENERGY RECOVERY INC
46593 5/29/09 422625 MERRIMAN/OTC 10,000.00 7.837 150.00 78,524.00
PUR 4/29/09 29363910 ENTERCOM COMMUNICATIONS COR
39918 5/04/09 422532 CITIGROUP/CITIBANK DOMESTIC 20,000.00 1.557 600.00 31,744.00
PUR 5/11/09 36467W10 GAMESTOP CORP.
44980 5/14/09 422575 MAGNA SECURITIES CORP 100,000.00 26.368 1,500.00 2,638,280.00
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 98
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/14/09 36467W10 GAMESTOP CORP.
44980 5/19/09 422591 BMO CAPITAL MARKETS/EXECUTI 100,000.00 26.328 1,500.00 2,634,310.00
PUR 5/15/09 36467W10 GAMESTOP CORP.
44980 5/20/09 422596 RAYMOND JAMES/EXECUTION 50,000.00 26.440 750.00 1,322,755.00
PUR 5/18/09 36467W10 GAMESTOP CORP.
44980 5/21/09 422600 WILLIAMS CAPITAL GROUP 20,000.00 26.130 300.00 522,890.00
PUR 5/21/09 36467W10 GAMESTOP CORP.
44980 5/27/09 422617 BMO CAPITAL MARKETS/EXECUTI 130,000.00 22.935 1,950.00 2,983,487.00
PUR 5/21/09 36467W10 GAMESTOP CORP.
44980 5/27/09 422617 CAPIS/SOFT 100,000.00 22.682 5,000.00 2,273,170.00
PUR 5/22/09 36467W10 GAMESTOP CORP.
44980 5/28/09 422621 BMO CAPITAL MARKETS/EXECUTI 100,000.00 22.853 1,500.00 2,286,820.00
PUR 5/22/09 36467W10 GAMESTOP CORP.
44980 5/28/09 422621 BMO CAPITAL MARKETS/EXECUTI 40,000.00 22.723 600.00 909,508.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 140,000.00 22.816 3,196,328.00
2,100.00
PUR 5/26/09 36955010 GENERAL DYNAMICS CORP.
39922 5/29/09 422625 MAGNA SECURITIES CORP 20,000.00 56.066 300.00 1,121,622.00
PUR 4/28/09 38141G10 GOLDMAN SACHS GROUP INC
46117 5/01/09 422528 SIDOTI & CO 10,000.00 121.41 400.00 1,214,569.00
PUR 4/29/09 38141G10 GOLDMAN SACHS GROUP INC
46117 5/04/09 422532 OPPENHEIMER & CO., INC 9,100.00 122.71 364.00 1,117,023.18
PUR 4/29/09 38141G10 GOLDMAN SACHS GROUP INC
46117 5/04/09 422532 PACIFIC CREST SECURITIES 900.00 122.67 36.00 110,440.98
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 99
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/07/09 38141G10 GOLDMAN SACHS GROUP INC
46117 5/12/09 422563 MAGNA SECURITIES CORP 10,000.00 140.59 150.00 1,406,049.00
PUR 5/12/09 38141G10 GOLDMAN SACHS GROUP INC
46117 5/15/09 422581 MAGNA SECURITIES CORP 10,000.00 136.98 150.00 1,370,044.00
PUR 5/18/09 38141G10 GOLDMAN SACHS GROUP INC
46117 5/21/09 422600 RAYMOND JAMES/EXECUTION 10,000.00 139.04 150.00 1,390,642.00
PUR 5/18/09 42224N10 HEALTHSPRING INC
46819 5/21/09 422600 MAGNA SECURITIES CORP 100,000.00 9.594 1,500.00 960,890.00
PUR 5/19/09 42224N10 HEALTHSPRING INC
46819 5/22/09 422605 STURDIVANT/EXECUTION 20,000.00 9.887 300.00 198,048.00
PUR 5/15/09 42823610 HEWLETT-PACKARD CO
46749 5/20/09 422596 PRINCETON SECURITIES GROUP 100,000.00 35.056 1,000.00 3,506,590.00
PUR 5/18/09 42823610 HEWLETT-PACKARD CO
46749 5/21/09 422600 ICAP CORPORATES LLC 100,000.00 35.195 1,000.00 3,520,520.00
PUR 5/18/09 42823610 HEWLETT-PACKARD CO
46749 5/21/09 422600 WILLIAMS CAPITAL GROUP 100,000.00 35.657 1,500.00 3,567,160.00
PUR 5/19/09 42823610 HEWLETT-PACKARD CO
46749 5/22/09 422605 MAGNA SECURITIES CORP 100,000.00 36.097 1,500.00 3,611,240.00
PUR 5/20/09 42823610 HEWLETT-PACKARD CO
46749 5/26/09 422611 ICAP CORPORATES LLC 100,000.00 34.869 1,000.00 3,487,930.00
PUR 5/22/09 42823610 HEWLETT-PACKARD CO
46749 5/28/09 422621 GRISWOLD COMPANY 100,000.00 34.186 1,000.00 3,419,620.00
PUR 5/26/09 42823610 HEWLETT-PACKARD CO
46749 5/29/09 422625 ICAP CORPORATES LLC 100,000.00 34.443 1,000.00 3,445,320.00
PUR 4/30/09 43575830 HOLLY CORP.
39928 5/05/09 422538 MERRILL LYNCH (RESEARCH) 20,000.00 21.686 800.00 434,516.00
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 5/01/09 THROUGH 5/31/09
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 5/04/09 43851610 HONEYWELL INTL
46469 5/07/09 422548 MERIDIAN EQUITY PARTNERS 100,000.00 31.908 1,000.00 3,191,800.00
PUR 5/05/09 43851610 HONEYWELL INTL
46469 5/08/09 422552 MERIDIAN EQUITY PARTNERS 200,000.00 31.735 2,000.00 6,349,060.00
PUR 5/19/09 45814010 INTEL CORP
46920 5/22/09 422605 MORGAN STANLEY 1,000,000.00 15.503 15,502,600.00
PUR 5/20/09 45814010 INTEL CORP
46920 5/26/09 422611 MORGAN STANLEY 1,000,000.00 15.853 15,852,500.00
PUR 5/08/09 45920010 INTL BUSINESS MACHINES CORP
39932 5/13/09 422571 BMO CAPITAL MARKETS/EXECUTI 10,000.00 100.43 150.00 1,004,525.00
PUR 5/12/09 46625H10 JP MORGAN CHASE & CO
39940 5/15/09 422581 BMO CAPITAL MARKETS/EXECUTI 50,000.00 35.692 750.00 1,785,335.00
PUR 5/26/09 46625H10 JP MORGAN CHASE & CO
39940 5/29/09 422625 MORGAN STANLEY 100,000.00 35.578 3,557,780.00
PUR 4/29/09 53071M50 LIBERTY MEDIA CORP.
43455 5/04/09 422532 UBS WARBURG LLC 100,000.00 24.743 3,000.00 2,477,300.00
PUR 4/28/09 53591920 LIONS GATE ENTERTAINMENT CO
44270 5/01/09 422528 JP MORGAN 20,000.00 4.879 800.00 98,388.00
PUR 4/29/09 53591920 LIONS GATE ENTERTAINMENT CO
44270 5/04/09 422532 CITIGROUP/CITIBANK DOMESTIC 6,400.00 4.966 256.00 32,039.04
PUR 4/29/09 53591920 LIONS GATE ENTERTAINMENT CO
44270 5/04/09 422532 MERRILL LYNCH (RESEARCH) 13,600.00 4.967 544.00 68,089.76
PUR 5/01/09 53591920 LIONS GATE ENTERTAINMENT CO
44270 5/06/09 422544 MAGNA SECURITIES CORP 40,000.00 4.863 600.00 195,136.00
PUR 5/04/09 53591920 LIONS GATE ENTERTAINMENT CO
44270 5/07/09 422548 RAYMOND JAMES/EXECUTION 40,000.00 4.843 600.00 194,332.00
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 101
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/07/09 53591920 LIONS GATE ENTERTAINMENT CO
44270 5/12/09 422563 MAGNA SECURITIES CORP 20,000.00 5.097 300.00 102,238.00
PUR 5/18/09 53591920 LIONS GATE ENTERTAINMENT CO
44270 5/21/09 422600 MAGNA SECURITIES CORP 50,000.00 4.631 750.00 232,300.00
PUR 5/15/09 55616P10 MACY'S, INC.
39949 5/20/09 422596 ICAP CORPORATES LLC 100,000.00 11.614 1,000.00 1,162,440.00
PUR 4/29/09 57290110 MARTEK BIOSCIENCES CORP
46379 5/04/09 422532 CREDIT SUISSE SEC (AES) 20,000.00 17.923 200.00 358,650.00
PUR 4/30/09 57290110 MARTEK BIOSCIENCES CORP
46379 5/05/09 422538 CREDIT SUISSE SEC (AES) 20,000.00 18.326 200.00 366,710.00
PUR 5/01/09 57290110 MARTEK BIOSCIENCES CORP
46379 5/06/09 422544 CREDIT SUISSE SEC (AES) 20,000.00 18.171 200.00 363,622.00
PUR 5/04/09 57290110 MARTEK BIOSCIENCES CORP
46379 5/07/09 422548 CREDIT SUISSE SEC (AES) 20,000.00 18.295 200.00 366,106.00
PUR 5/04/09 57290110 MARTEK BIOSCIENCES CORP
46379 5/07/09 422548 CREDIT SUISSE SEC (AES) 20,000.00 17.737 200.00 354,938.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 40,000.00 18.016 721,044.00
400.00
PUR 5/05/09 57290110 MARTEK BIOSCIENCES CORP
46379 5/08/09 422552 CREDIT SUISSE SEC (AES) 20,000.00 18.717 200.00 374,536.00
PUR 5/15/09 57290110 MARTEK BIOSCIENCES CORP
46379 5/20/09 422596 ITG (CHANNEL) 20,000.00 18.012 200.00 360,436.00
PUR 5/19/09 57290110 MARTEK BIOSCIENCES CORP
46379 5/22/09 422605 KEYBANC CAPITAL MKTS INC 20,000.00 18.727 300.00 374,848.00
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 5/01/09 THROUGH 5/31/09
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 4/28/09 57632310 MASTEC INC
46345 5/01/09 422528 JP MORGAN 42,000.00 12.936 1,680.00 545,004.60
PUR 4/29/09 57632310 MASTEC INC
46345 5/04/09 422532 CITIGROUP/CITIBANK DOMESTIC 30,000.00 13.519 1,200.00 406,770.00
PUR 4/29/09 57632310 MASTEC INC
46345 5/04/09 422532 JP MORGAN 8,000.00 13.231 320.00 106,165.60
PUR 4/30/09 57632310 MASTEC INC
46345 5/05/09 422538 CITIGROUP/CITIBANK DOMESTIC 30,000.00 12.588 1,200.00 378,846.00
PUR 4/30/09 57632310 MASTEC INC
46345 5/05/09 422538 MAGNA SECURITIES CORP 30,000.00 12.547 450.00 376,857.00
PUR 5/01/09 57632310 MASTEC INC
46345 5/06/09 422544 BMO CAPITAL MARKETS/EXECUTI 100,000.00 12.936 1,500.00 1,295,090.00
PUR 5/04/09 57632310 MASTEC INC
46345 5/07/09 422548 RAYMOND JAMES/EXECUTION 100,000.00 13.128 1,500.00 1,314,330.00
PUR 5/05/09 57632310 MASTEC INC
46345 5/08/09 422552 BMO CAPITAL MARKETS/EXECUTI 60,000.00 12.860 900.00 772,512.00
PUR 5/06/09 57632310 MASTEC INC
46345 5/11/09 422557 BMO CAPITAL MARKETS/EXECUTI 50,000.00 13.166 750.00 659,070.00
PUR 5/07/09 57632310 MASTEC INC
46345 5/12/09 422563 WILLIAMS CAPITAL GROUP 50,000.00 13.587 750.00 680,095.00
PUR 5/08/09 57632310 MASTEC INC
46345 5/13/09 422571 WILLIAMS CAPITAL GROUP 40,000.00 13.689 600.00 548,168.00
PUR 5/11/09 57632310 MASTEC INC
46345 5/14/09 422575 MAGNA SECURITIES CORP 20,000.00 13.290 300.00 266,096.00
PUR 5/14/09 57632310 MASTEC INC
46345 5/19/09 422591 MAGNA SECURITIES CORP 60,000.00 12.993 900.00 780,498.00
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 5/01/09 THROUGH 5/31/09
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 5/15/09 57632310 MASTEC INC
46345 5/20/09 422596 RAYMOND JAMES/EXECUTION 40,000.00 13.050 600.00 522,584.00
PUR 5/18/09 57632310 MASTEC INC
46345 5/21/09 422600 RAYMOND JAMES/EXECUTION 40,000.00 13.000 600.00 520,592.00
PUR 5/19/09 57632310 MASTEC INC
46345 5/22/09 422605 STURDIVANT/EXECUTION 20,000.00 12.968 300.00 259,654.00
PUR 5/21/09 57632310 MASTEC INC
46345 5/27/09 422617 RAYMOND JAMES/EXECUTION 40,000.00 12.530 600.00 501,812.00
PUR 5/22/09 57632310 MASTEC INC
46345 5/28/09 422621 MAGNA SECURITIES CORP 30,000.00 12.606 450.00 378,633.00
PUR 5/26/09 57632310 MASTEC INC
46345 5/29/09 422625 MAGNA SECURITIES CORP 20,000.00 12.618 300.00 252,660.00
PUR 5/01/09 58013510 MCDONALD'S CORP.
42619 5/06/09 422544 WILLIAMS CAPITAL GROUP 30,000.00 52.220 450.00 1,567,056.00
PUR 5/04/09 58013510 MCDONALD'S CORP.
42619 5/07/09 422548 RAYMOND JAMES/EXECUTION 30,000.00 53.074 450.00 1,592,664.00
PUR 5/06/09 58013510 MCDONALD'S CORP.
42619 5/11/09 422557 BMO CAPITAL MARKETS/EXECUTI 40,000.00 53.814 600.00 2,153,156.00
PUR 4/29/09 58155Q10 MCKESSON CORP.
44746 5/04/09 422532 CITIGROUP/CITIBANK DOMESTIC 50,000.00 37.565 2,000.00 1,880,260.00
PUR 4/30/09 58155Q10 MCKESSON CORP.
44746 5/05/09 422538 MERRILL LYNCH (RESEARCH) 50,000.00 37.836 2,000.00 1,893,795.00
PUR 4/30/09 58469030 MEDICIS PHARM-CL A
46431 5/05/09 422538 STURDIVANT/EXECUTION 100,000.00 15.628 1,500.00 1,564,340.00
PUR 5/01/09 58469030 MEDICIS PHARM-CL A
46431 5/06/09 422544 WILLIAMS CAPITAL GROUP 20,000.00 16.099 300.00 322,276.00
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 5/01/09 THROUGH 5/31/09
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 5/04/09 58469030 MEDICIS PHARM-CL A
46431 5/07/09 422548 RAYMOND JAMES/EXECUTION 40,000.00 15.695 600.00 628,416.00
PUR 5/05/09 58469030 MEDICIS PHARM-CL A
46431 5/08/09 422552 BMO CAPITAL MARKETS/EXECUTI 20,000.00 16.290 300.00 326,092.00
PUR 5/07/09 58469030 MEDICIS PHARM-CL A
46431 5/12/09 422563 MAGNA SECURITIES CORP 20,000.00 16.375 300.00 327,798.00
PUR 5/08/09 58469030 MEDICIS PHARM-CL A
46431 5/13/09 422571 BMO CAPITAL MARKETS/EXECUTI 20,000.00 15.839 300.00 317,072.00
PUR 5/11/09 58469030 MEDICIS PHARM-CL A
46431 5/14/09 422575 MAGNA SECURITIES CORP 20,000.00 15.651 300.00 313,310.00
PUR 5/12/09 58469030 MEDICIS PHARM-CL A
46431 5/15/09 422581 WILLIAMS CAPITAL GROUP 20,000.00 15.518 300.00 310,654.00
PUR 5/13/09 58469030 MEDICIS PHARM-CL A
46431 5/18/09 422587 RAYMOND JAMES/EXECUTION 20,000.00 15.318 300.00 306,652.00
PUR 5/13/09 58469030 MEDICIS PHARM-CL A
46431 5/18/09 422587 WILLIAMS CAPITAL GROUP 20,000.00 14.829 300.00 296,884.00
PUR 5/14/09 58469030 MEDICIS PHARM-CL A
46431 5/19/09 422591 MAGNA SECURITIES CORP 20,000.00 15.258 300.00 305,452.00
PUR 5/15/09 58469030 MEDICIS PHARM-CL A
46431 5/20/09 422596 RAYMOND JAMES/EXECUTION 20,000.00 15.127 300.00 302,848.00
PUR 5/18/09 58469030 MEDICIS PHARM-CL A
46431 5/21/09 422600 RAYMOND JAMES/EXECUTION 20,000.00 15.353 300.00 307,352.00
PUR 5/22/09 58469030 MEDICIS PHARM-CL A
46431 5/28/09 422621 BMO CAPITAL MARKETS/EXECUTI 20,000.00 15.032 300.00 300,948.00
PUR 5/22/09 58469030 MEDICIS PHARM-CL A
46431 5/28/09 422621 MAGNA SECURITIES CORP 20,000.00 15.100 300.00 302,306.00
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 5/01/09 THROUGH 5/31/09
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 5/26/09 58469030 MEDICIS PHARM-CL A
46431 5/29/09 422625 RAYMOND JAMES/EXECUTION 20,000.00 15.010 300.00 300,504.00
PUR 4/28/09 61945A10 MOSIAC CO. (THE)
43263 5/01/09 422528 CITIGROUP/CITIBANK DOMESTIC 20,000.00 39.043 800.00 781,662.00
PUR 4/28/09 61945A10 MOSIAC CO. (THE)
43263 5/01/09 422528 SIDOTI & CO 20,000.00 38.202 800.00 764,832.00
PUR 4/29/09 61945A10 MOSIAC CO. (THE)
43263 5/04/09 422532 CITIGROUP/CITIBANK DOMESTIC 20,000.00 39.774 800.00 796,288.00
PUR 4/30/09 61945A10 MOSIAC CO. (THE)
43263 5/05/09 422538 CITIGROUP/CITIBANK DOMESTIC 20,000.00 41.538 800.00 831,558.00
PUR 5/07/09 62886E10 NCR CORP
46578 5/12/09 422563 ICAP CORPORATES LLC 100,000.00 10.385 1,000.00 1,039,520.00
PUR 5/08/09 62886E10 NCR CORP
46578 5/13/09 422571 GRISWOLD COMPANY 100,000.00 10.962 1,000.00 1,097,150.00
PUR 5/08/09 62886E10 NCR CORP
46578 5/13/09 422571 WILLIAMS CAPITAL GROUP 100,000.00 10.682 1,500.00 1,069,740.00
PUR 5/11/09 62886E10 NCR CORP
46578 5/14/09 422575 GRISWOLD COMPANY 100,000.00 11.093 1,000.00 1,110,280.00
PUR 5/12/09 62886E10 NCR CORP
46578 5/15/09 422581 ICAP CORPORATES LLC 100,000.00 10.517 1,000.00 1,052,700.00
PUR 5/13/09 62886E10 NCR CORP
46578 5/18/09 422587 ICAP CORPORATES LLC 100,000.00 10.129 1,000.00 1,013,930.00
PUR 5/13/09 62886E10 NCR CORP
46578 5/18/09 422587 ICAP CORPORATES LLC 100,000.00 10.405 1,000.00 1,041,480.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 200,000.00 10.267 2,055,410.00
2,000.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
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 5/14/09 62886E10 NCR CORP
46578 5/19/09 422591 RAYMOND JAMES/EXECUTION 100,000.00 10.356 1,500.00 1,037,120.00
PUR 5/15/09 62886E10 NCR CORP
46578 5/20/09 422596 ICAP CORPORATES LLC 100,000.00 10.469 1,000.00 1,047,890.00
PUR 5/18/09 62886E10 NCR CORP
46578 5/21/09 422600 PRINCETON SECURITIES GROUP 100,000.00 10.570 1,000.00 1,057,990.00
PUR 5/19/09 62886E10 NCR CORP
46578 5/22/09 422605 BMO CAPITAL MARKETS/EXECUTI 100,000.00 10.853 1,500.00 1,086,800.00
PUR 5/22/09 62886E10 NCR CORP
46578 5/28/09 422621 ICAP CORPORATES LLC 100,000.00 10.466 1,000.00 1,047,600.00
PUR 4/28/09 62944T10 NVR INC
46287 5/01/09 422528 CITIGROUP/CITIBANK DOMESTIC 1,000.00 513.22 40.00 513,262.80
PUR 4/28/09 62944T10 NVR INC
46287 5/01/09 422528 CRAIG-HALLUM CAPITAL GRP LL 1,000.00 516.94 40.00 516,986.00
PUR 4/30/09 62944T10 NVR INC
46287 5/05/09 422538 CRAIG-HALLUM CAPITAL GRP LL 250.00 511.10 10.00 127,785.00
PUR 4/30/09 62944T10 NVR INC
46287 5/05/09 422538 LAZARD CAPITAL MARKETS 5,000.00 509.47 200.00 2,547,594.00
PUR 4/30/09 62944T10 NVR INC
46287 5/05/09 422538 MERRILL LYNCH (RESEARCH) 750.00 511.62 30.00 383,749.65
PUR 5/04/09 62944T10 NVR INC
46287 5/07/09 422548 RAYMOND JAMES/EXECUTION 3,000.00 504.12 45.00 1,512,411.60
PUR 5/05/09 62944T10 NVR INC
46287 5/08/09 422552 RAYMOND JAMES/EXECUTION 1,300.00 510.00 19.50 663,019.50
PUR 5/06/09 62944T10 NVR INC
46287 5/11/09 422557 RAYMOND JAMES/EXECUTION 3,700.00 509.94 55.50 1,886,863.84
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 107
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/07/09 62944T10 NVR INC
46287 5/12/09 422563 WILLIAMS CAPITAL GROUP 4,000.00 511.51 60.00 2,046,111.20
PUR 5/08/09 62944T10 NVR INC
46287 5/13/09 422571 BMO CAPITAL MARKETS/EXECUTI 3,000.00 498.89 45.00 1,496,730.00
PUR 5/11/09 62944T10 NVR INC
46287 5/14/09 422575 WILLIAMS CAPITAL GROUP 2,000.00 493.44 30.00 986,917.20
PUR 4/28/09 65584410 NORFOLK SOUTHERN CORP
46257 5/01/09 422528 CITIGROUP/CITIBANK DOMESTIC 20,000.00 35.087 800.00 702,534.00
PUR 4/29/09 65584410 NORFOLK SOUTHERN CORP
46257 5/04/09 422532 CITIGROUP/CITIBANK DOMESTIC 20,000.00 35.342 800.00 707,646.00
PUR 4/30/09 65584410 NORFOLK SOUTHERN CORP
46257 5/05/09 422538 CITIGROUP/CITIBANK DOMESTIC 40,000.00 36.125 1,600.00 1,446,596.00
PUR 5/04/09 65584410 NORFOLK SOUTHERN CORP
46257 5/07/09 422548 PRINCETON SECURITIES GROUP 40,000.00 37.015 400.00 1,480,984.00
PUR 5/05/09 65584410 NORFOLK SOUTHERN CORP
46257 5/08/09 422552 PRINCETON SECURITIES GROUP 60,000.00 37.072 600.00 2,224,914.00
PUR 5/11/09 67000610 NOVELL, INC.
39956 5/14/09 422575 ITG (CHANNEL) 100,000.00 4.047 1,000.00 405,670.00
PUR 4/29/09 68389X10 ORACLE CORP
46205 5/04/09 422532 UBS WARBURG LLC 100,000.00 19.691 3,000.00 1,972,130.00
PUR 4/30/09 68389X10 ORACLE CORP
46205 5/05/09 422538 CREDIT SUISSE SEC (AES) 200,000.00 19.648 2,000.00 3,931,600.00
PUR 5/04/09 68389X10 ORACLE CORP
46205 5/07/09 422548 CREDIT SUISSE SEC (AES) 100,000.00 19.294 1,000.00 1,930,360.00
PUR 5/11/09 68389X10 ORACLE CORP
46205 5/14/09 422575 ITG (CHANNEL) 100,000.00 18.636 1,000.00 1,864,600.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 108
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/21/09 68389X10 ORACLE CORP
46205 5/27/09 422617 MORGAN STANLEY 100,000.00 18.521 1,852,100.00
PUR 5/22/09 68389X10 ORACLE CORP
46205 5/28/09 422621 MORGAN STANLEY 60,000.00 18.512 1,110,690.00
PUR 5/22/09 68389X10 ORACLE CORP
46205 5/28/09 422621 MORGAN STANLEY 20,000.00 18.869 377,386.00
PUR 5/22/09 68389X10 ORACLE CORP
46205 5/28/09 422621 MORGAN STANLEY 20,000.00 18.825 376,500.00
-------------- ====== ---------- -------------- --------------
3 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 18.646 1,864,576.00
PUR 4/28/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/01/09 422528 UBS WARBURG LLC 5,527.00 21.868 165.81 121,030.25
PUR 4/29/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/04/09 422532 UBS WARBURG LLC 1,420.00 22.114 42.60 31,444.48
PUR 4/30/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/05/09 422538 UBS WARBURG LLC 3,053.00 22.695 91.59 69,378.20
PUR 5/01/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/06/09 422544 CREDIT SUISSE SEC (AES) 3,581.00 21.030 35.81 75,344.24
PUR 5/05/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/08/09 422552 CREDIT SUISSE SEC (AES) 6,419.00 20.981 64.19 134,738.02
PUR 5/05/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/08/09 422552 CREDIT SUISSE SEC (AES) 10,000.00 20.971 100.00 209,812.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 16,419.00 20.975 344,550.02
164.19
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 109
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/06/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/11/09 422557 CREDIT SUISSE SEC (AES) 10,000.00 20.981 100.00 209,910.00
PUR 5/06/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/11/09 422557 MERRIMAN/OTC 3,293.00 21.191 49.40 69,832.35
PUR 5/07/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/12/09 422563 MERRIMAN/OTC 6,707.00 21.899 100.61 146,975.19
PUR 5/08/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/13/09 422571 LABRANCHE/0TC 5,000.00 21.614 75.00 108,144.00
PUR 5/11/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/14/09 422575 LABRANCHE/0TC 5,000.00 22.032 75.00 110,232.50
PUR 5/12/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/15/09 422581 INSTINET (PORTAL) 700.00 21.164 4.90 14,819.42
PUR 5/12/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/15/09 422581 ITG (CHANNEL) 418.00 21.258 4.18 8,890.23
PUR 5/13/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/18/09 422587 INSTINET (DOMESTIC) 400.00 21.160 2.80 8,466.80
PUR 5/14/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/19/09 422591 INSTINET (PORTAL) 1,672.00 20.982 11.70 35,092.94
PUR 5/14/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/19/09 422591 ITG (CHANNEL) 562.00 21.007 5.62 11,811.50
PUR 5/15/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/20/09 422596 INSTINET (PORTAL) 345.00 21.000 2.42 7,247.42
PUR 5/18/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/21/09 422600 INSTINET (PORTAL) 100.00 21.600 .70 2,160.70
PUR 5/20/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/26/09 422611 INSTINET (PORTAL) 284.00 21.465 1.99 6,097.99
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 5/01/09 THROUGH 5/31/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/20/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/26/09 422611 ITG (CHANNEL) 500.00 21.449 5.00 10,729.50
PUR 5/21/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/27/09 422617 INSTINET (PORTAL) 1,499.00 21.227 10.49 31,829.76
PUR 5/21/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/27/09 422617 ITG (CHANNEL) 3,520.00 21.415 35.20 75,415.65
PUR 5/26/09 70867710 PENNSYLVANIA COMMERCE BANCO
45113 5/29/09 422625 MERRIMAN/OTC 10,000.00 20.411 150.00 204,258.00
PUR 5/04/09 71344810 PEPSICO, INC.
43552 5/07/09 422548 WILLIAMS CAPITAL GROUP 100,000.00 49.039 1,500.00 4,905,400.00
PUR 4/28/09 72925110 PLUM CREEK TIMBER CO INC
46289 5/01/09 422528 CITIGROUP/CITIBANK DOMESTIC 20,000.00 34.458 800.00 689,952.00
PUR 4/28/09 72925110 PLUM CREEK TIMBER CO INC
46289 5/01/09 422528 SOLEIL SECURITIES CORP. 20,000.00 34.389 800.00 688,570.00
PUR 4/29/09 72925110 PLUM CREEK TIMBER CO INC
46289 5/04/09 422532 CITIGROUP/CITIBANK DOMESTIC 20,000.00 33.959 800.00 679,976.00
PUR 4/30/09 72925110 PLUM CREEK TIMBER CO INC
46289 5/05/09 422538 STURDIVANT/EXECUTION 20,000.00 34.466 300.00 689,616.00
PUR 5/01/09 72925110 PLUM CREEK TIMBER CO INC
46289 5/06/09 422544 MAGNA SECURITIES CORP 20,000.00 34.110 300.00 682,506.00
PUR 5/04/09 72925110 PLUM CREEK TIMBER CO INC
46289 5/07/09 422548 RAYMOND JAMES/EXECUTION 20,000.00 34.796 300.00 696,224.00
PUR 5/06/09 72925110 PLUM CREEK TIMBER CO INC
46289 5/11/09 422557 BMO CAPITAL MARKETS/EXECUTI 20,000.00 35.435 300.00 708,992.00
PUR 5/07/09 72925110 PLUM CREEK TIMBER CO INC
46289 5/12/09 422563 WILLIAMS CAPITAL GROUP 20,000.00 35.026 300.00 700,822.00
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 5/01/09 THROUGH 5/31/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/08/09 72925110 PLUM CREEK TIMBER CO INC
46289 5/13/09 422571 MAGNA SECURITIES CORP 20,000.00 34.352 300.00 687,342.00
PUR 5/15/09 72925110 PLUM CREEK TIMBER CO INC
46289 5/20/09 422596 BMO CAPITAL MARKETS/EXECUTI 20,000.00 32.760 300.00 655,500.00
PUR 5/21/09 72925110 PLUM CREEK TIMBER CO INC
46289 5/27/09 422617 RAYMOND JAMES/EXECUTION 20,000.00 32.321 300.00 646,710.00
PUR 5/18/09 75876610 REGAL ENTERTAINMENT GROUP-A
41584 5/21/09 422600 MAGNA SECURITIES CORP 50,000.00 11.959 750.00 598,695.00
PUR 5/20/09 7591EP10 REGIONS FINANCIAL CORP
46982 5/27/09 422615 BLAYLOCK ROBERT VAN LLC 10,000.00 4.000 40,000.00
PUR 5/20/09 7591EP10 REGIONS FINANCIAL CORP
46982 5/27/09 422615 GOLDMAN SACHS & COMPANY 450,000.00 4.000 1,800,000.00
PUR 5/20/09 7591EP10 REGIONS FINANCIAL CORP
46982 5/27/09 422615 JP MORGAN 400,000.00 4.000 1,600,000.00
PUR 5/20/09 7591EP10 REGIONS FINANCIAL CORP
46982 5/27/09 422615 LOOP CAPITAL 10,000.00 4.000 40,000.00
PUR 5/20/09 7591EP10 REGIONS FINANCIAL CORP
46982 5/27/09 422615 MORGAN KEEGAN 50,000.00 4.000 200,000.00
PUR 5/20/09 7591EP10 REGIONS FINANCIAL CORP
46982 5/27/09 422615 MURIEL SEIBERT & CO 10,000.00 4.000 40,000.00
PUR 5/20/09 7591EP10 REGIONS FINANCIAL CORP
46982 5/27/09 422615 RAMIREZ-INTL RESEARCH 10,000.00 4.000 40,000.00
PUR 5/20/09 7591EP10 REGIONS FINANCIAL CORP
46982 5/27/09 422615 WILLIAMS CAPITAL GROUP 10,000.00 4.000 40,000.00
PUR 5/21/09 7591EP10 REGIONS FINANCIAL CORP
46982 5/27/09 422617 JP MORGAN 1,050,000.00 4.042 31,500.00 4,275,285.00
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 5/01/09 THROUGH 5/31/09
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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/21/09 7591EP10 REGIONS FINANCIAL CORP
46982 5/27/09 422617 MORGAN STANLEY 1,000,000.00 4.105 4,104,900.00
PUR 5/22/09 7591EP10 REGIONS FINANCIAL CORP
46982 5/28/09 422621 CAPIS/SOFT 100,000.00 4.090 5,000.00 414,000.00
PUR 5/22/09 7591EP10 REGIONS FINANCIAL CORP
46982 5/28/09 422621 MORGAN STANLEY 1,000,000.00 4.154 4,153,600.00
PUR 5/22/09 7591EP10 REGIONS FINANCIAL CORP
46982 5/28/09 422621 MORGAN STANLEY 900,000.00 4.031 3,627,990.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 1,900,000.00 4.096 7,781,590.00
PUR 5/26/09 7591EP10 REGIONS FINANCIAL CORP
46982 5/29/09 422625 MORGAN STANLEY 1,000,000.00 3.819 3,819,100.00
PUR 5/15/09 78463510 SPX CORP
46104 5/20/09 422596 BMO CAPITAL MARKETS/EXECUTI 50,000.00 42.679 750.00 2,134,715.00
PUR 4/28/09 79084910 ST. JUDE MEDICAL INC.
