Domestic Report
S T A T E O F N E W J E R S E Y 4300 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
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 8/13/10 09367920 BLOCKBUSTER INC. CL B .03 28917 8/18/10 424085 INSTINET (DOMESTIC) 26,700.00 .060 133.50 1,468.47 -131,083.69
SALE 8/26/10 57906410 MCAFEE, INC. 19.91 28091 8/31/10 424121 DEUTSCHE BANK AG (DOMESTIC) 25,000.00 47.117 1,000.00 1,176,892.59 812,953.84
SALE 8/26/10 69525710 PACTIV CORPORATION 3.53 15083 8/31/10 424121 DEUTSCHE BANK AG (DOMESTIC) 6,500.00 32.156 260.00 208,747.22 18,671.04 SUBTOTAL STOCK SALES: 58,200.00 23.47 1,387,108.28 700,541.19 1,393.50 TOTAL FUND SALES: 58,200.00 23.47 1,387,108.28 700,541.19 1,393.50
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 8/01/10 THROUGH 8/31/10
DCP SMALL CAP. (EQUITY) (4302) PAGE: 2 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALES OF STOCK AND OTHER EQUITIES ------
SALE 7/30/10 04014910 ARGON ST, INC. 2.92 34114 8/04/10 424041 CREDIT SUISSE SEC (AES) 5,000.00 34.480 50.00 172,347.08 22,821.58
SALE 7/30/10 45840J10 INTERACTIVE DATA CORP. 20208 8/02/10 424042 TENDERED 13,000.00 33.860 440,180.00 351,027.60 ------SUBTOTAL STOCK SALES: 18,000.00 2.92 612,527.08 373,849.18 50.00 ------TOTAL FUND SALES: 18,000.00 2.92 612,527.08 373,849.18 50.00
END OF REPORT FOR: DCP SMALL CAP. (EQUITY)
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) PAGE: 3 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PURCHASE OF STOCK AND OTHER EQUITIES ------
PUR 7/30/10 03783310 APPLE INC 36208 8/04/10 424039 CREDIT SUISSE SEC (AES) 500.00 257.49 5.00 128,751.50
PUR 8/25/10 03783310 APPLE INC 36208 8/30/10 424115 UBS WARBURG LLC 500.00 238.45 15.00 119,240.50
PUR 7/29/10 04273510 ARROW ELECTRONICS INC 52840 8/03/10 424035 DEUTSCHE BANK AG (DOMESTIC) 25,000.00 24.948 1,000.00 624,702.50
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
PUR 7/30/10 04273510 ARROW ELECTRONICS INC 52840 8/04/10 424039 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 24.540 60.00 49,140.00
PUR 8/03/10 05722410 BAKER HUGHES IN 52887 8/06/10 424049 OPPENHEIMER & CO., INC 18,000.00 43.308 540.00 780,091.20
PUR 8/04/10 05722410 BAKER HUGHES IN 52887 8/09/10 424055 OPPENHEIMER & CO., INC 1,000.00 42.345 30.00 42,375.00
PUR 8/11/10 05722410 BAKER HUGHES IN 52887 8/16/10 424075 OPPENHEIMER & CO., INC 1,000.00 40.520 30.00 40,550.00
PUR 8/23/10 12526910 CF INDUSTRIES HOLDINGS INC 53186 8/26/10 424107 DEUTSCHE BANK AG (DOMESTIC) 7,000.00 90.616 210.00 634,523.40
PUR 8/23/10 12526910 CF INDUSTRIES HOLDINGS INC 53186 8/26/10 424107 OPPENHEIMER & CO., INC 1,000.00 89.500 30.00 89,530.00
PUR 8/10/10 12591930 CPI AEROSTRUCTURES INC 51344 8/13/10 424071 OPPENHEIMER & CO., INC 2,000.00 9.850 60.00 19,760.00
PUR 7/28/10 12960310 CALGON CARBON CORP 52760 8/02/10 424031 OPPENHEIMER & CO., INC 2,000.00 13.590 80.00 27,259.40
PUR 8/02/10 12960310 CALGON CARBON CORP 52760 8/05/10 424045 OPPENHEIMER & CO., INC 2,000.00 13.470 60.00 27,000.00
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 4 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/03/10 13342B10 CAMERON INTERNATIONAL CORP 52885 8/06/10 424049 OPPENHEIMER & CO., INC 13,000.00 39.850 390.00 518,438.70
PUR 8/11/10 13342B10 CAMERON INTERNATIONAL CORP 52885 8/16/10 424075 OPPENHEIMER & CO., INC 2,000.00 36.797 60.00 73,653.80
PUR 8/19/10 14343640 CARMIKE CINEMAS 53156 8/24/10 424099 UBS WARBURG LLC 25,000.00 6.379 750.00 160,217.50
PUR 8/20/10 14343640 CARMIKE CINEMAS 53156 8/25/10 424103 UBS WARBURG LLC 5,000.00 6.138 150.00 30,841.50
PUR 8/23/10 14343640 CARMIKE CINEMAS 53156 8/26/10 424107 UBS WARBURG LLC 20,000.00 6.068 600.00 121,968.00
PUR 8/24/10 14343640 CARMIKE CINEMAS 53156 8/27/10 424111 UBS WARBURG LLC 10,000.00 5.920 300.00 59,495.00
PUR 8/25/10 14343640 CARMIKE CINEMAS 53156 8/30/10 424115 UBS WARBURG LLC 10,000.00 5.794 300.00 58,238.00
PUR 7/30/10 14965A10 CAVIUM NETWORKS INC 52856 8/04/10 424039 INSTINET (DOMESTIC) 20,000.00 26.551 140.00 531,150.00
PUR 8/02/10 14965A10 CAVIUM NETWORKS INC 52856 8/05/10 424045 CREDIT SUISSE SEC (AES) 1,000.00 27.324 10.00 27,334.00
PUR 8/13/10 14965A10 CAVIUM NETWORKS INC 52856 8/18/10 424083 CREDIT SUISSE SEC (AES) 1,000.00 23.757 10.00 23,767.00
PUR 8/02/10 16282510 CHECKPOINT SYSTEMS INC 52761 8/05/10 424045 OPPENHEIMER & CO., INC 2,000.00 20.151 60.00 40,361.00
PUR 8/04/10 16282510 CHECKPOINT SYSTEMS INC 52761 8/09/10 424055 OPPENHEIMER & CO., INC 2,000.00 20.146 60.00 40,351.00
PUR 8/11/10 16282510 CHECKPOINT SYSTEMS INC 52761 8/16/10 424075 OPPENHEIMER & CO., INC 6,000.00 18.034 180.00 108,385.80
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 5 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/11/10 16282510 CHECKPOINT SYSTEMS INC 52761 8/16/10 424075 OPPENHEIMER & CO., INC 10,000.00 18.592 300.00 186,217.00 ------======------
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
2 INTRA-DAY TRANSACTIONS SUBTOTAL: 16,000.00 18.383 294,602.80 480.00
PUR 8/24/10 16282510 CHECKPOINT SYSTEMS INC 52761 8/27/10 424111 OPPENHEIMER & CO., INC 1,000.00 18.080 30.00 18,110.00
PUR 7/28/10 16516710 CHESAPEAKE ENERGY CORP. 41851 8/02/10 424031 OPPENHEIMER & CO., INC 10,000.00 21.061 300.00 210,905.00
PUR 7/30/10 16516710 CHESAPEAKE ENERGY CORP. 41851 8/04/10 424039 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 20.800 60.00 41,660.00
PUR 7/29/10 19416210 COLGATE-PALMOLIVE CO 52110 8/03/10 424035 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 77.729 30.00 77,759.00
PUR 8/23/10 20416610 COMMVAULT SYSTEMS INC 53187 8/26/10 424107 UBS WARBURG LLC 7,000.00 23.663 210.00 165,848.20
PUR 8/24/10 20416610 COMMVAULT SYSTEMS INC 53187 8/27/10 424111 UBS WARBURG LLC 3,000.00 23.955 90.00 71,956.20
PUR 8/26/10 22544710 CREE INC 52054 8/31/10 424119 UBS WARBURG LLC 1,000.00 56.455 30.00 56,485.20
PUR 8/10/10 23326R10 DG FASTCHANNEL 52270 8/13/10 424071 JANNEY MONTGOMERY SCOTT 3,400.00 33.801 102.00 115,026.76
PUR 8/11/10 23326R10 DG FASTCHANNEL 52270 8/16/10 424075 JANNEY MONTGOMERY SCOTT 2,000.00 34.663 60.00 69,386.00
PUR 8/23/10 23326R10 DG FASTCHANNEL 52270 8/26/10 424107 UBS WARBURG LLC 2,000.00 28.637 60.00 57,333.60
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 6 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/24/10 23326R10 DG FASTCHANNEL 52270 8/27/10 424111 UBS WARBURG LLC 2,000.00 27.730 60.00 55,519.20
PUR 8/25/10 23326R10 DG FASTCHANNEL 52270 8/30/10 424115 UBS WARBURG LLC 3,000.00 27.097 90.00 81,382.20
PUR 8/26/10 23326R10 DG FASTCHANNEL 52270 8/31/10 424119 UBS WARBURG LLC 2,000.00 28.012 60.00 56,083.40
PUR 8/24/10 24702R10 DELL INC 53191 8/27/10 424111 UBS WARBURG LLC 50,000.00 11.580 1,500.00 580,500.00
PUR 8/03/10 25468710 WALT DISNEY CO 50280 8/06/10 424049 OPPENHEIMER & CO., INC 1,000.00 34.430 30.00 34,460.00
PUR 8/11/10 25470M10 DISH NETWORKS 48225 8/16/10 424075 JANNEY MONTGOMERY SCOTT 1,000.00 18.260 30.00 18,290.00
PUR 8/23/10 25541310 DIVX INC 52660 8/26/10 424107 UBS WARBURG LLC 10,000.00 7.669 300.00 76,991.00
PUR 8/26/10 25541310 DIVX INC 52660 8/31/10 424119 UBS WARBURG LLC 4,000.00 7.545 120.00 30,299.20
PUR 7/30/10 26054310 DOW CHEMICAL 51832 8/04/10 424039 OPPENHEIMER & CO., INC 2,000.00 27.100 60.00 54,260.00
PUR 8/12/10 26864810 EMC CORP MASS 53021 8/17/10 424079 OPPENHEIMER & CO., INC 30,000.00 18.680 900.00 561,300.00
PUR 7/29/10 29152510 EMMIS COMMUNICATIONS 51210 8/03/10 424035 CREDIT SUISSE SEC (AES) 10,000.00 2.003 100.00 20,125.00
PUR 8/03/10 29152510 EMMIS COMMUNICATIONS 52888 8/06/10 424049 CREDIT SUISSE SEC (AES) 10,000.00 1.704 100.00 17,141.00
PUR 8/26/10 29268T10 ENERGY FOCUS INC 51993 8/31/10 424119 UBS WARBURG LLC 20,000.00 1.714 600.00 34,874.00
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 7 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
PUR 8/11/10 29362U10 ENTERGRIS INC 49651 8/16/10 424075 JP MORGAN 10,000.00 4.115 300.00 41,450.00
PUR 8/23/10 29363910 ENTERCOM COMMUNICATIONS COR 37233 8/26/10 424107 DEUTSCHE BANK AG (DOMESTIC) 18,000.00 6.118 540.00 110,664.00
PUR 8/23/10 29363910 ENTERCOM COMMUNICATIONS COR 37233 8/26/10 424107 OPPENHEIMER & CO., INC 4,000.00 5.602 120.00 22,527.20
PUR 8/24/10 29363910 ENTERCOM COMMUNICATIONS COR 37233 8/27/10 424111 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 5.110 150.00 25,700.00
PUR 8/25/10 29363910 ENTERCOM COMMUNICATIONS COR 37233 8/30/10 424115 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 5.157 150.00 25,934.50
PUR 8/25/10 29363910 ENTERCOM COMMUNICATIONS COR 37233 8/30/10 424115 OPPENHEIMER & CO., INC 2,000.00 5.150 60.00 10,360.00
PUR 8/12/10 29384R10 ENTROPIC COMMUNICATIONS INC 51126 8/17/10 424079 JANNEY MONTGOMERY SCOTT 12,000.00 6.726 360.00 81,069.60
PUR 8/13/10 29384R10 ENTROPIC COMMUNICATIONS INC 51126 8/18/10 424083 CREDIT SUISSE SEC (AES) 4,000.00 6.819 40.00 27,314.00
PUR 8/13/10 30244510 FLIR SYSTEM 53033 8/18/10 424083 CREDIT SUISSE SEC (AES) 15,000.00 26.958 150.00 404,518.50
PUR 8/16/10 30244510 FLIR SYSTEM 53033 8/19/10 424087 UBS WARBURG LLC 6,000.00 26.908 180.00 161,630.40
PUR 8/23/10 30244510 FLIR SYSTEM 53033 8/26/10 424107 UBS WARBURG LLC 2,000.00 26.477 60.00 53,014.00
PUR 8/24/10 30244510 FLIR SYSTEM 53033 8/27/10 424111 UBS WARBURG LLC 2,000.00 24.425 60.00 48,910.00
PUR 8/23/10 35874810 FRISCHS RESTAURANTS, INC. 48545 8/26/10 424107 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 18.998 30.00 19,028.00
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 8 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 7/28/10 35967810 FULL HOUSE RESORTS INC 52819 8/02/10 424031 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 3.166 300.00 31,955.00
PUR 7/28/10 35967810 FULL HOUSE RESORTS INC 52819 8/02/10 424031 OPPENHEIMER & CO., INC 10,000.00 3.188 300.00 32,179.00
PUR 7/29/10 35967810 FULL HOUSE RESORTS INC 52819 8/03/10 424035 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 3.193 300.00 32,229.00
PUR 7/29/10 35967810 FULL HOUSE RESORTS INC 52819 8/03/10 424035 OPPENHEIMER & CO., INC 10,000.00 3.208 300.00 32,380.00
PUR 7/30/10 35967810 FULL HOUSE RESORTS INC 52819 8/04/10 424039 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 3.193 300.00 32,226.00
PUR 8/02/10 35967810 FULL HOUSE RESORTS INC 52819 8/05/10 424045 OPPENHEIMER & CO., INC 10,000.00 3.196 300.00 32,258.00
PUR 8/03/10 35967810 FULL HOUSE RESORTS INC 52819 8/06/10 424049 OPPENHEIMER & CO., INC 10,000.00 3.193 300.00 32,227.00
PUR 8/05/10 35967810 FULL HOUSE RESORTS INC 52819 8/10/10 424059 OPPENHEIMER & CO., INC 8,003.00 3.200 240.09 25,848.89
PUR 8/06/10 35967810 FULL HOUSE RESORTS INC 52819 8/11/10 424063 OPPENHEIMER & CO., INC 500.00 3.200 15.00 1,615.00
PUR 8/09/10 35967810 FULL HOUSE RESORTS INC 52819 8/12/10 424067 OPPENHEIMER & CO., INC 1,497.00 3.200 44.91 4,835.31
PUR 8/10/10 35967810 FULL HOUSE RESORTS INC 52819 8/13/10 424071 OPPENHEIMER & CO., INC 10,000.00 3.176 300.00 32,060.00
PUR 8/11/10 35967810 FULL HOUSE RESORTS INC 52819 8/16/10 424075 OPPENHEIMER & CO., INC 10,000.00 3.167 300.00 31,970.00
PUR 8/13/10 36955010 GENERAL DYNAMICS CORP 53034 8/18/10 424083 OPPENHEIMER & CO., INC 11,000.00 60.855 330.00 669,736.10
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 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE:
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
9 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/23/10 38259P50 GOOGLE INC 33645 8/26/10 424107 UBS WARBURG LLC 200.00 462.94 6.00 92,594.00
PUR 8/04/10 40161710 GUESS? INC 52926 8/09/10 424055 OPPENHEIMER & CO., INC 15,000.00 36.162 450.00 542,875.50
PUR 8/09/10 42823610 HEWLETT-PACKARD 52984 8/12/10 424067 OPPENHEIMER & CO., INC 20,000.00 43.000 600.00 860,600.00
PUR 8/10/10 42823610 HEWLETT-PACKARD 52984 8/13/10 424071 OPPENHEIMER & CO., INC 10,000.00 42.820 300.00 428,500.00
PUR 8/25/10 46603210 J&J SNACK FOODS CORP 53201 8/30/10 424115 UBS WARBURG LLC 8,000.00 37.469 240.00 299,994.40
PUR 8/26/10 46603210 J&J SNACK FOODS CORP 53201 8/31/10 424119 UBS WARBURG LLC 2,000.00 37.737 60.00 75,534.40
PUR 8/10/10 46625H10 JP MORGAN CHASE & CO 28084 8/13/10 424071 OPPENHEIMER & CO., INC 2,000.00 39.620 60.00 79,300.00
PUR 8/11/10 46625H10 JP MORGAN CHASE & CO 28084 8/16/10 424075 OPPENHEIMER & CO., INC 2,000.00 38.450 60.00 76,960.00
PUR 8/24/10 47816010 JOHNSON & JOHNSON 18884 8/27/10 424111 OPPENHEIMER & CO., INC 1,000.00 58.070 30.00 58,100.00
PUR 7/28/10 48007410 JONES APPAREL 52801 8/02/10 424031 OPPENHEIMER & CO., INC 5,000.00 17.650 150.00 88,400.00
PUR 7/30/10 48007410 JONES APPAREL 52801 8/04/10 424039 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 16.883 150.00 84,563.00
PUR 8/02/10 48007410 JONES APPAREL 52801 8/05/10 424045 OPPENHEIMER & CO., INC 5,000.00 17.940 150.00 89,850.00
PUR 8/12/10 48247020 KIT DIGITAL INC 47968 8/17/10 424079 JANNEY MONTGOMERY SCOTT 4,000.00 8.089 120.00 32,476.00
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 10 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/17/10 48517030 KANSAS CITY SOUTHERN 25663 8/20/10 424091 OPPENHEIMER & CO., INC 1,000.00 34.890 30.00 34,920.00
PUR 8/03/10 50025510 KOHLS CORP 52886 8/06/10 424049 OPPENHEIMER & CO., INC 10,000.00 47.234 300.00 472,641.00
PUR 8/04/10 50025510 KOHLS CORP 52886 8/09/10 424055 OPPENHEIMER & CO., INC 1,000.00 47.170 30.00 47,200.00
PUR 8/18/10 53245710 ELI LILLY & CO. 44053 8/23/10 424095 OPPENHEIMER & CO., INC 1,000.00 34.800 30.00 34,830.00
PUR 8/11/10 53591920 LIONS GATE ENTERTAINMENT CO 52709 8/16/10 424075 JP MORGAN 10,000.00 6.397 400.00 64,365.00
PUR 8/11/10 53591920 LIONS GATE ENTERTAINMENT CO 52709 8/16/10 424075 OPPENHEIMER & CO., INC 10,000.00 6.500 300.00 65,300.00
PUR 8/12/10 53591920 LIONS GATE ENTERTAINMENT CO 52709 8/17/10 424079 OPPENHEIMER & CO., INC 10,000.00 6.331 300.00 63,613.00
PUR 8/13/10 53591920 LIONS GATE ENTERTAINMENT CO 52709 8/18/10 424083 OPPENHEIMER & CO., INC 10,000.00 6.417 300.00 64,469.00
PUR 8/16/10 53591920 LIONS GATE ENTERTAINMENT CO 52709 8/19/10 424087 OPPENHEIMER & CO., INC 10,000.00 6.345 300.00 63,750.00
PUR 8/23/10 53591920 LIONS GATE ENTERTAINMENT CO 52709 8/26/10 424107 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 6.405 300.00 64,346.00
PUR 8/12/10 53814610 LIVEPERSON INC 53020 8/17/10 424079 CREDIT SUISSE SEC (USA) LLC 30,000.00 6.424 900.00 193,611.00
PUR 8/13/10 53814610 LIVEPERSON INC 53020 8/18/10 424083 CREDIT SUISSE SEC (AES) 10,000.00 6.662 100.00 66,718.00
PUR 7/28/10 58155Q10 MCKESSON CORP 52798 8/02/10 424031 OPPENHEIMER & CO., INC 1,000.00 65.260 30.00 65,290.00
S T A T E O F N E W J E R S E Y
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 11 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/02/10 58933Y10 MERCK & CO. INC. 49253 8/05/10 424045 OPPENHEIMER & CO., INC 4,000.00 34.790 120.00 139,280.00
PUR 8/03/10 59156R10 METLIFE, INC. 52889 8/06/10 424052 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 42.000 840,000.00
PUR 8/23/10 59156R10 METLIFE, INC. 52889 8/26/10 424107 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 37.320 120.00 149,398.40
PUR 7/30/10 59511210 MICRON TECHNOLOGY INC 48421 8/04/10 424039 OPPENHEIMER & CO., INC 12,000.00 7.360 360.00 88,675.20
PUR 8/03/10 59511210 MICRON TECHNOLOGY INC 48421 8/06/10 424049 OPPENHEIMER & CO., INC 10,000.00 7.571 300.00 76,010.00
PUR 8/06/10 59511210 MICRON TECHNOLOGY INC 48421 8/11/10 424063 OPPENHEIMER & CO., INC 6,000.00 7.587 180.00 45,702.60
PUR 8/10/10 59511210 MICRON TECHNOLOGY INC 48421 8/13/10 424071 OPPENHEIMER & CO., INC 6,000.00 7.270 180.00 43,800.00
PUR 8/11/10 59511210 MICRON TECHNOLOGY INC 48421 8/16/10 424075 OPPENHEIMER & CO., INC 6,000.00 7.220 180.00 43,498.20
PUR 7/29/10 62007610 MOTOROLA 52644 8/03/10 424035 OPPENHEIMER & CO., INC 4,000.00 7.670 120.00 30,800.00
PUR 8/23/10 62937750 NRG ENERGY INC 50443 8/26/10 424107 DEUTSCHE BANK AG (DOMESTIC) 6,000.00 21.044 180.00 126,446.40
PUR 8/13/10 67066G10 NVIDIA CORP 48849 8/18/10 424083 CREDIT SUISSE SEC (AES) 2,000.00 9.370 20.00 18,760.00
PUR 8/03/10 75091710 RAMBUS INC 52461 8/06/10 424049 CREDIT SUISSE SEC (AES) 1,000.00 19.038 10.00 19,048.00
PUR 7/28/10 79084910 ST JUDE MEDICAL INC 33134 8/02/10 424031 OPPENHEIMER & CO., INC 1,000.00 36.610 30.00 36,640.00
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 12 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/02/10 80090720 SANMINA-SCI CORP 49559 8/05/10 424045 CREDIT SUISSE SEC (AES) 2,000.00 12.864 20.00 25,747.80
PUR 8/05/10 85206110 SPRINT NEXTEL CORP 52950 8/10/10 424059 OPPENHEIMER & CO., INC 100,000.00 4.552 3,000.00 458,200.00
PUR 8/06/10 85206110 SPRINT NEXTEL CORP 52950 8/11/10 424063 OPPENHEIMER & CO., INC 10,000.00 4.470 300.00 45,000.00
PUR 8/26/10 86459610 SUCCESSFACTORS INC 51343 8/31/10 424119 UBS WARBURG LLC 1,000.00 19.944 30.00 19,973.50
PUR 7/30/10 87655330 TASTY BAKING CO. 38737 8/04/10 424039 JANNEY MONTGOMERY SCOTT 1,000.00 6.714 30.00 6,744.00
PUR 8/23/10 87655330 TASTY BAKING CO. 38737 8/26/10 424107 UBS WARBURG LLC 1,000.00 6.692 30.00 6,722.00
PUR 7/28/10 88732J20 TIME WARNER CABLE INC 52800 8/02/10 424031 OPPENHEIMER & CO., INC 2,000.00 55.700 60.00 111,460.00
PUR 8/12/10 90323610 URS CORP. 42955 8/17/10 424079 OPPENHEIMER & CO., INC 2,000.00 37.293 60.00 74,645.00
PUR 8/23/10 91126810 UNITED ONLINE INC 44273 8/26/10 424107 UBS WARBURG LLC 20,000.00 4.893 600.00 98,464.00
PUR 8/25/10 91126810 UNITED ONLINE INC 44273 8/30/10 424115 UBS WARBURG LLC 10,000.00 5.005 300.00 50,353.00
PUR 8/10/10 92241710 VEECO INSTRUMENTS INC 50425 8/13/10 424071 JANNEY MONTGOMERY SCOTT 2,000.00 37.409 60.00 74,878.60
PUR 8/11/10 92241710 VEECO INSTRUMENTS INC 50425 8/16/10 424075 JANNEY MONTGOMERY SCOTT 5,000.00 32.652 150.00 163,407.50
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
PUR 8/13/10 92241710 VEECO INSTRUMENTS INC 50425 8/18/10 424083 CREDIT SUISSE SEC (AES) 1,000.00 33.456 10.00 33,465.50
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 13 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/25/10 92241710 VEECO INSTRUMENTS INC 50425 8/30/10 424115 UBS WARBURG LLC 1,000.00 31.845 30.00 31,874.60
PUR 8/26/10 92553P20 VIACOM INC. "B" 53221 8/31/10 424119 OPPENHEIMER & CO., INC 20,000.00 31.471 600.00 630,028.00
PUR 8/25/10 94974610 WELLS FARGO & CO 46540 8/30/10 424115 OPPENHEIMER & CO., INC 6,000.00 23.230 180.00 139,560.00
PUR 7/28/10 96181530 WESTWOOD ONE INC 51695 8/02/10 424031 JANNEY MONTGOMERY SCOTT 2,000.00 6.957 60.00 13,973.40
PUR 7/30/10 96181530 WESTWOOD ONE INC 51695 8/04/10 424039 CREDIT SUISSE SEC (AES) 2,000.00 7.001 20.00 14,021.60
PUR 8/06/10 96181530 WESTWOOD ONE INC 51695 8/11/10 424063 JANNEY MONTGOMERY SCOTT 1,000.00 6.970 30.00 7,000.00
PUR 8/11/10 96181530 WESTWOOD ONE INC 51695 8/16/10 424075 JANNEY MONTGOMERY SCOTT 1,000.00 6.889 30.00 6,919.00
PUR 7/28/10 98884U10 ZAGG INC 52716 8/02/10 424031 CREDIT SUISSE SEC (AES) 10,000.00 2.948 100.00 29,575.00 ------SUBTOTAL STOCK PURCHASES: 1,038,600.00 16,903,547.86 29,078.00 ------TOTAL FUND PURCHASES: 1,038,600.00 16,903,547.86 29,078.00 SALES OF STOCK AND OTHER EQUITIES ------
SALE 7/29/10 00246W10 AXT INC. .43 51014 8/03/10 424036 CREDIT SUISSE SEC (AES) 5,000.00 4.999 50.00 24,942.57 7,662.43
SALE 7/30/10 00246W10 AXT INC. .44 51014 8/04/10 424040 CREDIT SUISSE SEC (AES) 5,000.00 5.197 50.00 25,932.06 8,651.92
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 14 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 7/30/10 00246W10 AXT INC. .49 51014 8/04/10 424040 CREDIT SUISSE SEC (AES) 5,000.00 5.684 50.00 28,371.51 11,091.37 ------======------2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,000.00 5.440 .93 54,303.57 19,743.29 100.00
SALE 8/02/10 00246W10 AXT INC. .50 51014 8/05/10 424046 CREDIT SUISSE SEC (AES) 5,000.00 5.901 50.00 29,455.50 12,175.36
SALE 8/03/10 00246W10 AXT INC. .49 51014 8/06/10 424050 CREDIT SUISSE SEC (AES) 5,000.00 5.772 50.00 28,811.51 11,531.37
SALE 8/04/10 00246W10 AXT INC. .49 51014 8/09/10 424056 CREDIT SUISSE SEC (AES) 5,000.00 5.733 50.00 28,613.01 11,332.87
SALE 8/05/10 00246W10 AXT INC. .51 51014 8/10/10 424060 JANNEY MONTGOMERY SCOTT 5,000.00 5.930 150.00 29,499.49 12,219.35
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
SALE 8/09/10 00246W10 AXT INC. .51 51014 8/12/10 424068 JANNEY MONTGOMERY SCOTT 5,000.00 5.990 150.00 29,799.49 12,519.34
SALE 8/10/10 00246W10 AXT INC. .51 51014 8/13/10 424072 JANNEY MONTGOMERY SCOTT 5,000.00 6.030 150.00 29,999.49 12,719.35
SALE 8/11/10 00246W10 AXT INC. .47 51014 8/16/10 424076 JANNEY MONTGOMERY SCOTT 5,000.00 5.513 150.00 27,415.53 10,135.38
SALE 8/19/10 00246W10 AXT INC. .50 51014 8/24/10 424100 UBS WARBURG LLC 5,000.00 5.892 150.00 29,310.50 12,030.36
SALE 8/20/10 00246W10 AXT INC. .49 51014 8/25/10 424104 UBS WARBURG LLC 5,000.00 5.686 150.00 28,281.51 11,001.36
SALE 8/23/10 00246W10 AXT INC. .96 51014 8/26/10 424108 UBS WARBURG LLC 10,000.00 5.667 300.00 56,364.04 21,803.75
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 15 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/10/10 00826A10 AFFYMAX INC 1.27 52414 8/13/10 424072 JANNEY MONTGOMERY SCOTT 10,000.00 7.457 300.00 74,270.73 1,068.12
SALE 7/30/10 03076C10 AMERIPRISE FINANCIAL INC .72 47265 8/04/10 424040 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 42.391 30.00 42,360.18 16,001.84
SALE 7/30/10 03209510 AMPHENOL CORP-CL A 6.70 51955 8/04/10 424040 DEUTSCHE BANK AG (DOMESTIC) 9,000.00 44.083 270.00 396,466.70 -850.00
SALE 8/09/10 03251110 ANADARKO PETROLEUM CORP .94 52173 8/12/10 424068 OPPENHEIMER & CO., INC 1,000.00 55.500 30.00 55,469.06 12,187.17
SALE 7/30/10 04951310 ATMEL CORP. .87 44327 8/04/10 424040 CREDIT SUISSE SEC (AES) 10,000.00 5.110 100.00 50,996.13 15,452.02
SALE 8/02/10 04951310 ATMEL CORP. .90 44327 8/05/10 424046 CREDIT SUISSE SEC (AES) 10,000.00 5.268 100.00 52,577.10 17,032.99
SALE 8/03/10 04951310 ATMEL CORP. .90 44327 8/06/10 424050 CREDIT SUISSE SEC (AES) 10,000.00 5.285 100.00 52,753.10 17,208.99
SALE 8/05/10 04951310 ATMEL CORP. .98 44327 8/10/10 424060 JANNEY MONTGOMERY SCOTT 10,000.00 5.750 300.00 57,199.02 21,654.90
SALE 8/09/10 04951310 ATMEL CORP. 1.03 44327 8/12/10 424068 JANNEY MONTGOMERY SCOTT 10,000.00 6.080 300.00 60,498.97 24,954.86
SALE 8/11/10 04951310 ATMEL CORP. 1.02 44327 8/16/10 424076 JANNEY MONTGOMERY SCOTT 10,000.00 6.024 300.00 59,942.98 24,398.86
SALE 8/12/10 04951310 ATMEL CORP. 1.00 44327 8/17/10 424080 CREDIT SUISSE SEC (USA) LLC 10,000.00 5.865 300.00 58,352.00 22,807.89
SALE 8/13/10 04951310 ATMEL CORP. .99 44327 8/18/10 424084 CREDIT SUISSE SEC (AES) 10,000.00 5.802 100.00 57,923.01 22,378.89
SALE 7/30/10 05276910 AUTODESK INC .49 52398 8/04/10 424040 CREDIT SUISSE SEC (AES) 1,000.00 28.812 10.00 28,801.51 - 96.78
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 16 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/02/10 05276910 AUTODESK INC 1.02 52398 8/05/10 424046 CREDIT SUISSE SEC (AES) 2,000.00 29.942 20.00 59,863.38 2,066.80
SALE 8/05/10 05276910 AUTODESK INC 2.07 52398 8/10/10 424060 JANNEY MONTGOMERY SCOTT 4,000.00 30.490 120.00 121,837.93 6,244.77
SALE 8/09/10 05276910 AUTODESK INC 2.94 52398 8/12/10 424068 JANNEY MONTGOMERY SCOTT 6,000.00 28.950 180.00 173,517.06 127.33
SALE 8/02/10 05714910 MICHAEL BAKER CORP .67
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
37926 8/05/10 424046 OPPENHEIMER & CO., INC 1,000.00 39.495 30.00 39,464.13 6,283.27
SALE 7/28/10 07401410 BEASLEY BROADCAST GROUP I .16 51499 8/02/10 424032 CREDIT SUISSE SEC (AES) 2,000.00 4.478 20.00 8,935.24 932.69
SALE 7/29/10 07401410 BEASLEY BROADCAST GROUP I .27 51499 8/03/10 424036 CREDIT SUISSE SEC (AES) 3,000.00 5.219 30.00 15,626.13 3,622.31
SALE 7/30/10 07401410 BEASLEY BROADCAST GROUP I .55 51499 8/04/10 424040 CREDIT SUISSE SEC (AES) 6,000.00 5.390 60.00 32,276.45 8,268.80
SALE 8/02/10 07401410 BEASLEY BROADCAST GROUP I .27 51499 8/05/10 424046 CREDIT SUISSE SEC (AES) 3,000.00 5.322 30.00 15,934.83 3,931.00
SALE 8/03/10 07401410 BEASLEY BROADCAST GROUP I .27 51499 8/06/10 424050 CREDIT SUISSE SEC (AES) 3,000.00 5.293 30.00 15,849.03 3,845.21
SALE 8/04/10 07401410 BEASLEY BROADCAST GROUP I .28 51499 8/09/10 424056 CREDIT SUISSE SEC (AES) 3,000.00 5.338 30.00 15,982.82 3,978.99
SALE 8/05/10 07401410 BEASLEY BROADCAST GROUP I .31 51499 8/10/10 424060 JANNEY MONTGOMERY SCOTT 3,000.00 5.999 90.00 17,907.59 5,903.77
SALE 8/06/10 07401410 BEASLEY BROADCAST GROUP I .30 51499 8/11/10 424064 JANNEY MONTGOMERY SCOTT 3,000.00 5.829 90.00 17,397.00 5,393.17
SALE 7/28/10 08578910 BERRY PETROLEUM CO 1.51 42924 8/02/10 424032 OPPENHEIMER & CO., INC 3,000.00 29.637 90.00 88,818.29 16,195.80
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 17 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/03/10 08578910 BERRY PETROLEUM CO .53 42924 8/06/10 424050 OPPENHEIMER & CO., INC 1,000.00 31.040 30.00 31,009.47 6,801.97
SALE 8/24/10 11012210 BRISTOL-MYERS SQUIBB CO. .89 37974 8/27/10 424112 OPPENHEIMER & CO., INC 2,000.00 26.040 60.00 52,019.11 6,494.09
SALE 7/29/10 11776U30 BSQUARE CORP .04 48982 8/03/10 424036 CREDIT SUISSE SEC (AES) 600.00 3.180 6.00 1,902.20 424.09
SALE 7/30/10 11776U30 BSQUARE CORP .24 48982 8/04/10 424040 CREDIT SUISSE SEC (AES) 4,400.00 3.116 44.00 13,665.72 2,826.26
SALE 8/02/10 11776U30 BSQUARE CORP .27 48982 8/05/10 424046 CREDIT SUISSE SEC (AES) 5,000.00 3.156 50.00 15,727.73 3,410.17
SALE 8/03/10 11776U30 BSQUARE CORP .27 48982 8/06/10 424050 CREDIT SUISSE SEC (AES) 5,000.00 3.118 50.00 15,539.73 3,222.17
SALE 8/05/10 11776U30 BSQUARE CORP .28 48982 8/10/10 424060 JANNEY MONTGOMERY SCOTT 5,000.00 3.210 150.00 15,899.72 3,582.15
SALE 8/09/10 11776U30 BSQUARE CORP .16 48982 8/12/10 424068 INSTINET (DOMESTIC) 2,786.00 3.345 19.50 9,300.62 2,437.27
SALE 8/10/10 11776U30 BSQUARE CORP .02 48982 8/13/10 424072 INSTINET (DOMESTIC) 314.00 3.366 2.20 1,054.67 281.13
SALE 8/11/10 11776U30 BSQUARE CORP .11 48982 8/16/10 424076 INSTINET (DOMESTIC) 1,900.00 3.201 13.30 6,067.54 1,386.87
SALE 8/23/10 11776U30 BSQUARE CORP .08 48982 8/26/10 424108 UBS WARBURG LLC 1,400.00 3.014 42.00 4,177.94 729.02
SALE 8/24/10 11776U30 BSQUARE CORP .12 48982 8/27/10 424112 UBS WARBURG LLC 2,295.00 2.919 68.85 6,630.36 976.60
SALE 8/25/10 11776U30 BSQUARE CORP .07 48982 8/30/10 424116 UBS WARBURG LLC 1,305.00 2.958 39.15 3,820.58 605.70
S T A T E O F N E W J E R S E Y 4340
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 18 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/11/10 11844010 THE BUCKLE INC 1.37 52552 8/16/10 424076 OPPENHEIMER & CO., INC 3,000.00 26.843 90.00 80,437.63 -5,371.87
SALE 8/12/10 11844010 THE BUCKLE INC .89 52552 8/17/10 424080 OPPENHEIMER & CO., INC 2,000.00 26.214 60.00 52,367.11 -4,839.22
SALE 8/13/10 11844010 THE BUCKLE INC .89 52552 8/18/10 424084 OPPENHEIMER & CO., INC 2,000.00 26.130 60.00 52,199.11 -5,007.22
SALE 8/23/10 11844010 THE BUCKLE INC 5.69 52552 8/26/10 424108 DEUTSCHE BANK AG (DOMESTIC) 14,000.00 24.054 420.00 336,334.51 -64,109.83
SALE 7/28/10 12665010 CVS CAREMARK CORP 1.07 49562 8/02/10 424032 OPPENHEIMER & CO., INC 2,000.00 31.580 60.00 63,098.93 1,743.45
SALE 7/30/10 12665010 CVS CAREMARK CORP 1.03 49562 8/04/10 424040 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 30.600 60.00 61,138.97 -216.51
SALE 7/28/10 14204220 CARIBOU COFFEE CO INC .35 51581 8/02/10 424032 JANNEY MONTGOMERY SCOTT 2,000.00 10.289 60.00 20,517.65 5,271.80
SALE 7/30/10 14204220 CARIBOU COFFEE CO INC .37 51581 8/04/10 424040 CREDIT SUISSE SEC (AES) 2,000.00 10.680 20.00 21,339.03 6,093.18
SALE 8/02/10 14204220 CARIBOU COFFEE CO INC .36 51581 8/05/10 424046 CREDIT SUISSE SEC (AES) 2,000.00 10.636 20.00 21,251.24 6,005.39
SALE 7/29/10 14343640 CARMIKE CINEMAS 1.31 49214 8/03/10 424036 CREDIT SUISSE SEC (AES) 10,000.00 7.714 100.00 77,040.69 -25,574.18
SALE 8/03/10 14343640 CARMIKE CINEMAS 1.19 49214 8/06/10 424050 CREDIT SUISSE SEC (AES) 10,000.00 7.032 100.00 70,218.81 -32,396.06
SALE 8/03/10 14343640 CARMIKE CINEMAS 1.23 49214 8/06/10 424050 CREDIT SUISSE SEC (AES) 10,000.00 7.243 100.00 72,323.77 -30,291.10 ------======------2 INTRA-DAY TRANSACTIONS SUBTOTAL: 20,000.00 7.137 2.42 142,542.58 - 62,687.16 200.00
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 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 19 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/04/10 14343640 CARMIKE CINEMAS 1.24 49214 8/09/10 424056 CREDIT SUISSE SEC (AES) 10,000.00 7.304 100.00 72,934.76 -29,680.11
SALE 8/05/10 14343640 CARMIKE CINEMAS 1.17 49214 8/10/10 424060 JANNEY MONTGOMERY SCOTT 10,000.00 6.916 300.00 68,860.83 -33,754.04
SALE 8/02/10 17240710 CINEDIGM DIGITAL CINEMA C .05 51044 8/05/10 424046 CREDIT SUISSE SEC (AES) 1,500.00 1.798 15.00 2,681.95 - 314.77
