S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 1
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
DEV MKT COMMON STOCK (2220)
PUR 10/06/09 60 IAMGOLD CORP NPV 80,000.00 3,027.44 1,234,344.00 1,234,344.00
248800 10/09/09 CAD S26730 15.389 1.057 1,167,780.51 1,167,780.51
PUR 10/09/09 60 BROOKFIELD ASSET MGMT 40,000.00 1,535.21 974,808.00 974,808.00
247918 10/15/09 CAD S26750 24.330 1.042 935,336.79 935,336.79
PUR 10/14/09 60 CANADIAN NATURAL RESOU 20,000.00 777.98 1,536,690.00 1,536,690.00
230200 10/19/09 CAD S26763 76.795 1.028 1,494,398.52 1,494,398.52
PUR 10/14/09 60 KINROSS GOLD CORP CAD 40,000.00 1,555.97 974,152.00 974,152.00
248874 10/19/09 CAD S26763 24.314 1.028 947,342.22 947,342.22
PUR 10/22/09 60 SUNCOR ENERGY INC 60,000.00 2,294.89 2,346,024.00 2,346,024.00
248036 10/27/09 CAD S26784 39.060 1.046 2,243,281.70 2,243,281.70
240,000.00 9,191.49 7,066,018.00 7,066,018.00
6,788,139.74 6,788,139.74
5 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 9/28/09 60 L'OREAL SA EUR 0.2 102,111.00 15,192.43 6,932,866.22 6,932,866.22
248327 10/01/09 EUR S26697 67.794 .683 10,143,480.73 10,143,480.73
PUR 9/30/09 60 ATOS ORIGIN SA EUR 1.0 144,767.00 10,992.21 5,020,264.69 5,020,264.69
245479 10/05/09 EUR S26705 34.626 .684 7,339,128.36 7,339,128.36
PUR 10/01/09 60 ATOS ORIGIN SA EUR 1.0 105,233.00 7,837.56 3,593,269.40 3,593,269.40
245479 10/06/09 EUR S26709 34.095 .687 5,232,875.96 5,232,875.96
PUR 10/02/09 60 ATOS ORIGIN SA EUR 1.0 25,000.00 1,813.77 829,051.71 829,051.71
245479 10/07/09 EUR S26717 33.112 .685 1,210,996.31 1,210,996.31
PUR 10/02/09 60 CARBONE LORRAINE EUR 2 170,260.00 2,894,420.00 2,894,420.00
237146 10/16/09 EUR 26683 17.000 .685 4,227,880.98 4,227,880.98
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 2
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/05/09 60 ATOS ORIGIN SA EUR 1.0 44,210.00 3,314.47 1,512,616.18 1,512,616.18
245479 10/08/09 EUR S26722 34.163 .684 2,212,957.47 2,212,957.47
PUR 10/09/09 60 CARBONE LORRAINE EUR 2 6,128.00 356.09 161,085.34 161,085.34
237146 10/14/09 EUR S26746 26.247 .678 237,745.74 237,745.74
PUR 10/09/09 60 L'OREAL SA EUR 0.2 200,000.00 29,941.78 13,545,047.14 13,545,047.14
248327 10/14/09 EUR S26746 67.624 .678 19,991,125.59 19,991,125.59
PUR 10/16/09 60 ATOS ORIGIN SA EUR 1.0 5,270.00 399.88 179,448.77 179,448.77
245479 10/21/09 EUR S26770 34.000 .672 266,984.02 266,984.02
PUR 10/19/09 60 ATOS ORIGIN SA EUR 1.0 25,520.00 1,944.89 868,820.50 868,820.50
245479 10/22/09 EUR S26772 33.994 .669 1,298,539.77 1,298,539.77
---------------- --------- ---------------- ------------ ---------------- --------------
828,499.00 71,793.08 35,536,889.95 35,536,889.95
52,161,714.93 52,161,714.93
10 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
PUR 9/30/09 60 FAST RETAILING CO LTD 100,000.00 15,266.381,140,238,396.00 1,140,238,396.00
241347 10/05/09 JPY S26702 11388.7 89.520 12,737,247.50 12,737,247.50
PUR 10/01/09 60 AJINOMOTO CO INC NPV 109,000.00 164.36 98,192,324.00 98,192,324.00
245406 10/06/09 JPY S26707 900.712 89.600 1,095,896.47 1,095,896.47
PUR 10/01/09 60 ASAHI BREWERIES LTD 62,200.00 169.26 101,121,938.00 101,121,938.00
243254 10/06/09 JPY S26707 1625.51 89.600 1,128,593.06 1,128,593.06
PUR 10/01/09 60 ASAHI GLASS CO LTD JPY 1,620,000.00 1,966.921,175,085,610.00 1,175,085,610.00
245073 10/06/09 JPY S26707 725.253 89.600 13,114,794.75 13,114,794.75
PUR 10/01/09 60 ASAHI KASEI CORP 198,000.00 148.25 88,565,080.00 88,565,080.00
249124 10/06/09 JPY S26707 447.231 89.600 988,449.55 988,449.55
PUR 10/01/09 60 BRIDGESTONE CORP 224,000.00 598.06 357,295,282.00 357,295,282.00
210757 10/06/09 JPY S26707 1594.82 89.600 3,987,670.56 3,987,670.56
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 3
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/01/09 60 CENTRAL JAPAN RAILWAY 468.00 511.33 305,479,815.00 305,479,815.00
241712 10/06/09 JPY S26707 652636. 89.600 3,409,372.94 3,409,372.94
PUR 10/01/09 60 CHUBU ELECTRIC POWER C 142,000.00 519.33 310,261,535.00 310,261,535.00
241668 10/06/09 JPY S26707 2184.61 89.600 3,462,740.35 3,462,740.35
PUR 10/01/09 60 CHUGOKU ELECTRIC POWER 46,500.00 153.15 91,496,004.00 91,496,004.00
245395 10/06/09 JPY S26707 1967.36 89.600 1,021,160.76 1,021,160.76
PUR 10/01/09 60 DAIICHI SANKYO CO LTD 222,000.00 685.89 409,770,204.00 409,770,204.00
241711 10/06/09 JPY S26707 1845.53 89.600 4,573,328.17 4,573,328.17
PUR 10/01/09 60 DAIKIN INDUSTRIES LTD 45,500.00 240.50 143,679,950.00 143,679,950.00
245450 10/06/09 JPY S26707 3157.32 89.600 1,603,570.87 1,603,570.87
PUR 10/01/09 60 DAIWA SECURITIES GROUP 2,550,000.00 1,901.331,135,898,029.00 1,135,898,029.00
225427 10/06/09 JPY S26707 445.383 89.600 12,677,433.36 12,677,433.36
PUR 10/01/09 60 DENSO CORP 276,800.00 1,193.49 713,019,897.00 713,019,897.00
231704 10/06/09 JPY S26707 2575.55 89.600 7,957,811.35 7,957,811.35
PUR 10/01/09 60 EAST JAPAN RAILWAY 206,400.00 2,234.781,335,110,234.00 1,335,110,234.00
212437 10/06/09 JPY S26707 6467.58 89.600 14,900,783.86 14,900,783.86
PUR 10/01/09 60 EISAI CO LTD NPV 41,500.00 234.33 139,996,097.00 139,996,097.00
249125 10/06/09 JPY S26707 3372.89 89.600 1,562,456.44 1,562,456.44
PUR 10/01/09 60 FANUC LTD 13,070.00 171.82 102,645,576.00 102,645,576.00
220993 10/06/09 JPY S26707 7852.34 89.600 1,145,597.95 1,145,597.95
PUR 10/01/09 60 FAST RETAILING CO LTD 82,700.00 1,626.13 971,484,616.00 971,484,616.00
241347 10/06/09 JPY S26707 11745.3 89.600 10,842,462.23 10,842,462.23
PUR 10/01/09 60 FUJIFILM HOLDINGS CORP 17,680.00 78.12 46,674,133.00 46,674,133.00
245420 10/06/09 JPY S26707 2639.54 89.600 520,916.66 520,916.66
PUR 10/01/09 60 FUJITSU LTD 3,440,040.00 3,351.532,002,281,112.00 2,002,281,112.00
244550 10/06/09 JPY S26707 581.964 89.600 22,346,887.41 22,346,887.41
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 4
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/01/09 60 HONDA MOTOR CO LTD 259,790.00 1,191.53 711,849,371.00 711,849,371.00
9605 10/06/09 JPY S26707 2739.68 89.600 7,944,747.44 7,944,747.44
PUR 10/01/09 60 JAPAN TOBACCO INC JPY 2,283.00 1,126.22 672,829,899.00 672,829,899.00
233920 10/06/09 JPY S26707 294668. 89.600 7,509,262.27 7,509,262.27
PUR 10/01/09 60 JFE HOLDINGS INC 174,100.00 909.22 543,184,867.00 543,184,867.00
223579 10/06/09 JPY S26707 3119.49 89.600 6,062,331.10 6,062,331.10
PUR 10/01/09 60 KANSAI ELECTRIC POWER 57,700.00 208.79 124,736,156.00 124,736,156.00
241670 10/06/09 JPY S26707 2161.48 89.600 1,392,144.60 1,392,144.60
PUR 10/01/09 60 KAO CORP 301,500.00 1,161.35 693,816,061.00 693,816,061.00
243356 10/06/09 JPY S26707 2300.86 89.600 7,743,482.82 7,743,482.82
PUR 10/01/09 60 KDDI CORP 1,748.00 1,507.04 900,340,031.00 900,340,031.00
241277 10/06/09 JPY S26707 514991. 89.600 10,048,437.85 10,048,437.85
PUR 10/01/09 60 KINTETSU CORP NPV 269,000.00 155.40 92,839,960.00 92,839,960.00
245432 10/06/09 JPY S26707 345.078 89.600 1,036,160.27 1,036,160.27
PUR 10/01/09 60 KOMATSU LTD 249,420.00 687.90 410,968,391.00 410,968,391.00
231469 10/06/09 JPY S26707 1647.44 89.600 4,586,700.79 4,586,700.79
PUR 10/01/09 60 KUBOTA CORP Y50 1,840.00 2.29 1,363,645.00 1,363,645.00
242022 10/06/09 JPY S26707 741.000 89.600 15,219.25 15,219.25
PUR 10/01/09 60 KYUSHU ELECTRIC POWER 55,600.00 188.62 112,685,402.00 112,685,402.00
245391 10/06/09 JPY S26707 2026.41 89.600 1,257,649.58 1,257,649.58
PUR 10/01/09 60 MITSUBISHI ESTATE 780,000.00 1,843.441,101,309,970.00 1,101,309,970.00
231470 10/06/09 JPY S26707 1411.72 89.600 12,291,405.92 12,291,405.92
PUR 10/01/09 60 MITSUI FUDOSAN CO LTD 519,000.00 1,308.59 781,784,032.00 781,784,032.00
229918 10/06/09 JPY S26707 1506.10 89.600 8,725,268.21 8,725,268.21
PUR 10/01/09 60 MITSUI OSK LINES LTD 425,130.00 378.96 226,399,057.00 226,399,057.00
244665 10/06/09 JPY S26707 532.461 89.600 2,526,775.19 2,526,775.19
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 5
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/01/09 60 MITSUI SUMITOMO INS GR 177,400.00 739.10 441,554,223.00 441,554,223.00
240630 10/06/09 JPY S26707 2488.65 89.600 4,928,060.52 4,928,060.52
PUR 10/01/09 60 MIZUHO FINANCIAL GROUP 3,469,600.00 1,020.30 609,551,987.00 609,551,987.00
230461 10/06/09 JPY S26707 175.657 89.600 6,803,035.57 6,803,035.57
PUR 10/01/09 60 MURATA MANUFACTURING C 32,600.00 229.94 137,373,603.00 137,373,603.00
244667 10/06/09 JPY S26707 4213.28 89.600 1,533,187.53 1,533,187.53
PUR 10/01/09 60 NGK INSULATORS LTD JPY 263,000.00 895.27 534,854,133.00 534,854,133.00
245421 10/06/09 JPY S26707 2033.36 89.600 5,969,354.16 5,969,354.16
PUR 10/01/09 60 NIDEC CORP NPV 17,000.00 205.31 122,657,396.00 122,657,396.00
245266 10/06/09 JPY S26707 7214.05 89.600 1,368,944.15 1,368,944.15
PUR 10/01/09 60 NINTENDO CO LTD JPY 50 97,900.00 3,731.572,229,330,017.00 2,229,330,017.00
233668 10/06/09 JPY S26707 22768.0 89.600 24,880,915.37 24,880,915.37
PUR 10/01/09 60 NIPPON OIL CORP JPY 50 219,000.00 184.10 109,984,805.00 109,984,805.00
245146 10/06/09 JPY S26707 502.138 89.600 1,227,508.98 1,227,508.98
PUR 10/01/09 60 NIPPON TELEGRAPH & TEL 188,400.00 1,298.02 775,467,497.00 775,467,497.00
14460 10/06/09 JPY S26707 4115.45 89.600 8,654,771.17 8,654,771.17
PUR 10/01/09 60 NISSAN MOTOR CO LTD NP 1,535,100.00 1,549.03 925,426,151.00 925,426,151.00
245070 10/06/09 JPY S26707 602.754 89.600 10,328,416.86 10,328,416.86
PUR 10/01/09 60 NTT DOCOMO INC 4,640.00 1,115.28 666,294,329.00 666,294,329.00
238741 10/06/09 JPY S26707 143576. 89.600 7,436,320.64 7,436,320.64
PUR 10/01/09 60 OLYMPUS CORP JPY 50.0 38,200.00 149.73 89,454,067.00 89,454,067.00
249126 10/06/09 JPY S26707 2341.37 89.600 998,371.28 998,371.28
PUR 10/01/09 60 ORIX CORP 224,570.00 2,037.131,217,030,612.00 1,217,030,612.00
244531 10/06/09 JPY S26707 5418.56 89.600 13,582,930.94 13,582,930.94
PUR 10/01/09 60 OSAKA GAS CO LTD JPY 5 675,000.00 355.00 212,087,108.00 212,087,108.00
245147 10/06/09 JPY S26707 314.156 89.600 2,367,043.62 2,367,043.62
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 6
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/01/09 60 PANASONIC CORP 382,600.00 836.34 499,648,497.00 499,648,497.00
243112 10/06/09 JPY S26707 1305.73 89.600 5,576,434.12 5,576,434.12
PUR 10/01/09 60 RESONA HOLDINGS INC 110,900.00 209.15 124,951,083.00 124,951,083.00
249127 10/06/09 JPY S26707 1126.53 89.600 1,394,543.34 1,394,543.34
PUR 10/01/09 60 SECOM CO LTD 131,300.00 1,006.73 601,443,717.00 601,443,717.00
245149 10/06/09 JPY S26707 4579.99 89.600 6,712,541.48 6,712,541.48
PUR 10/01/09 60 SEVEN + I HOLDINGS CO 372,600.00 1,363.19 814,403,747.00 814,403,747.00
243214 10/06/09 JPY S26707 2185.40 89.600 9,089,327.53 9,089,327.53
PUR 10/01/09 60 SHARP CORP NPV 372,000.00 624.77 373,251,178.00 373,251,178.00
244727 10/06/09 JPY S26707 1003.21 89.600 4,165,749.75 4,165,749.75
PUR 10/01/09 60 SHIN-ETSU CHEMICAL 102,200.00 930.76 556,055,811.00 556,055,811.00