39978 5/01/09 422528 CITIGROUP/CITIBANK DOMESTIC 10,000.00 34.739 400.00 347,793.00
PUR 5/04/09 80660510 SCHERING-PLOUGH CORP.
39975 5/07/09 422548 WILLIAMS CAPITAL GROUP 100,000.00 22.919 1,500.00 2,293,430.00
PUR 5/11/09 80660510 SCHERING-PLOUGH CORP.
39975 5/14/09 422575 PRINCETON SECURITIES GROUP 100,000.00 22.831 1,000.00 2,284,110.00
PUR 4/28/09 83269640 JM SMUCKER CO/THE
43667 5/01/09 422528 JP MORGAN 10,000.00 38.200 400.00 382,404.00
PUR 4/29/09 83269640 JM SMUCKER CO/THE
43667 5/04/09 422532 CITIGROUP/CITIBANK DOMESTIC 10,000.00 38.837 400.00 388,772.00
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 113
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/30/09 83269640 JM SMUCKER CO/THE
43667 5/05/09 422538 CITIGROUP/CITIBANK DOMESTIC 6,700.00 39.475 268.00 264,747.82
PUR 4/30/09 83269640 JM SMUCKER CO/THE
43667 5/05/09 422538 MERRILL LYNCH (RESEARCH) 1,000.00 39.310 40.00 39,350.00
PUR 4/30/09 83269640 JM SMUCKER CO/THE
43667 5/05/09 422538 OPPENHEIMER & CO., INC 2,300.00 39.173 92.00 90,189.90
PUR 5/01/09 83269640 JM SMUCKER CO/THE
43667 5/06/09 422544 WILLIAMS CAPITAL GROUP 10,000.00 39.560 150.00 395,751.00
PUR 5/19/09 83416B10 SOLARWINDS INC
46935 5/26/09 422609 GOLDMAN SACHS & COMPANY 32,500.00 12.500 406,250.00
PUR 5/19/09 83416B10 SOLARWINDS INC
46935 5/26/09 422609 JEFFERIES & COMPANY 4,500.00 12.500 56,250.00
PUR 5/19/09 83416B10 SOLARWINDS INC
46935 5/26/09 422609 JP MORGAN 22,500.00 12.500 281,250.00
PUR 5/19/09 83416B10 SOLARWINDS INC
46935 5/26/09 422609 MORGAN STANLEY 26,000.00 12.500 325,000.00
PUR 5/19/09 83416B10 SOLARWINDS INC
46935 5/26/09 422609 THOMAS WEISEL 4,500.00 12.500 56,250.00
PUR 4/30/09 86681020 SUN MICROSYSTEMS, INC.
45200 5/05/09 422538 CREDIT SUISSE SEC (AES) 200,000.00 9.158 2,000.00 1,833,660.00
PUR 5/11/09 87157D10 SYNAPTICS INCORPORATED
40599 5/14/09 422575 ITG (CHANNEL) 25,000.00 28.883 250.00 722,315.00
PUR 5/11/09 87157D10 SYNAPTICS INCORPORATED
40599 5/14/09 422575 MAGNA SECURITIES (OTC) 25,000.00 29.556 375.00 739,275.00
PUR 5/06/09 88732J20 TIME WARNER CABLE INC
45483 5/11/09 422557 STURDIVANT/EXECUTION 20,000.00 33.409 300.00 668,482.00
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 114
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/13/09 88732J20 TIME WARNER CABLE INC
45483 5/18/09 422587 RAYMOND JAMES/EXECUTION 50,000.00 31.040 750.00 1,552,725.00
PUR 5/12/09 90297330 US BANCORP
46667 5/15/09 422581 GRISWOLD COMPANY 500,000.00 17.696 5,000.00 8,852,800.00
PUR 5/12/09 90297330 US BANCORP
46667 5/15/09 422581 MERIDIAN EQUITY PARTNERS 100,000.00 17.677 1,000.00 1,768,710.00
PUR 5/13/09 90297330 US BANCORP
46667 5/18/09 422587 GRISWOLD COMPANY 200,000.00 17.337 2,000.00 3,469,320.00
PUR 5/18/09 90297330 US BANCORP
46667 5/21/09 422600 PRINCETON SECURITIES GROUP 100,000.00 18.641 1,000.00 1,865,070.00
PUR 5/01/09 90341W10 US AIRWAYS GROUP INC.
41951 5/06/09 422544 RAYMOND JAMES/EXECUTION 100,000.00 3.992 1,500.00 400,660.00
PUR 5/04/09 90341W10 US AIRWAYS GROUP INC.
41951 5/07/09 422548 WILLIAMS CAPITAL GROUP 100,000.00 4.432 1,500.00 444,690.00
PUR 4/30/09 91136310 UNITED RENTALS INC.
39987 5/05/09 422538 CITIGROUP/CITIBANK DOMESTIC 50,000.00 6.027 2,000.00 303,365.00
PUR 5/14/09 92343V10 VERIZON COMMUNICATIONS INC
46721 5/19/09 422591 GRISWOLD COMPANY 100,000.00 29.996 1,000.00 3,000,610.00
PUR 5/14/09 92343V10 VERIZON COMMUNICATIONS INC
46721 5/19/09 422591 ICAP CORPORATES LLC 100,000.00 30.032 1,000.00 3,004,160.00
PUR 5/14/09 92343V10 VERIZON COMMUNICATIONS INC
46721 5/19/09 422591 MERIDIAN EQUITY PARTNERS 100,000.00 30.004 1,000.00 3,001,380.00
PUR 5/14/09 92343V10 VERIZON COMMUNICATIONS INC
46721 5/19/09 422591 PRINCETON SECURITIES GROUP 100,000.00 30.038 1,000.00 3,004,830.00
PUR 5/15/09 92343V10 VERIZON COMMUNICATIONS INC
46721 5/20/09 422596 MERIDIAN EQUITY PARTNERS 200,000.00 29.750 2,000.00 5,952,000.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 115
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/18/09 92343V10 VERIZON COMMUNICATIONS INC
46721 5/21/09 422600 GRISWOLD COMPANY 150,000.00 29.663 1,500.00 4,450,905.00
PUR 5/18/09 92343V10 VERIZON COMMUNICATIONS INC
46721 5/21/09 422600 MERIDIAN EQUITY PARTNERS 100,000.00 29.903 1,000.00 2,991,310.00
PUR 5/20/09 92343V10 VERIZON COMMUNICATIONS INC
46721 5/26/09 422611 MERIDIAN EQUITY PARTNERS 50,000.00 29.886 500.00 1,494,775.00
PUR 5/22/09 92343V10 VERIZON COMMUNICATIONS INC
46721 5/28/09 422621 CAPIS/SOFT 100,000.00 28.942 5,000.00 2,899,230.00
PUR 5/22/09 92343V10 VERIZON COMMUNICATIONS INC
46721 5/28/09 422621 GRISWOLD COMPANY 100,000.00 28.963 1,000.00 2,897,250.00
PUR 5/15/09 92553P20 VIACOM INC. "B"
46746 5/20/09 422596 GRISWOLD COMPANY 200,000.00 20.314 2,000.00 4,064,880.00
PUR 5/18/09 92553P20 VIACOM INC. "B"
46746 5/21/09 422600 MERIDIAN EQUITY PARTNERS 100,000.00 20.828 1,000.00 2,083,830.00
PUR 4/28/09 93114210 WAL-MART STORES, INC.
39992 5/01/09 422528 CITIGROUP/CITIBANK DOMESTIC 20,000.00 48.415 800.00 969,108.00
PUR 5/07/09 93114210 WAL-MART STORES, INC.
39992 5/12/09 422563 PRINCETON SECURITIES GROUP 20,000.00 50.280 200.00 1,005,808.00
PUR 5/07/09 93114210 WAL-MART STORES, INC.
39992 5/12/09 422563 RAYMOND JAMES/EXECUTION 60,000.00 50.582 900.00 3,035,790.00
PUR 5/08/09 93114210 WAL-MART STORES, INC.
39992 5/13/09 422571 BMO CAPITAL MARKETS/EXECUTI 20,000.00 50.008 300.00 1,000,450.00
PUR 5/13/09 93114210 WAL-MART STORES, INC.
39992 5/18/09 422587 ICAP CORPORATES LLC 100,000.00 49.981 1,000.00 4,999,080.00
PUR 5/14/09 93114210 WAL-MART STORES, INC.
39992 5/19/09 422591 BMO CAPITAL MARKETS/EXECUTI 50,000.00 49.296 750.00 2,465,525.00
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 116
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/14/09 93114210 WAL-MART STORES, INC.
39992 5/19/09 422591 MAGNA SECURITIES CORP 50,000.00 49.471 750.00 2,474,295.00
PUR 5/22/09 93114210 WAL-MART STORES, INC.
39992 5/28/09 422621 PRINCETON SECURITIES GROUP 100,000.00 49.693 1,000.00 4,970,250.00
PUR 4/29/09 94106L10 WASTE MANAGEMENT INC
46106 5/04/09 422532 CITIGROUP/CITIBANK DOMESTIC 100,000.00 27.011 4,000.00 2,705,050.00
PUR 4/30/09 94106L10 WASTE MANAGEMENT INC
46106 5/05/09 422538 CITIGROUP/CITIBANK DOMESTIC 20,000.00 26.910 800.00 539,006.00
PUR 5/04/09 94106L10 WASTE MANAGEMENT INC
46106 5/07/09 422548 RAYMOND JAMES/EXECUTION 50,000.00 26.730 750.00 1,337,270.00
PUR 5/06/09 94974610 WELLS FARGO & COMPANY
46541 5/11/09 422557 GRISWOLD COMPANY 100,000.00 25.599 1,000.00 2,560,860.00
PUR 5/06/09 94974610 WELLS FARGO & COMPANY
46541 5/11/09 422557 MERIDIAN EQUITY PARTNERS 200,000.00 24.731 2,000.00 4,948,260.00
PUR 5/06/09 94974610 WELLS FARGO & COMPANY
46541 5/11/09 422557 PRINCETON SECURITIES GROUP 300,000.00 25.190 3,000.00 7,560,030.00
PUR 5/07/09 94974610 WELLS FARGO & COMPANY
46541 5/12/09 422563 GRISWOLD COMPANY 300,000.00 26.114 3,000.00 7,837,140.00
PUR 5/07/09 94974610 WELLS FARGO & COMPANY
46541 5/12/09 422563 MERIDIAN EQUITY PARTNERS 100,000.00 24.766 1,000.00 2,477,580.00
PUR 5/07/09 94974610 WELLS FARGO & COMPANY
46541 5/12/09 422563 MERIDIAN EQUITY PARTNERS 300,000.00 26.013 3,000.00 7,806,750.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 400,000.00 25.701 10,284,330.00
4,000.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 117
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/07/09 94974610 WELLS FARGO & COMPANY
46541 5/12/09 422563 PRINCETON SECURITIES GROUP 100,000.00 24.582 1,000.00 2,459,190.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 22.000 220,000.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 BLAYLOCK ROBERT VAN LLC 2,100.00 22.000 46,200.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 CABRERA 2,000.00 22.000 44,000.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 CASTLE OAK SECURITIES 2,100.00 22.000 46,200.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 CREDIT SUISSE SEC (USA) LLC 10,000.00 22.000 220,000.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 22.000 220,000.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 FOX-PITT KLTON CCHRN CRN WA 2,100.00 22.000 46,200.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 GOLDMAN SACHS & COMPANY 50,000.00 22.000 1,100,000.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 JP MORGAN 195,000.00 22.000 4,290,000.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 LOOP CAPITAL 2,100.00 22.000 46,200.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 MORGAN STANLEY 50,000.00 22.000 1,100,000.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 MURIEL SEIBERT & CO 2,100.00 22.000 46,200.00
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 118
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 OPPENHEIMER & CO., INC 2,100.00 22.000 46,200.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 RAMIREZ-INTL RESEARCH 2,000.00 22.000 44,000.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 RAYMOND JAMES & ASSOCIATES, 2,100.00 22.000 46,200.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 RBC CAPITAL (DOMESTIC) 10,000.00 22.000 220,000.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 ROBERT W. BAIRD & CO INC 2,100.00 22.000 46,200.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 STIFEL NICOLAUS 2,100.00 22.000 46,200.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 UBS WARBURG LLC 10,000.00 22.000 220,000.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 WACHOVIA SECURITIES, INC. 100,000.00 22.000 2,200,000.00
PUR 5/08/09 94974610 WELLS FARGO & COMPANY
46541 5/13/09 422570 WILLIAMS CAPITAL GROUP 2,100.00 22.000 46,200.00
PUR 5/12/09 94974610 WELLS FARGO & COMPANY
46541 5/15/09 422581 MERIDIAN EQUITY PARTNERS 165,000.00 26.181 1,650.00 4,321,564.50
PUR 5/13/09 94974610 WELLS FARGO & COMPANY
46541 5/18/09 422587 MERIDIAN EQUITY PARTNERS 100,000.00 24.305 1,000.00 2,431,470.00
PUR 5/13/09 94974610 WELLS FARGO & COMPANY
46541 5/18/09 422587 MERIDIAN EQUITY PARTNERS 300,000.00 24.647 3,000.00 7,397,160.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 400,000.00 24.562 9,828,630.00
4,000.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 119
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/04/09 96216610 WEYERHAEUSER CO
46168 5/07/09 422548 WILLIAMS CAPITAL GROUP 60,000.00 35.845 900.00 2,151,570.00
PUR 5/05/09 96216610 WEYERHAEUSER CO
46168 5/08/09 422552 ICAP CORPORATES LLC 120,000.00 37.054 1,200.00 4,447,704.00
PUR 5/07/09 96216610 WEYERHAEUSER CO
46168 5/12/09 422563 RAYMOND JAMES/EXECUTION 50,000.00 35.393 750.00 1,770,405.00
PUR 4/28/09 97314910 WIND RIVER SYSTEMS INC
46207 5/01/09 422528 UBS WARBURG LLC 100,000.00 7.066 3,000.00 709,550.00
PUR 4/29/09 97314910 WIND RIVER SYSTEMS INC
46207 5/04/09 422532 UBS WARBURG LLC 100,000.00 7.317 3,000.00 734,670.00
PUR 4/30/09 97314910 WIND RIVER SYSTEMS INC
46207 5/05/09 422538 CREDIT SUISSE SEC (AES) 100,000.00 7.536 1,000.00 754,550.00
PUR 5/07/09 97314910 WIND RIVER SYSTEMS INC
46207 5/12/09 422563 LABRANCHE/0TC 50,000.00 7.278 750.00 364,655.00
PUR 5/14/09 97314910 WIND RIVER SYSTEMS INC
46207 5/19/09 422591 ITG (CHANNEL) 100,000.00 6.736 1,000.00 674,640.00
PUR 5/18/09 97314910 WIND RIVER SYSTEMS INC
46207 5/21/09 422600 LABRANCHE/0TC 50,000.00 6.907 750.00 346,115.00
PUR 4/28/09 98302410 WYETH
41913 5/01/09 422528 CRAIG-HALLUM CAPITAL GRP LL 100,000.00 42.239 4,000.00 4,227,900.00
PUR 4/29/09 98302410 WYETH
41913 5/04/09 422532 CITIGROUP/CITIBANK DOMESTIC 100,000.00 42.585 4,000.00 4,262,510.00
PUR 4/30/09 98302410 WYETH
41913 5/05/09 422538 MERIDIAN EQUITY PARTNERS 100,000.00 42.829 1,000.00 4,283,860.00
PUR 5/01/09 H8912810 TYCO INTERNATIONAL LTD
46441 5/06/09 422544 MERIDIAN EQUITY PARTNERS 200,000.00 24.744 2,000.00 4,950,820.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 120
------------------------------------------------------------------------------------------------------------------------------------
TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/04/09 H8912810 TYCO INTERNATIONAL LTD
46441 5/07/09 422548 GRISWOLD COMPANY 80,000.00 25.144 800.00 2,012,328.00
PUR 5/04/09 H8912810 TYCO INTERNATIONAL LTD
46441 5/07/09 422548 GRISWOLD COMPANY 120,000.00 25.166 1,200.00 3,021,084.00
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 200,000.00 25.157 5,033,412.00
2,000.00
PUR 5/05/09 H8912810 TYCO INTERNATIONAL LTD
46441 5/08/09 422552 ICAP CORPORATES LLC 100,000.00 25.605 1,000.00 2,561,450.00
PUR 5/06/09 H8912810 TYCO INTERNATIONAL LTD
46441 5/11/09 422557 ICAP CORPORATES LLC 100,000.00 25.716 1,000.00 2,572,640.00
PUR 5/07/09 H8912810 TYCO INTERNATIONAL LTD
46441 5/12/09 422563 RAYMOND JAMES/EXECUTION 50,000.00 25.509 750.00 1,276,180.00
PUR 5/11/09 H8912810 TYCO INTERNATIONAL LTD
46441 5/14/09 422575 WILLIAMS CAPITAL GROUP 50,000.00 26.401 750.00 1,320,795.00
-------------- ---------- -------------- --------------
SUBTOTAL STOCK PURCHASES: 30,860,000.00 530,580,773.61
361,831.00
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 30,860,000.00 530,580,773.61
361,831.00
SALES OF STOCK AND OTHER EQUITIES
---------------------------------
SALE 4/28/09 00206R10 AT&T INC. 64.94
40683 5/01/09 422529 KEEFE BRUYETTE & WOODS INC. 100,000.00 25.268 4,000.00 2,522,715.06 -789,991.94
SALE 4/28/09 00206R10 AT&T INC. 66.31
40683 5/01/09 422529 UBS WARBURG LLC 100,000.00 25.801 4,000.00 2,576,043.69 -736,663.31
SALE 4/29/09 00206R10 AT&T INC. 65.66
40683 5/04/09 422533 UBS WARBURG LLC 100,000.00 25.546 4,000.00 2,550,564.34 -762,142.66
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
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 5/04/09 00206R10 AT&T INC. 135.64
40683 5/07/09 422549 PRINCETON SECURITIES GROUP 200,000.00 26.388 2,000.00 5,275,364.36 -1,350,049.63
SALE 5/22/09 00282410 ABBOTT LABORATORIES 56.29
39882 5/28/09 422622 WILLIAMS CAPITAL GROUP 50,000.00 43.802 750.00 2,189,288.71 -258,306.48
SALE 5/06/09 00825210 AFFILIATED MANAGERS GROUP I 45.63
39885 5/11/09 422558 BMO CAPITAL MARKETS/EXECUTI 30,000.00 59.174 450.00 1,774,715.37 -179,666.52
SALE 5/18/09 00825210 AFFILIATED MANAGERS GROUP I 28.85
39885 5/21/09 422601 BMO CAPITAL MARKETS/EXECUTI 20,000.00 56.115 300.00 1,121,973.15 -180,948.11
SALE 5/06/09 01964550 ALLIS-CHALMERS ENERGY INC. 4.12
39884 5/11/09 422558 BMO CAPITAL MARKETS/EXECUTI 50,000.00 3.205 750.00 159,480.88 -543,039.72
SALE 5/11/09 01964550 ALLIS-CHALMERS ENERGY INC. 5.43
39884 5/14/09 422576 WILLIAMS CAPITAL GROUP 50,000.00 4.221 750.00 210,284.57 -492,236.03
SALE 5/12/09 01964550 ALLIS-CHALMERS ENERGY INC. 4.90
39884 5/15/09 422582 STURDIVANT/EXECUTION 50,000.00 3.807 750.00 189,585.10 -512,935.50
SALE 5/15/09 01964550 ALLIS-CHALMERS ENERGY INC. 4.14
39884 5/20/09 422597 MAGNA SECURITIES CORP 50,000.00 3.218 750.00 160,150.86 -542,369.74
SALE 5/18/09 01964550 ALLIS-CHALMERS ENERGY INC. 4.34
39884 5/21/09 422601 BMO CAPITAL MARKETS/EXECUTI 50,000.00 3.373 750.00 167,880.66 -534,639.94
SALE 5/20/09 01964550 ALLIS-CHALMERS ENERGY INC. 4.79
39884 5/26/09 422612 RAYMOND JAMES/EXECUTION 50,000.00 3.724 750.00 185,465.21 -517,055.39
SALE 5/01/09 03251110 ANADARKO PETROLEUM CORP. 46.62
39888 5/06/09 422545 WILLIAMS CAPITAL GROUP 40,000.00 45.349 600.00 1,813,325.38 935,519.87
SALE 5/19/09 03529010 ANIXTER INTERNATIONAL INC. 20.00
39891 5/22/09 422606 STURDIVANT/EXECUTION 20,000.00 38.900 300.00 777,672.00 -295,036.22
SALE 5/20/09 03529010 ANIXTER INTERNATIONAL INC. 20.70
39891 5/26/09 422612 RAYMOND JAMES/EXECUTION 20,000.00 40.269 300.00 805,051.30 -267,656.92
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
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 5/22/09 03529010 ANIXTER INTERNATIONAL INC. 20.15
39891 5/28/09 422622 MAGNA SECURITIES CORP 20,000.00 39.201 300.00 783,701.85 -289,006.37
SALE 5/26/09 03529010 ANIXTER INTERNATIONAL INC. 20.16
39891 5/29/09 422626 RAYMOND JAMES/EXECUTION 20,000.00 39.213 300.00 783,931.84 -288,776.38
SALE 5/07/09 04622410 ASTEC INDUSTRIES INC. 3.90
40527 5/12/09 422564 ITG (CHANNEL) 5,000.00 30.287 75.00 151,355.10 -27,583.48
SALE 5/07/09 04622410 ASTEC INDUSTRIES INC. 11.17
40527 5/12/09 422564 KEYBANC CAPITAL MKTS INC 15,000.00 28.952 225.00 434,048.33 -102,767.42
SALE 5/21/09 04685W10 ATHENAHEALTH INC 16.18
44931 5/27/09 422618 MAGNA SECURITIES (OTC) 20,000.00 31.468 300.00 629,043.82 108,892.82
SALE 4/29/09 05276910 AUTODESK INC. 24.44
44526 5/04/09 422533 UBS WARBURG LLC 50,000.00 19.013 1,500.00 949,110.56 102,007.56
SALE 5/06/09 05276910 AUTODESK INC. 26.21
44526 5/11/09 422558 CREDIT SUISSE SEC (AES) 50,000.00 20.393 500.00 1,019,128.79 172,025.79
SALE 5/07/09 05276910 AUTODESK INC. 24.90
44526 5/12/09 422564 SUSQUEHANNA/OTC 50,000.00 19.372 750.00 967,810.10 120,707.10
SALE 5/11/09 05276910 AUTODESK INC. 12.55
44526 5/14/09 422576 ITG (CHANNEL) 25,000.00 19.530 250.00 487,987.45 64,435.95
SALE 5/11/09 05276910 AUTODESK INC. 12.52
44526 5/14/09 422576 MAGNA SECURITIES (OTC) 25,000.00 19.476 375.00 486,512.48 62,960.98
SALE 5/12/09 05276910 AUTODESK INC. 24.97
44526 5/15/09 422582 ITG (CHANNEL) 50,000.00 19.431 500.00 971,045.03 123,942.03
SALE 5/13/09 05276910 AUTODESK INC. 24.08
44526 5/18/09 422588 LABRANCHE/0TC 50,000.00 18.734 750.00 935,945.92 88,842.92
SALE 5/14/09 05276910 AUTODESK INC. 24.05
44526 5/19/09 422592 ITG (CHANNEL) 50,000.00 18.715 500.00 935,230.95 88,127.95
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
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 5/15/09 05276910 AUTODESK INC. 24.31
44526 5/20/09 422597 LABRANCHE/0TC 50,000.00 18.914 750.00 944,930.69 97,827.69
SALE 4/29/09 06050510 BANK OF AMERICA CORP. 5.51
45202 5/04/09 422533 JP MORGAN 25,000.00 8.576 1,000.00 213,386.99 35,575.52
SALE 5/05/09 06050510 BANK OF AMERICA CORP. 27.97
45202 5/08/09 422553 RAYMOND JAMES/EXECUTION 100,000.00 10.883 1,500.00 1,086,792.03 375,546.14
SALE 5/06/09 06050510 BANK OF AMERICA CORP. 30.18
45202 5/11/09 422558 GRISWOLD COMPANY 100,000.00 11.740 1,000.00 1,172,969.82 461,723.93
SALE 5/06/09 06050510 BANK OF AMERICA CORP. 30.41
45202 5/11/09 422558 GRISWOLD COMPANY 100,000.00 11.830 1,000.00 1,181,999.59 470,753.70
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 200,000.00 11.785 60.59 2,354,969.41 932,477.63
2,000.00
SALE 5/07/09 06050510 BANK OF AMERICA CORP. 69.49
45202 5/12/09 422564 GRISWOLD COMPANY 200,000.00 13.519 2,000.00 2,701,630.51 1,279,138.72
SALE 5/07/09 06050510 BANK OF AMERICA CORP. 33.79
45202 5/12/09 422564 ICAP CORPORATES LLC 100,000.00 13.147 1,000.00 1,313,696.21 602,450.32
SALE 5/07/09 06050510 BANK OF AMERICA CORP. 37.09
45202 5/12/09 422564 PRINCETON SECURITIES GROUP 100,000.00 14.430 1,000.00 1,441,992.91 730,747.02
SALE 5/08/09 06050510 BANK OF AMERICA CORP. 36.14
45202 5/13/09 422572 GRISWOLD COMPANY 100,000.00 14.062 1,000.00 1,405,143.86 693,897.97
SALE 5/08/09 06050510 BANK OF AMERICA CORP. 73.29
45202 5/13/09 422572 GRISWOLD COMPANY 200,000.00 14.257 2,000.00 2,849,406.71 1,426,914.92
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 300,000.00 14.192 109.43 4,254,550.57 2,120,812.89
3,000.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
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 5/12/09 06050510 BANK OF AMERICA CORP. 50.44
45202 5/15/09 422582 ICAP CORPORATES LLC 150,000.00 13.083 1,500.00 1,960,824.56 893,955.72
SALE 5/12/09 06050510 BANK OF AMERICA CORP. 63.55
45202 5/15/09 422582 MERIDIAN EQUITY PARTNERS 200,000.00 12.362 2,000.00 2,470,416.45 1,047,924.66
SALE 5/12/09 06050510 BANK OF AMERICA CORP. 48.52
45202 5/15/09 422582 PRINCETON SECURITIES GROUP 150,000.00 12.586 1,500.00 1,886,366.48 819,497.64
SALE 5/13/09 06050510 BANK OF AMERICA CORP. 75.11
45202 5/18/09 422588 PRINCETON SECURITIES GROUP 250,000.00 11.690 2,500.00 2,919,849.89 1,141,735.15
SALE 5/13/09 06050510 BANK OF AMERICA CORP. 36.39
45202 5/18/09 422588 SANDGRAIN SECURITIES 125,000.00 11.327 1,875.00 1,413,976.11 524,918.74
SALE 5/13/09 06050510 BANK OF AMERICA CORP. 36.29
45202 5/18/09 422588 TOUSSAINT CAPITAL 125,000.00 11.294 1,875.00 1,409,838.71 520,781.34
SALE 4/30/09 08578910 BERRY PETROLEUM CO 17.34
42925 5/05/09 422539 MAGNA SECURITIES CORP 40,000.00 16.858 600.00 673,706.66 239,004.27
SALE 5/01/09 08578910 BERRY PETROLEUM CO 12.28
42925 5/06/09 422545 PRINCETON SECURITIES GROUP 30,000.00 15.923 300.00 477,371.72 151,344.93
SALE 5/20/09 08578910 BERRY PETROLEUM CO 14.35
42925 5/26/09 422612 RAYMOND JAMES/EXECUTION 30,000.00 18.602 450.00 557,592.65 231,565.86
SALE 5/21/09 08578910 BERRY PETROLEUM CO 13.69
42925 5/27/09 422618 WILLIAMS CAPITAL GROUP 30,000.00 17.747 450.00 531,955.31 205,928.52
SALE 5/22/09 08578910 BERRY PETROLEUM CO 18.30
42925 5/28/09 422622 MAGNA SECURITIES CORP 40,000.00 17.796 600.00 711,217.70 276,515.31
SALE 5/26/09 08578910 BERRY PETROLEUM CO 18.06
42925 5/29/09 422626 RAYMOND JAMES/EXECUTION 40,000.00 17.567 600.00 702,061.94 267,359.55
SALE 5/19/09 11012210 BRISTOL-MYERS SQUIBB CO. 52.50
39897 5/22/09 422606 WILLIAMS CAPITAL GROUP 100,000.00 20.424 1,500.00 2,040,867.50 -629,229.06
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 125
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/01/09 12526910 CF INDUSTRIES HOLDINGS INC 76.56
46083 5/06/09 422545 WILLIAMS CAPITAL GROUP 40,000.00 74.470 600.00 2,978,119.44 111,404.24
SALE 5/18/09 12526910 CF INDUSTRIES HOLDINGS INC 41.34
46083 5/21/09 422601 BMO CAPITAL MARKETS/EXECUTI 20,000.00 80.411 300.00 1,607,884.66 174,527.06
SALE 5/18/09 12526910 CF INDUSTRIES HOLDINGS INC 42.09
46083 5/21/09 422601 WILLIAMS CAPITAL GROUP 20,000.00 81.883 300.00 1,637,309.91 203,952.31
SALE 5/20/09 12526910 CF INDUSTRIES HOLDINGS INC 21.47
46083 5/26/09 422612 RAYMOND JAMES/EXECUTION 10,000.00 83.502 150.00 834,851.53 118,172.73
SALE 5/05/09 12665010 CVS CORP. 40.78
44176 5/08/09 422553 MAGNA SECURITIES CORP 50,000.00 31.735 750.00 1,585,934.22 229,383.97
SALE 5/06/09 12665010 CVS CORP. 41.55
44176 5/11/09 422558 WILLIAMS CAPITAL GROUP 50,000.00 32.328 750.00 1,615,603.45 259,053.20
SALE 5/14/09 12665010 CVS CORP. 82.47
44176 5/19/09 422592 MAGNA SECURITIES CORP 100,000.00 32.086 1,500.00 3,207,017.53 493,917.03
SALE 5/15/09 12665010 CVS CORP. 79.04
44176 5/20/09 422597 MERIDIAN EQUITY PARTNERS 100,000.00 30.753 1,000.00 3,074,260.96 361,160.46
SALE 5/18/09 12665010 CVS CORP. 39.58
44176 5/21/09 422601 BMO CAPITAL MARKETS/EXECUTI 50,000.00 30.800 750.00 1,539,225.42 182,675.17
SALE 5/18/09 12673P10 CA, INC. 136.98
45178 5/21/09 422601 MORGAN STANLEY 300,000.00 17.766 5,329,663.02 431,797.02
SALE 5/22/09 12686C10 CABLEVISION SYSTEMS-NY GRP- 19.86
39907 5/28/09 422622 MAGNA SECURITIES CORP 40,000.00 19.316 600.00 772,012.14 -344,410.46
SALE 5/26/09 13442910 CAMPBELL SOUP CO. 36.20
43629 5/29/09 422626 WILLIAMS CAPITAL GROUP 50,000.00 28.168 750.00 1,407,613.80 -262,543.70