SALE 8/03/10 17240710 CINEDIGM DIGITAL CINEMA C .11 51044 8/06/10 424050 CREDIT SUISSE SEC (AES) 3,500.00 1.691 35.00 5,884.79 - 1,107.56
SALE 8/23/10 17240710 CINEDIGM DIGITAL CINEMA C .13 51044 8/26/10 424108 UBS WARBURG LLC 5,000.00 1.508 150.00 7,390.87 - 2,598.20
SALE 7/29/10 18538Q10 CLEARWIRE CORP CL-A 2.41 52657 8/03/10 424036 CREDIT SUISSE SEC (AES) 20,000.00 7.125 200.00 142,295.59 10,253.92
SALE 8/03/10 18683K10 CLIFFS NATURAL RESOURCES 1.01 51098 8/06/10 424050 OPPENHEIMER & CO., INC 1,000.00 59.760 30.00 59,728.99 -2,595.35
SALE 8/13/10 18683K10 CLIFFS NATURAL RESOURCES 1.00 51098 8/18/10 424084 OPPENHEIMER & CO., INC 1,000.00 59.046 30.00 59,015.00 -3,309.34
SALE 8/23/10 19210850 COEUR D'ALENE MINES CORP 8.18 49193 8/26/10 424108 DEUTSCHE BANK AG (DOMESTIC) 30,000.00 16.134 900.00 483,111.82 -34,192.68
SALE 7/28/10 20586240 COMVERSE TECHNOLOGY INC 1.90 50584 8/02/10 424032 JANNEY MONTGOMERY SCOTT 15,000.00 7.460 450.00 111,448.10 -27,019.81
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
SALE 7/30/10 20825C10 CONOCOPHILLIPS .92 37805 8/04/10 424040 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 54.408 30.00 54,377.28 594.02
SALE 8/03/10 20825C10 CONOCOPHILLIPS 1.96 37805 8/06/10 424050 OPPENHEIMER & CO., INC 2,000.00 57.860 60.00 115,658.04 8,091.52
SALE 8/03/10 22544710 CREE INC 1.25 52054 8/06/10 424050 CREDIT SUISSE SEC (AES) 1,000.00 73.385 10.00 73,373.95 8,844.52
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
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 ------
SALE 8/03/10 23326R10 DG FASTCHANNEL 1.39 52270 8/06/10 424050 CREDIT SUISSE SEC (AES) 2,000.00 40.858 20.00 81,694.61 3,509.55
SALE 8/04/10 23326R10 DG FASTCHANNEL 2.38 52270 8/09/10 424056 CREDIT SUISSE SEC (AES) 3,400.00 41.333 34.00 140,496.84 7,582.24
SALE 8/09/10 25490A10 DIRECTV GROUP INC .66 52520 8/12/10 424068 OPPENHEIMER & CO., INC 1,000.00 38.983 30.00 38,952.64 4,877.64
SALE 8/23/10 25490A10 DIRECTV GROUP INC 1.30 52520 8/26/10 424108 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 38.366 60.00 76,669.70 8,519.70
SALE 8/24/10 25490A10 DIRECTV GROUP INC .64 52520 8/27/10 424112 OPPENHEIMER & CO., INC 1,000.00 37.610 30.00 37,579.36 3,504.36
SALE 7/28/10 26017410 DOVER MOTORSPORTS INC .78 47763 8/02/10 424032 OPPENHEIMER & CO., INC 28,000.00 1.642 840.00 45,129.62 5,811.36
SALE 7/28/10 26153C10 DREAMWORKS ANIMATION 2.25 52111 8/02/10 424032 OPPENHEIMER & CO., INC 4,000.00 33.220 120.00 132,757.75 14,692.75
SALE 8/02/10 26168L20 DREW INDUSTRIES INC .74 52334 8/05/10 424046 OPPENHEIMER & CO., INC 2,000.00 21.881 60.00 43,701.06 3,990.56
SALE 8/03/10 26168L20 DREW INDUSTRIES INC .74 52334 8/06/10 424050 OPPENHEIMER & CO., INC 2,000.00 21.865 60.00 43,669.26 3,958.76
SALE 8/04/10 26168L20 DREW INDUSTRIES INC .75 52334 8/09/10 424056 OPPENHEIMER & CO., INC 2,000.00 22.189 60.00 44,316.25 4,605.75
SALE 8/05/10 26168L20 DREW INDUSTRIES INC .74 52334 8/10/10 424060 OPPENHEIMER & CO., INC 2,000.00 21.601 60.00 43,141.26 3,430.76
SALE 8/09/10 26168L20 DREW INDUSTRIES INC .72 52334 8/12/10 424068 OPPENHEIMER & CO., INC 2,000.00 21.067 60.00 42,072.88 2,362.38
SALE 8/11/10 26168L20 DREW INDUSTRIES INC .68 52334 8/16/10 424076 OPPENHEIMER & CO., INC 2,000.00 19.854 60.00 39,647.92 - 62.58
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 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 21 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/02/10 27864210 EBAY INC .36 51858 8/05/10 424046 CREDIT SUISSE SEC (AES) 1,000.00 21.295 10.00 21,284.64 -1,311.01
SALE 8/09/10 27864210 EBAY INC .75 51858 8/12/10 424068 JANNEY MONTGOMERY SCOTT 2,000.00 21.940 60.00 43,819.25 -1,372.05
SALE 8/10/10 27864210 EBAY INC 2.23 51858 8/13/10 424072 JANNEY MONTGOMERY SCOTT 6,000.00 21.961 180.00 131,586.17 -3,987.74
SALE 8/11/10 27864210 EBAY INC .73 51858 8/16/10 424076 JANNEY MONTGOMERY SCOTT 2,000.00 21.480 60.00 42,900.07 -2,291.23
SALE 8/12/10 27864210 EBAY INC .74 51858 8/17/10 424080 CREDIT SUISSE SEC (USA) LLC 2,000.00 21.710 60.00 43,359.86 -1,831.44
SALE 8/19/10 27864210 EBAY INC .77 51858 8/24/10 424100 UBS WARBURG LLC 2,000.00 22.550 60.00 45,039.23 - 152.07
SALE 8/20/10 27864210 EBAY INC .79 51858 8/25/10 424104 UBS WARBURG LLC 2,000.00 23.249 60.00 46,436.81 1,245.51
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
SALE 8/23/10 27864210 EBAY INC .80 51858 8/26/10 424108 UBS WARBURG LLC 2,000.00 23.480 60.00 46,899.20 1,707.90
SALE 8/24/10 27864210 EBAY INC .78 51858 8/27/10 424112 UBS WARBURG LLC 2,000.00 22.871 60.00 45,681.22 489.92
SALE 8/26/10 27864210 EBAY INC 3.92 51858 8/31/10 424120 UBS WARBURG LLC 10,000.00 23.159 300.00 231,289.08 5,332.56
SALE 8/11/10 28551210 ELECTRONIC ART .55 52248 8/16/10 424076 JANNEY MONTGOMERY SCOTT 2,000.00 16.130 60.00 32,199.45 -184.21
SALE 8/23/10 28551210 ELECTRONIC ART 2.69 52248 8/26/10 424108 UBS WARBURG LLC 10,000.00 15.888 300.00 158,577.31 -3,340.97
SALE 8/24/10 28551210 ELECTRONIC ART 5.14 52248 8/27/10 424112 UBS WARBURG LLC 20,000.00 15.205 600.00 303,494.86 -20,341.70
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
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 ------
SALE 8/02/10 29152510 EMMIS COMMUNICATIONS 51210 8/03/10 424042 TENDERED 440,000.00 2.400 1,056,000.00 149,063.65
SALE 7/29/10 29268T10 ENERGY FOCUS INC .26 51993 8/03/10 424036 CREDIT SUISSE SEC (AES) 9,800.00 1.566 98.00 15,247.56 2,950.15
SALE 7/30/10 29268T10 ENERGY FOCUS INC .01 51993 8/04/10 424040 CREDIT SUISSE SEC (AES) 200.00 1.560 2.00 309.99 59.02
SALE 7/30/10 29268T10 ENERGY FOCUS INC .26 51993 8/04/10 424040 CREDIT SUISSE SEC (AES) 10,000.00 1.504 100.00 14,935.74 2,387.36 ------======------2 INTRA-DAY TRANSACTIONS SUBTOTAL: 10,200.00 1.505 .27 15,245.73 2,446.38 102.00
SALE 8/09/10 29268T10 ENERGY FOCUS INC .32 51993 8/12/10 424068 JANNEY MONTGOMERY SCOTT 10,000.00 1.864 300.00 18,341.68 5,793.30
SALE 8/10/10 29268T10 ENERGY FOCUS INC .34 51993 8/13/10 424072 JANNEY MONTGOMERY SCOTT 10,000.00 1.964 300.00 19,338.66 6,790.28
SALE 8/11/10 29268T10 ENERGY FOCUS INC .31 51993 8/16/10 424076 JANNEY MONTGOMERY SCOTT 10,000.00 1.823 300.00 17,926.69 5,378.31
SALE 8/23/10 29268T10 ENERGY FOCUS INC .41 51993 8/26/10 424108 UBS WARBURG LLC 10,000.00 2.414 300.00 23,840.59 11,292.21
SALE 7/29/10 29384R10 ENTROPIC COMMUNICATIONS INC .67 51126 8/03/10 424036 CREDIT SUISSE SEC (AES) 5,000.00 7.840 50.00 39,149.33 15,888.69
SALE 7/30/10 29384R10 ENTROPIC COMMUNICATIONS INC .53 51126 8/04/10 424040 CREDIT SUISSE SEC (AES) 4,000.00 7.767 40.00 31,028.67 12,420.16
SALE 8/02/10 29384R10 ENTROPIC COMMUNICATIONS INC .27 51126 8/05/10 424046 CREDIT SUISSE SEC (AES) 2,000.00 7.853 20.00 15,685.53 6,381.28
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
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 ------
SALE 8/11/10 29384R10 ENTROPIC COMMUNICATIONS INC .27 51126 8/16/10 424076 JANNEY MONTGOMERY SCOTT 2,000.00 7.764 60.00 15,466.73 6,162.48
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
SALE 8/10/10 30212P10 EXPEDIA INC CL 1.64 52298 8/13/10 424072 JANNEY MONTGOMERY SCOTT 4,000.00 24.197 120.00 96,666.36 10,944.84
SALE 8/11/10 30212P10 EXPEDIA INC CL .81 52298 8/16/10 424076 JANNEY MONTGOMERY SCOTT 2,000.00 23.930 60.00 47,799.19 4,938.43
SALE 8/12/10 30212P10 EXPEDIA INC CL .80 52298 8/17/10 424080 CREDIT SUISSE SEC (USA) LLC 2,000.00 23.539 60.00 47,016.80 4,156.04
SALE 8/13/10 30212P10 EXPEDIA INC CL 5.66 52298 8/18/10 424084 CREDIT SUISSE SEC (AES) 14,000.00 23.900 140.00 334,457.14 34,431.83
SALE 8/16/10 30212P10 EXPEDIA INC CL 1.59 52298 8/19/10 424088 UBS WARBURG LLC 4,000.00 23.480 120.00 93,798.41 8,076.89
SALE 8/17/10 30212P10 EXPEDIA INC CL 1.64 52298 8/20/10 424092 UBS WARBURG LLC 4,000.00 24.194 120.00 96,652.76 10,931.25
SALE 8/18/10 30212P10 EXPEDIA INC CL 1.63 52298 8/23/10 424096 UBS WARBURG LLC 4,000.00 24.059 120.00 96,115.17 10,393.65
SALE 7/28/10 35952W10 FUEL SYSTEMS SOLUTIONS INC. .96 50827 8/02/10 424032 JANNEY MONTGOMERY SCOTT 2,000.00 28.294 60.00 56,527.64 -1,691.57
SALE 7/30/10 35952W10 FUEL SYSTEMS SOLUTIONS INC. 1.00 50827 8/04/10 424040 CREDIT SUISSE SEC (AES) 2,000.00 29.464 20.00 58,906.00 686.79
SALE 8/03/10 35952W10 FUEL SYSTEMS SOLUTIONS INC. 1.04 50827 8/06/10 424050 CREDIT SUISSE SEC (AES) 2,000.00 30.559 20.00 61,097.56 2,878.36
SALE 8/06/10 35952W10 FUEL SYSTEMS SOLUTIONS INC. 1.16 50827 8/11/10 424064 JANNEY MONTGOMERY SCOTT 2,000.00 34.290 60.00 68,518.84 10,299.63
SALE 8/09/10 35952W10 FUEL SYSTEMS SOLUTIONS INC. 1.24 50827 8/12/10 424068 JANNEY MONTGOMERY SCOTT 2,000.00 36.440 60.00 72,818.76 14,599.56
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 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 24 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/10/10 35952W10 FUEL SYSTEMS SOLUTIONS INC. 3.67 50827 8/13/10 424072 JANNEY MONTGOMERY SCOTT 6,000.00 36.175 180.00 216,868.13 42,210.51
SALE 8/12/10 38259P50 GOOGLE INC 8.36 33645 8/17/10 424080 JANNEY MONTGOMERY SCOTT 1,000.00 494.15 30.00 494,112.74 -14,825.61
SALE 8/13/10 38259P50 GOOGLE INC 3.32 33645 8/18/10 424084 CREDIT SUISSE SEC (AES) 400.00 490.28 4.00 196,107.92 -7,467.42
SALE 8/10/10 40161710 GUESS? INC 9.76 52926 8/13/10 424072 OPPENHEIMER & CO., INC 15,000.00 38.497 450.00 576,995.24 34,119.74
SALE 7/29/10 41586410 HARSCO CORP 4.76 50596 8/03/10 424036 OPPENHEIMER & CO., INC 13,000.00 21.623 390.00 280,700.34 -113,952.97
SALE 7/30/10 41586410 HARSCO CORP 3.75 50596 8/04/10 424040 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 22.206 300.00 221,760.25 -81,819.22
SALE 8/02/10 42805T10 HERTZ GLOBAL HOLDINGS INC .41 52039 8/05/10 424046 OPPENHEIMER & CO., INC 2,000.00 11.976 60.00 23,890.99 3,129.92
SALE 8/03/10 42805T10 HERTZ GLOBAL HOLDINGS INC .41 52039 8/06/10 424050 OPPENHEIMER & CO., INC 2,000.00 11.859 60.00 23,657.59 2,896.52
SALE 8/04/10 44701110 HUNTSMAN CORP 1.71 52072 8/09/10 424056 OPPENHEIMER & CO., INC 10,000.00 10.110 300.00 100,798.29 14,671.29
SALE 8/13/10 44701110 HUNTSMAN CORP 3.16 52072 8/18/10 424084 OPPENHEIMER & CO., INC 20,000.00 9.330 600.00 185,996.84 13,742.84
SALE 8/05/10 45920010 INTL BUSINESS MACHINES CORP 2.21 45198 8/10/10 424060 OPPENHEIMER & CO., INC 1,000.00 130.69 30.00 130,657.79 28,021.16
SALE 8/19/10 45920010 INTL BUSINESS MACHINES CORP 1.09 45198 8/24/10 424100 OPPENHEIMER & CO., INC 500.00 128.83 15.00 64,400.41 13,082.09
SALE 7/30/10 46121210 INVENTURE FOODS INC .58 52296 8/04/10 424040 CREDIT SUISSE SEC (AES) 10,000.00 3.387 100.00 33,773.42 3,049.52
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 25 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
------
SALE 8/02/10 46121210 INVENTURE FOODS INC .28 52296 8/05/10 424046 CREDIT SUISSE SEC (AES) 5,000.00 3.218 50.00 16,040.22 678.27
SALE 8/03/10 46121210 INVENTURE FOODS INC .29 52296 8/06/10 424050 CREDIT SUISSE SEC (AES) 5,000.00 3.367 50.00 16,782.21 1,420.26
SALE 8/04/10 46121210 INVENTURE FOODS INC .30 52296 8/09/10 424056 CREDIT SUISSE SEC (AES) 5,000.00 3.471 50.00 17,305.70 1,943.75
SALE 8/05/10 46121210 INVENTURE FOODS INC .30 52296 8/10/10 424060 JANNEY MONTGOMERY SCOTT 5,000.00 3.500 150.00 17,349.70 1,987.75
SALE 8/09/10 46121210 INVENTURE FOODS INC .30 52296 8/12/10 424068 JANNEY MONTGOMERY SCOTT 5,000.00 3.550 150.00 17,599.70 2,237.75
SALE 8/11/10 46121210 INVENTURE FOODS INC .29 52296 8/16/10 424076 JANNEY MONTGOMERY SCOTT 5,000.00 3.413 150.00 16,916.71 1,554.76
SALE 8/19/10 46121210 INVENTURE FOODS INC .31 52296 8/24/10 424100 UBS WARBURG LLC 5,000.00 3.655 150.00 18,125.19 2,763.24
SALE 8/24/10 46121210 INVENTURE FOODS INC .29 52296 8/27/10 424112 UBS WARBURG LLC 5,000.00 3.411 150.00 16,905.21 1,543.26
SALE 8/26/10 46121210 INVENTURE FOODS INC .29 52296 8/31/10 424120 UBS WARBURG LLC 5,000.00 3.314 150.00 16,421.71 1,059.76
SALE 8/03/10 46625H10 JP MORGAN CHASE & CO 2.10 28084 8/06/10 424050 OPPENHEIMER & CO., INC 3,000.00 41.414 90.00 124,149.90 23,964.25
SALE 8/23/10 48247020 KIT DIGITAL INC .31 47968 8/26/10 424108 UBS WARBURG LLC 2,000.00 8.899 60.00 17,736.69 3,028.75
SALE 8/23/10 50025510 KOHLS CORP 3.96 52886 8/26/10 424108 DEUTSCHE BANK AG (DOMESTIC) 5,000.00 46.846 150.00 234,076.54 -2,214.82
SALE 8/24/10 50025510 KOHLS CORP 4.69 52886 8/27/10 424112 OPPENHEIMER & CO., INC 6,000.00 46.244 180.00 277,278.71 -6,270.93
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
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 8/24/10 52186520 LEAR CORP 1.26 49723 8/27/10 424112 OPPENHEIMER & CO., INC 1,000.00 74.157 30.00 74,125.74 7,101.98
SALE 8/25/10 52186520 LEAR CORP 1.25 49723 8/30/10 424116 OPPENHEIMER & CO., INC 1,000.00 73.443 30.00 73,412.05 6,388.28
SALE 8/26/10 52186520 LEAR CORP 2.52 49723 8/31/10 424120 OPPENHEIMER & CO., INC 2,000.00 74.547 60.00 149,032.08 14,984.55
SALE 8/23/10 53814610 LIVEPERSON INC .24 53020 8/26/10 424108 UBS WARBURG LLC 2,000.00 7.011 60.00 13,962.36 945.91
SALE 7/29/10 56845T30 MARINER ENERGY INC .40 52429 8/03/10 424036 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 23.880 30.00 23,849.60 1,863.22
SALE 8/11/10 58469030 MEDICIS PHARMACEUTICAL-CL A .93 51855 8/16/10 424076 OPPENHEIMER & CO., INC 2,000.00 27.481 60.00 54,900.67 6,161.37
SALE 8/12/10 58469030 MEDICIS PHARMACEUTICAL-CL A .92 51855 8/17/10 424080 OPPENHEIMER & CO., INC 2,000.00 26.980 60.00 53,899.68 5,160.38
SALE 8/23/10 58469030 MEDICIS PHARMACEUTICAL-CL A .46 51855 8/26/10 424108 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 27.390 30.00 27,359.54 2,989.89
SALE 7/28/10 58949910 MERGE HEALTHCARE INC .54 47985 8/02/10 424032 CREDIT SUISSE SEC (AES) 10,000.00 3.156 100.00 31,454.46 -2,731.99
SALE 8/05/10 58949910 MERGE HEALTHCARE INC .55 47985 8/10/10 424060 JANNEY MONTGOMERY SCOTT 10,000.00 3.231 300.00 32,008.45 -2,178.00
SALE 8/09/10 58949910 MERGE HEALTHCARE INC .54 47985 8/12/10 424068 JANNEY MONTGOMERY SCOTT 10,000.00 3.193 300.00 31,633.46 -2,552.99
SALE 8/19/10 61945A10 MOSIAC CO .98 50276 8/24/10 424100 OPPENHEIMER & CO., INC 1,000.00 57.585 30.00 57,554.02 171.78
SALE 7/28/10 62010710 MOTRICITY INC .54 52524 8/02/10 424032 JANNEY MONTGOMERY SCOTT 4,000.00 7.874 120.00 31,373.46 771.46
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 27 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 7/29/10 62010710 MOTRICITY INC .55 52524 8/03/10 424036 CREDIT SUISSE SEC (AES) 4,000.00 8.072 40.00 32,247.45 1,645.45
SALE 7/30/10 62010710 MOTRICITY INC .54 52524 8/04/10 424040 CREDIT SUISSE SEC (AES) 4,000.00 7.975 40.00 31,857.86 1,255.86
SALE 8/02/10 62010710 MOTRICITY INC .55 52524 8/05/10 424046 CREDIT SUISSE SEC (AES) 4,000.00 8.032 40.00 32,087.45 1,485.45
SALE 8/03/10 62010710 MOTRICITY INC .55 52524 8/06/10 424050 CREDIT SUISSE SEC (AES) 4,000.00 8.043 40.00 32,131.85 1,529.85
SALE 8/04/10 62010710 MOTRICITY INC .55 52524 8/09/10 424056 CREDIT SUISSE SEC (AES) 4,000.00 8.097 40.00 32,348.65 1,746.65
SALE 8/05/10 62010710 MOTRICITY INC .58 52524 8/10/10 424060 JANNEY MONTGOMERY SCOTT 4,000.00 8.500 120.00 33,879.42 3,277.42
SALE 8/03/10 62937750 NRG ENERGY INC .78 50443 8/06/10 424050 OPPENHEIMER & CO., INC 2,000.00 22.938 60.00 45,815.62 -3,002.22
SALE 8/26/10 67066G10 NVIDIA CORP .35 48849 8/31/10 424120 UBS WARBURG LLC 2,000.00 10.060 60.00 20,059.25 - 8,116.89
SALE 7/30/10 69351T10 PPL CORP .46 51764 8/04/10 424040 DEUTSCHE BANK AG (DOMESTIC) 1,000.00 27.080 30.00 27,049.54 2,147.41
SALE 8/06/10 69351T10 PPL CORP .90 51764 8/11/10 424064 OPPENHEIMER & CO., INC 2,000.00 26.500 60.00 52,939.10 3,134.83
SALE 8/09/10 69351T10 PPL CORP .91 51764 8/12/10 424068 OPPENHEIMER & CO., INC 2,000.00 26.870 60.00 53,679.09 3,874.83
SALE 8/03/10 69917320 PARAMETRIC TECHNOLOGY CORP .63 51712 8/06/10 424050 CREDIT SUISSE SEC (AES) 2,000.00 18.522 20.00 37,023.97 223.55
SALE 8/24/10 69917320 PARAMETRIC TECHNOLOGY CORP .58 51712 8/27/10 424112 UBS WARBURG LLC 2,000.00 16.963 60.00 33,864.42 - 2,936.00
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 28 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/02/10 70959W10 PENSKE AUTO GROUP 2.43 51316 8/05/10 424046 OPPENHEIMER & CO., INC 10,000.00 14.337 300.00 143,068.57 41.31
SALE 8/05/10 70959W10 PENSKE AUTO GROUP .48 51316 8/10/10 424060 OPPENHEIMER & CO., INC 2,000.00 13.994 60.00 27,928.32 -677.13
SALE 8/24/10 74271810 PROCTER & GAMBLE CO. 1.02 33680 8/27/10 424112 OPPENHEIMER & CO., INC 1,000.00 59.850 30.00 59,818.98 1,162.23
SALE 8/25/10 74271810 PROCTER & GAMBLE CO. 7.04 33680 8/30/10 424116 DEUTSCHE BANK AG (DOMESTIC) 7,000.00 59.510 210.00 416,352.96 5,755.71
SALE 8/26/10 74271810 PROCTER & GAMBLE CO. 1.02 33680 8/31/10 424120 OPPENHEIMER & CO., INC 1,000.00 59.792 30.00 59,761.08 1,104.33
SALE 8/23/10 74331510 PROGRESSIVE CORP 3.30 51802 8/26/10 424108 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 19.556 300.00 195,254.70 -4,903.27
SALE 8/24/10 74331510 PROGRESSIVE CORP 3.28 51802 8/27/10 424112 OPPENHEIMER & CO., INC 10,000.00 19.380 300.00 193,496.72 -6,661.25
SALE 8/25/10 74331510 PROGRESSIVE CORP 3.23 51802 8/30/10 424116 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 19.108 300.00 190,773.77 -9,384.21
SALE 8/26/10 74331510 PROGRESSIVE CORP 1.99
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
51802 8/31/10 424120 OPPENHEIMER & CO., INC 6,000.00 19.551 180.00 117,121.61 -2,973.18
SALE 8/03/10 74432010 PRUDENTIAL FINANCIAL INC 1.97 50811 8/06/10 424050 OPPENHEIMER & CO., INC 2,000.00 58.000 60.00 115,938.03 13,867.17
SALE 7/29/10 75043810 RADIOSHACK CORP 1.40 51292 8/03/10 424036 DEUTSCHE BANK AG (DOMESTIC) 4,000.00 20.758 120.00 82,911.80 -7,737.26
SALE 8/03/10 75043810 RADIOSHACK CORP .72 51292 8/06/10 424050 OPPENHEIMER & CO., INC 2,000.00 21.200 60.00 42,339.28 -2,985.25
SALE 7/28/10 75190730 RAMTRON INTERNATIONAL CORP. .11 42765 8/02/10 424032 CREDIT SUISSE SEC (AES) 2,000.00 3.210 20.00 6,399.89 1,277.17
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 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 29 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 7/29/10 75190730 RAMTRON INTERNATIONAL CORP. .12 42765 8/03/10 424036 CREDIT SUISSE SEC (AES) 2,000.00 3.319 20.00 6,616.88 1,494.16
SALE 7/30/10 75190730 RAMTRON INTERNATIONAL CORP. .12 42765 8/04/10 424040 CREDIT SUISSE SEC (AES) 2,000.00 3.400 20.00 6,779.88 1,657.16
SALE 8/02/10 75190730 RAMTRON INTERNATIONAL CORP. .12 42765 8/05/10 424046 CREDIT SUISSE SEC (AES) 2,000.00 3.440 20.00 6,859.88 1,737.16
SALE 8/03/10 75190730 RAMTRON INTERNATIONAL CORP. .12 42765 8/06/10 424050 CREDIT SUISSE SEC (AES) 2,000.00 3.516 20.00 7,010.88 1,888.16
SALE 8/04/10 75190730 RAMTRON INTERNATIONAL CORP. .12 42765 8/09/10 424056 CREDIT SUISSE SEC (AES) 2,000.00 3.502 20.00 6,982.88 1,860.16
SALE 8/05/10 75190730 RAMTRON INTERNATIONAL CORP. .12 42765 8/10/10 424060 JANNEY MONTGOMERY SCOTT 2,000.00 3.510 60.00 6,959.88 1,837.16
SALE 8/09/10 75190730 RAMTRON INTERNATIONAL CORP. .14 42765 8/12/10 424068 JANNEY MONTGOMERY SCOTT 2,000.00 3.850 60.00 7,639.86 2,517.14
SALE 8/23/10 75190730 RAMTRON INTERNATIONAL CORP. .12 42765 8/26/10 424108 UBS WARBURG LLC 2,000.00 3.421 60.00 6,780.88 1,658.16
SALE 8/25/10 75190730 RAMTRON INTERNATIONAL CORP. .12 42765 8/30/10 424116 UBS WARBURG LLC 2,000.00 3.260 60.00 6,458.88 1,336.16
SALE 8/02/10 75540810 READING INTERNATIONAL INC .16 50241 8/05/10 424046 OPPENHEIMER & CO., INC 2,000.00 4.528 60.00 8,995.64 950.68
SALE 8/03/10 75540810 READING INTERNATIONAL INC .16 50241 8/06/10 424050 CREDIT SUISSE SEC (AES) 2,000.00 4.556 20.00 9,091.44 1,046.48
SALE 8/04/10 75540810 READING INTERNATIONAL INC .16 50241 8/09/10 424056 OPPENHEIMER & CO., INC 2,000.00 4.524 60.00 8,986.84 941.88
SALE 8/05/10 75540810 READING INTERNATIONAL INC .16 50241 8/10/10 424060 OPPENHEIMER & CO., INC 2,000.00 4.566 60.00 9,071.84 1,026.88
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 8/01/10 THROUGH 8/31/10
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 7/28/10 78486Q10 SVB FINANCIAL GROUP .76 50825 8/02/10 424032 JANNEY MONTGOMERY SCOTT 1,000.00 44.773 30.00 44,742.24 1,297.52
SALE 8/03/10 83211010 SMITH INTERNATIONAL INC 1.46
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
50846 8/06/10 424050 OPPENHEIMER & CO., INC 2,000.00 43.077 60.00 86,092.54 5,673.20
SALE 8/03/10 83211010 SMITH INTERNATIONAL INC 11.82 50846 8/06/10 424050 OPPENHEIMER & CO., INC 16,000.00 43.680 480.00 698,388.18 55,033.43 ------======------2 INTRA-DAY TRANSACTIONS SUBTOTAL: 18,000.00 43.613 13.28 784,480.72 60,706.63 540.00
SALE 7/29/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 1.72 50405 8/03/10 424036 DEUTSCHE BANK AG (DOMESTIC) 3,000.00 34.008 90.00 101,931.98 25,384.69
SALE 8/02/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 1.20 50405 8/05/10 424046 OPPENHEIMER & CO., INC 2,000.00 35.391 60.00 70,719.80 19,688.27
SALE 8/10/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 2.56 50405 8/13/10 424072 OPPENHEIMER & CO., INC 4,000.00 37.865 120.00 151,339.04 49,275.99
SALE 8/23/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 1.25 50405 8/26/10 424108 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 36.837 60.00 73,612.75 22,581.23
SALE 8/24/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 1.16 50405 8/27/10 424112 DEUTSCHE BANK AG (DOMESTIC) 2,000.00 34.255 60.00 68,447.84 17,416.31
SALE 8/02/10 88731730 TIME WARNER INC. 5.49 52656 8/05/10 424046 OPPENHEIMER & CO., INC 10,000.00 32.456 300.00 324,253.51 24,595.51
SALE 7/30/10 88830R10 TITAN MACHINERY INC .48 47828 8/04/10 424040 CREDIT SUISSE SEC (AES) 2,000.00 13.987 20.00 27,953.92 4,066.05
SALE 8/26/10 88870610 TIVO INC. 2.24 36147 8/31/10 424120 UBS WARBURG LLC 16,000.00 8.270 480.00 131,829.76 - 50,587.88
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 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 31 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 7/28/10 89674K10 TRIQUINT SEMICONDUCTOR INC 1.24 51624 8/02/10 424032 JANNEY MONTGOMERY SCOTT 10,000.00 7.285 300.00 72,548.76 -4,153.56
SALE 8/02/10 89674K10 TRIQUINT SEMICONDUCTOR INC 1.22 51624 8/05/10 424046 CREDIT SUISSE SEC (AES) 10,000.00 7.190 100.00 71,798.78 -4,903.54
SALE 8/05/10 89674K10 TRIQUINT SEMICONDUCTOR INC 1.23 51624 8/10/10 424060 JANNEY MONTGOMERY SCOTT 10,000.00 7.265 300.00 72,349.77 -4,352.55
SALE 8/09/10 89674K10 TRIQUINT SEMICONDUCTOR INC 1.29 51624 8/12/10 424068 JANNEY MONTGOMERY SCOTT 10,000.00 7.610 300.00 75,798.71 -903.61
SALE 8/12/10 89674K10 TRIQUINT SEMICONDUCTOR INC 1.21 51624 8/17/10 424080 CREDIT SUISSE SEC (USA) LLC 10,000.00 7.116 300.00 70,861.79 -5,840.53
SALE 8/24/10 89674K10 TRIQUINT SEMICONDUCTOR INC 1.16 51624 8/27/10 424112 UBS WARBURG LLC 10,000.00 6.830 300.00 67,993.84 - 8,708.48
SALE 7/30/10 90333E10 USEC INC .47 50642 8/04/10 424040 OPPENHEIMER & CO., INC 5,000.00 5.460 150.00 27,149.53 4,854.31
SALE 7/28/10 91126810 UNITED ONLINE INC .22 44273 8/02/10 424032 JANNEY MONTGOMERY SCOTT 2,000.00 6.440 60.00 12,819.78 690.01
SALE 7/30/10 91126810 UNITED ONLINE INC .22 44273 8/04/10 424040 CREDIT SUISSE SEC (AES) 2,000.00 6.340 20.00 12,659.78 530.01
SALE 7/30/10 91131210 UNITED PARCEL SERVICE-CL B 2.19 51610 8/04/10 424040 OPPENHEIMER & CO., INC 2,000.00 64.720 60.00 129,376.81 -8,317.48
SALE 8/11/10 92343V10 VERIZON COMMUNICATIONS INC 5.02 52561 8/16/10 424076 OPPENHEIMER & CO., INC 10,000.00 29.660 300.00 296,294.98 29,747.51
SALE 8/12/10 92343V10 VERIZON COMMUNICATIONS INC 5.09 52561 8/17/10 424080 OPPENHEIMER & CO., INC 10,000.00 30.111 300.00 300,808.91 34,261.45
SALE 8/13/10 92343V10 VERIZON COMMUNICATIONS INC 7.66 52561 8/18/10 424084 OPPENHEIMER & CO., INC 15,000.00 30.199 450.00 452,522.84 52,701.64
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 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 32 ------
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
- TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/13/10 93114210 WAL-MART STORES, INC. .85 40141 8/18/10 424084 OPPENHEIMER & CO., INC 1,000.00 50.190 30.00 50,159.15 -1,085.42
SALE 8/16/10 93114210 WAL-MART STORES, INC. 1.70 40141 8/19/10 424088 OPPENHEIMER & CO., INC 2,000.00 50.060 60.00 100,058.30 -2,430.83
SALE 8/18/10 93114210 WAL-MART STORES, INC. .86 40141 8/23/10 424096 OPPENHEIMER & CO., INC 1,000.00 50.810 30.00 50,779.14 -465.43
SALE 8/24/10 93114210 WAL-MART STORES, INC. .87 40141 8/27/10 424112 OPPENHEIMER & CO., INC 1,000.00 51.460 30.00 51,429.13 184.56
SALE 8/05/10 94733A10 WEB.COM GROUP INC .39 51139 8/10/10 424060 JANNEY MONTGOMERY SCOTT 5,000.00 4.520 150.00 22,449.61 -817.29
SALE 8/24/10 94733A10 WEB.COM GROUP INC .35 51139 8/27/10 424112 UBS WARBURG LLC 5,000.00 4.110 150.00 20,399.65 - 2,867.25
SALE 8/26/10 94733A10 WEB.COM GROUP INC .36 51139 8/31/10 424120 UBS WARBURG LLC 5,000.00 4.215 150.00 20,923.14 - 2,343.76
SALE 7/28/10 94974610 WELLS FARGO & CO .95 46540 8/02/10 424032 OPPENHEIMER & CO., INC 2,000.00 27.950 60.00 55,839.05 3,059.98
SALE 8/25/10 96181530 WESTWOOD ONE INC .27 51695 8/30/10 424116 UBS WARBURG LLC 2,000.00 7.751 60.00 15,442.53 - 5,657.85
SALE 8/26/10 96181530 WESTWOOD ONE INC .28 51695 8/31/10 424120 UBS WARBURG LLC 2,000.00 8.260 60.00 16,460.32 - 4,640.06
SALE 7/29/10 98884U10 ZAGG INC .58 52716 8/03/10 424036 CREDIT SUISSE SEC (AES) 10,000.00 3.391 100.00 33,808.42 5,098.73
SALE 7/30/10 98884U10 ZAGG INC .55 52716 8/04/10 424040 CREDIT SUISSE SEC (AES) 10,000.00 3.220 100.00 32,100.45 3,390.76
SALE 8/02/10 98884U10 ZAGG INC .59 52716 8/05/10 424046 CREDIT SUISSE SEC (AES) 10,000.00 3.469 100.00 34,590.41 5,880.72
S T A T E O F N E W J E R S E Y 4340 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
N.J. BEST - POOLED EQUITY FD (4340) -Cont. PAGE: 33 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/03/10 98884U10 ZAGG INC .55 52716 8/06/10 424050 CREDIT SUISSE SEC (AES) 10,000.00 3.243 100.00 32,329.45 3,619.76
SALE 8/04/10 98884U10 ZAGG INC .56 52716 8/09/10 424056 CREDIT SUISSE SEC (AES) 10,000.00 3.255 100.00 32,450.44 3,740.75
SALE 8/05/10 98884U10 ZAGG INC .52 52716 8/10/10 424060 JANNEY MONTGOMERY SCOTT 10,000.00 3.064 300.00 30,338.48 1,628.79
SALE 8/06/10 98884U10 ZAGG INC .54 52716 8/11/10 424064 CREDIT SUISSE SEC (USA) LLC 10,000.00 3.165 300.00 31,344.46 2,634.77
SALE 8/09/10 98884U10 ZAGG INC .57 52716 8/12/10 424068 JANNEY MONTGOMERY SCOTT 10,000.00 3.370 300.00 33,403.43 4,693.74
SALE 8/05/10 H8817H10 TRANSOCEAN LTD 3.86 52643 8/10/10 424060 OPPENHEIMER & CO., INC 4,000.00 56.995 120.00 227,857.34 16,328.14
SALE 8/09/10 H8817H10 TRANSOCEAN LTD 3.91 52643 8/12/10 424068 OPPENHEIMER & CO., INC 4,000.00 57.780 120.00 230,996.09 19,466.89
SALE 8/11/10 H8817H10 TRANSOCEAN LTD 1.86 52643 8/16/10 424076 OPPENHEIMER & CO., INC 2,000.00 54.748 60.00 109,433.14 3,668.54
SALE 8/11/10 H8912P10 TYCO ELECTRONICS LTD 1.87 48848 8/16/10 424076 OPPENHEIMER & CO., INC 4,000.00 27.583 120.00 110,210.13 9,568.49 ------SUBTOTAL STOCK SALES: 1,697,300.00 319.11 19,840,160.34 915,944.99 30,228.00 ------TOTAL FUND SALES: 1,697,300.00 319.11 19,840,160.34 915,944.99 30,228.00
END OF REPORT FOR: N.J. BEST - POOLED EQUITY FD
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
S T A T E O F N E W J E R S E Y 5050 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
CASH MANAGEMENT FD (5050) PAGE: 34 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PURCHASE OF FIXED INCOME SECURITIES ------
PUR 8/16/10 00282DJE ABBOTT LABS DISC C P .1800 .180 53047 8/16/10 289198 MESIROW FINANCIAL, INC 9/14/10 65,925,000.00 99.986 65,915,440.88
PUR 8/19/10 00282DK4 ABBOTT LABS DISC C P .1800 .180 53146 8/19/10 289201 MESIROW FINANCIAL, INC 10/04/10 100,000,000.00 99.977 99,977,000.00
PUR 8/05/10 03948HH6 ARCHER DANIELS MIDLAND DISC .2000 .200 52931 8/05/10 289191 CITIGROUP GBL MKT(FMLY SALO 8/06/10 75,000,000.00 99.999 74,999,583.30
PUR 8/06/10 03948HHD ARCHER DANIELS MIDLAND DISC .2000 .200 52958 8/06/10 289192 BARCLAYS CAPITAL INC 8/13/10 8,028,000.00 99.996 8,027,687.80
PUR 8/12/10 03948HHD ARCHER DANIELS MIDLAND DISC .2000 .200 53018 8/12/10 289196 BARCLAYS CAPITAL INC 8/13/10 7,047,000.00 99.999 7,046,960.85
PUR 8/16/10 03948HHH ARCHER DANIELS MIDLAND DISC .2000 .200 53050 8/16/10 289198 BARCLAYS CAPITAL INC 8/17/10 6,531,000.00 99.999 6,530,963.71
PUR 8/16/10 03948HHH ARCHER DANIELS MIDLAND DISC .2000 .200 53051 8/16/10 289198 BARCLAYS CAPITAL INC 8/17/10 11,002,000.00 99.999 11,001,938.87
PUR 8/13/10 0556N1HG BNP PARIBAS FINANCE INC DIS .1900 .190 53030 8/13/10 289197 BNP PARIBAS 8/16/10 22,296,000.00 99.998 22,295,646.98
PUR 8/11/10 05722MHX BAKER HUGHES INC DISC CP .1800 .180 52996 8/11/10 289195 BARCLAYS CAPITAL INC 8/31/10 50,000,000.00 99.990 49,995,000.00
PUR 8/12/10 06366F4G BANK OF MONTREAL YANKEE C D .2100 .210 53015 8/12/10 289196 BMO/HARRIS TRUST & SAVINGS 9/02/10 20,000,000.00 100.00 20,000,000.00