220990 10/06/09 JPY S26707 5440.04 89.600 6,205,980.03 6,205,980.03
PUR 10/01/09 60 SHIONOGI + CO LTD NPV 49,000.00 172.96 103,326,195.00 103,326,195.00
245124 10/06/09 JPY S26707 2108.38 89.600 1,153,194.14 1,153,194.14
PUR 10/01/09 60 SHISEIDO CO LTD JPY 50 61,400.00 160.10 95,645,692.00 95,645,692.00
243357 10/06/09 JPY S26707 1557.51 89.600 1,067,474.24 1,067,474.24
PUR 10/01/09 60 SMC CORP/JAPAN JPY 50. 12,400.00 227.30 135,794,037.00 135,794,037.00
245351 10/06/09 JPY S26707 10949.4 89.600 1,515,558.45 1,515,558.45
PUR 10/01/09 60 SOFTBANK CORP NPV 549,800.00 1,791.261,070,139,912.00 1,070,139,912.00
245151 10/06/09 JPY S26707 1946.12 89.600 11,943,525.80 11,943,525.80
PUR 10/01/09 60 SOMPO JAPAN INSURANCE 149,000.00 153.42 91,652,948.00 91,652,948.00
245327 10/06/09 JPY S26707 615.028 89.600 1,022,912.37 1,022,912.37
PUR 10/01/09 60 SUMITOMO CHEMICAL CO L 301,000.00 189.37 113,138,457.00 113,138,457.00
241278 10/06/09 JPY S26707 375.819 89.600 1,262,705.99 1,262,705.99
PUR 10/01/09 60 SUMITOMO ELECTRIC INDU 289,600.00 569.73 340,370,984.00 340,370,984.00
221169 10/06/09 JPY S26707 1175.13 89.600 3,798,783.30 3,798,783.30
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 7
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/01/09 60 SUMITOMO METAL IND JPY 569,000.00 211.93 126,615,287.00 126,615,287.00
231548 10/06/09 JPY S26707 222.489 89.600 1,413,117.04 1,413,117.04
PUR 10/01/09 60 SUMITOMO METAL MINING 659,000.00 1,637.06 978,019,976.00 978,019,976.00
245154 10/06/09 JPY S26707 1483.87 89.600 10,915,401.52 10,915,401.52
PUR 10/01/09 60 SUMITOMO MITSUI FINANC 377,600.00 1,937.411,157,453,929.00 1,157,453,929.00
231251 10/06/09 JPY S26707 3064.83 89.600 12,918,012.60 12,918,012.60
PUR 10/01/09 60 SUMITOMO REALTY 522,000.00 1,425.49 851,620,858.00 851,620,858.00
229917 10/06/09 JPY S26707 1631.21 89.600 9,504,697.08 9,504,697.08
PUR 10/01/09 60 SUMITOMO TRUST & BANKI 1,786,000.00 1,402.58 837,931,306.00 837,931,306.00
223107 10/06/09 JPY S26707 469.096 89.600 9,351,911.90 9,351,911.90
PUR 10/01/09 60 SUZUKI MOTOR CORP 3,730.00 12.79 7,643,866.00 7,643,866.00
244719 10/06/09 JPY S26707 2048.98 89.600 85,311.00 85,311.00
PUR 10/01/09 60 T&D HOLDINGS INC 47,950.00 193.15 115,392,333.00 115,392,333.00
232920 10/06/09 JPY S26707 2406.15 89.600 1,287,860.86 1,287,860.86
PUR 10/01/09 60 TAKEDA PHARMACEUTICAL 241,400.00 1,505.57 899,463,888.00 899,463,888.00
12313 10/06/09 JPY S26707 3725.47 89.600 10,038,659.46 10,038,659.46
PUR 10/01/09 60 TOHOKU ELECTRIC POWER 70,300.00 234.29 139,965,852.00 139,965,852.00
245286 10/06/09 JPY S26707 1990.68 89.600 1,562,118.88 1,562,118.88
PUR 10/01/09 60 TOKYO ELECTRIC POWER C 286,000.00 1,128.98 674,481,149.00 674,481,149.00
241669 10/06/09 JPY S26707 2357.97 89.600 7,527,691.40 7,527,691.40
PUR 10/01/09 60 TOKYO GAS CO LTD 356,000.00 222.39 132,858,620.00 132,858,620.00
243898 10/06/09 JPY S26707 373.142 89.600 1,482,797.10 1,482,797.10
PUR 10/01/09 60 TOSHIBA CORP 723,030.00 559.44 334,223,891.00 334,223,891.00
220991 10/06/09 JPY S26707 462.185 89.600 3,730,177.35 3,730,177.35
PUR 10/01/09 60 WEST JAPAN RAILWAY CO 264.00 149.60 89,370,804.00 89,370,804.00
245431 10/06/09 JPY S26707 338475. 89.600 997,442.01 997,442.01
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 8
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/01/09 60 YAMADA DENKI CO 14,550.00 148.66 88,812,860.00 88,812,860.00
228268 10/06/09 JPY S26707 6103.06 89.600 991,214.96 991,214.96
PUR 10/02/09 60 AJINOMOTO CO INC NPV 292,000.00 433.74 257,997,889.00 257,997,889.00
245406 10/07/09 JPY S26719 883.422 89.210 2,892,028.80 2,892,028.80
PUR 10/02/09 60 ASAHI BREWERIES LTD 168,000.00 460.60 273,972,213.00 273,972,213.00
243254 10/07/09 JPY S26719 1630.54 89.210 3,071,093.07 3,071,093.07
PUR 10/02/09 60 ASAHI GLASS CO LTD JPY 452,290.00 529.36 314,873,991.00 314,873,991.00
245073 10/07/09 JPY S26719 696.073 89.210 3,529,581.78 3,529,581.78
PUR 10/02/09 60 ASAHI KASEI CORP 565,000.00 413.64 246,046,715.00 246,046,715.00
249124 10/07/09 JPY S26719 435.416 89.210 2,758,062.04 2,758,062.04
PUR 10/02/09 60 BRIDGESTONE CORP 156,160.00 406.71 241,920,612.00 241,920,612.00
210757 10/07/09 JPY S26719 1548.95 89.210 2,711,810.47 2,711,810.47
PUR 10/02/09 60 CENTRAL JAPAN RAILWAY 777.00 835.03 496,691,493.00 496,691,493.00
241712 10/07/09 JPY S26719 639146. 89.210 5,567,666.10 5,567,666.10
PUR 10/02/09 60 CHUBU ELECTRIC POWER C 160,800.00 591.19 351,652,794.00 351,652,794.00
241668 10/07/09 JPY S26719 2186.56 89.210 3,941,853.98 3,941,853.98
PUR 10/02/09 60 CHUGOKU ELECTRIC POWER 124,800.00 412.43 245,326,588.00 245,326,588.00
245395 10/07/09 JPY S26719 1965.46 89.210 2,749,989.78 2,749,989.78
PUR 10/02/09 60 DAIICHI SANKYO CO LTD 203,500.00 610.85 363,351,038.00 363,351,038.00
241711 10/07/09 JPY S26719 1785.24 89.210 4,072,985.52 4,072,985.52
PUR 10/02/09 60 DAIKIN INDUSTRIES LTD 358,700.00 1,854.531,103,116,254.00 1,103,116,254.00
245450 10/07/09 JPY S26719 3074.85 89.210 12,365,387.89 12,365,387.89
PUR 10/02/09 60 DAIWA SECURITIES GROUP 592,270.00 434.08 258,201,932.00 258,201,932.00
225427 10/07/09 JPY S26719 435.888 89.210 2,894,316.02 2,894,316.02
PUR 10/02/09 60 DENSO CORP 175,430.00 727.75 432,884,644.00 432,884,644.00
231704 10/07/09 JPY S26719 2467.19 89.210 4,852,422.87 4,852,422.87
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 9
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/02/09 60 EAST JAPAN RAILWAY 141,500.00 1,510.09 898,235,215.00 898,235,215.00
212437 10/07/09 JPY S26719 6347.00 89.210 10,068,772.73 10,068,772.73
PUR 10/02/09 60 EISAI CO LTD NPV 145,700.00 814.30 484,367,045.00 484,367,045.00
249125 10/07/09 JPY S26719 3323.91 89.210 5,429,515.13 5,429,515.13
PUR 10/02/09 60 JAPAN TOBACCO INC JPY 1,087.00 510.28 303,525,422.00 303,525,422.00
233920 10/07/09 JPY S26719 279190. 89.210 3,402,369.94 3,402,369.94
PUR 10/02/09 60 JFE HOLDINGS INC 132,870.00 674.74 401,350,913.00 401,350,913.00
223579 10/07/09 JPY S26719 3020.17 89.210 4,498,945.33 4,498,945.33
PUR 10/02/09 60 KANSAI ELECTRIC POWER 202,300.00 731.22 434,943,473.00 434,943,473.00
241670 10/07/09 JPY S26719 2149.67 89.210 4,875,501.32 4,875,501.32
PUR 10/02/09 60 KAO CORP 224,500.00 849.15 505,095,463.00 505,095,463.00
243356 10/07/09 JPY S26719 2249.53 89.210 5,661,870.45 5,661,870.45
PUR 10/02/09 60 KDDI CORP 1,196.00 1,025.03 609,712,743.00 609,712,743.00
241277 10/07/09 JPY S26719 509716. 89.210 6,834,578.44 6,834,578.44
PUR 10/02/09 60 KINTETSU CORP NPV 864,000.00 496.19 295,141,305.00 295,141,305.00
245432 10/07/09 JPY S26719 341.548 89.210 3,308,388.13 3,308,388.13
PUR 10/02/09 60 KYUSHU ELECTRIC POWER 169,600.00 577.74 343,651,083.00 343,651,083.00
245391 10/07/09 JPY S26719 2025.94 89.210 3,852,158.76 3,852,158.76
PUR 10/02/09 60 MITSUBISHI ESTATE 383,440.00 889.92 529,343,616.00 529,343,616.00
231470 10/07/09 JPY S26719 1380.30 89.210 5,933,680.26 5,933,680.26
PUR 10/02/09 60 MITSUI FUDOSAN CO LTD 355,120.00 890.68 529,799,249.00 529,799,249.00
229918 10/07/09 JPY S26719 1491.66 89.210 5,938,787.68 5,938,787.68
PUR 10/02/09 60 MITSUI SUMITOMO INS GR 152,300.00 609.34 362,447,061.00 362,447,061.00
240630 10/07/09 JPY S26719 2379.46 89.210 4,062,852.38 4,062,852.38
PUR 10/02/09 60 MIZUHO FINANCIAL GROUP 743,230.00 218.68 130,071,677.00 130,071,677.00
230461 10/07/09 JPY S26719 174.982 89.210 1,458,039.20 1,458,039.20
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 10
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/02/09 60 MURATA MANUFACTURING C 90,500.00 623.85 371,084,151.00 371,084,151.00
244667 10/07/09 JPY S26719 4099.76 89.210 4,159,669.89 4,159,669.89
PUR 10/02/09 60 NGK INSULATORS LTD JPY 51,000.00 170.86 101,628,540.00 101,628,540.00
245421 10/07/09 JPY S26719 1992.41 89.210 1,139,205.69 1,139,205.69
PUR 10/02/09 60 NIDEC CORP NPV 51,300.00 603.04 358,700,597.00 358,700,597.00
245266 10/07/09 JPY S26719 6991.16 89.210 4,020,856.37 4,020,856.37
PUR 10/02/09 60 NINTENDO CO LTD JPY 50 53,330.00 2,005.941,193,178,442.00 1,193,178,442.00
233668 10/07/09 JPY S26719 22370.1 89.210 13,374,940.50 13,374,940.50
PUR 10/02/09 60 NIPPON OIL CORP JPY 50 676,000.00 552.76 328,797,508.00 328,797,508.00
245146 10/07/09 JPY S26719 486.314 89.210 3,685,657.53 3,685,657.53
PUR 10/02/09 60 NIPPON TELEGRAPH & TEL 155,310.00 1,066.53 634,391,979.00 634,391,979.00
14460 10/07/09 JPY S26719 4084.06 89.210 7,111,220.48 7,111,220.48
PUR 10/02/09 60 NISSAN MOTOR CO LTD NP 673,400.00 659.11 392,049,990.00 392,049,990.00
245070 10/07/09 JPY S26719 582.108 89.210 4,394,686.58 4,394,686.58
PUR 10/02/09 60 NTT DOCOMO INC 4,215.00 997.53 593,352,920.00 593,352,920.00
238741 10/07/09 JPY S26719 140750. 89.210 6,651,192.92 6,651,192.92
PUR 10/02/09 60 OLYMPUS CORP JPY 50.0 102,400.00 390.77 232,438,665.00 232,438,665.00
249126 10/07/09 JPY S26719 2269.56 89.210 2,605,522.53 2,605,522.53
PUR 10/02/09 60 ORIX CORP 12,900.00 115.85 68,908,215.00 68,908,215.00
244531 10/07/09 JPY S26719 5340.92 89.210 772,427.03 772,427.03
PUR 10/02/09 60 OSAKA GAS CO LTD JPY 5 794,000.00 420.51 250,132,349.00 250,132,349.00
245147 10/07/09 JPY S26719 314.981 89.210 2,803,859.98 2,803,859.98
PUR 10/02/09 60 PANASONIC CORP 102,980.00 214.86 127,802,509.00 127,802,509.00
243112 10/07/09 JPY S26719 1240.85 89.210 1,432,602.95 1,432,602.95
PUR 10/02/09 60 RESONA HOLDINGS INC 231,400.00 429.50 255,479,179.00 255,479,179.00
249127 10/07/09 JPY S26719 1103.89 89.210 2,863,795.30 2,863,795.30
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 11
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/02/09 60 SECOM CO LTD 237,980.00 1,809.741,076,475,330.00 1,076,475,330.00
245149 10/07/09 JPY S26719 4522.70 89.210 12,066,756.31 12,066,756.31
PUR 10/02/09 60 SEVEN + I HOLDINGS CO 79,200.00 283.35 168,547,775.00 168,547,775.00
243214 10/07/09 JPY S26719 2127.80 89.210 1,889,337.24 1,889,337.24
PUR 10/02/09 60 SHARP CORP NPV 272,420.00 432.57 257,302,721.00 257,302,721.00
244727 10/07/09 JPY S26719 944.366 89.210 2,884,236.31 2,884,236.31
PUR 10/02/09 60 SHIN-ETSU CHEMICAL 31,220.00 277.33 164,965,496.00 164,965,496.00
220990 10/07/09 JPY S26719 5283.17 89.210 1,849,181.66 1,849,181.66
PUR 10/02/09 60 SHIONOGI + CO LTD NPV 159,500.00 562.69 334,702,396.00 334,702,396.00
245124 10/07/09 JPY S26719 2098.13 89.210 3,751,848.40 3,751,848.40
PUR 10/02/09 60 SHISEIDO CO LTD JPY 50 163,100.00 426.40 253,632,100.00 253,632,100.00
243357 10/07/09 JPY S26719 1554.83 89.210 2,843,090.46 2,843,090.46
PUR 10/02/09 60 SOFTBANK CORP NPV 393,740.00 1,258.95 748,849,791.00 748,849,791.00
245151 10/07/09 JPY S26719 1901.60 89.210 8,394,235.97 8,394,235.97
PUR 10/02/09 60 SOMPO JAPAN INSURANCE 405,000.00 404.37 240,529,084.00 240,529,084.00
245327 10/07/09 JPY S26719 593.810 89.210 2,696,212.13 2,696,212.13
PUR 10/02/09 60 SUMITOMO CHEMICAL CO L 1,032,000.00 630.13 374,817,210.00 374,817,210.00