SALE 4/30/09 15678210 CERNER CORP. 13.88
43671 5/05/09 422539 CREDIT SUISSE SEC (AES) 10,000.00 53.997 100.00 539,860.12 175,201.38
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 5/01/09 THROUGH 5/31/09
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 5/07/09 15678210 CERNER CORP. 14.54
43671 5/12/09 422564 LIQUIDNET 10,000.00 56.560 200.00 565,385.46 200,726.72
SALE 5/13/09 15678210 CERNER CORP. 14.01
43671 5/18/09 422588 LABRANCHE/0TC 10,000.00 54.482 150.00 544,653.99 179,995.25
SALE 5/19/09 15678210 CERNER CORP. 14.77
43671 5/22/09 422606 SUSQUEHANNA/OTC 10,000.00 57.456 150.00 574,396.23 209,737.49
SALE 5/20/09 15678210 CERNER CORP. 15.32
43671 5/26/09 422612 SUSQUEHANNA/OTC 10,000.00 59.579 150.00 595,620.68 230,961.94
SALE 5/21/09 15678210 CERNER CORP. 14.33
43671 5/27/09 422618 LABRANCHE/0TC 10,000.00 55.742 150.00 557,255.67 192,596.93
SALE 5/22/09 15678210 CERNER CORP. 28.90
43671 5/28/09 422622 ITG (CHANNEL) 20,000.00 56.216 200.00 1,124,097.10 394,779.63
SALE 5/05/09 16516710 CHESAPEAKE ENERGY CORP. 54.33
41852 5/08/09 422553 MAGNA SECURITIES CORP 100,000.00 21.137 1,500.00 2,112,185.67 -1,889,031.64
SALE 5/22/09 16516710 CHESAPEAKE ENERGY CORP. 52.98
41852 5/28/09 422622 PRINCETON SECURITIES GROUP 100,000.00 20.612 1,000.00 2,060,107.02 -1,941,110.29
SALE 5/07/09 17275R10 CISCO SYSTEMS INC 49.22
39905 5/12/09 422564 ITG (CHANNEL) 100,000.00 19.151 1,500.00 1,913,560.78 672,468.08
SALE 5/07/09 17275R10 CISCO SYSTEMS INC 145.32
39905 5/12/09 422564 KEYBANC CAPITAL MKTS INC 300,000.00 18.848 4,500.00 5,649,754.68 1,926,476.57
SALE 5/13/09 17737610 CITRIX SYSTEMS INC. 69.00
40499 5/18/09 422588 KEYBANC CAPITAL MKTS INC 100,000.00 26.847 1,500.00 2,683,141.00 -248,064.57
SALE 5/14/09 17737610 CITRIX SYSTEMS INC. 83.07
40499 5/19/09 422592 ITG (CHANNEL) 120,000.00 26.935 1,200.00 3,230,916.93 -286,529.75
SALE 5/15/09 17737610 CITRIX SYSTEMS INC. 14.10
40499 5/20/09 422597 MERRIMAN/OTC 20,000.00 27.429 300.00 548,271.90 -37,969.21
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 127
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/19/09 19121610 COCA-COLA CO. (THE) 118.87
39941 5/22/09 422606 GRISWOLD COMPANY 100,000.00 46.250 1,000.00 4,623,871.13 259,985.49
SALE 5/04/09 19210810 COEUR D'ALENE MINES CORP 8.32
45369 5/07/09 422549 ICAP CORPORATES LLC 200,000.00 1.617 2,000.00 321,391.68 130,261.35
SALE 5/04/09 19210810 COEUR D'ALENE MINES CORP 4.19
45369 5/07/09 422549 INSTINET (DOMESTIC) 100,000.00 1.630 700.00 162,325.81 66,760.64
SALE 5/06/09 19210810 COEUR D'ALENE MINES CORP 8.39
45369 5/11/09 422558 STURDIVANT/EXECUTION 200,000.00 1.631 2,000.00 324,231.61 133,101.28
SALE 5/12/09 19210810 COEUR D'ALENE MINES CORP 8.01
45369 5/15/09 422582 INSTINET (DOMESTIC) 200,000.00 1.557 1,400.00 309,891.99 118,761.66
SALE 5/13/09 19210810 COEUR D'ALENE MINES CORP 7.35
45369 5/18/09 422588 ICAP CORPORATES LLC 200,000.00 1.429 2,000.00 283,772.65 92,642.32
SALE 5/01/09 19259P30 COINSTAR INC. 9.19
42814 5/06/09 422545 CREDIT SUISSE SEC (AES) 10,000.00 35.727 100.00 357,160.81 57,937.90
SALE 5/18/09 19259P30 COINSTAR INC. 8.59
42814 5/21/09 422601 ITG (CHANNEL) 10,000.00 33.387 100.00 333,764.41 34,541.50
SALE 5/19/09 19259P30 COINSTAR INC. 8.37
42814 5/22/09 422606 MAGNA SECURITIES (OTC) 10,000.00 32.560 150.00 325,439.63 26,216.72
SALE 5/20/09 19259P30 COINSTAR INC. 8.41
42814 5/26/09 422612 LABRANCHE/0TC 10,000.00 32.686 150.00 326,705.59 27,482.68
SALE 4/29/09 20337210 COMMSCOPE INC. 42.96
39906 5/04/09 422533 JP MORGAN 70,000.00 23.879 2,800.00 1,668,687.04 -959,129.58
SALE 5/04/09 20337210 COMMSCOPE INC. 20.39
39906 5/07/09 422549 BMO CAPITAL MARKETS/EXECUTI 30,000.00 26.438 450.00 792,654.61 -333,552.51
SALE 5/06/09 20337210 COMMSCOPE INC. 13.85
39906 5/11/09 422558 WILLIAMS CAPITAL GROUP 20,000.00 26.941 300.00 538,496.15 -212,308.60
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 5/01/09 THROUGH 5/31/09
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 5/19/09 20337210 COMMSCOPE INC. 12.45
39906 5/22/09 422606 STURDIVANT/EXECUTION 20,000.00 24.218 300.00 484,037.55 -266,767.20
SALE 5/20/09 20337210 COMMSCOPE INC. 13.33
39906 5/26/09 422612 RAYMOND JAMES/EXECUTION 20,000.00 25.916 300.00 518,004.67 -232,800.08
SALE 5/22/09 20337210 COMMSCOPE INC. 12.66
39906 5/28/09 422622 BMO CAPITAL MARKETS/EXECUTI 20,000.00 24.626 300.00 492,205.34 -258,599.41
SALE 5/22/09 20337210 COMMSCOPE INC. 25.57
39906 5/28/09 422622 MAGNA SECURITIES CORP 40,000.00 24.866 600.00 994,018.43 -507,591.06
SALE 4/30/09 20825C10 CONOCOPHILLIPS 3.56
39904 5/05/09 422539 BMO CAPITAL MARKETS/EXECUTI 3,300.00 41.926 49.50 138,303.40 28,667.15
SALE 4/30/09 20825C10 CONOCOPHILLIPS 18.03
39904 5/05/09 422539 CITIGROUP/CITIBANK DOMESTIC 16,700.00 41.995 668.00 700,623.79 145,797.90
SALE 5/01/09 20825C10 CONOCOPHILLIPS 63.66
39904 5/06/09 422545 ICAP CORPORATES LLC 60,000.00 41.282 600.00 2,476,250.34 482,863.91
SALE 5/01/09 21037110 CONSTELLATION ENERGY GROUP, 12.66
43011 5/06/09 422545 WILLIAMS CAPITAL GROUP 20,000.00 24.629 300.00 492,259.34 -246.90
SALE 5/04/09 21037110 CONSTELLATION ENERGY GROUP, 51.19
43011 5/07/09 422549 BMO CAPITAL MARKETS/EXECUTI 80,000.00 24.896 1,200.00 1,990,412.81 20,387.86
SALE 5/15/09 21037110 CONSTELLATION ENERGY GROUP, 31.96
43011 5/20/09 422597 MAGNA SECURITIES CORP 50,000.00 24.866 750.00 1,242,508.04 11,242.45
SALE 5/19/09 21037110 CONSTELLATION ENERGY GROUP, 32.83
43011 5/22/09 422606 WILLIAMS CAPITAL GROUP 50,000.00 25.548 750.00 1,276,637.17 45,371.58
SALE 5/22/09 21037110 CONSTELLATION ENERGY GROUP, 33.13
43011 5/28/09 422622 MAGNA SECURITIES CORP 50,000.00 25.775 750.00 1,287,986.87 56,721.28
SALE 5/26/09 21037110 CONSTELLATION ENERGY GROUP, 33.00
43011 5/29/09 422626 RAYMOND JAMES/EXECUTION 50,000.00 25.678 750.00 1,283,137.00 51,871.41
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 129
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 4/28/09 22405110 COX RADIO INC-CL A 2.30
43985 5/01/09 422529 JP MORGAN 20,000.00 4.458 800.00 88,361.70 -29,031.46
SALE 4/29/09 22405110 COX RADIO INC-CL A 2.51
43985 5/04/09 422533 CITIGROUP/CITIBANK DOMESTIC 20,000.00 4.873 800.00 96,647.49 -20,745.67
SALE 4/29/09 22405110 COX RADIO INC-CL A 4.95
43985 5/04/09 422533 JP MORGAN 40,000.00 4.806 1,600.00 190,615.05 -44,171.26
SALE 4/30/09 22405110 COX RADIO INC-CL A 29.62
43985 5/05/09 422539 CITIGROUP/CITIBANK DOMESTIC 240,000.00 4.802 9,600.00 1,142,802.38 -265,915.49
SALE 5/07/09 23257720 CYNOSURE INC. CL A .90
40472 5/12/09 422564 ITG (CHANNEL) 5,000.00 7.003 75.00 34,937.60 -48,262.50
SALE 5/07/09 23257720 CYNOSURE INC. CL A .88
40472 5/12/09 422564 SUSQUEHANNA/OTC 5,000.00 6.822 75.00 34,033.12 -49,166.98
SALE 5/11/09 23257720 CYNOSURE INC. CL A 2.14
40472 5/14/09 422576 ITG (CHANNEL) 10,000.00 8.298 100.00 82,881.86 -83,518.34
SALE 5/12/09 23257720 CYNOSURE INC. CL A 2.13
40472 5/15/09 422582 ITG (CHANNEL) 10,000.00 8.272 100.00 82,618.87 -83,781.33
SALE 5/13/09 23257720 CYNOSURE INC. CL A 1.92
40472 5/18/09 422588 SUSQUEHANNA/OTC 10,000.00 7.436 150.00 74,203.08 -92,197.12
SALE 5/07/09 23767P10 DATA DOMAIN INC 4.28
45495 5/12/09 422564 ITG (CHANNEL) 10,000.00 16.622 150.00 166,061.72 34,523.35
SALE 5/07/09 23767P10 DATA DOMAIN INC 12.48
45495 5/12/09 422564 KEYBANC CAPITAL MKTS INC 30,000.00 16.184 450.00 485,051.52 90,436.42
SALE 5/21/09 23767P10 DATA DOMAIN INC 160.73
45495 5/27/09 422618 MORGAN STANLEY 260,000.00 24.054 6,253,827.27 2,833,829.70
SALE 5/18/09 24237010 DEAN FOODS 47.52
46444 5/21/09 422601 GRISWOLD COMPANY 100,000.00 18.489 1,000.00 1,847,882.48 11,856.83
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/19/09 24237010 DEAN FOODS 19.45
46444 5/22/09 422606 BMO CAPITAL MARKETS/EXECUTI 40,000.00 18.919 600.00 756,120.55 21,710.29
SALE 5/26/09 24237010 DEAN FOODS 18.99
46444 5/29/09 422626 RAYMOND JAMES/EXECUTION 40,000.00 18.464 600.00 737,929.01 3,518.75
SALE 5/22/09 24419910 DEERE & CO. 43.68
39908 5/28/09 422622 WILLIAMS CAPITAL GROUP 40,000.00 42.483 600.00 1,698,692.32 63,793.36
SALE 5/12/09 25470M10 DISH NETWORKS 44.35
46473 5/15/09 422582 ITG (CHANNEL) 100,000.00 17.255 1,000.00 1,724,445.65 230,459.65
SALE 5/22/09 27805810 EATON CORP. 45.78
39919 5/28/09 422622 WILLIAMS CAPITAL GROUP 40,000.00 44.525 600.00 1,780,350.22 -414,496.29
SALE 5/26/09 27805810 EATON CORP. 45.88
39919 5/29/09 422626 RAYMOND JAMES/EXECUTION 40,000.00 44.626 600.00 1,784,374.12 -410,472.39
SALE 5/07/09 27864210 EBAY INC. 8.78
45010 5/12/09 422564 ITG (CHANNEL) 20,000.00 17.068 300.00 341,053.22 133,935.22
SALE 5/07/09 27864210 EBAY INC. 12.82
45010 5/12/09 422564 KEYBANC CAPITAL MKTS INC 30,000.00 16.624 450.00 498,254.18 187,577.18
SALE 4/28/09 29084Q10 EMCOR GROUP INC. 10.48
39915 5/01/09 422529 JP MORGAN 20,000.00 20.377 800.00 406,735.52 171,883.26
SALE 4/29/09 29084Q10 EMCOR GROUP INC. 10.90
39915 5/04/09 422533 CITIGROUP/CITIBANK DOMESTIC 20,000.00 21.189 800.00 422,959.10 188,106.84
SALE 4/30/09 29084Q10 EMCOR GROUP INC. 56.28
39915 5/05/09 422539 UBS WARBURG LLC 100,000.00 21.895 4,000.00 2,185,463.72 1,011,202.43
SALE 5/04/09 29084Q10 EMCOR GROUP INC. 21.99
39915 5/07/09 422549 BMO CAPITAL MARKETS/EXECUTI 40,000.00 21.385 600.00 854,794.01 385,089.50
SALE 5/04/09 29084Q10 EMCOR GROUP INC. 16.27
39915 5/07/09 422549 RAYMOND JAMES/EXECUTION 30,000.00 21.095 450.00 632,383.73 280,105.34
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 131
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/19/09 29084Q10 EMCOR GROUP INC. 17.26
39915 5/22/09 422606 RAYMOND JAMES/EXECUTION 30,000.00 22.382 450.00 670,998.74 318,720.35
SALE 5/22/09 29084Q10 EMCOR GROUP INC. 11.08
39915 5/28/09 422622 WILLIAMS CAPITAL GROUP 20,000.00 21.540 300.00 430,482.92 195,630.66
SALE 4/28/09 29265910 ENERGY CONVERSION DEVICES, 8.19
44685 5/01/09 422529 CREDIT SUISSE SEC (AES) 20,000.00 15.932 200.00 318,421.81 -187,353.16
SALE 4/29/09 29265910 ENERGY CONVERSION DEVICES, 8.46
44685 5/04/09 422533 UBS WARBURG LLC 20,000.00 16.449 600.00 328,361.54 -177,413.43
SALE 4/30/09 29265910 ENERGY CONVERSION DEVICES, 24.90
44685 5/05/09 422539 CREDIT SUISSE SEC (AES) 50,000.00 19.377 500.00 968,345.10 -296,092.33
SALE 5/04/09 29265910 ENERGY CONVERSION DEVICES, 15.65
44685 5/07/09 422549 CREDIT SUISSE SEC (AES) 30,000.00 20.293 300.00 608,459.35 -150,203.11
SALE 5/04/09 29265910 ENERGY CONVERSION DEVICES, 15.38
44685 5/07/09 422549 CREDIT SUISSE SEC (AES) 30,000.00 19.936 300.00 597,755.62 -160,906.84
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 60,000.00 20.114 31.03 1,206,214.97 -311,109.95
600.00
SALE 5/06/09 29265910 ENERGY CONVERSION DEVICES, 25.98
44685 5/11/09 422558 CREDIT SUISSE SEC (AES) 50,000.00 20.217 500.00 1,010,309.02 -254,128.42
SALE 5/07/09 29265910 ENERGY CONVERSION DEVICES, 8.43
44685 5/12/09 422564 ITG (CHANNEL) 20,000.00 16.390 300.00 327,495.57 -178,279.40
SALE 5/07/09 29265910 ENERGY CONVERSION DEVICES, 12.53
44685 5/12/09 422564 KEYBANC CAPITAL MKTS INC 30,000.00 16.242 450.00 486,791.47 -271,870.99
SALE 5/08/09 29265910 ENERGY CONVERSION DEVICES, 21.17
44685 5/13/09 422572 SUSQUEHANNA/OTC 50,000.00 16.471 750.00 822,768.83 -441,668.61
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/11/09 29265910 ENERGY CONVERSION DEVICES, 20.65
44685 5/14/09 422576 ITG (CHANNEL) 50,000.00 16.067 500.00 802,834.35 -461,603.09
SALE 5/12/09 29265910 ENERGY CONVERSION DEVICES, 20.80
44685 5/15/09 422582 ITG (CHANNEL) 50,000.00 16.185 500.00 808,729.20 -455,708.24
SALE 5/12/09 29265910 ENERGY CONVERSION DEVICES, 20.87
44685 5/15/09 422582 MERRIMAN/OTC 50,000.00 16.235 750.00 810,959.13 -453,478.31
SALE 5/13/09 29265910 ENERGY CONVERSION DEVICES, 19.83
44685 5/18/09 422588 SUSQUEHANNA/OTC 50,000.00 15.429 750.00 770,665.17 -493,772.27
SALE 5/14/09 29265910 ENERGY CONVERSION DEVICES, 19.20
44685 5/19/09 422592 ITG (CHANNEL) 50,000.00 14.938 500.00 746,375.80 -518,061.64
SALE 5/15/09 29265910 ENERGY CONVERSION DEVICES, 87.51
44685 5/20/09 422597 ITG (CHANNEL) 228,341.00 14.911 2,283.41 3,402,490.23 -2,371,967.94
SALE 5/18/09 29265910 ENERGY CONVERSION DEVICES, 8.29
44685 5/21/09 422601 ITG (CHANNEL) 21,659.00 14.875 216.59 321,957.08 -225,771.93
SALE 4/28/09 29266R10 ENERGIZER HOLDINGS INC. 14.42
40547 5/01/09 422529 JP MORGAN 10,000.00 56.083 400.00 560,416.58 -275,070.68
SALE 4/30/09 29742510 ESTERLINE TECHNOLOGIES CORP 7.19
39917 5/05/09 422539 CITIGROUP/CITIBANK DOMESTIC 10,400.00 26.897 416.00 279,300.41 -106,161.12
SALE 4/30/09 29742510 ESTERLINE TECHNOLOGIES CORP 6.74
39917 5/05/09 422539 PACIFIC CREST SECURITIES 9,600.00 27.309 384.00 261,775.66 -94,034.98
SALE 5/04/09 29742510 ESTERLINE TECHNOLOGIES CORP 13.52
39917 5/07/09 422549 MAGNA SECURITIES CORP 20,000.00 26.298 300.00 525,646.48 -215,625.68
SALE 5/06/09 29742510 ESTERLINE TECHNOLOGIES CORP 13.66
39917 5/11/09 422558 WILLIAMS CAPITAL GROUP 20,000.00 26.558 300.00 530,836.34 -210,435.82
SALE 5/15/09 29742510 ESTERLINE TECHNOLOGIES CORP 20.94
39917 5/20/09 422597 MAGNA SECURITIES CORP 30,000.00 27.147 450.00 813,933.06 -297,975.19
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -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
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/18/09 29742510 ESTERLINE TECHNOLOGIES CORP 6.98
39917 5/21/09 422601 BMO CAPITAL MARKETS/EXECUTI 10,000.00 27.147 150.00 271,311.02 -99,325.06
SALE 5/19/09 29742510 ESTERLINE TECHNOLOGIES CORP 14.13
39917 5/22/09 422606 BMO CAPITAL MARKETS/EXECUTI 20,000.00 27.477 300.00 549,221.87 -192,050.29
SALE 5/20/09 29742510 ESTERLINE TECHNOLOGIES CORP 6.99
39917 5/26/09 422612 RAYMOND JAMES/EXECUTION 10,000.00 27.192 150.00 271,760.01 -98,876.07
SALE 5/22/09 29742510 ESTERLINE TECHNOLOGIES CORP 13.81
39917 5/28/09 422622 WILLIAMS CAPITAL GROUP 20,000.00 26.860 300.00 536,876.19 -204,395.97
SALE 5/26/09 30161N10 EXELON CORP. 49.16
39920 5/29/09 422626 MAGNA SECURITIES CORP 40,000.00 47.812 600.00 1,911,838.84 623,994.34
SALE 5/06/09 30205120 EXIDE TECHNOLOGIES 6.50
44060 5/11/09 422558 LABRANCHE/0TC 40,000.00 6.321 600.00 252,245.50 101,496.79
SALE 5/07/09 30205120 EXIDE TECHNOLOGIES 3.26
44060 5/12/09 422564 LABRANCHE/0TC 20,000.00 6.338 300.00 126,456.74 51,082.39
SALE 5/08/09 30205120 EXIDE TECHNOLOGIES 3.40
44060 5/13/09 422572 MAGNA SECURITIES (OTC) 20,000.00 6.596 300.00 131,608.60 56,234.25
SALE 5/11/09 30205120 EXIDE TECHNOLOGIES .81
44060 5/14/09 422576 ITG (CHANNEL) 5,000.00 6.284 50.00 31,367.19 12,523.60
SALE 5/11/09 30205120 EXIDE TECHNOLOGIES 2.41
44060 5/14/09 422576 MAGNA SECURITIES (OTC) 15,000.00 6.243 225.00 93,419.09 36,888.32
SALE 5/21/09 30205120 EXIDE TECHNOLOGIES 3.05
44060 5/27/09 422618 ITG (CHANNEL) 20,000.00 5.922 200.00 118,230.95 42,856.60
SALE 4/30/09 33643310 FIRST SOLAR INC. 23.23
40312 5/05/09 422539 CREDIT SUISSE SEC (AES) 5,000.00 180.70 50.00 903,458.27 -12,601.64
SALE 5/08/09 36960410 GENERAL ELECTRIC CO. 37.03
39923 5/13/09 422572 WILLIAMS CAPITAL GROUP 100,000.00 14.408 1,500.00 1,439,242.97 -542,224.40
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -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 5/13/09 41457P10 HARRIS STRATEX NETWORKS-CL 17.42
46716 5/18/09 422588 KEYBANC CAPITAL MKTS INC 120,000.00 5.647 1,800.00 675,834.58 -501,525.11
SALE 5/26/09 42224N10 HEALTHSPRING INC 5.19
46819 5/29/09 422626 MAGNA SECURITIES CORP 20,000.00 10.084 300.00 201,376.81 8,220.48
SALE 4/28/09 44701110 HUNTSMAN CORP. 12.62
41547 5/01/09 422529 MERRILL LYNCH (RESEARCH) 100,000.00 4.909 4,000.00 486,837.38 -416,922.78
SALE 5/04/09 44701110 HUNTSMAN CORP. 14.61
41547 5/07/09 422549 GRISWOLD COMPANY 100,000.00 5.683 1,000.00 567,255.39 -336,504.77
SALE 5/07/09 44701110 HUNTSMAN CORP. 15.62
41547 5/12/09 422564 ICAP CORPORATES LLC 100,000.00 6.077 1,000.00 606,714.38 -297,045.78
SALE 5/08/09 44701110 HUNTSMAN CORP. 13.73
41547 5/13/09 422572 ICAP CORPORATES LLC 100,000.00 5.342 1,000.00 533,226.27 -370,533.89
SALE 5/20/09 44701110 HUNTSMAN CORP. 18.04
41547 5/26/09 422612 GRISWOLD COMPANY 100,000.00 7.016 1,000.00 700,581.96 -203,178.20
SALE 5/21/09 44701110 HUNTSMAN CORP. 16.81
41547 5/27/09 422618 CAPIS/SOFT 100,000.00 6.537 5,000.00 648,703.19 -255,056.97
SALE 5/04/09 45920010 INTL BUSINESS MACHINES CORP 27.25
39932 5/07/09 422549 RAYMOND JAMES/EXECUTION 10,000.00 106.02 150.00 1,060,083.75 194,850.75
SALE 5/18/09 45920010 INTL BUSINESS MACHINES CORP 107.10
39932 5/21/09 422601 MAGNA SECURITIES CORP 40,000.00 104.17 600.00 4,166,400.90 695,519.49
SALE 5/01/09 46428777 ISHARES DJ US FINANCIAL SER 106.58
45093 5/06/09 422545 ICAP CORPORATES LLC 100,000.00 41.470 1,000.00 4,145,883.42 809,386.54
SALE 5/21/09 46428777 ISHARES DJ US FINANCIAL SER 23.09
45093 5/27/09 422618 WILLIAMS CAPITAL GROUP 20,000.00 44.917 300.00 898,008.91 230,709.53
SALE 5/22/09 46428777 ISHARES DJ US FINANCIAL SER 114.45
45093 5/28/09 422622 CAPIS/SOFT 100,000.00 44.529 5,000.00 4,447,825.55 1,111,328.67
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 135
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/22/09 46428777 ISHARES DJ US FINANCIAL SER 91.91
45093 5/28/09 422622 MERIDIAN EQUITY PARTNERS 80,000.00 44.702 800.00 3,575,244.09 906,046.59
SALE 5/26/09 46428777 ISHARES DJ US FINANCIAL SER 58.75
45093 5/29/09 422626 WILLIAMS CAPITAL GROUP 50,000.00 45.719 750.00 2,285,121.25 616,872.81
SALE 5/01/09 46625H10 JP MORGAN CHASE & CO 85.85
39940 5/06/09 422545 PRINCETON SECURITIES GROUP 100,000.00 33.402 1,000.00 3,339,124.15 435,345.33
SALE 5/08/09 46625H10 JP MORGAN CHASE & CO 47.43
39940 5/13/09 422572 MERIDIAN EQUITY PARTNERS 50,000.00 36.906 500.00 1,844,732.57 392,843.16
SALE 5/13/09 47816010 JOHNSON & JOHNSON 71.01
39939 5/18/09 422588 BMO CAPITAL MARKETS/EXECUTI 50,000.00 55.256 750.00 2,761,953.99 943,586.66
SALE 5/13/09 47816010 JOHNSON & JOHNSON 70.84
39939 5/18/09 422588 RAYMOND JAMES/EXECUTION 50,000.00 55.122 750.00 2,755,269.16 936,901.83
SALE 5/21/09 47816010 JOHNSON & JOHNSON 141.26
39939 5/27/09 422618 CAPIS/SOFT 100,000.00 54.965 5,000.00 5,491,318.74 1,854,584.07
SALE 5/22/09 47816010 JOHNSON & JOHNSON 141.69
39939 5/28/09 422622 ICAP CORPORATES LLC 100,000.00 55.130 1,000.00 5,511,868.31 1,875,133.64
SALE 5/22/09 47816010 JOHNSON & JOHNSON 141.49
39939 5/28/09 422622 MERIDIAN EQUITY PARTNERS 100,000.00 55.052 1,000.00 5,504,008.51 1,867,273.84
SALE 5/20/09 50540R40 LABORATORY CORP OF AMERICA 31.84
39944 5/26/09 422612 RAYMOND JAMES/EXECUTION 20,000.00 61.934 300.00 1,238,340.16 107,053.75
SALE 5/04/09 53071M50 LIBERTY MEDIA CORP. 193.90
43455 5/07/09 422549 CREDIT SUISSE SEC (AES) 300,000.00 25.148 3,000.00 7,541,206.10 2,607,789.46
SALE 5/05/09 53071M50 LIBERTY MEDIA CORP. 501.97
43455 5/08/09 422553 CREDIT SUISSE SEC (AES) 800,000.00 24.415 8,000.00 19,523,178.03 6,367,400.32
SALE 5/06/09 53071M50 LIBERTY MEDIA CORP. 326.58
43455 5/11/09 422558 CREDIT SUISSE SEC (AES) 500,000.00 25.414 5,000.00 12,701,723.42 4,479,362.35
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 136
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/08/09 53418710 LINCOLN NATIONAL CORP 34.97
46169 5/13/09 422572 BMO CAPITAL MARKETS/EXECUTI 80,000.00 17.004 1,200.00 1,359,117.03 589,149.03
SALE 4/28/09 53555510 LINDSAY CORP. 9.25
41563 5/01/09 422529 JP MORGAN 10,000.00 35.983 400.00 359,417.75 -409,345.58
SALE 5/14/09 53555510 LINDSAY CORP. 42.36
41563 5/19/09 422592 WILLIAMS CAPITAL GROUP 50,000.00 32.959 750.00 1,647,137.64 -2,196,679.00
SALE 5/15/09 53555510 LINDSAY CORP. 43.96
41563 5/20/09 422597 WILLIAMS CAPITAL GROUP 50,000.00 34.206 750.00 1,709,511.04 -2,134,305.60
SALE 5/20/09 53555510 LINDSAY CORP. 19.00
41563 5/26/09 422612 RAYMOND JAMES/EXECUTION 20,000.00 36.964 300.00 738,961.00 -798,565.66
SALE 5/22/09 53555510 LINDSAY CORP. 25.76
41563 5/28/09 422622 WILLIAMS CAPITAL GROUP 30,000.00 33.406 450.00 1,001,695.24 -1,304,594.74
SALE 5/26/09 53555510 LINDSAY CORP. 25.63
41563 5/29/09 422626 RAYMOND JAMES/EXECUTION 30,000.00 33.234 450.00 996,544.37 -1,309,745.61
SALE 5/07/09 55271510 MEMC ELECTRONICS MATERIALS, 13.35
39991 5/12/09 422564 BMO CAPITAL MARKETS/EXECUTI 30,000.00 17.310 450.00 518,827.65 -200,763.00
SALE 5/08/09 55271510 MEMC ELECTRONICS MATERIALS, 22.31
39991 5/13/09 422572 WILLIAMS CAPITAL GROUP 50,000.00 17.358 750.00 867,117.69 -332,200.06
SALE 5/11/09 55616P10 MACY'S, INC. 32.01
39949 5/14/09 422576 PRINCETON SECURITIES GROUP 100,000.00 12.453 1,000.00 1,244,307.99 -738,859.20
SALE 4/28/09 57708110 MATTEL, INC. 37.74
44600 5/01/09 422529 MERRILL LYNCH (RESEARCH) 100,000.00 14.681 4,000.00 1,464,072.26 289,656.71
SALE 4/29/09 57708110 MATTEL, INC. 39.16
44600 5/04/09 422533 SANFORD BERNSTEIN & CO. 100,000.00 15.234 4,000.00 1,519,400.84 344,985.28
SALE 4/29/09 57708110 MATTEL, INC. 39.24
44600 5/04/09 422533 UBS WARBURG LLC 100,000.00 15.265 4,000.00 1,522,470.76 348,055.21
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 137
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 4/30/09 57708110 MATTEL, INC. 39.30
44600 5/05/09 422539 UBS WARBURG LLC 100,000.00 15.292 4,000.00 1,525,140.70 350,725.14
SALE 5/21/09 58013510 MCDONALD'S CORP. 28.77
42619 5/27/09 422618 WILLIAMS CAPITAL GROUP 20,000.00 55.963 300.00 1,118,929.23 -81,873.32
SALE 5/22/09 58013510 MCDONALD'S CORP. 29.52
42619 5/28/09 422622 BMO CAPITAL MARKETS/EXECUTI 20,000.00 57.426 300.00 1,148,194.48 -52,608.07
SALE 5/26/09 58013510 MCDONALD'S CORP. 29.67
42619 5/29/09 422626 RAYMOND JAMES/EXECUTION 20,000.00 57.708 300.00 1,153,822.33 -46,980.22
SALE 5/08/09 58155Q10 MCKESSON CORP. 52.56
44746 5/13/09 422572 MAGNA SECURITIES CORP 50,000.00 40.897 750.00 2,044,042.44 -63,655.31
SALE 5/11/09 58155Q10 MCKESSON CORP. 31.45
44746 5/14/09 422576 WILLIAMS CAPITAL GROUP 30,000.00 40.779 450.00 1,222,891.55 -41,727.10
SALE 5/12/09 58155Q10 MCKESSON CORP. 31.21
44746 5/15/09 422582 WILLIAMS CAPITAL GROUP 30,000.00 40.472 450.00 1,213,687.79 -50,930.86
SALE 5/13/09 58155Q10 MCKESSON CORP. 10.35
44746 5/18/09 422588 MAGNA SECURITIES CORP 10,000.00 40.244 150.00 402,274.65 -19,264.90
SALE 4/29/09 58505510 MEDTRONIC, INC. 79.04
43733 5/04/09 422533 SANFORD BERNSTEIN & CO. 100,000.00 30.753 4,000.00 3,071,170.96 -196,976.54
SALE 4/29/09 58505510 MEDTRONIC, INC. 81.47
43733 5/04/09 422533 UBS WARBURG LLC 100,000.00 31.698 4,000.00 3,165,738.53 -102,408.97
SALE 4/30/09 58505510 MEDTRONIC, INC. 82.60
43733 5/05/09 422539 UBS WARBURG LLC 100,000.00 32.137 4,000.00 3,209,627.40 -58,520.10
SALE 5/05/09 58505510 MEDTRONIC, INC. 84.26
43733 5/08/09 422553 GRISWOLD COMPANY 100,000.00 32.783 1,000.00 3,277,245.74 9,098.24
SALE 5/07/09 58505510 MEDTRONIC, INC. 84.82
43733 5/12/09 422564 ICAP CORPORATES LLC 100,000.00 33.003 1,000.00 3,299,245.18 31,097.68
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 138