PUR 8/16/10 06366F4M BANK OF MONTREAL YANKEE C D .2400 .240 53048 8/16/10 289198 BMO/HARRIS TRUST & SAVINGS 9/17/10 60,000,000.00 100.00 60,000,000.00
PUR 8/17/10 06366F4N BANK OF MONTREAL YANKEE C D .2300 .230 53079 8/17/10 289199 BMO/HARRIS TRUST & SAVINGS 10/01/10 40,000,000.00 100.00 40,000,000.00
S T A T E O F N E W J E R S E Y 5050 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 35 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/20/10 06366F4T BANK OF MONTREAL YANKEE C D .2100 .210 53161 8/20/10 289202 BMO/HARRIS TRUST & SAVINGS 9/03/10 50,000,000.00 100.00 50,000,000.00
PUR 8/09/10 06417DKL BANK OF NOVA SCOTIA YANKEE .2000 .200 52967 8/09/10 289193 BANK OF NOVA SCOTIA 9/01/10 110,514,000.00 100.00 110,514,000.00
PUR 8/11/10 06417DKP BANK OF NOVA SCOTIA YANKEE .2100 .210 52997 8/11/10 289195 BANK OF NOVA SCOTIA 9/10/10 42,000,000.00 100.00 42,000,000.00
PUR 8/11/10 06417DKR BANK OF NOVA SCOTIA YANKEE .1900 .190 52998 8/11/10 289195 BANK OF NOVA SCOTIA 9/03/10 60,000,000.00 100.00 60,000,000.00
PUR 8/02/10 14178MH3 CARGILL INC DISC C P .2000 .200 52862 8/02/10 289188 CREDIT SUISSE SEC (USA) LLC 8/03/10 3,855,000.00 99.999 3,854,978.58
PUR 8/05/10 14178MH6 CARGILL INC DISC C P .1900 .190 52928 8/05/10 289191 BARCLAYS CAPITAL INC 8/06/10 30,000,000.00 99.999 29,999,841.66
PUR 8/05/10 14178MH6 CARGILL INC DISC C P .2000 .200 52929 8/05/10 289191 CITIGROUP GBL MKT(FMLY SALO 8/06/10 30,000,000.00 99.999 29,999,833.32
PUR 8/05/10 14178MH6 CARGILL INC DISC C P .1900 .190 52932 8/05/10 289191 JP MORGAN 8/06/10 30,000,000.00 99.999 29,999,841.66
PUR 8/10/10 14178MHB CARGILL INC DISC C P .1800 .180 52990 8/10/10 289194 JP MORGAN 8/11/10 12,672,000.00 100.00 12,671,936.64
PUR 8/03/10 14178MHC CARGILL INC DISC C P .2000 .200 52881 8/03/10 289189 JP MORGAN 8/12/10 8,237,000.00 99.995 8,236,588.15
PUR 8/11/10 14178MHC CARGILL INC DISC C P .2000 .200 52999 8/11/10 289195 BARCLAYS CAPITAL INC 8/12/10 15,000,000.00 99.999 14,999,916.66
PUR 8/11/10 14178MHC CARGILL INC DISC C P .1800 .180 53000 8/11/10 289195 JP MORGAN 8/12/10 4,475,000.00 100.00 4,474,977.63
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
PUR 8/06/10 14178MHG CARGILL INC DISC C P .2200 .220 52956 8/06/10 289192 BARCLAYS CAPITAL INC 8/16/10 43,000,000.00 99.994 42,997,372.23
S T A T E O F N E W J E R S E Y 5050 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
CASH MANAGEMENT FD (5050) -Cont. PAGE: 36 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/09/10 14178MHG CARGILL INC DISC C P .1800 .180 52977 8/09/10 289193 CREDIT SUISSE SEC (USA) LLC 8/16/10 6,992,000.00 99.997 6,991,755.28
PUR 8/20/10 14178MHP CARGILL INC DISC C P .1800 .180 53165 8/20/10 289202 JP MORGAN 8/23/10 14,199,000.00 99.999 14,198,787.02
PUR 8/23/10 14178MHQ CARGILL INC DISC C P .2000 .200 53175 8/23/10 289203 BARCLAYS CAPITAL INC 8/24/10 7,629,000.00 99.999 7,628,957.61
PUR 8/19/10 14178MHS CARGILL INC DISC C P .2100 .210 53152 8/19/10 289201 CREDIT SUISSE SEC (USA) LLC 8/26/10 15,829,000.00 99.996 15,828,353.65
PUR 8/05/10 14178MHX CARGILL INC DISC C P .1800 .180 52939 8/05/10 289191 MESIROW FINANCIAL, INC 8/31/10 50,000,000.00 99.987 49,993,500.00
PUR 8/11/10 16677FDR CHEVRON FUNDING I B N .1800 .180 52995 8/11/10 289195 CHEVRON USA INC 8/30/10 50,000,000.00 100.00 50,000,000.00
PUR 8/16/10 16677FDY CHEVRON FUNDING I B N .1900 .190 53040 8/16/10 289198 CHEVRON USA INC 8/30/10 50,000,000.00 100.00 50,000,000.00
PUR 8/17/10 16677FEB CHEVRON FUNDING I B N .1900 .190 53078 8/17/10 289199 CHEVRON USA INC 8/24/10 10,000,000.00 100.00 10,000,000.00
PUR 8/19/10 16677FEE CHEVRON FUNDING I B N .1900 .190 53148 8/19/10 289201 CHEVRON USA INC 9/10/10 50,000,000.00 100.00 50,000,000.00
PUR 8/19/10 16677FEH CHEVRON FUNDING I B N .1900 .190 53149 8/19/10 289201 CHEVRON USA INC 9/20/10 30,000,000.00 100.00 30,000,000.00
PUR 8/20/10 16677FEK CHEVRON FUNDING I B N .1800 .180 53159 8/20/10 289202 CHEVRON USA INC 9/02/10 50,000,000.00 100.00 50,000,000.00
PUR 8/26/10 16677FEU CHEVRON FUNDING I B N .1800 .180 53203 8/26/10 289206 CHEVRON USA INC 9/24/10 50,000,000.00 100.00 50,000,000.00
PUR 8/26/10 16677FEV CHEVRON FUNDING I B N .1800 .180 53204 8/26/10 289206 CHEVRON USA INC 9/20/10 40,000,000.00 100.00 40,000,000.00
S T A T E O F N E W J E R S E Y 5050 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
CASH MANAGEMENT FD (5050) -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 ------
PUR 8/13/10 19416FJD COLGATE-PALMOLIVE CO DISC C .1700 .170 53027 8/13/10 289197 CITIGROUP GBL MKT(FMLY SALO 9/13/10 20,000,000.00 99.985 19,997,072.22
PUR 8/12/10 19416FJH COLGATE-PALMOLIVE CO DISC C .1600 .160 53013 8/12/10 289196 WILLIAMS CAPITAL GROUP 9/17/10 25,000,000.00 99.984 24,996,000.00
PUR 8/13/10 19416FJM COLGATE-PALMOLIVE CO DISC C .1700 .170 53029 8/13/10 289197 WILLIAMS CAPITAL GROUP 9/21/10 50,000,000.00 99.982 49,990,791.67
PUR 8/23/10 19416FJW COLGATE-PALMOLIVE CO DISC C .1700 .170 53172 8/23/10 289203 WILLIAMS CAPITAL GROUP 9/30/10 50,000,000.00 99.982 49,991,027.78
PUR 8/19/10 24422MJD JOHN DEERE CAP CORP DISC C .1900 .190 53145 8/19/10 289201 MESIROW FINANCIAL, INC 9/13/10 75,000,000.00 99.987 74,990,104.17
PUR 8/17/10 2635J5HQ DUPONT EI DENEMOURS DISC C .1800 .180 53082 8/17/10 289199 CREDIT SUISSE SEC (USA) LLC 8/24/10 2,533,000.00 99.997 2,532,911.35
PUR 8/18/10 2635J5HW DUPONT EI DENEMOURS DISC C .1900 .190 53096 8/18/10 289200 CREDIT SUISSE SEC (USA) LLC 8/30/10 5,392,000.00 99.994 5,391,658.51
PUR 8/31/10 2635J5J7 DUPONT EI DENEMOURS CO DISC .1900 .190 53266 8/31/10 289209 CREDIT SUISSE SEC (USA) LLC 9/07/10 23,000,000.00 99.996 22,999,150.29
PUR 8/31/10 2635J5J7 DUPONT EI DENEMOURS CO DISC .2200 .220 53267 8/31/10 289209 CREDIT SUISSE SEC (USA) LLC 9/07/10 4,718,000.00 99.996 4,717,798.17
PUR 8/12/10 29101BJQ EMERSON ELECTRIC CO DISC CP .1900 .190
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
53011 8/12/10 289196 JP MORGAN 9/24/10 40,000,000.00 99.977 39,990,922.24
PUR 8/13/10 29101BJQ EMERSON ELECTRIC CO DISC CP .2000 .200 53028 8/13/10 289197 JP MORGAN 9/24/10 35,000,000.00 99.977 34,991,833.35
PUR 8/16/10 3022W1NF EXXON MOBIL CORP IBN .1700 .170 53038 8/16/10 289198 EXXON MOBIL CORP. 9/07/10 100,000,000.00 100.00 100,000,000.00
PUR 8/16/10 313385F3 FEDL HOME LOAN BK CONS DISC .1650 .165 53049 8/16/10 289198 RBC CAPITAL (DOMESTIC) 9/10/10 25,000,000.00 99.989 24,997,135.43
S T A T E O F N E W J E R S E Y 5050 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
CASH MANAGEMENT FD (5050) -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 ------
PUR 8/18/10 313385L3 FEDL HOME LOAN BK CONS DISC .1650 .165 53095 8/18/10 289200 RBC CAPITAL (DOMESTIC) 10/20/10 17,000,000.00 99.971 16,995,091.25
PUR 8/19/10 313385L3 FEDL HOME LOAN BK CONS DISC .1650 .165 53143 8/19/10 289201 HSBC (DOMESTIC) 10/20/10 97,000,000.00 99.972 96,972,435.80
PUR 8/05/10 313385M9 FED HOME LOAN BK CONS DISC .1850 .185 52940 8/05/10 289191 BARCLAYS CAPITAL INC 11/03/10 75,000,000.00 99.954 74,965,312.50
PUR 8/24/10 313385P7 FEDL HOME LOAN BK CONS DISC .1750 .175 53188 8/24/10 289204 BARCLAYS CAPITAL INC 11/17/10 50,000,000.00 99.959 49,979,340.30
PUR 8/02/10 3696E27F GENERAL ELECTRIC CO I B NTS .2000 .200 52859 8/02/10 289188 GENERAL ELECTRIC COMPANY 8/09/10 22,000,000.00 100.00 22,000,000.00
PUR 8/02/10 3696E27G GENERAL ELECTRIC CO I B NTS .2000 .200 52860 8/02/10 289188 GENERAL ELECTRIC COMPANY 8/10/10 27,000,000.00 100.00 27,000,000.00
PUR 8/03/10 3696E27K GENERAL ELECTRIC CO I B NTS .2000 .200 52879 8/03/10 289189 GENERAL ELECTRIC COMPANY 9/01/10 40,000,000.00 100.00 40,000,000.00
PUR 8/04/10 3696E27L GENERAL ELECTRIC CO I B NTS .2100 .210 52894 8/04/10 289190 GENERAL ELECTRIC COMPANY 9/01/10 50,000,000.00 100.00 50,000,000.00
PUR 8/04/10 3696E27L GENERAL ELECTRIC CO I B NTS .2100 .210 52900 8/04/10 289190 GENERAL ELECTRIC COMPANY 9/01/10 45,000,000.00 100.00 45,000,000.00
PUR 8/10/10 3696E3AJ GENERAL ELECTRIC CO I B NTS .2200 .220 52989 8/10/10 289194 GENERAL ELECTRIC COMPANY 9/01/10 52,000,000.00 100.00 52,000,000.00
PUR 8/11/10 3696E3AK GENERAL ELECTRIC CO I B NTS .2100 .210 52994 8/11/10 289195 GENERAL ELECTRIC COMPANY 8/27/10 33,000,000.00 100.00 33,000,000.00
PUR 8/27/10 3696E3BM GENERAL ELECTRIC CO I B NTS .1900 .190 53232 8/27/10 289207 GENERAL ELECTRIC COMPANY 9/03/10 33,000,000.00 100.00 33,000,000.00
PUR 8/02/10 42823KHH HEWLETT PACKARD CO DISC C P .2000 .200 52858 8/02/10 289188 CITIGROUP GBL MKT(FMLY SALO 8/17/10 68,000,000.00 99.992 67,994,333.36
S T A T E O F N E W J E R S E Y 5050 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
CASH MANAGEMENT FD (5050) -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 ------
PUR 8/16/10 42823KJ3 HEWLETT PACKARD CO DISC C P .2100 .210 53039 8/16/10 289198 CITIGROUP GBL MKT(FMLY SALO 9/03/10 25,000,000.00 99.990 24,997,375.00
PUR 8/18/10 42823KJD HEWLETT PACKARD CO DISC C P .2000 .200 53090 8/18/10 289200 CITIGROUP GBL MKT(FMLY SALO 9/13/10 50,000,000.00 99.986 49,992,777.80
PUR 8/18/10 42823KJE HEWLETT PACKARD CO DISC C P .2000 .200 53091 8/18/10 289200 CITIGROUP GBL MKT(FMLY SALO 9/14/10 40,000,000.00 99.985 39,994,000.00
PUR 8/20/10 42823KJN HEWLETT PACKARD CO DISC C P .1900 .190 53163 8/20/10 289202 MESIROW FINANCIAL, INC 9/22/10 15,000,000.00 99.983 14,997,387.50
PUR 8/20/10 42823KJQ HEWLETT PACKARD CO DISC C P .2100 .210 53160 8/20/10 289202 CITIGROUP GBL MKT(FMLY SALO 9/24/10 50,000,000.00 99.980 49,989,791.65
PUR 8/20/10 47816GJW JOHNSON & JOHNSON DISC C P .1600 .160 53164 8/20/10 289202 MESIROW FINANCIAL, INC 9/30/10 25,000,000.00 99.982 24,995,444.44
PUR 8/12/10 59515DJ8 MICROSOFT CORP DISC CP .1500 .150 53012 8/12/10 289196 JP MORGAN 9/08/10 29,200,000.00 99.989 29,196,715.00
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
PUR 8/12/10 59515DJ8 MICROSOFT CORP DISC CP .1500 .150 53014 8/12/10 289196 MESIROW FINANCIAL, INC 9/08/10 53,000,000.00 99.989 52,994,037.50
PUR 8/17/10 59515DJ9 MICROSOFT CORP DISC CP .1700 .170 53080 8/17/10 289199 CITIGROUP GBL MKT(FMLY SALO 9/09/10 50,000,000.00 99.989 49,994,569.45
PUR 8/17/10 59515DJ9 MICROSOFT CORP DISC CP .1600 .160 53077 8/17/10 289199 JP MORGAN 9/09/10 50,000,000.00 99.990 49,994,888.90
PUR 8/26/10 59515DJL MICROSOFT CORP DISC C P .1700 .170 53206 8/26/10 289206 CITIGROUP GBL MKT(FMLY SALO 9/20/10 50,000,000.00 99.988 49,994,097.20
PUR 8/26/10 59515DJL MICROSOFT CORP DISC C P .1600 .160 53207 8/26/10 289206 JP MORGAN 9/20/10 43,000,000.00 99.989 42,995,222.23
PUR 8/05/10 63253LJD NAT'L AUSTRALIA FDG (DE) IN .1900 .190 52930 8/05/10 289191 NATL AUSTRALIA FUNDING DELA 8/06/10 130,000,000.00 100.00 130,000,000.00
S T A T E O F N E W J E R S E Y 5050 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
CASH MANAGEMENT FD (5050) -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 ------
PUR 8/06/10 63253LJE NAT'L AUSTRALIA FDG (DE) IN .1800 .180 52957 8/06/10 289192 NATL AUSTRALIA FUNDING DELA 8/09/10 50,000,000.00 100.00 50,000,000.00
PUR 8/17/10 63253LJF NAT'L AUSTRALIA FDG (DE) IN .1800 .180 53081 8/17/10 289199 NATL AUSTRALIA FUNDING DELA 8/18/10 30,000,000.00 100.00 30,000,000.00
PUR 8/20/10 63253LJG NAT'L AUSTRALIA FDG (DE) IN .1700 .170 53158 8/20/10 289202 NATL AUSTRALIA FUNDING DELA 8/23/10 50,000,000.00 100.00 50,000,000.00
PUR 8/23/10 63253LJH NAT'L AUSTRALIA FDG (DE) IN .1800 .180 53170 8/23/10 289203 NATL AUSTRALIA FUNDING DELA 8/24/10 50,000,000.00 100.00 50,000,000.00
PUR 8/23/10 63253LJH NAT'L AUSTRALIA FDG (DE) IN .1800 .180 53174 8/23/10 289203 NATL AUSTRALIA FUNDING DELA 8/24/10 10,000,000.00 100.00 10,000,000.00
PUR 8/24/10 63253LJJ NAT'L AUSTRALIA FDG (DE) IN .1700 .170 53189 8/24/10 253189 NATL AUSTRALIA FUNDING DELA 8/25/10 20,985,000.00 100.00 20,985,000.00
PUR 8/25/10 63253LJK NAT'L AUSTRALIA FDG (DE) IN .1700 .170 53197 8/25/10 289205 NATL AUSTRALIA FUNDING DELA 8/26/10 15,585,000.00 100.00 15,585,000.00
PUR 8/26/10 63253LJL NAT'L AUSTRALIA FDG (DE) IN .1800 .180 53202 8/26/10 289206 NATL AUSTRALIA FUNDING DELA 8/27/10 75,000,000.00 100.00 75,000,000.00
PUR 8/26/10 63253LJL NAT'L AUSTRALIA FDG (DE) IN .1800 .180 53210 8/26/10 289206 NATL AUSTRALIA FUNDING DELA 8/27/10 60,000,000.00 100.00 60,000,000.00
PUR 8/27/10 63253LJM NAT'L AUSTRALIA FDG (DE) IN .1700 .170 53230 8/27/10 289207 NATL AUSTRALIA FUNDING DELA 8/30/10 50,000,000.00 100.00 50,000,000.00
PUR 8/27/10 63253LJM NAT'L AUSTRALIA FDG (DE) IN .1700 .170 53233 8/27/10 289207 NATL AUSTRALIA FUNDING DELA 8/30/10 27,000,000.00 100.00 27,000,000.00
PUR 8/27/10 63253LJM NAT'L AUSTRALIA FDG (DE) IN .1700 .170 53234 8/27/10 289207 NATL AUSTRALIA FUNDING DELA 8/30/10 5,181,000.00 100.00 5,181,000.00
PUR 8/27/10 63253LJM NAT'L AUSTRALIA FDG (DE) IN .1700 .170 53235 8/27/10 289207 NATL AUSTRALIA FUNDING DELA 8/30/10 2,000,000.00 100.00 2,000,000.00
S T A T E O F N E W J E R S E Y 5050 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
CASH MANAGEMENT FD (5050) -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 ------
PUR 8/30/10 63253LJN NAT'L AUSTRALIA FDG (DE) IN .1700 .170 53242 8/30/10 289208 NATL AUSTRALIA FUNDING DELA 8/31/10 100,000,000.00 100.00 100,000,000.00
PUR 8/30/10 63253LJN NAT'L AUSTRALIA FDG (DE) IN .1700 .170 53244 8/30/10 289208 NATL AUSTRALIA FUNDING DELA 8/31/10 4,598,000.00 100.00 4,598,000.00
PUR 8/31/10 63253LJP NAT'L AUSTRALIA FDG (DE) IN .1800 .180 53265 8/31/10 289209 NATL AUSTRALIA FUNDING DELA 9/01/10 34,000,000.00 100.00 34,000,000.00
PUR 8/24/10 68402LAE ORACLE CORP NOTES 5.0000 .282 53226 8/27/10 289207 CREDIT SUISSE SEC (USA) LLC 1/15/11 9,662,000.00 101.80 9,836,495.72
PUR 8/24/10 68402LAE ORACLE CORP NOTES 5.0000 .282 53229 8/27/10 289207 CREDIT SUISSE SEC (USA) LLC 1/15/11 3,540,000.00 101.80 3,603,932.40
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
PUR 8/18/10 89112YHZ TORONTO DOMINION BK LTD NY .2100 .210 53094 8/18/10 289200 TD SECURITIES 9/17/10 52,500,000.00 100.00 52,500,000.00
PUR 8/23/10 89112YJD TORONTO DOMINION BK LTD NY .2150 .215 53171 8/23/10 289203 TD SECURITIES 10/05/10 50,000,000.00 100.00 50,000,000.00
PUR 8/25/10 89112YJJ TORONTO DOMINION BK NY YANK .2000 .200 53195 8/25/10 289205 TD SECURITIES 10/01/10 60,000,000.00 100.00 60,000,000.00
PUR 8/26/10 89112YJK TORONTO DOMINION BK LTD NY .2100 .210 53211 8/26/10 289206 TD SECURITIES 10/01/10 47,500,000.00 100.00 47,500,000.00
PUR 8/20/10 9127952B U.S. TREASURY BILLS .1810 .181 53162 8/20/10 289202 CITIGROUP GBL MKT(FMLY SALO 2/17/11 100,000,000.00 99.909 99,908,997.22
PUR 8/30/10 9127952B U.S. TREASURY BILLS .1805 .181 53243 8/30/10 289208 BARCLAYS CAPITAL INC 2/17/11 40,000,000.00 99.914 39,965,705.00
PUR 8/23/10 912795UH U.S. TREASURY BILLS .1445 .145 53173 8/23/10 289203 NOMURA SECURITIES INT'L (DO 10/21/10 50,000,000.00 99.976 49,988,159.03
PUR 8/18/10 912795VB U.S. TREASURY BILLS .1445 .145 53093 8/18/10 289200 JP MORGAN 9/16/10 50,000,000.00 99.988 49,994,179.86
S T A T E O F N E W J E R S E Y 5050 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
CASH MANAGEMENT FD (5050) -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 ------
PUR 8/19/10 912795VB U.S. TREASURY BILLS .1500 .150 53151 8/19/10 289201 BARCLAYS CAPITAL INC 9/16/10 31,000,000.00 99.988 30,996,383.31
PUR 8/25/10 912795VB U.S. TREASURY BILLS .1600 .160 53196 8/25/10 289205 BARCLAYS CAPITAL INC 9/16/10 60,000,000.00 99.990 59,994,133.33
PUR 8/26/10 912795VB U.S. TREASURY BILLS .1700 .170 53208 8/26/10 289206 BANK OF AMERICA SECURITIES 9/16/10 144,500,000.00 99.990 144,485,670.40
PUR 8/19/10 912795VC U.S. TREASURY BILLS .1455 .146 53144 8/19/10 289201 JP MORGAN 9/30/10 173,000,000.00 99.983 172,970,633.25
PUR 8/02/10 912795X9 U.S. TREASURY BILLS .1855 .186 52857 8/02/10 289188 BARCLAYS CAPITAL INC 1/27/11 75,000,000.00 99.908 74,931,210.42
PUR 8/05/10 93114FHJ WALMART STORES INC DISC C P .1800 .180 52934 8/05/10 289191 BARCLAYS CAPITAL INC 8/18/10 70,000,000.00 99.994 69,995,450.00
PUR 8/09/10 93114FHP WALMART STORES INC DISC C P .1800 .180 52972 8/09/10 289193 CREDIT SUISSE SEC (USA) LLC 8/23/10 30,000,000.00 99.993 29,997,900.00
PUR 8/12/10 93114FHS WALMART STORES INC DISC C P .1800 .180 53016 8/12/10 289196 BARCLAYS CAPITAL INC 8/26/10 35,000,000.00 99.993 34,997,550.00
PUR 8/12/10 93114FHT WALMART STORES INC DISC C P .1800 .180 53010 8/12/10 289196 CITIGROUP GBL MKT(FMLY SALO 8/27/10 80,000,000.00 99.993 79,994,000.00
PUR 8/09/10 93114FHW WALMART STORES INC DISC C P .1800 .180 52966 8/09/10 289193 MESIROW FINANCIAL, INC 8/30/10 24,486,000.00 99.990 24,483,428.97
PUR 8/19/10 93114FJ7 WALMART STORES INC DISC C P .1900 .190 53147 8/19/10 289201 CREDIT SUISSE SEC (USA) LLC 9/07/10 100,000,000.00 99.990 99,989,972.20
PUR 8/19/10 93114FJ7 WALMART STORES INC DISC C P .1800 .180 53150 8/19/10 289201 FTN Financial Securities 9/07/10 50,000,000.00 99.991 49,995,250.00
PUR 8/26/10 93114FJV WALMART STORES INC DISC C P .2000 .200 53213 8/26/10 289206 BARCLAYS CAPITAL INC 9/29/10 10,000,000.00 99.981 9,998,111.11
S T A T E O F N E W J E R S E Y 5050 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
CASH MANAGEMENT FD (5050) -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 ------
PUR 8/26/10 93114FJV WALMART STORES INC DISC C P .2000 .200 53214 8/26/10 289206 BARCLAYS CAPITAL INC 9/29/10 5,155,000.00 99.981 5,154,026.28
PUR 8/26/10 93114FJV WALMART STORES INC DISC C P .2000 .200 53215 8/26/10 289206 BARCLAYS CAPITAL INC 9/29/10 16,728,000.00 99.981 16,724,840.26 ------
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
SUBTOTAL FIXED PURCHASES: 4957494000.00 4957165116.30
------TOTAL FUND PURCHASES: 4957494000.00 4957165116.30
SALES OF FIXED INCOME SECURITIES ------
SALE 8/04/10 912795V5 U.S. TREASURY BILLS .1645 .165 51635 8/04/10 289190 NOMURA SECURITIES INT'L INC 8/12/10 8,293,000.00 99.998 8,292,796.36 99.52
SALE 8/05/10 912795V5 U.S. TREASURY BILLS .1645 .165 51635 8/05/10 289191 BNP PARIBAS SECURITIES CORP 8/12/10 36,257,000.00 99.998 36,256,284.43 444.15 ------SUBTOTAL FIXED SALES: 44,550,000.00 44,549,080.79 543.67
------TOTAL FUND SALES: 44,550,000.00 44,549,080.79 543.67
END OF REPORT FOR: CASH MANAGEMENT FD
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) PAGE: 44 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PURCHASE OF STOCK AND OTHER EQUITIES ------
PUR 8/06/10 00289620 ABERCROMBIE & FITCH CO-CL A 52015 8/11/10 424061 RAYMOND JAMES & ASSOCIATES, 20,000.00 38.238 800.00 765,568.00
PUR 8/18/10 00289620 ABERCROMBIE & FITCH CO-CL A 52015 8/23/10 424093 SANFORD BERNSTEIN & CO. 10,000.00 34.783 400.00 348,234.00
PUR 8/24/10 00289620 ABERCROMBIE & FITCH CO-CL A 52015 8/27/10 424109 COWEN AND CO., LLC 10,000.00 34.994 400.00 350,335.00
PUR 8/06/10 02553E10 AMERICAN EAGLE OUTFITTERS 37945 8/11/10 424061 RAYMOND JAMES & ASSOCIATES, 10,000.00 12.334 400.00 123,736.00
PUR 8/11/10 02553E10 AMERICAN EAGLE OUTFITTERS 37945 8/16/10 424073 JP MORGAN 200.00 12.250 8.00 2,458.00
PUR 8/12/10 02553E10 AMERICAN EAGLE OUTFITTERS 37945 8/17/10 424077 JP MORGAN 24,800.00 12.155 992.00 302,445.92
PUR 8/24/10 03948310 ARCHER DANIELS MIDLAND CO. 15497 8/27/10 424109 CRAIG-HALLUM CAPITAL GRP LL 65,000.00 29.964 2,600.00 1,950,260.00
PUR 7/29/10 04269Q10 ARRIS GROUP INC. 20521 8/03/10 424033 CREDIT SUISSE SEC (AES) 25,000.00 9.796 250.00 245,155.00
PUR 8/03/10 05722410 BAKER HUGHES INC 14400 8/06/10 424047 FRIEDMAN BILLINGS RAMSEY 100,000.00 43.375 4,000.00 4,341,460.00
PUR 8/04/10 05722410 BAKER HUGHES INC 14400 8/09/10 424053 KEYBANC CAPITAL MKTS INC 50,000.00 42.230 2,000.00 2,113,475.00
PUR 8/04/10 05722410 BAKER HUGHES INC 14400 8/09/10 424053 MIDWOOD SECURITIES, INC. 70,000.00 42.025 3,500.00 2,945,250.00
PUR 8/19/10 05722410 BAKER HUGHES INC 14400 8/24/10 424097 MORGAN STANLEY 100,000.00 39.733 4,000.00 3,977,290.00
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -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 ------
PUR 8/25/10 05849810 BALL CORP 8982 8/30/10 424113 MORGAN STANLEY 50,000.00 56.184 2,000.00 2,811,175.00
PUR 8/25/10 08143710 BEMIS COMPANY 23170 8/30/10 424113 MORGAN STANLEY 30,000.00 28.587 1,200.00 858,819.00
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
PUR 8/26/10 08143710 BEMIS COMPANY 23170 8/31/10 424117 DEUTSCHE BANK AG (DOMESTIC) 70,000.00 28.956 2,800.00 2,029,706.00
PUR 8/25/10 11162130 BROCADE COMMUNICATIONS SY 50904 8/30/10 424113 UBS WARBURG LLC 50,000.00 4.790 1,500.00 241,000.00
PUR 8/19/10 12483010 CBL & ASSOC PPTYS INC 47270 8/24/10 424097 SANFORD BERNSTEIN & CO. 22,500.00 12.050 900.00 272,018.25
PUR 8/17/10 12709710 CABOT OIL & GAS 48172 8/20/10 424089 CITIGROUP/CITIBANK DOMESTIC 125,000.00 30.288 5,000.00 3,790,987.50
PUR 8/17/10 13134730 CALPINE CORP 50958 8/20/10 424089 BARCLAYS CAPITAL (DOMESTIC) 22,000.00 12.726 880.00 280,858.60
PUR 8/17/10 13134730 CALPINE CORP 50958 8/20/10 424089 SANFORD BERNSTEIN & CO. 53,000.00 12.771 2,120.00 679,004.20
PUR 8/26/10 13313110 CAMDEN PROPERTY TRUST 53223 8/31/10 424117 COWEN AND CO., LLC 60,000.00 44.732 2,400.00 2,686,314.00
PUR 8/02/10 14365830 CARNIVAL CORP 49668 8/05/10 424043 RAYMOND JAMES & ASSOCIATES, 40,000.00 35.343 1,600.00 1,415,300.00
PUR 8/03/10 14965A10 CAVIUM NETWORKS INC. 37143 8/06/10 424047 CREDIT SUISSE SEC (AES) 25,000.00 27.510 250.00 687,992.50
PUR 8/23/10 15060230 CEDAR SHOPPING CENTERS 53185 8/26/10 424105 BANK OF AMERICA SECURITIES 600.00 25.000 15,000.00
PUR 8/20/10 16208T10 CHATHAM LODGING TRUST 51551 8/25/10 424101 UBS WARBURG LLC 1,730.00 15.494 51.90 26,857.04
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -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 ------
PUR 8/23/10 16208T10 CHATHAM LODGING TRUST 51551 8/26/10 424105 UBS WARBURG LLC 4,998.00 15.713 149.94 78,686.01
PUR 8/24/10 16208T10 CHATHAM LODGING TRUST 51551 8/27/10 424109 UBS WARBURG LLC 6,399.00 16.082 191.97 103,101.33
PUR 8/25/10 16208T10 CHATHAM LODGING TRUST 51551 8/30/10 424113 UBS WARBURG LLC 3,530.00 16.264 105.90 57,516.06
PUR 8/26/10 16208T10 CHATHAM LODGING TRUST 51551 8/31/10 424117 UBS WARBURG LLC 5,628.00 16.625 168.84 93,736.03
PUR 8/05/10 16524010 CHESAPEAKE LODGING TRUST 50989 8/10/10 424057 CREDIT SUISSE SEC (USA) LLC 8,399.00 17.981 251.97 151,271.87
PUR 8/06/10 16524010 CHESAPEAKE LODGING TRUST 50989 8/11/10 424061 CREDIT SUISSE SEC (USA) LLC 16,601.00 17.953 498.03 298,537.44
PUR 8/20/10 16524010 CHESAPEAKE LODGING TRUST 50989 8/25/10 424101 UBS WARBURG LLC 3,104.00 16.357 93.12 50,866.49
PUR 8/23/10 16524010 CHESAPEAKE LODGING TRUST 50989 8/26/10 424105 UBS WARBURG LLC 3,766.00 16.261 112.98 61,352.28
PUR 8/24/10 16524010 CHESAPEAKE LODGING TRUST 50989 8/27/10 424109 UBS WARBURG LLC 3,112.00 16.462 93.36 51,322.17
PUR 8/25/10 16524010 CHESAPEAKE LODGING TRUST 50989 8/30/10 424113 UBS WARBURG LLC 7,308.00 16.590 219.24 121,460.42
PUR 8/26/10 16524010 CHESAPEAKE LODGING TRUST 50989 8/31/10 424117 UBS WARBURG LLC 3,100.00 16.380 93.00 50,871.00
PUR 8/18/10 16861510 CHICO'S FAS INC 53129 8/23/10 424093 WELLS FARGO SECURITIES 25,000.00 9.231 1,000.00 231,785.00
PUR 8/19/10 16861510 CHICO'S FAS INC 53129 8/24/10 424097 SANFORD BERNSTEIN & CO. 20,000.00 8.950 800.00 179,800.00
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -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 ------
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
PUR 8/20/10 16861510 CHICO'S FAS INC 53129 8/25/10 424101 CITIGROUP/CITIBANK DOMESTIC 30,000.00 8.822 1,200.00 265,845.00
PUR 7/29/10 19416210 COLGATE-PALMOLIVE CO 04501 8/03/10 424033 JP MORGAN 25,000.00 77.287 1,000.00 1,933,185.00
PUR 7/29/10 20337210 COMMSCOPE INC. 36771 8/03/10 424033 SIDOTI & CO 25,000.00 21.440 1,000.00 536,987.50
PUR 8/03/10 20337210 COMMSCOPE INC. 36771 8/06/10 424047 JP MORGAN 25,000.00 21.687 1,000.00 543,185.00
PUR 8/05/10 20337210 COMMSCOPE INC. 36771 8/10/10 424057 ISI - HYMAN 50,000.00 22.260 2,500.00 1,115,475.00
PUR 8/03/10 20576820 COMSTOCK RESOURCES, INC. 19877 8/06/10 424047 JP MORGAN 75,000.00 25.027 3,000.00 1,880,040.00
PUR 8/06/10 21683110 COOPER TIRE & RUBBER CO. 08353 8/11/10 424061 RAYMOND JAMES & ASSOCIATES, 20,000.00 19.956 800.00 399,918.00
PUR 8/25/10 21935010 CORNING INC. 23978 8/30/10 424113 COWEN AND CO., LLC 25,000.00 16.021 1,000.00 401,535.00
PUR 8/12/10 22836810 CROWN HOLDINGS INC 24449 8/17/10 424077 MERRILL LYNCH (RESEARCH) 50,000.00 28.160 2,000.00 1,410,020.00
PUR 8/25/10 22836810 CROWN HOLDINGS INC 24449 8/30/10 424113 MORGAN STANLEY 100,000.00 28.099 4,000.00 2,813,870.00
PUR 8/17/10 24419910 DEERE & CO. 21321 8/20/10 424089 BARCLAYS CAPITAL (DOMESTIC) 10,000.00 67.083 400.00 671,232.00
PUR 8/17/10 24419910 DEERE & CO. 21321 8/20/10 424089 SANFORD BERNSTEIN & CO. 65,000.00 67.550 2,600.00 4,393,324.00
PUR 7/28/10 25065D10 DESTINATION MATERNITY COR 51857 8/02/10 424029 CREDIT SUISSE SEC (AES) 10,000.00 28.868 100.00 288,784.00
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -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 ------
PUR 8/03/10 26054310 DOW CHEMICAL 48222 8/06/10 424047 ISI - HYMAN 232,000.00 25.834 11,600.00 6,004,995.20
PUR 8/17/10 26884L10 EQT CORP 44901 8/20/10 424089 CITIGROUP/CITIBANK DOMESTIC 100,000.00 35.814 4,000.00 3,585,380.00
PUR 8/26/10 30231G10 EXXON MOBIL CORP. 15200 8/31/10 424117 COWEN AND CO., LLC 85,000.00 58.762 3,400.00 4,998,144.50
PUR 8/06/10 30241L10 FEI COMPANY 43274 8/11/10 424061 JANNEY MONTGOMERY SCOTT 7,000.00 21.042 210.00 147,505.40
PUR 8/09/10 30241L10 FEI COMPANY 43274 8/12/10 424065 JANNEY MONTGOMERY SCOTT 3,000.00 21.228 90.00 63,773.40
PUR 8/10/10 30241L10 FEI COMPANY 43274 8/13/10 424069 JANNEY MONTGOMERY SCOTT 5,000.00 21.076 150.00 105,531.00
PUR 8/20/10 30249130 FMC CORP 53169 8/25/10 424101 SANFORD BERNSTEIN & CO. 80,000.00 61.615 3,200.00 4,932,376.00
PUR 8/23/10 30249130 FMC CORP 53169 8/26/10 424105 CRAIG-HALLUM CAPITAL GRP LL 59,000.00 62.158 2,360.00 3,669,682.00
PUR 8/23/10 30249130 FMC CORP 53169 8/26/10 424105 GOLDMAN SACHS & COMPANY 72,000.00 62.326 2,880.00 4,490,344.80
PUR 8/23/10 30249130 FMC CORP 53169 8/26/10 424105 GOLDMAN SACHS & COMPANY 85,000.00 62.560 3,400.00 5,321,017.00 ------======------2 INTRA-DAY TRANSACTIONS SUBTOTAL: 157,000.00 62.453 9,811,361.80 6,280.00
PUR 8/24/10 30249130 FMC CORP 53169 8/27/10 424109 MORGAN STANLEY 54,000.00 61.336 2,160.00 3,314,309.40
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 49 ------
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
- TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/25/10 30249130 FMC CORP 53169 8/30/10 424113 KAUFMAN BROS L.P. 55,000.00 60.372 2,200.00 3,322,671.00
PUR 8/23/10 30249U10 FMC TECHNOLOGIES INC 21639 8/26/10 424105 GOLDMAN SACHS & COMPANY 21,500.00 62.424 215.00 1,342,326.70
PUR 7/28/10 34555010 FOREST CITY ENTERPRISES-CL 51763 8/02/10 424029 MORGAN KEEGAN 25,000.00 12.681 1,000.00 318,027.50
PUR 8/17/10 36955010 GENERAL DYNAMICS CORP 53087 8/20/10 424089 CITIGROUP/CITIBANK DOMESTIC 140,000.00 62.660 5,600.00 8,778,028.00
PUR 8/18/10 36955010 GENERAL DYNAMICS CORP 53087 8/23/10 424093 WELLS FARGO SECURITIES 170,000.00 62.448 6,800.00 10,622,875.00
PUR 8/20/10 36955010 GENERAL DYNAMICS CORP 53087 8/25/10 424101 CITIGROUP/CITIBANK DOMESTIC 90,000.00 59.963 3,600.00 5,400,297.00
PUR 8/03/10 40161710 GUESS? INC 51303 8/06/10 424047 JP MORGAN 25,000.00 35.741 1,000.00 894,535.00
PUR 8/09/10 42823610 HEWLETT-PACKARD CO 12113 8/12/10 424065 MORGAN STANLEY 100,000.00 43.295 4,000.00 4,333,470.00
PUR 8/12/10 42823610 HEWLETT-PACKARD CO 12113 8/17/10 424077 WELLS FARGO SECURITIES 50,000.00 40.197 2,000.00 2,011,835.00
PUR 8/05/10 42833L10 HHGREGG INC 52460 8/10/10 424057 JP MORGAN 25,000.00 24.343 1,000.00 609,567.50
PUR 8/06/10 42833L10 HHGREGG INC 52460 8/11/10 424061 JP MORGAN 18,700.00 21.989 748.00 411,936.69
PUR 8/11/10 42833L10 HHGREGG INC 52460 8/16/10 424073 JP MORGAN 6,300.00 21.969 252.00 138,654.18
PUR 8/20/10 42856710 HIBBETT SPORTS INC 48224 8/25/10 424101 CITIGROUP/CITIBANK DOMESTIC 20,000.00 24.397 600.00 488,538.00
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -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 ------
PUR 8/20/10 46612H40 J CREW GROUP INC 53168 8/25/10 424101 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 34.101 2,000.00 1,707,050.00
PUR 8/19/10 47758P30 JO-ANN STORES INC 53157 8/24/10 424097 MORGAN STANLEY 30,000.00 38.592 1,200.00 1,158,948.00
PUR 7/28/10 48007410 JONES APPAREL 50614 8/02/10 424029 MORGAN KEEGAN 50,000.00 17.371 2,000.00 870,550.00
PUR 7/29/10 48783610 KELLOGG COMPANY 23109 8/03/10 424033 JP MORGAN 40,000.00 48.972 1,600.00 1,960,496.00
PUR 8/13/10 50064320 KORN/FERRY INTERNATIONAL 48778 8/18/10 424081 MACQUARIE CAPITAL USA 20,000.00 14.123 800.00 283,260.00