241278 10/07/09 JPY S26719 363.141 89.210 4,201,515.64 4,201,515.64
PUR 10/02/09 60 SUMITOMO ELECTRIC INDU 219,000.00 413.44 245,924,958.00 245,924,958.00
221169 10/07/09 JPY S26719 1122.77 89.210 2,756,697.21 2,756,697.21
PUR 10/02/09 60 SUMITOMO METAL IND JPY 1,584,000.00 572.32 340,430,956.00 340,430,956.00
231548 10/07/09 JPY S26719 214.886 89.210 3,816,062.73 3,816,062.73
PUR 10/02/09 60 SUMITOMO METAL MINING 366,940.00 868.23 516,441,551.00 516,441,551.00
245154 10/07/09 JPY S26719 1407.21 89.210 5,789,054.49 5,789,054.49
PUR 10/02/09 60 SUMITOMO MITSUI FINANC 64,720.00 327.41 194,749,379.00 194,749,379.00
231251 10/07/09 JPY S26719 3008.65 89.210 2,183,044.27 2,183,044.27
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 12
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/02/09 60 SUMITOMO REALTY 361,010.00 964.67 573,807,988.00 573,807,988.00
229917 10/07/09 JPY S26719 1589.21 89.210 6,432,103.89 6,432,103.89
PUR 10/02/09 60 SUMITOMO TRUST & BANKI 1,015,670.00 783.32 465,937,396.00 465,937,396.00
223107 10/07/09 JPY S26719 458.680 89.210 5,222,927.88 5,222,927.88
PUR 10/02/09 60 T&D HOLDINGS INC 108,800.00 417.64 248,423,328.00 248,423,328.00
232920 10/07/09 JPY S26719 2282.96 89.210 2,784,702.70 2,784,702.70
PUR 10/02/09 60 TAKEDA PHARMACEUTICAL 137,700.00 854.02 507,986,493.00 507,986,493.00
12313 10/07/09 JPY S26719 3688.52 89.210 5,694,277.47 5,694,277.47
PUR 10/02/09 60 TOHOKU ELECTRIC POWER 196,900.00 658.09 391,444,911.00 391,444,911.00
245286 10/07/09 JPY S26719 1987.74 89.210 4,387,903.95 4,387,903.95
PUR 10/02/09 60 TOKYO ELECTRIC POWER C 112,200.00 442.30 263,092,403.00 263,092,403.00
241669 10/07/09 JPY S26719 2344.50 89.210 2,949,135.78 2,949,135.78
PUR 10/02/09 60 TOKYO GAS CO LTD 999,000.00 632.07 375,972,794.00 375,972,794.00
243898 10/07/09 JPY S26719 376.293 89.210 4,214,469.16 4,214,469.16
PUR 10/02/09 60 WEST JAPAN RAILWAY CO 738.00 412.59 245,416,107.00 245,416,107.00
245431 10/07/09 JPY S26719 332492. 89.210 2,750,993.24 2,750,993.24
PUR 10/02/09 60 YAMADA DENKI CO 53,840.00 519.20 308,834,429.00 308,834,429.00
228268 10/07/09 JPY S26719 5735.29 89.210 3,461,881.28 3,461,881.28
PUR 10/05/09 60 AJINOMOTO CO INC NPV 345,000.00 508.10 303,380,609.00 303,380,609.00
245406 10/08/09 JPY S26724 879.232 89.550 3,387,834.83 3,387,834.83
PUR 10/05/09 60 ASAHI BREWERIES LTD 207,900.00 567.12 338,622,921.00 338,622,921.00
243254 10/08/09 JPY S26724 1628.53 89.550 3,781,383.82 3,781,383.82
PUR 10/05/09 60 ASAHI KASEI CORP 432,000.00 309.49 184,797,312.00 184,797,312.00
249124 10/08/09 JPY S26724 427.707 89.550 2,063,621.57 2,063,621.57
PUR 10/05/09 60 CENTRAL JAPAN RAILWAY 533.00 570.18 340,447,760.00 340,447,760.00
241712 10/08/09 JPY S26724 638642. 89.550 3,801,761.70 3,801,761.70
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 13
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/05/09 60 CHUBU ELECTRIC POWER C 126,600.00 466.12 278,311,795.00 278,311,795.00
241668 10/08/09 JPY S26724 2198.02 89.550 3,107,892.74 3,107,892.74
PUR 10/05/09 60 CHUGOKU ELECTRIC POWER 98,600.00 328.01 195,850,777.00 195,850,777.00
245395 10/08/09 JPY S26724 1986.01 89.550 2,187,055.02 2,187,055.02
PUR 10/05/09 60 DAIICHI SANKYO CO LTD 171,100.00 506.57 302,465,109.00 302,465,109.00
241711 10/08/09 JPY S26724 1767.50 89.550 3,377,611.49 3,377,611.49
PUR 10/05/09 60 EAST JAPAN RAILWAY 86,400.00 910.99 543,943,979.00 543,943,979.00
212437 10/08/09 JPY S26724 6294.70 89.550 6,074,192.95 6,074,192.95
PUR 10/05/09 60 EISAI CO LTD NPV 80,000.00 449.97 268,672,695.00 268,672,695.00
249125 10/08/09 JPY S26724 3357.90 89.550 3,000,253.43 3,000,253.43
PUR 10/05/09 60 KANSAI ELECTRIC POWER 115,900.00 416.09 248,445,708.00 248,445,708.00
241670 10/08/09 JPY S26724 2143.30 89.550 2,774,379.77 2,774,379.77
PUR 10/05/09 60 KAO CORP 126,800.00 473.65 282,810,967.00 282,810,967.00
243356 10/08/09 JPY S26724 2230.03 89.550 3,158,134.75 3,158,134.75
PUR 10/05/09 60 KDDI CORP 2,166.00 1,864.331,113,173,451.00 1,113,173,451.00
241277 10/08/09 JPY S26724 513853. 89.550 12,430,747.64 12,430,747.64
PUR 10/05/09 60 KINTETSU CORP NPV 723,000.00 408.57 243,946,855.00 243,946,855.00
245432 10/08/09 JPY S26724 337.359 89.550 2,724,141.32 2,724,141.32
PUR 10/05/09 60 KYUSHU ELECTRIC POWER 184,100.00 624.43 372,845,016.00 372,845,016.00
245391 10/08/09 JPY S26724 2024.92 89.550 4,163,540.10 4,163,540.10
PUR 10/05/09 60 MITSUI SUMITOMO INS GR 98,700.00 381.61 227,854,678.00 227,854,678.00
240630 10/08/09 JPY S26724 2308.21 89.550 2,544,440.85 2,544,440.85
PUR 10/05/09 60 MURATA MANUFACTURING C 83,000.00 565.82 337,843,048.00 337,843,048.00
244667 10/08/09 JPY S26724 4069.78 89.550 3,772,675.02 3,772,675.02
PUR 10/05/09 60 NGK INSULATORS LTD JPY 154,330.00 506.61 302,494,881.00 302,494,881.00
245421 10/08/09 JPY S26724 1959.75 89.550 3,377,943.95 3,377,943.95
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 14
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/05/09 60 NIDEC CORP NPV 60,000.00 674.77 402,898,128.00 402,898,128.00
245266 10/08/09 JPY S26724 6713.96 89.550 4,499,141.57 4,499,141.57
PUR 10/05/09 60 NIPPON OIL CORP JPY 50 451,000.00 358.46 214,030,292.00 214,030,292.00
245146 10/08/09 JPY S26724 474.497 89.550 2,390,064.68 2,390,064.68
PUR 10/05/09 60 NISSAN MOTOR CO LTD NP 1,947,200.00 1,945.861,161,852,937.00 1,161,852,937.00
245070 10/08/09 JPY S26724 596.589 89.550 12,974,348.82 12,974,348.82
PUR 10/05/09 60 NTT DOCOMO INC 8,105.00 1,934.611,155,130,041.00 1,155,130,041.00
238741 10/08/09 JPY S26724 142499. 89.550 12,899,274.61 12,899,274.61
PUR 10/05/09 60 OLYMPUS CORP JPY 50.0 80,600.00 306.74 183,152,523.00 183,152,523.00
249126 10/08/09 JPY S26724 2272.02 89.550 2,045,254.30 2,045,254.30
PUR 10/05/09 60 OSAKA GAS CO LTD JPY 5 618,000.00 328.72 196,277,933.00 196,277,933.00
245147 10/08/09 JPY S26724 317.554 89.550 2,191,825.05 2,191,825.05
PUR 10/05/09 60 RESONA HOLDINGS INC 182,000.00 338.69 202,232,967.00 202,232,967.00
249127 10/08/09 JPY S26724 1111.00 89.550 2,258,324.59 2,258,324.59
PUR 10/05/09 60 SEVEN + I HOLDINGS CO 229,430.00 829.63 495,359,173.00 495,359,173.00
243214 10/08/09 JPY S26724 2158.76 89.550 5,531,649.06 5,531,649.06
PUR 10/05/09 60 SHIONOGI + CO LTD NPV 119,200.00 414.85 247,703,865.00 247,703,865.00
245124 10/08/09 JPY S26724 2077.74 89.550 2,766,095.64 2,766,095.64
PUR 10/05/09 60 SHISEIDO CO LTD JPY 50 126,000.00 329.57 196,780,151.00 196,780,151.00
243357 10/08/09 JPY S26724 1561.51 89.550 2,197,433.29 2,197,433.29
PUR 10/05/09 60 SOMPO JAPAN INSURANCE 374,000.00 361.83 216,047,397.00 216,047,397.00
245327 10/08/09 JPY S26724 577.580 89.550 2,412,589.58 2,412,589.58
PUR 10/05/09 60 SUMITOMO CHEMICAL CO L 631,000.00 366.73 218,970,028.00 218,970,028.00
241278 10/08/09 JPY S26724 346.969 89.550 2,445,226.44 2,445,226.44
PUR 10/05/09 60 SUMITOMO METAL IND JPY 1,733,000.00 618.10 369,059,575.00 369,059,575.00
231548 10/08/09 JPY S26724 212.928 89.550 4,121,268.29 4,121,268.29
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 15
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/05/09 60 T&D HOLDINGS INC 84,250.00 313.55 187,213,405.00 187,213,405.00
232920 10/08/09 JPY S26724 2221.78 89.550 2,090,601.95 2,090,601.95
PUR 10/05/09 60 TAKEDA PHARMACEUTICAL 236,900.00 1,458.29 870,731,196.00 870,731,196.00
12313 10/08/09 JPY S26724 3674.97 89.550 9,723,408.11 9,723,408.11
PUR 10/05/09 60 TOHOKU ELECTRIC POWER 143,900.00 479.54 286,326,942.00 286,326,942.00
245286 10/08/09 JPY S26724 1989.46 89.550 3,197,397.45 3,197,397.45
PUR 10/05/09 60 TOKYO ELECTRIC POWER C 324,820.00 1,268.92 757,658,674.00 757,658,674.00
241669 10/08/09 JPY S26724 2332.20 89.550 8,460,733.38 8,460,733.38
PUR 10/05/09 60 TOKYO GAS CO LTD 1,058,000.00 661.60 395,035,721.00 395,035,721.00
243898 10/08/09 JPY S26724 373.324 89.550 4,411,342.50 4,411,342.50
PUR 10/05/09 60 WEST JAPAN RAILWAY CO 575.00 317.43 189,536,126.00 189,536,126.00
245431 10/08/09 JPY S26724 329578. 89.550 2,116,539.65 2,116,539.65
PUR 10/05/09 60 YAMADA DENKI CO 26,240.00 251.23 150,010,598.00 150,010,598.00
228268 10/08/09 JPY S26724 5716.01 89.550 1,675,160.22 1,675,160.22
PUR 10/06/09 60 AJINOMOTO CO INC NPV 175,000.00 254.62 150,634,190.00 150,634,190.00
245406 10/09/09 JPY S26726 860.638 88.730 1,697,669.22 1,697,669.22
PUR 10/06/09 60 ASAHI BREWERIES LTD 100,100.00 268.93 159,105,515.00 159,105,515.00
243254 10/09/09 JPY S26726 1589.22 88.730 1,793,142.29 1,793,142.29
PUR 10/06/09 60 ASAHI KASEI CORP 448,000.00 324.05 191,716,036.00 191,716,036.00
249124 10/09/09 JPY S26726 427.873 88.730 2,160,667.60 2,160,667.60
PUR 10/06/09 60 CENTRAL JAPAN RAILWAY 443.00 463.37 274,143,923.00 274,143,923.00
241712 10/09/09 JPY S26726 618742. 88.730 3,089,641.87 3,089,641.87
PUR 10/06/09 60 CHUBU ELECTRIC POWER C 127,300.00 461.66 273,126,756.00 273,126,756.00
241668 10/09/09 JPY S26726 2145.21 88.730 3,078,178.25 3,078,178.25
PUR 10/06/09 60 CHUGOKU ELECTRIC POWER 97,300.00 324.37 191,903,019.00 191,903,019.00
245395 10/09/09 JPY S26726 1971.98 88.730 2,162,774.92 2,162,774.92
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 16
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/06/09 60 DAIICHI SANKYO CO LTD 150,000.00 441.94 261,461,223.00 261,461,223.00
241711 10/09/09 JPY S26726 1742.81 88.730 2,946,706.00 2,946,706.00
PUR 10/06/09 60 EAST JAPAN RAILWAY 145,400.00 1,513.02 895,137,334.00 895,137,334.00
212437 10/09/09 JPY S26726 6155.45 88.730 10,088,327.89 10,088,327.89
PUR 10/06/09 60 EISAI CO LTD NPV 76,800.00 437.19 258,654,021.00 258,654,021.00
249125 10/09/09 JPY S26726 3367.38 88.730 2,915,068.42 2,915,068.42
PUR 10/06/09 60 KANSAI ELECTRIC POWER 133,300.00 474.83 280,921,215.00 280,921,215.00
241670 10/09/09 JPY S26726 2107.12 88.730 3,166,022.93 3,166,022.93
PUR 10/06/09 60 KAO CORP 120,400.00 451.31 267,005,782.00 267,005,782.00
243356 10/09/09 JPY S26726 2217.32 88.730 3,009,193.98 3,009,193.98
PUR 10/06/09 60 KINTETSU CORP NPV 590,000.00 334.90 198,135,786.00 198,135,786.00
245432 10/09/09 JPY S26726 335.773 88.730 2,233,019.11 2,233,019.11
PUR 10/06/09 60 KYUSHU ELECTRIC POWER 126,100.00 424.82 251,330,631.00 251,330,631.00
245391 10/09/09 JPY S26726 1992.80 88.730 2,832,532.75 2,832,532.75
PUR 10/06/09 60 MITSUI SUMITOMO INS GR 104,400.00 412.44 244,008,444.00 244,008,444.00
240630 10/09/09 JPY S26726 2336.89 88.730 2,750,010.64 2,750,010.64
PUR 10/06/09 60 MURATA MANUFACTURING C 71,000.00 485.42 287,185,496.00 287,185,496.00
244667 10/09/09 JPY S26726 4044.26 88.730 3,236,622.29 3,236,622.29
PUR 10/06/09 60 NIDEC CORP NPV 23,800.00 272.70 161,336,096.00 161,336,096.00
245266 10/09/09 JPY S26726 6777.81 88.730 1,818,281.26 1,818,281.26
PUR 10/06/09 60 NIPPON OIL CORP JPY 50 755,000.00 607.81 359,594,067.00 359,594,067.00
245146 10/09/09 JPY S26726 476.212 88.730 4,052,677.41 4,052,677.41
PUR 10/06/09 60 OLYMPUS CORP JPY 50.0 76,300.00 301.70 178,491,913.00 178,491,913.00