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/11/09 58505510 MEDTRONIC, INC. 172.32
43733 5/14/09 422576 ICAP CORPORATES LLC 200,000.00 33.524 2,000.00 6,702,667.68 166,372.68
SALE 5/06/09 61166W10 MONSANTO CO. 34.53
39952 5/11/09 422558 BMO CAPITAL MARKETS/EXECUTI 15,000.00 89.550 225.00 1,342,984.47 344,745.68
SALE 5/13/09 61166W10 MONSANTO CO. 34.62
39952 5/18/09 422588 WILLIAMS CAPITAL GROUP 15,000.00 89.788 225.00 1,346,555.88 348,317.09
SALE 5/14/09 61166W10 MONSANTO CO. 46.40
39952 5/19/09 422592 RAYMOND JAMES/EXECUTION 20,000.00 90.265 300.00 1,804,949.60 473,964.54
SALE 5/06/09 61945A10 MOSIAC CO. (THE) 24.02
43263 5/11/09 422558 WILLIAMS CAPITAL GROUP 20,000.00 46.717 300.00 934,015.98 181,119.69
SALE 5/19/09 61945A10 MOSIAC CO. (THE) 72.58
43263 5/22/09 422606 MAGNA SECURITIES CORP 50,000.00 56.481 750.00 2,823,242.42 941,001.69
SALE 5/20/09 61945A10 MOSIAC CO. (THE) 29.97
43263 5/26/09 422612 WILLIAMS CAPITAL GROUP 20,000.00 58.296 300.00 1,165,596.03 412,699.74
SALE 5/22/09 61945A10 MOSIAC CO. (THE) 28.77
43263 5/28/09 422622 MAGNA SECURITIES CORP 20,000.00 55.959 300.00 1,118,841.23 365,944.94
SALE 5/12/09 62937750 NRG ENERGY INC. 53.61
43551 5/15/09 422582 WILLIAMS CAPITAL GROUP 100,000.00 20.859 1,500.00 2,084,386.39 -13,649.16
SALE 5/13/09 62937750 NRG ENERGY INC. 52.43
43551 5/18/09 422588 MAGNA SECURITIES CORP 100,000.00 20.400 1,500.00 2,038,397.57 -59,637.98
SALE 5/15/09 62937750 NRG ENERGY INC. 24.99
43551 5/20/09 422597 WILLIAMS CAPITAL GROUP 50,000.00 19.447 750.00 971,570.01 -77,447.77
SALE 5/20/09 62937750 NRG ENERGY INC. 25.73
43551 5/26/09 422612 WILLIAMS CAPITAL GROUP 50,000.00 20.020 750.00 1,000,234.27 -48,783.51
SALE 4/30/09 63935N10 NAVIGANT CONSULTING, INC. 11.30
42901 5/05/09 422539 UBS WARBURG LLC 30,000.00 14.644 1,200.00 438,120.70 -96,213.54
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 139
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/04/09 63935N10 NAVIGANT CONSULTING, INC. 11.15
42901 5/07/09 422549 MAGNA SECURITIES CORP 30,000.00 14.461 450.00 433,377.85 -100,956.39
SALE 5/06/09 63935N10 NAVIGANT CONSULTING, INC. 10.81
42901 5/11/09 422558 WILLIAMS CAPITAL GROUP 30,000.00 14.010 450.00 419,839.19 -114,495.05
SALE 5/07/09 63935N10 NAVIGANT CONSULTING, INC. 10.63
42901 5/12/09 422564 BMO CAPITAL MARKETS/EXECUTI 30,000.00 13.787 450.00 413,143.37 -121,190.87
SALE 5/08/09 63935N10 NAVIGANT CONSULTING, INC. 10.57
42901 5/13/09 422572 WILLIAMS CAPITAL GROUP 30,000.00 13.699 450.00 410,518.43 -123,815.82
SALE 5/11/09 63935N10 NAVIGANT CONSULTING, INC. 10.34
42901 5/14/09 422576 WILLIAMS CAPITAL GROUP 30,000.00 13.404 450.00 401,644.66 -132,689.59
SALE 5/12/09 63935N10 NAVIGANT CONSULTING, INC. 10.16
42901 5/15/09 422582 BMO CAPITAL MARKETS/EXECUTI 30,000.00 13.176 450.00 394,807.84 -139,526.41
SALE 5/13/09 63935N10 NAVIGANT CONSULTING, INC. 10.24
42901 5/18/09 422588 MAGNA SECURITIES CORP 30,000.00 13.273 450.00 397,732.76 -136,601.49
SALE 5/15/09 63935N10 NAVIGANT CONSULTING, INC. 9.76
42901 5/20/09 422597 MAGNA SECURITIES CORP 30,000.00 12.650 450.00 379,052.24 -155,282.01
SALE 5/18/09 63935N10 NAVIGANT CONSULTING, INC. 9.56
42901 5/21/09 422601 BMO CAPITAL MARKETS/EXECUTI 30,000.00 12.398 450.00 371,486.44 -162,847.81
SALE 5/19/09 63935N10 NAVIGANT CONSULTING, INC. 9.74
42901 5/22/09 422606 RAYMOND JAMES/EXECUTION 30,000.00 12.632 450.00 378,494.26 -155,839.99
SALE 5/20/09 63935N10 NAVIGANT CONSULTING, INC. 9.71
42901 5/26/09 422612 WILLIAMS CAPITAL GROUP 30,000.00 12.584 450.00 377,060.29 -157,273.96
SALE 5/22/09 63935N10 NAVIGANT CONSULTING, INC. 12.52
42901 5/28/09 422622 WILLIAMS CAPITAL GROUP 40,000.00 12.174 600.00 486,351.48 -226,094.18
SALE 5/26/09 63935N10 NAVIGANT CONSULTING, INC. 12.59
42901 5/29/09 422626 RAYMOND JAMES/EXECUTION 40,000.00 12.242 600.00 489,055.41 -223,390.25
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 140
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/22/09 65163910 NEWMONT MINING CORP. 60.63
42997 5/28/09 422622 BMO CAPITAL MARKETS/EXECUTI 50,000.00 47.177 750.00 2,358,014.37 423,209.97
SALE 5/22/09 65163910 NEWMONT MINING CORP. 60.74
42997 5/28/09 422622 BMO CAPITAL MARKETS/EXECUTI 50,000.00 47.263 750.00 2,362,359.26 427,554.86
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 47.220 121.37 4,720,373.63 850,764.83
1,500.00
SALE 5/26/09 65163910 NEWMONT MINING CORP. 59.20
42997 5/29/09 422626 RAYMOND JAMES/EXECUTION 50,000.00 46.066 750.00 2,302,485.80 367,681.40
SALE 5/22/09 67018T10 NU SKIN ENTERPRISES INC. 7.21
39958 5/28/09 422622 BMO CAPITAL MARKETS/EXECUTI 20,000.00 14.025 300.00 280,200.79 -26,886.58
SALE 5/07/09 67073Y10 NV ENERGY INC. 53.81
43884 5/12/09 422564 PRINCETON SECURITIES GROUP 200,000.00 10.467 2,000.00 2,091,426.19 269,987.82
SALE 5/08/09 67073Y10 NV ENERGY INC. 80.97
43884 5/13/09 422572 PRINCETON SECURITIES GROUP 300,000.00 10.502 3,000.00 3,147,489.03 415,331.47
SALE 5/19/09 67073Y10 NV ENERGY INC. 25.73
43884 5/22/09 422606 ICAP CORPORATES LLC 100,000.00 10.009 1,000.00 999,854.27 89,135.08
SALE 5/21/09 67073Y10 NV ENERGY INC. 77.09
43884 5/27/09 422618 CAPIS/SOFT 300,000.00 9.999 15,000.00 2,984,472.91 252,315.35
SALE 5/22/09 69331C10 P G & E CORP 17.97
41416 5/28/09 422622 BMO CAPITAL MARKETS/EXECUTI 20,000.00 34.960 300.00 698,878.03 -78,776.19
SALE 4/29/09 70109410 PARKER-HANNIFIN CORP. 23.23
42253 5/04/09 422533 JP MORGAN 20,000.00 45.193 800.00 903,034.77 -380,874.73
SALE 4/29/09 70109410 PARKER-HANNIFIN CORP. 19.79
42253 5/04/09 422533 JP MORGAN 17,400.00 44.248 696.00 769,199.41 -347,801.86
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 37,400.00 44.753 43.02 1,672,234.18 -728,676.59
1,496.00
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -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 4/29/09 70109410 PARKER-HANNIFIN CORP. 14.35
42253 5/04/09 422533 SANFORD BERNSTEIN & CO. 12,600.00 44.299 504.00 557,654.09 -251,208.90
SALE 4/30/09 70109410 PARKER-HANNIFIN CORP. 8.80
42253 5/05/09 422539 BMO CAPITAL MARKETS/EXECUTI 7,400.00 46.220 111.00 341,904.50 -133,142.02
SALE 4/30/09 70109410 PARKER-HANNIFIN CORP. 14.94
42253 5/05/09 422539 UBS WARBURG LLC 12,600.00 46.135 504.00 580,778.28 -228,084.71
SALE 5/11/09 70109410 PARKER-HANNIFIN CORP. 23.56
42253 5/14/09 422576 WILLIAMS CAPITAL GROUP 20,000.00 45.831 300.00 916,292.44 -367,617.06
SALE 5/12/09 70109410 PARKER-HANNIFIN CORP. 57.44
42253 5/15/09 422582 WILLIAMS CAPITAL GROUP 50,000.00 44.694 750.00 2,233,912.56 -975,861.19
SALE 5/04/09 70454910 PEABODY ENERGY CORP. 49.30
39898 5/07/09 422549 RAYMOND JAMES/EXECUTION 60,000.00 31.966 900.00 1,916,992.70 23,741.21
SALE 5/04/09 70454910 PEABODY ENERGY CORP. 49.01
39898 5/07/09 422549 STURDIVANT/EXECUTION 60,000.00 31.779 900.00 1,905,772.99 12,521.50
SALE 5/07/09 70454910 PEABODY ENERGY CORP. 25.60
39898 5/12/09 422564 BMO CAPITAL MARKETS/EXECUTI 30,000.00 33.192 450.00 995,293.40 48,667.66
SALE 5/20/09 71344810 PEPSICO, INC. 134.36
43552 5/26/09 422612 MAGNA SECURITIES CORP 100,000.00 52.278 1,500.00 5,226,125.64 -283,627.27
SALE 5/07/09 71817210 PHILIP MORRIS INTERNATIONAL 52.24
40653 5/12/09 422564 MAGNA SECURITIES CORP 50,000.00 40.653 750.00 2,031,852.76 -31,091.25
SALE 5/08/09 71817210 PHILIP MORRIS INTERNATIONAL 53.07
40653 5/13/09 422572 MERIDIAN EQUITY PARTNERS 50,000.00 41.296 500.00 2,064,246.93 1,302.92
SALE 5/14/09 71817210 PHILIP MORRIS INTERNATIONAL 108.26
40653 5/19/09 422592 RAYMOND JAMES/EXECUTION 100,000.00 42.124 1,500.00 4,210,771.74 84,883.71
SALE 5/15/09 71817210 PHILIP MORRIS INTERNATIONAL 109.54
40653 5/20/09 422597 PRINCETON SECURITIES GROUP 100,000.00 42.620 1,000.00 4,260,920.46 135,032.43
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 142
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/20/09 71817210 PHILIP MORRIS INTERNATIONAL 110.28
40653 5/26/09 422612 GRISWOLD COMPANY 100,000.00 42.907 1,000.00 4,289,599.72 163,711.69
SALE 5/22/09 71817210 PHILIP MORRIS INTERNATIONAL 10.98
40653 5/28/09 422622 MERIDIAN EQUITY PARTNERS 10,000.00 42.723 100.00 427,122.02 14,533.22
SALE 5/22/09 71817210 PHILIP MORRIS INTERNATIONAL 110.45
40653 5/28/09 422622 MERIDIAN EQUITY PARTNERS 100,000.00 42.973 1,000.00 4,296,209.55 170,321.52
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 110,000.00 42.950 121.43 4,723,331.57 184,854.74
1,100.00
SALE 5/20/09 74271810 PROCTER & GAMBLE CO. 83.88
39964 5/26/09 422612 WILLIAMS CAPITAL GROUP 60,000.00 54.394 900.00 3,262,650.12 1,880,792.22
SALE 4/28/09 74973W10 RTI INTERNATIONAL METALS IN 10.54
39973 5/01/09 422529 JP MORGAN 30,000.00 13.658 1,200.00 408,523.46 -609,563.83
SALE 4/29/09 74973W10 RTI INTERNATIONAL METALS IN 6.59
39973 5/04/09 422533 JP MORGAN 20,000.00 12.818 800.00 255,543.41 -423,181.45
SALE 5/06/09 74973W10 RTI INTERNATIONAL METALS IN 7.60
39973 5/11/09 422558 WILLIAMS CAPITAL GROUP 20,000.00 14.785 300.00 295,392.40 -383,332.46
SALE 5/07/09 74973W10 RTI INTERNATIONAL METALS IN 11.82
39973 5/12/09 422564 RAYMOND JAMES/EXECUTION 30,000.00 15.325 450.00 459,282.18 -558,805.11
SALE 5/19/09 74973W10 RTI INTERNATIONAL METALS IN 7.29
39973 5/22/09 422606 WILLIAMS CAPITAL GROUP 20,000.00 14.178 300.00 283,252.71 -395,472.15
SALE 5/26/09 74973W10 RTI INTERNATIONAL METALS IN 18.10
39973 5/29/09 422626 MAGNA SECURITIES CORP 50,000.00 14.080 750.00 703,206.90 -993,605.25
SALE 4/28/09 75876610 REGAL ENTERTAINMENT GROUP-A 16.67
41584 5/01/09 422529 MERRILL LYNCH (RESEARCH) 50,000.00 12.972 2,000.00 646,583.33 -111,991.08
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 143
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 4/29/09 75876610 REGAL ENTERTAINMENT GROUP-A 17.55
41584 5/04/09 422533 JP MORGAN 50,000.00 13.652 2,000.00 680,597.45 -77,976.96
SALE 4/30/09 75876610 REGAL ENTERTAINMENT GROUP-A 16.48
41584 5/05/09 422539 UBS WARBURG LLC 50,000.00 12.824 2,000.00 639,168.52 -119,405.89
SALE 4/28/09 78463510 SPX CORP 60.30
46104 5/01/09 422529 JP MORGAN 50,000.00 46.926 2,000.00 2,344,234.70 219,449.70
SALE 4/30/09 78463510 SPX CORP 60.28
46104 5/05/09 422539 RAYMOND JAMES/EXECUTION 50,000.00 46.903 750.00 2,344,344.72 219,559.72
SALE 5/19/09 78463510 SPX CORP 34.86
46104 5/22/09 422606 BMO CAPITAL MARKETS/EXECUTI 30,000.00 45.207 450.00 1,355,710.14 79,647.54
SALE 5/20/09 78463510 SPX CORP 59.91
46104 5/26/09 422612 BMO CAPITAL MARKETS/EXECUTI 50,000.00 46.622 750.00 2,330,280.09 203,509.09
SALE 5/26/09 78463510 SPX CORP 23.89
46104 5/29/09 422626 MAGNA SECURITIES CORP 20,000.00 46.470 300.00 929,078.11 78,369.71
SALE 5/14/09 79084910 ST. JUDE MEDICAL INC. 105.71
39978 5/19/09 422592 RAYMOND JAMES/EXECUTION 110,000.00 37.391 1,650.00 4,111,298.29 1,581,773.18
SALE 5/20/09 80311110 SARA LEE CORP. 24.90
40530 5/26/09 422612 MERIDIAN EQUITY PARTNERS 100,000.00 9.688 1,000.00 967,775.10 -323,980.97
SALE 5/20/09 80660510 SCHERING-PLOUGH CORP. 61.06
39975 5/26/09 422612 CAPIS/SOFT 100,000.00 23.757 5,000.00 2,370,648.94 -4,401.29
SALE 5/20/09 80660510 SCHERING-PLOUGH CORP. 122.39
39975 5/26/09 422612 ICAP CORPORATES LLC 200,000.00 23.810 2,000.00 4,759,857.61 9,757.14
SALE 5/06/09 81725T10 SENSIENT TECHNOLOGIES CORP. 17.62
43475 5/11/09 422558 BMO CAPITAL MARKETS/EXECUTI 30,000.00 22.843 450.00 684,819.38 -14,498.49
SALE 5/11/09 81725T10 SENSIENT TECHNOLOGIES CORP. 11.90
43475 5/14/09 422576 WILLIAMS CAPITAL GROUP 20,000.00 23.142 300.00 462,526.10 -3,685.82
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -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 5/13/09 81725T10 SENSIENT TECHNOLOGIES CORP. 11.82
43475 5/18/09 422588 WILLIAMS CAPITAL GROUP 20,000.00 22.981 300.00 459,310.18 -6,901.73
SALE 5/06/09 84756010 SPECTRA ENERGY CORP. 19.85
44744 5/11/09 422558 WILLIAMS CAPITAL GROUP 50,000.00 15.447 750.00 771,580.15 84,625.42
SALE 5/07/09 84756010 SPECTRA ENERGY CORP. 40.60
44744 5/12/09 422564 GRISWOLD COMPANY 100,000.00 15.796 1,000.00 1,578,509.40 204,599.95
SALE 5/08/09 84756010 SPECTRA ENERGY CORP. 41.76
44744 5/13/09 422572 GRISWOLD COMPANY 100,000.00 16.249 1,000.00 1,623,838.24 249,928.79
SALE 5/11/09 84756010 SPECTRA ENERGY CORP. 40.51
44744 5/14/09 422576 ICAP CORPORATES LLC 100,000.00 15.761 1,000.00 1,575,049.49 201,140.04
SALE 5/13/09 84756010 SPECTRA ENERGY CORP. 39.12
44744 5/18/09 422588 BMO CAPITAL MARKETS/EXECUTI 100,000.00 15.221 1,500.00 1,520,570.88 146,661.43
SALE 5/20/09 84756010 SPECTRA ENERGY CORP. 39.97
44744 5/26/09 422612 STURDIVANT/EXECUTION 100,000.00 15.549 1,500.00 1,553,400.03 179,490.57
SALE 5/22/09 84756010 SPECTRA ENERGY CORP. 38.89
44744 5/28/09 422622 MERIDIAN EQUITY PARTNERS 100,000.00 15.131 1,000.00 1,512,071.11 138,161.66
SALE 5/26/09 84756010 SPECTRA ENERGY CORP. 39.62
44744 5/29/09 422626 PRINCETON SECURITIES GROUP 100,000.00 15.414 1,000.00 1,540,400.38 166,490.92
SALE 4/29/09 88320310 TEXTRON INC. 55.83
39985 5/04/09 422533 JP MORGAN 200,000.00 10.861 8,000.00 2,164,204.17 -1,236,507.45
SALE 4/30/09 88320310 TEXTRON INC. 57.31
39985 5/05/09 422539 GRISWOLD COMPANY 200,000.00 11.148 2,000.00 2,227,582.69 -1,173,128.93
SALE 4/30/09 88320310 TEXTRON INC. 27.85
39985 5/05/09 422539 PRINCETON SECURITIES GROUP 100,000.00 10.833 1,000.00 1,082,292.15 -618,063.66
SALE 5/04/09 88320310 TEXTRON INC. 84.74
39985 5/07/09 422549 MERIDIAN EQUITY PARTNERS 300,000.00 10.991 3,000.00 3,294,065.26 -1,807,002.18
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 145
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/04/09 88731730 TIME WARNER INC 125.30
45488 5/07/09 422549 PRINCETON SECURITIES GROUP 200,000.00 24.376 2,000.00 4,873,034.70 -1,739,105.22
SALE 5/01/09 88732J20 TIME WARNER CABLE INC 25.68
45483 5/06/09 422545 WILLIAMS CAPITAL GROUP 30,000.00 33.306 450.00 998,710.32 -346,671.22
SALE 5/15/09 90323610 URS CORP 23.81
42782 5/20/09 422597 WILLIAMS CAPITAL GROUP 20,000.00 46.317 300.00 926,010.19 139,614.40
SALE 5/07/09 91126810 UNITED ONLINE, INC. 1.88
44855 5/12/09 422564 ITG (CHANNEL) 10,000.00 7.313 150.00 72,975.12 29,212.03
SALE 5/07/09 91126810 UNITED ONLINE, INC. 7.46
44855 5/12/09 422564 SUSQUEHANNA/OTC 40,000.00 7.250 600.00 289,376.54 114,324.19
SALE 5/14/09 91324P10 UNITEDHEALTH GROUP INC 143.18
40418 5/19/09 422592 BMO CAPITAL MARKETS/EXECUTI 200,000.00 27.855 3,000.00 5,567,796.82 -265,562.51
SALE 5/15/09 91324P10 UNITEDHEALTH GROUP INC 72.74
40418 5/20/09 422597 ICAP CORPORATES LLC 100,000.00 28.302 1,000.00 2,829,097.26 -87,582.41
SALE 5/18/09 91324P10 UNITEDHEALTH GROUP INC 69.58
40418 5/21/09 422601 GRISWOLD COMPANY 100,000.00 27.073 1,000.00 2,706,190.42 -210,489.25
SALE 5/19/09 91324P10 UNITEDHEALTH GROUP INC 70.63
40418 5/22/09 422606 GRISWOLD COMPANY 100,000.00 27.481 1,000.00 2,747,069.37 -169,610.30
SALE 4/28/09 91886610 VALASSIS COMMUNICATIONS INC 4.23
42815 5/01/09 422529 JP MORGAN 50,000.00 3.285 2,000.00 162,235.77 -78,957.15
SALE 4/29/09 91886610 VALASSIS COMMUNICATIONS INC 4.70
42815 5/04/09 422533 JP MORGAN 50,000.00 3.650 2,000.00 180,500.30 -60,692.62
SALE 4/30/09 91886610 VALASSIS COMMUNICATIONS INC 5.54
42815 5/05/09 422539 MAGNA SECURITIES CORP 50,000.00 4.309 750.00 214,689.46 -26,503.46
SALE 5/04/09 91886610 VALASSIS COMMUNICATIONS INC 5.98
42815 5/07/09 422549 MAGNA SECURITIES CORP 50,000.00 4.652 750.00 231,844.02 -9,348.90
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 146
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/07/09 91886610 VALASSIS COMMUNICATIONS INC 6.41
42815 5/12/09 422564 ICAP CORPORATES LLC 50,000.00 4.982 500.00 248,578.59 7,385.67
SALE 5/08/09 91886610 VALASSIS COMMUNICATIONS INC 6.80
42815 5/13/09 422572 WILLIAMS CAPITAL GROUP 50,000.00 5.290 750.00 263,753.20 22,560.28
SALE 5/11/09 91886610 VALASSIS COMMUNICATIONS INC 6.46
42815 5/14/09 422576 MAGNA SECURITIES CORP 50,000.00 5.027 750.00 250,583.54 9,390.62
SALE 5/12/09 91886610 VALASSIS COMMUNICATIONS INC 6.53
42815 5/15/09 422582 MAGNA SECURITIES CORP 50,000.00 5.081 750.00 253,308.47 12,115.55
SALE 5/13/09 91886610 VALASSIS COMMUNICATIONS INC 6.47
42815 5/18/09 422588 WILLIAMS CAPITAL GROUP 50,000.00 5.030 750.00 250,763.53 9,570.62
SALE 5/15/09 91886610 VALASSIS COMMUNICATIONS INC 6.78
42815 5/20/09 422597 MAGNA SECURITIES CORP 50,000.00 5.272 750.00 262,818.22 21,625.30
SALE 5/20/09 91886610 VALASSIS COMMUNICATIONS INC 7.52
42815 5/26/09 422612 BMO CAPITAL MARKETS/EXECUTI 50,000.00 5.851 750.00 291,767.48 50,574.57
SALE 5/07/09 93142210 WALGREEN CO. 78.76
44215 5/12/09 422564 BMO CAPITAL MARKETS/EXECUTI 100,000.00 30.644 1,500.00 3,062,791.24 455,980.24
SALE 4/29/09 93439040 WARNACO GROUP INC. (THE) 36.19
43669 5/04/09 422533 JP MORGAN 50,000.00 28.158 2,000.00 1,405,843.81 553,395.98
SALE 4/30/09 93439040 WARNACO GROUP INC. (THE) 37.54
43669 5/05/09 422539 MAGNA SECURITIES CORP 50,000.00 29.212 750.00 1,459,827.46 607,379.62
SALE 5/07/09 93439040 WARNACO GROUP INC. (THE) 35.99
43669 5/12/09 422564 BMO CAPITAL MARKETS/EXECUTI 50,000.00 28.008 750.00 1,399,599.01 547,151.18
SALE 5/11/09 93439040 WARNACO GROUP INC. (THE) 36.12
43669 5/14/09 422576 MAGNA SECURITIES CORP 50,000.00 28.108 750.00 1,404,608.88 552,161.04
SALE 5/12/09 93439040 WARNACO GROUP INC. (THE) 38.17
43669 5/15/09 422582 WILLIAMS CAPITAL GROUP 50,000.00 29.701 750.00 1,484,261.83 631,814.00
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 147
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/13/09 93439040 WARNACO GROUP INC. (THE) 36.04
43669 5/18/09 422588 BMO CAPITAL MARKETS/EXECUTI 50,000.00 28.040 500.00 1,401,463.96 549,016.12
SALE 5/18/09 94106L10 WASTE MANAGEMENT INC 71.22
46106 5/21/09 422601 MAGNA SECURITIES CORP 100,000.00 27.710 1,500.00 2,769,428.78 91,708.78
SALE 5/19/09 94106L10 WASTE MANAGEMENT INC 72.74
46106 5/22/09 422606 ICAP CORPORATES LLC 100,000.00 28.300 1,000.00 2,828,937.26 151,217.26
SALE 5/20/09 94106L10 WASTE MANAGEMENT INC 73.52
46106 5/26/09 422612 GRISWOLD COMPANY 100,000.00 28.604 1,000.00 2,859,326.48 181,606.48
SALE 5/08/09 94974610 WELLS FARGO & COMPANY 168.11
46541 5/13/09 422572 MERIDIAN EQUITY PARTNERS 235,000.00 27.834 2,350.00 6,538,424.89 758,956.79
SALE 5/15/09 98433210 YAHOO! INC. 19.29
39997 5/20/09 422597 SUSQUEHANNA/OTC 50,000.00 15.008 750.00 749,645.71 -18,673.59
SALE 4/28/09 98970110 ZIONS BANCORPORATION 7.05
43304 5/01/09 422529 CREDIT SUISSE SEC (AES) 25,395.00 10.800 253.95 274,005.00 -457,844.06
SALE 4/28/09 98970110 ZIONS BANCORPORATION 13.82
43304 5/01/09 422529 UBS WARBURG LLC 50,000.00 10.753 1,500.00 536,151.18 -904,780.22
SALE 4/29/09 98970110 ZIONS BANCORPORATION 6.85
43304 5/04/09 422533 CREDIT SUISSE SEC (AES) 24,605.00 10.819 246.05 265,948.60 -443,133.74
SALE 5/04/09 98970110 ZIONS BANCORPORATION 15.99
43304 5/07/09 422549 CREDIT SUISSE SEC (AES) 50,000.00 12.443 500.00 621,639.01 -819,292.38
SALE 5/04/09 98970110 ZIONS BANCORPORATION 14.99
43304 5/07/09 422549 CREDIT SUISSE SEC (AES) 50,000.00 11.658 500.00 582,395.01 -858,536.38
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 12.051 30.98 1,204,034.02 -1,677,828.76
1,000.00
S T A T E O F N E W J E R S E Y 5162
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 148
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/05/09 98970110 ZIONS BANCORPORATION 16.17
43304 5/08/09 422553 CREDIT SUISSE SEC (AES) 50,000.00 12.583 500.00 628,608.83 -812,322.57
SALE 5/05/09 98970110 ZIONS BANCORPORATION 16.50
43304 5/08/09 422553 CREDIT SUISSE SEC (AES) 50,000.00 12.838 500.00 641,378.50 -799,552.90
-------------- ====== ---------- -------------- --------------
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 100,000.00 12.710 32.67 1,269,987.33 -1,611,875.47
1,000.00
SALE 5/06/09 98970110 ZIONS BANCORPORATION 16.63
43304 5/11/09 422558 CREDIT SUISSE SEC (AES) 42,500.00 15.222 425.00 646,480.62 -578,311.07
SALE 5/06/09 98970110 ZIONS BANCORPORATION 3.01
43304 5/11/09 422558 ITG (CHANNEL) 7,500.00 15.583 112.50 116,755.49 -99,384.22
SALE 5/07/09 98970110 ZIONS BANCORPORATION 4.40
43304 5/12/09 422564 ITG (CHANNEL) 10,000.00 17.092 150.00 170,769.60 -117,416.68
SALE 5/07/09 98970110 ZIONS BANCORPORATION 21.47
43304 5/12/09 422564 LIQUIDNET 50,000.00 16.705 1,000.00 834,228.53 -606,702.87
SALE 5/07/09 98970110 ZIONS BANCORPORATION 17.63
43304 5/12/09 422564 MAGNA SECURITIES (OTC) 40,000.00 17.147 600.00 685,254.37 -467,490.75
SALE 4/28/09 G9144P10 TYCO ELECTRONICS LTD. 42.88
44960 5/01/09 422529 MERRILL LYNCH (RESEARCH) 100,000.00 16.682 4,000.00 1,664,137.12 849,933.85
SALE 4/30/09 G9144P10 TYCO ELECTRONICS LTD. 23.00
44960 5/05/09 422539 RAYMOND JAMES/EXECUTION 50,000.00 17.894 750.00 893,947.00 486,845.37
SALE 5/11/09 G9144P10 TYCO ELECTRONICS LTD. 22.45
44960 5/14/09 422576 MAGNA SECURITIES CORP 50,000.00 17.467 750.00 872,592.55 465,490.91
SALE 5/12/09 G9144P10 TYCO ELECTRONICS LTD. 22.46
44960 5/15/09 422582 MAGNA SECURITIES CORP 50,000.00 17.476 750.00 873,002.54 465,900.91
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 5/01/09 THROUGH 5/31/09
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 149
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/15/09 G9144P10 TYCO ELECTRONICS LTD. 21.91
44960 5/20/09 422597 WILLIAMS CAPITAL GROUP 50,000.00 17.049 750.00 851,673.09 444,571.45
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 23,505,000.00 13,272.85 515,993,796.95 13,599,643.71
377,320.00
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 23,505,000.00 13,272.85 515,993,796.95 13,599,643.71
377,320.00
END OF REPORT FOR: MULTI SECTOR COMMON A
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
LOGAN CIRCLE (5163) PAGE: 150
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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 5/06/09 00130HBP AES CORP 9.7500 9.747
45464 5/11/09 287423 LOGAN CIRCLE 4/15/16 400,000.00 100.00 400,000.00
PUR 5/04/09 029171AC AMERICAN REAL ESTATE PROPER 8.1250 12.443
42254 5/07/09 287423 LOGAN CIRCLE 6/01/12 320,000.00 89.250 285,600.00
PUR 5/21/09 03070QAK AMERISTAR CASINOS 9.2500 9.281
47064 5/27/09 287423 LOGAN CIRCLE 6/01/14 770,000.00 99.875 769,037.50
PUR 5/04/09 038521AG ARAMARK SERVICES CORPORATIO 6.3006 8.520
42100 5/07/09 287423 LOGAN CIRCLE 2/01/15 500,000.00 82.000 410,000.00
PUR 5/21/09 085789AD BERRY PETROL CO 10.2500 12.000
47063 5/27/09 287423 LOGAN CIRCLE 6/01/14 345,000.00 93.546 322,733.70
PUR 5/20/09 090572AL BIO RAD LABS 8.0000 8.321
47050 5/26/09 287423 LOGAN CIRCLE 9/15/16 525,000.00 98.250 515,812.50
PUR 4/29/09 090613AD BIOMET INC 10.3750 11.259
44863 5/04/09 287423 LOGAN CIRCLE 10/15/17 250,000.00 95.250 238,125.00
PUR 5/04/09 090613AD BIOMET INC 10.3750 11.067
44863 5/07/09 287423 LOGAN CIRCLE 10/15/17 150,000.00 96.250 144,375.00
PUR 5/12/09 124857AC CBS CORP 8.8750 9.769
46763 5/15/09 287423 LOGAN CIRCLE 5/15/19 330,000.00 94.375 311,437.50
PUR 5/20/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.306