PUR 8/16/10 53983010 LOCKHEED MARTIN CORP. 17689 8/19/10 424085 RAYMOND JAMES & ASSOCIATES, 172,000.00 71.913 6,880.00 12,375,933.20
PUR 8/16/10 53983010 LOCKHEED MARTIN CORP. 17689 8/19/10 424085 SANFORD BERNSTEIN & CO. 145,000.00 71.997 5,800.00 10,445,408.50
PUR 8/17/10 53983010 LOCKHEED MARTIN CORP. 17689 8/20/10 424089 CITIGROUP/CITIBANK DOMESTIC 33,000.00 73.123 1,320.00 2,414,379.00
PUR 8/18/10 53983010 LOCKHEED MARTIN CORP. 17689 8/23/10 424093 FRIEDMAN BILLINGS RAMSEY 120,000.00 73.414 4,800.00 8,814,456.00
PUR 8/19/10 53983010 LOCKHEED MARTIN CORP. 17689 8/24/10 424097 FRIEDMAN BILLINGS RAMSEY 45,000.00 73.132 1,800.00 3,292,726.50
PUR 8/20/10 53983010 LOCKHEED MARTIN CORP. 17689 8/25/10 424101 CRAIG-HALLUM CAPITAL GRP LL 260,000.00 73.095 10,400.00 19,015,204.00
PUR 8/24/10 53983010 LOCKHEED MARTIN CORP. 17689 8/27/10 424109 MORGAN STANLEY 75,000.00 71.627 3,000.00 5,375,047.50
PUR 8/23/10 58333410 MEADWESTVACO CORP. 21865 8/26/10 424105 CRAIG-HALLUM CAPITAL GRP LL 93,000.00 21.306 3,720.00 1,985,215.20
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
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 51 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/05/10 65163910 NEWMONT MINING CORP. 38331 8/10/10 424057 ISI - HYMAN 40,000.00 56.635 2,000.00 2,267,392.00
PUR 8/05/10 65163910 NEWMONT MINING CORP. 38331 8/10/10 424057 SANFORD BERNSTEIN & CO. 153,000.00 56.395 6,120.00 8,634,478.50
PUR 8/06/10 65163910 NEWMONT MINING CORP. 38331 8/11/10 424061 ISI - HYMAN 125,000.00 57.333 6,250.00 7,172,862.50
PUR 8/06/10 65163910 NEWMONT MINING CORP. 38331 8/11/10 424061 LAZARD CAPITAL MARKETS 132,000.00 57.312 5,280.00 7,570,516.80
PUR 8/11/10 65163910 NEWMONT MINING CORP. 38331 8/16/10 424073 SANFORD BERNSTEIN & CO. 100,000.00 56.402 4,000.00 5,644,170.00
PUR 8/13/10 65566410 NORDSTROM INC 47646 8/18/10 424081 MACQUARIE CAPITAL USA 25,000.00 31.255 1,000.00 782,385.00
PUR 8/06/10 66680710 NORTHROP GRUMMAN CORP. 19452 8/11/10 424061 MORGAN KEEGAN 105,000.00 59.403 4,200.00 6,241,536.00
PUR 8/06/10 66680710 NORTHROP GRUMMAN CORP. 19452 8/11/10 424061 SIDOTI & CO 122,000.00 59.713 4,880.00 7,289,878.20
PUR 8/13/10 66680710 NORTHROP GRUMMAN CORP. 19452 8/18/10 424081 SOLEIL SECURITIES CORP. 293,000.00 56.699 11,720.00 16,624,614.90
PUR 8/16/10 66680710 NORTHROP GRUMMAN CORP. 19452 8/19/10 424085 MACQUARIE CAPITAL USA 34,500.00 56.047 1,380.00 1,935,011.85
PUR 8/16/10 66680710 NORTHROP GRUMMAN CORP. 19452 8/19/10 424085 RAYMOND JAMES & ASSOCIATES, 90,500.00 56.212 3,620.00 5,090,806.00
PUR 8/18/10 66680710 NORTHROP GRUMMAN CORP. 19452 8/23/10 424093 FRIEDMAN BILLINGS RAMSEY 172,000.00 57.973 6,880.00 9,978,218.80
PUR 8/20/10 66680710 NORTHROP GRUMMAN CORP. 19452 8/25/10 424101 CITIGROUP/CITIBANK DOMESTIC 198,000.00 57.176 7,920.00 11,328,669.00
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 52 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/23/10 66680710 NORTHROP GRUMMAN CORP. 19452 8/26/10 424105 COWEN AND CO., LLC 70,000.00 57.705 2,800.00 4,042,164.00
PUR 8/18/10 67459910 OCCIDENTAL PETROLEUM CORP. 8422 8/23/10 424093 FRIEDMAN BILLINGS RAMSEY 55,000.00 75.256 2,200.00 4,141,274.50
PUR 8/19/10 67459910 OCCIDENTAL PETROLEUM CORP. 8422 8/24/10 424097 CITIGROUP/CITIBANK DOMESTIC 40,000.00 75.072 1,600.00 3,004,492.00
PUR 8/26/10 67459910 OCCIDENTAL PETROLEUM CORP. 8422 8/31/10 424117 MERRILL LYNCH (RESEARCH) 50,000.00 72.668 2,000.00 3,635,385.00
PUR 7/30/10 69076840 OWENS-ILLINOIS INC 52855 8/04/10 424037 CITIGROUP/CITIBANK DOMESTIC 220,000.00 27.407 8,800.00 6,038,318.00
PUR 8/06/10 69076840 OWENS-ILLINOIS INC 52855 8/11/10 424061 ISI - HYMAN 95,000.00 27.112 4,750.00 2,580,371.00
PUR 8/06/10 69076840 OWENS-ILLINOIS INC 52855 8/11/10 424061 MIDWOOD SECURITIES, INC. 15,000.00 27.127 750.00 407,653.50
PUR 8/06/10 69076840 OWENS-ILLINOIS INC 52855 8/11/10 424061 RAYMOND JAMES & ASSOCIATES, 60,000.00 27.145 2,400.00 1,631,106.00
PUR 8/18/10 69076840 OWENS-ILLINOIS INC 52855 8/23/10 424093 RAYMOND JAMES & ASSOCIATES, 100,000.00 26.506 4,000.00 2,654,570.00
PUR 8/20/10 69076840 OWENS-ILLINOIS INC 52855 8/25/10 424101 CRAIG-HALLUM CAPITAL GRP LL 10,000.00 26.611 400.00 266,506.00
PUR 8/05/10 70788210 PENN VIRGINIA CORP 49210 8/10/10 424057 JP MORGAN 100,000.00 18.217 4,000.00 1,825,710.00
PUR 8/09/10 72650510 PLAINS EXPLORATION & PROD 50464 8/12/10 424065 BARCLAYS CAPITAL (DOMESTIC) 90,000.00 25.644 3,600.00 2,311,596.00
PUR 8/25/10 77273920 ROCK-TENN COMPANY-CL A
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
50799 8/30/10 424113 MORGAN STANLEY 60,000.00 47.889 2,400.00 2,875,734.00
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 53 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/26/10 77273920 ROCK-TENN COMPANY-CL A 50799 8/31/10 424117 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 48.712 800.00 975,042.00
PUR 8/09/10 82704810 SILGAN HOLDINGS 52985 8/12/10 424065 CREDIT SUISSE SEC (USA) LLC 110,000.00 29.742 3,300.00 3,274,909.00
PUR 8/10/10 82704810 SILGAN HOLDINGS 52985 8/13/10 424069 CREDIT SUISSE SEC (USA) LLC 100,000.00 29.599 3,000.00 2,962,870.00
PUR 8/11/10 82704810 SILGAN HOLDINGS 52985 8/16/10 424073 CREDIT SUISSE SEC (USA) LLC 40,000.00 29.427 1,200.00 1,178,276.00
PUR 8/12/10 85837510 STEIN MART INC 51766 8/17/10 424077 JP MORGAN 10,000.00 6.891 300.00 69,212.00
PUR 8/19/10 85837510 STEIN MART INC 51766 8/24/10 424097 UBS WARBURG LLC 25,000.00 7.086 750.00 177,892.50
PUR 8/10/10 86272T10 STRATEGIC HOTEL CAP INC 52993 8/13/10 424069 BARCLAYS CAPITAL (DOMESTIC) 20,627.00 4.299 825.08 89,504.68
PUR 8/11/10 86272T10 STRATEGIC HOTEL CAP INC 52993 8/16/10 424073 BARCLAYS CAPITAL (DOMESTIC) 29,373.00 4.264 1,174.92 126,424.33
PUR 8/20/10 86272T10 STRATEGIC HOTEL CAP INC 52993 8/25/10 424101 CITIGROUP/CITIBANK DOMESTIC 25,000.00 3.725 1,000.00 94,132.50
PUR 8/09/10 87986810 TEMPLE-INLAND INC 50529 8/12/10 424065 MORGAN STANLEY 65,000.00 19.275 2,600.00 1,255,501.00
PUR 8/10/10 87986810 TEMPLE-INLAND INC 50529 8/13/10 424069 MORGAN STANLEY 175,000.00 19.090 7,000.00 3,347,750.00
PUR 8/12/10 87986810 TEMPLE-INLAND INC 50529 8/17/10 424077 KEEFE BRUYETTE & WOODS INC. 6,200.00 18.208 248.00 113,135.12
PUR 8/12/10 87986810 TEMPLE-INLAND INC 50529 8/17/10 424077 LEERINK SWANN LLC 217,500.00 18.370 8,700.00 4,004,262.00
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 54 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/12/10 87986810 TEMPLE-INLAND INC 50529 8/17/10 424077 STIFEL NICOLAUS 36,300.00 18.196 1,452.00 661,970.43
PUR 8/16/10 87986810 TEMPLE-INLAND INC 50529 8/19/10 424085 LEERINK SWANN LLC 230,000.00 18.352 9,200.00 4,230,114.00
PUR 8/17/10 87986810 TEMPLE-INLAND INC 50529 8/20/10 424089 SANFORD BERNSTEIN & CO. 130,000.00 18.582 5,200.00 2,420,886.00
PUR 8/10/10 91274F10 U-STORE-IT TRUST 47345 8/13/10 424069 BARCLAYS CAPITAL (DOMESTIC) 25,000.00 8.247 1,000.00 207,170.00
PUR 8/10/10 G6359F10 NABORS INDUSTRIES LTD. 22964 8/13/10 424069 JP MORGAN 100,000.00 17.454 4,000.00 1,749,440.00 ------SUBTOTAL STOCK PURCHASES: 8,237,275.00 349,362,810.89 328,915.25 ------TOTAL FUND PURCHASES: 8,237,275.00 349,362,810.89 328,915.25 SALES OF STOCK AND OTHER EQUITIES ------
SALE 8/17/10 00108410 AGCO CORP. 86.80 24205 8/20/10 424090 UBS WARBURG LLC 140,000.00 36.684 4,200.00 5,131,459.20 2,644,416.38
SALE 8/18/10 00108410 AGCO CORP. 12.00 24205 8/23/10 424094 UBS WARBURG LLC 20,000.00 35.499 600.00 709,370.00 354,078.17
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
SALE 8/25/10 00108410 AGCO CORP. 28.14 24205 8/30/10 424114 UBS WARBURG LLC 50,000.00 33.297 1,500.00 1,663,301.86 775,072.28
SALE 8/26/10 00108410 AGCO CORP. 28.51 24205 8/31/10 424118 UBS WARBURG LLC 50,000.00 33.738 1,500.00 1,685,381.49 797,151.91
SALE 8/20/10 00786510 AEROPOSTALE INC 27.79 34835 8/25/10 424102 CRAIG-HALLUM CAPITAL GRP LL 72,500.00 22.683 2,900.00 1,641,589.71 909,040.88
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 55 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/25/10 00846U10 AGILENT TECHNOLOGIES, INC. 11.51 17142 8/30/10 424114 COWEN AND CO., LLC 25,000.00 27.220 1,000.00 679,483.49 58,271.76
SALE 8/18/10 01165910 ALASKA AIR GROUP INC 45.48 17215 8/23/10 424094 FRIEDMAN BILLINGS RAMSEY 50,000.00 53.816 2,000.00 2,688,754.52 1,138,141.73
SALE 8/20/10 01165910 ALASKA AIR GROUP INC 41.74 17215 8/25/10 424102 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 49.391 2,000.00 2,467,518.26 916,905.47
SALE 7/30/10 01265310 ALBEMARLE CORP. 73.74 14176 8/04/10 424038 SANFORD BERNSTEIN & CO. 100,000.00 43.632 4,000.00 4,359,136.26 2,352,619.85
SALE 8/18/10 01736110 ALLEGHENY ENERGY, INC. 19.25 06156 8/23/10 424094 FRIEDMAN BILLINGS RAMSEY 50,000.00 22.771 2,000.00 1,136,510.75 -452,155.61
SALE 8/26/10 01736110 ALLEGHENY ENERGY, INC. 28.03 06156 8/31/10 424118 COWEN AND CO., LLC 75,000.00 22.107 3,000.00 1,654,974.47 -728,025.06
SALE 8/19/10 01880210 ALLIANT ENERGY CORP. 30.17 22413 8/24/10 424098 CITIGROUP/CITIBANK DOMESTIC 50,000.00 35.701 2,000.00 1,782,994.83 271,163.67
SALE 8/19/10 02360810 AMEREN CORP. 34.25 09159 8/24/10 424098 MORGAN STANLEY 75,000.00 27.017 3,000.00 2,023,218.25 -1,381,267.56
SALE 8/18/10 02385010 AMERICAN APPAREL INC 1.42 45496 8/23/10 424094 INSTINET (DOMESTIC) 100,000.00 .840 500.00 83,468.58 -249,452.42
SALE 8/18/10 02385010 AMERICAN APPAREL INC .68 45496 8/23/10 424094 JP MORGAN 50,000.00 .803 1,000.00 39,129.32 - 127,331.18
SALE 8/05/10 02553710 AMERICAN ELECTRIC POWER CO. 30.60 04799 8/10/10 424058 JP MORGAN 50,000.00 36.211 2,000.00 1,808,524.40 31,490.23
SALE 8/12/10 03042010 AMERICAN WATER WORKS CO INC 30.75 40887 8/17/10 424078 MACQUARIE CAPITAL USA 80,000.00 22.737 3,200.00 1,815,737.25 113,113.94
SALE 8/04/10 03251110 ANADARKO PETROLEUM CORP 46.88 9798 8/09/10 424054 KEEFE BRUYETTE & WOODS INC. 50,000.00 55.477 2,000.00 2,771,783.12 627,440.38
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 56 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/05/10 03265410 ANALOG DEVICES INC 5.10 15593 8/10/10 424058 ISI - HYMAN 10,000.00 30.169 500.00 301,186.90 134,373.70
SALE 8/12/10 03822210 APPLIED MATERIALS, INC. 4.71 5627 8/17/10 424078 JP MORGAN 25,000.00 11.141 750.00 277,770.29 85,893.83
SALE 8/03/10 06846N10 BILL BARRETT CORP 21.16 40495 8/06/10 424048 FRIEDMAN BILLINGS RAMSEY 35,000.00 35.759 1,400.00 1,250,157.84 50,034.24
SALE 8/17/10 06846N10 BILL BARRETT CORP 15.55 40495 8/20/10 424090 SANFORD BERNSTEIN & CO. 25,000.00 36.787 1,000.00 918,646.95 61,415.81
SALE 8/17/10 08578910 BERRY PETROLEUM CO 12.36 6836 8/20/10 424090 SANFORD BERNSTEIN & CO. 25,000.00 29.253 1,000.00 730,300.14 356,873.78
SALE 8/16/10 12640810 CSX CORP 96.12 47056 8/19/10 424086 LEERINK SWANN LLC 113,000.00 50.331 4,520.00 5,682,775.58 960,850.93
SALE 8/18/10 12640810 CSX CORP 43.42
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
47056 8/23/10 424094 FRIEDMAN BILLINGS RAMSEY 50,000.00 51.374 2,000.00 2,566,651.58 477,304.39
SALE 8/20/10 12640810 CSX CORP 41.90 47056 8/25/10 424102 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 49.587 2,000.00 2,477,303.10 387,955.91
SALE 8/25/10 12640810 CSX CORP 72.58 47056 8/30/10 424114 MERRILL LYNCH (RESEARCH) 90,000.00 47.718 3,600.00 4,290,920.42 530,095.47
SALE 8/12/10 13342B10 CAMERON INTERNATIONAL CORP. 40.59 34072 8/17/10 424078 PACIFIC CREST SECURITIES 65,000.00 36.942 2,600.00 2,398,602.41 1,537,689.86
SALE 8/05/10 14028810 CAPLEASE INC 6.07 50976 8/10/10 424058 JP MORGAN 75,000.00 4.789 3,000.00 356,138.93 - 230,489.28
SALE 8/16/10 15087010 CELANESE CORPORATION SERIES 113.93 35597 8/19/10 424086 JP MORGAN 246,200.00 27.382 9,848.00 6,731,412.61 894,019.95
SALE 8/16/10 15087010 CELANESE CORPORATION SERIES 5.45 35597 8/19/10 424086 MACQUARIE CAPITAL USA 11,800.00 27.283 472.00 321,463.13 41,685.58
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 57 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/18/10 15087010 CELANESE CORPORATION SERIES 67.14 35597 8/23/10 424094 FRIEDMAN BILLINGS RAMSEY 142,000.00 27.977 5,680.00 3,966,944.26 600,129.64
SALE 8/20/10 15087010 CELANESE CORPORATION SERIES 44.37 35597 8/25/10 424102 CITIGROUP/CITIBANK DOMESTIC 100,000.00 26.251 4,000.00 2,621,005.63 250,009.42
SALE 8/12/10 16676410 CHEVRON CORP. 326.82 21041 8/17/10 424078 MACQUARIE CAPITAL USA 250,000.00 77.352 10,000.00 19,327,598.18 11,089,749.20
SALE 8/05/10 18683K10 CLIFFS NATURAL RESOURCES 51.98 46820 8/10/10 424058 ISI - HYMAN 50,000.00 61.509 2,500.00 3,072,918.02 772,977.15
SALE 8/06/10 18683K10 CLIFFS NATURAL RESOURCES 103.96 46820 8/11/10 424062 ISI - HYMAN 100,000.00 61.511 5,000.00 6,145,966.04 1,546,084.31
SALE 8/06/10 18683K10 CLIFFS NATURAL RESOURCES 123.78 46820 8/11/10 424062 LAZARD CAPITAL MARKETS 122,000.00 60.032 4,880.00 7,318,924.62 1,707,068.91
SALE 8/13/10 18683K10 CLIFFS NATURAL RESOURCES 77.56 46820 8/18/10 424082 SOLEIL SECURITIES CORP. 78,000.00 58.834 3,120.00 4,585,838.84 997,931.09
SALE 8/16/10 18683K10 CLIFFS NATURAL RESOURCES 102.53 46820 8/19/10 424086 SANFORD BERNSTEIN & CO. 100,000.00 60.668 4,000.00 6,062,707.47 1,462,825.74
SALE 8/17/10 18683K10 CLIFFS NATURAL RESOURCES 107.52 46820 8/20/10 424090 SANFORD BERNSTEIN & CO. 100,000.00 63.618 4,000.00 6,357,702.48 1,757,820.75
SALE 8/20/10 18683K10 CLIFFS NATURAL RESOURCES 51.15 46820 8/25/10 424102 CITIGROUP/CITIBANK DOMESTIC 50,000.00 60.525 2,000.00 3,024,203.85 724,262.98
SALE 8/12/10 20854P10 CONSOL ENERGY INC 93.91 48840 8/17/10 424078 MACQUARIE CAPITAL USA 150,000.00 37.043 6,000.00 5,550,356.09 -1,665,103.85
SALE 8/12/10 20911510 CONSOLIDATED EDISON INC 40.46 07848 8/17/10 424078 PACIFIC CREST SECURITIES 50,000.00 47.877 2,000.00 2,391,814.54 496,269.50
SALE 7/30/10 21079530 CONTINENTAL AIR 21.05 47013 8/04/10 424038 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 24.911 2,000.00 1,243,543.95 323,676.53
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 58 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/26/10 21079530 CONTINENTAL AIR 17.72 47013 8/31/10 424118 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 20.965 2,000.00 1,046,207.28 126,339.86
SALE 8/05/10 23282010 CYTEC INDUSTRIES INC. 66.08 02381 8/10/10 424058 SANFORD BERNSTEIN & CO. 76,600.00 51.043 3,064.00 3,906,786.70 1,323,325.36
SALE 8/06/10 23282010 CYTEC INDUSTRIES INC. 25.31 02381 8/11/10 424062 SANFORD BERNSTEIN & CO. 30,000.00 49.912 1,200.00 1,496,125.69 484,326.21
SALE 8/13/10 23282010 CYTEC INDUSTRIES INC. 41.06 02381 8/18/10 424082 SOLEIL SECURITIES CORP. 50,000.00 48.590 2,000.00 2,427,478.94 741,146.47
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
SALE 8/16/10 23282010 CYTEC INDUSTRIES INC. 41.28 02381 8/19/10 424086 LEERINK SWANN LLC 50,000.00 48.850 2,000.00 2,440,458.72 754,126.25
SALE 8/16/10 23282010 CYTEC INDUSTRIES INC. 41.10 02381 8/19/10 424086 SANFORD BERNSTEIN & CO. 50,000.00 48.633 2,000.00 2,429,628.90 743,296.43
SALE 8/18/10 23282010 CYTEC INDUSTRIES INC. 41.83 02381 8/23/10 424094 RAYMOND JAMES & ASSOCIATES, 50,000.00 49.495 2,000.00 2,472,708.17 786,375.70
SALE 8/20/10 23282010 CYTEC INDUSTRIES INC. 45.24 02381 8/25/10 424102 CITIGROUP/CITIBANK DOMESTIC 55,056.00 48.618 2,202.24 2,674,470.63 817,616.22
SALE 8/23/10 23282010 CYTEC INDUSTRIES INC. 36.81 02381 8/26/10 424106 COWEN AND CO., LLC 44,944.00 48.454 1,797.76 2,175,882.01 660,071.48
SALE 8/12/10 23329310 DPL INC. 31.83 20626 8/17/10 424078 MACQUARIE CAPITAL USA 75,000.00 25.111 3,000.00 1,880,255.67 -24,146.37
SALE 8/12/10 23333110 DTE ENERGY CO. 31.31 11348 8/17/10 424078 PACIFIC CREST SECURITIES 40,000.00 46.309 1,600.00 1,850,736.69 210,459.24
SALE 8/18/10 24736170 DELTA AIR LINES INC DEL 28.79 46316 8/23/10 424094 WELLS FARGO SECURITIES 150,000.00 11.355 6,000.00 1,697,206.21 238,162.75
SALE 8/24/10 24736170 DELTA AIR LINES INC DEL 50.68 46316 8/27/10 424110 MORGAN STANLEY 300,000.00 9.996 12,000.00 2,986,629.32 68,542.40
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 59 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/19/10 25179M10 DEVON ENERGY CORPORATION 26.69 18029 8/24/10 424098 MORGAN STANLEY 25,000.00 63.153 1,000.00 1,577,800.81 314,231.48
SALE 8/03/10 25271C10 DIAMOND OFFSHORE DRILLING, 26.71 31272 8/06/10 424048 JP MORGAN 25,000.00 63.219 1,000.00 1,579,443.29 50,748.16
SALE 8/04/10 25271C10 DIAMOND OFFSHORE DRILLING, 33.70 31272 8/09/10 424054 KEYBANC CAPITAL MKTS INC 30,000.00 66.453 1,200.00 1,992,362.30 157,928.14
SALE 8/17/10 25271C10 DIAMOND OFFSHORE DRILLING, 47.84 31272 8/20/10 424090 SANFORD BERNSTEIN & CO. 45,000.00 62.903 1,800.00 2,828,778.16 77,126.92
SALE 8/20/10 26054310 DOW CHEMICAL 54.35 48222 8/25/10 424102 CITIGROUP/CITIBANK DOMESTIC 132,000.00 24.362 5,280.00 3,210,383.65 15,395.19
SALE 8/17/10 26817G30 DYNEGY INC DEL .92 52103 8/20/10 424090 BARCLAYS CAPITAL (DOMESTIC) 11,125.00 4.844 445.00 53,445.81 -311,760.33
SALE 8/17/10 26817G30 DYNEGY INC DEL 7.26 52103 8/20/10 424090 SANFORD BERNSTEIN & CO. 88,875.00 4.827 3,555.00 425,464.03 -2,492,081.61
SALE 8/18/10 26817G30 DYNEGY INC DEL 8.02 52103 8/23/10 424094 FRIEDMAN BILLINGS RAMSEY 100,000.00 4.741 4,000.00 470,101.98 -2,812,649.80
SALE 8/19/10 26817G30 DYNEGY INC DEL 4.01 52103 8/24/10 424098 CITIGROUP/CITIBANK DOMESTIC 50,000.00 4.744 2,000.00 235,175.99 -1,406,199.90
SALE 8/26/10 26817G30 DYNEGY INC DEL 4.87 52103 8/31/10 424118 COWEN AND CO., LLC 59,313.00 4.855 2,372.52 285,569.43 - 1,661,529.13
SALE 7/28/10 29084610 EMCORE CORP. .28 37407 8/02/10 424030 INSTINET (PORTAL) 18,600.00 .880 93.00 16,271.00 - 101,650.11
SALE 8/17/10 30249U10 FMC TECHNOLOGIES INC 27.55 21639 8/20/10 424090 SANFORD BERNSTEIN & CO. 25,000.00 65.199 1,000.00 1,628,934.95 1,450,602.61
SALE 8/23/10 30249U10 FMC TECHNOLOGIES INC 22.69 21639 8/26/10 424106 GOLDMAN SACHS & COMPANY 21,500.00 62.437 215.00 1,342,162.11 1,014,207.05
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 60 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 7/29/10 30294110 FTI CONSULTING INC 5.94 25298 8/03/10 424034 SIDOTI & CO 10,000.00 35.130 400.00 350,891.06 90,262.20
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
SALE 8/06/10 30294110 FTI CONSULTING INC 6.09 25298 8/11/10 424062 RAYMOND JAMES & ASSOCIATES, 10,000.00 36.003 400.00 359,618.91 98,990.05
SALE 8/09/10 31428X10 FEDEX CORP 125.20 52038 8/12/10 424066 MORGAN STANLEY 85,000.00 87.154 3,400.00 7,404,573.30 720,856.28
SALE 8/13/10 31428X10 FEDEX CORP 137.27 52038 8/18/10 424082 SOLEIL SECURITIES CORP. 100,000.00 81.219 4,000.00 8,117,782.73 254,586.23
SALE 8/20/10 31428X10 FEDEX CORP 213.01 52038 8/25/10 424102 CITIGROUP/CITIBANK DOMESTIC 155,000.00 81.316 6,200.00 12,597,597.99 409,643.42
SALE 8/20/10 31428X10 FEDEX CORP 61.12 52038 8/25/10 424102 CRAIG-HALLUM CAPITAL GRP LL 45,000.00 80.366 1,800.00 3,614,622.38 76,183.96
SALE 8/23/10 31428X10 FEDEX CORP 61.92 52038 8/26/10 424106 CRAIG-HALLUM CAPITAL GRP LL 45,000.00 81.421 1,800.00 3,662,092.08 123,653.66
SALE 8/23/10 31428X10 FEDEX CORP 76.32 52038 8/26/10 424106 GOLDMAN SACHS & COMPANY 55,000.00 82.102 2,200.00 4,513,333.68 188,575.61
SALE 8/24/10 31428X10 FEDEX CORP 54.66 52038 8/27/10 424110 MORGAN STANLEY 41,000.00 78.877 1,640.00 3,232,274.64 8,364.08
SALE 8/03/10 36476010 GAP INC/THE 15.00 45204 8/06/10 424048 JP MORGAN 50,000.00 17.746 2,000.00 885,295.00 -17,753.77
SALE 8/18/10 38238810 GOODRICH CORP. 61.81 28378 8/23/10 424094 RAYMOND JAMES & ASSOCIATES, 50,000.00 73.140 2,000.00 3,654,918.19 2,047,263.78
SALE 8/03/10 40621610 HALLIBURTON CO 52.76 01331 8/06/10 424048 FRIEDMAN BILLINGS RAMSEY 100,000.00 31.219 4,000.00 3,117,807.24 787,147.13
SALE 8/09/10 41387510 HARRIS CORP. 11.85 04862 8/12/10 424066 MORGAN STANLEY 15,000.00 46.723 600.00 700,228.65 426,555.08
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 61 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/20/10 45091110 ITT CORP. 37.07 40942 8/25/10 424102 CRAIG-HALLUM CAPITAL GRP LL 50,000.00 43.870 2,000.00 2,191,447.93 -965,033.57
SALE 7/29/10 45814010 INTEL CORP 8.84 14861 8/03/10 424034 CREDIT SUISSE SEC (AES) 25,000.00 20.909 250.00 522,476.16 162,810.42
SALE 8/03/10 45867G10 INTERDIGITAL INC. 6.90 37742 8/06/10 424048 CREDIT SUISSE SEC (AES) 15,000.00 27.216 150.00 408,083.10 184,678.23
SALE 8/09/10 48203R10 JUNIPER NETWORKS, INC. 11.96 27530 8/12/10 424066 CREDIT SUISSE SEC (USA) LLC 25,000.00 28.296 750.00 706,635.54 220,888.18
SALE 8/25/10 48203R10 JUNIPER NETWORKS, INC. 11.21 27530 8/30/10 424114 UBS WARBURG LLC 25,000.00 26.515 750.00 662,113.79 176,366.43
SALE 7/29/10 48248010 KLA-TENCOR CORPORATION 7.72 08730 8/03/10 424034 CREDIT SUISSE SEC (AES) 15,000.00 30.423 150.00 456,188.78 57,190.68
SALE 8/05/10 48248010 KLA-TENCOR CORPORATION 8.25 08730 8/10/10 424058 JANNEY MONTGOMERY SCOTT 15,000.00 32.508 450.00 487,160.25 88,162.15
SALE 8/12/10 48248010 KLA-TENCOR CORPORATION 12.29 08730 8/17/10 424078 JP MORGAN 25,000.00 29.071 750.00 726,002.71 61,005.88
SALE 8/25/10 48248010 KLA-TENCOR CORPORATION 12.09 08730 8/30/10 424114 UBS WARBURG LLC 25,000.00 28.595 750.00 714,120.41 49,123.58
SALE 7/29/10 51280710 LAM RESEARCH 10.51 50679 8/03/10 424034 CREDIT SUISSE SEC (AES) 15,000.00 41.436 150.00 621,385.49 116,646.32
SALE 8/12/10 51280710 LAM RESEARCH 15.85 50679 8/17/10 424078 JP MORGAN 25,000.00 37.504 750.00 936,841.65 95,609.70
SALE 8/25/10 51280710 LAM RESEARCH 6.17 50679 8/30/10 424114 UBS WARBURG LLC 10,000.00 36.488 300.00 364,571.83 28,079.05
SALE 7/29/10 51843910 ESTEE LAUDER COMPANIES INC. 36.74 39173 8/03/10 424034 JP MORGAN 35,000.00 62.103 1,400.00 2,172,182.26 886,870.23
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 62 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/20/10 52904310 LEXINGTON REALTY TRUST 2.59 50988 8/25/10 424102 CITIGROUP/CITIBANK DOMESTIC 25,000.00 6.126 1,000.00 152,142.41 -1,125.95
SALE 8/26/10 56845T30 MARINER ENERGY, INC. 25.05 33504 8/31/10 424118 COWEN AND CO., LLC 65,674.00 22.563 2,626.96 1,479,124.18 535,745.71
SALE 8/18/10 57620610 MASSEY ENERGY CO. 27.99 18929 8/23/10 424094 FRIEDMAN BILLINGS RAMSEY 50,000.00 33.114 2,000.00 1,653,657.01 1,082,751.41
SALE 7/29/10 58737610 MERCANTILE BANK CORP. .32 29758 8/03/10 424034 CREDIT SUISSE SEC (AES) 3,300.00 5.575 33.00 18,364.84 - 101,088.96
SALE 7/30/10 58737610 MERCANTILE BANK CORP. .34 29758 8/04/10 424038 CREDIT SUISSE SEC (AES) 3,551.00 5.533 35.51 19,612.90 - 108,926.63
SALE 8/02/10 58737610 MERCANTILE BANK CORP. .38 29758 8/05/10 424044 CREDIT SUISSE SEC (AES) 4,030.00 5.511 40.30 22,167.84 - 123,710.59
SALE 8/03/10 58737610 MERCANTILE BANK CORP. .15 29758 8/06/10 424048 CREDIT SUISSE SEC (AES) 1,519.00 5.627 15.19 8,532.83 - 46,452.12
SALE 8/04/10 58737610 MERCANTILE BANK CORP. .11 29758 8/09/10 424054 CREDIT SUISSE SEC (AES) 1,100.00 5.529 11.00 6,070.35 - 33,747.58
SALE 8/06/10 58737610 MERCANTILE BANK CORP. .02 29758 8/11/10 424062 CREDIT SUISSE SEC (USA) LLC 203.00 5.500 6.09 1,110.39 - 6,237.83
SALE 8/09/10 58737610 MERCANTILE BANK CORP. .57 29758 8/12/10 424066 CREDIT SUISSE SEC (USA) LLC 6,100.00 5.500 183.00 33,367.65 -187,440.89
SALE 8/05/10 59170810 METROPCS COMMUNICATIONS INC 40.00 40686 8/10/10 424058 JP MORGAN 250,000.00 9.467 10,000.00 2,356,585.00 -1,870,065.04
SALE 8/06/10 59170810 METROPCS COMMUNICATIONS INC 39.16 40686 8/11/10 424062 JP MORGAN 250,000.00 9.269 10,000.00 2,307,085.84 -1,919,564.20
SALE 8/11/10 59170810 METROPCS COMMUNICATIONS INC 95.89 40686 8/16/10 424074 SANFORD BERNSTEIN & CO. 670,000.00 8.468 26,800.00 5,646,798.11 -5,680,624.01
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 63 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/12/10 59170810 METROPCS COMMUNICATIONS INC 25.26 40686 8/17/10 424078 MERRILL LYNCH (RESEARCH) 170,000.00 8.791 6,800.00 1,487,695.74 -1,386,426.29
SALE 8/17/10 59170810 METROPCS COMMUNICATIONS INC 40.65 40686 8/20/10 424090 SANFORD BERNSTEIN & CO. 265,000.00 9.076 10,600.00 2,394,446.35 -2,085,802.70
SALE 8/20/10 59170810 METROPCS COMMUNICATIONS INC 35.36 40686 8/25/10 424102 CRAIG-HALLUM CAPITAL GRP LL 235,000.00 8.903 9,400.00 2,082,652.14 -1,890,398.90
SALE 8/06/10 59501710 MICROCHIP TECHNOLOGY INC 12.86 01561 8/11/10 424062 JANNEY MONTGOMERY SCOTT 25,000.00 30.420 750.00 759,732.14 44,350.28
SALE 8/26/10 59522J10 MID-AMERICA APARTMENT COMM. 47.06 38184 8/31/10 424118 COWEN AND CO., LLC 50,000.00 55.685 2,000.00 2,782,222.94 481,702.89
SALE 8/26/10 60467R10 MIRANT CORP. 8.12 37369 8/31/10 424118 MERRILL LYNCH (RESEARCH) 50,000.00 9.615 2,000.00 478,731.88 -1,642,103.24
SALE 8/03/10 61023610 MONRO MUFFLER BRAKE INC 6.87 25297 8/06/10 424048 CREDIT SUISSE SEC (AES) 10,000.00 40.646 100.00 406,348.13 191,624.01
SALE 8/25/10 61023610 MONRO MUFFLER BRAKE INC 10.24 25297 8/30/10 424114 UBS WARBURG LLC 15,000.00 40.386 450.00 605,325.26 283,239.07
SALE 8/12/10 63707110 NATIONAL OILWELL VARCO INC 43.28 34243 8/17/10 424078 MACQUARIE CAPITAL USA 65,000.00 39.398 2,600.00 2,558,220.22 346,258.29
SALE 8/26/10 65408610 NICOR INC. 14.39 07250 8/31/10 424118 COWEN AND CO., LLC 20,000.00 42.549 800.00 850,157.61 145,196.61
SALE 8/26/10 65473P10 NISOURCE INC. 14.39 21076 8/31/10 424118 COWEN AND CO., LLC 50,000.00 17.025 2,000.00 849,240.61 - 253,755.09
SALE 8/16/10 65584410 NORFOLK SOUTHERN CORP. 92.16 44991 8/19/10 424086 LEERINK SWANN LLC 100,000.00 54.531 4,000.00 5,448,987.84 1,093,186.60
SALE 8/17/10 65584410 NORFOLK SOUTHERN CORP. 47.25 44991 8/20/10 424090 SANFORD BERNSTEIN & CO. 50,000.00 55.909 2,000.00 2,793,397.75 615,497.13
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 64 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/18/10 65584410 NORFOLK SOUTHERN CORP. 56.45 44991 8/23/10 424094 FRIEDMAN BILLINGS RAMSEY 60,000.00 55.668 2,400.00 3,337,635.55 724,154.81
SALE 8/20/10 65584410 NORFOLK SOUTHERN CORP. 54.55 44991 8/25/10 424102 CITIGROUP/CITIBANK DOMESTIC 60,000.00 53.794 2,400.00 3,225,167.45 611,686.71
SALE 8/25/10 65584410 NORFOLK SOUTHERN CORP. 116.51 44991 8/30/10 424114 MORGAN STANLEY 130,000.00 53.030 5,200.00 6,888,531.49 1,225,989.88
SALE 7/28/10 67018T10 NU SKIN ENTERPRISES INC. CL 29.25 33599 8/02/10 424030 MORGAN KEEGAN 60,000.00 28.837 2,400.00 1,727,808.75 727,745.36
SALE 8/12/10 67459910 OCCIDENTAL PETROLEUM CORP. 52.03 8422 8/17/10 424078 MACQUARIE CAPITAL USA 40,000.00 76.966 1,600.00 3,076,999.97 2,597,214.94
SALE 8/03/10 68191910 OMNICOM GROUP INC. 9.61 23111 8/06/10 424048 JP MORGAN 15,000.00 37.905 600.00 567,968.39 107,209.83
SALE 8/26/10 68268010 ONEOK, INC. 25.86 18670 8/31/10 424118 COWEN AND CO., LLC 35,000.00 43.704 1,400.00 1,528,210.64 595,645.22
SALE 8/17/10 68964810 OTTER TAIL CORP. 5.46 22267 8/20/10 424090 UBS WARBURG LLC 16,858.00 19.162 505.74 322,515.05 -185,971.43
SALE 8/18/10 68964810 OTTER TAIL CORP. 2.61 22267 8/23/10 424094 UBS WARBURG LLC 8,142.00 18.935 244.26 153,919.46 -91,667.02
SALE 8/12/10 69331C10 P G & E CORP 30.85 7625 8/17/10 424078 PACIFIC CREST SECURITIES 40,000.00 45.634 1,600.00 1,823,717.15 661,289.90
SALE 8/19/10 69360J10 PS BUSINESS PARKS INC/CA 24.46 51435 8/24/10 424098 MORGAN STANLEY 25,000.00 57.874 1,000.00 1,445,835.54 25,972.24
SALE 8/20/10 69360J10 PS BUSINESS PARKS INC/CA 9.70 51435 8/25/10 424102 CITIGROUP/CITIBANK DOMESTIC 10,000.00 57.354 400.00 573,125.30 5,179.98
SALE 8/09/10 69515610 PACKAGING CORP OF AMERICA 15.38 31104 8/12/10 424066 MORGAN STANLEY 37,400.00 24.318 1,496.00 907,993.04 150,811.18
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 65 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/10/10 69515610 PACKAGING CORP OF AMERICA 60.62 31104 8/13/10 424070 MORGAN STANLEY 150,000.00 23.909 6,000.00 3,580,349.38 543,523.72
SALE 8/12/10 69515610 PACKAGING CORP OF AMERICA 78.43 31104 8/17/10 424078 STIFEL NICOLAUS 200,000.00 23.204 8,000.00 4,632,741.57 583,640.70
SALE 8/17/10 69515610 PACKAGING CORP OF AMERICA 40.39 31104 8/20/10 424090 SANFORD BERNSTEIN & CO. 100,000.00 23.895 4,000.00 2,385,419.61 360,869.17
SALE 8/17/10 70454910 PEABODY ENERGY CORP. 15.92 19950 8/20/10 424090 SANFORD BERNSTEIN & CO. 20,000.00 47.071 800.00 940,610.08 640,471.23
SALE 8/19/10 70910210 PENN REAL ESTATE INVEST TRU 4.57 09698 8/24/10 424098 SANFORD BERNSTEIN & CO. 25,000.00 10.804 1,000.00 269,102.93 -387,999.40
SALE 8/19/10 71329110 PEPCO HOLDINGS, INC. 14.99 23236 8/24/10 424098 CITIGROUP/CITIBANK DOMESTIC 50,000.00 17.738 2,000.00 884,885.01 -258,537.01
SALE 8/26/10 71329110 PEPCO HOLDINGS, INC. 14.99 23236 8/31/10 424118 MERRILL LYNCH (RESEARCH) 50,000.00 17.744 2,000.00 885,170.01 -258,252.01
SALE 8/12/10 72348410 PINNACLE WEST CAPITAL CORP. 33.32 21077 8/17/10 424078 PACIFIC CREST SECURITIES 50,000.00 39.426 2,000.00 1,969,286.68 -177,454.90
SALE 8/12/10 74326310 PROGRESS ENERGY, INC. 50.30 18756 8/17/10 424078 PACIFIC CREST SECURITIES 70,000.00 42.516 2,800.00 2,973,234.70 -15,762.73