249126 10/09/09 JPY S26726 2338.99 88.730 2,011,629.81 2,011,629.81
PUR 10/06/09 60 OSAKA GAS CO LTD JPY 5 590,000.00 316.65 187,332,623.00 187,332,623.00
245147 10/09/09 JPY S26726 317.465 88.730 2,111,265.90 2,111,265.90
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 17
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/06/09 60 RESONA HOLDINGS INC 173,700.00 328.75 194,498,896.00 194,498,896.00
249127 10/09/09 JPY S26726 1119.57 88.730 2,192,030.84 2,192,030.84
PUR 10/06/09 60 SHIONOGI + CO LTD NPV 96,500.00 334.33 197,796,118.00 197,796,118.00
245124 10/09/09 JPY S26726 2049.39 88.730 2,229,191.01 2,229,191.01
PUR 10/06/09 60 SHISEIDO CO LTD JPY 50 122,600.00 321.24 190,055,182.00 190,055,182.00
243357 10/09/09 JPY S26726 1549.97 88.730 2,141,949.53 2,141,949.53
PUR 10/06/09 60 SOMPO JAPAN INSURANCE 290,000.00 284.31 168,203,216.00 168,203,216.00
245327 10/09/09 JPY S26726 579.924 88.730 1,895,674.70 1,895,674.70
PUR 10/06/09 60 SUMITOMO CHEMICAL CO L 730,000.00 440.02 260,324,996.00 260,324,996.00
241278 10/09/09 JPY S26726 356.556 88.730 2,933,900.55 2,933,900.55
PUR 10/06/09 60 SUMITOMO METAL IND JPY 2,853,100.00 1,033.34 611,346,394.00 611,346,394.00
231548 10/09/09 JPY S26726 214.242 88.730 6,889,962.74 6,889,962.74
PUR 10/06/09 60 T&D HOLDINGS INC 82,750.00 316.71 187,377,098.00 187,377,098.00
232920 10/09/09 JPY S26726 2264.03 88.730 2,111,767.14 2,111,767.14
PUR 10/06/09 60 TAKEDA PHARMACEUTICAL 111,560.00 687.39 406,673,374.00 406,673,374.00
12313 10/09/09 JPY S26726 3644.78 88.730 4,583,268.05 4,583,268.05
PUR 10/06/09 60 TOHOKU ELECTRIC POWER 137,400.00 458.39 271,196,688.00 271,196,688.00
245286 10/09/09 JPY S26726 1973.47 88.730 3,056,426.10 3,056,426.10
PUR 10/06/09 60 TOKYO GAS CO LTD 616,000.00 386.60 228,723,749.00 228,723,749.00
243898 10/09/09 JPY S26726 371.249 88.730 2,577,749.90 2,577,749.90
PUR 10/06/09 60 WEST JAPAN RAILWAY CO 552.00 300.88 178,004,939.00 178,004,939.00
245431 10/09/09 JPY S26726 322424. 88.730 2,006,141.54 2,006,141.54
PUR 10/06/09 60 YAMADA DENKI CO 27,430.00 258.00 152,632,967.00 152,632,967.00
228268 10/09/09 JPY S26726 5563.61 88.730 1,720,195.73 1,720,195.73
PUR 10/07/09 60 AJINOMOTO CO INC NPV 204,000.00 294.37 174,768,817.00 174,768,817.00
245406 10/13/09 JPY S26732 856.581 89.040 1,962,812.41 1,962,812.41
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 18
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/07/09 60 ASAHI BREWERIES LTD 174,530.00 464.24 275,612,530.00 275,612,530.00
243254 10/13/09 JPY S26732 1578.93 89.040 3,095,378.82 3,095,378.82
PUR 10/07/09 60 ASAHI KASEI CORP 325,000.00 239.78 142,354,645.00 142,354,645.00
249124 10/13/09 JPY S26732 437.949 89.040 1,598,771.84 1,598,771.84
PUR 10/07/09 60 CENTRAL JAPAN RAILWAY 302.00 312.53 185,549,828.00 185,549,828.00
241712 10/13/09 JPY S26732 614311. 89.040 2,083,892.95 2,083,892.95
PUR 10/07/09 60 CHUBU ELECTRIC POWER C 91,000.00 327.28 194,302,193.00 194,302,193.00
241668 10/13/09 JPY S26732 2134.86 89.040 2,182,189.95 2,182,189.95
PUR 10/07/09 60 CHUGOKU ELECTRIC POWER 107,500.00 356.47 211,635,030.00 211,635,030.00
245395 10/13/09 JPY S26732 1968.40 89.040 2,376,853.44 2,376,853.44
PUR 10/07/09 60 DAIICHI SANKYO CO LTD 268,110.00 778.53 462,202,859.00 462,202,859.00
241711 10/13/09 JPY S26732 1723.67 89.040 5,190,957.54 5,190,957.54
PUR 10/07/09 60 EAST JAPAN RAILWAY 50,200.00 511.73 303,806,994.00 303,806,994.00
212437 10/13/09 JPY S26732 6051.02 89.040 3,412,028.23 3,412,028.23
PUR 10/07/09 60 EISAI CO LTD NPV 85,600.00 478.67 284,180,419.00 284,180,419.00
249125 10/13/09 JPY S26732 3319.36 89.040 3,191,603.99 3,191,603.99
PUR 10/07/09 60 KANSAI ELECTRIC POWER 119,400.00 415.89 246,911,743.00 246,911,743.00
241670 10/13/09 JPY S26732 2067.62 89.040 2,773,042.94 2,773,042.94
PUR 10/07/09 60 KAO CORP 216,300.00 812.30 482,252,332.00 482,252,332.00
243356 10/13/09 JPY S26732 2229.21 89.040 5,416,131.31 5,416,131.31
PUR 10/07/09 60 KINTETSU CORP NPV 426,000.00 242.05 143,700,233.00 143,700,233.00
245432 10/13/09 JPY S26732 337.274 89.040 1,613,884.02 1,613,884.02
PUR 10/07/09 60 KYUSHU ELECTRIC POWER 116,300.00 385.62 228,939,741.00 228,939,741.00
245391 10/13/09 JPY S26732 1968.23 89.040 2,571,201.04 2,571,201.04
PUR 10/07/09 60 MITSUI SUMITOMO INS GR 68,500.00 272.48 161,767,914.00 161,767,914.00
240630 10/13/09 JPY S26732 2361.22 89.040 1,816,800.47 1,816,800.47
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 19
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/07/09 60 MURATA MANUFACTURING C 65,800.00 459.32 272,697,299.00 272,697,299.00
244667 10/13/09 JPY S26732 4143.71 89.040 3,062,638.13 3,062,638.13
PUR 10/07/09 60 NIDEC CORP NPV 45,350.00 534.84 317,529,657.00 317,529,657.00
245266 10/13/09 JPY S26732 7000.70 89.040 3,566,146.19 3,566,146.19
PUR 10/07/09 60 NIPPON OIL CORP JPY 50 490,310.00 405.65 240,831,381.00 240,831,381.00
245146 10/13/09 JPY S26732 491.108 89.040 2,704,754.95 2,704,754.95
PUR 10/07/09 60 OLYMPUS CORP JPY 50.0 139,620.00 567.16 336,717,979.00 336,717,979.00
249126 10/13/09 JPY S26732 2411.31 89.040 3,781,648.46 3,781,648.46
PUR 10/07/09 60 OSAKA GAS CO LTD JPY 5 560,000.00 297.11 176,390,335.00 176,390,335.00
245147 10/13/09 JPY S26732 314.936 89.040 1,981,023.53 1,981,023.53
PUR 10/07/09 60 RESONA HOLDINGS INC 134,800.00 263.31 156,326,296.00 156,326,296.00
249127 10/13/09 JPY S26732 1159.51 89.040 1,755,686.16 1,755,686.16
PUR 10/07/09 60 SHIONOGI + CO LTD NPV 163,310.00 560.29 332,638,460.00 332,638,460.00
245124 10/13/09 JPY S26732 2036.54 89.040 3,735,831.76 3,735,831.76
PUR 10/07/09 60 SHISEIDO CO LTD JPY 50 223,630.00 577.15 342,646,108.00 342,646,108.00
243357 10/13/09 JPY S26732 1531.97 89.040 3,848,226.73 3,848,226.73
PUR 10/07/09 60 SOMPO JAPAN INSURANCE 220,000.00 220.88 131,130,075.00 131,130,075.00
245327 10/13/09 JPY S26732 595.956 89.040 1,472,709.74 1,472,709.74
PUR 10/07/09 60 SUMITOMO CHEMICAL CO L 447,000.00 278.23 165,183,854.00 165,183,854.00
241278 10/13/09 JPY S26732 369.483 89.040 1,855,164.58 1,855,164.58
PUR 10/07/09 60 T&D HOLDINGS INC 63,500.00 257.64 152,955,464.00 152,955,464.00
232920 10/13/09 JPY S26732 2408.38 89.040 1,717,828.66 1,717,828.66
PUR 10/07/09 60 TOHOKU ELECTRIC POWER 165,300.00 546.93 324,709,305.00 324,709,305.00
245286 10/13/09 JPY S26732 1964.06 89.040 3,646,780.15 3,646,780.15
PUR 10/07/09 60 TOKYO GAS CO LTD 474,000.00 297.52 176,630,691.00 176,630,691.00
243898 10/13/09 JPY S26732 372.583 89.040 1,983,722.94 1,983,722.94
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 20
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/07/09 60 WEST JAPAN RAILWAY CO 454.00 246.34 146,249,834.00 146,249,834.00
245431 10/13/09 JPY S26732 322087. 89.040 1,642,518.35 1,642,518.35
PUR 10/07/09 60 YAMADA DENKI CO 43,690.00 417.04 247,587,587.00 247,587,587.00
228268 10/13/09 JPY S26732 5666.06 89.040 2,780,633.28 2,780,633.28
PUR 10/08/09 60 AJINOMOTO CO INC NPV 125,930.00 180.52 106,375,160.00 106,375,160.00
245406 10/14/09 JPY S26738 844.590 88.380 1,203,611.22 1,203,611.22
PUR 10/08/09 60 ASAHI KASEI CORP 432,810.00 321.54 189,480,695.00 189,480,695.00
249124 10/14/09 JPY S26738 437.726 88.380 2,143,931.83 2,143,931.83
PUR 10/08/09 60 CENTRAL JAPAN RAILWAY 327.00 344.67 203,108,052.00 203,108,052.00
241712 10/14/09 JPY S26738 621032. 88.380 2,298,122.34 2,298,122.34
PUR 10/08/09 60 CHUBU ELECTRIC POWER C 120,930.00 430.50 253,689,461.00 253,689,461.00
241668 10/14/09 JPY S26738 2097.50 88.380 2,870,439.70 2,870,439.70
PUR 10/08/09 60 CHUGOKU ELECTRIC POWER 58,420.00 191.39 112,782,570.00 112,782,570.00
245395 10/14/09 JPY S26738 1930.25 88.380 1,276,109.64 1,276,109.64
PUR 10/08/09 60 EISAI CO LTD NPV 55,070.00 308.45 181,770,156.00 181,770,156.00
249125 10/14/09 JPY S26738 3300.21 88.380 2,056,688.80 2,056,688.80
PUR 10/08/09 60 KANSAI ELECTRIC POWER 61,320.00 212.77 125,386,625.00 125,386,625.00
241670 10/14/09 JPY S26738 2044.48 88.380 1,418,721.71 1,418,721.71
PUR 10/08/09 60 KINTETSU CORP NPV 569,100.00 323.46 190,610,730.00 190,610,730.00
245432 10/14/09 JPY S26738 334.883 88.380 2,156,717.92 2,156,717.92
PUR 10/08/09 60 KYUSHU ELECTRIC POWER 63,920.00 211.73 124,772,981.00 124,772,981.00
245391 10/14/09 JPY S26738 1951.72 88.380 1,411,778.47 1,411,778.47
PUR 10/08/09 60 MITSUI SUMITOMO INS GR 91,110.00 363.61 214,270,641.00 214,270,641.00
240630 10/14/09 JPY S26738 2351.42 88.380 2,424,424.54 2,424,424.54
PUR 10/08/09 60 MURATA MANUFACTURING C 42,760.00 303.33 178,746,243.00 178,746,243.00
244667 10/14/09 JPY S26738 4179.59 88.380 2,022,473.90 2,022,473.90
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 21
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/08/09 60 OSAKA GAS CO LTD JPY 5 533,720.00 280.60 165,353,909.00 165,353,909.00
245147 10/14/09 JPY S26738 309.767 88.380 1,870,942.62 1,870,942.62
PUR 10/08/09 60 RESONA HOLDINGS INC 179,040.00 340.98 200,935,951.00 200,935,951.00
249127 10/14/09 JPY S26738 1122.12 88.380 2,273,545.50 2,273,545.50
PUR 10/08/09 60 SOMPO JAPAN INSURANCE 293,010.00 294.16 173,344,578.00 173,344,578.00
245327 10/14/09 JPY S26738 591.511 88.380 1,961,355.26 1,961,355.26
PUR 10/08/09 60 SUMITOMO CHEMICAL CO L 401,100.00 252.04 148,520,686.00 148,520,686.00
241278 10/14/09 JPY S26738 370.228 88.380 1,680,478.46 1,680,478.46
PUR 10/08/09 60 T&D HOLDINGS INC 84,300.00 348.72 205,495,404.00 205,495,404.00
232920 10/14/09 JPY S26738 2437.30 88.380 2,325,134.69 2,325,134.69
PUR 10/08/09 60 TOHOKU ELECTRIC POWER 92,960.00 305.52 180,037,544.00 180,037,544.00
245286 10/14/09 JPY S26738 1936.43 88.380 2,037,084.68 2,037,084.68
PUR 10/08/09 60 TOKYO GAS CO LTD 630,380.00 395.12 232,839,676.00 232,839,676.00
243898 10/14/09 JPY S26738 369.309 88.380 2,634,529.03 2,634,529.03
PUR 10/08/09 60 WEST JAPAN RAILWAY CO 557.00 305.67 180,128,307.00 180,128,307.00
245431 10/14/09 JPY S26738 323341. 88.380 2,038,111.64 2,038,111.64
PUR 10/26/09 60 JAPAN TOBACCO INC JPY 4,120.00 14,447.931,108,281,043.00 1,108,281,043.00
233920 10/29/09 JPY S26787 268677. 91.940 12,054,394.64 12,054,394.64
PUR 10/26/09 60 SHISEIDO CO LTD JPY 50 450,000.00 9,520.71 730,320,519.00 730,320,519.00
243357 10/29/09 JPY S26787 1620.98 91.940 7,943,447.02 7,943,447.02
---------------- --------- ---------------- ------------ ---------------- --------------
76,140,960.00 192,750.96 94411529001.00 94411529001.00
1,056,328,614.68 1,056,328,614.68
250 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
PUR 10/09/09 60 BALOISE HOLDING AG 71,649.00 13,101.17 7,104,653.58 7,104,653.58
248470 10/14/09 CHF S26748 98.971 1.028 6,908,453.50 6,908,453.50
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 22
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/09/09 60 GAM HOLDING LTD 550,000.00 11,834.23 7,449,930.32 7,449,930.32
248834 10/14/09 CHF S26748 13.523 1.028 7,244,195.18 7,244,195.18