43098 5/26/09 287423 LOGAN CIRCLE 7/15/15 250,000.00 98.000 245,000.00
PUR 5/19/09 12621PAC CRC HEALTH CORP 10.7500 18.124
42082 5/22/09 287423 LOGAN CIRCLE 2/01/16 500,000.00 72.000 360,000.00
PUR 5/11/09 126304AZ CSC HOLDINGS INC 8.6250 8.699
45011 5/14/09 287423 LOGAN CIRCLE 2/15/19 400,000.00 99.500 398,000.00
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 5/01/09 THROUGH 5/31/09
LOGAN CIRCLE (5163) -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 5/06/09 165167CD CHESAPEAKE ENRGY 9.5000 9.465
44800 5/11/09 287423 LOGAN CIRCLE 2/15/15 150,000.00 100.12 150,187.50
PUR 5/04/09 17453BAJ CITIZENS COMMUNICATIONS 9.0000 11.209
43800 5/07/09 287423 LOGAN CIRCLE 8/15/31 650,000.00 82.000 533,000.00
PUR 5/11/09 21036PAC CONSTELLATION BRDS 8.1250 8.117
47281 5/14/09 287555 LOGAN CIRCLE 1/15/12 550,000.00 100.00 550,000.00
PUR 5/05/09 226566AC CRICKET COMMUNICATIONS 9.3750 9.553
42155 5/08/09 287423 LOGAN CIRCLE 11/01/14 500,000.00 99.250 496,250.00
PUR 5/05/09 22818TAA CROWN AMERICAS 7.6250 8.125
46604 5/08/09 287423 LOGAN CIRCLE 5/15/17 175,000.00 97.092 169,911.00
PUR 5/06/09 269246AT E TRADE FINAC 12.5000 24.600
45546 5/11/09 287423 LOGAN CIRCLE 11/30/17 500,000.00 57.500 287,500.00
PUR 5/05/09 27876GBF ECHOSTAR DBS CORP 7.0000 8.380
44862 5/08/09 287423 LOGAN CIRCLE 10/01/13 330,000.00 95.000 313,500.00
PUR 5/04/09 28140JAD EDUCATION MANAGEMENT 10.2500 10.657
42257 5/07/09 287423 LOGAN CIRCLE 6/01/16 400,000.00 98.000 392,000.00
PUR 5/22/09 28336LBT EL PASO CORP 8.2500 8.619
44718 5/28/09 287423 LOGAN CIRCLE 2/15/16 360,000.00 98.125 353,250.00
PUR 4/29/09 319963AP FIRST DATA CORP 9.8750 18.999
43480 5/04/09 287423 LOGAN CIRCLE 9/24/15 250,000.00 67.000 167,500.00
PUR 5/04/09 319963AP FIRST DATA CORP 9.8750 18.558
43480 5/07/09 287423 LOGAN CIRCLE 9/24/15 500,000.00 68.250 341,250.00
PUR 5/05/09 345397VA FORD MOTOR CREDIT CO LLC 9.8750 15.985
42159 5/08/09 287423 LOGAN CIRCLE 8/10/11 500,000.00 88.750 443,750.00
PUR 5/20/09 346091BC FOREST OIL 8.5000 9.567
44801 5/26/09 287423 LOGAN CIRCLE 2/15/14 150,000.00 96.000 144,000.00
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 5/01/09 THROUGH 5/31/09
LOGAN CIRCLE (5163) -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 5/05/09 35671DAS FREEPORT MCMORAN 8.3750 8.638
43646 5/08/09 287423 LOGAN CIRCLE 4/01/17 210,000.00 98.500 206,850.00
PUR 5/18/09 36186CAV GENERAL MOTORS ACCEPTANCE C 7.2500 15.170
44230 5/21/09 287423 LOGAN CIRCLE 3/02/11 150,000.00 88.000 132,000.00
PUR 5/06/09 382550AZ GOODYEAR TIRE 10.5000 11.375
46644 5/11/09 287423 LOGAN CIRCLE 5/15/16 350,000.00 95.846 335,461.00
PUR 5/07/09 382550AZ GOODYEAR TIRE 10.5000 10.500
46644 5/12/09 287423 LOGAN CIRCLE 5/15/16 175,000.00 100.00 175,000.00
PUR 5/19/09 404119AU HCA INC 9.1250 9.663
43351 5/22/09 287423 LOGAN CIRCLE 11/15/14 250,000.00 97.750 244,375.00
PUR 5/05/09 404119BE HCA INC 8.5000 8.442
46258 5/08/09 287423 LOGAN CIRCLE 4/15/19 250,000.00 100.37 250,937.50
PUR 5/04/09 421924BC HEALTHSOUTH CORPORATION 9.1331 10.911
42086 5/07/09 287423 LOGAN CIRCLE 6/15/14 150,000.00 90.000 135,000.00
PUR 5/06/09 44107TAF HOST HOTEL RES 9.0000 9.618
46645 5/11/09 287423 LOGAN CIRCLE 5/15/17 350,000.00 96.599 338,096.50
PUR 5/05/09 442488BC K HOVNANIAN ENTERPRISES 11.5000 16.041
44197 5/08/09 287423 LOGAN CIRCLE 5/01/13 205,000.00 87.000 178,350.00
PUR 5/08/09 44332LAC HUB INTERNATIONAL HOLDINGS 10.2500 21.182
42087 5/13/09 287423 LOGAN CIRCLE 6/15/15 350,000.00 63.500 222,250.00
PUR 5/15/09 444433AF HUGHES NETWORK SYSTEMS 9.5000 11.045
42167 5/20/09 287423 LOGAN CIRCLE 4/15/14 250,000.00 94.250 235,625.00
PUR 5/21/09 444433AG HUGHES NETWORK SYS 9.5000 11.438
47065 5/27/09 287423 LOGAN CIRCLE 4/15/14 225,000.00 92.875 208,968.75
PUR 5/06/09 44701QAK HUNTSMAN INTL LLC 7.3750 14.876
44171 5/11/09 287423 LOGAN CIRCLE 1/01/15 250,000.00 72.000 180,000.00
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 5/01/09 THROUGH 5/31/09
LOGAN CIRCLE (5163) -Cont. PAGE: 153
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/06/09 44980YAK IPCS INC 4.9256 8.364
42259 5/11/09 287423 LOGAN CIRCLE 5/01/13 150,000.00 82.500 123,750.00
PUR 5/07/09 457030AF INGLES MKTS INC 8.8750 9.500
46672 5/12/09 287423 LOGAN CIRCLE 5/15/17 100,000.00 96.548 96,548.00
PUR 5/11/09 45823VAA INTELSAT SUBSIDARY HOLDINGS 9.2500 9.801
43097 5/14/09 287423 LOGAN CIRCLE 8/15/14 400,000.00 97.750 391,000.00
PUR 5/01/09 45928HAA INTERNATIONAL COAL 10.2500 21.823
44838 5/06/09 287423 LOGAN CIRCLE 7/15/14 175,000.00 65.000 113,750.00
PUR 5/04/09 45974VA2 INTL LEASE FINANCE CORP 5.7500 18.879
44488 5/07/09 287423 LOGAN CIRCLE 6/15/11 250,000.00 78.000 195,000.00
PUR 5/06/09 460146CD INTL PAPER CO 9.3750 9.750
46646 5/11/09 287423 LOGAN CIRCLE 5/15/19 500,000.00 97.634 488,170.00
PUR 5/07/09 46126PAF INVERNESS MEDICA IMA 9.0000 9.625
46673 5/12/09 287423 LOGAN CIRCLE 5/15/16 275,000.00 96.865 266,378.75
PUR 5/20/09 46284PAL IRON MOUNTAIN 8.0000 8.713
43657 5/26/09 287423 LOGAN CIRCLE 6/15/20 500,000.00 95.000 475,000.00
PUR 5/21/09 466112AA JBS USA LLC 11.6250 12.594
46318 5/27/09 287423 LOGAN CIRCLE 5/01/14 250,000.00 96.500 241,250.00
PUR 5/05/09 471109AC JARDEN CORP 8.0000 8.530
46428 5/08/09 287423 LOGAN CIRCLE 5/01/16 200,000.00 97.250 194,500.00
PUR 5/12/09 48238QAF KAR HOLDINGS INC 10.0000 18.832
42169 5/15/09 287423 LOGAN CIRCLE 5/01/15 250,000.00 69.125 172,812.50
PUR 5/13/09 48238QAF KAR HOLDINGS INC 10.0000 19.257
42169 5/18/09 287423 LOGAN CIRCLE 5/01/15 200,000.00 68.000 136,000.00
PUR 5/04/09 505447AH LABRANCHE & CO INC 11.0000 14.352
42089 5/07/09 287423 LOGAN CIRCLE 5/15/12 320,000.00 92.000 294,400.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
LOGAN CIRCLE (5163) -Cont. PAGE: 154
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/12/09 517834AB LAS VEGAS SANDS CORP 6.3750 13.142
42338 5/15/09 287423 LOGAN CIRCLE 2/15/15 375,000.00 73.250 274,687.50
PUR 5/05/09 536020AA LINN ENERGY LLC 9.8750 11.581
42260 5/08/09 287423 LOGAN CIRCLE 7/01/18 400,000.00 90.500 362,000.00
PUR 5/05/09 552953AF MGM MIRAGE INC 6.0000 40.861
45013 5/08/09 287423 LOGAN CIRCLE 10/01/09 500,000.00 88.000 440,000.00
PUR 5/14/09 552953BF MGM MIRAGE INC 10.3750 11.125
46929 5/19/09 287423 LOGAN CIRCLE 5/15/14 400,000.00 97.184 388,736.00
PUR 5/14/09 562567AF MANDALAY RESORT 9.3750 21.568
42092 5/19/09 287423 LOGAN CIRCLE 2/15/10 150,000.00 92.000 138,000.00
PUR 5/07/09 570506AH MARKWEST ENERGY 8.7500 11.477
43074 5/12/09 287423 LOGAN CIRCLE 4/15/18 200,000.00 85.000 170,000.00
PUR 5/20/09 570506AJ MARKWEST ENERGY 6.8750 12.585
47049 5/26/09 287423 LOGAN CIRCLE 11/01/14 135,000.00 78.000 105,300.00
PUR 5/07/09 58445MAJ MEDIACOM LLC 9.5000 10.199
42170 5/12/09 287423 LOGAN CIRCLE 1/15/13 350,000.00 97.875 342,562.50
PUR 5/11/09 59001AAK MERITAGE HOMES CORP 6.2500 12.388
44311 5/14/09 287423 LOGAN CIRCLE 3/15/15 100,000.00 75.000 75,000.00
PUR 5/18/09 629377AU NRG ENERGY INC 7.3750 8.568
42188 5/21/09 287423 LOGAN CIRCLE 2/01/16 250,000.00 94.000 235,000.00
PUR 4/29/09 62941FAG NTL CABLE PLC 8.7500 9.293
46478 5/04/09 287423 LOGAN CIRCLE 4/15/14 550,000.00 97.875 538,312.50
PUR 5/08/09 629855AN NALCO CO 8.2500 8.250
46697 5/13/09 287423 LOGAN CIRCLE 5/15/17 350,000.00 100.00 350,000.00
PUR 5/08/09 629855AN NALCO CO 8.2500 8.625
46697 5/13/09 287423 LOGAN CIRCLE 5/15/17 175,000.00 97.863 171,260.25
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
LOGAN CIRCLE (5163) -Cont. PAGE: 155
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/19/09 640204AG NEIMAN MARCUS GROUP 9.0000 24.771
44296 5/22/09 287423 LOGAN CIRCLE 10/15/15 150,000.00 50.000 75,000.00
PUR 5/04/09 68383KAB OPTI CANADA INCORPORATED 8.2500 22.882
42391 5/07/09 287423 LOGAN CIRCLE 12/15/14 350,000.00 55.000 192,500.00
PUR 5/07/09 69073TAM OWENS BROCKWAY 7.3750 7.994
46674 5/12/09 287423 LOGAN CIRCLE 5/15/16 350,000.00 96.724 338,534.00
PUR 5/12/09 72347QAD PINNACLE FOODS FINANCE 10.6250 15.540
42096 5/15/09 287423 LOGAN CIRCLE 4/01/17 425,000.00 78.063 331,765.63
PUR 5/04/09 74439HAH PSYCHIATRIC SOLU 7.7500 10.244
46579 5/07/09 287423 LOGAN CIRCLE 7/15/15 375,000.00 88.750 332,812.50
PUR 5/19/09 74913GAU QWEST CORP 8.3750 8.567
46239 5/22/09 287423 LOGAN CIRCLE 5/01/16 600,000.00 99.000 594,000.00
PUR 5/05/09 75524TAA REABLE THERAPEUTICS 11.7500 22.261
42311 5/08/09 287423 LOGAN CIRCLE 11/15/14 250,000.00 67.500 168,750.00
PUR 5/15/09 75886AAC REGENCY ENERGY P 9.3750 10.500
46958 5/20/09 287423 LOGAN CIRCLE 6/01/16 580,000.00 94.496 548,076.80
PUR 4/30/09 783764AN RYLAND GROUP 8.4000 8.750
46494 5/05/09 287423 LOGAN CIRCLE 5/15/17 205,000.00 98.006 200,912.30
PUR 5/11/09 80007PAH SANDRIDGE ENERGT INC 6.2500 7.025
47282 5/14/09 287423 LOGAN CIRCLE 5/15/16 430,000.00 95.773 411,823.90
PUR 5/18/09 80874YAE SCIENTIFIC GAMES 9.2500 9.751
47026 5/21/09 287423 LOGAN CIRCLE 6/15/19 175,000.00 96.823 169,440.25
PUR 5/19/09 80874YAE SCIENTIFIC GAMES 9.2500 9.502
47026 5/22/09 287423 LOGAN CIRCLE 6/15/19 175,000.00 98.375 172,156.25
PUR 4/28/09 81180VAA SEAGATE TECH INT 10.0000 11.250
46447 5/01/09 287423 LOGAN CIRCLE 5/01/14 300,000.00 95.317 285,951.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
LOGAN CIRCLE (5163) -Cont. PAGE: 156
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/04/09 81180VAA SEAGATE TECH INT 10.0000 9.805
46447 5/07/09 287423 LOGAN CIRCLE 5/01/14 300,000.00 100.75 302,250.00
PUR 5/26/09 812141AP SEALY MATTRESS CO 10.8750 11.738
47104 5/29/09 287423 LOGAN CIRCLE 4/15/16 165,000.00 95.976 158,360.40
PUR 5/14/09 847788AM SPEEDWAY MOTORSP 8.7500 9.375
46923 5/19/09 287423 LOGAN CIRCLE 6/01/16 170,000.00 96.826 164,604.20
PUR 5/18/09 852060AJ SPRINT CAPITAL CORP 7.6250 9.408
42178 5/21/09 287423 LOGAN CIRCLE 1/30/11 200,000.00 97.250 194,500.00
PUR 5/04/09 852060AT SPRINT CAPITAL CORP 8.7500 10.970
42179 5/07/09 287423 LOGAN CIRCLE 3/15/32 500,000.00 81.500 407,500.00
PUR 5/13/09 858119AL STEEL DYNAMICS INC 7.7500 11.127
42181 5/18/09 287423 LOGAN CIRCLE 4/15/16 300,000.00 84.000 252,000.00
PUR 5/05/09 867363AL SUNGARD DATA SYS IN 10.2500 13.236
44298 5/08/09 287423 LOGAN CIRCLE 8/15/15 400,000.00 87.500 350,000.00
PUR 5/12/09 867363AL SUNGARD DATA SYS IN 10.2500 12.983
44298 5/15/09 287423 LOGAN CIRCLE 8/15/15 180,000.00 88.500 159,300.00
PUR 4/30/09 868536AT SUPERVALU INC 8.0000 8.579
46580 5/07/09 287423 LOGAN CIRCLE 5/01/16 100,000.00 97.000 97,000.00
PUR 5/05/09 878742AG TECK RESOURCES 9.7500 11.000
46605 5/08/09 287423 LOGAN CIRCLE 5/15/14 525,000.00 95.270 500,167.50
PUR 4/30/09 87952VAB TELESAT CANADA 12.5000 16.135
42182 5/05/09 287423 LOGAN CIRCLE 11/01/17 190,000.00 83.500 158,650.00
PUR 5/04/09 87952VAB TELESAT CANADA 12.5000 15.949
42182 5/07/09 287423 LOGAN CIRCLE 11/01/17 175,000.00 84.250 147,437.50
PUR 5/04/09 882330AF TEXAS COMPETI 10.5000 22.412
45625 5/07/09 287423 LOGAN CIRCLE 11/01/15 500,000.00 60.250 301,250.00
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
LOGAN CIRCLE (5163) -Cont. PAGE: 157
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/28/09 882330AH TEXAS COMPETI 10.5000 10.500
45627 5/01/09 287423 LOGAN CIRCLE 11/01/16 844.00 100.00 844.00
PUR 5/05/09 88633PAA TICKET MASTER 10.7500 17.451
44404 5/08/09 287423 LOGAN CIRCLE 8/01/16 300,000.00 73.000 219,000.00
PUR 5/18/09 88732AAD TIME WARNER TELECOM 9.2500 8.979
42313 5/21/09 287423 LOGAN CIRCLE 2/15/14 500,000.00 101.00 505,000.00
PUR 5/06/09 902494AQ TYSON FOODS INC 10.5000 8.868
45014 5/11/09 287423 LOGAN CIRCLE 3/01/14 150,000.00 106.25 159,375.00
PUR 5/26/09 90320LAC UPC HOLDING BV 9.8750 11.241
47105 5/29/09 287423 LOGAN CIRCLE 4/15/18 175,000.00 92.427 161,747.25
PUR 5/04/09 90333HAD U S I HLDGS CORP 6.0238 20.423
44341 5/07/09 287423 LOGAN CIRCLE 11/15/14 250,000.00 50.000 125,000.00
PUR 5/04/09 91359PAE UNIVERSAL HOSPITAL SERVICES 6.3025 10.807
42542 5/07/09 287423 LOGAN CIRCLE 6/01/15 350,000.00 78.750 275,625.00
PUR 5/08/09 918242AB VIMPELCOM 9.1250 13.670
43048 5/13/09 287423 LOGAN CIRCLE 4/30/18 200,000.00 76.875 153,750.00
PUR 5/04/09 92203RAB VANGUARD HEALTH HOLDINGS 10.807
43047 5/07/09 287423 LOGAN CIRCLE 10/01/15 350,000.00 89.000 311,500.00
PUR 5/06/09 934548AE WARNER MUSIC GROUP 7.3750 13.483
46647 5/11/09 287423 LOGAN CIRCLE 4/15/14 163,000.00 78.500 127,955.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 30,933,844.00 27,419,089.93
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 30,933,844.00 27,419,089.93
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 5/01/09 THROUGH 5/31/09
LOGAN CIRCLE (5163) -Cont. PAGE: 158
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 4/28/09 02209SAH ALTRIA GROUP 10.2000 10.204
45510 5/01/09 287423 LOGAN CIRCLE 2/06/39 10,000.00 109.48 10,948.00 954.86
SALE 5/21/09 03070QAK AMERISTAR CASINOS 9.2500 9.281
47064 5/27/09 287423 LOGAN CIRCLE 6/01/14 320,000.00 101.25 324,000.00 4,400.00
SALE 5/21/09 03070QAK AMERISTAR CASINOS 9.2500 9.281
47064 5/27/09 287423 LOGAN CIRCLE 6/01/14 450,000.00 100.00 450,000.00 562.50
SALE 4/28/09 03523TAB ANHEUSER-BUSC 7.7750 7.786
45514 5/01/09 287423 LOGAN CIRCLE 1/15/19 10,000.00 106.33 10,633.20 642.43
SALE 5/14/09 038521AG ARAMARK SERVICES CORPORATIO 6.3006 7.345
42100 5/19/09 287423 LOGAN CIRCLE 2/01/15 865,000.00 79.500 687,675.00 -64,347.66
SALE 5/20/09 090572AL BIO RAD LABS 8.0000 8.321
47050 5/26/09 287423 LOGAN CIRCLE 9/15/16 525,000.00 100.00 525,000.00 9,187.50
SALE 5/08/09 090613AD BIOMET INC 10.3750 11.695
44863 5/13/09 287423 LOGAN CIRCLE 10/15/17 145,000.00 95.750 138,837.50 3,950.16
SALE 5/05/09 1248EPAC CCO HLDGS LLC& CCO 8.7500 14.708
44836 5/08/09 287423 LOGAN CIRCLE 11/15/13 150,000.00 87.000 130,500.00 9,278.06
SALE 4/30/09 14987BAA CC HOLDINGS GS V LLC/CRO 7.7500 8.254
46429 5/05/09 287423 LOGAN CIRCLE 5/01/17 85,000.00 100.50 85,425.00 2,894.82
SALE 4/28/09 224044BV COX COMM INC 8.3750 8.410
45536 5/01/09 287423 LOGAN CIRCLE 3/01/39 20,000.00 96.470 19,294.00 -625.89
SALE 5/05/09 22818TAA CROWN AMERICAS 7.6250 8.125
46604 5/08/09 287423 LOGAN CIRCLE 5/15/17 175,000.00 97.625 170,843.75 932.75
SALE 4/28/09 284138AG ELAN FIN PLC / CP 8.8750 24.897
46246 5/01/09 287423 LOGAN CIRCLE 12/01/13 70,000.00 83.000 58,100.00 17,805.04
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
LOGAN CIRCLE (5163) -Cont. PAGE: 159
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/20/09 29255WAG ENCORE ACQUIS 6.0000 13.949
45550 5/26/09 287423 LOGAN CIRCLE 7/15/15 15,000.00 81.500 12,225.00 2,038.99
SALE 4/28/09 31428XAR FEDEX CORP 8.0000 7.997
45554 5/01/09 287423 LOGAN CIRCLE 1/15/19 10,000.00 108.25 10,825.40 825.40
SALE 5/13/09 36186CAQ GENERAL MOTORS ACCEPTANCE C 8.0000 8.870
44229 5/18/09 287423 LOGAN CIRCLE 11/01/31 125,000.00 71.000 88,750.00 -25,730.85
SALE 5/07/09 382550AY GOODYEAR TIRE 6.3175 13.767
44339 5/12/09 287423 LOGAN CIRCLE 12/01/09 405,000.00 99.875 404,493.75 15,084.19
SALE 5/14/09 413627BC HARRAH'S OPERATING 10.0000 10.237
46055 5/19/09 287423 LOGAN CIRCLE 12/15/18 6,000.00 52.500 3,150.00 -2,763.43
SALE 5/14/09 413627BJ HARRAHS OPERATING CO 10.0000 40.827
46147 5/19/09 287423 LOGAN CIRCLE 12/15/18 17,000.00 52.500 8,925.00 4,404.62
SALE 5/06/09 44107TAF HOST HOTEL RES 9.0000 9.618
46645 5/11/09 287423 LOGAN CIRCLE 5/15/17 175,000.00 97.125 169,968.75 920.50
SALE 5/06/09 44107TAF HOST HOTEL RES 9.0000 9.618
46645 5/11/09 287423 LOGAN CIRCLE 5/15/17 175,000.00 96.875 169,531.25 483.00
SALE 5/21/09 444433AG HUGHES NETWORK SYS 9.5000 11.438
47065 5/27/09 287423 LOGAN CIRCLE 4/15/14 225,000.00 93.000 209,250.00 281.25
SALE 5/07/09 457030AF INGLES MKTS INC 8.8750 9.500
46672 5/12/09 287423 LOGAN CIRCLE 5/15/17 100,000.00 98.250 98,250.00 1,702.00
SALE 4/29/09 502413AS L-3 COMMUNICA 5.8750 7.003
45578 5/04/09 287423 LOGAN CIRCLE 1/15/15 35,000.00 92.250 32,287.50 -879.11
SALE 5/12/09 552953AF MGM MIRAGE INC 6.0000 58.705
45013 5/15/09 287423 LOGAN CIRCLE 10/01/09 120,000.00 92.500 111,000.00 10,715.77
SALE 5/14/09 552953AF MGM MIRAGE INC 6.0000 58.705
45013 5/19/09 287423 LOGAN CIRCLE 10/01/09 480,000.00 99.750 478,800.00 75,811.09
S T A T E O F N E W J E R S E Y 5163
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
LOGAN CIRCLE (5163) -Cont. PAGE: 160
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/21/09 570506AJ MARKWEST ENERGY 6.8750 12.585
47049 5/27/09 287423 LOGAN CIRCLE 11/01/14 135,000.00 79.500 107,325.00 2,014.86
SALE 5/26/09 576203AJ MASSEY ENERGY 3.2500 10.955
45584 5/29/09 287423 LOGAN CIRCLE 8/01/15 25,000.00 66.000 16,500.00 -17.35
SALE 5/20/09 62940QAA NSG HOLDINGS 7.7500 7.909
45589 5/26/09 287423 LOGAN CIRCLE 12/15/25 20,000.00 78.500 15,700.00 -4,008.17
SALE 4/29/09 62941FAH NTL CABLE (VIRGIN MEDIA) 9.1250 11.560
42241 5/04/09 287423 LOGAN CIRCLE 8/15/16 340,000.00 96.500 328,100.00 28,225.03
SALE 5/08/09 69073TAM OWENS BROCKWAY 7.3750 7.994
46674 5/13/09 287423 LOGAN CIRCLE 5/15/16 350,000.00 97.000 339,500.00 961.22
SALE 5/14/09 749121BY QWEST COMM CV 3.5000 4.341
45606 5/19/09 287423 LOGAN CIRCLE 11/15/25 10,000.00 99.000 9,900.00 882.81
SALE 5/15/09 75886AAB REGENCY ENERGY 8.3750 7.788
42392 5/20/09 287423 LOGAN CIRCLE 12/15/13 205,000.00 95.000 194,750.00 -14,781.53
SALE 5/06/09 783764AN RYLAND GROUP 8.4000 8.750
46494 5/11/09 287423 LOGAN CIRCLE 5/15/17 205,000.00 97.875 200,643.75 -280.14
SALE 5/11/09 80007PAC SANDRIDGE ENERGY 8.0000 8.434
45614 5/14/09 287423 LOGAN CIRCLE 6/01/18 30,000.00 86.750 26,025.00 -3,159.75
SALE 5/26/09 812141AP SEALY MATTRESS CO 10.8750 11.738
47104 5/29/09 287423 LOGAN CIRCLE 4/15/16 165,000.00 100.25 165,412.50 7,052.10
SALE 5/01/09 817565BF SERVICE CORP INTL 7.0000 9.450
46139 5/06/09 287423 LOGAN CIRCLE 6/15/17 155,000.00 90.500 140,275.00 6,473.77
SALE 5/08/09 867363AL SUNGARD DATA SYS IN 10.2500 14.800
44298 5/13/09 287423 LOGAN CIRCLE 8/15/15 150,000.00 89.000 133,500.00 10,806.41
SALE 4/30/09 868536AT SUPERVALU INC 8.0000 8.579
46580 5/07/09 287423 LOGAN CIRCLE 5/01/16 100,000.00 98.000 98,000.00 1,000.00
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 5/01/09 THROUGH 5/31/09
LOGAN CIRCLE (5163) -Cont. PAGE: 161
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/26/09 893830AU TRANSOCEAN IN 1.6250 2.340
45629 5/29/09 287423 LOGAN CIRCLE 12/15/37 5,000.00 92.000 4,600.00 341.52
SALE 5/26/09 90320LAC UPC HOLDING BV 9.8750 11.241
47105 5/29/09 287423 LOGAN CIRCLE 4/15/18 175,000.00 96.750 169,312.50 7,565.25
SALE 5/08/09 91359PAE UNIVERSAL HOSPITAL SERVICES 6.3025 10.357
42542 5/13/09 287423 LOGAN CIRCLE 6/01/15 325,000.00 80.875 262,843.75 1,187.94
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 7,108,000.00 6,621,100.60 112,791.96
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 7,108,000.00 6,621,100.60 112,791.96
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 5/01/09 THROUGH 5/31/09
POST ADVISORY (5164) PAGE: 162
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 5/11/09 00104CAA A E S CORPORATION 9.3750 8.951
46755 5/14/09 287424 POST ADVISORY 9/15/10 1,000,000.00 100.50 1,005,000.00
PUR 5/05/09 022089AC ALTRA INDL MOTION IN 9.0000 12.502
46606 5/08/09 287424 POST ADVISORY 12/01/11 1,000,000.00 92.500 925,000.00
PUR 4/30/09 029171AC AMR REAL ESTATE PTR 8.1250 12.435
46501 5/05/09 287424 POST ADVISORY 6/01/12 1,500,000.00 89.250 1,338,750.00
PUR 5/04/09 029171AC AMR REAL ESTATE PTR 8.1250 12.443
46501 5/07/09 287424 LOGAN CIRCLE 6/01/12 1,850,000.00 89.250 1,651,125.00
PUR 5/04/09 030210AA AMERICAN TIRE 7.4575 30.955
46581 5/07/09 287424 LOGAN CIRCLE 4/01/12 1,200,000.00 56.000 672,000.00
PUR 4/28/09 05454RAE AXCAN INTERMEDIATE 9.2500 9.132
46465 5/01/09 287424 POST ADVISORY 3/01/15 750,000.00 100.50 753,750.00
PUR 5/08/09 05454RAE AXCAN INTERMEDIATE 9.2500 9.075
46465 5/13/09 287424 POST ADVISORY 3/01/15 1,000,000.00 100.75 1,007,500.00
PUR 5/05/09 093645AD BLOCK COMMUNICATIONS 8.2500 11.740
46607 5/08/09 287424 POST ADVISORY 12/15/15 480,000.00 84.250 404,400.00
PUR 5/08/09 125896AV CMS ENERGY 7.7500 6.973
46692 5/13/09 287424 POST ADVISORY 8/01/10 2,000,000.00 100.87 2,017,500.00
PUR 5/05/09 126304AU CSC HOLDINGS INC 8.5000 8.180
46612 5/08/09 287424 POST ADVISORY 6/15/15 3,250,000.00 101.50 3,298,750.00
PUR 5/14/09 13134YAD CALPINE CONSTRUCTION 8.0000 8.875
46930 5/19/09 287424 POST ADVISORY 6/01/16 1,600,000.00 95.488 1,527,808.00
PUR 5/04/09 15133VAG CENTENNIAL COMM 10.0000 7.986
46242 5/07/09 287424 LOGAN CIRCLE 1/01/13 270,000.00 106.25 286,875.00
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 5/01/09 THROUGH 5/31/09
POST ADVISORY (5164) -Cont. PAGE: 163
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/05/09 17243RAB CINEMARK INC 9.7500 9.450
46608 5/08/09 287424 POST ADVISORY 3/15/14 1,000,000.00 101.12 1,011,250.00
PUR 5/22/09 19242WAA COGNIS GMBH 3.3200 9.992
46759 5/27/09 287424 POST ADVISORY 9/15/13 2,000,000.00 76.875 1,537,500.00
PUR 5/04/09 20338CAE COMMUNICATIONS & PWR 8.0000 10.129
46582 5/07/09 287424 LOGAN CIRCLE 2/01/12 2,000,000.00 95.000 1,900,000.00
PUR 4/28/09 204780AC COMPUCOM SYSTEMS 12.5000 20.353
46466 5/01/09 287424 POST ADVISORY 10/01/15 750,000.00 72.500 543,750.00
PUR 5/05/09 217203AB COPANO ENERGY LLC 8.1250 9.648
46609 5/08/09 287424 POST ADVISORY 3/01/16 1,025,000.00 92.500 948,125.00
PUR 5/05/09 22025YAD CORRECTIONS CORP 7.5000 7.499
46610 5/08/09 287424 POST ADVISORY 5/01/11 505,000.00 100.00 505,000.00
PUR 5/05/09 22025YAD CORRECTIONS CORP 7.5000 7.499
46610 5/08/09 287424 POST ADVISORY 5/01/11 1,495,000.00 100.00 1,495,000.00
PUR 5/05/09 22818TAA CROWN AMERICAS 7.6250 8.125
46611 5/08/09 287424 POST ADVISORY 5/15/17 650,000.00 97.092 631,098.00
PUR 5/12/09 247367AP DELTA AIR LINES IN 7.5700 11.075
46769 5/15/09 287424 POST ADVISORY 11/18/10 2,000,000.00 95.250 1,905,000.00
PUR 5/08/09 25380QAB DIGICEL SA 12.0000 12.765
46693 5/13/09 287424 POST ADVISORY 4/01/14 1,850,000.00 97.250 1,799,125.00
PUR 5/04/09 281023AN EDISON MISSION 7.5000 11.904
46583 5/07/09 287424 LOGAN CIRCLE 6/15/13 1,085,000.00 86.000 933,100.00
PUR 5/06/09 281023AN EDISON MISSION 7.5000 11.400
46583 5/11/09 287424 POST ADVISORY 6/15/13 1,000,000.00 87.500 875,000.00
PUR 5/19/09 283831AG EL POLLO LOCO INC 11.7500 12.465
47023 5/22/09 287424 POST ADVISORY 12/01/12 725,000.00 98.000 710,500.00
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
POST ADVISORY (5164) -Cont. PAGE: 164
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/01/09 315292AD FERRELLGAS LP/FINANCE 6.7500 9.234
46574 5/06/09 287424 POST ADVISORY 5/01/14 500,000.00 90.250 451,250.00
PUR 5/05/09 315292AE FERRELLGAS PARTNERS LP 6.7500 8.766
42144 5/08/09 287424 POST ADVISORY 5/01/14 500,000.00 92.000 460,000.00
PUR 5/05/09 35671DAR FREEPORT MCMORAN 8.2500 8.411
46613 5/08/09 287424 POST ADVISORY 4/01/15 1,000,000.00 99.250 992,500.00
PUR 5/08/09 382550AY GOODYEAR TIRE 6.3175 6.544
45963 5/13/09 287424 POST ADVISORY 12/01/09 1,925,000.00 99.875 1,922,593.75