SALE 8/12/10 74457310 PUBLIC SVC ENTERPRISE GROUP 32.17 13584 8/17/10 424078 MACQUARIE CAPITAL USA 60,000.00 31.725 2,400.00 1,901,061.83 278,961.62
SALE 8/27/10 74936120 RCN CORPORATION
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
35126 8/27/10 424042 TENDERED 180,000.00 15.000 2,700,000.00 -2,468,197.20
SALE 8/06/10 75511150 RAYTHEON CO. 104.64 26895 8/11/10 424062 MORGAN KEEGAN 135,000.00 45.861 5,400.00 6,185,743.86 1,923,831.09
SALE 8/16/10 75511150 RAYTHEON CO. 38.00 26895 8/19/10 424086 SANFORD BERNSTEIN & CO. 50,000.00 44.970 2,000.00 2,246,442.00 667,955.79
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 66 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/06/10 75893210 REGIS CORP 15.73 20659 8/11/10 424062 WELLS FARGO SECURITIES 50,000.00 18.613 2,000.00 928,619.27 -344,731.15
SALE 8/18/10 77434110 ROCKWELL COLLINS, INC. 104.43 22356 8/23/10 424094 WELLS FARGO SECURITIES 110,000.00 56.175 4,400.00 6,174,690.57 2,795,297.70
SALE 8/05/10 77441510 ROCKWOOD HOLDINGS INC 50.76 51917 8/10/10 424058 SANFORD BERNSTEIN & CO. 100,000.00 30.035 4,000.00 2,999,469.24 354,710.65
SALE 8/13/10 77441510 ROCKWOOD HOLDINGS INC 23.82 51917 8/18/10 424082 SOLEIL SECURITIES CORP. 50,000.00 28.183 2,000.00 1,407,101.18 84,721.88
SALE 8/18/10 77441510 ROCKWOOD HOLDINGS INC 14.96 51917 8/23/10 424094 WELLS FARGO SECURITIES 30,000.00 29.496 1,200.00 883,665.04 90,237.46
SALE 8/19/10 77441510 ROCKWOOD HOLDINGS INC 9.61 51917 8/24/10 424098 MORGAN STANLEY 20,000.00 28.424 800.00 567,678.39 38,726.67
SALE 8/20/10 77441510 ROCKWOOD HOLDINGS INC 27.39 51917 8/25/10 424102 CITIGROUP/CITIBANK DOMESTIC 58,677.00 27.618 2,347.08 1,618,149.31 66,284.31
SALE 8/23/10 77441510 ROCKWOOD HOLDINGS INC 19.26 51917 8/26/10 424106 COWEN AND CO., LLC 41,323.00 27.577 1,652.92 1,137,896.32 45,002.73
SALE 8/02/10 77829610 ROSS STORES INC 22.23 37395 8/05/10 424044 CREDIT SUISSE SEC (AES) 25,000.00 52.593 250.00 1,314,555.27 520,787.87
SALE 8/05/10 77829610 ROSS STORES INC 12.92 37395 8/10/10 424058 CREDIT SUISSE SEC (USA) LLC 15,000.00 50.927 450.00 763,445.08 287,184.64
SALE 8/06/10 77829610 ROSS STORES INC 8.60 37395 8/11/10 424062 CREDIT SUISSE SEC (USA) LLC 10,200.00 49.890 306.00 508,560.34 184,703.24
SALE 8/09/10 77829610 ROSS STORES INC 12.77 37395 8/12/10 424066 CREDIT SUISSE SEC (USA) LLC 14,800.00 51.055 444.00 755,152.79 285,242.49
SALE 8/13/10 77829610 ROSS STORES INC 12.52 37395 8/18/10 424082 CREDIT SUISSE SEC (AES) 15,000.00 49.377 150.00 740,495.48 264,235.04
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 67 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/12/10 78430510 SJW CORP. 9.62 43153 8/17/10 424078 MACQUARIE CAPITAL USA 25,000.00 22.763 1,000.00 568,072.88 -180,074.62
SALE 7/29/10 80306210 SAPIENT CORPORATION 1.84 34153 8/03/10 424034 CREDIT SUISSE SEC (AES) 10,000.00 10.872 100.00 108,615.16 54,295.66
SALE 8/24/10 80311110 SARA LEE CORP. 33.52 18079 8/27/10 424110 CRAIG-HALLUM CAPITAL GRP LL 135,000.00 14.694 5,400.00 1,978,242.98 711,558.39
SALE 7/29/10 83269640 JM SMUCKER CO/THE 36.20 43751 8/03/10 424034 JP MORGAN 35,000.00 61.186 1,400.00 2,140,077.30 1,650,474.64
SALE 8/09/10 86837X10 SUPERIOR WELL SERVICES INC 39.04 38349 8/12/10 424066 CREDIT SUISSE SEC (USA) LLC 105,000.00 22.000 3,150.00 2,306,821.46 457,966.90
SALE 8/10/10 86837X10 SUPERIOR WELL SERVICES INC 29.82 38349 8/13/10 424070 JP MORGAN 80,000.00 22.052 2,400.00 1,761,746.18 353,095.08
SALE 8/18/10 87237510 TECO ENERGY, INC. 14.19 13054 8/23/10 424094 FRIEDMAN BILLINGS RAMSEY 50,000.00 16.791 2,000.00 837,525.81 182,981.29
SALE 8/09/10 88250810 TEXAS INSTRUMENTS INC. 10.76 18069 8/12/10 424066 MORGAN STANLEY 25,000.00 25.457 1,000.00 635,404.24 324,795.79
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
SALE 8/25/10 88250810 TEXAS INSTRUMENTS INC. 4.08 18069 8/30/10 424114 COWEN AND CO., LLC 10,000.00 24.110 400.00 240,695.92 116,452.54
SALE 8/16/10 88579Y10 3M CO 70.80 22391 8/19/10 424086 LEERINK SWANN LLC 50,000.00 83.784 2,000.00 4,187,129.20 1,418,776.42
SALE 8/18/10 88579Y10 3M CO 69.91 22391 8/23/10 424094 RAYMOND JAMES & ASSOCIATES, 50,000.00 82.733 2,000.00 4,134,585.09 1,366,232.31
SALE 8/24/10 88580F10 3PAR INC 11.25 47741 8/27/10 424110 MORGAN STANLEY 25,000.00 26.606 1,000.00 664,128.75 424,756.12
SALE 7/30/10 90254980 UAL CORP 79.82 48745 8/04/10 424038 CREDIT SUISSE SEC (AES) 200,000.00 23.613 2,000.00 4,720,460.18 3,158,106.71
S T A T E O F N E W J E R S E Y 5140 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD A (5140) -Cont. PAGE: 68 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/18/10 90254980 UAL CORP 36.40 48745 8/23/10 424094 UBS WARBURG LLC 100,000.00 21.533 3,000.00 2,150,233.60 1,369,056.86
SALE 8/20/10 90254980 UAL CORP 17.14 48745 8/25/10 424102 UBS WARBURG LLC 50,000.00 20.283 1,500.00 1,012,647.86 622,059.49
SALE 8/24/10 90254980 UAL CORP 36.48 48745 8/27/10 424110 UBS WARBURG LLC 110,000.00 19.623 3,300.00 2,155,138.52 1,295,844.11
SALE 8/26/10 90254980 UAL CORP 29.96 48745 8/31/10 424118 UBS WARBURG LLC 90,000.00 19.695 2,700.00 1,769,847.04 1,066,787.98
SALE 8/03/10 91301710 UNITED TECHNOLOGIES CORP 110.06 14414 8/06/10 424048 ISI - HYMAN 90,000.00 72.356 4,500.00 6,507,429.94 3,402,593.47
SALE 8/06/10 91301710 UNITED TECHNOLOGIES CORP 121.56 14414 8/11/10 424062 SIDOTI & CO 100,000.00 71.924 4,000.00 7,188,228.44 3,738,410.14
SALE 8/09/10 92220710 VARIAN SEMICONDUCTOR EQUIP 11.95 32229 8/12/10 424066 CREDIT SUISSE SEC (USA) LLC 25,000.00 28.268 750.00 705,945.55 43,933.34
SALE 8/20/10 92276F10 VENTAS INC. 4.23 41121 8/25/10 424102 CITIGROUP/CITIBANK DOMESTIC 5,000.00 49.963 200.00 249,610.27 56,213.27
SALE 8/20/10 93114210 WAL-MART STORES, INC. 25.49 15929 8/25/10 424102 CITIGROUP/CITIBANK DOMESTIC 30,000.00 50.275 1,200.00 1,507,012.51 665,171.86
SALE 8/25/10 95980210 WESTERN UNION CO 13.28 35340 8/30/10 424114 COWEN AND CO., LLC 50,000.00 15.714 2,000.00 783,696.72 152,861.30
SALE 8/23/10 96216610 WEYERHAEUSER CO 33.36 23118 8/26/10 424106 CRAIG-HALLUM CAPITAL GRP LL 125,000.00 15.793 5,000.00 1,969,079.14 -3,308,663.56 ------SUBTOTAL STOCK SALES: 12,247,390.00 6,838.67 406,843,010.22 60,889,298.69 458,031.57 ------TOTAL FUND SALES: 12,247,390.00 6,838.67 406,843,010.22 60,889,298.69 458,031.57
END OF REPORT FOR: COMMON PENSION FD A
S T A T E O F N E W J E R S E Y 5142 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD B (5142) PAGE: 69 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PURCHASE OF FIXED INCOME SECURITIES ------
PUR 8/05/10 013817AU ALCOA INC SR NOTES 6.1500 6.009 52941 8/10/10 289194 BARCLAYS CAPITAL INC 8/15/20 10,000,000.00 101.05 10,105,200.00
PUR 8/17/10 037411AW APACHE CORP SR NOTES 5.1000 5.170 53086 8/20/10 289202 CITIGROUP/CITIBANK DOMESTIC 9/01/40 7,000,000.00 98.936 6,925,520.00
PUR 7/29/10 041431GG ARLINGTON CNTY VA GEN OBLIG 5.3010 5.301 52851 8/11/10 289195 MORGAN STANLEY 8/15/30 5,000,000.00 100.00 5,000,000.00
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
PUR 8/19/10 057224AZ BAKER HUGHES INCORPORATED S 5.1250 5.153 53155 8/24/10 289204 JP MORGAN 9/15/40 15,000,000.00 99.570 14,935,500.00
PUR 8/04/10 088281CV BEXAR CNTY TEX BABS 5.7550 5.754 52927 8/19/10 289201 LOOP CAPITAL 6/15/40 3,000,000.00 100.00 3,000,000.00
PUR 7/29/10 196707HZ COLORADO ST BRD GOV UNIV RE 6.0570 6.057 52839 8/12/10 289196 MORGAN STANLEY 3/01/40 3,000,000.00 100.00 3,000,000.00
PUR 7/29/10 199491S2 COLUMBUS OHIO BABS 5.4200 5.419 52838 8/12/10 289196 STIFEL NICOLAUS 6/01/30 6,000,000.00 100.00 6,000,000.00
PUR 8/03/10 219350AU CORNING INCORPORATED NOTES 4.2500 4.364 52891 8/10/10 289194 DEUTSCHE BANK AG (DOMESTIC) 8/15/20 5,000,000.00 99.082 4,954,100.00
PUR 8/03/10 219350AV CORNING INCORPORATED NOTES 5.7500 5.798 52893 8/10/10 289194 DEUTSCHE BANK AG (DOMESTIC) 8/15/40 10,000,000.00 99.320 9,932,000.00
PUR 7/23/10 220245QQ CORPUS CHRISTI TX UTIL BABS 6.2430 6.243 52749 8/17/10 289199 STIFEL NICOLAUS 7/15/40 6,000,000.00 100.00 6,000,000.00
PUR 8/05/10 232285AQ CUYAHOGA CNTY OHIO PUB LIBR 6.2500 6.249 52942 8/19/10 289201 STIFEL NICOLAUS 12/01/35 7,000,000.00 100.00 7,000,000.00
PUR 8/10/10 25459HAW DIRECTV HOLDINGS LLC SR NOT 4.6000 4.608 53002 8/17/10 289199 JP MORGAN 2/15/21 25,000,000.00 99.934 24,983,500.00
S T A T E O F N E W J E R S E Y 5142 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 70 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/26/10 373334JS GEORGIA POWER CO SR NOTES 4.7500 4.810 53228 8/31/10 289209 BARCLAYS CAPITAL INC 9/01/40 40,000,000.00 99.036 39,614,400.00
PUR 8/05/10 42809HAD HESS CORPORATION NOTES 5.6000 5.648 52952 8/10/10 289194 GOLDMAN SACHS & COMPANY 2/15/41 50,000,000.00 99.304 49,652,000.00
PUR 8/05/10 4581X0BQ INTER-AMERICAN DEV BK GLOBA 2.3750 2.484 52954 8/12/10 289196 RBS GREENWICH 8/15/17 25,000,000.00 99.303 24,825,750.00
PUR 8/12/10 478160AV JOHNSON & JOHNSON NOTES 4.5000 4.631 53026 8/17/10 289199 JP MORGAN 9/01/40 10,000,000.00 97.884 9,788,400.00
PUR 8/18/10 55539PAZ MACOMB INTERCEPTOR DRAIN DI 5.3750 5.770 53142 8/30/10 289208 CITIGROUP/CITIBANK DOMESTIC 5/01/35 5,000,000.00 94.828 4,741,400.00
PUR 8/04/10 55907RAA MAGELLAN MIDSTREAM PARTNERS 4.2500 4.294 52924 8/11/10 289195 JP MORGAN 2/01/21 7,000,000.00 99.633 6,974,310.00
PUR 7/28/10 58013MEJ MCDONALDS CORP MTN 3.5000 3.548 52826 8/02/10 289188 BANK OF AMERICA SECURITIES 7/15/20 15,000,000.00 99.602 14,940,300.00
PUR 7/28/10 58013MEK MCDONALDS CORP MTN 4.8750 4.921 52825 8/02/10 289188 BANK OF AMERICA SECURITIES 7/15/40 12,000,000.00 99.286 11,914,320.00
PUR 7/29/10 67910HMT OKLAHOMA ST MUN PWR AUTH BA 6.4400 6.439 52829 8/11/10 289195 MERRILL LYNCH (RESEARCH) 1/01/45 6,000,000.00 100.00 6,000,000.00
PUR 8/24/10 6832348K PROVINCE OF ONTARIO BONDS 4.4000 2.995 51463 8/27/10 289207 BANK OF AMERICA SECURITIES 4/14/20 25,000,000.00 111.67 27,919,000.00
PUR 8/04/10 693476BL PNC FUNDING CORP SENIOR NOT 4.3750 4.443 52925 8/11/10 289195 JP MORGAN 8/11/20 20,000,000.00 99.456 19,891,200.00
PUR 8/25/10 748148QR QUEBEC PROVINCE OF CANADA 7.5000 3.890 48048 8/30/10 289208 BANK OF AMERICA SECURITIES 9/15/29 8,000,000.00 148.23 11,858,720.00
PUR 8/23/10 797440BM SAN DIEGO GAS & ELEC 1ST MT 4.5000 4.568 53176 8/26/10 289206 BANK OF AMERICA SECURITIES 8/15/40 15,000,000.00 98.897 14,834,550.00
S T A T E O F N E W J E R S E Y 5142 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 71 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/25/10 842400FQ SOUTHERN CALIF EDISON CO BD 4.5000 4.539 53198 8/30/10 289208 BANK OF AMERICA SECURITIES 9/01/40 25,000,000.00 99.364 24,841,000.00
PUR 8/12/10 849269FV SOTSYLVANIA VA WTR & SWR SY 5.6120 5.611 53025 8/25/10 289205 WACHOVIA SECURITIES, INC. 6/01/40 5,000,000.00 100.00 5,000,000.00
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
PUR 8/11/10 87354TBG TACOMA WASH RGL WTR SUPPLY 5.6210 5.620 53001 8/24/10 289204 CITIGROUP/CITIBANK DOMESTIC 12/01/40 11,000,000.00 100.00 11,000,000.00
PUR 8/26/10 880591DM TENNESSEE VALLEY AUTH BONDS 7.1250 4.029 53212 8/27/10 289207 CITIGROUP/CITIBANK DOMESTIC 5/01/30 15,000,000.00 141.78 21,267,450.00
PUR 7/28/10 907818DG UNION PACIFIC CORP NOTES 4.0000 4.056 52827 8/02/10 289188 JP MORGAN 2/01/21 7,000,000.00 99.525 6,966,750.00
PUR 8/09/10 94973VAS WELLPOINT INC NOTES 4.3500 4.368 52987 8/12/10 289196 UBS WARBURG LLC 8/15/20 10,000,000.00 99.855 9,985,500.00
PUR 8/11/10 960470JE WESTLAKE OHIO CITY SCH DIST 6.0280 6.027 53003 8/24/10 289204 RBC CAPITAL (DOMESTIC) 12/01/43 4,000,000.00 100.00 4,000,000.00
PUR 8/24/10 988498AG YUM! BRANDS INC SR NOTES 3.8750 3.889 53194 8/31/10 289209 JP MORGAN 11/01/20 7,000,000.00 99.867 6,990,690.00
PUR 8/25/10 988498AG YUM! BRANDS INC SR NOTES 3.8750 3.906 53194 8/31/10 289209 GOLDMAN SACHS & COMPANY 11/01/20 2,000,000.00 99.725 1,994,500.00 ------SUBTOTAL FIXED PURCHASES: 426,000,000.00 436,836,060.00
------TOTAL FUND PURCHASES: 426,000,000.00 436,836,060.00
S T A T E O F N E W J E R S E Y 5142 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD B (5142) -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 ------
SALES OF FIXED INCOME SECURITIES ------
SALE 7/28/10 00206RAV AT&T INC GLOBAL NOTES 2.5000 2.565 52808 8/02/10 289188 CREDIT SUISSE SEC (USA) LLC 8/15/15 10,000,000.00 99.821 9,982,100.00 12,660.98
SALE 7/28/10 00206RAV AT&T INC GLOBAL NOTES 2.5000 2.565 52808 8/02/10 289188 JP MORGAN 8/15/15 20,000,000.00 99.788 19,957,600.00 18,721.95
SALE 7/28/10 00206RAV AT&T INC GLOBAL NOTES 2.5000 2.565 52808 8/02/10 289188 UBS WARBURG LLC 8/15/15 20,000,000.00 99.788 19,957,600.00 18,721.95
SALE 8/05/10 013817AP ALCOA INC. BONDS 5.7200 5.894 37212 8/10/10 289194 BARCLAYS CAPITAL INC 2/23/19 9,961,000.00 100.74 10,035,607.89 189,543.27
SALE 8/19/10 071813BC BAXTER INT'L INC 4.2500 4.298 50969 8/24/10 289204 CREDIT SUISSE SEC (USA) LLC 3/15/20 7,000,000.00 109.22 7,645,680.00 671,947.59
SALE 8/02/10 13342BAC CAMERON INT'L CORP SR NOTES 6.3750 8.391 43161 8/05/10 289191 NOMURA SECURITIES INT'L INC 7/15/18 15,000,000.00 107.34 16,102,200.00 2,831,561.47
SALE 8/13/10 134429AV CAMPBELL SOUP CO SR NOTES 3.0500 3.096 52501 8/18/10 289200 RBC CAPITAL (DOMESTIC) 7/15/17 5,000,000.00 103.79 5,189,800.00 204,094.68
SALE 8/18/10 134429AV CAMPBELL SOUP CO SR NOTES 3.0500 3.096 52501 8/23/10 289203 RBC CAPITAL (DOMESTIC) 7/15/17 7,000,000.00 104.44 7,311,430.00 331,420.44
SALE 7/29/10 135087ZA GOVERNMENT OF CANADA (USD) 2.3750 2.498 48403 8/03/10 289189 BANK OF AMERICA SECURITIES 9/10/14 5,000,000.00 104.26 5,213,000.00 236,910.43
SALE 8/06/10 135087ZA GOVERNMENT OF CANADA (USD) 2.3750 2.498 48403 8/11/10 289195 BANK OF AMERICA SECURITIES 9/10/14 5,000,000.00 104.67 5,233,850.00 257,627.30
SALE 8/13/10 136375BT CANADIAN NATIONAL RAILWAY N 5.5500 5.698 44878 8/18/10 289200 CREDIT SUISSE SEC (USA) LLC 3/01/19 10,000,000.00 118.20 11,820,900.00 1,920,103.61
SALE 8/13/10 136375BT CANADIAN NATIONAL RAILWAY N 5.5500 5.698 44878 8/18/10 289200 CREDIT SUISSE SEC (USA) LLC 3/01/19 10,000,000.00 118.17 11,817,600.00 1,916,803.61
S T A T E O F N E W J E R S E Y 5142 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 73 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 7/28/10 14912L4L CATERPILLAR FINANCIAL MTN 2.0000 2.059 51327 8/02/10 289188 BANK OF AMERICA SECURITIES 4/05/13 10,000,000.00 101.71 10,171,500.00 186,925.64
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
SALE 8/24/10 17275RAE CISCO SYSTEMS INC SR NOTES 4.9500 4.969 44784 8/27/10 289207 JEFFERIES & COMPANY 2/15/19 5,000,000.00 114.66 5,733,450.00 740,062.51
SALE 8/18/10 17275RAF CISCO SYSTEMS INC SR NOTES 5.5000 5.678 49615 8/23/10 289203 CANTOR FITZGERALD SECURITIE 1/15/40 5,000,000.00 110.60 5,530,350.00 657,029.96
SALE 8/18/10 17275RAF CISCO SYSTEMS INC SR NOTES 5.5000 5.678 49615 8/23/10 289203 CREDIT SUISSE SEC (USA) LLC 1/15/40 5,000,000.00 110.60 5,530,350.00 657,029.95
SALE 8/09/10 191216AM COCA COLA CO SR NOTES 4.8750 4.793 44975 8/11/10 289195 BARCLAYS CAPITAL INC 3/15/19 15,000,000.00 112.49 16,874,400.00 1,789,504.27
SALE 8/17/10 191216AM COCA COLA CO SR NOTES 4.8750 4.793 44975 8/20/10 289202 BARCLAYS CAPITAL INC 3/15/19 5,000,000.00 114.33 5,716,700.00 688,420.12
SALE 8/18/10 191216AM COCA COLA CO SR NOTES 4.8750 4.793 44975 8/23/10 289203 STIFEL NICOLAUS 3/15/19 5,000,000.00 114.59 5,729,500.00 701,224.76
SALE 8/10/10 219350AU CORNING INCORPORATED NOTES 4.2500 4.364 52891 8/13/10 289197 FTN MIDWEST SECURITIES 8/15/20 5,000,000.00 101.02 5,051,200.00 97,051.05
SALE 8/24/10 219350AV CORNING INCORPORATED NOTES 5.7500 5.798 52893 8/27/10 289207 CANTOR FITZGERALD SECURITIE 8/15/40 5,000,000.00 107.15 5,357,800.00 391,851.44
SALE 8/24/10 219350AV CORNING INCORPORATED NOTES 5.7500 5.798 52893 8/27/10 289207 CANTOR FITZGERALD SECURITIE 8/15/40 5,000,000.00 106.82 5,341,250.00 375,301.44
SALE 8/11/10 313370FP FEDERAL HOME LOAN BONDS 1.1250 1.135 52785 8/12/10 289196 FTN Financial Securities 7/29/13 1,500,000.00 100.05 1,500,750.00 1,196.27
SALE 7/28/10 46625HHP JP MORGAN CHASE & CO NOTES 3.7000 3.515 51177 8/02/10 289188 BANK OF AMERICA SECURITIES 1/20/15 10,000,000.00 103.66 10,366,800.00 291,032.45
SALE 8/05/10 46625HHR JP MORGAN CHASE & CO NOTES 3.4000 3.445 52333 8/10/10 289194 GOLDMAN SACHS & COMPANY 6/24/15 10,000,000.00 102.62 10,262,100.00 282,394.31
S T A T E O F N E W J E R S E Y 5142 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 74 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/06/10 548661CQ LOWE'S COMPANIES INC NOTES 4.6250 4.648 51492 8/11/10 289195 BARCLAYS CAPITAL INC 4/15/20 8,000,000.00 109.60 8,768,160.00 782,835.12
SALE 7/29/10 669827FX NOVA SCOTIA PROVINCE OF BON 2.3750 2.476 52583 8/03/10 289189 BARCLAYS CAPITAL INC 7/21/15 5,000,000.00 101.17 5,058,600.00 82,074.77
SALE 8/03/10 669827FX NOVA SCOTIA PROVINCE OF BON 2.3750 2.476 52583 8/06/10 289192 BANK OF AMERICA SECURITIES 7/21/15 5,000,000.00 101.67 5,083,800.00 107,242.94
SALE 8/05/10 669827FX NOVA SCOTIA PROVINCE OF BON 2.3750 2.476 52583 8/10/10 289194 BARCLAYS CAPITAL INC 7/21/15 10,000,000.00 101.62 10,162,500.00 209,300.36
SALE 8/06/10 669827FX NOVA SCOTIA PROVINCE OF BON 2.3750 2.476 52583 8/11/10 289195 BARCLAYS CAPITAL INC 7/21/15 10,000,000.00 101.77 10,177,500.00 224,278.86
SALE 7/29/10 66989HAD NOVARTIS CAPITAL CORP NTS 4.4000 4.494 51063 8/03/10 289189 CREDIT SUISSE SEC (USA) LLC 4/24/20 25,000,000.00 107.57 26,892,500.00 2,078,034.94
SALE 7/29/10 6832348Y PROVINCE OF ONTARIO BONDS 2.7000 2.710 52218 8/03/10 289189 RBC CAPITAL (DOMESTIC) 6/16/15 10,000,000.00 102.82 10,282,800.00 287,462.67
SALE 8/03/10 6832348Y PROVINCE OF ONTARIO BONDS 2.7000 2.710 52218 8/06/10 289192 RBC CAPITAL (DOMESTIC) 6/16/15 10,000,000.00 103.56 10,356,000.00 360,662.47
SALE 8/05/10 6832348Y PROVINCE OF ONTARIO BONDS 2.7000 2.710 52218 8/10/10 289194 BARCLAYS CAPITAL INC 6/16/15 10,000,000.00 103.54 10,354,700.00 359,361.42
SALE 8/06/10 6832348Y PROVINCE OF ONTARIO BONDS 2.7000 2.710 52218 8/11/10 289195 RBC CAPITAL (DOMESTIC) 6/16/15 5,000,000.00 103.83 5,191,850.00 194,180.51
SALE 8/18/10 68389XAL ORACLE CORP SR NOTES 5.3750 5.454 52570 8/23/10 289203 BARCLAYS CAPITAL INC 7/15/40 5,000,000.00 107.17 5,358,950.00 417,087.78
SALE 8/20/10 68389XAL ORACLE CORP SR NOTES 5.3750 5.454 52570 8/25/10 289205 BARCLAYS CAPITAL INC 7/15/40 5,000,000.00 107.82 5,391,050.00 449,194.84
SALE 7/29/10 742718CB PROCTER & GAMBLE CO BONDS 5.5000 5.732 43976 8/03/10 289189 CREDIT SUISSE SEC (USA) LLC 2/01/34 5,000,000.00 110.05 5,502,600.00 651,464.65
S T A T E O F N E W J E R S E Y 5142 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
COMMON PENSION FD B (5142) -Cont. PAGE: 75 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
------
SALE 7/29/10 742718DF PROCTER & GAMBLE CO NOTES 5.5500 5.749 36631 8/03/10 289189 BANK OF AMERICA SECURITIES 3/05/37 15,000,000.00 111.32 16,698,300.00 2,103,453.31
SALE 8/10/10 748148RU QUEBEC PROVINCE OF NOTES 3.5000 3.547 52736 8/13/10 289197 RBC CAPITAL (DOMESTIC) 7/29/20 10,000,000.00 101.36 10,136,200.00 175,482.44
SALE 8/13/10 751028AE RALCORP HOLDINGS CORP INC N 6.6250 6.438 52725 8/18/10 289200 CREDIT SUISSE SEC (USA) LLC 8/15/39 5,000,000.00 105.86 5,293,400.00 171,333.45
SALE 8/09/10 751028AF RALCORP HOLDINGS CORP INC N 4.9500 4.970 52727 8/11/10 289195 JEFFERIES & COMPANY 8/15/20 5,000,000.00 102.66 5,133,200.00 141,064.06
SALE 8/03/10 755111BR RAYTHEON CO NOTES 4.4000 4.429 49648 8/06/10 289192 CITIGROUP/CITIBANK DOMESTIC 2/15/20 5,000,000.00 108.98 5,449,300.00 460,636.13
SALE 8/04/10 87612EAV TARGET CORP NOTES 3.8750 3.910 52584 8/09/10 289193 HSBC (DOMESTIC) 7/15/20 5,000,000.00 101.78 5,089,200.00 103,577.78
SALE 8/05/10 87612EAV TARGET CORP NOTES 3.8750 3.910 52584 8/10/10 289194 FTN MIDWEST SECURITIES 7/15/20 10,000,000.00 101.86 10,186,700.00 215,456.59
SALE 8/11/10 87612EAV TARGET CORP NOTES 3.8750 3.910 52584 8/16/10 289198 BARCLAYS CAPITAL INC 7/15/20 5,000,000.00 103.47 5,173,650.00 188,030.17
SALE 8/04/10 893830AT TRANSOCEAN INC SENIOR NOTES 6.8000 7.396 42942 8/09/10 289193 CANTOR FITZGERALD SECURITIE 3/15/38 2,500,000.00 93.000 2,325,000.00 -529.85
SALE 8/05/10 893830AT TRANSOCEAN INC SENIOR NOTES 6.8000 7.396 42942 8/10/10 289194 CANTOR FITZGERALD SECURITIE 3/15/38 2,500,000.00 93.000 2,325,000.00 -540.52
SALE 8/10/10 893830AT TRANSOCEAN INC SENIOR NOTES 6.8000 7.396 42942 8/13/10 289197 CANTOR FITZGERALD SECURITIE 3/15/38 5,000,000.00 95.625 4,781,250.00 130,103.78 ------SUBTOTAL FIXED SALES: 393,461,000.00 414,605,727.89 25,360,390.12
------TOTAL FUND SALES: 393,461,000.00 414,605,727.89 25,360,390.12
END OF REPORT FOR: COMMON PENSION FD B
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) PAGE: 76 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PURCHASE OF STOCK AND OTHER EQUITIES ------
PUR 8/11/10 02942910 AMERICAN SCIENCE & ENGINEER 49191 8/16/10 424073 JP MORGAN 10,000.00 74.363 300.00 743,927.00
PUR 8/13/10 02942910 AMERICAN SCIENCE & ENGINEER 49191 8/18/10 424081 CREDIT SUISSE SEC (USA) LLC 10,000.00 73.637 300.00 736,673.00
PUR 8/25/10 03783310 APPLE INC 39881 8/30/10 424113 UBS WARBURG LLC 10,000.00 238.45 300.00 2,384,810.00
PUR 7/29/10 04273510 ARROW ELECTRONICS INC 52841 8/03/10 424033 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 24.948 2,000.00 1,249,405.00
PUR 7/30/10 04273510 ARROW ELECTRONICS INC 52841 8/04/10 424037 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 24.500 2,000.00 1,226,975.00
PUR 8/02/10 04273510 ARROW ELECTRONICS INC 52841 8/05/10 424043 RAYMOND JAMES & ASSOCIATES, 100,000.00 25.217 4,000.00 2,525,690.00
PUR 8/03/10 04273510 ARROW ELECTRONICS INC 52841 8/06/10 424047 BLAIR, WILLIAM & COMPANY 100,000.00 25.290 4,000.00 2,533,000.00
PUR 8/04/10 04273510 ARROW ELECTRONICS INC 52841 8/09/10 424053 BLAIR, WILLIAM & COMPANY 100,000.00 25.870 4,000.00 2,591,020.00
PUR 8/05/10 04273510 ARROW ELECTRONICS INC 52841 8/10/10 424057 MACQUARIE CAPITAL USA 100,000.00 25.849 4,000.00 2,588,900.00
PUR 8/25/10 04273510 ARROW ELECTRONICS INC 52841 8/30/10 424113 RAYMOND JAMES & ASSOCIATES, 40,000.00 23.434 1,600.00 938,960.00
PUR 7/30/10 04289L10 ART TECHNOLOGY GROUP INC 50701 8/04/10 424037 CREDIT SUISSE SEC (AES) 100,000.00 3.589 1,000.00 359,910.00
PUR 8/02/10 04289L10 ART TECHNOLOGY GROUP INC 50701 8/05/10 424043 JEFFERIES & COMPANY 100,000.00 3.632 3,000.00 366,230.00
S T A T E O F N E W J E R S E Y 5162
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 77 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 7/29/10 04743P10 ATHEROS COMMUNICATIONS IN 48472 8/03/10 424033 CREDIT SUISSE SEC (AES) 20,000.00 26.857 200.00 537,330.00
PUR 7/30/10 04743P10 ATHEROS COMMUNICATIONS IN 48472 8/04/10 424037 CREDIT SUISSE SEC (AES) 20,000.00 26.309 200.00 526,370.00
PUR 8/03/10 05722410 BAKER HUGHES IN 52884 8/06/10 424047 WELLS FARGO SECURITIES 500,000.00 43.734 20,000.00 21,886,750.00
PUR 8/04/10 05722410 BAKER HUGHES IN 52884 8/09/10 424053 BLAIR, WILLIAM & COMPANY 100,000.00 42.984 4,000.00 4,302,390.00
PUR 8/04/10 05722410 BAKER HUGHES IN 52884 8/09/10 424053 LAZARD CAPITAL MARKETS 100,000.00 42.521 4,000.00 4,256,080.00
PUR 8/23/10 12526910 CF INDUSTRIES HOLDINGS INC 46083 8/26/10 424105 KAUFMAN BROS L.P. 20,000.00 89.629 800.00 1,793,370.00
PUR 8/25/10 12526910 CF INDUSTRIES HOLDINGS INC 46083 8/30/10 424113 COWEN AND CO., LLC 20,000.00 86.101 800.00 1,722,812.00
PUR 8/25/10 12526910 CF INDUSTRIES HOLDINGS INC 46083 8/30/10 424113 RAYMOND JAMES & ASSOCIATES, 20,000.00 86.344 800.00 1,727,670.00
PUR 7/28/10 12960310 CALGON CARBON CORP 46471 8/02/10 424029 OPPENHEIMER & CO., INC 20,000.00 13.590 800.00 272,594.00
PUR 7/29/10 12960310 CALGON CARBON CORP 46471 8/03/10 424033 BLAIR, WILLIAM & COMPANY 30,000.00 13.702 1,200.00 412,257.00
PUR 7/30/10 12960310 CALGON CARBON CORP 46471 8/04/10 424037 BARCLAYS CAPITAL (DOMESTIC) 30,000.00 13.282 1,200.00 399,666.00
PUR 8/02/10 12960310 CALGON CARBON CORP 46471 8/05/10 424043 RAYMOND JAMES & ASSOCIATES, 30,000.00 13.702 1,200.00 412,257.00
PUR 8/03/10 12960310 CALGON CARBON CORP 46471 8/06/10 424047 BLAIR, WILLIAM & COMPANY 30,000.00 13.133 1,200.00 395,181.00
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 78 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/03/10 12960310 CALGON CARBON CORP 46471 8/06/10 424047 JP MORGAN 30,000.00 12.632 1,200.00 380,160.00
PUR 8/05/10 12960310 CALGON CARBON CORP 46471 8/10/10 424057 MACQUARIE CAPITAL USA 30,000.00 12.137 1,200.00 365,316.00
PUR 8/09/10 12960310 CALGON CARBON CORP 46471 8/12/10 424065 OPPENHEIMER & CO., INC 10,000.00 12.303 300.00 123,325.00
PUR 8/10/10 12960310 CALGON CARBON CORP 46471 8/13/10 424069 RAYMOND JAMES & ASSOCIATES, 30,000.00 12.555 1,200.00 377,859.00
PUR 8/03/10 13342B10 CAMERON INTERNATIONAL CORP 52882 8/06/10 424047 WELLS FARGO SECURITIES 100,000.00 39.985 4,000.00 4,002,490.00
PUR 8/04/10 13342B10 CAMERON INTERNATIONAL CORP 52882 8/09/10 424053 BLAIR, WILLIAM & COMPANY 50,000.00 40.653 2,000.00 2,034,645.00
PUR 8/11/10 13342B10 CAMERON INTERNATIONAL CORP 52882 8/16/10 424073 WELLS FARGO SECURITIES 50,000.00 36.528 2,000.00 1,828,380.00
PUR 8/09/10 14204220 CARIBOU COFFEE CO INC 52199 8/12/10 424065 CREDIT SUISSE SEC (USA) LLC 10,000.00 10.013 300.00 100,433.00
PUR 8/11/10 14204220 CARIBOU COFFEE CO INC 52199 8/16/10 424073 JP MORGAN 10,000.00 9.642 300.00 96,716.00
PUR 8/12/10 14204220 CARIBOU COFFEE CO INC 52199 8/17/10 424077 CREDIT SUISSE SEC (USA) LLC 10,000.00 9.707 300.00 97,372.00
PUR 8/13/10 14204220 CARIBOU COFFEE CO INC 52199 8/18/10 424081 CREDIT SUISSE SEC (USA) LLC 10,000.00 9.620 300.00 96,499.00
PUR 8/16/10 14204220 CARIBOU COFFEE CO INC 52199 8/19/10 424085 KEYBANC CAPITAL MKTS INC 10,000.00 9.882 300.00 99,119.00
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
PUR 8/19/10 14204220 CARIBOU COFFEE CO INC 52199 8/24/10 424097 UBS WARBURG LLC 10,000.00 9.821 300.00 98,511.00
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 79 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/20/10 14204220 CARIBOU COFFEE CO INC 52199 8/25/10 424101 UBS WARBURG LLC 10,000.00 9.791 300.00 98,214.00
PUR 8/23/10 14204220 CARIBOU COFFEE CO INC 52199 8/26/10 424105 UBS WARBURG LLC 10,000.00 9.705 300.00 97,349.00
PUR 7/30/10 14965A10 CAVIUM NETWORKS INC 52854 8/04/10 424037 INSTINET (DOMESTIC) 100,000.00 26.551 700.00 2,655,750.00
PUR 8/02/10 14965A10 CAVIUM NETWORKS INC 52854 8/05/10 424043 JEFFERIES & COMPANY 100,000.00 27.158 3,000.00 2,718,780.00
PUR 8/03/10 14965A10 CAVIUM NETWORKS INC 52854 8/06/10 424047 CREDIT SUISSE SEC (AES) 100,000.00 27.358 1,000.00 2,736,820.00
PUR 8/04/10 14965A10 CAVIUM NETWORKS INC 52854 8/09/10 424053 JANNEY MONTGOMERY SCOTT 100,000.00 27.284 3,000.00 2,731,370.00
PUR 8/05/10 14965A10 CAVIUM NETWORKS INC 52854 8/10/10 424057 JANNEY MONTGOMERY SCOTT 50,000.00 27.220 1,500.00 1,362,510.00
PUR 8/06/10 14965A10 CAVIUM NETWORKS INC 52854 8/11/10 424061 CREDIT SUISSE SEC (USA) LLC 50,000.00 26.898 1,500.00 1,346,390.00
PUR 8/13/10 14965A10 CAVIUM NETWORKS INC 52854 8/18/10 424081 CREDIT SUISSE SEC (USA) LLC 50,000.00 23.903 1,500.00 1,196,660.00
PUR 8/16/10 14965A10 CAVIUM NETWORKS INC 52854 8/19/10 424085 KEYBANC CAPITAL MKTS INC 50,000.00 24.261 1,500.00 1,214,535.00
PUR 7/28/10 16516710 CHESAPEAKE ENERGY CORP. 41852 8/02/10 424029 MERRILL LYNCH (RESEARCH) 100,000.00 21.079 4,000.00 2,111,890.00
PUR 7/30/10 16516710 CHESAPEAKE ENERGY CORP. 41852 8/04/10 424037 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 20.940 4,000.00 2,097,960.00
PUR 7/30/10 19259P30 COINSTAR INC. 42814 8/04/10 424037 CREDIT SUISSE SEC (AES) 10,000.00 43.831 100.00 438,411.00
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 80 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/25/10 19259P30 COINSTAR INC. 42814 8/30/10 424113 UBS WARBURG LLC 10,000.00 45.890 300.00 459,201.00
PUR 7/29/10 19416210 COLGATE-PALMOLIVE CO 49941 8/03/10 424033 LAZARD CAPITAL MARKETS 10,000.00 77.738 400.00 777,776.00
PUR 8/26/10 22544710 CREE INC 50420 8/31/10 424117 UBS WARBURG LLC 20,000.00 56.455 600.00 1,129,704.00
PUR 8/10/10 23326R10 DG FASTCHANNEL 52269 8/13/10 424069 JANNEY MONTGOMERY SCOTT 22,700.00 33.801 681.00 767,972.78
PUR 8/11/10 23326R10 DG FASTCHANNEL 52269 8/16/10 424073 JP MORGAN 20,000.00 34.581 600.00 692,224.00
PUR 8/23/10 23326R10 DG FASTCHANNEL 52269 8/26/10 424105 UBS WARBURG LLC 10,000.00 28.637 300.00 286,668.00
PUR 8/24/10 23326R10 DG FASTCHANNEL 52269 8/27/10 424109 UBS WARBURG LLC 40,000.00 27.730 1,200.00 1,110,384.00
PUR 8/25/10 23326R10 DG FASTCHANNEL 52269 8/30/10 424113 UBS WARBURG LLC 20,000.00 26.543 600.00 531,464.00
PUR 8/25/10 23326R10 DG FASTCHANNEL 52269 8/30/10 424113 UBS WARBURG LLC 30,000.00 27.097 900.00 813,822.00 ------======------2 INTRA-DAY TRANSACTIONS SUBTOTAL: 50,000.00 26.876 1,345,286.00