PUR 10/09/09 60 GAM HOLDING LTD 200,000.00 3,936.41 2,702,848.20 2,702,848.20
248834 10/14/09 CHF S26748 13.494 1.028 2,628,207.12 2,628,207.12
PUR 10/12/09 60 BALOISE HOLDING AG 48,351.00 9,054.93 4,888,921.95 4,888,921.95
248470 10/15/09 CHF S26753 100.921 1.024 4,774,804.13 4,774,804.13
PUR 10/13/09 60 BALOISE HOLDING AG 30,000.00 5,633.05 3,042,576.93 3,042,576.93
248470 10/16/09 CHF S26756 101.227 1.024 2,970,396.30 2,970,396.30
PUR 10/20/09 60 BALOISE HOLDING AG 20,000.00 2,859.19 1,931,893.50 1,931,893.50
248470 10/23/09 CHF S26775 96.450 1.012 1,908,985.67 1,908,985.67
PUR 10/20/09 60 GAM HOLDING LTD 300,000.00 6,225.30 4,206,300.00 4,206,300.00
248834 10/23/09 CHF S26775 14.000 1.012 4,156,422.92 4,156,422.92
PUR 10/21/09 60 BALOISE HOLDING AG 80,000.00 11,451.22 7,693,002.22 7,693,002.22
248470 10/26/09 CHF S26779 96.019 1.006 7,645,599.50 7,645,599.50
PUR 10/21/09 60 GAM HOLDING LTD 450,000.00 9,169.99 6,160,456.84 6,160,456.84
248834 10/26/09 CHF S26779 13.669 1.006 6,122,497.36 6,122,497.36
PUR 10/26/09 60 KUEHNE + NAGEL INTERNA 84,500.00 11,703.38 7,917,881.83 7,917,881.83
248998 10/29/09 CHF S26789 93.562 1.013 7,813,956.21 7,813,956.21
PUR 10/27/09 60 KUEHNE + NAGEL INTERNA 65,500.00 9,016.81 6,150,859.27 6,150,859.27
248998 10/30/09 CHF S26790 93.766 1.022 6,020,220.49 6,020,220.49
---------------- --------- ---------------- ------------ ---------------- --------------
1,900,000.00 93,985.68 59,249,324.64 59,249,324.64
58,193,738.38 58,193,738.38
11 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
PUR 10/07/09 60 CENTRICA ORD GBP 0.061 3,000,000.00 74,323.09 7,578,800.02 7,578,800.02
248801 10/12/09 UKP S26737 2.511 .628 12,061,661.11 12,061,661.11
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 23
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/07/09 60 CENTRICA ORD GBP 0.061 500,000.00 12,397.39 1,264,039.75 1,264,039.75
248801 10/12/09 UKP S26737 2.513 .628 2,011,719.41 2,011,719.41
PUR 10/08/09 60 CENTRICA ORD GBP 0.061 3,600,000.00 91,006.04 9,172,801.94 9,172,801.94
248801 10/13/09 UKP S26740 2.532 .621 14,769,138.77 14,769,138.77
PUR 10/09/09 60 BG GROUP PLC 1,500,000.00 162,918.93 16,593,396.13 16,593,396.13
248469 10/14/09 UKP S26749 10.994 .628 26,439,909.13 26,439,909.13
PUR 10/09/09 60 CENTRICA ORD GBP 0.061 2,915,000.00 72,574.20 7,391,638.27 7,391,638.27
248801 10/14/09 UKP S26749 2.520 .628 11,777,832.74 11,777,832.74
PUR 10/09/09 60 DIAGEO PLC 1,000,000.00 95,246.76 9,700,875.82 9,700,875.82
248467 10/14/09 UKP S26749 9.641 .628 15,457,370.70 15,457,370.70
PUR 10/12/09 60 CENTRICA ORD GBP 0.061 3,985,000.00 97,491.24 10,020,659.77 10,020,659.77
248801 10/15/09 UKP S26752 2.499 .633 15,821,628.05 15,821,628.05
PUR 10/20/09 60 DIAGEO PLC 1,000,000.00 90,996.80 9,934,423.96 9,934,423.96
248467 10/23/09 UKP S26778 9.879 .608 16,340,131.22 16,340,131.22
---------------- --------- ---------------- ------------ ---------------- --------------
17,500,000.00 696,954.45 71,656,635.66 71,656,635.66
114,679,391.13 114,679,391.13
8 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
PUR 9/29/09 60 CARL ZEISS MEDITEC AG 2,173.00 52.14 23,938.85 23,938.85
235918 10/01/09 EUR S26700 11.000 .688 34,819.08 34,819.08
PUR 9/30/09 60 CARL ZEISS MEDITEC AG 714.00 17.22 7,865.78 7,865.78
235918 10/02/09 EUR S26706 11.000 .684 11,498.99 11,498.99
PUR 10/01/09 60 CARL ZEISS MEDITEC AG 5,000.00 119.27 54,683.40 54,683.40
235918 10/05/09 EUR S26710 10.920 .687 79,635.40 79,635.40
PUR 10/02/09 60 CARL ZEISS MEDITEC AG 16,988.00 399.28 182,507.02 182,507.02
235918 10/06/09 EUR S26716 10.727 .685 266,588.11 266,588.11
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 24
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/05/09 60 CARL ZEISS MEDITEC AG 5,866.00 137.87 62,919.10 62,919.10
235918 10/07/09 EUR S26720 10.710 .684 92,050.64 92,050.64
PUR 10/06/09 60 CARL ZEISS MEDITEC AG 5,134.00 122.33 55,375.09 55,375.09
235918 10/08/09 EUR S26727 10.770 .678 81,672.73 81,672.73
PUR 10/07/09 60 CARL ZEISS MEDITEC AG 5,400.00 128.77 58,555.66 58,555.66
235918 10/09/09 EUR S26735 10.827 .681 85,977.24 85,977.24
PUR 10/08/09 60 CARL ZEISS MEDITEC AG 46,600.00 1,088.95 492,418.78 492,418.78
235918 10/12/09 EUR S26741 10.551 .677 727,056.70 727,056.70
PUR 10/09/09 60 CARL ZEISS MEDITEC AG 2,000.00 46.87 21,205.36 21,205.36
235918 10/13/09 EUR S26747 10.587 .678 31,296.98 31,296.98
PUR 10/09/09 60 DEUTSCHE BOERSE AG 100,000.00 12,607.78 5,703,502.44 5,703,502.44
240969 10/13/09 EUR S26747 56.950 .678 8,417,795.26 8,417,795.26
PUR 10/20/09 60 DAIMLER AG 250,000.00 20,852.09 9,315,652.55 9,315,652.55
248924 10/22/09 EUR S26777 37.207 .669 13,922,244.96 13,922,244.96
---------------- --------- ---------------- ------------ ---------------- --------------
439,875.00 35,572.57 15,978,624.03 15,978,624.03
23,750,636.09 23,750,636.09
11 TRANSACTIONS IN COUNTRY: GERMANY (1100)
PUR 10/05/09 60 FLSMIDTH + CO A/S DKK 100,000.00 7,695.04 26,141,743.89 26,141,743.89
248776 10/08/09 DKK S26721 261.026 5.088 5,137,719.41 5,137,719.41
PUR 10/07/09 60 FLSMIDTH + CO A/S DKK 100,000.00 8,205.76 27,773,788.29 27,773,788.29
248776 10/12/09 DKK S26731 277.322 5.069 5,478,713.12 5,478,713.12
PUR 10/09/09 60 FLSMIDTH + CO A/S DKK 100,000.00 8,201.21 27,612,737.07 27,612,737.07
248776 10/14/09 DKK S26745 275.714 5.043 5,475,675.63 5,475,675.63
---------------- --------- ---------------- ------------ ---------------- --------------
300,000.00 24,102.01 81,528,269.25 81,528,269.25
16,092,108.16 16,092,108.16
3 TRANSACTIONS IN COUNTRY: DENMARK (1400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 25
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/15/09 60 JARDINE CYCLE&CARRIAGE 40,000.00 2,230.34 1,072,280.62 1,072,280.62
226025 10/20/09 SGD S26765 26.730 1.390 771,313.93 771,313.93
PUR 10/15/09 60 OLAM INTERNATIONAL LTD 400,000.00 2,298.81 1,105,195.80 1,105,195.80
242025 10/20/09 SGD S26765 2.755 1.390 794,990.50 794,990.50
---------------- --------- ---------------- ------------ ---------------- --------------
440,000.00 4,529.15 2,177,476.42 2,177,476.42
1,566,304.43 1,566,304.43
2 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
PUR 10/13/09 60 SUN HUNG KAI PROPERTIE 100,000.00 4,673.58 11,757,419.31 11,757,419.31
221466 10/15/09 HKD S26754 117.212 7.750 1,517,125.51 1,517,125.51
PUR 10/15/09 60 ESPRIT HOLDINGS LTD 160,000.00 3,525.27 8,868,712.51 8,868,712.51
236657 10/19/09 HKD S26766 55.259 7.750 1,144,364.77 1,144,364.77
---------------- --------- ---------------- ------------ ---------------- --------------
260,000.00 8,198.85 20,626,131.82 20,626,131.82
2,661,490.28 2,661,490.28
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
98,049,334.00 1137078.24 94705348370.77 94705348370.77
1,332,222,137.82 1,332,222,137.82
302 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
98,049,334.00 1137078.24 94705348370.77 94705348370.77
1,332,222,137.82 1,332,222,137.82
302 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 26
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-INTERNATIONAL (1600)
--------------------------------
SALE 10/01/09 60 ISHARES IN MSCI SINGAP 120,000.00 1,232.43 1,260,327.57 1,011,661.00 248,666.57
246507 10/06/09 USD S26713 10.513 1.000 1,260,327.57 1,011,661.00 248,666.57
---------------- --------- ---------------- ------------ ---------------- --------------
120,000.00 1,232.43 1,260,327.57 1,011,661.00 248,666.57
1,260,327.57 1,011,661.00 248,666.57
1 TRANSACTION IN COUNTRY: SINGAPORE (1900)
SALE 10/01/09 60 ISHARES MSCI HONG KONG 200,000.00 2,077.92 3,029,702.08 2,511,092.91 518,609.17
246294 10/06/09 USD S26714 15.159 1.000 3,029,702.08 2,511,092.91 518,609.17
---------------- --------- ---------------- ------------ ---------------- --------------
200,000.00 2,077.92 3,029,702.08 2,511,092.91 518,609.17
3,029,702.08 2,511,092.91 518,609.17
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
320,000.00 3,310.35 4,290,029.65 3,522,753.91 767,275.74
4,290,029.65 3,522,753.91 767,275.74
2 TRANSACTIONS IN CATEGORY: ETF-INTERNATIONAL (1600)
DEV MKT COMMON STOCK (2220)
--------------------------------
SALE 10/01/09 60 SUNCOR ENERGY INC 40,000.00 1,491.29 1,429,104.00 1,008,776.93 420,327.07
248036 10/06/09 CAD S26712 35.768 1.073 1,332,001.12 837,531.10 494,470.02
SALE 10/22/09 60 HUSKY ENERGY INC COM 40,000.00 1,529.93 1,246,632.00 1,363,897.77 -117,265.77
234948 10/27/09 CAD S26784 31.206 1.046 1,192,036.72 1,162,258.58 29,778.14
---------------- --------- ---------------- ------------ ---------------- --------------
80,000.00 3,021.22 2,675,736.00 2,372,674.70 303,061.30
2,524,037.84 1,999,789.68 524,248.16
2 TRANSACTIONS IN COUNTRY: CANADA ( 300)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 27
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/30/09 60 BIC 10,100.00 1,085.81 494,418.85 378,897.50 115,521.35
222840 10/05/09 EUR S26705 49.026 .684 722,791.25 467,934.94 254,856.31
SALE 10/01/09 60 BIC 1,353.00 144.89 66,230.39 50,757.26 15,473.13
222840 10/06/09 EUR S26709 49.024 .687 96,451.28 62,684.75 33,766.53
SALE 10/02/09 60 CARBONE LORRAINE RTS(E 723,605.00 .01 .02 -.01
248638 10/02/09 EUR 26683 .682 .01 .03 -.02
SALE 10/07/09 60 BIC 7,477.00 808.40 366,494.61 280,496.69 85,997.92
222840 10/12/09 EUR S26734 49.090 .681 538,123.82 346,410.84 191,712.98
SALE 10/09/09 60 BIC 2,441.00 264.91 119,481.99 91,573.15 27,908.84
222840 10/14/09 EUR S26746 49.021 .678 176,343.39 113,092.00 63,251.39
SALE 10/09/09 60 RENAULT SA EUR 3.81 500,000.00 37,413.93 16,874,600.08 8,333,261.49 8,541,338.59
245378 10/14/09 EUR S26746 33.800 .678 24,905,210.45 11,141,467.74 13,763,742.71
SALE 10/12/09 60 BIC 1,247.00 136.01 61,131.01 46,780.71 14,350.30
222840 10/15/09 EUR S26751 49.096 .675 90,541.12 57,773.75 32,767.37
SALE 10/14/09 60 SOCIETE GENERALE RTS(1 8.00 .13 20.00 20.00
248837 10/14/09 EUR 26739 2.511 .671 29.81 29.81
SALE 10/20/09 60 RENAULT SA EUR 3.81 250,000.00 20,626.40 9,187,223.46 4,166,630.74 5,020,592.72
245378 10/23/09 EUR S26776 36.804 .669 13,730,307.66 5,570,733.87 8,159,573.79
SALE 10/20/09 60 SOCIETE GENERALE RTS(1 1,814,508.00 .01 .02 -.01
248837 10/20/09 EUR 26739 .677 .01 .03 -.02
SALE 10/21/09 60 BIC 250.00 27.57 12,231.62 9,378.65 2,852.97
222840 10/26/09 EUR S26782 49.000 .667 18,348.66 11,582.55 6,766.11
---------------- --------- ---------------- ------------ ---------------- --------------
3,310,989.00 60,508.05 27,181,832.03 13,357,776.23 13,824,055.80
40,278,147.46 17,771,680.50 22,506,466.96
11 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 28
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/01/09 60 77 BANK LTD/THE JPY 50 451,000.00 374.82 223,860,811.00 243,436,804.33 -19,575,993.33
245313 10/06/09 JPY S26707 496.440 89.600 2,498,446.55 2,537,229.04 -38,782.49
SALE 10/01/09 60 AEON CO LTD 366,410.00 516.86 308,690,828.00 326,241,481.55 -17,550,653.55