PUR 5/04/09 404119BA HCA INC 9.6250 10.913
46584 5/07/09 287424 LOGAN CIRCLE 11/15/16 600,000.00 93.500 561,000.00
PUR 5/12/09 412690AA HARLAND CLARKE HLD 5.6331 16.155
46770 5/15/09 287424 POST ADVISORY 5/15/15 1,125,000.00 60.000 675,000.00
PUR 5/04/09 44701RAE HUNTSMAN LLC 11.6250 10.180
46585 5/07/09 287424 LOGAN CIRCLE 10/15/10 1,500,000.00 101.87 1,528,125.00
PUR 5/15/09 45170RAA IESY REPOSITORY 10.3750 9.845
46973 5/20/09 287424 POST ADVISORY 2/15/15 650,000.00 102.25 664,625.00
PUR 5/07/09 45661TAB INERGY LP INERGY FIN 6.8750 8.233
46668 5/12/09 287424 POST ADVISORY 12/15/14 2,000,000.00 94.000 1,880,000.00
PUR 5/07/09 457030AF INGLES MKTS INC 8.8750 9.500
46669 5/12/09 287424 POST ADVISORY 5/15/17 825,000.00 96.548 796,521.00
PUR 5/05/09 462846AA IRON MOUNTAIN INC 8.6250 8.506
46614 5/08/09 287424 POST ADVISORY 4/01/13 2,000,000.00 100.37 2,007,500.00
PUR 5/05/09 471109AC JARDEN CORP 8.0000 8.580
46427 5/08/09 287424 POST ADVISORY 5/01/16 750,000.00 97.000 727,500.00
PUR 5/07/09 51508LAD LANDRY'S RESTAURANT INC 14.0000 17.860
44785 5/12/09 287424 POST ADVISORY 8/15/11 1,200,000.00 93.000 1,116,000.00
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
POST ADVISORY (5164) -Cont. PAGE: 165
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/13/09 536022AA LINN ENERGY LLC 11.7500 12.749
46915 5/18/09 287424 POST ADVISORY 5/15/17 850,000.00 95.081 808,188.50
PUR 5/07/09 552953AD M G M MIRAGE INC 8.5000 21.089
46350 5/12/09 287424 POST ADVISORY 9/15/10 1,350,000.00 85.875 1,159,312.50
PUR 5/07/09 552953AF MGM MIRAGE INC 6.0000 28.055
46351 5/12/09 287424 POST ADVISORY 10/01/09 75,000.00 92.250 69,187.50
PUR 5/07/09 552953AF MGM MIRAGE INC 6.0000 24.245
46351 5/12/09 287424 POST ADVISORY 10/01/09 725,000.00 93.500 677,875.00
PUR 5/13/09 552953AF MGM MIRAGE INC 6.0000 8.726
46351 5/18/09 287424 POST ADVISORY 10/01/09 1,000,000.00 99.000 990,000.00
PUR 5/14/09 552953BF MGM MIRAGE INC 10.3750 11.125
46928 5/19/09 287424 POST ADVISORY 5/15/14 600,000.00 97.184 583,104.00
PUR 5/14/09 552953BG MGM MIRAGE INC 11.1250 11.625
46927 5/19/09 287424 POST ADVISORY 11/15/17 600,000.00 97.344 584,064.00
PUR 5/01/09 591709AC METROPCS WIRE 9.2500 9.190
45990 5/06/09 287424 POST ADVISORY 11/01/14 1,075,000.00 100.25 1,077,687.50
PUR 5/13/09 591709AC METROPCS WIRE 9.2500 9.100
45990 5/18/09 287424 POST ADVISORY 11/01/14 500,000.00 100.62 503,125.00
PUR 5/07/09 60467PAH MIRANT AMERICAS 8.3000 8.227
46670 5/12/09 287424 POST ADVISORY 5/01/11 550,000.00 100.12 550,687.50
PUR 5/05/09 60467XAC MIRANT NORTH AMER LL 7.3750 8.294
46615 5/08/09 287424 POST ADVISORY 12/31/13 2,000,000.00 96.500 1,930,000.00
PUR 5/05/09 629377AT NRG ENERGY INC 7.2500 8.020
46616 5/08/09 287424 POST ADVISORY 2/01/14 1,700,000.00 97.000 1,649,000.00
PUR 5/08/09 629855AN NALCO CO 8.2500 8.625
46694 5/13/09 287424 POST ADVISORY 5/15/17 1,000,000.00 97.863 978,630.00
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 5/01/09 THROUGH 5/31/09
POST ADVISORY (5164) -Cont. PAGE: 166
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/05/09 681904AG OMNICARE INC 6.1250 7.801
46617 5/08/09 287424 POST ADVISORY 6/01/13 1,000,000.00 94.250 942,500.00
PUR 5/05/09 681904AJ OMNICARE INC 6.7500 7.933
46618 5/08/09 287424 POST ADVISORY 12/15/13 1,000,000.00 95.500 955,000.00
PUR 5/08/09 69073TAM OWENS BROCKWAY 7.3750 7.966
46695 5/13/09 287424 POST ADVISORY 5/15/16 1,000,000.00 96.875 968,750.00
PUR 5/04/09 74913GAC QWEST CORP 8.8750 8.070
46586 5/07/09 287424 LOGAN CIRCLE 3/15/12 2,000,000.00 102.00 2,040,000.00
PUR 5/18/09 750829AB RAINBOW NATIO 10.3750 9.506
46015 5/21/09 287424 POST ADVISORY 9/01/14 1,750,000.00 103.51 1,811,468.75
PUR 5/15/09 75886AAC REGENCY ENERGY P 9.3750 10.500
46971 5/20/09 287424 POST ADVISORY 6/01/16 1,750,000.00 94.496 1,653,680.00
PUR 5/11/09 759576AE REMINGTON ARMS INC NEW 10.5000 13.674
46760 5/14/09 287424 POST ADVISORY 2/01/11 675,000.00 95.250 642,937.50
PUR 5/13/09 759576AE REMINGTON ARMS INC NEW 10.5000 13.693
46760 5/18/09 287424 POST ADVISORY 2/01/11 150,000.00 95.250 142,875.00
PUR 5/21/09 759576AE REMINGTON ARMS INC NEW 10.5000 12.082
46760 5/27/09 287424 POST ADVISORY 2/01/11 400,000.00 97.625 390,500.00
PUR 5/15/09 767754BM RITE AID CORP 8.6250 20.403
46972 5/20/09 287424 POST ADVISORY 3/01/15 1,400,000.00 61.000 854,000.00
PUR 5/26/09 812141AP SEALY MATTRESS CO 10.8750 11.738
47103 5/29/09 287424 POST ADVISORY 4/15/16 725,000.00 95.976 695,826.00
PUR 5/26/09 812141AP SEALY MATTRESS CO 10.8750 10.687
47103 5/29/09 287424 POST ADVISORY 4/15/16 275,000.00 100.87 277,406.25
PUR 5/01/09 817565BQ SERVICE CORP INTL 6.7500 8.270
46573 5/06/09 287424 POST ADVISORY 4/01/15 1,000,000.00 93.000 930,000.00
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
POST ADVISORY (5164) -Cont. PAGE: 167
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/07/09 827048AL SILGAN HOLDINGS 7.2500 7.744
46671 5/12/09 287424 POST ADVISORY 8/15/16 1,100,000.00 97.280 1,070,080.00
PUR 5/05/09 867363AH SUNGARD DATA SYS INC 9.1250 10.680
46619 5/08/09 287424 POST ADVISORY 8/15/13 2,000,000.00 94.750 1,895,000.00
PUR 5/06/09 867363AM SUNGARD DATA SYS 10.6250 11.566
46648 5/11/09 287424 POST ADVISORY 5/15/15 500,000.00 96.000 480,000.00
PUR 5/04/09 868536AT SUPERVALU INC 8.0000 8.579
46587 5/07/09 287424 LOGAN CIRCLE 5/01/16 1,500,000.00 97.000 1,455,000.00
PUR 5/05/09 878742AG TECK RESOURCES 9.7500 11.000
46620 5/08/09 287424 POST ADVISORY 5/15/14 875,000.00 95.270 833,612.50
PUR 5/05/09 878742AN TECK RESOURCES 10.7500 11.625
46621 5/08/09 287424 POST ADVISORY 5/15/19 875,000.00 94.893 830,313.75
PUR 5/05/09 87922RAG TELCORDIA TECHNOLOGIES 4.8813 14.625
46624 5/08/09 287424 POST ADVISORY 7/15/12 2,000,000.00 75.500 1,510,000.00
PUR 5/08/09 88033GBA TENET HEALTHCARE 9.8750 11.174
46696 5/13/09 287424 POST ADVISORY 7/01/14 1,025,000.00 95.000 973,750.00
PUR 4/28/09 882330AH TEXAS COMPETI 10.5000 10.500
46040 5/01/09 287424 POST ADVISORY 11/01/16 3,656.00 100.00 3,656.00
PUR 5/12/09 88633PAA TICKETMASTER 10.7500 14.862
46768 5/15/09 287424 POST ADVISORY 8/01/16 1,045,000.00 82.125 858,206.25
PUR 5/06/09 902494AQ TYSON FOODS I 10.5000 8.868
46044 5/11/09 287424 POST ADVISORY 3/01/14 1,000,000.00 106.25 1,062,500.00
PUR 4/30/09 90338WAG US ONCOLOGY INC 10.7500 12.595
46502 5/05/09 287424 POST ADVISORY 8/15/14 1,000,000.00 93.000 930,000.00
PUR 5/05/09 911365AN UNITED RENTALS NORTH 6.5000 10.991
46623 5/08/09 287424 POST ADVISORY 2/15/12 1,000,000.00 89.500 895,000.00
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
POST ADVISORY (5164) -Cont. PAGE: 168
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/08/09 92658TAM VIDEOTRON LTEE 9.1250 8.396
46185 5/13/09 287424 POST ADVISORY 4/15/18 1,000,000.00 104.50 1,045,000.00
PUR 5/22/09 92933BAA WMG ACQUSITION CORP 9.5000 10.250
47082 5/28/09 287424 POST ADVISORY 6/15/16 1,343,000.00 96.289 1,293,161.27
PUR 5/22/09 92933BAA WMG ACQUSITION CORP 9.5000 9.697
47082 5/28/09 287424 POST ADVISORY 6/15/16 682,000.00 99.000 675,180.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 88,658,656.00 83,141,785.52
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 88,658,656.00 83,141,785.52
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 5/21/09 00130HBA AES CORP 8.7500 8.319
45891 5/27/09 287424 POST ADVISORY 5/15/13 65,000.00 100.00 65,000.00 -926.94
SALE 5/21/09 03523TAB ANHEUSER-BUSC 7.7750 7.786
45902 5/27/09 287424 POST ADVISORY 1/15/19 50,000.00 104.96 52,480.00 2,524.20
SALE 4/29/09 038521AD ARAMARK CORP 8.5000 9.162
45903 5/04/09 287424 POST ADVISORY 2/01/15 25,000.00 94.750 23,687.50 -580.03
SALE 4/29/09 03939RAB ARCH WESTERN 6.7500 7.202
45905 5/04/09 287424 POST ADVISORY 7/01/13 105,000.00 86.700 91,035.00 -12,271.43
SALE 4/29/09 12543DAF COMMUNITY HEA 8.8750 8.590
45915 5/04/09 287424 POST ADVISORY 7/15/15 70,000.00 99.000 69,300.00 -1,626.99
SALE 5/18/09 126304AU CSC HOLDINGS INC 8.5000 8.180
46612 5/21/09 287424 POST ADVISORY 6/15/15 1,750,000.00 96.988 1,697,281.25 -78,918.33
SALE 5/21/09 126408GQ CSX CORP 7.3750 7.466
45917 5/27/09 287424 POST ADVISORY 2/01/19 30,000.00 101.25 30,375.00 565.59
S T A T E O F N E W J E R S E Y 5164
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
POST ADVISORY (5164) -Cont. PAGE: 169
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TRXN/ TRADE/ 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 4/29/09 165167CC CHESAPEAKE EN 7.2500 7.804
45919 5/04/09 287424 POST ADVISORY 12/15/18 115,000.00 86.950 99,992.50 -10,741.30
SALE 5/26/09 165167CD CHESAPEAKE EN 9.5000 10.530
45920 5/29/09 287424 POST ADVISORY 2/15/15 135,000.00 98.000 132,300.00 3,199.05
SALE 5/13/09 20588YAC CONNACHER OIL 10.2500 9.382
45926 5/18/09 287424 POST ADVISORY 12/15/15 125,000.00 52.750 65,937.50 -64,281.28
SALE 5/21/09 22025YAJ CORRECTIONS C 6.7500 6.742
45927 5/27/09 287424 POST ADVISORY 1/31/14 25,000.00 94.500 23,625.00 -1,375.00
SALE 5/12/09 22818TAA CROWN AMERICAS 7.6250 8.125
46611 5/15/09 287424 POST ADVISORY 5/15/17 650,000.00 98.000 637,000.00 5,850.71
SALE 5/21/09 25380WAA DIGICEL GROUP 8.8750 11.922
45935 5/27/09 287424 POST ADVISORY 1/15/15 150,000.00 79.500 119,250.00 -12,340.17
SALE 5/01/09 346091BA FOREST OIL CO 7.2500 12.303
45953 5/06/09 287424 POST ADVISORY 6/15/19 150,000.00 82.500 123,750.00 16,957.22
SALE 5/21/09 367905AB GAYLORD ENTER 8.0000 10.066
45958 5/27/09 287424 POST ADVISORY 11/15/13 60,000.00 80.500 48,300.00 -7,323.30
SALE 5/21/09 373298BV GEORGIA PACIF 8.1250 15.967
45960 5/27/09 287424 POST ADVISORY 5/15/11 45,000.00 100.12 45,056.25 5,823.02
SALE 5/21/09 398905AC GROUP 1 AUTOM 8.2500 10.565
45966 5/27/09 287424 POST ADVISORY 8/15/13 9,000.00 82.500 7,425.00 -878.29
SALE 4/29/09 45822EAK INTELSAT SUBS 8.8750 11.609
45975 5/04/09 287424 POST ADVISORY 1/15/15 20,000.00 98.000 19,600.00 1,839.97
SALE 4/29/09 45823VAC INTELSAT CORP 9.2500 13.162
45977 5/04/09 287424 POST ADVISORY 6/15/16 35,000.00 96.000 33,600.00 4,810.63
SALE 5/20/09 460690AV INTERPUBLIC GROUP 6.2500 9.237
42138 5/26/09 287424 POST ADVISORY 11/15/14 750,000.00 85.000 637,500.00 -17,949.57
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 5/01/09 THROUGH 5/31/09
POST ADVISORY (5164) -Cont. PAGE: 170
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TRXN/ TRADE/ 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 5/21/09 521863AK LEAP WIRELESS 4.5000 12.511
45981 5/27/09 287424 POST ADVISORY 7/15/14 15,000.00 80.500 12,075.00 1,529.92
SALE 5/22/09 552953AF MGM MIRAGE INC 6.0000 31.175
46351 5/28/09 287424 POST ADVISORY 10/01/09 2,300,000.00 100.00 2,300,000.00 180,892.17
SALE 5/14/09 552953BF MGM MIRAGE INC 10.3750 11.125
46928 5/19/09 287424 POST ADVISORY 5/15/14 100,000.00 101.12 101,125.00 3,941.00
SALE 5/14/09 552953BG MGM MIRAGE INC 11.1250 11.625
46927 5/19/09 287424 POST ADVISORY 11/15/17 100,000.00 102.00 102,000.00 4,656.00
SALE 5/20/09 552953BG MGM MIRAGE INC 11.1250 11.625
46927 5/26/09 287424 POST ADVISORY 11/15/17 500,000.00 104.00 520,000.00 33,289.66
SALE 4/29/09 576203AJ MASSEY ENERGY 3.2500 10.955
45987 5/04/09 287424 POST ADVISORY 8/01/15 95,000.00 60.600 57,570.00 -4,939.69
SALE 5/15/09 629855AN NALCO CO 8.2500 8.625
46694 5/20/09 287424 POST ADVISORY 5/15/17 1,000,000.00 98.750 987,500.00 8,847.39
SALE 4/29/09 65409QAC NIELSEN FINAN 10.0000 9.602
46001 5/04/09 287424 POST ADVISORY 8/01/14 100,000.00 92.500 92,500.00 -9,079.38
SALE 5/12/09 65409QAJ NIELSEN FIN L 8.188
46002 5/15/09 287424 POST ADVISORY 8/01/16 5,000.00 53.500 2,675.00 425.00
SALE 4/29/09 749121BV QWEST COMMUNI 7.5000 9.730
46013 5/04/09 287424 POST ADVISORY 2/15/14 345,000.00 92.500 319,125.00 3,064.79
SALE 4/29/09 75524TAA REABLE THERAP 11.7500 22.891
46017 5/04/09 287424 POST ADVISORY 11/15/14 5,000.00 63.000 3,150.00 -149.59
SALE 5/15/09 767201AF RIO TINTO FINANCE 8.9500 9.250
46200 5/20/09 287424 POST ADVISORY 5/01/14 1,000,000.00 104.25 1,042,500.00 54,300.65
SALE 5/21/09 772739AD ROCK-TENN CO 5.6250 9.026
46020 5/27/09 287424 POST ADVISORY 3/15/13 25,000.00 89.000 22,250.00 -61.42
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 5/01/09 THROUGH 5/31/09
POST ADVISORY (5164) -Cont. PAGE: 171
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
SALE 5/21/09 77531QAP ROGERS WIRELE 8.0000 7.791
46021 5/27/09 287424 POST ADVISORY 12/15/12 25,000.00 102.49 25,622.55 465.19
SALE 5/21/09 79546VAC SALLY HOLDING 9.2500 9.004
46023 5/27/09 287424 POST ADVISORY 11/15/14 50,000.00 100.50 50,250.00 -268.67
SALE 5/12/09 800907AK SANMINA SCI C 8.1250 9.996
46025 5/15/09 287424 POST ADVISORY 3/01/16 15,000.00 50.000 7,500.00 -6,135.91
SALE 4/29/09 852060AJ SPRINT CAPITA 7.6250 8.592
46030 5/04/09 287424 POST ADVISORY 1/30/11 195,000.00 96.000 187,200.00 -4,774.97
SALE 4/29/09 867363AM SUNGARD DATA 10.6250 10.867
46033 5/04/09 287424 POST ADVISORY 5/15/15 25,000.00 94.000 23,500.00 -1,235.66
SALE 5/14/09 878742AG TECK RESOURCES 9.7500 11.000
46620 5/19/09 287424 POST ADVISORY 5/15/14 875,000.00 95.500 835,625.00 1,803.68
SALE 5/08/09 878742AN TECK RESOURCES 10.7500 11.625
46621 5/13/09 287424 POST ADVISORY 5/15/19 875,000.00 101.50 888,125.00 57,742.55
SALE 4/30/09 882330AF TEXAS COMPETI 10.5000 21.065
46038 5/05/09 287424 POST ADVISORY 11/01/15 15,000.00 57.250 8,587.50 -939.54
SALE 4/30/09 882330AG TEXAN COMPETI 10.2500 10.246
46039 5/05/09 287424 POST ADVISORY 11/01/15 275,000.00 57.250 157,437.50 -117,562.50
SALE 5/21/09 882330AH TEXAS COMPETI 10.5000 11.122
46040 5/27/09 287424 POST ADVISORY 11/01/16 65,000.00 36.000 23,400.00 -39,579.99
SALE 5/21/09 88830MAD TITAN INTERNA 8.0000 8.168
46041 5/27/09 287424 POST ADVISORY 1/15/12 125,000.00 85.000 106,250.00 -18,242.47
SALE 4/28/09 969457BR WILLIAMS COS 8.7500 8.865
46050 5/01/09 287424 POST ADVISORY 1/15/20 55,000.00 102.25 56,237.50 1,680.62
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 12,549,000.00 11,954,700.05 -17,973.41
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 12,549,000.00 11,954,700.05 -17,973.41
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
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
PIMCO (5166) PAGE: 172
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PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 5/07/09 00130HBA AES CORP 8.7500 8.339
45748 5/12/09 287426 PIMCO 5/15/13 400,000.00 101.37 405,500.00
PUR 5/18/09 00130HBA AES CORP 8.7500 8.674
45748 5/21/09 287425 PIMCO 5/15/13 100,000.00 100.25 100,250.00
PUR 5/01/09 00130HBC AES CORP 7.7500 9.115
46553 5/06/09 287425 PIMCO 3/01/14 1,500,000.00 94.750 1,421,250.00
PUR 5/15/09 00130HBH AES CORP 8.0000 9.488
46961 5/20/09 287425 PIMCO 10/15/17 1,500,000.00 91.500 1,372,500.00
PUR 5/15/09 013104AJ ALBERTSONS INC 7.5000 7.646
46962 5/20/09 287425 PIMCO 2/15/11 250,000.00 99.750 249,375.00
PUR 4/28/09 030096AF AMERICAN STORES CO 8.0000 9.491
46177 5/01/09 287425 PIMCO 6/01/26 750,000.00 87.500 656,250.00
PUR 5/01/09 03073KAF AMERIGAS PARTNERS 7.1250 7.875
46554 5/06/09 287425 PIMCO 5/20/16 300,000.00 96.000 288,000.00
PUR 5/18/09 03073KAF AMERIGAS PARTNERS 7.1250 8.421
46554 5/21/09 287425 PIMCO 5/20/16 1,600,000.00 93.250 1,492,000.00
PUR 4/30/09 038521AG ARAMARK CORPORATION 4.6700 8.894
43790 5/05/09 287425 PIMCO 2/01/15 600,000.00 80.500 483,000.00
PUR 5/05/09 090613AE BIOMET INC 11.6250 12.054
46627 5/08/09 287425 PIMCO 10/15/17 2,000,000.00 97.750 1,955,000.00
PUR 4/30/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 8.870
42071 5/05/09 287425 PIMCO 7/15/15 1,500,000.00 100.00 1,500,000.00
PUR 4/28/09 126304AK CSC HLDGS INC 7.6250 8.495
44698 5/01/09 287425 PIMCO 7/15/18 1,075,000.00 94.500 1,015,875.00
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
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
PIMCO (5166) -Cont. PAGE: 173
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/01/09 126304AK CSC HLDGS INC 7.6250 8.012
44698 5/06/09 287425 PIMCO 7/15/18 525,000.00 97.500 511,875.00
PUR 5/18/09 126304AP CSC HOLDINGS INC 7.6250 8.355
42034 5/21/09 287425 PIMCO 4/01/11 1,600,000.00 98.750 1,580,000.00
PUR 4/28/09 165167BJ CHESAPEAKE ENERGY 7.0000 9.053
42036 5/01/09 287425 PIMCO 8/15/14 750,000.00 91.500 686,250.00
PUR 5/15/09 165167CC CHESAPEAKE EN 7.2500 9.963
45773 5/20/09 287425 PIMCO 12/15/18 1,600,000.00 83.500 1,336,000.00
PUR 5/15/09 17453BAW CITIZENS COMMUNICATIONS 7.1250 8.820
42478 5/20/09 287425 PIMCO 3/15/19 1,600,000.00 89.000 1,424,000.00
PUR 4/30/09 204386AK CIE GENERAL GEOPHYSIQUE 7.7500 11.099
42674 5/05/09 287425 PIMCO 5/15/17 400,000.00 82.500 330,000.00
PUR 5/05/09 226566AC CRICKET COMMUNICATIONS 9.3750 9.583
43577 5/08/09 287425 PIMCO 11/01/14 250,000.00 99.125 247,812.50
PUR 5/18/09 228188AB CROWN AMERS LLC 7.6250 8.002
47028 5/21/09 287425 PIMCO 11/15/13 1,600,000.00 98.600 1,577,600.00
PUR 5/07/09 23918KAH DAVITA INC 7.2500 7.733
42038 5/12/09 287426 PIMCO 3/15/15 300,000.00 97.750 293,250.00
PUR 5/01/09 25459HAB DIRECTV HLDGS 8.3750 7.760
42106 5/06/09 287425 PIMCO 3/15/13 300,000.00 102.00 306,000.00
PUR 5/07/09 27876GAQ ECHOSTAR DBS 6.3750 7.653
45793 5/12/09 287426 PIMCO 10/01/11 1,000,000.00 97.250 972,500.00
PUR 5/15/09 27876GBE ECHOSTAR DBS CORP 7.1250 9.205
46963 5/20/09 287425 PIMCO 2/01/16 1,600,000.00 89.750 1,436,000.00
PUR 5/01/09 28336LBQ EL PASO CORP 7.0000 8.377
42107 5/06/09 287425 PIMCO 6/15/17 1,100,000.00 92.000 1,012,000.00
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
PIMCO (5166) -Cont. PAGE: 174
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/08/09 28336LBQ EL PASO CORP 7.0000 8.132
42107 5/13/09 287425 PIMCO 6/15/17 750,000.00 93.375 700,312.50
PUR 5/15/09 28336LBR EL PASO NATL GAS 7.2500 8.581
46964 5/20/09 287425 PIMCO 6/01/18 1,500,000.00 91.750 1,376,250.00
PUR 5/05/09 293791AV ENTERPRISE PRODUCTS 8.3750 11.534
42267 5/08/09 287425 PIMCO 8/01+66 1,000,000.00 72.625 726,250.00
PUR 5/15/09 315292AD FERRELLGAS LP FIN 6.7500 9.317
46965 5/20/09 287425 PIMCO 5/01/14 1,600,000.00 90.000 1,440,000.00
PUR 5/07/09 345397TZ FORD MOTOR CREDIT CO LLC 7.0000 12.788
42264 5/12/09 287426 PIMCO 10/01/13 1,250,000.00 81.000 1,012,500.00
PUR 5/07/09 345397VC FORD MOTOR CREDIT 8.0000 12.336
43649 5/12/09 287426 PIMCO 12/15/16 250,000.00 79.000 197,500.00
PUR 4/30/09 35671DAS FREEPORT MCMORAN 8.3750 8.638
46497 5/05/09 287425 PIMCO 4/01/17 500,000.00 98.500 492,500.00
PUR 5/15/09 35671DAS FREEPORT MCMORAN 8.3750 8.911
46497 5/20/09 287425 PIMCO 4/01/17 1,600,000.00 97.000 1,552,000.00
PUR 5/01/09 35804GAF FRESENIUS US FIN 9.0000 7.708
46555 5/06/09 287425 PIMCO 7/15/15 300,000.00 106.25 318,750.00
PUR 5/08/09 35804GAF FRESENIUS US FIN 9.0000 7.754
46555 5/13/09 287425 PIMCO 7/15/15 200,000.00 106.00 212,000.00
PUR 5/18/09 35804GAF FRESENIUS US FIN 9.0000 8.054
46555 5/21/09 287425 PIMCO 7/15/15 1,600,000.00 104.50 1,672,000.00
PUR 4/28/09 35906AAA FRONTIER COMM 8.2500 9.073
46455 5/01/09 287425 PIMCO 5/01/14 500,000.00 96.750 483,750.00
PUR 5/01/09 373298BP GEORGIA PAC CORP 7.2500 10.039
46556 5/06/09 287425 PIMCO 6/01/28 2,000,000.00 76.500 1,530,000.00
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
PIMCO (5166) -Cont. PAGE: 175
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/12/09 373298CG GEORGIA PACIFIC 7.0000 8.057
46766 5/15/09 287426 PIMCO 1/15/15 550,000.00 95.250 523,875.00
PUR 5/08/09 37331NAA GEORGIA PACIFIC LLC 8.2500 8.059
46690 5/13/09 287425 PIMCO 5/01/16 450,000.00 101.00 454,500.00
PUR 5/15/09 37331NAA GEORGIA PACIFIC LLC 8.2500 8.442
46690 5/20/09 287425 PIMCO 5/01/16 1,600,000.00 99.000 1,584,000.00
PUR 5/01/09 382550AU GOODYEAR TIRE 9.0000 10.689
42108 5/06/09 287425 PIMCO 7/01/15 400,000.00 92.500 370,000.00
PUR 5/08/09 382550AZ GOODYEAR TIRE 10.5000 10.603
46691 5/13/09 287425 PIMCO 5/15/16 150,000.00 99.500 149,250.00
PUR 5/08/09 382550AZ GOODYEAR TIRE 10.5000 10.577
46691 5/13/09 287425 PIMCO 5/15/16 100,000.00 99.625 99,625.00
PUR 5/01/09 404119AU HCA INC 9.1250 9.539
46557 5/06/09 287425 PIMCO 11/15/14 1,350,000.00 98.250 1,326,375.00
PUR 5/07/09 404119AX HCA INC 9.2500 9.297
42072 5/12/09 287426 PIMCO 11/15/16 400,000.00 99.750 399,000.00
PUR 5/15/09 404119AX HCA INC 9.2500 9.825
42072 5/20/09 287425 PIMCO 11/15/16 1,600,000.00 97.000 1,552,000.00
PUR 5/15/09 404119BA HCA INC 9.6300 9.629
44192 5/20/09 PIMCO 11/15/16 12,969.00 100.00 12,969.00
PUR 4/28/09 404119BE HCA INC 8.5000 8.613
46261 5/01/09 287425 PIMCO 4/15/19 1,450,000.00 99.250 1,439,125.00
PUR 5/12/09 421915EH HEALTH CARE PROP 5.6500 8.388
46767 5/15/09 287426 PIMCO 12/15/13 1,100,000.00 89.750 987,250.00
PUR 5/01/09 44108EAY HOST MARRIOTT LP 6.3750 9.300
46558 5/06/09 287425 PIMCO 3/15/15 150,000.00 87.000 130,500.00
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
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
PIMCO (5166) -Cont. PAGE: 176
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/30/09 44108EBA HOST MARRIOTT LP 6.7500 9.138
46498 5/05/09 287425 PIMCO 6/01/16 250,000.00 87.750 219,375.00
PUR 5/18/09 458207AD INTELSAT JACKSON 9.5000 9.547
47030 5/21/09 287425 PIMCO 6/15/16 1,600,000.00 99.750 1,596,000.00
PUR 5/05/09 45823VAC INTELSAT CORP 9.2500 9.843
45823 5/08/09 287425 PIMCO 6/15/16 1,100,000.00 97.000 1,067,000.00
PUR 5/15/09 494553AB KINDER MORGAN 6.5000 8.083
46966 5/20/09 287425 PIMCO 9/01/12 1,600,000.00 95.500 1,528,000.00
PUR 5/01/09 49455WAD KINDER MORGAN 5.7000 7.954
42246 5/06/09 287425 PIMCO 1/05/16 650,000.00 88.500 575,250.00
PUR 5/05/09 591709AG METROPCS WIRE 9.2500 9.072
45836 5/08/09 287425 PIMCO 11/01/14 250,000.00 100.75 251,875.00
PUR 5/07/09 59832WAF MIDWEST GENERATION 8.5600 8.556
43063 5/12/09 287426 PIMCO 1/02/16 584,360.17 100.00 584,360.17
PUR 4/30/09 629377AU NRG ENERGY INC 7.3750 8.205
42050 5/05/09 287425 PIMCO 2/01/16 950,000.00 95.750 909,625.00
PUR 5/15/09 629855AN NALCO CO 8.2500 8.424
46967 5/20/09 287425 PIMCO 5/15/17 1,600,000.00 99.000 1,584,000.00
PUR 5/18/09 651290AH NEWFIELD EXPL CO 6.6250 8.725
47032 5/21/09 287425 PIMCO 9/01/14 1,000,000.00 91.250 912,500.00
PUR 5/19/09 651290AJ NEWFIELD EXPLORATION CO 6.6250 9.002
43745 5/22/09 287425 PIMCO 4/15/16 150,000.00 87.970 131,955.00
PUR 5/15/09 651290AK NEWFIELD EXPLOR 7.1250 8.931
43650 5/20/09 287425 PIMCO 5/15/18 450,000.00 89.000 400,500.00
PUR 4/28/09 708130AB JC PENNEY CORP 5.7500 8.537
46456 5/01/09 287425 PIMCO 2/15/18 450,000.00 83.000 373,500.00
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
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
PIMCO (5166) -Cont. PAGE: 177
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/19/09 708160BQ PENNEY J C INC DEB 7.9500 8.210
47033 5/22/09 287425 PIMCO 4/01/17 325,000.00 98.500 320,125.00
PUR 5/01/09 74819RAG QUEBECOR MEDIA 7.7500 10.792
43531 5/06/09 287425 PIMCO 3/15/16 700,000.00 85.500 598,500.00
PUR 5/15/09 749121BP QWEST COMMUNICATIONS 7.2500 8.662