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
1,500.00
PUR 8/26/10 23326R10 DG FASTCHANNEL 52269 8/31/10 424117 UBS WARBURG LLC 30,000.00 28.012 900.00 841,251.00
PUR 8/24/10 24702R10 DELL INC 53192 8/27/10 424109 UBS WARBURG LLC 500,000.00 11.614 15,000.00 5,821,850.00
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 81 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/25/10 24702R10 DELL INC 53192 8/30/10 424113 UBS WARBURG LLC 500,000.00 11.706 15,000.00 5,868,200.00
PUR 8/25/10 24736170 DELTA AIR LINES INC DEL 51738 8/30/10 424113 KAUFMAN BROS L.P. 200,000.00 9.918 8,000.00 1,991,560.00
PUR 8/03/10 25468710 WALT DISNEY CO 50281 8/06/10 424047 BLAIR, WILLIAM & COMPANY 40,000.00 34.152 1,600.00 1,367,688.00
PUR 8/11/10 25470M10 DISH NETWORKS 48191 8/16/10 424073 JP MORGAN 100,000.00 18.203 3,000.00 1,823,290.00
PUR 7/30/10 26054310 DOW CHEMICAL 51833 8/04/10 424037 COWEN AND CO., LLC 220,000.00 27.203 8,800.00 5,993,350.00
PUR 8/12/10 26864810 EMC CORP/MASS 50998 8/17/10 424077 STIFEL NICOLAUS 100,000.00 18.718 4,000.00 1,875,830.00
PUR 8/19/10 26864810 EMC CORP/MASS 50998 8/24/10 424097 GOLDMAN SACHS & COMPANY 100,000.00 18.602 4,000.00 1,864,240.00
PUR 7/28/10 29100P10 EMERGENCY MEDICAL SVCS CO 51801 8/02/10 424029 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 45.737 400.00 457,767.00
PUR 7/29/10 29100P10 EMERGENCY MEDICAL SVCS CO 51801 8/03/10 424033 LAZARD CAPITAL MARKETS 10,000.00 44.888 400.00 449,283.00
PUR 8/23/10 29363910 ENTERCOM COMMUNICATIONS COR 39918 8/26/10 424105 KAUFMAN BROS L.P. 50,000.00 5.676 2,000.00 285,790.00
PUR 8/24/10 29363910 ENTERCOM COMMUNICATIONS COR 39918 8/27/10 424109 COWEN AND CO., LLC 50,000.00 5.273 2,000.00 265,635.00
PUR 8/16/10 30244510 FLIR SYSTEMS INC 51852 8/19/10 424085 KEYBANC CAPITAL MKTS INC 10,000.00 27.119 300.00 271,491.00
PUR 8/17/10 30244510 FLIR SYSTEMS INC 51852 8/20/10 424089 UBS WARBURG LLC 20,000.00 27.467 600.00 549,934.00
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 82 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/19/10 30244510 FLIR SYSTEMS INC 51852 8/24/10 424097 UBS WARBURG LLC 50,000.00 26.935 1,500.00 1,348,235.00
PUR 8/23/10 30244510 FLIR SYSTEMS INC 51852 8/26/10 424105 UBS WARBURG LLC 30,000.00 25.474 900.00 765,123.00
PUR 8/23/10 30244510 FLIR SYSTEMS INC 51852 8/26/10 424105 UBS WARBURG LLC 40,000.00 26.166 1,200.00 1,047,844.00 ------======------2 INTRA-DAY TRANSACTIONS SUBTOTAL: 70,000.00 25.870 1,812,967.00 2,100.00
PUR 8/24/10 30244510 FLIR SYSTEMS INC 51852 8/27/10 424109 UBS WARBURG LLC 40,000.00 24.460 1,200.00 979,596.00
PUR 8/25/10 30244510 FLIR SYSTEMS INC 51852 8/30/10 424113 UBS WARBURG LLC 20,000.00 24.089 600.00 482,376.00
PUR 8/13/10 36955010 GENERAL DYNAMICS CORP 53032 8/18/10 424081 OPPENHEIMER & CO., INC 150,000.00 60.855 4,500.00 9,132,765.00
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
PUR 8/16/10 36955010 GENERAL DYNAMICS CORP 53032 8/19/10 424085 MACQUARIE CAPITAL USA 50,000.00 60.253 2,000.00 3,014,655.00
PUR 8/17/10 36955010 GENERAL DYNAMICS CORP 53032 8/20/10 424089 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 61.242 800.00 1,225,640.00
PUR 8/12/10 36960410 GENERAL ELECTRIC CO. 39923 8/17/10 424077 PACIFIC CREST SECURITIES 100,000.00 15.495 4,000.00 1,553,490.00
PUR 8/09/10 42823610 HEWLETT-PACKARD CO 46749 8/12/10 424065 MORGAN STANLEY 150,000.00 42.972 6,000.00 6,451,725.00
PUR 8/10/10 42823610 HEWLETT-PACKARD CO 46749 8/13/10 424069 RAYMOND JAMES & ASSOCIATES, 100,000.00 42.636 4,000.00 4,267,590.00
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 83 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/11/10 42823610 HEWLETT-PACKARD CO 46749 8/16/10 424073 JP MORGAN 100,000.00 40.794 4,000.00 4,083,440.00
PUR 8/12/10 42823610 HEWLETT-PACKARD CO 46749 8/17/10 424077 STIFEL NICOLAUS 100,000.00 40.230 4,000.00 4,027,020.00
PUR 7/30/10 46603210 J&J SNACK FOODS CORP 39938 8/04/10 424037 CREDIT SUISSE SEC (AES) 10,000.00 41.898 100.00 419,075.00
PUR 8/12/10 46603210 J&J SNACK FOODS CORP 39938 8/17/10 424077 CREDIT SUISSE SEC (USA) LLC 10,000.00 39.442 300.00 394,724.00
PUR 8/16/10 46603210 J&J SNACK FOODS CORP 39938 8/19/10 424085 KEYBANC CAPITAL MKTS INC 10,000.00 39.161 300.00 391,908.00
PUR 8/17/10 46603210 J&J SNACK FOODS CORP 39938 8/20/10 424089 UBS WARBURG LLC 8,200.00 39.162 246.00 321,375.22
PUR 8/18/10 46603210 J&J SNACK FOODS CORP 39938 8/23/10 424093 UBS WARBURG LLC 1,800.00 38.780 54.00 69,857.46
PUR 8/19/10 46603210 J&J SNACK FOODS CORP 39938 8/24/10 424097 UBS WARBURG LLC 10,000.00 38.186 300.00 382,162.00
PUR 8/10/10 46625H10 JP MORGAN CHASE & CO 39940 8/13/10 424069 RAYMOND JAMES & ASSOCIATES, 100,000.00 39.338 4,000.00 3,937,750.00
PUR 8/11/10 46625H10 JP MORGAN CHASE & CO 39940 8/16/10 424073 SANFORD BERNSTEIN & CO. 100,000.00 37.946 4,000.00 3,798,610.00
PUR 8/11/10 46625H10 JP MORGAN CHASE & CO 39940 8/16/10 424073 WELLS FARGO SECURITIES 100,000.00 38.206 4,000.00 3,824,610.00
PUR 8/24/10 47816010 JOHNSON & JOHNSON 39939 8/27/10 424109 RAYMOND JAMES & ASSOCIATES, 40,000.00 58.134 1,600.00 2,326,948.00
PUR 7/28/10 48007410 JONES APPAREL 52799 8/02/10 424029 MORGAN KEEGAN 100,000.00 17.371 4,000.00 1,741,100.00
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 84 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 7/30/10 48007410 JONES APPAREL 52799 8/04/10 424037 BARCLAYS CAPITAL (DOMESTIC) 200,000.00 17.344 8,000.00 3,476,800.00
PUR 8/02/10 48007410 JONES APPAREL 52799 8/05/10 424043 RAYMOND JAMES & ASSOCIATES, 100,000.00 17.855 4,000.00 1,789,460.00
PUR 8/17/10 48517030 KANSAS CITY SOUTHERN 39942 8/20/10 424089 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 34.906 800.00 698,920.00
PUR 8/03/10 50025510 KOHLS CORP 52883 8/06/10 424047 WELLS FARGO SECURITIES 100,000.00 47.238 4,000.00 4,727,780.00
PUR 8/04/10 50025510 KOHLS CORP 52883 8/09/10 424053 BLAIR, WILLIAM & COMPANY 100,000.00 47.042 4,000.00 4,708,180.00
PUR 8/05/10 50025510 KOHLS CORP 52883 8/10/10 424057 MACQUARIE CAPITAL USA 50,000.00 47.881 2,000.00 2,396,045.00
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
PUR 8/18/10 53245710 ELI LILLY & CO. 39946 8/23/10 424093 WELLS FARGO SECURITIES 100,000.00 34.829 4,000.00 3,486,920.00
PUR 8/11/10 53591920 LIONS GATE ENTERTAINMENT CO 52708 8/16/10 424073 JP MORGAN 20,000.00 6.397 800.00 128,730.00
PUR 8/11/10 53591920 LIONS GATE ENTERTAINMENT CO 52708 8/16/10 424073 WELLS FARGO SECURITIES 40,000.00 6.499 1,600.00 261,556.00
PUR 8/12/10 53591920 LIONS GATE ENTERTAINMENT CO 52708 8/17/10 424077 STIFEL NICOLAUS 30,000.00 6.414 1,200.00 193,617.00
PUR 8/13/10 53591920 LIONS GATE ENTERTAINMENT CO 52708 8/18/10 424081 OPPENHEIMER & CO., INC 30,000.00 6.417 900.00 193,407.00
PUR 8/16/10 53591920 LIONS GATE ENTERTAINMENT CO 52708 8/19/10 424085 MACQUARIE CAPITAL USA 30,000.00 6.349 1,200.00 191,667.00
PUR 8/17/10 53591920 LIONS GATE ENTERTAINMENT CO 52708 8/20/10 424089 BARCLAYS CAPITAL (DOMESTIC) 30,000.00 6.455 1,200.00 194,856.00
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 85 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/19/10 53591920 LIONS GATE ENTERTAINMENT CO 52708 8/24/10 424097 SANFORD BERNSTEIN & CO. 30,000.00 6.360 1,200.00 192,006.00
PUR 8/20/10 53591920 LIONS GATE ENTERTAINMENT CO 52708 8/25/10 424101 CITIGROUP/CITIBANK DOMESTIC 20,000.00 6.382 800.00 128,448.00
PUR 8/23/10 53591920 LIONS GATE ENTERTAINMENT CO 52708 8/26/10 424105 GOLDMAN SACHS & COMPANY 30,000.00 6.490 1,200.00 195,897.00
PUR 7/28/10 58155Q10 MCKESSON CORP. 44746 8/02/10 424029 CITIGROUP/CITIBANK DOMESTIC 20,000.00 64.756 800.00 1,295,912.00
PUR 7/29/10 58155Q10 MCKESSON CORP. 44746 8/03/10 424033 BLAIR, WILLIAM & COMPANY 10,000.00 64.702 400.00 647,416.00
PUR 8/03/10 59156R10 METLIFE, INC. 52890 8/06/10 424051 CREDIT SUISSE SEC (USA) LLC 111,375.00 42.000 4,677,750.00
PUR 8/03/10 59156R10 METLIFE, INC. 52890 8/06/10 424051 DEUTSCHE BANK AG (DOMESTIC) 91,375.00 42.000 3,837,750.00
PUR 8/03/10 59156R10 METLIFE, INC. 52890 8/06/10 424051 HSBC (DOMESTIC) 53,625.00 42.000 2,252,250.00
PUR 8/03/10 59156R10 METLIFE, INC. 52890 8/06/10 424051 MACQUARIE CAPITAL USA 1,667.00 42.000 70,014.00
PUR 8/03/10 59156R10 METLIFE, INC. 52890 8/06/10 424051 MERRILL LYNCH (RESEARCH) 111,375.00 42.000 4,677,750.00
PUR 8/03/10 59156R10 METLIFE, INC. 52890 8/06/10 424051 SANFORD BERNSTEIN & CO. 1,667.00 42.000 70,014.00
PUR 8/03/10 59156R10 METLIFE, INC. 52890 8/06/10 424051 STERNE AGEE 1,666.00 42.000 69,972.00
PUR 8/03/10 59156R10 METLIFE, INC. 52890 8/06/10 424051 UBS WARBURG LLC 53,625.00 42.000 2,252,250.00
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 86 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/03/10 59156R10 METLIFE, INC. 52890 8/06/10 424051 WELLS FARGO SECURITIES 53,625.00 42.000 2,252,250.00
PUR 8/11/10 59156R10 METLIFE, INC. 52890 8/16/10 424073 WELLS FARGO SECURITIES 20,000.00 41.511 800.00 831,018.00
PUR 8/17/10 59156R10 METLIFE, INC. 52890 8/20/10 424089 BARCLAYS CAPITAL (DOMESTIC) 20,000.00 39.536 800.00 791,526.00
PUR 8/23/10 59156R10 METLIFE, INC.
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
52890 8/26/10 424105 GOLDMAN SACHS & COMPANY 100,000.00 37.120 4,000.00 3,716,000.00
PUR 7/30/10 59511210 MICRON TECHNOLOGY INC 48422 8/04/10 424037 COWEN AND CO., LLC 200,000.00 7.303 8,000.00 1,468,620.00
PUR 8/02/10 59511210 MICRON TECHNOLOGY INC 48422 8/05/10 424043 RAYMOND JAMES & ASSOCIATES, 100,000.00 7.356 4,000.00 739,600.00
PUR 8/03/10 59511210 MICRON TECHNOLOGY INC 48422 8/06/10 424047 BLAIR, WILLIAM & COMPANY 100,000.00 7.489 4,000.00 752,870.00
PUR 8/04/10 59511210 MICRON TECHNOLOGY INC 48422 8/09/10 424053 BLAIR, WILLIAM & COMPANY 100,000.00 7.562 4,000.00 760,160.00
PUR 8/06/10 59511210 MICRON TECHNOLOGY INC 48422 8/11/10 424061 RAYMOND JAMES & ASSOCIATES, 100,000.00 7.583 4,000.00 762,320.00
PUR 8/11/10 59511210 MICRON TECHNOLOGY INC 48422 8/16/10 424073 WELLS FARGO SECURITIES 100,000.00 7.165 4,000.00 720,510.00
PUR 7/28/10 62007610 MOTOROLA 52645 8/02/10 424029 MERRILL LYNCH (RESEARCH) 200,000.00 7.693 8,000.00 1,546,680.00
PUR 7/29/10 62007610 MOTOROLA 52645 8/03/10 424033 WELLS FARGO SECURITIES 400,000.00 7.841 16,000.00 3,152,560.00
PUR 8/23/10 62937750 NRG ENERGY INC. 43551 8/26/10 424105 GOLDMAN SACHS & COMPANY 100,000.00 21.076 4,000.00 2,111,630.00
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 87 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/24/10 62937750 NRG ENERGY INC. 43551 8/27/10 424109 COWEN AND CO., LLC 100,000.00 20.446 4,000.00 2,048,560.00
PUR 8/13/10 63530910 NATIONAL CINEMEDIA INC. 41081 8/18/10 424081 CREDIT SUISSE SEC (AES) 30,000.00 15.813 300.00 474,702.00
PUR 8/16/10 63530910 NATIONAL CINEMEDIA INC. 41081 8/19/10 424085 KEYBANC CAPITAL MKTS INC 10,000.00 15.910 300.00 159,396.00
PUR 8/25/10 65248E10 NEWS CORP - CL A 50283 8/30/10 424113 COWEN AND CO., LLC 100,000.00 12.009 4,000.00 1,204,920.00
PUR 8/26/10 65248E10 NEWS CORP - CL A 50283 8/31/10 424117 KAUFMAN BROS L.P. 44,000.00 12.216 1,760.00 539,259.60
PUR 8/26/10 65248E10 NEWS CORP - CL A 50283 8/31/10 424117 OPPENHEIMER & CO., INC 156,000.00 12.193 6,240.00 1,908,363.60
PUR 8/13/10 67066G10 NVIDIA CORP 48850 8/18/10 424081 CREDIT SUISSE SEC (AES) 100,000.00 9.377 1,000.00 938,700.00
PUR 8/23/10 74164M10 PRIMERICA INC 51334 8/26/10 424105 GOLDMAN SACHS & COMPANY 20,000.00 21.099 800.00 422,780.00
PUR 8/19/10 75075340 RAILAMERICA INC 48835 8/24/10 424097 SANFORD BERNSTEIN & CO. 20,000.00 10.224 800.00 205,278.00
PUR 8/20/10 75075340 RAILAMERICA INC 48835 8/25/10 424101 CITIGROUP/CITIBANK DOMESTIC 20,000.00 9.957 800.00 199,934.00
PUR 8/03/10 75091710 RAMBUS INC 49654 8/06/10 424047 JEFFERIES & COMPANY 30,000.00 19.114 900.00 574,329.00
PUR 8/04/10 75091710 RAMBUS INC 49654 8/09/10 424053 CREDIT SUISSE SEC (AES) 30,000.00 19.223 300.00 576,996.00
PUR 8/17/10 78477410 STEC INC 48521 8/20/10 424089 UBS WARBURG LLC 50,000.00 13.025 1,500.00 652,760.00
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 88 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 7/29/10 79084910 ST JUDE MEDICAL INC 39978 8/03/10 424033 BLAIR, WILLIAM & COMPANY 30,000.00 36.861 1,200.00 1,107,027.00
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
PUR 8/02/10 80090720 SANMINA-SCI CORP 49560 8/05/10 424043 CREDIT SUISSE SEC (AES) 40,000.00 12.957 400.00 518,692.00
PUR 8/05/10 85206110 SPRINT NEXTEL CORP 52951 8/10/10 424057 MERRILL LYNCH (RESEARCH) 1,000,000.00 4.566 40,000.00 4,605,800.00
PUR 8/06/10 85206110 SPRINT NEXTEL CORP 52951 8/11/10 424061 GOLDMAN SACHS & COMPANY 1,000,000.00 4.486 40,000.00 4,525,500.00
PUR 8/17/10 85206110 SPRINT NEXTEL CORP 52951 8/20/10 424089 CITIGROUP/CITIBANK DOMESTIC 1,000,000.00 4.474 40,000.00 4,514,000.00
PUR 8/26/10 86459610 SUCCESSFACTORS INC 51407 8/31/10 424117 UBS WARBURG LLC 20,000.00 19.944 600.00 399,470.00
PUR 8/19/10 87655330 TASTY BAKING CO. 39980 8/24/10 424097 UBS WARBURG LLC 5,000.00 6.749 150.00 33,896.00
PUR 7/28/10 88732J20 TIME WARNER CABLE INC 45483 8/02/10 424029 CITIGROUP/CITIBANK DOMESTIC 30,000.00 55.605 1,200.00 1,669,362.00
PUR 8/12/10 90323610 URS CORP 42782 8/17/10 424077 OPPENHEIMER & CO., INC 40,000.00 37.293 1,200.00 1,492,900.00
PUR 8/23/10 91126810 UNITED ONLINE INC 44855 8/26/10 424105 UBS WARBURG LLC 50,000.00 4.893 1,500.00 246,160.00
PUR 8/24/10 91126810 UNITED ONLINE INC 44855 8/27/10 424109 UBS WARBURG LLC 50,000.00 4.853 1,500.00 244,130.00
PUR 8/10/10 92241710 VEECO INSTRUMENTS INC 50424 8/13/10 424069 JP MORGAN 20,000.00 37.039 600.00 741,388.00
PUR 8/11/10 92241710 VEECO INSTRUMENTS INC 50424 8/16/10 424073 JP MORGAN 20,000.00 32.162 600.00 643,832.00
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 89 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/11/10 92241710 VEECO INSTRUMENTS INC 50424 8/16/10 424073 JP MORGAN 30,000.00 32.135 900.00 964,950.00 ------======------2 INTRA-DAY TRANSACTIONS SUBTOTAL: 50,000.00 32.146 1,608,782.00 1,500.00
PUR 8/12/10 92241710 VEECO INSTRUMENTS INC 50424 8/17/10 424077 JP MORGAN 40,000.00 32.026 1,200.00 1,282,256.00
PUR 8/13/10 92241710 VEECO INSTRUMENTS INC 50424 8/18/10 424081 CREDIT SUISSE SEC (AES) 40,000.00 33.107 400.00 1,324,692.00
PUR 8/16/10 92241710 VEECO INSTRUMENTS INC 50424 8/19/10 424085 KEYBANC CAPITAL MKTS INC 20,000.00 31.720 600.00 635,004.00
PUR 8/25/10 92241710 VEECO INSTRUMENTS INC 50424 8/30/10 424113 UBS WARBURG LLC 20,000.00 31.845 600.00 637,492.00
PUR 8/26/10 92553P20 VIACOM INC. "B" 53222 8/31/10 424117 OPPENHEIMER & CO., INC 100,000.00 31.471 3,000.00 3,150,140.00
PUR 8/25/10 94974610 WELLS FARGO & CO 46541 8/30/10 424113 KAUFMAN BROS L.P. 200,000.00 23.391 8,000.00 4,686,240.00 ------SUBTOTAL STOCK PURCHASES: 13,907,700.00 285,431,704.66 490,231.00 ------TOTAL FUND PURCHASES: 13,907,700.00 285,431,704.66 490,231.00 SALES OF STOCK AND OTHER EQUITIES ------
SALE 8/10/10 00826A10 AFFYMAX INC 6.32 52415 8/13/10 424070 JP MORGAN 50,000.00 7.475 1,500.00 372,218.68 24,781.18
SALE 8/13/10 01964550 ALLIS-CHALMERS ENERGY INC. 6.01 39884 8/18/10 424082 MORGAN STANLEY 100,000.00 3.555 4,000.00 351,513.99 -821,666.64
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 90
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/16/10 01964550 ALLIS-CHALMERS ENERGY INC. 6.79 39884 8/19/10 424086 PACIFIC CREST SECURITIES 100,000.00 4.016 4,000.00 397,543.21 -775,637.42
SALE 8/17/10 01964550 ALLIS-CHALMERS ENERGY INC. 3.48 39884 8/20/10 424090 BARCLAYS CAPITAL (DOMESTIC) 50,000.00 4.116 2,000.00 203,791.52 -382,798.80
SALE 8/18/10 01964550 ALLIS-CHALMERS ENERGY INC. 3.47 39884 8/23/10 424094 WELLS FARGO SECURITIES 50,000.00 4.105 2,000.00 203,231.53 - 383,358.79
SALE 8/24/10 01964550 ALLIS-CHALMERS ENERGY INC. 3.33 39884 8/27/10 424110 RAYMOND JAMES & ASSOCIATES, 50,000.00 3.930 2,000.00 194,496.67 -392,093.65
SALE 8/25/10 01964550 ALLIS-CHALMERS ENERGY INC. 3.26 39884 8/30/10 424114 RAYMOND JAMES & ASSOCIATES, 50,000.00 3.851 2,000.00 190,531.74 -396,058.58
SALE 8/02/10 02313510 AMAZON.COM INC 60.36 52263 8/05/10 424044 CREDIT SUISSE SEC (AES) 30,000.00 119.04 300.00 3,571,118.64 -38,146.67
SALE 8/03/10 02313510 AMAZON.COM INC 62.02 52263 8/06/10 424048 CREDIT SUISSE SEC (AES) 30,000.00 122.31 300.00 3,668,940.98 59,675.67
SALE 8/03/10 02991220 AMERICAN TOWER CORP. CL A 7.79 39887 8/06/10 424048 COWEN AND CO., LLC 10,000.00 46.093 400.00 460,520.21 224,699.32
SALE 7/30/10 03042010 AMERICAN WATER WORKS CO INC 7.16 47765 8/04/10 424038 MORGAN STANLEY 20,000.00 21.169 800.00 422,578.84 20,167.97
SALE 8/02/10 03042010 AMERICAN WATER WORKS CO INC 7.30 47765 8/05/10 424044 GOLDMAN SACHS & COMPANY 20,000.00 21.597 800.00 431,126.70 28,715.84
SALE 8/03/10 03042010 AMERICAN WATER WORKS CO INC 7.33 47765 8/06/10 424048 JP MORGAN 20,000.00 21.684 800.00 432,866.67 30,455.80
SALE 7/30/10 03076C10 AMERIPRISE FINANCIAL INC 14.32 47266 8/04/10 424038 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 42.391 600.00 847,203.68 346,182.92
SALE 7/30/10 03209510 AMPHENOL CORP-CL A 29.80 51956 8/04/10 424038 DEUTSCHE BANK AG (DOMESTIC) 40,000.00 44.083 1,200.00 1,762,074.20 8,265.20
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 91 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/04/10 03251110 ANADARKO PETROLEUM CORP 18.78 39888 8/09/10 424054 LAZARD CAPITAL MARKETS 20,000.00 55.539 800.00 1,109,953.22 503,014.91
SALE 8/06/10 03251110 ANADARKO PETROLEUM CORP 18.88 39888 8/11/10 424062 RAYMOND JAMES & ASSOCIATES, 20,000.00 55.850 800.00 1,116,181.12 509,242.81
SALE 8/09/10 03251110 ANADARKO PETROLEUM CORP 18.78 39888 8/12/10 424066 MORGAN STANLEY 20,000.00 55.549 800.00 1,110,169.22 503,230.91
SALE 8/23/10 03251510 ANADIGICS INC 3.47 42114 8/26/10 424106 UBS WARBURG LLC 50,000.00 4.106 1,500.00 203,791.53 39,875.56
SALE 7/29/10 03529010 ANIXTER INTERNATIONAL INC. 16.59 39891 8/03/10 424034 STIFEL NICOLAUS 20,000.00 49.066 800.00 980,511.41 11,344.87
SALE 7/30/10 03741110 APACHE CORP 31.95 51380 8/04/10 424038 WELLS FARGO SECURITIES 20,000.00 94.523 800.00 1,889,622.05 -226,439.28
SALE 8/05/10 04622410 ASTEC INDUSTRIES INC. 5.23 40527 8/10/10 424058 CREDIT SUISSE SEC (USA) LLC 10,000.00 30.920 300.00 308,898.77 -48,978.40
SALE 7/30/10 04951310 ATMEL CORP. 8.64 43167 8/04/10 424038 CREDIT SUISSE SEC (AES) 100,000.00 5.110 1,000.00 509,961.36 131,792.55
SALE 8/02/10 04951310 ATMEL CORP. 8.91 43167 8/05/10 424044 JEFFERIES & COMPANY 100,000.00 5.272 3,000.00 524,151.09 145,982.28
SALE 8/03/10 04951310 ATMEL CORP. 8.77 43167 8/06/10 424048 CREDIT SUISSE SEC (AES) 100,000.00 5.186 1,000.00 517,601.23 139,432.42
SALE 8/05/10 04951310 ATMEL CORP. 10.16 43167 8/10/10 424058 CREDIT SUISSE SEC (USA) LLC 100,000.00 6.008 3,000.00 597,799.84 219,631.03
SALE 8/06/10 04951310 ATMEL CORP. 10.43 43167 8/11/10 424062 CREDIT SUISSE SEC (USA) LLC 100,000.00 6.171 3,000.00 614,069.57 235,900.76
SALE 8/09/10 04951310 ATMEL CORP. 10.35 43167 8/12/10 424066 CREDIT SUISSE SEC (USA) LLC 100,000.00 6.123 3,000.00 609,249.65 231,080.84
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 92 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/11/10 04951310 ATMEL CORP. 10.09 43167 8/16/10 424074 JP MORGAN 100,000.00 5.968 3,000.00 593,819.91 215,651.10
SALE 8/12/10 04951310 ATMEL CORP. 9.90 43167 8/17/10 424078 JP MORGAN 100,000.00 5.858 3,000.00 582,750.10 204,581.29
SALE 8/13/10 04951310 ATMEL CORP. 9.82 43167 8/18/10 424082 CREDIT SUISSE SEC (AES) 100,000.00 5.811 1,000.00 580,040.18 201,871.37
SALE 8/16/10 04951310 ATMEL CORP. 9.46 43167 8/19/10 424086 UBS WARBURG LLC 100,000.00 5.596 3,000.00 556,620.54 178,451.73
SALE 8/02/10 05276910 AUTODESK INC 25.55 52373 8/05/10 424044 CREDIT SUISSE SEC (AES) 50,000.00 30.235 500.00 1,511,209.45 100,473.44
SALE 8/05/10 05276910 AUTODESK INC 25.78 52373 8/10/10 424058 CREDIT SUISSE SEC (USA) LLC 50,000.00 30.497 1,500.00 1,523,344.22 112,608.21
SALE 8/09/10 05276910 AUTODESK INC 49.05 52373 8/12/10 424066 CREDIT SUISSE SEC (USA) LLC 100,000.00 29.019 3,000.00 2,898,800.95 77,328.94
SALE 7/29/10 07181310 BAXTER INTERNATIONAL INC 37.56 51642 8/03/10 424034 WELLS FARGO SECURITIES 50,000.00 44.439 2,000.00 2,219,887.44 -233,581.56
SALE 8/19/10 07181310 BAXTER INTERNATIONAL INC 38.01 51642 8/24/10 424098 SANFORD BERNSTEIN & CO. 50,000.00 44.973 2,000.00 2,246,631.99 -206,837.01
SALE 7/28/10 09062X10 BIOGEN IDEC INC 19.17 47970 8/02/10 424030 CREDIT SUISSE SEC (AES) 20,000.00 56.688 200.00 1,133,538.83 170,076.11
SALE 8/24/10 11012210 BRISTOL-MYERS SQUIBB CO. 22.04 39897 8/27/10 424110 RAYMOND JAMES & ASSOCIATES, 50,000.00 26.074 2,000.00 1,301,677.96 14,121.18
SALE 8/11/10 11844010 THE BUCKLE INC 8.99 52550 8/16/10 424074 RAYMOND JAMES & ASSOCIATES, 20,000.00 26.583 800.00 530,843.01 -37,895.15
SALE 8/12/10 11844010 THE BUCKLE INC 8.91 52550 8/17/10 424078 STIFEL NICOLAUS 20,000.00 26.348 800.00 526,147.09 -42,591.07
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 93 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/24/10 11844010 THE BUCKLE INC 12.00 52550 8/27/10 424110 COWEN AND CO., LLC 30,000.00 23.666 1,200.00 708,777.00 - 144,330.24
SALE 8/25/10 11844010 THE BUCKLE INC 8.00 52550 8/30/10 424114 RAYMOND JAMES & ASSOCIATES, 20,000.00 23.653 800.00 472,246.00 -96,492.16
SALE 8/25/10 11844010 THE BUCKLE INC 11.78 52550 8/30/10 424114 RAYMOND JAMES & ASSOCIATES, 30,000.00 23.219 1,200.00 695,346.22 -157,761.02 ------======------2 INTRA-DAY TRANSACTIONS SUBTOTAL: 50,000.00 23.392 19.78 1,167,592.22 -254,253.18 2,000.00
SALE 8/11/10 12485720 CBS CORPORATION 24.63 51515 8/16/10 424074 RAYMOND JAMES & ASSOCIATES, 100,000.00 14.568 4,000.00 1,452,805.37 -132,327.13
SALE 8/11/10 12526910 CF INDUSTRIES HOLDINGS INC 27.26 46083 8/16/10 424074 RAYMOND JAMES & ASSOCIATES, 20,000.00 80.649 800.00 1,612,148.74 1,012.68
SALE 7/28/10 12665010 CVS CAREMARK CORP 26.73 49563 8/02/10 424030 MERRILL LYNCH (RESEARCH) 50,000.00 31.632 2,000.00 1,579,548.27 55,618.14
SALE 7/30/10 12665010 CVS CAREMARK CORP 25.87 49563 8/04/10 424038 WELLS FARGO SECURITIES 50,000.00 30.610 2,000.00 1,528,449.13 4,519.00
SALE 7/28/10 12686C10 CABLEVISION SYSTEMS-NY GRP- 8.93 39907 8/02/10 424030 CITIGROUP/CITIBANK DOMESTIC 20,000.00 26.417 800.00 527,521.07 87,691.52
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
SALE 8/03/10 18683K10 CLIFFS NATURAL RESOURCES 10.18 51099 8/06/10 424048 COWEN AND CO., LLC 10,000.00 60.234 400.00 601,930.82 - 18,592.27
SALE 8/13/10 18683K10 CLIFFS NATURAL RESOURCES 9.95 51099 8/18/10 424082 SOLEIL SECURITIES CORP. 10,000.00 58.834 400.00 587,928.05 -32,595.04
SALE 8/23/10 19210850 COEUR D'ALENE MINES CORP ID 16.12 47108 8/26/10 424106 COWEN AND CO., LLC 60,000.00 15.895 2,400.00 951,289.88 23,363.29
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 94 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 7/29/10 20586240 COMVERSE TECHNOLOGY INC 3.79 50585 8/03/10 424034 JANNEY MONTGOMERY SCOTT 30,000.00 7.468 900.00 223,121.21 -54,095.29
SALE 7/30/10 20586240 COMVERSE TECHNOLOGY INC 3.77 50585 8/04/10 424038 JANNEY MONTGOMERY SCOTT 30,000.00 7.420 900.00 221,696.23 -55,520.27
SALE 7/30/10 20825C10 CONOCOPHILLIPS 45.97 39904 8/04/10 424038 DEUTSCHE BANK AG (DOMESTIC) 50,000.00 54.408 1,500.00 2,718,864.03 1,022,103.03
SALE 8/03/10 20825C10 CONOCOPHILLIPS 48.89 39904 8/06/10 424048 JP MORGAN 50,000.00 57.850 2,000.00 2,890,451.11 1,193,690.10
SALE 8/04/10 20825C10 CONOCOPHILLIPS 48.48 39904 8/09/10 424054 LAZARD CAPITAL MARKETS 50,000.00 57.361 2,000.00 2,866,011.52 1,169,250.51
SALE 8/03/10 21079530 CONTINENTAL AIR 20.69 51434 8/06/10 424048 JP MORGAN 50,000.00 24.474 2,000.00 1,221,679.31 186,442.49
SALE 8/06/10 21079530 CONTINENTAL AIR 19.78 51434 8/11/10 424062 RAYMOND JAMES & ASSOCIATES, 50,000.00 23.407 2,000.00 1,168,305.22 133,068.40
SALE 8/03/10 22544710 CREE INC 12.32 50420 8/06/10 424048 JEFFERIES & COMPANY 10,000.00 72.887 300.00 728,560.68 112,167.37
SALE 8/25/10 23257720 CYNOSURE INC. CL A 1.57 40472 8/30/10 424114 UBS WARBURG LLC 10,000.00 9.233 300.00 92,030.43 - 74,369.77
SALE 8/04/10 23326R10 DG FASTCHANNEL 15.86 52269 8/09/10 424054 CREDIT SUISSE SEC (AES) 22,700.00 41.333 227.00 938,023.05 91,686.58
SALE 8/18/10 24736170 DELTA AIR LINES INC DEL 19.21 51738 8/23/10 424094 WELLS FARGO SECURITIES 100,000.00 11.364 4,000.00 1,132,420.79 -72,002.11
SALE 8/09/10 25490A10 DIRECTV GROUP INC 19.68 51409 8/12/10 424066 MORGAN STANLEY 30,000.00 38.809 1,200.00 1,163,056.32 114,647.99
SALE 8/23/10 25490A10 DIRECTV GROUP INC 12.93 51409 8/26/10 424106 COWEN AND CO., LLC 20,000.00 38.227 800.00 763,721.07 64,782.18
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 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 95 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/24/10 25490A10 DIRECTV GROUP INC 12.73 51409 8/27/10 424110 RAYMOND JAMES & ASSOCIATES, 20,000.00 37.644 800.00 752,067.27 53,128.38
SALE 8/25/10 25490A10 DIRECTV GROUP INC 12.59 51409 8/30/10 424114 RAYMOND JAMES & ASSOCIATES, 20,000.00 37.227 800.00 743,719.41 44,780.52
SALE 7/28/10 26153C10 DREAMWORKS ANIMATION 54.04 52175 8/02/10 424030 MERRILL LYNCH (RESEARCH) 100,000.00 31.979 4,000.00 3,193,805.96 302,534.53
SALE 7/29/10 26153C10 DREAMWORKS ANIMATION 10.65 52175 8/03/10 424034 STIFEL NICOLAUS 20,000.00 31.484 800.00 628,859.35 50,605.06
SALE 8/10/10 27864210 EBAY INC 73.72 50202 8/13/10 424070 JP MORGAN 200,000.00 21.808 6,000.00 4,355,606.28 -130,538.52
SALE 8/11/10 27864210 EBAY INC 36.12 50202 8/16/10 424074 JP MORGAN 100,000.00 21.372 3,000.00 2,134,143.88 -108,928.52
SALE 8/12/10 27864210 EBAY INC 36.63
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
50202 8/17/10 424078 JP MORGAN 100,000.00 21.671 3,000.00 2,164,043.37 -79,029.03
SALE 8/17/10 27864210 EBAY INC 18.78 50202 8/20/10 424090 UBS WARBURG LLC 50,000.00 22.217 1,500.00 1,109,306.22 -12,229.98
SALE 8/23/10 27864210 EBAY INC 19.80 50202 8/26/10 424106 UBS WARBURG LLC 50,000.00 23.427 1,500.00 1,169,805.20 48,269.00
SALE 8/24/10 27864210 EBAY INC 19.37 50202 8/27/10 424110 UBS WARBURG LLC 50,000.00 22.920 1,500.00 1,144,475.63 22,939.43
SALE 8/26/10 27864210 EBAY INC 58.71 50202 8/31/10 424118 UBS WARBURG LLC 150,000.00 23.159 4,500.00 3,469,336.29 104,727.69
SALE 8/23/10 28551210 ELECTRONIC ART 52.54 52246 8/26/10 424106 UBS WARBURG LLC 200,000.00 15.544 6,000.00 3,102,667.46 -115,284.55
SALE 8/25/10 28551210 ELECTRONIC ART 49.96 52246 8/30/10 424114 UBS WARBURG LLC 200,000.00 14.779 6,000.00 2,949,730.04 -268,221.97
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 96 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/10/10 30212P10 EXPEDIA INC CL 20.55 52297 8/13/10 424070 JP MORGAN 50,000.00 24.318 1,500.00 1,214,394.45 170,888.85
SALE 8/11/10 30212P10 EXPEDIA INC CL 19.94 52297 8/16/10 424074 JP MORGAN 50,000.00 23.589 1,500.00 1,177,935.06 134,429.46
SALE 8/12/10 30212P10 EXPEDIA INC CL 19.88 52297 8/17/10 424078 JP MORGAN 50,000.00 23.525 1,500.00 1,174,735.12 131,229.52
SALE 8/17/10 30212P10 EXPEDIA INC CL 20.45 52297 8/20/10 424090 UBS WARBURG LLC 50,000.00 24.194 1,500.00 1,208,159.55 164,653.95
SALE 8/18/10 30212P10 EXPEDIA INC CL 20.34 52297 8/23/10 424094 UBS WARBURG LLC 50,000.00 24.059 1,500.00 1,201,439.66 157,934.06
SALE 8/19/10 30212P10 EXPEDIA INC CL 19.78 52297 8/24/10 424098 UBS WARBURG LLC 50,000.00 23.401 1,500.00 1,168,515.22 125,009.61
SALE 7/28/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 9.57 48126 8/02/10 424030 JANNEY MONTGOMERY SCOTT 20,000.00 28.294 600.00 565,276.43 -51,846.40
SALE 7/29/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 5.10 48126 8/03/10 424034 CREDIT SUISSE SEC (AES) 10,000.00 30.166 100.00 301,552.90 -7,008.51
SALE 8/03/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 10.36 48126 8/06/10 424048 JEFFERIES & COMPANY 20,000.00 30.650 600.00 612,391.64 -4,731.19
SALE 8/06/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 11.76 48126 8/11/10 424062 CREDIT SUISSE SEC (USA) LLC 20,000.00 34.792 600.00 695,218.24 78,095.41
SALE 8/09/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 12.29 48126 8/12/10 424066 CREDIT SUISSE SEC (USA) LLC 20,000.00 36.353 600.00 726,443.71 109,320.88
SALE 8/10/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 18.36 48126 8/13/10 424070 JP MORGAN 30,000.00 36.211 900.00 1,085,423.64 159,739.40
SALE 8/11/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 11.69 48126 8/16/10 424074 JP MORGAN 20,000.00 34.577 600.00 690,928.31 73,805.48
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 97 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/13/10 35952W10 FUEL SYSTEMS SOLUTIONS INC 10.92 48126 8/18/10 424082 CREDIT SUISSE SEC (USA) LLC 20,000.00 32.287 600.00 645,123.08 28,000.25