245452 10/06/09 JPY S26707 842.600 89.600 3,445,210.13 3,440,894.38 4,315.75
SALE 10/01/09 60 ASICS CORP 143,000.00 193.54 115,588,564.00 115,876,119.45 -287,555.45
235711 10/06/09 JPY S26707 808.433 89.600 1,290,050.94 1,201,338.43 88,712.51
SALE 10/01/09 60 ASTELLAS PHARMA INC 400,200.00 2,469.651,474,988,715.00 1,368,724,938.92 106,263,776.08
244460 10/06/09 JPY S26707 3686.18 89.600 16,461,927.62 14,422,763.20 2,039,164.42
SALE 10/01/09 60 BANK OF KYOTO LTD/THE 261,000.00 352.42 210,481,417.94 225,868,602.53 -15,387,184.59
249145 10/06/09 JPY S26707 806.563 89.600 2,349,122.97 2,355,180.96 -6,057.99
SALE 10/01/09 60 BANK OF YOKOHAMA LTD/T 259,330.00 190.95 114,043,175.00 122,225,257.06 -8,182,082.06
244586 10/06/09 JPY S26707 439.827 89.600 1,272,803.29 1,295,317.38 -22,514.09
SALE 10/01/09 60 CANON INC. 294,580.00 1,741.381,040,027,368.00 1,059,795,491.25 -19,768,123.25
14464 10/06/09 JPY S26707 3531.07 89.600 11,607,448.30 10,852,193.51 755,254.79
SALE 10/01/09 60 CANON MARKETING JAPAN 143,100.00 372.32 222,368,595.96 188,738,067.05 33,630,528.91
249151 10/06/09 JPY S26707 1554.17 89.600 2,481,792.37 1,968,568.61 513,223.76
SALE 10/01/09 60 CHIBA BANK LTD/THE 1,304,000.00 1,164.85 695,701,162.00 769,924,509.67 -74,223,347.67
244533 10/06/09 JPY S26707 533.593 89.600 7,764,521.90 8,049,049.46 -284,527.56
SALE 10/01/09 60 CHUGOKU BANK LTD/THE J 229,000.00 417.82 249,540,454.91 298,108,004.34 -48,567,549.43
249157 10/06/09 JPY S26707 1089.86 89.600 2,785,049.72 3,108,792.70 -323,742.98
SALE 10/01/09 60 DAI NIPPON PRINTING CO 480,000.00 984.94 588,250,389.00 592,820,360.63 -4,569,971.63
249051 10/06/09 JPY S26707 1225.70 89.600 6,565,294.52 6,230,518.32 334,776.20
SALE 10/01/09 60 DAIWA HOUSE INDUSTRY C 530,000.00 816.92 487,897,751.00 498,526,154.77 -10,628,403.77
249052 10/06/09 JPY S26707 920.700 89.600 5,445,287.40 5,199,803.95 245,483.45
SALE 10/01/09 60 FUJI MEDIA HOLDINGS IN 1,907.00 468.60 279,868,213.00 252,207,369.06 27,660,843.94
249060 10/06/09 JPY S26707 146780. 89.600 3,123,529.17 2,630,109.84 493,419.33
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 29
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/01/09 60 FUKUOKA FINANCIAL GROU 1,471,000.00 877.17 523,882,192.00 586,750,531.53 -62,868,339.53
245315 10/06/09 JPY S26707 356.194 89.600 5,846,899.46 6,113,463.67 -266,564.21
SALE 10/01/09 60 GUNMA BANK LTD/THE JPY 321,000.00 255.94 152,855,275.78 169,001,892.00 -16,146,616.22
249163 10/06/09 JPY S26707 476.256 89.600 1,705,974.06 1,762,246.58 -56,272.52
SALE 10/01/09 60 HACHIJUNI BANK LTD/THE 363,000.00 298.09 178,034,301.96 200,866,186.80 -22,831,884.84
249175 10/06/09 JPY S26707 490.526 89.600 1,986,989.98 2,094,764.94 -107,774.96
SALE 10/01/09 60 HIROSE ELECTRIC CO LTD 51,300.00 834.32 498,294,444.00 533,580,569.44 -35,286,125.44
244670 10/06/09 JPY S26707 9714.79 89.600 5,561,321.92 5,578,942.44 -17,620.52
SALE 10/01/09 60 HIROSHIMA BANK LTD/THE 489,000.00 291.71 174,221,287.00 190,556,708.69 -16,335,421.69
249058 10/06/09 JPY S26707 356.334 89.600 1,944,434.01 1,987,019.12 -42,585.11
SALE 10/01/09 60 HITACHI LTD 36,440.00 16.94 10,118,081.00 13,942,567.85 -3,824,486.85
241346 10/06/09 JPY S26707 277.706 89.600 112,925.01 142,429.44 -29,504.43
SALE 10/01/09 60 HOYA CORP 303,200.00 1,053.18 629,004,976.00 608,396,011.41 20,608,964.59
245255 10/06/09 JPY S26707 2074.86 89.600 7,020,144.82 6,404,457.02 615,687.80
SALE 10/01/09 60 IDEMITSU KOSAN CO LTD 17,800.00 220.00 131,390,289.00 144,473,217.37 -13,082,928.37
245331 10/06/09 JPY S26707 7382.58 89.600 1,466,409.48 1,505,251.56 -38,842.08
SALE 10/01/09 60 ISETAN MITSUKOSHI HOLD 331,800.00 567.73 339,075,703.02 304,027,879.27 35,047,823.75
249133 10/06/09 JPY S26707 1022.08 89.600 3,784,327.05 3,170,986.63 613,340.42
SALE 10/01/09 60 IYO BANK LTD/THE JPY 5 170,000.00 223.71 133,605,294.00 170,742,957.76 -37,137,663.76
249139 10/06/09 JPY S26707 786.031 89.600 1,491,130.51 1,780,625.14 -289,494.63
SALE 10/01/09 60 JAPAN STEEL WORKS LTD 840,000.00 1,416.73 846,135,597.00 1,006,255,107.65 -160119510.65
245263 10/06/09 JPY S26707 1007.45 89.600 9,443,477.65 10,478,525.77 -1,035,048.12
SALE 10/01/09 60 JOYO BANK LTD/THE 784,000.00 553.56 330,607,732.00 373,963,783.69 -43,356,051.69
244530 10/06/09 JPY S26707 421.757 89.600 3,689,818.44 3,910,965.97 -221,147.53
SALE 10/01/09 60 JS GROUP CORP JPY 50.0 310,800.00 806.90 481,917,430.00 438,364,176.59 43,553,253.41
245349 10/06/09 JPY S26707 1550.80 89.600 5,378,542.75 4,569,053.74 809,489.01
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 30
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/01/09 60 KAJIMA CORP 964,000.00 367.57 219,524,621.00 280,393,851.04 -60,869,230.04
245457 10/06/09 JPY S26707 227.757 89.600 2,450,051.57 2,920,581.87 -470,530.30
SALE 10/01/09 60 KANEKA CORP JPY 50.0 563,000.00 584.15 348,877,889.00 365,403,483.62 -16,525,594.62
249065 10/06/09 JPY S26707 619.770 89.600 3,893,726.44 3,809,773.90 83,952.54
SALE 10/01/09 60 KEISEI ELECTRIC RAILWA 313,000.00 311.02 185,750,122.00 165,901,557.53 19,848,564.47
245430 10/06/09 JPY S26707 593.540 89.600 2,073,104.04 1,729,038.90 344,065.14
SALE 10/01/09 60 KEYENCE CORP 9,860.00 312.20 186,458,334.00 188,859,400.38 -2,401,066.38
244669 10/06/09 JPY S26707 18913.4 89.600 2,081,008.19 2,003,501.34 77,506.85
SALE 10/01/09 60 KIKKOMAN CORP NPV 229,000.00 418.78 250,118,482.00 223,769,081.07 26,349,400.93
245417 10/06/09 JPY S26707 1092.38 89.600 2,791,500.92 2,332,830.19 458,670.73
SALE 10/01/09 60 KIRIN HOLDINGS COMPANY 570,000.00 1,298.79 775,697,917.00 720,196,013.49 55,501,903.51
245416 10/06/09 JPY S26707 1361.07 89.600 8,657,342.82 7,567,946.25 1,089,396.57
SALE 10/01/09 60 KYOCERA CORP 83,940.00 1,141.36 681,671,416.00 625,848,383.69 55,823,032.31
244666 10/06/09 JPY S26707 8122.15 89.600 7,607,939.91 6,635,816.14 972,123.77
SALE 10/01/09 60 KYOWA HAKKO KIRIN CO L 259,000.00 488.14 291,533,956.00 264,535,654.96 26,998,301.04
249053 10/06/09 JPY S26707 1125.78 89.600 3,253,727.19 2,758,614.55 495,112.64
SALE 10/01/09 60 MARUBENI CORP JPY 50.0 329,540.00 253.62 151,471,164.00 156,116,909.00 -4,645,745.00
237450 10/06/09 JPY S26707 459.713 89.600 1,690,526.38 1,625,789.98 64,736.40
SALE 10/01/09 60 MARUI GROUP CO LTD NPV 338,600.00 353.18 210,937,690.00 207,113,018.29 3,824,671.71
249054 10/06/09 JPY S26707 623.064 89.600 2,354,215.29 2,159,787.88 194,427.41
SALE 10/01/09 60 MATSUI SECURITIES CO L 759,600.00 875.47 522,870,913.00 624,942,682.10 -102071769.10
245323 10/06/09 JPY S26707 688.454 89.600 5,835,612.87 6,514,153.67 -678,540.80
SALE 10/01/09 60 MITSUBISHI CHEMICAL HO 1,256,000.00 773.97 462,250,937.14 529,752,860.98 -67,501,923.84
249169 10/06/09 JPY S26707 368.089 89.600 5,159,050.64 5,523,097.01 -364,046.37
SALE 10/01/09 60 MITSUBISHI CORP 214,610.00 654.79 391,066,361.00 408,265,584.12 -17,199,223.12
230635 10/06/09 JPY S26707 1822.49 89.600 4,364,579.92 4,245,601.49 118,978.43
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 31
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/01/09 60 MITSUBISHI ELECTRIC CO 839,030.00 935.28 558,586,674.00 544,361,951.43 14,224,722.57
221125 10/06/09 JPY S26707 665.853 89.600 6,234,226.27 5,629,867.39 604,358.88
SALE 10/01/09 60 MITSUBISHI HEAVY INDUS 2,419,590.00 1,331.62 795,301,059.00 866,164,003.53 -70,862,944.53
245069 10/06/09 JPY S26707 328.742 89.600 8,876,127.89 9,120,200.61 -244,072.72
SALE 10/01/09 60 MITSUBISHI LOGISTICS C 305,000.00 537.72 321,153,329.00 312,477,873.53 8,675,455.47
249059 10/06/09 JPY S26707 1053.12 89.600 3,584,300.55 3,259,373.73 324,926.82
SALE 10/01/09 60 MITSUBISHI MOTORS CORP 3,998,920.00 969.27 578,891,586.60 643,366,985.96 -64,475,399.36
249188 10/06/09 JPY S26707 144.784 89.600 6,460,843.60 6,780,415.42 -319,571.82
SALE 10/01/09 60 MITSUBISHI UFJ FINANCI 1,337,530.00 1,034.32 617,741,724.00 875,150,159.21 -257408435.21
219545 10/06/09 JPY S26707 461.922 89.600 6,894,438.88 8,937,308.57 -2,042,869.69
SALE 10/01/09 60 NEC CORP JPY 50.0 970,050.00 445.41 266,021,331.00 330,603,674.39 -64,582,343.39
245160 10/06/09 JPY S26707 274.276 89.600 2,968,988.07 3,476,406.50 -507,418.43
SALE 10/01/09 60 NIPPON EXPRESS CO LTD 1,761,000.00 1,049.40 626,748,893.00 713,343,753.69 -86,594,860.69
245145 10/06/09 JPY S26707 355.959 89.600 6,994,965.32 7,436,244.44 -441,279.12
SALE 10/01/09 60 NIPPON MEAT PACKERS IN 631,000.00 1,196.06 714,342,457.00 727,367,150.47 -13,024,693.47
245122 10/06/09 JPY S26707 1132.25 89.600 7,972,572.06 7,578,282.59 394,289.47
SALE 10/01/09 60 NIPPON STEEL CORP NPV 1,416,900.00 772.50 461,372,040.00 523,121,996.13 -61,749,956.13
227689 10/06/09 JPY S26707 325.670 89.600 5,149,241.52 5,463,866.81 -314,625.29
SALE 10/01/09 60 NTT DATA CORP NPV 3,873.00 1,808.441,080,080,164.00 1,131,430,391.37 -51,350,227.37
249048 10/06/09 JPY S26707 278916. 89.600 12,054,466.12 11,797,713.02 256,753.10
SALE 10/01/09 60 OBAYASHI CORP JPY 50.0 704,000.00 451.23 269,493,292.00 316,223,591.32 -46,730,299.32
245352 10/06/09 JPY S26707 382.860 89.600 3,007,737.63 3,296,790.55 -289,052.92
SALE 10/01/09 60 OBIC CO LTD JPY 50.0 5,350.00 133.54 79,754,355.00 81,653,575.42 -1,899,220.42
249050 10/06/09 JPY S26707 14909.5 89.600 890,115.57 851,325.82 38,789.75
SALE 10/01/09 60 OJI PAPER CO LTD NPV 2,862,000.00 1,929.831,152,578,295.00 1,214,571,227.45 -61,992,932.45
245311 10/06/09 JPY S26707 402.778 89.600 12,863,597.04 12,656,520.80 207,076.24
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 32
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/01/09 60 OMRON CORP JPY 50.0 637,800.00 1,696.381,013,152,180.00 929,814,325.07 83,337,854.93
245285 10/06/09 JPY S26707 1588.74 89.600 11,307,502.01 9,686,179.00 1,621,323.01
SALE 10/01/09 60 RICOH CO LTD 649,760.00 1,363.19 814,160,274.00 828,669,192.47 -14,508,918.47
245256 10/06/09 JPY S26707 1253.20 89.600 9,086,610.20 8,680,423.89 406,186.31
SALE 10/01/09 60 ROHM CO LTD JPY 50.0 67,650.00 700.20 418,193,595.00 427,574,452.71 -9,380,857.71
245118 10/06/09 JPY S26707 6182.65 89.600 4,667,339.23 4,510,727.93 156,611.30
SALE 10/01/09 60 SEKISUI CHEMICAL CO LT 460,000.00 387.09 231,184,133.00 262,889,680.04 -31,705,547.04
245139 10/06/09 JPY S26707 502.650 89.600 2,580,180.06 2,739,418.96 -159,238.90
SALE 10/01/09 60 SEKISUI HOUSE LTD JPY 1,329,000.00 1,723.181,029,156,502.00 1,214,153,400.30 -184996898.30
245117 10/06/09 JPY S26707 774.500 89.600 11,486,121.67 12,650,595.02 -1,164,473.35
SALE 10/01/09 60 SHIMIZU CORP NPV 1,138,000.00 650.33 388,407,703.00 476,975,180.75 -88,567,477.75
245115 10/06/09 JPY S26707 341.359 89.600 4,334,907.40 4,970,040.59 -635,133.19
SALE 10/01/09 60 SHIZUOKA BANK LTD/THE 698,000.00 1,065.23 636,201,425.00 647,813,093.66 -11,611,668.66
244529 10/06/09 JPY S26707 911.600 89.600 7,100,462.33 6,814,047.04 286,415.29
SALE 10/01/09 60 SHOWA SHELL SEKIYU KK 345,300.00 557.21 332,788,473.00 332,517,517.15 270,955.85