46968 5/20/09 287425 PIMCO 2/15/11 1,000,000.00 97.750 977,500.00
PUR 4/28/09 74913GAE QWEST CORP 7.8750 8.589
46464 5/01/09 287425 PIMCO 9/01/11 800,000.00 98.500 788,000.00
PUR 5/18/09 74913GAE QWEST CORP 7.8750 8.356
46464 5/21/09 287425 PIMCO 9/01/11 600,000.00 99.000 594,000.00
PUR 5/07/09 74971XAA RRI ENERGY INC 6.7500 7.640
46537 5/12/09 287426 PIMCO 12/15/14 600,000.00 96.000 576,000.00
PUR 5/18/09 74971XAA RRI ENERGY INC 6.7500 7.875
46537 5/21/09 287425 PIMCO 12/15/14 1,600,000.00 95.000 1,520,000.00
PUR 5/01/09 75952BAM RELIANT ENERGY INC 6.7500 7.638
46559 5/06/09 287425 PIMCO 12/15/14 600,000.00 96.000 576,000.00
PUR 5/01/09 780153AL ROYAL CARIBBEAN CRUISES 8.7500 12.852
43064 5/06/09 287425 PIMCO 2/02/11 250,000.00 93.750 234,375.00
PUR 5/15/09 780153AL ROYAL CARIBBEAN CRUISES 8.7500 12.500
43064 5/20/09 287425 PIMCO 2/02/11 400,000.00 94.380 377,520.00
PUR 4/28/09 852060AG SPRINT CAPITAL CORP 6.9000 10.127
42056 5/01/09 287425 PIMCO 5/01/19 1,600,000.00 80.000 1,280,000.00
PUR 4/30/09 852060AG SPRINT CAPITAL CORP 6.9000 9.537
42056 5/05/09 287425 PIMCO 5/01/19 125,000.00 83.250 104,062.50
PUR 5/07/09 852060AG SPRINT CAPITAL CORP 6.9000 9.364
42056 5/12/09 287426 PIMCO 5/01/19 750,000.00 84.250 631,875.00
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
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
PIMCO (5166) -Cont. PAGE: 178
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/15/09 852060AG SPRINT CAPITAL CORP 6.9000 10.567
42056 5/20/09 287425 PIMCO 5/01/19 1,600,000.00 77.750 1,244,000.00
PUR 5/01/09 852060AS SPRINT CAP CORP 8.3750 9.696
46560 5/06/09 287425 PIMCO 3/15/12 375,000.00 96.750 362,812.50
PUR 4/30/09 85590AAL STARWOOD HOTELS 6.7500 8.962
46499 5/05/09 287425 PIMCO 5/15/18 300,000.00 86.500 259,500.00
PUR 5/05/09 864486AB SUBURBAN PROPANE PARTNERS L 6.8750 8.062
43614 5/08/09 287425 PIMCO 12/15/13 200,000.00 95.500 191,000.00
PUR 4/30/09 867363AH SUNGARD DATA SYS INC 9.1250 10.677
42057 5/05/09 287425 PIMCO 8/15/13 500,000.00 94.750 473,750.00
PUR 5/19/09 868536AS SUPERVALU INC 7.5000 8.073
43532 5/22/09 287425 PIMCO 11/15/14 875,000.00 97.500 853,125.00
PUR 5/18/09 868536AT SUPERVALU INC 8.0000 8.433
47029 5/21/09 287425 PIMCO 5/01/16 475,000.00 97.750 464,312.50
PUR 5/05/09 878742AG TECK RESOURCES 9.7500 11.000
46628 5/08/09 287425 PIMCO 5/15/14 525,000.00 95.270 500,167.50
PUR 5/05/09 878742AK TECK RESOURCES 10.2500 11.375
46629 5/08/09 287425 PIMCO 5/15/16 475,000.00 94.654 449,606.50
PUR 5/07/09 878742AK TECK RESOURCES 10.2500 10.123
46629 5/12/09 287426 PIMCO 5/15/16 225,000.00 100.62 226,406.25
PUR 5/05/09 878742AN TECK RESOURCES 10.7500 11.625
46630 5/08/09 287425 PIMCO 5/15/19 600,000.00 94.893 569,358.00
PUR 5/07/09 878742AN TECK RESOURCES 10.7500 10.423
46630 5/12/09 287426 PIMCO 5/15/19 125,000.00 102.00 127,500.00
PUR 5/15/09 878742AN TECK RESOURCES 10.7500 10.937
46630 5/20/09 287425 PIMCO 5/15/19 1,600,000.00 98.875 1,582,000.00
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
PIMCO (5166) -Cont. PAGE: 179
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/28/09 882330AH TEXAS COMPETITIVE 10.5000 10.500
45878 5/01/09 287293 PIMCO 11/01/16 5,062.00 100.00 5,062.00
PUR 5/05/09 911365AN UNITED RENTALS NORTH AMER I 6.5000 10.762
42291 5/08/09 287425 PIMCO 2/15/12 250,000.00 90.000 225,000.00
PUR 5/05/09 911365AN UNITED RENTALS NORTH AMER I 6.5000 10.991
42291 5/08/09 287425 PIMCO 2/15/12 250,000.00 89.500 223,750.00
PUR 5/15/09 911365AN UNITED RENTALS NORTH AMER I 6.5000 12.001
42291 5/20/09 287425 PIMCO 2/15/12 375,000.00 87.460 327,975.00
PUR 5/15/09 911365AN UNITED RENTALS NORTH AMER I 6.5000 11.626
42291 5/20/09 287425 PIMCO 2/15/12 100,000.00 88.250 88,250.00
PUR 5/18/09 911365AN UNITED RENTALS NORTH AMER I 6.5000 11.513
42291 5/21/09 287425 PIMCO 2/15/12 1,125,000.00 88.500 995,625.00
PUR 5/18/09 92276MAK VENTAS REALTY LP CAP 7.1250 8.414
47031 5/21/09 287425 PIMCO 6/01/15 1,600,000.00 94.000 1,504,000.00
PUR 5/12/09 92276MAU VENTAS REALTY LP 6.5000 8.007
46179 5/15/09 287426 PIMCO 6/01/16 300,000.00 92.000 276,000.00
PUR 5/15/09 969457BF WILLIAMS COS INC 7.1250 7.501
46969 5/20/09 287425 PIMCO 9/01/11 1,000,000.00 99.210 992,100.00
PUR 5/05/09 97314XAA WIND ACQUISIT 10.7500 9.649
45889 5/08/09 287425 PIMCO 12/01/15 450,000.00 105.25 473,625.00
PUR 4/30/09 97381WAD WINDSTREAM CORP 8.6250 8.621
42477 5/05/09 287425 PIMCO 8/01/16 800,000.00 100.00 800,000.00
PUR 5/15/09 97381WAD WINDSTREAM CORP 8.6250 9.004
42477 5/20/09 287425 PIMCO 8/01/16 1,600,000.00 98.000 1,568,000.00
PUR 5/05/09 983130AD WYNN LAS VEGAS LLC 6.6250 9.573
43066 5/08/09 287425 PIMCO 12/01/14 200,000.00 87.500 175,000.00
S T A T E O F N E W J E R S E Y 5166
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
PIMCO (5166) -Cont. PAGE: 180
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/15/09 983130AK WYNN LAS VEGAS LLC/CORP 6.6250 10.648
46974 5/20/09 287425 PIMCO 12/01/14 1,600,000.00 83.500 1,336,000.00
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 84,077,391.17 78,400,391.92
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 84,077,391.17 78,400,391.92
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 5/04/09 370442BW GENERAL MOTORS 8.2500 18.176
43027 5/07/09 287425 PIMCO 7/15/23 300,000.00 7.000 21,000.00 -128,923.07
SALE 5/07/09 370442BW GENERAL MOTORS 8.2500 18.176
43027 5/12/09 287426 PIMCO 7/15/23 200,000.00 7.000 14,000.00 -85,973.75
SALE 5/12/09 75952BAM RELIANT ENERGY INC 6.7500 7.638
46559 5/12/09 287425 PIMCO 12/15/14 600,000.00 96.000 576,000.00 -64.85
SALE 4/29/09 92276MAP VENTAS REALTY 6.7500 5.961
42931 5/04/09 287425 PIMCO 6/01/10 250,000.00 103.42 258,562.50 6,553.10
SALE 5/18/09 952355AC WEST CORP 9.5000 24.551
43613 5/21/09 287425 PIMCO 10/15/14 150,000.00 88.500 132,750.00 48,438.68
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 1,500,000.00 1,002,312.50 -159,969.89
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 1,500,000.00 1,002,312.50 -159,969.89
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 5/01/09 THROUGH 5/31/09
NOMURA (5167) PAGE: 181
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PURCHASE OF FIXED INCOME SECURITIES
-----------------------------------
PUR 5/26/09 029171AF AMERICAN REAL 7.1250 12.079
45646 5/29/09 287426 NOMURA 2/15/13 200,000.00 85.500 171,000.00
PUR 5/21/09 03070QAK AMERISTAR CASINOS 9.2500 10.000
47066 5/27/09 287426 NOMURA 6/01/14 325,000.00 97.097 315,565.25
PUR 5/21/09 03070QAK AMERISTAR CASINOS 9.2500 9.377
47066 5/27/09 287426 NOMURA 6/01/14 200,000.00 99.500 199,000.00
PUR 5/21/09 03070QAK AMERISTAR CASINOS 9.2500 9.249
47066 5/27/09 287426 NOMURA 6/01/14 100,000.00 100.00 100,000.00
PUR 5/26/09 03216NAD AMSCAN HOLDINGS 8.7500 12.962
46064 5/29/09 287426 NOMURA 5/01/14 150,000.00 85.000 127,500.00
PUR 5/21/09 044209AC ASHLAND INC 9.1250 9.750
47067 5/27/09 287426 NOMURA 6/01/17 325,000.00 96.577 313,875.25
PUR 5/21/09 085789AD BERRY PETROL CO 10.2500 12.000
47068 5/27/09 287426 NOMURA 6/01/14 250,000.00 93.546 233,865.00
PUR 5/26/09 085789AD BERRY PETROL CO 10.2500 11.318
47068 5/29/09 287426 NOMURA 6/01/14 300,000.00 96.000 288,000.00
PUR 5/20/09 090572AL BIO RAD LABS 8.0000 8.321
47051 5/26/09 287426 NOMURA 9/15/16 75,000.00 98.250 73,687.50
PUR 5/20/09 090572AL BIO RAD LABS 8.0000 7.928
47051 5/26/09 287426 NOMURA 9/15/16 75,000.00 100.37 75,281.25
PUR 5/26/09 090572AL BIO RAD LABS 8.0000 7.860
47051 5/29/09 287426 NOMURA 9/15/16 200,000.00 100.75 201,500.00
PUR 5/19/09 090613AC BIOMET INC 10.0000 9.644
43672 5/22/09 287426 NOMURA 10/15/17 500,000.00 102.00 510,000.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 182
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/19/09 090613AC BIOMET INC 10.0000 9.644
43672 5/22/09 287426 NOMURA 10/15/17 500,000.00 102.00 510,000.00
PUR 5/20/09 090613AE BIOMET INC 11.6250 12.053
43015 5/26/09 287426 NOMURA 10/15/17 500,000.00 97.750 488,750.00
PUR 5/05/09 093679AC BLOCKBUSTER INC 9.0000 31.195
42194 5/08/09 287426 NOMURA 9/01/12 50,000.00 56.000 28,000.00
PUR 4/29/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.031
42002 5/04/09 287426 NOMURA 7/15/15 50,000.00 99.250 49,625.00
PUR 5/01/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.031
42002 5/06/09 287426 NOMURA 7/15/15 1,000,000.00 99.250 992,500.00
PUR 5/12/09 12543DAF COMMUNITY HEALTH SYSTEMS 8.8750 9.414
42002 5/15/09 287426 NOMURA 7/15/15 250,000.00 97.500 243,750.00
PUR 5/01/09 125577AZ CIT GROUP INC SENIOR NOTES 7.6250 21.664
46561 5/06/09 287426 NOMURA 11/30/12 400,000.00 66.250 265,000.00
PUR 5/01/09 125577AZ CIT GROUP INC SENIOR NOTES 7.6250 21.529
46561 5/06/09 287426 NOMURA 11/30/12 125,000.00 66.500 83,125.00
PUR 5/12/09 125577AZ CIT GROUP INC SENIOR NOTES 7.6250 20.360
46561 5/15/09 287426 NOMURA 11/30/12 75,000.00 68.875 51,656.25
PUR 5/12/09 125577AZ CIT GROUP INC SENIOR NOTES 7.6250 20.295
46561 5/15/09 287426 NOMURA 11/30/12 50,000.00 69.000 34,500.00
PUR 5/21/09 125577AZ CIT GROUP INC SENIOR NOTES 7.6250 18.881
46561 5/27/09 287426 NOMURA 11/30/12 100,000.00 72.000 72,000.00
PUR 5/06/09 125581BF CIT GROUP INC 5.8000 23.083
46640 5/11/09 287426 NOMURA 7/28/11 175,000.00 71.250 124,687.50
PUR 5/21/09 125581BF CIT GROUP INC 5.8000 22.111
46640 5/27/09 287426 NOMURA 7/28/11 50,000.00 73.000 36,500.00
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
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 183
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/01/09 125581CT CIT GROUP INC 5.4000 22.712
46548 5/06/09 287426 NOMURA 2/13/12 500,000.00 65.750 328,750.00
PUR 5/01/09 125581CT CIT GROUP INC 5.4000 22.877
46548 5/06/09 287426 NOMURA 2/13/12 500,000.00 65.500 327,500.00
PUR 5/15/09 125581CT CIT GROUP INC 5.4000 24.310
46548 5/20/09 287426 NOMURA 2/13/12 75,000.00 63.750 47,812.50
PUR 5/21/09 125581FS CIT GROUP INC 12.0000 26.282
47069 5/27/09 287426 NOMURA 12/18/18 250,000.00 50.750 126,875.00
PUR 5/21/09 125581FS CIT GROUP INC 12.0000 26.917
47069 5/27/09 287426 NOMURA 12/18/18 200,000.00 49.500 99,000.00
PUR 5/21/09 125581FS CIT GROUP INC 12.0000 27.179
47069 5/27/09 287426 NOMURA 12/18/18 200,000.00 49.000 98,000.00
PUR 5/18/09 12686CAW CABLEVISION SYSTEMS 8.0000 9.299
43084 5/21/09 287426 NOMURA 4/15/12 100,000.00 96.750 96,750.00
PUR 5/20/09 12686CAW CABLEVISION SYSTEMS 8.0000 9.150
43084 5/26/09 287426 NOMURA 4/15/12 325,000.00 97.125 315,656.25
PUR 5/12/09 15941RAC CHAPARRAL ENERGY INC 8.5000 25.323
46764 5/15/09 287426 NOMURA 12/01/15 300,000.00 47.500 142,500.00
PUR 5/26/09 15941RAC CHAPARRAL ENERGY INC 8.5000 20.257
46764 5/29/09 287426 NOMURA 12/01/15 125,000.00 58.500 73,125.00
PUR 5/20/09 165167CD CHESAPEAKE ENRGY 9.5000 9.872
44638 5/26/09 287426 NOMURA 2/15/15 200,000.00 98.375 196,750.00
PUR 5/26/09 226566AH CRICKET COMMUNICATIONS 10.0000 9.884
43684 5/29/09 287426 NOMURA 7/15/15 200,000.00 100.50 201,000.00
PUR 5/05/09 22818TAA CROWN AMERICAS 7.6250 8.125
46595 5/08/09 287426 NOMURA 5/15/17 275,000.00 97.092 267,003.00
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 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 184
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/19/09 228227AZ CROWN CASTLE INT 9.0000 8.995
44501 5/22/09 287426 NOMURA 1/15/15 375,000.00 100.00 375,000.00
PUR 4/28/09 23331AAX D R HORTON INC 5.3750 9.526
46448 5/01/09 287426 NOMURA 6/15/12 25,000.00 89.000 22,250.00
PUR 5/08/09 23331ABB DR HORTON CV 2.0000 2.000
46683 5/13/09 287426 NOMURA 5/15/14 75,000.00 100.00 75,000.00
PUR 5/26/09 25459HAG DIRECTTV HOLDINGS 7.6250 8.247
43758 5/29/09 287426 NOMURA 5/15/16 475,000.00 96.750 459,562.50
PUR 5/08/09 26816LAT DYNEGY HOLDINGS INCORPORATE 8.3750 12.232
42297 5/13/09 287426 NOMURA 5/01/16 500,000.00 82.250 411,250.00
PUR 5/08/09 28368EAD EL PASO ENERGY CORP 7.8000 10.033
46684 5/13/09 287426 NOMURA 8/01/31 1,280,000.00 80.250 1,027,200.00
PUR 4/29/09 292680AC ENERGY FUTURE 10.8750 20.056
44545 5/04/09 287426 NOMURA 11/01/17 100,000.00 63.250 63,250.00
PUR 4/29/09 292680AC ENERGY FUTURE 10.8750 20.144
44545 5/04/09 287426 NOMURA 11/01/17 100,000.00 63.000 63,000.00
PUR 4/29/09 292680AC ENERGY FUTURE 10.8750 20.144
44545 5/04/09 287426 NOMURA 11/01/17 100,000.00 63.000 63,000.00
PUR 4/30/09 292680AC ENERGY FUTURE 10.8750 18.644
44545 5/05/09 287426 NOMURA 11/01/17 100,000.00 67.500 67,500.00
PUR 4/30/09 292680AC ENERGY FUTURE 10.8750 18.644
44545 5/05/09 287426 NOMURA 11/01/17 100,000.00 67.500 67,500.00
PUR 5/05/09 292680AC ENERGY FUTURE 10.8750 17.285
44545 5/08/09 287426 NOMURA 11/01/17 1,000,000.00 72.000 720,000.00
PUR 5/18/09 292680AC ENERGY FUTURE 10.8750 17.812
44545 5/21/09 287426 NOMURA 11/01/17 100,000.00 70.250 70,250.00
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 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 185
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/28/09 314275AA FEDERATED RETAIL 5.9000 9.520
46449 5/01/09 287426 NOMURA 12/01/16 25,000.00 80.750 20,187.50
PUR 5/06/09 319963AP FIRST DATA CORP 9.8750 17.703
44687 5/11/09 287426 NOMURA 9/24/15 75,000.00 70.750 53,062.50
PUR 5/06/09 319963AP FIRST DATA CORP 9.8750 17.703
44687 5/11/09 287426 NOMURA 9/24/15 25,000.00 70.750 17,687.50
PUR 5/06/09 319963AP FIRST DATA CORP 9.8750 18.480
44687 5/11/09 287426 NOMURA 9/24/15 1,000,000.00 68.500 685,000.00
PUR 5/11/09 345370CA FORD MTR CO 7.4500 13.913
46750 5/14/09 287426 NOMURA 7/16/31 200,000.00 55.875 111,750.00
PUR 5/05/09 345397VC FORD MOTOR CREDIT CO 8.0000 12.758
46596 5/08/09 287426 NOMURA 12/15/16 100,000.00 77.250 77,250.00
PUR 5/06/09 345397VC FORD MOTOR CREDIT CO 8.0000 12.824
46596 5/11/09 287426 NOMURA 12/15/16 2,500,000.00 77.000 1,925,000.00
PUR 5/07/09 345397VH FORD MOTOR CREDIT CO LLC 12.0000 14.863
42198 5/12/09 287426 NOMURA 5/15/15 600,000.00 88.875 533,250.00
PUR 5/01/09 35671DAS FREEPORT MCMORAN 8.3750 8.773
42929 5/06/09 287426 NOMURA 4/01/17 656,000.00 97.750 641,240.00
PUR 5/14/09 35671DAS FREEPORT MCMORAN 8.3750 9.141
42929 5/19/09 287426 NOMURA 4/01/17 75,000.00 95.750 71,812.50
PUR 5/21/09 35671DAS FREEPORT MCMORAN 8.3750 8.639
42929 5/27/09 287426 NOMURA 4/01/17 500,000.00 98.500 492,500.00
PUR 5/26/09 373298BM GEORGIA PACIFIC CORP 7.7000 8.951
47109 5/29/09 287426 NOMURA 6/15/15 200,000.00 94.250 188,500.00
PUR 5/01/09 404119AX HCA INC 9.2500 9.485
42006 5/06/09 287426 NOMURA 11/15/16 1,000,000.00 98.750 987,500.00
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 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 186
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/01/09 404119AX HCA INC 9.2500 9.629
42006 5/06/09 287426 NOMURA 11/15/16 1,000,000.00 98.000 980,000.00
PUR 5/06/09 404119BE HCA INC 8.5000 8.423
46260 5/11/09 287426 NOMURA 4/15/19 1,000,000.00 100.50 1,005,000.00
PUR 5/15/09 404119BE HCA INC 8.5000 8.727
46260 5/20/09 287426 NOMURA 4/15/19 75,000.00 98.500 73,875.00
PUR 5/26/09 404119BE HCA INC 8.5000 8.727
46260 5/29/09 287426 NOMURA 4/15/19 175,000.00 98.500 172,375.00
PUR 4/29/09 413627BG HARRAHS OPPERATING 10.0000 26.082
46479 5/04/09 287426 NOMURA 12/15/18 100,000.00 44.125 44,125.00
PUR 4/30/09 413627BG HARRAHS OPPERATING 10.0000 24.715
46479 5/05/09 287426 NOMURA 12/15/18 25,000.00 46.750 11,687.50
PUR 4/30/09 413627BG HARRAHS OPPERATING 10.0000 24.468
46479 5/05/09 287426 NOMURA 12/15/18 125,000.00 47.250 59,062.50
PUR 5/06/09 413627BG HARRAHS OPPERATING 10.0000 22.752
46479 5/11/09 287426 NOMURA 12/15/18 2,000,000.00 51.000 1,020,000.00
PUR 5/06/09 413627BG HARRAHS OPPERATING 10.0000 22.537
46479 5/11/09 287426 NOMURA 12/15/18 100,000.00 51.500 51,500.00
PUR 5/18/09 413627BG HARRAHS OPPERATING 10.0000 26.476
46479 5/21/09 287426 NOMURA 12/15/18 100,000.00 43.500 43,500.00
PUR 5/18/09 413627BG HARRAHS OPPERATING 10.0000 24.632
46479 5/21/09 287426 NOMURA 12/15/18 25,000.00 47.000 11,750.00
PUR 4/29/09 413627BJ HARRAHS OPERATING CO 10.0000 26.428
46143 5/04/09 287426 NOMURA 12/15/18 100,000.00 43.500 43,500.00
PUR 4/30/09 413627BJ HARRAHS OPERATING CO 10.0000 24.591
46143 5/05/09 287426 NOMURA 12/15/18 25,000.00 47.000 11,750.00
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 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 187
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/29/09 428040BZ HERTZ CORP 8.8750 16.064
46480 5/04/09 287426 NOMURA 1/01/14 300,000.00 77.000 231,000.00
PUR 4/29/09 428040BZ HERTZ CORP 8.8750 16.342
46480 5/04/09 287426 NOMURA 1/01/14 300,000.00 76.250 228,750.00
PUR 4/29/09 428040BZ HERTZ CORP 8.8750 15.880
46480 5/04/09 287426 NOMURA 1/01/14 25,000.00 77.500 19,375.00
PUR 4/29/09 428040BZ HERTZ CORP 8.8750 15.880
46480 5/04/09 287426 NOMURA 1/01/14 100,000.00 77.500 77,500.00
PUR 5/06/09 428040BZ HERTZ CORP 8.8750 12.978
46480 5/11/09 287426 NOMURA 1/01/14 50,000.00 86.000 43,000.00
PUR 5/06/09 428040BZ HERTZ CORP 8.8750 13.385
46480 5/11/09 287426 NOMURA 1/01/14 50,000.00 84.750 42,375.00
PUR 5/06/09 428040BZ HERTZ CORP 8.8750 12.897
46480 5/11/09 287426 NOMURA 1/01/14 250,000.00 86.250 215,625.00
PUR 5/06/09 428040BZ HERTZ CORP 8.8750 12.658
46480 5/11/09 287426 NOMURA 1/01/14 150,000.00 87.000 130,500.00
PUR 5/11/09 428040BZ HERTZ CORP 8.8750 12.904
46480 5/14/09 287426 NOMURA 1/01/14 150,000.00 86.250 129,375.00
PUR 5/20/09 428040BZ HERTZ CORP 8.8750 11.670
46480 5/26/09 287426 NOMURA 1/01/14 200,000.00 90.250 180,500.00
PUR 5/20/09 428040CA HERTZ CORPORATION 10.5000 13.728
42501 5/26/09 287426 NOMURA 1/01/16 500,000.00 86.250 431,250.00
PUR 5/06/09 44107TAF HOST HOTEL RES 9.0000 9.618
46641 5/11/09 287426 NOMURA 5/15/17 425,000.00 96.599 410,545.75
PUR 5/19/09 442488AU K HOVNANIAN ENTERPRISES 6.2500 27.156
42854 5/22/09 287426 NOMURA 1/15/15 500,000.00 41.250 206,250.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 188
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------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/21/09 45773BAC INNOPHOS INC 8.8750 11.294
42300 5/27/09 287426 NOMURA 8/15/14 75,000.00 90.625 67,968.75
PUR 5/06/09 460146CD INTL PAPER CO 9.3750 9.492
46642 5/11/09 287426 NOMURA 5/15/19 500,000.00 99.250 496,250.00
PUR 5/06/09 460146CD INTL PAPER CO 9.3750 9.750
46642 5/11/09 287426 NOMURA 5/15/19 275,000.00 97.634 268,493.50
PUR 5/26/09 460146CD INTL PAPER CO 9.3750 9.772
46642 5/29/09 287426 NOMURA 5/15/19 375,000.00 97.500 365,625.00
PUR 5/07/09 46126PAF INVERNESS MEDICA IMA 9.0000 9.625
46661 5/12/09 287426 NOMURA 5/15/16 275,000.00 96.865 266,378.75
PUR 5/06/09 464592AG ISLE OF CAPRI CASINO 7.0000 12.923
42011 5/11/09 287426 NOMURA 3/01/14 50,000.00 79.250 39,625.00
PUR 5/26/09 48238QAF KAR HLDGS INC 10.0000 15.089
47110 5/29/09 287426 NOMURA 5/01/15 400,000.00 80.500 322,000.00
PUR 4/30/09 549463AC LUCENT TECHNOLOGIES 6.5000 14.112
46495 5/05/09 287426 NOMURA 1/15/28 200,000.00 50.250 100,500.00
PUR 5/05/09 552953AD MGM MIRAGE INC 8.5000 23.122
42205 5/08/09 287426 NOMURA 9/15/10 25,000.00 83.750 20,937.50
PUR 5/05/09 552953AD MGM MIRAGE INC 8.5000 23.378
42205 5/08/09 287426 NOMURA 9/15/10 25,000.00 83.500 20,875.00
PUR 5/13/09 552953AD MGM MIRAGE INC 8.5000 14.241
42205 5/18/09 287426 NOMURA 9/15/10 50,000.00 93.250 46,625.00
PUR 5/13/09 552953AD MGM MIRAGE INC 8.5000 15.371
42205 5/18/09 287426 NOMURA 9/15/10 50,000.00 92.000 46,000.00
PUR 5/05/09 552953AL MGM MIRAGE INC 6.7500 18.907
43610 5/08/09 287426 NOMURA 9/01/12 150,000.00 71.000 106,500.00
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
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 189
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/20/09 552953AL MGM MIRAGE INC 6.7500 21.191
43610 5/26/09 287426 NOMURA 9/01/12 300,000.00 67.125 201,375.00
PUR 4/29/09 552953AR MGM MIRAGE INC 6.6250 21.053
46483 5/04/09 287426 NOMURA 7/15/15 250,000.00 51.250 128,125.00
PUR 5/05/09 552953AR MGM MIRAGE INC 6.6250 14.824
46483 5/08/09 287426 NOMURA 7/15/15 150,000.00 67.500 101,250.00
PUR 5/05/09 552953AW MGM MIRAGE INC 6.7500 19.016
43258 5/08/09 287426 NOMURA 4/01/13 50,000.00 67.250 33,625.00
PUR 4/29/09 552953BB MGM MIRAGE INC 7.6250 20.556
46484 5/04/09 287426 NOMURA 1/15/17 25,000.00 51.000 12,750.00
PUR 5/05/09 552953BB MGM MIRAGE INC 7.6250 15.139
46484 5/08/09 287426 NOMURA 1/15/17 500,000.00 66.500 332,500.00
PUR 4/29/09 552953BC MGM MIRAGE INC 7.5000 21.150
43430 5/04/09 287426 NOMURA 6/01/16 25,000.00 51.000 12,750.00
PUR 5/15/09 552953BD MGM MIRAGE 13.0000 10.503
46959 5/20/09 287426 NOMURA 11/15/13 75,000.00 108.75 81,562.50
PUR 5/14/09 552953BF MGM MIRAGE INC 10.3750 10.342
46924 5/19/09 287426 NOMURA 5/15/14 75,000.00 100.12 75,093.75
PUR 5/14/09 552953BF MGM MIRAGE INC 10.3750 11.125
46924 5/19/09 287426 NOMURA 5/15/14 200,000.00 97.184 194,368.00
PUR 5/14/09 552953BF MGM MIRAGE INC 10.3750 10.211
46924 5/19/09 287426 NOMURA 5/15/14 25,000.00 100.62 25,156.25
PUR 5/14/09 552953BF MGM MIRAGE INC 10.3750 10.211
46924 5/19/09 287426 NOMURA 5/15/14 75,000.00 100.62 75,468.75
PUR 5/14/09 552953BG MGM MIRAGE INC 11.1250 11.311
46925 5/19/09 287426 NOMURA 11/15/17 25,000.00 99.000 24,750.00
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
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 190
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/14/09 552953BG MGM MIRAGE INC 11.1250 11.625
46925 5/19/09 287426 NOMURA 11/15/17 325,000.00 97.344 316,368.00
PUR 5/14/09 552953BG MGM MIRAGE INC 11.1250 11.124
46925 5/19/09 287426 NOMURA 11/15/17 25,000.00 100.00 25,000.00
PUR 5/14/09 552953BG MGM MIRAGE INC 11.1250 11.124
46925 5/19/09 287426 NOMURA 11/15/17 25,000.00 100.00 25,000.00
PUR 4/28/09 55616XAE MACYS RETAIL HLD 8.8750 10.488
46451 5/01/09 287426 NOMURA 7/15/15 25,000.00 92.750 23,187.50
PUR 5/13/09 562567AF MANDALAY RESORT 9.3750 20.306
46913 5/18/09 287426 NOMURA 2/15/10 75,000.00 92.750 69,562.50
PUR 5/13/09 562567AF MANDALAY RESORT 9.3750 19.904
46913 5/18/09 287426 NOMURA 2/15/10 125,000.00 93.000 116,250.00
PUR 5/05/09 570506AE MARKWEST ENERGY PART 8.5000 11.865
46597 5/08/09 287426 NOMURA 7/15/16 125,000.00 84.000 105,000.00
PUR 5/20/09 570506AJ MARKWEST ENERGY 6.8750 12.585
47052 5/26/09 287426 NOMURA 11/01/14 200,000.00 78.000 156,000.00
PUR 4/29/09 577778BS MAY DEPT STORES CO 5.7500 9.501
46482 5/04/09 287426 NOMURA 7/15/14 75,000.00 84.875 63,656.25
PUR 4/30/09 577778BS MAY DEPT STORES CO 5.7500 9.332
46482 5/05/09 287426 NOMURA 7/15/14 100,000.00 85.500 85,500.00
PUR 5/01/09 591709AC METROPCS WIRE 9.2500 9.161
45712 5/06/09 287426 NOMURA 11/01/14 500,000.00 100.37 501,875.00
PUR 5/06/09 60467PAQ MIRANT AMERICAS GENR 8.5000 10.467
42350 5/11/09 287426 NOMURA 10/01/21 1,000,000.00 86.500 865,000.00
PUR 5/06/09 60467PAQ MIRANT AMERICAS GENR 8.5000 10.589
42350 5/11/09 287426 NOMURA 10/01/21 1,000,000.00 85.750 857,500.00
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