SALE 8/12/10 38259P50 GOOGLE INC 25.00 39926 8/17/10 424078 JANNEY MONTGOMERY SCOTT 3,000.00 493.02 90.00 1,478,959.70 -42,293.57
SALE 8/13/10 38259P50 GOOGLE INC 74.32 39926 8/18/10 424082 CREDIT SUISSE SEC (AES) 9,000.00 488.60 90.00 4,397,317.58 -166,442.24
SALE 8/16/10 38259P50 GOOGLE INC 40.78 39926 8/19/10 424086 UBS WARBURG LLC 5,000.00 482.51 150.00 2,412,387.22 -123,034.90
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
SALE 7/29/10 39762420 GREIF INC. CL B 2.39 44059 8/03/10 424034 STIFEL NICOLAUS 2,500.00 56.525 100.00 141,211.11 65,215.44
SALE 7/30/10 39762420 GREIF INC. CL B 2.39 44059 8/04/10 424038 STIFEL NICOLAUS 2,500.00 56.453 100.00 141,030.61 65,034.94
SALE 8/02/10 39762420 GREIF INC. CL B 2.42 44059 8/05/10 424044 STIFEL NICOLAUS 2,500.00 57.208 100.00 142,917.58 66,921.91
SALE 8/03/10 39762420 GREIF INC. CL B 2.42 44059 8/06/10 424048 STIFEL NICOLAUS 2,500.00 57.246 100.00 143,012.58 67,016.91
SALE 8/05/10 39762420 GREIF INC. CL B 2.41 44059 8/10/10 424058 OPPENHEIMER & CO., INC 2,500.00 56.898 100.00 142,142.34 66,146.67
SALE 8/06/10 39762420 GREIF INC. CL B 16.60 44059 8/11/10 424062 OPPENHEIMER & CO., INC 17,500.00 56.095 525.00 981,119.15 449,149.45
SALE 8/17/10 39762420 GREIF INC. CL B 5.64 44059 8/20/10 424090 BARCLAYS CAPITAL (DOMESTIC) 6,000.00 55.556 240.00 333,087.36 150,697.75
SALE 8/18/10 39762420 GREIF INC. CL B 3.75 44059 8/23/10 424094 BARCLAYS CAPITAL (DOMESTIC) 4,000.00 55.414 160.00 221,490.65 99,897.57
SALE 7/29/10 41586410 HARSCO CORP 18.51 50597 8/03/10 424034 STIFEL NICOLAUS 50,000.00 21.896 2,000.00 1,092,796.49 -396,006.31
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 98 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 7/30/10 41586410 HARSCO CORP 19.35 50597 8/04/10 424038 WELLS FARGO SECURITIES 50,000.00 22.896 2,000.00 1,142,795.65 -346,007.15
SALE 8/11/10 45814010 INTEL CORP 98.48 46920 8/16/10 424074 JP MORGAN 300,000.00 19.424 9,000.00 5,818,011.52 253,086.24
SALE 8/11/10 45884X10 INTERMUNE INC 8.35 51831 8/16/10 424074 JP MORGAN 50,000.00 9.873 1,500.00 492,141.65 - 27,162.49
SALE 8/13/10 45884X10 INTERMUNE INC 8.35 51831 8/18/10 424082 CREDIT SUISSE SEC (AES) 50,000.00 9.877 500.00 493,346.65 -25,957.49
SALE 7/30/10 46069010 INTERPUBLIC GROUP OF COS IN 15.37 48102 8/04/10 424038 MORGAN STANLEY 100,000.00 9.090 4,000.00 904,944.63 282,853.92
SALE 8/03/10 46625H10 JP MORGAN CHASE & CO 139.88 39940 8/06/10 424048 COWEN AND CO., LLC 200,000.00 41.383 8,000.00 8,268,500.12 1,312,796.74
SALE 8/23/10 50025510 KOHLS CORP 39.20 52883 8/26/10 424106 COWEN AND CO., LLC 50,000.00 46.387 2,000.00 2,317,300.80 -49,100.20
SALE 8/23/10 50025510 KOHLS CORP 39.35 52883 8/26/10 424106 KAUFMAN BROS L.P. 50,000.00 46.561 2,000.00 2,326,005.65 -40,395.35
SALE 8/24/10 50025510 KOHLS CORP 39.12 52883 8/27/10 424110 COWEN AND CO., LLC 50,000.00 46.289 2,000.00 2,312,390.88 -54,010.12
SALE 8/24/10 50025510 KOHLS CORP 39.14 52883 8/27/10 424110 RAYMOND JAMES & ASSOCIATES, 50,000.00 46.310 2,000.00 2,313,450.86 -52,950.14
SALE 8/25/10 50025510 KOHLS CORP 39.04 52883 8/30/10 424114 RAYMOND JAMES & ASSOCIATES, 50,000.00 46.201 2,000.00 2,307,995.96 -58,405.04
SALE 7/30/10 50540R40 LABORATORY CORP OF AMERICA 24.57 39944 8/04/10 424038 MORGAN STANLEY 20,000.00 72.666 800.00 1,452,501.43 292,479.82
SALE 8/24/10 52186520 LEAR CORP 12.56 49728 8/27/10 424110 RAYMOND JAMES & ASSOCIATES, 10,000.00 74.272 400.00 742,310.44 92,852.01
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 99 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/25/10 52186520 LEAR CORP 12.43 49728 8/30/10 424114 RAYMOND JAMES & ASSOCIATES, 10,000.00 73.504 400.00 734,630.57 85,172.14
SALE 8/26/10 52186520 LEAR CORP 12.58
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
49728 8/31/10 424118 DEUTSCHE BANK AG (DOMESTIC) 10,000.00 74.444 400.00 744,026.42 94,567.99
SALE 7/28/10 55254110 M & F WORLDWIDE CORP 5.06 50782 8/02/10 424030 CITIGROUP/CITIBANK DOMESTIC 10,300.00 29.013 412.00 298,416.84 -44,112.40
SALE 7/29/10 55254110 M & F WORLDWIDE CORP .69 50782 8/03/10 424034 CITIGROUP/CITIBANK DOMESTIC 1,400.00 28.774 56.00 40,226.35 -6,331.02
SALE 7/30/10 55254110 M & F WORLDWIDE CORP 1.30 50782 8/04/10 424038 CREDIT SUISSE SEC (AES) 2,700.00 28.318 27.00 76,430.84 -13,358.38
SALE 8/02/10 55254110 M & F WORLDWIDE CORP 2.69 50782 8/05/10 424044 CREDIT SUISSE SEC (AES) 5,600.00 28.367 56.00 158,797.63 -27,431.86
SALE 8/10/10 55254110 M & F WORLDWIDE CORP 9.16 50782 8/13/10 424070 RAYMOND JAMES & ASSOCIATES, 20,000.00 27.085 800.00 540,894.84 -124,210.48
SALE 8/12/10 58469030 MEDICIS PHARMACEUTICAL-CL A 9.11 46431 8/17/10 424078 STIFEL NICOLAUS 20,000.00 26.940 800.00 537,990.89 117,020.09
SALE 8/03/10 63530910 NATIONAL CINEMEDIA INC. 3.03 41081 8/06/10 424048 CREDIT SUISSE SEC (AES) 10,000.00 17.903 100.00 178,927.97 38,209.19
SALE 8/04/10 63530910 NATIONAL CINEMEDIA INC. 3.14 41081 8/09/10 424054 CREDIT SUISSE SEC (AES) 10,000.00 18.561 100.00 185,503.86 44,785.08
SALE 8/10/10 63530910 NATIONAL CINEMEDIA INC. 8.70 41081 8/13/10 424070 JP MORGAN 30,000.00 17.144 900.00 513,423.30 91,266.96
SALE 8/05/10 65339F10 NEXTERA ENERGY INC 89.47 52182 8/10/10 424058 JP MORGAN 100,000.00 52.936 4,000.00 5,289,520.53 -163,289.27
SALE 8/25/10 65339F10 NEXTERA ENERGY INC 8.97 52182 8/30/10 424114 KAUFMAN BROS L.P. 10,000.00 53.056 400.00 530,150.03 -15,130.95
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 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 100 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/26/10 65339F10 NEXTERA ENERGY INC 26.90 52182 8/31/10 424118 DEUTSCHE BANK AG (DOMESTIC) 30,000.00 53.048 1,200.00 1,590,210.10 -45,632.84
SALE 8/17/10 67000810 NOVELLUS SYSTEMS INC 42.23 52174 8/20/10 424090 UBS WARBURG LLC 100,000.00 24.987 3,000.00 2,495,697.77 -101,946.23
SALE 8/26/10 67066G10 NVIDIA CORP 17.01 48850 8/31/10 424118 UBS WARBURG LLC 100,000.00 10.060 3,000.00 1,002,962.99 -310,410.11
SALE 8/06/10 69351T10 PPL CORP 17.84 51765 8/11/10 424062 RAYMOND JAMES & ASSOCIATES, 40,000.00 26.387 1,600.00 1,053,858.16 58,362.52
SALE 8/09/10 69351T10 PPL CORP 18.11 51765 8/12/10 424066 MORGAN STANLEY 40,000.00 26.782 1,600.00 1,069,657.89 74,162.25
SALE 8/24/10 74271810 PROCTER & GAMBLE CO. 20.23 39964 8/27/10 424110 RAYMOND JAMES & ASSOCIATES, 20,000.00 59.830 800.00 1,195,779.77 711,500.02
SALE 8/25/10 74271810 PROCTER & GAMBLE CO. 80.62 39964 8/30/10 424114 RAYMOND JAMES & ASSOCIATES, 80,000.00 59.626 3,200.00 4,766,759.38 2,829,640.40
SALE 8/25/10 74331510 PROGRESSIVE CORP 32.47 51800 8/30/10 424114 RAYMOND JAMES & ASSOCIATES, 100,000.00 19.211 4,000.00 1,917,047.53 -85,437.47
SALE 8/03/10 74432010 PRUDENTIAL FINANCIAL INC 58.58 50812 8/06/10 424048 COWEN AND CO., LLC 60,000.00 57.763 2,400.00 3,463,345.42 398,204.62
SALE 7/29/10 75043810 RADIOSHACK CORP 17.51 51293 8/03/10 424034 LAZARD CAPITAL MARKETS 50,000.00 20.720 2,000.00 1,033,957.49 -89,206.33
SALE 7/30/10 75043810 RADIOSHACK CORP 17.64 51293 8/04/10 424038 MORGAN STANLEY 50,000.00 20.873 2,000.00 1,041,632.36 -81,531.46
SALE 8/03/10 75043810 RADIOSHACK CORP 17.57 51293 8/06/10 424048 COWEN AND CO., LLC 50,000.00 20.783 2,000.00 1,037,127.43 -86,036.39
SALE 8/03/10 83211010 SMITH INTERNATIONAL INC 36.82 50845 8/06/10 424048 COWEN AND CO., LLC 50,000.00 43.570 2,000.00 2,176,478.18 146,737.84
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 8/01/10 THROUGH 8/31/10
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 ------
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
-
SALE 8/03/10 83211010 SMITH INTERNATIONAL INC 368.15 50845 8/06/10 424048 STIFEL NICOLAUS 500,000.00 43.567 20,000.00 21,763,331.85 1,465,928.47
SALE 8/04/10 83211010 SMITH INTERNATIONAL INC 222.52 50845 8/09/10 424054 KEEFE BRUYETTE & WOODS INC. 300,000.00 43.889 12,000.00 13,154,477.48 976,035.46
SALE 8/26/10 85811910 STEEL DYNAMICS INC 23.17 43421 8/31/10 424118 UBS WARBURG LLC 100,000.00 13.706 3,000.00 1,367,566.83 -136,574.61
SALE 8/05/10 87157D10 SYNAPTICS INCORPORATED 25.29 40599 8/10/10 424058 CREDIT SUISSE SEC (USA) LLC 50,000.00 29.920 1,500.00 1,494,494.71 239,716.30
SALE 8/06/10 87157D10 SYNAPTICS INCORPORATED 10.03 40599 8/11/10 424062 CREDIT SUISSE SEC (USA) LLC 20,000.00 29.668 600.00 592,755.97 90,844.61
SALE 8/12/10 87157D10 SYNAPTICS INCORPORATED 23.85 40599 8/17/10 424078 JP MORGAN 50,000.00 28.217 1,500.00 1,409,326.15 154,547.74
SALE 7/28/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 11.31 50366 8/02/10 424030 DEUTSCHE BANK AG (DOMESTIC) 20,000.00 33.450 800.00 668,188.69 171,112.50
SALE 7/29/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 17.25 50366 8/03/10 424034 LAZARD CAPITAL MARKETS 30,000.00 34.009 1,200.00 1,019,040.75 273,426.46
SALE 8/02/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 17.95 50366 8/05/10 424044 OPPENHEIMER & CO., INC 30,000.00 35.391 900.00 1,060,797.05 315,182.76
SALE 8/06/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 12.45 50366 8/11/10 424062 RAYMOND JAMES & ASSOCIATES, 20,000.00 36.819 800.00 735,575.55 238,499.36
SALE 8/10/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 32.15 50366 8/13/10 424070 RAYMOND JAMES & ASSOCIATES, 50,000.00 38.045 2,000.00 1,900,237.85 657,547.37
SALE 8/23/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 18.61 50366 8/26/10 424106 COWEN AND CO., LLC 30,000.00 36.703 1,200.00 1,099,877.39 354,263.10
SALE 8/24/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 17.60 50366 8/27/10 424110 COWEN AND CO., LLC 30,000.00 34.709 1,200.00 1,040,049.40 294,435.11
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 102 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/25/10 87264S10 TRW AUTOMOTIVE HOLDINGS COR 16.97 50366 8/30/10 424114 KAUFMAN BROS L.P. 30,000.00 33.465 1,200.00 1,002,745.03 257,130.74
SALE 8/02/10 88731730 TIME WARNER INC. 164.56 52658 8/05/10 424044 OPPENHEIMER & CO., INC 300,000.00 32.456 9,000.00 9,727,605.44 754,305.44
SALE 8/02/10 90254980 UAL CORP 20.33 51498 8/05/10 424044 CREDIT SUISSE SEC (AES) 50,000.00 24.056 500.00 1,202,279.67 112,954.67
SALE 8/06/10 90254980 UAL CORP 14.98 51498 8/11/10 424062 CREDIT SUISSE SEC (USA) LLC 40,000.00 22.150 1,200.00 884,773.02 13,313.02
SALE 8/11/10 90254980 UAL CORP 25.27 51498 8/16/10 424074 JP MORGAN 70,000.00 21.360 2,100.00 1,493,102.73 -31,952.27
SALE 8/13/10 90254980 UAL CORP 14.54 51498 8/18/10 424082 CREDIT SUISSE SEC (USA) LLC 40,000.00 21.497 1,200.00 858,657.46 -12,802.54
SALE 7/30/10 90341W10 US AIRWAYS GROUP INC 18.23 51597 8/04/10 424038 MORGAN STANLEY 100,000.00 10.784 4,000.00 1,074,381.77 388,084.13
SALE 8/25/10 90341W10 US AIRWAYS GROUP INC 29.17 51597 8/30/10 424114 KAUFMAN BROS L.P. 200,000.00 8.629 8,000.00 1,717,770.83 345,175.54
SALE 7/30/10 91131210 UNITED PARCEL SERVICE-CL B 54.56 51598 8/04/10 424038 MORGAN STANLEY 50,000.00 64.568 2,000.00 3,226,340.44 -192,913.16
SALE 8/02/10 91136310 UNITED RENTALS INC. 22.63 39987 8/05/10 424044 GOLDMAN SACHS & COMPANY 100,000.00 13.385 4,000.00 1,334,517.37 502,583.20
SALE 8/05/10 91136310 UNITED RENTALS INC. 11.40 39987 8/10/10 424058 JP MORGAN 50,000.00 13.490 2,000.00 672,468.60 256,501.52
SALE 8/05/10 92165910 VANDA PHARMACEUTICALS INC 9.92 48839 8/10/10 424058 CREDIT SUISSE SEC (USA) LLC 80,000.00 7.333 2,400.00 584,222.08 -362,182.92
SALE 8/06/10 92165910 VANDA PHARMACEUTICALS INC 2.35 48839 8/11/10 424062 CREDIT SUISSE SEC (USA) LLC 20,000.00 6.934 600.00 138,085.65 -98,515.60
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 8/01/10 THROUGH 8/31/10
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 103 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/04/10 92343V10 VERIZON COMMUNICATIONS INC 49.37 52562 8/09/10 424054 LAZARD CAPITAL MARKETS 100,000.00 29.212 4,000.00 2,917,100.63 247,483.52
SALE 8/11/10 92343V10 VERIZON COMMUNICATIONS INC 50.13 52562 8/16/10 424074 SANFORD BERNSTEIN & CO. 100,000.00 29.662 4,000.00 2,962,109.87 292,492.76
SALE 8/12/10 92343V10 VERIZON COMMUNICATIONS INC 25.65 52562 8/17/10 424078 PACIFIC CREST SECURITIES 50,000.00 30.345 2,000.00 1,515,229.35 180,420.79
SALE 8/12/10 92343V10 VERIZON COMMUNICATIONS INC 25.56 52562 8/17/10 424078 STIFEL NICOLAUS 50,000.00 30.243 2,000.00 1,510,124.44 175,315.88
SALE 8/13/10 92343V10 VERIZON COMMUNICATIONS INC 101.64 52562 8/18/10 424082 MORGAN STANLEY 200,000.00 30.070 8,000.00 6,005,798.36 666,564.14
SALE 8/16/10 92343V10 VERIZON COMMUNICATIONS INC 25.25 52562 8/19/10 424086 PACIFIC CREST SECURITIES 50,000.00 29.877 2,000.00 1,491,839.75 157,031.20
SALE 8/17/10 92343V10 VERIZON COMMUNICATIONS INC 50.85 52562 8/20/10 424090 BARCLAYS CAPITAL (DOMESTIC) 100,000.00 30.084 4,000.00 3,004,329.15 334,712.04
SALE 8/16/10 93114210 WAL-MART STORES, INC. 14.64 39992 8/19/10 424086 PACIFIC CREST SECURITIES 17,200.00 50.336 688.00 865,078.28 160,417.79
SALE 8/16/10 93114210 WAL-MART STORES, INC. 2.37 39992 8/19/10 424086 SOLEIL SECURITIES CORP. 2,800.00 50.060 112.00 140,053.63 25,341.46
SALE 8/18/10 93114210 WAL-MART STORES, INC. 17.17 39992 8/23/10 424094 WELLS FARGO SECURITIES 20,000.00 50.775 800.00 1,014,682.83 195,310.16
SALE 8/19/10 93114210 WAL-MART STORES, INC. 25.65 39992 8/24/10 424098 SANFORD BERNSTEIN & CO. 30,000.00 50.573 1,200.00 1,515,973.35 286,914.35
SALE 8/20/10 93114210 WAL-MART STORES, INC. 8.50 39992 8/25/10 424102 CITIGROUP/CITIBANK DOMESTIC 10,000.00 50.275 400.00 502,337.50 92,651.17
SALE 8/24/10 93114210 WAL-MART STORES, INC. 17.39 39992 8/27/10 424110 RAYMOND JAMES & ASSOCIATES, 20,000.00 51.425 800.00 1,027,682.61 208,309.94
S T A T E O F N E W J E R S E Y 5162 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
MULTI SECTOR COMMON A (5162) -Cont. PAGE: 104 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/25/10 93114210 WAL-MART STORES, INC. 86.93 39992 8/30/10 424114 KAUFMAN BROS L.P. 100,000.00 51.434 4,000.00 5,139,343.07 1,042,479.73
SALE 8/02/10 98074510 WOODWARD GOVERNOR CO. 10.23 41161 8/05/10 424044 CREDIT SUISSE SEC (AES) 20,000.00 30.260 200.00 604,995.77 7,359.34
SALE 7/28/10 G3673810 FRESH DEL MONTE 7.61 48670 8/02/10 424030 CITIGROUP/CITIBANK DOMESTIC 22,000.00 20.460 880.00 449,223.59 -51,177.89
SALE 7/29/10 G3673810 FRESH DEL MONTE 1.38 48670 8/03/10 424034 CITIGROUP/CITIBANK DOMESTIC 4,000.00 20.348 160.00 81,228.62 -9,753.47
SALE 7/30/10 G3673810 FRESH DEL MONTE 1.37 48670 8/04/10 424038 CREDIT SUISSE SEC (AES) 4,000.00 20.252 40.00 80,966.23 -10,015.86
SALE 8/02/10 G3673810 FRESH DEL MONTE 10.67 48670 8/05/10 424044 OPPENHEIMER & CO., INC 30,000.00 21.029 900.00 629,956.33 -52,409.32
SALE 8/11/10 H8912P10 TYCO ELECTRONICS LTD 23.04 47547 8/16/10 424074 RAYMOND JAMES & ASSOCIATES, 50,000.00 27.264 2,000.00 1,361,151.96 483,712.01 ------SUBTOTAL STOCK SALES: 10,319,700.00 4,844.92 286,272,562.11 22,144,538.40 352,713.00 ------TOTAL FUND SALES: 10,319,700.00 4,844.92 286,272,562.11 22,144,538.40 352,713.00
END OF REPORT FOR: MULTI SECTOR COMMON A
S T A T E O F N E W J E R S E Y 5163 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
LOGAN CIRCLE (5163) PAGE:
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
105 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PURCHASE OF FIXED INCOME SECURITIES ------
PUR 7/26/10 007903AS ADVANCED MICRO DEVICES 7.7500 7.750 52902 8/04/10 289188 LOGAN CIRCLE 8/01/20 240,000.00 100.00 240,000.00
PUR 8/09/10 02005NAA ALLY FINANCIAL INC 7.5000 7.626 53056 8/12/10 289188 LOGAN CIRCLE 9/15/20 450,000.00 99.116 446,022.00
PUR 7/29/10 02406PAE AMERICAN AXLE & MFG INC 5.2500 8.600 52903 8/03/10 289142 LOGAN CIRCLE 2/11/14 350,000.00 90.000 315,000.00
PUR 8/04/10 02406PAE AMERICAN AXLE & MFG INC 5.2500 8.083 52903 8/09/10 289188 LOGAN CIRCLE 2/11/14 50,000.00 91.500 45,750.00
PUR 8/05/10 12527GAB CF INDUSTRIES INC 7.1250 6.139 52986 8/10/10 289188 LOGAN CIRCLE 5/01/20 205,000.00 107.12 219,606.25
PUR 8/09/10 165167CF CHESAPEAKE ENERGY CORP 6.6250 6.625 53097 8/17/10 289188 LOGAN CIRCLE 8/15/20 640,000.00 100.00 640,000.00
PUR 8/10/10 18538AAA CLEARWIRE COMM 12.0000 10.975 53031 8/13/10 289188 LOGAN CIRCLE 12/01/15 90,000.00 104.00 93,600.00
PUR 8/05/10 19190AAA COFFEYVILLE RESOURCE 9.0000 8.076 51393 8/10/10 289188 LOGAN CIRCLE 4/01/15 65,000.00 103.50 67,275.00
PUR 8/04/10 210795PW CONTINENTAL AIRLINES INC 6.7500 7.001 53098 8/18/10 289188 LOGAN CIRCLE 9/15/15 450,000.00 98.938 445,221.00
PUR 8/12/10 221643AE COTT BEVERAGES USA INC 8.1250 8.124 53099 8/17/10 289188 LOGAN CIRCLE 9/01/18 150,000.00 100.00 150,000.00
PUR 8/19/10 26817CAA DYNCORP INTERNTL INC 10.3750 10.061 52633 8/24/10 289210 LOGAN CIRCLE 7/01/17 185,000.00 101.50 187,775.00
PUR 8/05/10 292757AA ENERGYSOLUTIONS INC/LLC 10.7500 10.702 53057 8/13/10 289188 LOGAN CIRCLE 8/15/18 45,000.00 100.25 45,112.50
S T A T E O F N E W J E R S E Y 5163 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 106 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/05/10 292757AA ENERGYSOLUTIONS INC/LLC 10.7500 10.655 53057 8/13/10 289188 LOGAN CIRCLE 8/15/18 125,000.00 100.50 125,625.00
PUR 8/05/10 292757AA ENERGYSOLUTIONS INC/LLC 10.7500 11.000 53057 8/13/10 289188 LOGAN CIRCLE 8/15/18 250,000.00 98.690 246,725.00
PUR 8/09/10 292757AA ENERGYSOLUTIONS INC/LLC 10.7500 10.702 53057 8/13/10 289188 LOGAN CIRCLE 8/15/18 175,000.00 100.25 175,437.50
PUR 8/12/10 319963AT FIRST DATA CORP 10.5500 17.186 50509 8/17/10 289188 LOGAN CIRCLE 9/24/15 150,000.00 78.000 117,000.00
PUR 8/11/10 319963AW FIRST DATA CORPORTATION 8.8750 9.107 53100 8/20/10 289188 LOGAN CIRCLE 8/15/20 75,000.00 98.500 73,875.00
PUR 8/11/10 319963AW FIRST DATA CORPORTATION 8.8750 9.124 53100 8/20/10 289188 LOGAN CIRCLE 8/15/20 200,000.00 98.387 196,774.00
PUR 8/11/10 319963AW FIRST DATA CORPORTATION 8.8750 9.068 53100 8/20/10 289188 LOGAN CIRCLE 8/15/20 75,000.00 98.750 74,062.50
PUR 8/12/10 319963AW FIRST DATA CORPORTATION 8.8750 9.068 53100 8/20/10 289188 LOGAN CIRCLE 8/15/20 325,000.00 98.750 320,937.50
PUR 7/28/10 345397VP FORD MOTOR CREDIT CO LLC 6.6250 6.900 52904 8/04/10 289142 LOGAN CIRCLE 8/15/17 815,000.00 98.485 802,652.75
PUR 8/09/10 345397VP FORD MOTOR CREDIT CO LLC 6.6250 6.490 52904 8/12/10 289188 LOGAN CIRCLE 8/15/17 180,000.00 100.75 181,350.00
PUR 8/15/10 458204AJ INTELSAT BERMUDA 11.5000 11.498 50880 8/15/10 289188 LOGAN CIRCLE 2/04/17 34,375.00 100.00 34,375.00
PUR 7/28/10 45840JAA INTERACTIVE DATA CORP 10.2500 9.568 52867 8/02/10 289188 LOGAN CIRCLE 8/01/18 200,000.00 103.75 207,500.00
PUR 8/12/10 45840JAA INTERACTIVE DATA CORP 10.2500 9.654 52867 8/17/10 289188 LOGAN CIRCLE 8/01/18 100,000.00 103.25 103,250.00
S T A T E O F N E W J E R S E Y 5163
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
LOGAN CIRCLE (5163) -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 8/12/10 45840JAA INTERACTIVE DATA CORP 10.2500 9.699 52867 8/17/10 289188 LOGAN CIRCLE 8/01/18 100,000.00 103.00 103,000.00
PUR 8/12/10 552953AL MGM MIRAGE INC 6.7500 10.365 53088 8/17/10 289188 LOGAN CIRCLE 9/01/12 100,000.00 93.500 93,500.00
PUR 8/13/10 552953AL MGM MIRAGE INC 6.7500 10.370 53088 8/18/10 289188 LOGAN CIRCLE 9/01/12 100,000.00 93.500 93,500.00
PUR 8/20/10 552953AL MGM MIRAGE INC 6.7500 10.699 53088 8/25/10 289188 LOGAN CIRCLE 9/01/12 200,000.00 93.000 186,000.00
PUR 8/04/10 56808RAA MARINA DISTRICT FINANCE 9.5000 9.758 52969 8/06/10 289188 LOGAN CIRCLE 10/15/15 80,000.00 98.943 79,154.40
PUR 8/04/10 56808RAC MARINA DISTRIC FINANCE 9.8750 9.557 52970 8/09/10 289188 LOGAN CIRCLE 8/15/18 40,000.00 101.75 40,700.00
PUR 8/04/10 56808RAC MARINA DISTRIC FINANCE 9.8750 9.512 52970 8/09/10 289188 LOGAN CIRCLE 8/15/18 80,000.00 102.00 81,600.00
PUR 8/04/10 56808RAC MARINA DISTRIC FINANCE 9.8750 9.557 52970 8/09/10 289188 LOGAN CIRCLE 8/15/18 80,000.00 101.75 81,400.00
PUR 8/04/10 56808RAC MARINA DISTRIC FINANCE 9.8750 9.512 52970 8/09/10 289188 LOGAN CIRCLE 8/15/18 80,000.00 102.00 81,600.00
PUR 8/04/10 56808RAC MARINA DISTRIC FINANCE 9.8750 9.579 52970 8/09/10 289188 LOGAN CIRCLE 8/15/18 40,000.00 101.62 40,650.00
PUR 8/04/10 56808RAC MARINA DISTRIC FINANCE 9.8750 9.557 52970 8/09/10 289188 LOGAN CIRCLE 8/15/18 80,000.00 101.75 81,400.00
PUR 8/04/10 56808RAC MARINA DISTRIC FINANCE 9.8750 10.000 52970 8/06/10 289188 LOGAN CIRCLE 8/15/18 40,000.00 99.315 39,726.00
PUR 8/05/10 56808RAC MARINA DISTRIC FINANCE 9.8750 9.535 52970 8/10/10 289188 LOGAN CIRCLE 8/15/18 235,000.00 101.87 239,406.25
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
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
LOGAN CIRCLE (5163) -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 8/11/10 56808RAC MARINA DISTRIC FINANCE 9.8750 9.898 52970 8/16/10 289188 LOGAN CIRCLE 8/15/18 100,000.00 99.875 99,875.00
PUR 8/03/10 594073AA MICHAEL FOODS INC 9.7500 8.708 52464 8/06/10 289188 LOGAN CIRCLE 7/15/18 200,000.00 105.87 211,750.00
PUR 8/19/10 624758AC MUELLER WATER PRODUCTS 8.7500 9.000 53261 8/26/10 289188 LOGAN CIRCLE 9/01/20 125,000.00 98.370 122,962.50
PUR 8/19/10 624758AC MUELLER WATER PRODUCTS 8.7500 8.655 53261 8/26/10 289188 LOGAN CIRCLE 9/01/20 75,000.00 100.62 75,468.75
PUR 8/19/10 624758AC MUELLER WATER PRODUCTS 8.7500 8.636 53261 8/26/10 289188 LOGAN CIRCLE 9/01/20 75,000.00 100.75 75,562.50
PUR 8/19/10 624758AC MUELLER WATER PRODUCTS 8.7500 8.712 53261 8/26/10 289188 LOGAN CIRCLE 9/01/20 50,000.00 100.25 50,125.00
PUR 8/19/10 624758AC MUELLER WATER PRODUCTS 8.7500 8.636 53261 8/26/10 289188 LOGAN CIRCLE 9/01/20 75,000.00 100.75 75,562.50
PUR 8/20/10 624758AC MUELLER WATER PRODUCTS 8.7500 8.636 53261 8/26/10 289188 LOGAN CIRCLE 9/01/20 50,000.00 100.75 50,375.00
PUR 8/12/10 62546RAB MULTIPLAN INC 9.8750 9.874 53101 8/26/10 289188 LOGAN CIRCLE 9/01/18 100,000.00 100.00 100,000.00
PUR 7/30/10 628530AL MYLAN INC 7.8750 7.092 53036 8/13/10 289188 LOGAN CIRCLE 7/15/20 500,000.00 105.50 527,500.00
PUR 8/09/10 62947QAK NXP BV/NXP FUNDING LLC 9.7500 8.733 53037 8/12/10 289188 LOGAN CIRCLE 8/01/18 400,000.00 105.75 423,000.00
PUR 8/18/10 62947QAK NXP BV/NXP FUNDING LLC 9.7500 8.944 53037 8/23/10 289188 LOGAN CIRCLE 8/01/18 550,000.00 104.50 574,750.00
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
PUR 8/11/10 68383KAF OPTI CANANDA INC 9.7500 11.159 53102 8/20/10 289188 LOGAN CIRCLE 8/15/13 235,000.00 96.500 226,775.00
S T A T E O F N E W J E R S E Y 5163 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
LOGAN CIRCLE (5163) -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 8/11/10 68383KAF OPTI CANANDA INC 9.7500 10.245 53102 8/20/10 289188 LOGAN CIRCLE 8/15/13 180,000.00 98.750 177,750.00
PUR 8/11/10 68385BAA OPTI CANADA INC 9.0000 9.228 49773 8/20/10 289188 LOGAN CIRCLE 12/15/12 120,000.00 99.510 119,412.00
PUR 8/03/10 716495AK PETROHAWK ENERGY CORP 7.2500 7.250 53103 8/17/10 289188 LOGAN CIRCLE 8/15/18 210,000.00 100.00 210,000.00
PUR 8/03/10 716495AK PETROHAWK ENERGY CORP 7.2500 7.187 53103 8/17/10 289188 LOGAN CIRCLE 8/15/18 265,000.00 100.37 265,993.75
PUR 8/10/10 72347QAF PINNACLE FOODS FINANCE L 8.2500 8.249 53104 8/17/10 289188 LOGAN CIRCLE 9/01/17 625,000.00 100.00 625,000.00
PUR 8/11/10 72347QAF PINNACLE FOODS FINANCE L 8.2500 8.344 53104 8/17/10 289188 LOGAN CIRCLE 9/01/17 75,000.00 99.500 74,625.00
PUR 8/11/10 72347QAF PINNACLE FOODS FINANCE L 8.2500 8.344 53104 8/17/10 289188 LOGAN CIRCLE 9/01/17 75,000.00 99.500 74,625.00
PUR 8/13/10 750829AA RAINBOW NATIONAL SERVICES 8.7500 8.678 50775 8/18/10 289188 LOGAN CIRCLE 9/01/12 25,000.00 100.12 25,031.25
PUR 7/29/10 75281AAL RANGE RESOURCES CORP 6.7500 6.750 53058 8/12/10 289188 LOGAN CIRCLE 8/01/20 175,000.00 100.00 175,000.00
PUR 8/10/10 758766AE REGAL ENTERTAINMENT CORP 9.1250 9.125 53059 8/16/10 289188 LOGAN CIRCLE 8/15/18 155,000.00 100.00 155,000.00
PUR 8/04/10 78375PAL RYERSON INC 12.0000 10.716 52982 8/09/10 289188 LOGAN CIRCLE 11/01/15 350,000.00 105.00 367,500.00
PUR 8/04/10 85771TAH STATS CHIPPAC LTD 7.5000 7.500 53060 8/12/10 289188 LOGAN CIRCLE 8/12/15 215,000.00 100.00 215,000.00
PUR 8/04/10 85771TAH STATS CHIPPAC LTD 7.5000 7.443 53089 8/12/10 289188 LOGAN CIRCLE 8/12/15 215,000.00 100.23 215,500.00
S T A T E O F N E W J E R S E Y 5163 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 110 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/17/10 85771TAH STATS CHIPPAC LTD 7.5000 6.487 53089 8/20/10 289188 LOGAN CIRCLE 8/12/15 200,000.00 104.25 208,500.00
PUR 8/17/10 85771TAH STATS CHIPPAC LTD 7.5000 6.545 53089 8/20/10 289188 LOGAN CIRCLE 8/12/15 125,000.00 104.00 130,000.00
PUR 8/17/10 85771TAH STATS CHIPPAC LTD 7.5000 6.487 53089 8/20/10 289188 LOGAN CIRCLE 8/12/15 130,000.00 104.25 135,525.00
PUR 8/17/10 85771TAH STATS CHIPPAC LTD 7.5000 6.487 53089 8/20/10 289188 LOGAN CIRCLE 8/12/15 100,000.00 104.25 104,250.00
PUR 8/03/10 88033GBL TENET HEALTHCARE CORP 8.0000 7.999 53105 8/17/10 289188 LOGAN CIRCLE 8/01/20 275,000.00 100.00 275,000.00
PUR 8/05/10 88033GBL TENET HEALTHCARE CORP 8.0000 7.999 53105 8/17/10 289188 LOGAN CIRCLE 8/01/20 75,000.00 100.00 75,000.00
PUR 7/29/10 880349AM TENNECO INC 7.7500 7.749 52905 8/03/10 289188 LOGAN CIRCLE 8/15/18 105,000.00 100.00 105,000.00
PUR 8/18/10 92930MAF WMG HOLDINGS CORP 9.5000 10.298 50010 8/23/10 289188 LOGAN CIRCLE 12/15/14 205,000.00 97.250 199,362.50 ------SUBTOTAL FIXED PURCHASES: 13,314,375.00 13,343,343.40
------
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
TOTAL FUND PURCHASES: 13,314,375.00 13,343,343.40
SALES OF FIXED INCOME SECURITIES ------
SALE 7/28/10 007903AS ADVANCED MICRO DEVICES 7.7500 7.750 52902 8/04/10 289188 LOGAN CIRCLE 8/01/20 240,000.00 100.87 242,100.00 2,100.00
SALE 7/29/10 02406PAG AMERICAN AXLE 9.2500 9.127 50141 8/03/10 289188 LOGAN CIRCLE 1/15/17 330,000.00 107.25 353,925.00 22,002.23
S T A T E O F N E W J E R S E Y 5163 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 111 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/16/10 029229AA AMERICAN RENAL HOLDINGS 8.3750 8.416 51898 8/19/10 289188 LOGAN CIRCLE 5/15/18 300,000.00 101.75 305,250.00 6,008.84
SALE 7/30/10 12502CAS CCH II LLC/CCH II CAPITA 13.5000 9.508 49905 8/04/10 289142 LOGAN CIRCLE 11/30/16 250,000.00 119.00 297,500.00 965.89
SALE 8/10/10 18538TAA CLEARWIRE COMM/FINANCE 12.0000 12.390 49801 8/13/10 289188 LOGAN CIRCLE 12/01/15 90,000.00 104.25 93,825.00 5,197.23
SALE 8/10/10 210795PW CONTINENTAL AIRLINES INC 6.7500 7.001 53098 8/18/10 289188 LOGAN CIRCLE 9/15/15 450,000.00 99.500 447,750.00 2,529.00
SALE 8/12/10 221643AE COTT BEVERAGES USA INC 8.1250 8.124 53099 8/17/10 289188 LOGAN CIRCLE 9/01/18 150,000.00 101.37 152,062.50 2,062.50
SALE 8/11/10 28336LBT EL PASO CORP 8.2500 8.728 44718 8/16/10 289188 LOGAN CIRCLE 2/15/16 350,000.00 108.75 380,625.00 37,816.42
SALE 8/25/10 292680AC ENERGY FUTURE 10.8750 10.294 44553 8/30/10 289188 LOGAN CIRCLE 11/01/17 67,000.00 59.750 40,032.50 -28,886.55
SALE 8/11/10 319963AT FIRST DATA CORP 10.5500 13.496 50509 8/16/10 289188 LOGAN CIRCLE 9/24/15 175,000.00 79.500 139,125.00 -17,234.71
SALE 8/12/10 319963AW FIRST DATA CORPORTATION 8.8750 9.089 53100 8/20/10 289188 LOGAN CIRCLE 8/15/20 325,000.00 98.813 321,140.63 642.96
SALE 8/09/10 345397VM FORD MOTOR CREDIT CO LLC 8.1250 7.864 51121 8/12/10 289188 LOGAN CIRCLE 1/15/20 260,000.00 109.00 283,400.00 18,960.23
SALE 7/28/10 345397VN FORD MOTOR CREDIT CO LLC 7.0000 7.125 51476 8/02/10 289188 LOGAN CIRCLE 4/15/15 175,000.00 102.75 179,812.50 5,700.35
SALE 7/29/10 345397VN FORD MOTOR CREDIT CO LLC 7.0000 7.125 51476 8/03/10 289188 LOGAN CIRCLE 4/15/15 490,000.00 102.87 504,087.50 16,571.95
SALE 7/28/10 345397VP FORD MOTOR CREDIT CO LLC 6.6250 6.900 52904 8/04/10 289188 LOGAN CIRCLE 8/15/17 245,000.00 98.875 242,243.75 955.50
S T A T E O F N E W J E R S E Y 5163 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
LOGAN CIRCLE (5163) -Cont. PAGE: 112 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/09/10 36186CCB GMAC INC 8.3000 8.500 50776 8/12/10 289188 LOGAN CIRCLE 2/12/15 355,000.00 105.75 375,412.50 23,021.94
SALE 7/27/10 390064AL GREAT ATLANTIC & PACIFIC TE 11.3750 12.924 49197 8/12/10 289188 LOGAN CIRCLE 8/01/15 125,000.00 68.500 85,625.00 -32,423.30
SALE 7/27/10 390064AL GREAT ATLANTIC & PACIFIC TE 11.3750 12.924 49197 8/02/10 289188 LOGAN CIRCLE 8/01/15 90,000.00 67.750 60,975.00 -24,007.91
SALE 8/10/10 390064AL GREAT ATLANTIC & PACIFIC TE 11.3750 12.924 49197 8/13/10 289188 LOGAN CIRCLE 8/01/15 130,000.00 72.500 94,250.00 -28,522.03
SALE 8/12/10 390064AL GREAT ATLANTIC & PACIFIC TE 11.3750 12.924 49197 8/17/10 289188 LOGAN CIRCLE 8/01/15 150,000.00 72.500 108,750.00 -32,918.49
SALE 8/03/10 45579PAA INDOSAT PALAPA CO BV 7.3750 7.450 52866 8/06/10 289188 LOGAN CIRCLE 7/29/20 205,000.00 107.00 219,350.00 15,423.82