245148 10/06/09 JPY S26707 963.911 89.600 3,714,157.06 3,466,691.15 247,465.91
SALE 10/01/09 60 TAIHEIYO CEMENT CORP J 2,565,000.00 498.93 297,979,825.00 438,369,060.76 -140389235.76
245333 10/06/09 JPY S26707 116.189 89.600 3,325,667.69 4,567,360.25 -1,241,692.56
SALE 10/01/09 60 TAISEI CORP NPV 953,000.00 277.35 165,651,340.00 218,960,321.55 -53,308,981.55
249063 10/06/09 JPY S26707 173.847 89.600 1,848,787.28 2,283,036.49 -434,249.21
SALE 10/01/09 60 TAKASHIMAYA CO LTD NPV 451,000.00 534.65 319,319,086.00 298,539,194.31 20,779,891.69
245136 10/06/09 JPY S26707 708.131 89.600 3,563,829.08 3,113,049.22 450,779.86
SALE 10/01/09 60 TDK CORP 28,140.00 237.97 142,126,937.00 131,661,067.42 10,465,869.58
244668 10/06/09 JPY S26707 5051.46 89.600 1,586,238.14 1,399,219.54 187,018.60
SALE 10/01/09 60 TERUMO CORP JPY 50.0 231,200.00 1,842.301,100,300,921.00 975,294,802.09 125,006,118.91
245260 10/06/09 JPY S26707 4759.80 89.600 12,280,144.21 10,261,164.65 2,018,979.56
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 33
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/01/09 60 THK CO LTD JPY 50.0 447,800.00 1,234.49 737,291,546.00 663,887,406.50 73,404,139.50
245159 10/06/09 JPY S26707 1646.72 89.600 8,228,700.29 6,916,700.24 1,312,000.05
SALE 10/01/09 60 TOHO CO LTD/TOKYO JPY 111,800.00 281.58 168,172,694.00 159,293,809.71 8,878,884.29
245304 10/06/09 JPY S26707 1504.45 89.600 1,876,927.39 1,660,334.36 216,593.03
SALE 10/01/09 60 TOKIO MARINE HOLDINGS 179,680.00 767.48 458,367,990.00 490,974,222.22 -32,606,232.22
245267 10/06/09 JPY S26707 2551.40 89.600 5,115,714.17 5,163,630.18 -47,916.01
SALE 10/01/09 60 TOKYO ELECTRON LTD 45,150.00 425.36 254,040,461.00 213,549,873.95 40,490,587.05
244532 10/06/09 JPY S26707 5627.43 89.600 2,835,273.00 2,271,406.44 563,866.56
SALE 10/01/09 60 TOKYU CORP JPY 50.0 422,000.00 302.43 180,624,603.00 189,060,227.43 -8,435,624.43
249049 10/06/09 JPY S26707 428.085 89.600 2,015,899.59 1,971,814.20 44,085.39
SALE 10/01/09 60 TONENGENERAL SEKIYU KK 192,000.00 278.77 166,494,030.00 188,988,800.62 -22,494,770.62
245404 10/06/09 JPY S26707 867.287 89.600 1,858,192.30 1,969,498.44 -111,306.14
SALE 10/01/09 60 TORAY INDUSTRIES INC N 1,272,320.00 1,107.75 661,593,028.00 618,168,188.04 43,424,839.96
245308 10/06/09 JPY S26707 520.068 89.600 7,383,850.76 6,524,562.99 859,287.77
SALE 10/01/09 60 TOTO LTD JPY 50.0 648,000.00 583.83 348,690,597.00 388,181,890.73 -39,491,293.73
245336 10/06/09 JPY S26707 538.184 89.600 3,891,636.13 4,046,223.36 -154,587.23
SALE 10/01/09 60 TOYO SEIKAN KAISHA LTD 395,300.00 1,094.98 653,968,630.00 730,203,818.87 -76,235,188.87
245347 10/06/09 JPY S26707 1654.60 89.600 7,298,757.03 7,609,155.07 -310,398.04
SALE 10/01/09 60 TOYOTA MOTOR CORP 12,700.00 74.80 44,670,998.00 47,136,294.73 -2,465,296.73
220989 10/06/09 JPY S26707 3517.92 89.600 498,560.25 500,047.38 -1,487.13
SALE 10/01/09 60 UNY CO LTD JPY 50.0 319,200.00 355.21 212,147,372.00 249,416,222.16 -37,268,850.16
249055 10/06/09 JPY S26707 664.722 89.600 2,367,716.21 2,601,442.28 -233,726.07
SALE 10/01/09 60 USHIO INC JPY 50.0 198,100.00 496.25 296,380,965.00 297,310,569.86 -929,604.86
249056 10/06/09 JPY S26707 1496.34 89.600 3,307,823.27 3,100,603.36 207,219.91
SALE 10/01/09 60 YAKULT HONSHA CO LTD J 182,100.00 723.10 431,868,907.00 334,207,875.64 97,661,031.36
249057 10/06/09 JPY S26707 2371.95 89.600 4,819,965.48 3,485,275.82 1,334,689.66
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 34
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/01/09 60 YAMAGUCHI FINANCIAL GR 305,000.00 453.94 271,115,825.81 365,093,071.32 -93,977,245.51
249181 10/06/09 JPY S26707 889.038 89.600 3,025,846.27 3,805,930.48 -780,084.21
SALE 10/01/09 60 YAMATO HOLDINGS CO LTD 646,700.00 1,568.82 936,964,531.00 808,054,375.22 128,910,155.78
245354 10/06/09 JPY S26707 1449.05 89.600 10,457,193.43 8,501,604.60 1,955,588.83
SALE 10/02/09 60 77 BANK LTD/THE JPY 50 486,000.00 398.33 236,867,158.00 262,328,795.79 -25,461,637.79
245313 10/07/09 JPY S26719 487.454 89.210 2,655,163.75 2,734,131.52 -78,967.77
SALE 10/02/09 60 ASICS CORP 184,000.00 238.99 142,113,178.00 149,099,342.51 -6,986,164.51
235711 10/07/09 JPY S26719 772.470 89.210 1,593,018.47 1,545,778.12 47,240.35
SALE 10/02/09 60 ASTELLAS PHARMA INC 424,300.00 2,560.581,522,631,580.00 1,451,149,404.25 71,482,175.75
244460 10/07/09 JPY S26719 3589.11 89.210 17,067,947.32 15,291,300.41 1,776,646.91
SALE 10/02/09 60 BANK OF KYOTO LTD/THE 390,000.00 513.54 305,375,784.00 337,504,808.38 -32,129,024.38
249145 10/07/09 JPY S26719 783.132 89.210 3,423,111.58 3,519,235.92 -96,124.34
SALE 10/02/09 60 CANON MARKETING JAPAN 163,400.00 417.04 247,992,523.69 215,512,230.29 32,480,293.40
249151 10/07/09 JPY S26719 1517.93 89.210 2,779,873.60 2,247,827.47 532,046.13
SALE 10/02/09 60 CHIBA BANK LTD/THE 1,053,000.00 937.90 557,716,439.00 621,725,850.22 -64,009,411.22
244533 10/07/09 JPY S26719 529.725 89.210 6,251,725.58 6,499,730.89 -248,005.31
SALE 10/02/09 60 CHUGOKU BANK LTD/THE J 209,000.00 370.37 220,243,156.90 272,072,370.77 -51,829,213.87
249157 10/07/09 JPY S26719 1053.95 89.210 2,468,816.92 2,837,282.42 -368,465.50
SALE 10/02/09 60 DAI NIPPON PRINTING CO 630,000.00 1,256.90 747,405,867.00 778,076,723.33 -30,670,856.33
249051 10/07/09 JPY S26719 1186.53 89.210 8,378,050.30 8,177,555.30 200,495.00
SALE 10/02/09 60 DAIWA HOUSE INDUSTRY C 661,000.00 1,004.55 597,351,797.00 621,746,770.39 -24,394,973.39
249052 10/07/09 JPY S26719 903.845 89.210 6,696,018.35 6,485,038.51 210,979.84
SALE 10/02/09 60 FUJI MEDIA HOLDINGS IN 2,104.00 511.40 304,104,198.00 278,261,302.83 25,842,895.17
249060 10/07/09 JPY S26719 144557. 89.210 3,408,857.73 2,901,809.70 507,048.03
SALE 10/02/09 60 FUKUOKA FINANCIAL GROU 1,336,000.00 778.04 462,654,859.00 532,901,910.36 -70,247,051.36
245315 10/07/09 JPY S26719 346.351 89.210 5,186,132.26 5,552,404.80 -366,272.54
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 35
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/02/09 60 GUNMA BANK LTD/THE JPY 329,000.00 254.83 151,531,873.70 173,213,777.16 -21,681,903.46
249163 10/07/09 JPY S26719 460.652 89.210 1,698,597.40 1,806,165.50 -107,568.10
SALE 10/02/09 60 HACHIJUNI BANK LTD/THE 414,000.00 332.34 197,624,261.01 229,087,056.02 -31,462,795.01
249175 10/07/09 JPY S26719 477.425 89.210 2,215,270.27 2,389,070.76 -173,800.49
SALE 10/02/09 60 HIROSE ELECTRIC CO LTD 45,000.00 712.99 423,979,395.00 468,053,131.08 -44,073,736.08
244670 10/07/09 JPY S26719 9423.17 89.210 4,752,599.43 4,893,809.15 -141,209.72
SALE 10/02/09 60 HIROSHIMA BANK LTD/THE 408,000.00 236.17 140,437,419.00 158,992,100.50 -18,554,681.50
249058 10/07/09 JPY S26719 344.261 89.210 1,574,234.04 1,657,880.98 -83,646.94
SALE 10/02/09 60 HOYA CORP 352,050.00 1,178.65 700,871,606.00 706,417,598.34 -5,545,992.34
245255 10/07/09 JPY S26719 1991.12 89.210 7,856,424.23 7,436,309.68 420,114.55
SALE 10/02/09 60 IDEMITSU KOSAN CO LTD 20,600.00 246.06 146,319,349.00 167,199,341.45 -20,879,992.45
245331 10/07/09 JPY S26719 7103.94 89.210 1,640,167.57 1,742,032.70 -101,865.13
SALE 10/02/09 60 ISETAN MITSUKOSHI HOLD 484,000.00 792.41 471,202,287.00 443,488,527.93 27,713,759.07
249133 10/07/09 JPY S26719 973.705 89.210 5,281,944.70 4,625,550.11 656,394.59
SALE 10/02/09 60 IYO BANK LTD/THE JPY 5 199,000.00 258.57 153,758,739.90 199,869,697.61 -46,110,957.71
249139 10/07/09 JPY S26719 772.773 89.210 1,723,559.47 2,084,378.84 -360,819.37
SALE 10/02/09 60 JOYO BANK LTD/THE 435,000.00 303.15 180,264,970.00 207,492,660.59 -27,227,690.59
244530 10/07/09 JPY S26719 414.464 89.210 2,020,681.20 2,169,987.50 -149,306.30
SALE 10/02/09 60 JS GROUP CORP JPY 50.0 199,300.00 505.91 300,834,570.00 281,100,323.02 19,734,246.98
245349 10/07/09 JPY S26719 1509.68 89.210 3,372,206.82 2,929,898.36 442,308.46
SALE 10/02/09 60 KAJIMA CORP 1,879,000.00 715.33 425,371,097.00 546,535,317.54 -121164220.54
245457 10/07/09 JPY S26719 226.416 89.210 4,768,199.72 5,692,710.92 -924,511.20
SALE 10/02/09 60 KANEKA CORP JPY 50.0 272,000.00 276.56 164,455,741.00 176,535,963.67 -12,080,222.67
249065 10/07/09 JPY S26719 604.707 89.210 1,843,467.56 1,840,601.24 2,866.32
SALE 10/02/09 60 KEISEI ELECTRIC RAILWA 322,000.00 316.94 188,464,923.00 170,671,889.86 17,793,033.14
245430 10/07/09 JPY S26719 585.383 89.210 2,112,598.62 1,778,755.67 333,842.95
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 36
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/02/09 60 KIKKOMAN CORP NPV 421,000.00 740.79 440,507,130.00 411,383,332.45 29,123,797.55
245417 10/07/09 JPY S26719 1046.49 89.210 4,937,867.17 4,288,740.22 649,126.95
SALE 10/02/09 60 KIRIN HOLDINGS COMPANY 1,246,810.00 2,803.991,667,374,190.00 1,575,346,651.88 92,027,538.12
245416 10/07/09 JPY S26719 1337.51 89.210 18,690,440.42 16,554,019.41 2,136,421.01
SALE 10/02/09 60 KYOWA HAKKO KIRIN CO L 450,000.00 813.96 484,011,377.00 459,617,933.33 24,393,443.67
249053 10/07/09 JPY S26719 1075.74 89.210 5,425,528.27 4,792,959.65 632,568.62
SALE 10/02/09 60 MARUI GROUP CO LTD NPV 574,900.00 565.51 336,276,112.00 351,651,725.39 -15,375,613.39
249054 10/07/09 JPY S26719 585.018 89.210 3,769,488.98 3,667,046.82 102,442.16
SALE 10/02/09 60 MATSUI SECURITIES CO L 341,400.00 384.58 228,685,461.00 280,878,662.02 -52,193,201.02
245323 10/07/09 JPY S26719 669.947 89.210 2,563,450.97 2,927,767.33 -364,316.36
SALE 10/02/09 60 MITSUBISHI CHEMICAL HO 1,444,000.00 870.23 517,474,926.60 609,047,079.02 -91,572,152.42
249169 10/07/09 JPY S26719 358.416 89.210 5,800,638.12 6,349,802.62 -549,164.50
SALE 10/02/09 60 MITSUBISHI LOGISTICS C 369,000.00 627.36 373,058,125.00 378,047,001.08 -4,988,876.08
249059 10/07/09 JPY S26719 1011.14 89.210 4,181,797.16 3,943,307.88 238,489.28
SALE 10/02/09 60 NIPPON EXPRESS CO LTD 1,452,000.00 845.11 502,540,216.00 588,174,406.79 -85,634,190.79
245145 10/07/09 JPY S26719 346.154 89.210 5,633,227.40 6,131,417.90 -498,190.50
SALE 10/02/09 60 NIPPON MEAT PACKERS IN 185,000.00 350.89 208,655,894.00 213,253,443.48 -4,597,549.48
245122 10/07/09 JPY S26719 1128.03 89.210 2,338,929.42 2,221,841.96 117,087.46
SALE 10/02/09 60 NTT DATA CORP NPV 4,599.00 2,053.961,221,376,066.00 1,343,518,814.86 -122142748.86
249048 10/07/09 JPY S26719 265614. 89.210 13,691,021.93 14,009,213.06 -318,191.13
SALE 10/02/09 60 OBAYASHI CORP JPY 50.0 1,243,000.00 770.60 458,231,197.00 558,332,278.42 -100101081.42
245352 10/07/09 JPY S26719 368.705 89.210 5,136,545.20 5,820,895.82 -684,350.62
SALE 10/02/09 60 OBIC CO LTD JPY 50.0 7,700.00 185.19 110,120,739.00 117,520,099.20 -7,399,360.20
249050 10/07/09 JPY S26719 14303.5 89.210 1,234,399.05 1,225,272.68 9,126.37
SALE 10/02/09 60 OJI PAPER CO LTD NPV 522,000.00 351.37 208,944,672.00 221,525,569.78 -12,580,897.78
245311 10/07/09 JPY S26719 400.337 89.210 2,342,166.48 2,308,422.03 33,744.45
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 37