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 191
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/29/09 608328AR MOHEGAN TRIBAL GAMIN 6.8750 22.753
46485 5/04/09 287426 NOMURA 2/15/15 300,000.00 50.250 150,750.00
PUR 4/30/09 608328AR MOHEGAN TRIBAL GAMIN 6.8750 18.292
46485 5/05/09 287426 NOMURA 2/15/15 200,000.00 60.250 120,500.00
PUR 4/30/09 608328AR MOHEGAN TRIBAL GAMIN 6.8750 17.996
46485 5/05/09 287426 NOMURA 2/15/15 150,000.00 61.000 91,500.00
PUR 5/05/09 629377AU NRG ENERGY INC 7.3750 8.105
42220 5/08/09 287426 NOMURA 2/01/16 2,000,000.00 96.250 1,925,000.00
PUR 5/19/09 629377AU NRG ENERGY INC 7.3750 8.620
42220 5/22/09 287426 NOMURA 2/01/16 50,000.00 93.750 46,875.00
PUR 5/01/09 629855AE NALCO CO 7.7500 7.638
46551 5/06/09 287426 NOMURA 11/15/11 610,000.00 100.25 611,525.00
PUR 5/08/09 629855AN NALCO CO 8.2500 8.207
46685 5/13/09 287426 NOMURA 5/15/17 50,000.00 100.25 50,125.00
PUR 5/08/09 629855AN NALCO CO 8.2500 8.207
46685 5/13/09 287426 NOMURA 5/15/17 50,000.00 100.25 50,125.00
PUR 5/08/09 629855AN NALCO CO 8.2500 8.625
46685 5/13/09 287426 NOMURA 5/15/17 275,000.00 97.863 269,123.25
PUR 5/08/09 629855AN NALCO CO 8.2500 8.315
46685 5/13/09 287426 NOMURA 5/15/17 25,000.00 99.625 24,906.25
PUR 5/08/09 629855AN NALCO CO 8.2500 8.402
46685 5/13/09 287426 NOMURA 5/15/17 25,000.00 99.125 24,781.25
PUR 5/08/09 629855AN NALCO CO 8.2500 8.207
46685 5/13/09 287426 NOMURA 5/15/17 25,000.00 100.25 25,062.50
PUR 5/08/09 629855AN NALCO CO 8.2500 8.250
46685 5/13/09 287426 NOMURA 5/15/17 25,000.00 100.00 25,000.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 192
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/01/09 65332VBH NEXTEL COMMUNICATNS 6.8750 13.755
45222 5/06/09 287426 NOMURA 10/31/13 500,000.00 77.500 387,500.00
PUR 5/19/09 65332VBH NEXTEL COMMUNICATNS 6.8750 13.099
45222 5/22/09 287426 NOMURA 10/31/13 150,000.00 79.500 119,250.00
PUR 4/28/09 65409QAW NIELSEN FINANCE LLC 11.5000 13.114
46452 5/01/09 287426 NOMURA 5/01/16 50,000.00 92.750 46,375.00
PUR 4/28/09 65409QAW NIELSEN FINANCE LLC 11.5000 13.144
46452 5/01/09 287426 NOMURA 5/01/16 25,000.00 92.625 23,156.25
PUR 4/29/09 65409QAW NIELSEN FINANCE LLC 11.5000 12.853
46452 5/04/09 287426 NOMURA 5/01/16 50,000.00 93.875 46,937.50
PUR 5/01/09 65409QAW NIELSEN FINANCE LLC 11.5000 12.883
46452 5/06/09 287426 NOMURA 5/01/16 500,000.00 93.750 468,750.00
PUR 5/12/09 65409QAW NIELSEN FINANCE LLC 11.5000 12.484
46452 5/15/09 287426 NOMURA 5/01/16 175,000.00 95.500 167,125.00
PUR 5/19/09 67000XAB NOVELIS INC 7.2500 17.232
45245 5/22/09 287426 NOMURA 2/15/15 325,000.00 64.500 209,625.00
PUR 4/29/09 67090FAC NUVEEN INVESTMENTS 10.5000 28.155
42211 5/04/09 287426 NOMURA 11/15/15 50,000.00 48.500 24,250.00
PUR 4/29/09 67090FAC NUVEEN INVESTMENTS 10.5000 26.232
42211 5/04/09 287426 NOMURA 11/15/15 100,000.00 52.000 52,000.00
PUR 5/08/09 67090FAC NUVEEN INVESTMENTS 10.5000 25.012
42211 5/13/09 287426 NOMURA 11/15/15 1,000,000.00 54.500 545,000.00
PUR 5/08/09 67090FAC NUVEEN INVESTMENTS 10.5000 25.135
42211 5/13/09 287426 NOMURA 11/15/15 1,000,000.00 54.250 542,500.00
PUR 5/26/09 67090FAC NUVEEN INVESTMENTS 10.5000 25.068
42211 5/29/09 287426 NOMURA 11/15/15 300,000.00 54.500 163,500.00
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
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 193
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/07/09 69073TAM OWENS BROCKWAY 7.3750 7.994
46662 5/12/09 287426 NOMURA 5/15/16 200,000.00 96.724 193,448.00
PUR 5/18/09 700690AQ CAESARS ENTERTAINMEN 7.8750 37.205
43831 5/21/09 287426 NOMURA 3/15/10 150,000.00 80.750 121,125.00
PUR 5/26/09 700690AQ CAESARS ENTERTAINMEN 7.8750 32.160
43831 5/29/09 287426 NOMURA 3/15/10 75,000.00 84.000 63,000.00
PUR 4/28/09 708130AB JC PENNEY CORP 5.7500 8.354
46450 5/01/09 287426 NOMURA 2/15/18 25,000.00 84.000 21,000.00
PUR 4/29/09 708130AC JC PENNEY CORP 6.3750 9.055
46481 5/04/09 287426 NOMURA 10/15/36 50,000.00 73.000 36,500.00
PUR 4/29/09 708130AC JC PENNEY CORP 6.3750 9.055
46481 5/04/09 287426 NOMURA 10/15/36 25,000.00 73.000 18,250.00
PUR 4/30/09 708130AC JC PENNEY CORP 6.3750 8.991
46481 5/05/09 287426 NOMURA 10/15/36 50,000.00 73.500 36,750.00
PUR 4/30/09 708130AC JC PENNEY CORP 6.3750 8.864
46481 5/05/09 287426 NOMURA 10/15/36 100,000.00 74.510 74,510.00
PUR 4/28/09 708160BQ PENNEY J C INC DEB 7.9500 8.932
46453 5/01/09 287426 NOMURA 4/01/17 25,000.00 94.500 23,625.00
PUR 5/20/09 726505AG PLAINS EXPLORATION & PRO 10.0000 10.254
44988 5/26/09 287426 NOMURA 3/01/16 100,000.00 98.750 98,750.00
PUR 5/18/09 74913GAC QWEST CORP 8.8750 8.764
43938 5/21/09 287426 NOMURA 3/15/12 500,000.00 100.25 501,250.00
PUR 5/18/09 74913GAC QWEST CORP 8.8750 8.815
43938 5/21/09 287426 NOMURA 3/15/12 500,000.00 100.12 500,625.00
PUR 5/11/09 75281AAK RANGE RESOURCES CORP 8.0000 8.750
46751 5/14/09 287426 NOMURA 5/15/19 125,000.00 95.067 118,833.75
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 194
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/12/09 75281AAK RANGE RESOURCES CORP 8.0000 8.682
46751 5/15/09 287426 NOMURA 5/15/19 125,000.00 95.500 119,375.00
PUR 5/12/09 75281AAK RANGE RESOURCES CORP 8.0000 8.682
46751 5/15/09 287426 NOMURA 5/15/19 50,000.00 95.500 47,750.00
PUR 5/12/09 75281AAK RANGE RESOURCES CORP 8.0000 8.702
46751 5/15/09 287426 NOMURA 5/15/19 75,000.00 95.375 71,531.25
PUR 5/13/09 75281AAK RANGE RESOURCES CORP 8.0000 8.644
46751 5/18/09 287426 NOMURA 5/15/19 75,000.00 95.750 71,812.50
PUR 5/15/09 75886AAC REGENCY ENERGY P 9.3750 10.500
46960 5/20/09 287426 NOMURA 6/01/16 325,000.00 94.496 307,112.00
PUR 5/18/09 75886AAC REGENCY ENERGY P 9.3750 10.606
46960 5/21/09 287426 NOMURA 6/01/16 75,000.00 94.000 70,500.00
PUR 5/14/09 767201AH RIO TINTO FIN USA LT 9.0000 8.471
46197 5/19/09 287426 NOMURA 5/01/19 100,000.00 103.50 103,500.00
PUR 5/14/09 767201AH RIO TINTO FIN USA LT 9.0000 8.471
46197 5/19/09 287426 NOMURA 5/01/19 75,000.00 103.50 77,625.00
PUR 5/18/09 767201AH RIO TINTO FIN USA LT 9.0000 8.252
46197 5/21/09 287426 NOMURA 5/01/19 600,000.00 105.00 630,000.00
PUR 5/20/09 767201AH RIO TINTO FIN USA LT 9.0000 8.089
46197 5/26/09 287426 NOMURA 5/01/19 550,000.00 106.12 583,687.50
PUR 5/05/09 767754BQ RITE AID CORP 9.3750 22.125
43655 5/08/09 287426 NOMURA 12/15/15 1,250,000.00 56.750 709,375.00
PUR 5/05/09 767754BT RITE AID CORP 9.5000 20.631
43874 5/08/09 287426 NOMURA 6/15/17 750,000.00 57.000 427,500.00
PUR 5/07/09 767754BV RITE AID CORP 10.3750 13.107
46663 5/12/09 287426 NOMURA 7/15/16 75,000.00 87.500 65,625.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 195
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 4/30/09 783764AN RYLAND GROUP 8.4000 8.750
46496 5/05/09 287426 NOMURA 5/15/17 100,000.00 98.006 98,006.00
PUR 4/28/09 800907AJ SANMINA SCI CORP 6.7500 25.333
46436 5/01/09 287426 NOMURA 3/01/13 125,000.00 56.000 70,000.00
PUR 5/20/09 800907AK SANMINA SCI C 8.1250 20.483
45733 5/26/09 287426 NOMURA 3/01/16 100,000.00 55.750 55,750.00
PUR 4/28/09 81180VAA SEAGATE TECH INT 10.0000 11.250
46454 5/01/09 287426 NOMURA 5/01/14 150,000.00 95.317 142,975.50
PUR 5/26/09 812141AP SEALY CORPORATION 10.8750 10.661
47111 5/29/09 287426 NOMURA 4/15/16 25,000.00 101.00 25,250.00
PUR 5/26/09 812141AP SEALY CORPORATION 10.8750 11.738
47111 5/29/09 287426 NOMURA 4/15/16 125,000.00 95.976 119,970.00
PUR 5/26/09 812141AP SEALY CORPORATION 10.8750 10.922
47111 5/29/09 287426 NOMURA 4/15/16 100,000.00 99.750 99,750.00
PUR 5/26/09 812141AP SEALY CORPORATION 10.8750 10.713
47111 5/29/09 287426 NOMURA 4/15/16 100,000.00 100.75 100,750.00
PUR 5/26/09 812141AP SEALY CORPORATION 10.8750 10.765
47111 5/29/09 287426 NOMURA 4/15/16 100,000.00 100.50 100,500.00
PUR 5/26/09 812141AP SEALY CORPORATION 10.8750 10.817
47111 5/29/09 287426 NOMURA 4/15/16 100,000.00 100.25 100,250.00
PUR 5/07/09 827048AL SILGAN HOLDINGS 7.2500 7.744
46664 5/12/09 287426 NOMURA 8/15/16 225,000.00 97.280 218,880.00
PUR 5/12/09 83545GAG SONIC AUTOMOTIVE 8.6250 22.854
46765 5/15/09 287426 NOMURA 8/15/13 125,000.00 62.500 78,125.00
PUR 5/26/09 852060AJ SPRINT CAPITAL CORP 7.6250 8.763
43922 5/29/09 287426 NOMURA 1/30/11 50,000.00 98.250 49,125.00
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
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DURING THE PERIOD 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 196
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INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/01/09 852060AS SPRINT CAPITAL CORP 8.3750 9.958
43558 5/06/09 287426 NOMURA 3/15/12 940,000.00 96.125 903,575.00
PUR 5/15/09 85375CAT STANDARD PACIFIC CORPORATIO 7.0000 17.843
42598 5/20/09 287426 NOMURA 8/15/15 225,000.00 60.125 135,281.25
PUR 5/20/09 867363AM SUNGARD DATA SYS INC 10.6250 11.876
43104 5/26/09 287426 NOMURA 5/15/15 475,000.00 94.750 450,062.50
PUR 5/04/09 868536AT SUPERVALU INC 8.0000 8.335
46572 5/07/09 287426 NOMURA 5/01/16 25,000.00 98.250 24,562.50
PUR 5/04/09 868536AT SUPERVALU INC 8.0000 8.190
46572 5/07/09 287426 NOMURA 5/01/16 25,000.00 99.000 24,750.00
PUR 5/04/09 868536AT SUPERVALU INC 8.0000 8.579
46572 5/07/09 287426 NOMURA 5/01/16 50,000.00 97.000 48,500.00
PUR 5/04/09 868536AT SUPERVALU INC 8.0000 8.359
46572 5/07/09 287426 NOMURA 5/01/16 25,000.00 98.125 24,531.25
PUR 5/04/09 868536AT SUPERVALU INC 8.0000 8.287
46572 5/07/09 287426 NOMURA 5/01/16 25,000.00 98.500 24,625.00
PUR 5/04/09 868536AT SUPERVALU INC 8.0000 8.263
46572 5/07/09 287426 NOMURA 5/01/16 50,000.00 98.625 49,312.50
PUR 5/04/09 868536AT SUPERVALU INC 8.0000 8.335
46572 5/07/09 287426 NOMURA 5/01/16 25,000.00 98.250 24,562.50
PUR 5/08/09 87264MAB TRW AUTOMOTIVE 7.2500 15.580
46686 5/13/09 287426 NOMURA 3/15/17 100,000.00 63.000 63,000.00
PUR 5/05/09 878742AG TECK RESOURCES 9.7500 11.000
46598 5/08/09 287426 NOMURA 5/15/14 425,000.00 95.270 404,897.50
PUR 5/12/09 878742AG TECK RESOURCES 9.7500 10.470
46598 5/15/09 287426 NOMURA 5/15/14 100,000.00 97.250 97,250.00
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 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 197
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/14/09 878742AG TECK RESOURCES 9.7500 10.808
46598 5/19/09 287426 NOMURA 5/15/14 125,000.00 96.000 120,000.00
PUR 5/19/09 878742AG TECK RESOURCES 9.7500 10.272
46598 5/22/09 287426 NOMURA 5/15/14 50,000.00 98.000 49,000.00
PUR 5/05/09 878742AK TECK RESOURCES 10.2500 11.375
46599 5/08/09 287426 NOMURA 5/15/16 350,000.00 94.654 331,289.00
PUR 5/05/09 878742AN TECK RESOURCES 10.7500 11.625
46600 5/08/09 287426 NOMURA 5/15/19 425,000.00 94.893 403,295.25
PUR 5/15/09 878742AN TECK RESOURCES 10.7500 11.001
46600 5/20/09 287426 NOMURA 5/15/19 100,000.00 98.500 98,500.00
PUR 5/21/09 878742AN TECK RESOURCES 10.7500 10.584
46600 5/27/09 287426 NOMURA 5/15/19 150,000.00 101.00 151,500.00
PUR 5/21/09 878742AN TECK RESOURCES 10.7500 10.584
46600 5/27/09 287426 NOMURA 5/15/19 150,000.00 101.00 151,500.00
PUR 5/26/09 878742AN TECK RESOURCES 10.7500 10.461
46600 5/29/09 287426 NOMURA 5/15/19 375,000.00 101.75 381,562.50
PUR 5/11/09 88033GBA TENET HEALTHCARE 9.8750 11.041
46752 5/14/09 287426 NOMURA 7/01/14 75,000.00 95.500 71,625.00
PUR 5/11/09 88033GBA TENET HEALTHCARE 9.8750 10.907
46752 5/14/09 287426 NOMURA 7/01/14 50,000.00 96.000 48,000.00
PUR 5/12/09 88033GBA TENET HEALTHCARE 9.8750 10.908
46752 5/15/09 287426 NOMURA 7/01/14 50,000.00 96.000 48,000.00
PUR 5/13/09 88033GBA TENET HEALTHCARE 9.8750 10.843
46752 5/18/09 287426 NOMURA 7/01/14 25,000.00 96.250 24,062.50
PUR 5/26/09 88033GBA TENET HEALTHCARE 9.8750 10.321
46752 5/29/09 287426 NOMURA 7/01/14 75,000.00 98.250 73,687.50
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 198
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/07/09 88033GBC TENET HEALTH CARE CORP 9.2500 10.487
43348 5/12/09 287426 NOMURA 2/01/15 1,000,000.00 94.750 947,500.00
PUR 5/08/09 88033GBC TENET HEALTH CARE CORP 9.2500 10.396
43348 5/13/09 287426 NOMURA 2/01/15 1,000,000.00 95.125 951,250.00
PUR 5/05/09 880349AK TENNECO INC 8.1250 26.120
46603 5/08/09 287426 NOMURA 11/15/15 50,000.00 45.000 22,500.00
PUR 5/05/09 880349AK TENNECO INC 8.1250 26.996
46603 5/08/09 287426 NOMURA 11/15/15 75,000.00 43.500 32,625.00
PUR 4/29/09 882330AF TEXAS COMPETITIVE 10.5000 26.300
44548 5/04/09 287426 NOMURA 11/01/15 100,000.00 52.000 52,000.00
PUR 4/29/09 882330AG TEXAN COMPETITIVE ELEC HLD 10.2500 25.773
44571 5/04/09 287426 NOMURA 11/01/15 100,000.00 52.250 52,250.00
PUR 5/06/09 882330AG TEXAN COMPETITIVE ELEC HLD 10.2500 19.602
44571 5/11/09 287426 NOMURA 11/01/15 75,000.00 66.500 49,875.00
PUR 5/06/09 882330AG TEXAN COMPETITIVE ELEC HLD 10.2500 19.237
44571 5/11/09 287426 NOMURA 11/01/15 250,000.00 67.500 168,750.00
PUR 4/28/09 882330AH TEXAS COMPETI 10.5000 10.500
45741 5/01/09 287426 NOMURA 11/01/16 4,500.00 100.00 4,500.00
PUR 5/26/09 90320LAC UPC HOLDING BV 9.8750 10.397
47112 5/29/09 287426 NOMURA 4/15/18 600,000.00 97.000 582,000.00
PUR 5/26/09 90320LAC UPC HOLDING BV 9.8750 10.419
47112 5/29/09 287426 NOMURA 4/15/18 100,000.00 96.875 96,875.00
PUR 5/26/09 90320LAC UPC HOLDING BV 9.8750 10.441
47112 5/29/09 287426 NOMURA 4/15/18 100,000.00 96.750 96,750.00
PUR 5/26/09 90320LAC UPC HOLDING BV 9.8750 10.441
47112 5/29/09 287426 NOMURA 4/15/18 100,000.00 96.750 96,750.00
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 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 199
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/26/09 90320LAC UPC HOLDING BV 9.8750 10.486
47112 5/29/09 287426 NOMURA 4/15/18 100,000.00 96.500 96,500.00
PUR 5/26/09 90320LAC UPC HOLDING BV 9.8750 10.531
47112 5/29/09 287426 NOMURA 4/15/18 100,000.00 96.250 96,250.00
PUR 5/26/09 90320LAC UPC HOLDING BV 9.8750 10.531
47112 5/29/09 287426 NOMURA 4/15/18 100,000.00 96.250 96,250.00
PUR 5/26/09 90320LAC UPC HOLDING BV 9.8750 11.241
47112 5/29/09 287426 NOMURA 4/15/18 100,000.00 92.427 92,427.00
PUR 5/15/09 904201AA UNIVISION COMM 9.7500 52.662
42020 5/20/09 287426 NOMURA 3/15/15 75,000.00 23.750 17,812.50
PUR 5/01/09 912656AG US STEEL CORP 7.0000 11.189
46552 5/06/09 287426 NOMURA 2/01/18 100,000.00 77.000 77,000.00
PUR 5/20/09 912656AG US STEEL CORP 7.0000 10.268
46552 5/26/09 287426 NOMURA 2/01/18 500,000.00 81.500 407,500.00
PUR 5/20/09 912656AG US STEEL CORP 7.0000 10.217
46552 5/26/09 287426 NOMURA 2/01/18 175,000.00 81.750 143,062.50
PUR 5/06/09 912909AB US STEEL CORP 5.6500 10.009
46643 5/11/09 287426 NOMURA 6/01/13 300,000.00 85.750 257,250.00
PUR 5/12/09 913405AC UNIVERSAL CITY DEV PARTNERS 11.7500 17.938
43688 5/15/09 287426 NOMURA 4/01/10 250,000.00 95.125 237,812.50
PUR 5/08/09 913406AC UNIVERSAL CITY FL 5.9200 52.093
46687 5/13/09 287426 NOMURA 5/01/10 80,000.00 68.000 54,400.00
PUR 5/08/09 913406AF UNIVERSAL CITY FL 8.3750 43.364
46688 5/13/09 287426 NOMURA 5/01/10 800,000.00 74.500 596,000.00
PUR 5/14/09 913406AF UNIVERSAL CITY FL 8.3750 49.420
46688 5/19/09 287426 NOMURA 5/01/10 175,000.00 71.500 125,125.00
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 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 200
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TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
------ -------- -------- --------------------------- -------- -------------- ------ ---------- -------------- --------------
PUR 5/18/09 92658TAM VIDEOTRON LTEE 9.1250 8.493
47027 5/21/09 287426 NOMURA 4/15/18 100,000.00 103.87 103,875.00
PUR 5/26/09 92658TAN VIDEOTRON LTEE 9.1250 8.552
47363 5/29/09 287426 NOMURA 4/15/18 400,000.00 103.49 413,980.63
PUR 5/22/09 92933BAA WMG ACQUSITION CORP 9.5000 10.250
47081 5/28/09 287426 NOMURA 6/15/16 200,000.00 96.289 192,578.00
PUR 5/08/09 97381WAC WINDSTREAM CORP 8.1250 8.334
44757 5/13/09 287426 NOMURA 8/01/13 3,000,000.00 99.250 2,977,500.00
PUR 1/06/09 9TERM0FF GREEKTOWN HOLDINGS 27.509
46914 5/15/09 287426 NOMURA 12/03/12 50,000.00 40.052 20,026.10
-------------- ---------- -------------- --------------
SUBTOTAL FIXED PURCHASES: 66,370,500.00 55,699,754.48
-------------- ---------- -------------- --------------
TOTAL FUND PURCHASES: 66,370,500.00 55,699,754.48
SALES OF FIXED INCOME SECURITIES
--------------------------------
SALE 4/28/09 01958XAZ ALLIED WASTE NORTH AMER INC 7.8750 8.003
44895 5/01/09 287426 NOMURA 4/15/13 150,000.00 100.87 151,312.50 1,961.67
SALE 4/28/09 01958XBF ALLIED WASTE 6.1250 9.127
45643 5/01/09 287426 NOMURA 2/15/14 35,000.00 95.500 33,425.00 2,434.13
SALE 4/28/09 01958XBK ALLIED WASTE 6.3750 5.955
45644 5/01/09 287426 NOMURA 4/15/11 160,000.00 99.500 159,200.00 -2,018.66
SALE 4/28/09 01958XBR ALLIED WASTE NORTH 7.1250 7.578
44914 5/01/09 287426 NOMURA 5/15/16 25,000.00 96.750 24,187.50 -202.20
SALE 4/30/09 049302AB ATLAS ENERGY 10.7500 15.968
45651 5/05/09 287426 NOMURA 2/01/18 95,000.00 88.500 84,075.00 12,058.18
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 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 201
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TRXN/ TRADE/ 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 5/11/09 21036PAC CONSTELLATION BRDS 8.1250 12.276
44111 5/14/09 287426 NOMURA 1/15/12 100,000.00 100.00 100,000.00 9,239.71
SALE 4/28/09 23327BAA DJO FINANCE L 10.8750 10.969
45670 5/01/09 287426 NOMURA 11/15/14 200,000.00 77.000 154,000.00 -45,215.95
SALE 5/19/09 23331ABB DR HORTON CV 2.0000 2.000
46683 5/22/09 287426 NOMURA 5/15/14 75,000.00 100.00 75,000.00
SALE 5/06/09 28336LBR EL PASO NATL GAS 7.2500 11.531
44165 5/11/09 287426 NOMURA 6/01/18 25,000.00 92.500 23,125.00 4,045.86
SALE 5/15/09 319963AP FIRST DATA CORP 9.8750 18.449
44687 5/20/09 287426 NOMURA 9/24/15 125,000.00 62.500 78,125.00 -7,687.03
SALE 5/15/09 319963AP FIRST DATA CORP 9.8750 18.449
44687 5/20/09 287426 NOMURA 9/24/15 75,000.00 62.500 46,875.00 -4,612.22
SALE 5/15/09 319963AP FIRST DATA CORP 9.8750 18.449
44687 5/20/09 287426 NOMURA 9/24/15 75,000.00 62.500 46,875.00 -4,612.22
SALE 5/11/09 350472AC FOUNDATION PA 7.2500 7.195
45687 5/14/09 287426 NOMURA 8/01/14 95,000.00 93.000 88,350.00 -6,857.45
SALE 4/28/09 35671DAS FREEPORT MCMORAN 8.3750 11.181
42929 5/01/09 287426 NOMURA 4/01/17 25,000.00 97.125 24,281.25 2,907.33
SALE 4/28/09 35671DAS FREEPORT MCMORAN 8.3750 11.181
42929 5/01/09 287426 NOMURA 4/01/17 75,000.00 97.125 72,843.75 8,722.00
SALE 5/07/09 36186CAN GENERAL MOTORS ACCEPTANCE C 7.7500 -12.07
44236 5/12/09 287426 NOMURA 1/19/10 135,000.00 92.000 124,200.00 -41,692.31
SALE 4/29/09 367905AB GAYLORD ENTER 8.0000 10.066
45689 5/04/09 287426 NOMURA 11/15/13 80,000.00 73.000 58,400.00 -15,698.49
SALE 5/14/09 413627BC HARRAH'S OPERATING 10.0000 10.237
46056 5/19/09 287426 NOMURA 12/15/18 40,000.00 52.000 20,800.00 -18,622.82
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 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 202
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TRXN/ TRADE/ 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 4/28/09 44108EAS HOST MARRIOTT LP 7.1250 11.409
42009 5/01/09 287426 NOMURA 11/01/13 25,000.00 93.000 23,250.00 1,939.80
SALE 4/28/09 45822EAD INTELSAT SUBS 8.5000 12.742
45701 5/01/09 287426 NOMURA 1/15/13 65,000.00 97.750 63,537.50 6,505.98
SALE 5/05/09 46284PAL IRON MOUNTAIN 8.0000 8.317
42372 5/08/09 287426 NOMURA 6/15/20 250,000.00 97.250 243,125.00 -1,171.98
SALE 4/28/09 502413AS L-3 COMMUNICA 5.8750 7.003
45705 5/01/09 287426 NOMURA 1/15/15 155,000.00 93.000 144,150.00 -2,720.79
SALE 4/28/09 526057AZ LENNAR CORP 12.2500 12.627
46435 5/01/09 287426 NOMURA 6/01/17 25,000.00 101.12 25,281.25 756.48
SALE 5/06/09 526057AZ LENNAR CORP 12.2500 12.627
46435 5/11/09 287426 NOMURA 6/01/17 100,000.00 103.50 103,500.00 5,389.60
SALE 4/30/09 52736RAV LEVI STRAUSS 8.8750 11.597
45709 5/05/09 287426 NOMURA 4/01/16 65,000.00 88.000 57,200.00 463.18
SALE 5/13/09 552953AG MGM MIRAGE 5.8750 24.850
46382 5/18/09 287426 NOMURA 2/27/14 25,000.00 69.000 17,250.00 5,111.83
SALE 5/21/09 552953BD MGM MIRAGE 13.0000 10.503
46959 5/27/09 287426 NOMURA 11/15/13 75,000.00 110.00 82,500.00 964.31
SALE 5/11/09 594087AJ MICHAELS STOR 10.0000 15.080
45713 5/14/09 287426 NOMURA 11/01/14 20,000.00 69.250 13,850.00 -2,454.90
SALE 5/15/09 76010RAC RENTAL SERVICE CORP 9.5000 14.799
42214 5/20/09 287426 NOMURA 12/01/14 50,000.00 73.000 36,500.00 -3,721.15
SALE 5/07/09 767201AF RIO TINTO FINANCE 8.9500 9.250
46198 5/12/09 287426 NOMURA 5/01/14 50,000.00 107.50 53,750.00 4,340.25
SALE 5/14/09 767754BQ RITE AID CORP 9.3750 25.604
43655 5/19/09 287426 NOMURA 12/15/15 100,000.00 53.250 53,250.00 3,659.84
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 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 203
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TRXN/ TRADE/ 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 5/14/09 767754BQ RITE AID CORP 9.3750 25.604
43655 5/19/09 287426 NOMURA 12/15/15 125,000.00 54.000 67,500.00 5,512.30
SALE 5/14/09 767754BT RITE AID CORP 9.5000 20.979
43874 5/19/09 287426 NOMURA 6/15/17 75,000.00 54.000 40,500.00 -1,640.17
SALE 5/14/09 767754BT RITE AID CORP 9.5000 20.979
43874 5/19/09 287426 NOMURA 6/15/17 75,000.00 53.000 39,750.00 -2,390.17
SALE 4/30/09 77531QAP ROGERS WIRELESS INC 8.0000 8.987
44035 5/05/09 287426 NOMURA 12/15/12 155,000.00 102.50 158,875.00 8,528.25
SALE 5/06/09 783764AN RYLAND GROUP 8.4000 8.750
46496 5/11/09 287426 NOMURA 5/15/17 100,000.00 98.125 98,125.00 113.35
SALE 5/11/09 79546VAC SALLY HOLDING 9.2500 9.004
45732 5/14/09 287426 NOMURA 11/15/14 60,000.00 102.25 61,350.00 720.94
SALE 5/08/09 79546VAF SALLY HOLDINGS 10.5000 14.005
44312 5/13/09 287426 NOMURA 11/15/16 150,000.00 101.50 152,250.00 26,202.39
SALE 5/07/09 852060AD SPRINT CAPITA 6.8750 8.403
45737 5/12/09 287426 NOMURA 11/15/28 45,000.00 71.000 31,950.00 -6,510.52
SALE 4/30/09 88033GBA TENET HEALTHCARE CORP 9.8750 15.748
43656 5/05/09 287426 NOMURA 7/01/14 350,000.00 93.000 325,500.00 46,424.68
SALE 4/29/09 92276MAH VENTAS REALTY 6.6250 7.285
42288 5/04/09 287426 NOMURA 10/15/14 500,000.00 95.275 476,375.00 -8,977.36
-------------- ---------- -------------- --------------
SUBTOTAL FIXED SALES: 4,230,000.00 3,734,393.75 -18,804.33
S T A T E O F N E W J E R S E Y 5167
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS
DURING THE PERIOD 5/01/09 THROUGH 5/31/09
NOMURA (5167) -Cont. PAGE: 204
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TRXN/ TRADE/ 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 5/18/09 35671D78 FREEPORT-MCMORAN COPPER & G
44758 5/21/09 287426 NOMURA 325.00 76.298 16.25 24,780.61 5,330.84
-------------- ---------- -------------- --------------
SUBTOTAL STOCK SALES: 325.00 24,780.61 5,330.84
16.25
-------------- ---------- -------------- --------------
TOTAL FUND SALES: 4,230,325.00 3,759,174.36 -13,473.49
16.25
END OF REPORT FOR: NOMURA