SALE 8/11/10 45579PAA INDOSAT PALAPA CO BV 7.3750 7.450 52866 8/16/10 289188 LOGAN CIRCLE 7/29/20 245,000.00 108.18 265,059.38 21,348.23
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
SALE 8/04/10 56808RAA MARINA DISTRICT FINANCE 9.5000 9.758 52969 8/09/10 289188 LOGAN CIRCLE 10/15/15 40,000.00 101.62 40,650.00 1,072.10
SALE 8/05/10 56808RAA MARINA DISTRICT FINANCE 9.5000 9.758 52969 8/10/10 289188 LOGAN CIRCLE 10/15/15 40,000.00 101.37 40,550.00 971.86
SALE 8/05/10 62947QAG NXP BV NXP FUNDING 9.5000 10.096 51618 8/10/10 289188 LOGAN CIRCLE 10/15/15 175,000.00 98.500 172,375.00 1,552.24
SALE 8/18/10 62947QAG NXP BV NXP FUNDING 9.5000 10.096 51618 8/23/10 289188 LOGAN CIRCLE 10/15/15 500,000.00 98.125 490,625.00 2,482.15
SALE 7/28/10 62947QAK NXP BV/NXP FUNDING LLC 9.7500 9.059 52766 8/02/10 289142 LOGAN CIRCLE 8/01/18 450,000.00 106.00 477,000.00 9,581.77
SALE 7/27/10 676253AA OFFSHORE GROUP INVST LTD 11.5000 12.500 52869 8/03/10 289142 LOGAN CIRCLE 8/01/15 155,000.00 100.37 155,581.25 6,216.30
S T A T E O F N E W J E R S E Y 5163 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
LOGAN CIRCLE (5163) -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 ------
SALE 8/11/10 68385BAA OPTI CANADA INC 9.0000 10.157 49773 8/16/10 289188 LOGAN CIRCLE 12/15/12 305,000.00 100.75 307,287.50 9,525.94
SALE 8/24/10 68385BAA OPTI CANADA INC 9.0000 9.358 49773 8/27/10 289188 LOGAN CIRCLE 12/15/12 140,000.00 100.75 141,050.00 2,100.17
SALE 8/03/10 716495AD PETROHAWK ENERGY CORP 7.8750 7.309 51474 8/06/10 289188 LOGAN CIRCLE 6/01/15 355,000.00 104.00 369,200.00 6,223.10
SALE 8/11/10 72347QAD PINNACLE FOODS FINANCE 10.6250 12.269 42096 8/16/10 289188 LOGAN CIRCLE 4/01/17 500,000.00 106.50 532,500.00 69,197.52
SALE 7/29/10 75281AAL RANGE RESOURCES CORP 6.7500 6.750 53058 8/12/10 289188 LOGAN CIRCLE 8/01/20 175,000.00 100.37 175,656.25 656.25
SALE 8/06/10 85771TAH STATS CHIPPAC LTD 7.5000 7.500 53060 8/12/10 289188 LOGAN CIRCLE 8/12/15 215,000.00 103.00 221,450.00 6,450.00
SALE 8/06/10 85771TAH STATS CHIPPAC LTD 7.5000 7.443 53089 8/12/10 289188 LOGAN CIRCLE 8/12/15 215,000.00 103.00 221,450.00 5,950.00
SALE 8/19/10 85771TAH STATS CHIPPAC LTD 7.5000 6.672 53089 8/24/10 289188 LOGAN CIRCLE 8/12/15 155,000.00 104.62 162,168.75 1,825.53
SALE 8/25/10 85771TAH STATS CHIPPAC LTD 7.5000 6.672 53089 8/30/10 289188 LOGAN CIRCLE 8/12/15 200,000.00 104.00 208,000.00 1,128.53
SALE 7/29/10 880349AM TENNECO INC 7.7500 7.749 52905 8/03/10 289188 LOGAN CIRCLE 8/15/18 105,000.00 101.12 106,181.25 1,181.25
SALE 8/16/10 912920AC US WEST COM INC DB 6.8750 9.608 42455 8/19/10 289188 LOGAN CIRCLE 9/15/33 200,000.00 96.000 192,000.00 42,383.07
SALE 8/13/10 97314XAA WIND ACQUISITION FIN SA 10.7500 11.028 45636 8/18/10 289188 LOGAN CIRCLE 12/01/15 25,000.00 106.00 26,500.00 1,500.00 ------SUBTOTAL FIXED SALES: 9,147,000.00 9,232,526.26 187,311.88
------TOTAL FUND SALES: 9,147,000.00 9,232,526.26 187,311.88
END OF REPORT FOR: LOGAN CIRCLE
S T A T E O F N E W J E R S E Y 5164 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
POST ADVISORY (5164) 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 ------
PURCHASE OF FIXED INCOME SECURITIES ------
PUR 7/30/10 030096AG AMERICAN STORES CO 7.9000 8.289 51158 8/04/10 289143 POST ADVISORY 5/01/17 350,000.00 98.000 343,000.00
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
PUR 8/02/10 039380AC ARCH COAL INC 7.2500 7.248 52981 8/09/10 289188 POST ADVISORY 10/01/20 425,000.00 100.00 425,000.00
PUR 8/02/10 12612DAA CNG HOLDINGS INC 12.2500 10.960 52935 8/05/10 289188 POST ADVISORY 2/15/15 650,000.00 104.50 679,250.00
PUR 8/04/10 210795PW CONTINENTAL AIRLINES INC 6.7500 7.001 53107 8/18/10 289188 POST ADVISORY 9/15/15 500,000.00 98.938 494,690.00
PUR 8/12/10 221643AE COTT BEVERAGES USA INC 8.1250 8.124 53108 8/17/10 289188 POST ADVISORY 9/01/18 225,000.00 100.00 225,000.00
PUR 8/05/10 23311UAA DCP LLC/DCP CORP 10.7500 11.000 53061 8/13/10 289188 POST ADVISORY 8/15/15 1,625,000.00 99.055 1,609,643.75
PUR 8/10/10 25272PAA DIAMOND RESORTS CORP 12.0000 12.500 53062 8/13/10 289188 POST ADVISORY 8/15/18 800,000.00 97.513 780,104.00
PUR 7/29/10 281023AN EDISON MISSION 7.5000 14.023 52901 8/03/10 289188 POST ADVISORY 6/15/13 1,025,000.00 85.000 871,250.00
PUR 8/11/10 284138AL ELAN FIN PLC/ELAN FIN CP 8.7500 9.621 53110 8/17/10 289188 POST ADVISORY 10/15/16 2,000,000.00 96.000 1,920,000.00
PUR 8/05/10 315405AM FERRO CORP 7.8750 7.874 53111 8/24/10 289188 POST ADVISORY 8/15/18 575,000.00 100.00 575,000.00
PUR 7/28/10 46122EAA INVENTIV HEALTH INC 10.0000 9.999 52906 8/04/10 289188 POST ADVISORY 8/15/18 550,000.00 100.00 550,000.00
PUR 7/28/10 488360AE KEMET CORP 10.5000 9.656 51834 8/02/10 289143 POST ADVISORY 5/01/18 275,000.00 104.50 287,375.00
S T A T E O F N E W J E R S E Y 5164 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
POST ADVISORY (5164) -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 7/29/10 488360AE KEMET CORP 10.5000 9.566 51834 8/03/10 289143 POST ADVISORY 5/01/18 150,000.00 105.00 157,500.00
PUR 8/24/10 581241AA MCJUNKING RED MAN CORP 9.5000 12.795 53262 8/27/10 289188 POST ADVISORY 12/15/16 500,000.00 86.000 430,000.00
PUR 8/12/10 62546RAB MULTIPLAN INC 9.8750 9.874 53112 8/26/10 289188 POST ADVISORY 9/01/18 325,000.00 100.00 325,000.00
PUR 8/12/10 62546RAB MULTIPLAN INC 9.8750 9.874 53263 8/26/10 289188 POST ADVISORY 9/01/18 325,000.00 100.00 325,000.00
PUR 8/03/10 716495AB PETROHAWK ENERGY 9.1250 7.227 52933 8/04/10 289188 POST ADVISORY 7/15/13 1,550,000.00 104.95 1,626,725.00
PUR 8/04/10 85771TAH STATS CHIPPAC LTD 7.5000 7.500 53063 8/12/10 289188 POST ADVISORY 8/12/15 350,000.00 100.00 350,000.00
PUR 8/06/10 86800HAA SUNSTATE EQUIPMENT CO 10.5000 14.846 53064 8/11/10 289188 POST ADVISORY 4/01/13 1,700,000.00 90.750 1,542,750.00
PUR 8/16/10 89236NAA TOYS R US DELAWARE INC 7.3750 7.375 53113 8/24/10 289188 POST ADVISORY 9/01/16 225,000.00 100.00 225,000.00
PUR 8/12/10 89421JAA TRAVELPORT LLC/TRAVELPOR 9.0000 8.998 53114 8/18/10 289188 POST ADVISORY 3/01/16 600,000.00 100.00 600,000.00 ------SUBTOTAL FIXED PURCHASES: 14,725,000.00 14,342,287.75
------TOTAL FUND PURCHASES: 14,725,000.00 14,342,287.75
S T A T E O F N E W J E R S E Y 5164 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
POST ADVISORY (5164) -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 ------
SALES OF FIXED INCOME SECURITIES ------
SALE 8/06/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 12.000
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
51666 8/11/10 289188 POST ADVISORY 5/01/15 125,000.00 80.000 100,000.00 -24,395.38
SALE 8/09/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 12.000 51666 8/12/10 289188 POST ADVISORY 5/01/15 175,000.00 79.750 139,562.50 -34,591.56
SALE 8/02/10 039380AC ARCH COAL INC 7.2500 7.248 52981 8/09/10 289188 POST ADVISORY 10/01/20 425,000.00 101.37 430,843.75 5,843.75
SALE 8/12/10 1248EPAJ CCO HOLDINGS LLC 7.8750 7.875 51728 8/17/10 289188 POST ADVISORY 4/30/18 1,300,000.00 102.75 1,335,750.00 35,750.00
SALE 8/10/10 20854PAC CONSOL ENERGY INC 8.0000 8.000 51368 8/13/10 289188 POST ADVISORY 4/01/17 300,000.00 105.75 317,250.00 17,250.00
SALE 8/05/10 210795PW CONTINENTAL AIRLINES INC 6.7500 7.001 53107 8/18/10 289188 POST ADVISORY 9/15/15 500,000.00 100.00 500,000.00 5,310.00
SALE 8/12/10 221643AE COTT BEVERAGES USA INC 8.1250 8.124 53108 8/17/10 289188 POST ADVISORY 9/01/18 225,000.00 101.75 228,937.50 3,937.50
SALE 7/29/10 281023AU EDISON MISSION ENERGY 7.0000 14.457 52098 8/03/10 289143 POST ADVISORY 5/15/17 1,025,000.00 69.000 707,250.00 6,131.75
SALE 8/05/10 281023AU EDISON MISSION ENERGY 7.0000 14.457 52098 8/10/10 289188 POST ADVISORY 5/15/17 500,000.00 70.500 352,500.00 10,221.54
SALE 8/20/10 404119BA HCA INC 9.6250 10.913 46584 8/25/10 289188 POST ADVISORY 11/15/16 600,000.00 107.12 642,750.00 77,190.69
SALE 8/23/10 45661TAB INERGY LP INERGY FIN 6.8750 8.233 46668 8/26/10 289188 POST ADVISORY 12/15/14 2,000,000.00 100.75 2,015,000.00 112,095.35
SALE 8/10/10 50178TAA LBI ESCROW CORP 8.0000 7.998 51428 8/13/10 289188 POST ADVISORY 11/01/17 400,000.00 106.12 424,500.00 24,500.00
S T A T E O F N E W J E R S E Y 5164 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
POST ADVISORY (5164) -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 ------
SALE 8/20/10 527288BD LEUCADIA NATIONAL CORP 8.1250 8.029 42228 8/25/10 289188 POST ADVISORY 9/15/15 500,000.00 106.62 533,125.00 31,198.01
SALE 8/12/10 62546RAB MULTIPLAN INC 9.8750 9.874 53112 8/26/10 289188 POST ADVISORY 9/01/18 325,000.00 100.12 325,406.25 406.25
SALE 8/12/10 62546RAB MULTIPLAN INC 9.8750 9.874 53263 8/26/10 289188 POST ADVISORY 9/01/18 325,000.00 100.12 325,406.25 406.25
SALE 8/04/10 85771TAH STATS CHIPPAC LTD 7.5000 7.500 53063 8/12/10 289188 POST ADVISORY 8/12/15 125,000.00 102.12 127,656.25 2,656.25
SALE 8/05/10 85771TAH STATS CHIPPAC LTD 7.5000 7.500 53063 8/12/10 289188 POST ADVISORY 8/12/15 225,000.00 103.00 231,750.00 6,750.00
SALE 8/16/10 89236NAA TOYS R US DELAWARE INC 7.3750 7.375 53113 8/24/10 289188 POST ADVISORY 9/01/16 225,000.00 101.12 227,531.25 2,531.25 ------SUBTOTAL FIXED SALES: 9,300,000.00 8,965,218.75 283,191.65
------TOTAL FUND SALES: 9,300,000.00 8,965,218.75 283,191.65
END OF REPORT FOR: POST ADVISORY
S T A T E O F N E W J E R S E Y 5166 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
PIMCO (5166) 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 ------
PURCHASE OF FIXED INCOME SECURITIES ------
PUR 7/27/10 008911AK AIR CANADA 9.2500 9.499 52907 8/03/10 289188 PIMCO 8/01/15 325,000.00 99.025 321,831.25
PUR 7/30/10 131347BS CALPINE CORP 7.8750 7.654
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
52769 8/04/10 289144 PIMCO 7/31/20 100,000.00 101.50 101,500.00
PUR 8/13/10 163893AB CHEMTURA CORP 7.8750 8.000 53115 8/27/10 289188 PIMCO 9/01/18 250,000.00 99.269 248,172.50
PUR 8/11/10 255100AA DIVERSEY INC 8.2500 7.838 53116 8/13/10 289188 PIMCO 11/15/19 500,000.00 102.65 513,290.28
PUR 7/19/10 297425AG ESTERLINE TECHNOLOGIES C 7.0000 7.000 53219 8/02/10 289188 PIMCO 8/01/20 500,000.00 100.00 500,000.00
PUR 7/28/10 345397VP FORD MOTOR CREDIT CO LLC 6.6250 6.900 52908 8/04/10 289144 PIMCO 8/15/17 250,000.00 98.485 246,212.50
PUR 8/06/10 45768VAD INSIGHT COMMUNICATIONS 9.3750 8.366 52529 8/11/10 289188 PIMCO 7/15/18 150,000.00 105.75 158,625.00
PUR 8/15/10 458204AJ INTELSAT BERMUDA 11.5000 11.498 51124 8/15/10 289188 PIMCO 2/04/17 15,625.00 100.00 15,625.00
PUR 7/28/10 45840JAA INTERACTIVE DATA CORP 10.2500 9.657 52874 8/02/10 289188 PIMCO 8/01/18 125,000.00 103.25 129,062.50
PUR 8/11/10 459745GA INTL LEASE FINANCE CORP 6.7500 6.750 53117 8/20/10 289188 PIMCO 9/01/16 325,000.00 99.996 324,987.00
PUR 8/11/10 459745GC INTL LEASE FINANCE CORP 7.1250 7.125 53118 8/20/10 289188 PIMCO 9/01/18 500,000.00 99.996 499,980.00
PUR 7/29/10 46122EAA INVENTIV HEALTH INC 10.0000 9.658 52909 8/04/10 289188 PIMCO 8/15/18 500,000.00 101.87 509,375.00
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 8/01/10 THROUGH 8/31/10
PIMCO (5166) -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 8/04/10 56808RAC MARINA DISTRIC FINANCE 9.8750 10.000 52965 8/06/10 289188 PIMCO 8/15/18 300,000.00 99.315 297,945.00
PUR 8/19/10 624758AC MUELLER WATER PRODUCTS 8.7500 9.000 53264 8/26/10 289188 PIMCO 9/01/20 134,000.00 98.370 131,815.80
PUR 8/19/10 624758AC MUELLER WATER PRODUCTS 8.7500 8.674 53264 8/26/10 289188 PIMCO 9/01/20 23,000.00 100.50 23,115.00
PUR 8/19/10 624758AC MUELLER WATER PRODUCTS 8.7500 8.655 53264 8/26/10 289188 PIMCO 9/01/20 18,000.00 100.62 18,112.50
PUR 8/12/10 62546RAB MULTIPLAN INC 9.8750 9.874 53119 8/26/10 289188 PIMCO 9/01/18 500,000.00 100.00 500,000.00
PUR 8/06/10 693320AK PHH CORP 9.2500 9.248 53065 8/11/10 289188 PIMCO 3/01/16 100,000.00 100.00 100,000.00
PUR 8/03/10 716495AK PETROHAWK ENERGY CORP 7.2500 7.208 53120 8/17/10 289188 PIMCO 8/15/18 250,000.00 100.25 250,625.00
PUR 8/03/10 716495AK PETROHAWK ENERGY CORP 7.2500 7.187 53120 8/17/10 289188 PIMCO 8/15/18 50,000.00 100.37 50,187.50
PUR 8/03/10 716495AK PETROHAWK ENERGY CORP 7.2500 7.187 53120 8/17/10 289188 PIMCO 8/15/18 25,000.00 100.37 25,093.75
PUR 8/03/10 716495AK PETROHAWK ENERGY CORP 7.2500 7.146 53120 8/17/10 289188 PIMCO 8/15/18 25,000.00 100.62 25,156.25
PUR 8/03/10 716495AK PETROHAWK ENERGY CORP 7.2500 7.250 53120 8/17/10 289188 PIMCO 8/15/18 150,000.00 100.00 150,000.00
PUR 8/10/10 72347QAF PINNACLE FOODS FINANCE L 8.2500 8.249 53121 8/17/10 289188 PIMCO 9/01/17 1,000,000.00 100.00 1,000,000.00
PUR 7/29/10 75281AAL RANGE RESOURCES CORP 6.7500 6.750 53066 8/12/10 289188 PIMCO 8/01/20 225,000.00 100.00 225,000.00
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 8/01/10 THROUGH 8/31/10
PIMCO (5166) -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 ------
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
PUR 7/30/10 75281AAL RANGE RESOURCES CORP 6.7500 6.646 53066 8/12/10 289188 PIMCO 8/01/20 25,000.00 100.75 25,187.50
PUR 8/10/10 758766AE REGAL ENTERTAINMENT CORP 9.1250 9.125 53067 8/16/10 289188 PIMCO 8/15/18 500,000.00 100.00 500,000.00
PUR 8/03/10 88033GBL TENET HEALTHCARE CORP 8.0000 7.999 53122 8/17/10 289188 PIMCO 8/01/20 500,000.00 100.00 500,000.00
PUR 7/27/10 882491AP TEXAS INDUSTRIES INC 9.1250 9.125 53068 8/10/10 289188 PIMCO 8/15/20 150,000.00 100.00 150,000.00
PUR 7/29/10 89421EAC TRAVELPORT LLC 11.8750 10.159 52910 8/03/10 289144 PIMCO 9/01/16 500,000.00 107.62 538,125.00
PUR 8/12/10 89421JAA TRAVELPORT LLC/TRAVELPOR 9.0000 8.998 53125 8/18/10 289188 PIMCO 3/01/16 250,000.00 100.00 250,000.00
PUR 8/12/10 93443TAA WARNER CHILCOTT CO LLC 7.7500 7.749 53126 8/20/10 289188 PIMCO 9/15/18 500,000.00 100.00 500,000.00
PUR 7/21/10 983130AQ WYNN LAS VEGAS LLC/CORP 7.7500 7.749 53220 8/04/10 289188 PIMCO 8/15/20 350,000.00 100.00 350,000.00 ------SUBTOTAL FIXED PURCHASES: 9,115,625.00 9,179,024.33
------TOTAL FUND PURCHASES: 9,115,625.00 9,179,024.33
SALES OF FIXED INCOME SECURITIES ------
SALE 8/12/10 15080BAA CEDC FIN CORP INTL INC 9.1250 9.250 49864 8/17/10 289188 PIMCO 12/01/16 500,000.00 103.50 517,500.00 20,555.50
SALE 8/27/10 228188AB CROWN AMERICAS 7.6250 8.002 47028 8/27/10 289188 PIMCO 11/15/13 640,000.00 103.81 664,403.20 31,248.51
S T A T E O F N E W J E R S E Y 5166 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
PIMCO (5166) -Cont. PAGE: 121 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/19/10 59833DAA MIDWEST GMNG BOR/MW FINA 11.6250 11.875 51473 8/24/10 289188 PIMCO 4/15/16 500,000.00 101.00 505,000.00 10,206.19
SALE 7/29/10 868536AS SUPERVALU INC 7.5000 8.976 43532 8/03/10 289144 PIMCO 11/15/14 500,000.00 101.00 505,000.00 30,867.70
SALE 8/03/10 983130AK WYNN LAS VEGAS LLC/CORP 6.6250 10.648 46974 8/04/10 289188 PIMCO 12/01/14 1,600,000.00 100.43 1,607,008.00 225,866.77 ------SUBTOTAL FIXED SALES: 3,740,000.00 3,798,911.20 318,744.67
------TOTAL FUND SALES: 3,740,000.00 3,798,911.20 318,744.67
END OF REPORT FOR: PIMCO
S T A T E O F N E W J E R S E Y 5167 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
NOMURA (5167) PAGE: 122 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PURCHASE OF FIXED INCOME SECURITIES ------
PUR 7/29/10 00439TAD ACCURIDE CORP 9.5000 9.098 52875 8/03/10 289145 NOMURA 8/01/18 100,000.00 102.25 102,250.00
PUR 7/26/10 007903AS ADVANCED MICRO DEVICES 7.7500 7.750
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
52911 8/04/10 289188 NOMURA 8/01/20 325,000.00 100.00 325,000.00
PUR 7/27/10 008911AK AIR CANADA 9.2500 9.499 52912 8/03/10 289188 NOMURA 8/01/15 500,000.00 99.025 495,125.00
PUR 7/27/10 008911AP AIR CANADA 12.0000 12.999 52913 8/03/10 289188 NOMURA 2/01/16 500,000.00 96.160 480,800.00
PUR 7/29/10 02406PAF AMERICAN AXLE 7.8750 9.212 52194 8/03/10 289188 NOMURA 3/01/17 100,000.00 93.500 93,500.00
PUR 7/29/10 02406PAF AMERICAN AXLE 7.8750 9.212 52194 8/03/10 289188 NOMURA 3/01/17 125,000.00 93.500 116,875.00
PUR 8/03/10 02406PAF AMERICAN AXLE 7.8750 8.842 52194 8/06/10 289188 NOMURA 3/01/17 175,000.00 95.250 166,687.50
PUR 8/04/10 02406PAF AMERICAN AXLE 7.8750 8.843 52194 8/09/10 289188 NOMURA 3/01/17 25,000.00 95.250 23,812.40
PUR 8/02/10 039380AC ARCH COAL INC 7.2500 7.248 52978 8/09/10 2891880 NOMURA 10/01/20 200,000.00 100.00 200,000.00
PUR 8/13/10 163893AB CHEMTURA CORP 7.8750 8.000 53127 8/27/10 289188 NOMURA 9/01/18 400,000.00 99.269 397,076.00
PUR 8/09/10 165167CE CHESAPEAKE ENERGY CORP 6.8750 6.875 53128 8/17/10 289188 NOMURA 8/15/18 225,000.00 100.00 225,000.00
PUR 8/09/10 165167CF CHESAPEAKE ENERGY CORP 6.6250 6.625 53130 8/17/10 289188 NOMURA 8/15/20 550,000.00 100.00 550,000.00
S T A T E O F N E W J E R S E Y 5167 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
NOMURA (5167) -Cont. PAGE: 123 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/04/10 210795PW CONTINENTAL AIRLINES INC 6.7500 7.001 53131 8/18/10 289188 NOMURA 9/15/15 400,000.00 98.938 395,752.00
PUR 8/12/10 221643AE COTT BEVERAGES USA INC 8.1250 8.124 53132 8/17/10 289188 NOMURA 9/01/18 200,000.00 100.00 200,000.00
PUR 8/26/10 28368EAA EL PASO ENERGY CORP 8.0500 7.847 42298 8/31/10 289188 NOMURA 10/15/30 50,000.00 102.00 51,000.00
PUR 8/05/10 292757AA ENERGYSOLUTIONS INC/LLC 10.7500 11.000 53069 8/13/10 289188 NOMURA 8/15/18 300,000.00 98.690 296,070.00
PUR 7/19/10 297425AG ESTERLINE TECHNOLOGIES C 7.0000 7.000 52876 8/02/10 289188 NOMURA 8/01/20 150,000.00 100.00 150,000.00
PUR 8/05/10 315405AM FERRO CORP 7.8750 7.874 53133 8/24/10 289188 NOMURA 8/15/18 75,000.00 100.00 75,000.00
PUR 8/09/10 319963AT FIRST DATA CORP 10.5500 16.646 48980 8/12/10 289188 NOMURA 9/24/15 150,000.00 79.500 119,250.00
PUR 8/26/10 345397VG FORD MOTOR CRED 7.8000 4.555 50651 8/31/10 289188 NOMURA 6/01/12 450,000.00 105.37 474,187.50
PUR 7/28/10 345397VP FORD MOTOR CREDIT CO LLC 6.6250 6.900 52915 8/04/10 289188 NOMURA 8/15/17 200,000.00 98.485 196,970.00
PUR 8/03/10 413627BM HARRAHS OPERATING CO INC 10.0000 13.016 50602 8/06/10 289188 NOMURA 12/15/18 175,000.00 84.875 148,531.25
PUR 8/06/10 45768VAD INSIGHT COMMUNICATIONS 9.3750 8.366 52530 8/11/10 289188 PIMCO 7/15/18 150,000.00 105.75 158,625.00
PUR 7/28/10 46122EAA INVENTIV HEALTH INC 10.0000 9.999 52918 8/04/10 289145 NOMURA 8/15/18 250,000.00 100.00 250,000.00
PUR 8/23/10 532776AS LIN TELEVISION CORP 8.3750 8.149 51482 8/26/10 289188 NOMURA 4/15/18 50,000.00 101.25 50,625.00
S T A T E O F N E W J E R S E Y 5167 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
NOMURA (5167) -Cont. PAGE: 124 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
PUR 8/23/10 532776AS LIN TELEVISION CORP 8.3750 8.105 51482 8/26/10 289188 NOMURA 4/15/18 50,000.00 101.50 50,750.00
PUR 8/04/10 56808RAA MARINA DISTRICT FINANCE 9.5000 9.758 52975 8/06/10 289188 NOMURA 10/15/15 200,000.00 98.943 197,886.00
PUR 8/04/10 56808RAC MARINA DISTRIC FINANCE 9.8750 10.000 52976 8/06/10 289188 NOMURA 8/15/18 200,000.00 99.315 198,630.00
PUR 8/12/10 62546RAB MULTIPLAN INC 9.8750 9.874 53134 8/26/10 289188 NOMURA 9/01/18 425,000.00 100.00 425,000.00
PUR 7/30/10 628530AL MYLAN INC 7.8750 7.092 52017 8/16/10 289145 NOMURA 7/15/20 175,000.00 105.50 184,625.00
PUR 8/11/10 68383KAF OPTI CANANDA INC 9.7500 11.159 53135 8/20/10 289188 NOMURA 8/15/13 225,000.00 96.500 217,125.00
PUR 8/11/10 68385BAA OPTI CANADA INC 9.0000 9.228 49769 8/20/10 289188 NOMURA 12/15/12 75,000.00 99.510 74,632.50
PUR 8/06/10 693320AK PHH CORP 9.2500 9.248 53070 8/11/10 289188 NOMURA 3/01/16 225,000.00 100.00 225,000.00
PUR 8/11/10 704549AH PEABODY ENERGY CORP 6.5000 6.499 53136 8/25/10 289188 NOMURA 9/15/20 500,000.00 100.00 500,000.00
PUR 8/03/10 716495AK PETROHAWK ENERGY CORP 7.2500 7.250 53137 8/17/10 289188 NOMURA 8/15/18 250,000.00 100.00 250,000.00
PUR 8/12/10 716748AA PETROQUEST ENERGY LLC 10.0000 9.999 53138 8/19/10 289188 NOMURA 9/01/17 250,000.00 100.00 250,000.00
PUR 8/03/10 74153QAH PRIDE INTERNATIONAL INC 6.8750 6.875 52964 8/06/10 2891988 NOMURA 8/15/20 150,000.00 100.00 150,000.00
PUR 8/04/10 74153QAJ PRIDE INTERNATIONAL INC 7.8750 7.692 52979 8/09/10 289188 NOMURA 8/15/40 25,000.00 102.12 25,531.25
S T A T E O F N E W J E R S E Y 5167 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
NOMURA (5167) -Cont. PAGE: 125 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 8/04/10 74153QAJ PRIDE INTERNATIONAL INC 7.8750 7.682 52979 8/09/10 289188 NOMURA 8/15/40 125,000.00 102.25 127,812.50
PUR 8/10/10 758766AE REGAL ENTERTAINMENT CORP 9.1250 8.772 53071 8/16/10 289188 NOMURA 8/15/18 50,000.00 102.00 51,000.00
PUR 8/10/10 758766AE REGAL ENTERTAINMENT CORP 9.1250 8.728 53071 8/16/10 289188 NOMURA 8/15/18 50,000.00 102.25 51,125.00
PUR 8/10/10 758766AE REGAL ENTERTAINMENT CORP 9.1250 9.125 53071 8/16/10 289188 NOMURA 8/15/18 100,000.00 100.00 100,000.00
PUR 8/10/10 758766AE REGAL ENTERTAINMENT CORP 9.1250 8.815 53071 8/16/10 289188 NOMURA 8/15/18 75,000.00 101.75 76,312.50
PUR 8/10/10 758766AE REGAL ENTERTAINMENT CORP 9.1250 8.728 53071 8/16/10 289188 NOMURA 8/15/18 300,000.00 102.25 306,750.00
PUR 8/09/10 767754CA RITE AID CORP 8.0000 8.000 53072 8/16/10 289188 NOMURA 8/15/20 600,000.00 100.00 600,000.00
PUR 8/10/10 784635AM SPX CORP 6.8750 6.874 53073 8/16/10 289188 NOMURA 9/01/17 325,000.00 100.00 325,000.00
PUR 8/04/10 85771TAH STATS CHIPPAC LTD 7.5000 7.500 53074 8/12/10 289188 NOMURA 8/12/15 100,000.00 100.00 100,000.00
PUR 8/10/10 87612BAE TARGA RESOURCES PARTNERS 7.8750 7.872 53075 8/13/10 289188 NOMURA 10/15/18 250,000.00 100.00 250,000.00
PUR 7/29/10 880349AM TENNECO INC 7.7500 7.749 52919 8/03/10 289188 NOMURA 8/15/18 125,000.00 100.00 125,000.00
PUR 8/26/10 90338WAK US ONCOLOGY INC 9.1250 8.373 50007 8/31/10 289188 NOMURA 8/15/17 125,000.00 103.87 129,843.75
PUR 8/12/10 93443TAA WARNER CHILCOTT CO LLC 7.7500 7.749 53141 8/20/10 289188 NOMURA 9/15/18 675,000.00 100.00 675,000.00
S T A T E O F N E W J E R S E Y 5167 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
NOMURA (5167) -Cont. PAGE: 126 ------
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
- TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
PUR 7/21/10 983130AQ WYNN LAS VEGAS LLC/CORP 7.7500 7.749 53019 8/04/10 289188 NOMURA 8/15/20 325,000.00 100.00 325,000.00 ------SUBTOTAL FIXED PURCHASES: 11,800,000.00 11,734,160.15
------TOTAL FUND PURCHASES: 11,800,000.00 11,734,160.15
SALES OF FIXED INCOME SECURITIES ------
SALE 8/06/10 00208JAC ATP OIL & GAS CORPORATION 11.8750 14.287 51669 8/11/10 289188 NOMURA 5/01/15 325,000.00 81.000 263,250.00 -35,315.88
SALE 8/11/10 003924AG ABITIBI CONSOLIDATED 8.5500 3.142 42193 8/16/10 289188 NOMURA 8/01/11 300,000.00 87.750 263,250.00 -36,750.00
SALE 7/28/10 007903AS ADVANCED MICRO DEVICES 7.7500 7.750 52911 8/04/10 289188 NOMURA 8/01/20 325,000.00 100.62 327,031.25 2,031.25
SALE 8/11/10 02635PTS AMERICAN GENERAL FINANCE 6.9000 13.678 48176 8/16/10 289188 NOMURA 12/15/17 100,000.00 87.000 87,000.00 17,791.04
SALE 8/11/10 02635PTS AMERICAN GENERAL FINANCE 6.9000 13.678 48176 8/16/10 289188 NOMURA 12/15/17 100,000.00 86.000 86,000.00 16,791.04
SALE 8/12/10 02635PTS AMERICAN GENERAL FINANCE 6.9000 13.678 48176 8/17/10 289188 NOMURA 12/15/17 100,000.00 76.500 76,500.00 7,284.34
SALE 8/12/10 02635PTS AMERICAN GENERAL FINANCE 6.9000 13.678 48176 8/17/10 289188 NOMURA 12/15/17 100,000.00 76.250 76,250.00 7,034.34
SALE 8/24/10 039380AC ARCH COAL INC 7.2500 7.248 52978 8/27/10 289188 NOMURA 10/01/20 200,000.00 102.12 204,250.00 4,250.00
SALE 8/10/10 1248EPAJ CCO HOLDINGS LLC 7.8750 7.875 51713 8/13/10 289188 NOMURA 4/30/18 150,000.00 104.75 157,125.00 7,125.00
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 8/01/10 THROUGH 8/31/10
NOMURA (5167) -Cont. PAGE: 127 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/09/10 18538AAA CLEARWIRE COMM/FINANCE 12.0000 11.946 51908 8/12/10 289188 NOMURA 12/01/15 100,000.00 104.50 104,500.00 4,334.10
SALE 8/27/10 228188AB CROWN AMERICAS 7.6250 7.649 47515 8/27/10 289188 NOMURA 11/15/13 455,000.00 101.65 462,519.26 7,905.76
SALE 8/26/10 277461BH EASTMAN KODAK CO 9.7500 9.907 51032 8/31/10 289188 NOMURA 3/01/18 700,000.00 96.125 672,875.00 -21,211.83
SALE 7/28/10 281023AU EDISON MISSION 7.0000 9.990 42218 8/02/10 289145 NOMURA 5/15/17 175,000.00 69.000 120,750.00 -28,867.88
SALE 8/10/10 281023AU EDISON MISSION 7.0000 9.990 42218 8/13/10 289188 NOMURA 5/15/17 150,000.00 70.750 106,125.00 -22,187.33
SALE 8/11/10 319963AV FIRST DATA CORP 11.2500 15.309 51626 8/16/10 289188 NOMURA 3/31/16 100,000.00 70.000 70,000.00 -15,015.17
SALE 8/10/10 345397VP FORD MOTOR CREDIT CO LLC 6.6250 6.900 52915 8/13/10 289188 NOMURA 8/15/17 200,000.00 100.50 201,000.00 4,016.37
SALE 7/28/10 404119AX HCA INC 9.2500 9.189 42006 8/02/10 289188 NOMURA 11/15/16 425,000.00 108.25 460,062.50 33,950.07
SALE 8/11/10 459745FV INTL LEASE FINANCE 8.6250 8.998 51226 8/16/10 289188 NOMURA 9/15/15 125,000.00 102.00 127,500.00 4,385.76
SALE 8/11/10 459745FX INTL LEASE FINANCE 8.7500 9.249 51225 8/16/10 289188 NOMURA 3/15/17 100,000.00 100.37 100,375.00 2,805.17
SALE 8/03/10 513075AW LAMAR MEDIA CORP 7.8750 7.753 51646 8/06/10 289188 NOMURA 4/15/18 200,000.00 104.00 208,000.00 6,639.47
SALE 8/10/10 56808RAA MARINA DISTRICT FINANCE 9.5000 9.758 52975 8/13/10 289188 NOMURA 10/15/15 200,000.00 100.62 201,250.00 3,355.66
SALE 8/12/10 56808RAC MARINA DISTRIC FINANCE 9.8750 10.000 52976 8/17/10 289188 NOMURA 8/15/18 200,000.00 99.375 198,750.00 107.69
S T A T E O F N E W J E R S E Y 5167
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM] Domestic Report
D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
NOMURA (5167) -Cont. PAGE: 128 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 7/28/10 570506AH MARKWEST ENERGY 8.7500 8.747 43075 8/02/10 289188 NOMURA 4/15/18 500,000.00 108.25 541,250.00 41,250.00
SALE 8/03/10 594073AA MICHAEL FOODS INC 9.7500 9.748 52463 8/06/10 289188 NOMURA 7/15/18 275,000.00 106.12 291,843.75 16,843.75
SALE 8/24/10 640204AG NEIMAN MARCUS GROUP 9.0000 9.033 50239 8/27/10 289188 NOMURA 10/15/15 400,000.00 101.37 405,500.00 6,061.90
SALE 7/29/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327 50168 8/03/10 289188 NOMURA 11/15/15 75,000.00 98.250 73,687.50 21,955.38
SALE 7/29/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327 50168 8/03/10 289188 NOMURA 11/15/15 25,000.00 98.000 24,500.00 7,255.96
SALE 7/29/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327 50168 8/03/10 289188 NOMURA 11/15/15 25,000.00 96.250 24,062.50 6,818.46
SALE 7/29/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327 50168 8/03/10 289145 NOMURA 11/15/15 25,000.00 96.500 24,125.00 6,880.96
SALE 7/29/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327 50168 8/03/10 289188 NOMURA 11/15/15 25,000.00 97.750 24,437.50 7,193.46
SALE 7/29/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327 50168 8/03/10 289188 NOMURA 11/15/15 125,000.00 98.125 122,656.25 36,436.05
SALE 8/10/10 67090FAD NUVEEN INVESTMENTS INC 10.5000 20.327 50168 8/13/10 289188 NOMURA 11/15/15 100,000.00 97.750 97,750.00 28,681.31
SALE 8/09/10 704549AC PEABODY ENERGY CORP 6.8750 6.356 49908 8/12/10 289188 NOMURA 3/15/13 500,000.00 101.37 506,875.00 797.47
SALE 8/25/10 704549AH PEABODY ENERGY CORP 6.5000 6.499 53136 8/30/10 289188 NOMURA 9/15/20 175,000.00 103.75 181,562.50 6,562.50
SALE 8/11/10 729416AJ PLY GEM INDUSTRIES 11.7500 16.203 43661 8/16/10 289188 NOMURA 6/15/13 75,000.00 105.25 78,937.50 11,325.55
S T A T E O F N E W J E R S E Y 5167 D I V I S I O N O F I N V E S T M E N T
DETAIL REPORT OF SECURITIES TRANSACTIONS DURING THE PERIOD 8/01/10 THROUGH 8/31/10
NOMURA (5167) -Cont. PAGE: 129 ------TRXN/ TRADE/ CUSIP/ SECURITY DESCRIPTION/ RATE/ YIELD/ EXPENSE/ INVNT# DELIVERY DOCUMENT BROKER/SERVICER OF RECORD MATURITY PAR-OR-SHARES PRICE COMMISSION COST/PROCEEDS GAIN-OR-LOSS ------
SALE 8/05/10 74153QAJ PRIDE INTERNATIONAL INC 7.8750 7.684 52979 8/10/10 289188 NOMURA 8/15/40 75,000.00 104.75 78,562.50 1,890.37
SALE 8/05/10 74153QAJ PRIDE INTERNATIONAL INC 7.8750 7.684 52979 8/10/10 289188 NOMURA 8/15/40 75,000.00 105.50 79,125.00 2,452.87
SALE 8/16/10 75886AAC REGENCY ENERGY P 9.3750 10.520 46960 8/19/10 289188 NOMURA 6/01/16 400,000.00 108.25 433,000.00 52,590.97
SALE 8/09/10 868536AS SUPERVALU INC 7.5000 8.379 47461 8/12/10 289188 NOMURA 11/15/14 75,000.00 100.00 75,000.00 2,336.34
SALE 8/09/10 868536AT SUPERVALU INC 8.0000 8.354 47778 8/12/10 289188 NOMURA 5/01/16 225,000.00 100.00 225,000.00 3,605.83
SALE 8/10/10 89612BAA TRICO SHIPPING 11.8750 11.635 49194 8/13/10 289188 NOMURA 11/01/14 500,000.00 85.000 425,000.00 -78,708.21 ------SUBTOTAL FIXED SALES: 8,505,000.00 8,287,238.01 152,689.89
------TOTAL FUND SALES: 8,505,000.00 8,287,238.01 152,689.89
END OF REPORT FOR: NOMURA
file:///M|/OPI/Reports_to_the_Legislature/securities_770_domestic.htm[9/21/2010 10:02:42 AM]