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/02/09 60 SEKISUI CHEMICAL CO LT 450,000.00 366.64 218,022,397.00 257,174,687.00 -39,152,290.00
245139 10/07/09 JPY S26719 484.567 89.210 2,443,923.29 2,679,866.37 -235,943.08
SALE 10/02/09 60 SEKISUI HOUSE LTD JPY 201,000.00 261.32 155,392,179.00 183,630,423.97 -28,238,244.97
245117 10/07/09 JPY S26719 773.211 89.210 1,741,869.51 1,913,295.41 -171,425.90
SALE 10/02/09 60 SHIMIZU CORP NPV 1,610,000.00 932.98 554,787,813.00 674,806,714.43 -120018901.43
245115 10/07/09 JPY S26719 344.640 89.210 6,218,897.13 7,031,428.25 -812,531.12
SALE 10/02/09 60 SHIZUOKA BANK LTD/THE 722,000.00 1,091.49 649,047,052.00 670,087,469.37 -21,040,417.37
244529 10/07/09 JPY S26719 899.092 89.210 7,275,496.60 7,048,340.92 227,155.68
SALE 10/02/09 60 SHOWA SHELL SEKIYU KK 414,500.00 648.83 385,820,603.00 399,155,837.99 -13,335,234.99
245148 10/07/09 JPY S26719 930.949 89.210 4,324,858.23 4,161,434.93 163,423.30
SALE 10/02/09 60 TAIHEIYO CEMENT CORP J 1,083,000.00 210.88 125,398,760.00 185,089,158.99 -59,690,398.99
245333 10/07/09 JPY S26719 115.806 89.210 1,405,658.11 1,928,440.99 -522,782.88
SALE 10/02/09 60 TAISEI CORP NPV 2,675,000.00 771.92 459,020,522.00 614,605,309.69 -155584787.69
249063 10/07/09 JPY S26719 171.622 89.210 5,145,393.14 6,408,313.33 -1,262,920.19
SALE 10/02/09 60 TAKASHIMAYA CO LTD NPV 587,000.00 669.90 398,356,509.00 388,564,317.21 9,792,191.79
245136 10/07/09 JPY S26719 678.733 89.210 4,465,379.54 4,051,795.77 413,583.77
SALE 10/02/09 60 TERUMO CORP JPY 50.0 151,850.00 1,178.19 700,600,615.00 640,564,514.26 60,036,100.74
245260 10/07/09 JPY S26719 4614.46 89.210 7,853,386.56 6,739,437.08 1,113,949.48
SALE 10/02/09 60 THK CO LTD JPY 50.0 163,600.00 433.11 257,551,100.00 242,545,734.04 15,005,365.96
245159 10/07/09 JPY S26719 1574.50 89.210 2,887,020.51 2,526,958.82 360,061.69
SALE 10/02/09 60 TOHO CO LTD/TOKYO JPY 140,200.00 341.51 203,078,297.00 199,758,426.84 3,319,870.16
245304 10/07/09 JPY S26719 1448.70 89.210 2,276,407.32 2,082,100.87 194,306.45
SALE 10/02/09 60 TOKYU CORP JPY 50.0 850,000.00 595.11 353,877,900.00 380,808,514.96 -26,930,614.96
249049 10/07/09 JPY S26719 416.389 89.210 3,966,796.32 3,971,663.68 -4,867.36
SALE 10/02/09 60 TONENGENERAL SEKIYU KK 490,000.00 685.11 407,399,900.00 482,315,168.25 -74,915,268.25
245404 10/07/09 JPY S26719 831.553 89.210 4,566,751.49 5,026,324.16 -459,572.67
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 38
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/02/09 60 TOTO LTD JPY 50.0 587,000.00 517.30 307,606,657.00 351,640,076.95 -44,033,419.95
245336 10/07/09 JPY S26719 524.110 89.210 3,448,118.56 3,665,328.88 -217,210.32
SALE 10/02/09 60 TOYO SEIKAN KAISHA LTD 165,700.00 452.20 268,898,331.00 306,083,412.06 -37,185,081.06
245347 10/07/09 JPY S26719 1623.04 89.210 3,014,217.36 3,189,569.93 -175,352.57
SALE 10/02/09 60 UNY CO LTD JPY 50.0 705,900.00 748.35 444,996,625.00 551,575,536.41 -106578911.41
249055 10/07/09 JPY S26719 630.491 89.210 4,988,192.19 5,753,001.58 -764,809.39
SALE 10/02/09 60 USHIO INC JPY 50.0 298,700.00 692.31 411,676,475.00 448,292,111.14 -36,615,636.14
249056 10/07/09 JPY S26719 1378.43 89.210 4,614,689.78 4,675,165.19 -60,475.41
SALE 10/02/09 60 YAKULT HONSHA CO LTD J 252,000.00 954.00 567,288,686.00 462,495,248.00 104,793,438.00
249057 10/07/09 JPY S26719 2251.48 89.210 6,359,025.74 4,823,116.46 1,535,909.28
SALE 10/02/09 60 YAMAGUCHI FINANCIAL GR 305,000.00 439.31 261,232,410.00 365,093,071.32 -103860661.32
249181 10/07/09 JPY S26719 856.628 89.210 2,928,286.18 3,805,930.48 -877,644.30
SALE 10/02/09 60 YAMATO HOLDINGS CO LTD 407,030.00 953.19 566,808,074.00 508,585,700.24 58,222,373.76
245354 10/07/09 JPY S26719 1392.75 89.210 6,353,638.31 5,350,870.76 1,002,767.55
SALE 10/05/09 60 77 BANK LTD/THE JPY 50 583,000.00 472.70 282,155,672.00 314,686,600.71 -32,530,928.71
245313 10/08/09 JPY S26724 484.045 89.550 3,150,817.11 3,279,832.67 -129,015.56
SALE 10/05/09 60 ASICS CORP 328,000.00 406.98 242,928,571.00 265,785,784.48 -22,857,213.48
235711 10/08/09 JPY S26724 740.747 89.550 2,712,770.20 2,755,517.53 -42,747.33
SALE 10/05/09 60 ASTELLAS PHARMA INC 280,900.00 1,695.891,012,297,127.00 960,706,734.99 51,590,392.01
244460 10/08/09 JPY S26724 3604.30 89.550 11,304,267.19 10,123,323.79 1,180,943.40
SALE 10/05/09 60 BANK OF KYOTO LTD/THE 233,000.00 303.58 181,210,418.93 201,637,488.08 -20,427,069.15
249145 10/08/09 JPY S26724 777.844 89.550 2,023,566.93 2,102,517.87 -78,950.94
SALE 10/05/09 60 CANON MARKETING JAPAN 133,100.00 336.17 200,663,612.96 175,548,824.07 25,114,788.89
249151 10/08/09 JPY S26724 1507.84 89.550 2,240,799.70 1,831,002.67 409,797.03
SALE 10/05/09 60 CHIBA BANK LTD/THE 637,000.00 559.61 334,034,856.00 376,105,761.24 -42,070,905.24
244533 10/08/09 JPY S26724 524.466 89.550 3,730,149.15 3,931,935.97 -201,786.82
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 39
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/05/09 60 CHUGOKU BANK LTD/THE J 60,000.00 105.58 63,023,545.00 78,106,900.70 -15,083,355.70
249157 10/08/09 JPY S26724 1050.55 89.550 703,780.51 814,530.84 -110,750.33
SALE 10/05/09 60 DAI NIPPON PRINTING CO 377,000.00 732.70 437,353,576.00 465,610,991.58 -28,257,415.58
249051 10/08/09 JPY S26724 1160.26 89.550 4,883,903.70 4,893,552.93 -9,649.23
SALE 10/05/09 60 DAIWA HOUSE INDUSTRY C 525,000.00 775.80 463,086,525.00 493,823,077.84 -30,736,552.84
249052 10/08/09 JPY S26724 882.202 89.550 5,171,262.14 5,150,749.20 20,512.94
SALE 10/05/09 60 FUJI MEDIA HOLDINGS IN 2,306.00 536.23 320,075,781.00 304,976,503.95 15,099,277.05
249060 10/08/09 JPY S26724 138822. 89.550 3,574,268.91 3,180,405.50 393,863.41
SALE 10/05/09 60 FUKUOKA FINANCIAL GROU 895,000.00 508.36 303,445,486.00 356,996,414.49 -53,550,928.49
245315 10/08/09 JPY S26724 339.096 89.550 3,388,559.31 3,719,612.50 -331,053.19
SALE 10/05/09 60 GUNMA BANK LTD/THE JPY 310,000.00 237.89 142,001,694.00 163,210,549.90 -21,208,855.90
249163 10/08/09 JPY S26724 458.139 89.550 1,585,725.23 1,701,858.07 -116,132.84
SALE 10/05/09 60 HACHIJUNI BANK LTD/THE 314,000.00 251.83 150,315,939.00 173,752,018.33 -23,436,079.33
249175 10/08/09 JPY S26724 478.785 89.550 1,678,569.95 1,812,000.53 -133,430.58
SALE 10/05/09 60 HIROSE ELECTRIC CO LTD 17,700.00 280.54 167,452,878.00 184,100,898.23 -16,648,020.23
244670 10/08/09 JPY S26724 9462.03 89.550 1,869,937.22 1,924,898.27 -54,961.05
SALE 10/05/09 60 HIROSHIMA BANK LTD/THE 424,000.00 242.98 145,038,223.00 165,227,084.83 -20,188,861.83
249058 10/08/09 JPY S26724 342.123 89.550 1,619,633.98 1,722,895.92 -103,261.94
SALE 10/05/09 60 IDEMITSU KOSAN CO LTD 30,800.00 352.71 210,538,415.00 249,987,364.89 -39,448,949.89
245331 10/08/09 JPY S26724 6836.68 89.550 2,351,071.08 2,604,592.59 -253,521.51
SALE 10/05/09 60 ISETAN MITSUKOSHI HOLD 501,800.00 804.09 479,965,479.98 459,798,643.22 20,166,836.76
249133 10/08/09 JPY S26724 956.631 89.550 5,359,748.52 4,795,663.32 564,085.20
SALE 10/05/09 60 IYO BANK LTD/THE JPY 5 119,000.00 155.33 92,717,184.98 119,520,070.43 -26,802,885.45
249139 10/08/09 JPY S26724 779.253 89.550 1,035,367.78 1,246,437.60 -211,069.82
SALE 10/05/09 60 JOYO BANK LTD/THE 777,000.00 525.03 313,394,162.00 370,624,821.34 -57,230,659.34
244530 10/08/09 JPY S26724 403.399 89.550 3,499,655.63 3,876,046.63 -376,391.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 40
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/05/09 60 JS GROUP CORP JPY 50.0 258,400.00 639.80 381,900,826.00 364,457,217.60 17,443,608.40
245349 10/08/09 JPY S26724 1478.16 89.550 4,264,665.84 3,798,724.22 465,941.62
SALE 10/05/09 60 KAJIMA CORP 499,000.00 180.94 108,006,818.00 145,141,630.36 -37,134,812.36
245457 10/08/09 JPY S26724 216.479 89.550 1,206,106.29 1,511,794.97 -305,688.68
SALE 10/05/09 60 KANEKA CORP JPY 50.0 429,000.00 429.18 256,184,348.00 278,433,560.35 -22,249,212.35
249065 10/08/09 JPY S26724 597.256 89.550 2,860,796.74 2,903,007.11 -42,210.37
SALE 10/05/09 60 KEISEI ELECTRIC RAILWA 351,000.00 334.26 199,524,167.00 186,042,960.69 13,481,206.31
245430 10/08/09 JPY S26724 568.530 89.550 2,228,075.57 1,938,954.16 289,121.41
SALE 10/05/09 60 KIKKOMAN CORP NPV 233,000.00 409.49 244,429,423.00 227,677,711.31 16,751,711.69
245417 10/08/09 JPY S26724 1049.21 89.550 2,729,530.13 2,373,578.31 355,951.82
SALE 10/05/09 60 KYOWA HAKKO KIRIN CO L 267,000.00 480.82 287,000,553.00 272,706,640.45 14,293,912.55
249053 10/08/09 JPY S26724 1075.07 89.550 3,204,919.63 2,843,822.72 361,096.91
SALE 10/05/09 60 MARUI GROUP CO LTD NPV 325,200.00 316.94 189,187,807.00 198,916,578.70 -9,728,771.70
249054 10/08/09 JPY S26724 581.846 89.550 2,112,649.99 2,074,314.88 38,335.11
SALE 10/05/09 60 MITSUBISHI LOGISTICS C 207,000.00 352.84 210,614,398.00 212,075,146.95 -1,460,748.95
249059 10/08/09 JPY S26724 1017.61 89.550 2,351,919.58 2,212,099.54 139,820.04
SALE 10/05/09 60 NIPPON EXPRESS CO LTD 741,000.00 429.95 256,639,526.00 300,163,385.28 -43,523,859.28
245145 10/08/09 JPY S26724 346.394 89.550 2,865,879.69 3,129,050.04 -263,170.35
SALE 10/05/09 60 NTT DATA CORP NPV 1,838.00 823.17 491,361,185.00 536,940,113.44 -45,578,928.44
249048 10/08/09 JPY S26724 267374. 89.550 5,487,003.74 5,598,811.40 -111,807.66
SALE 10/05/09 60 OBAYASHI CORP JPY 50.0 4,017,000.00 2,379.731,420,488,926.00 1,804,361,031.72 -383872105.72
245352 10/08/09 JPY S26724 353.672 89.550 15,862,522.90 18,811,374.50 -2,948,851.60
SALE 10/05/09 60 OBIC CO LTD JPY 50.0 4,370.00 103.29 61,655,490.00 66,696,471.88 -5,040,981.88
249050 10/08/09 JPY S26724 14110.9 89.550 688,503.52 695,382.03 -6,878.51
SALE 10/05/09 60 SEKISUI CHEMICAL CO LT 372,000.00 298.60 178,237,446.00 212,597,741.25 -34,360,295.25
245139 10/08/09 JPY S26724 479.205 89.550 1,990,367.91 2,215,356.20 -224,988.29
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 41
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/05/09 60 SHIZUOKA BANK LTD/THE 418,000.00 623.44 372,137,683.00 387,945,377.00 -15,807,694.00
244529 10/08/09 JPY S26724 890.415 89.550 4,155,641.35 4,080,618.43 75,022.92
SALE 10/05/09 60 SHOWA SHELL SEKIYU KK 205,900.00 316.59 188,979,119.00 198,277,893.95 -9,298,774.95
245148 10/08/09 JPY S26724 917.958 89.550 2,110,319.59 2,067,163.94 43,155.65
SALE 10/05/09 60 TAISEI CORP NPV 3,536,000.00 978.92 584,328,981.00 812,427,803.76 -228098822.76
249063 10/08/09 JPY S26724 165.276 89.550 6,525,170.08 8,470,951.76 -1,945,781.68
SALE 10/05/09 60 TAKASHIMAYA CO LTD NPV 333,000.00 383.50 228,910,651.00 220,429,161.21 8,481,489.79
245136 10/08/09 JPY S26724 687.523 89.550 2,556,232.84 2,298,548.54 257,684.30
SALE 10/05/09 60 TOHO CO LTD/TOKYO JPY 88,400.00 212.67 126,944,297.00 125,953,244.88 991,052.12
245304 10/08/09 JPY S26724 1436.23 89.550 1,417,580.09 1,312,822.52 104,757.57
SALE 10/05/09 60 TOKYU CORP JPY 50.0 870,000.00 590.99 352,764,963.00 389,768,715.31 -37,003,752.31
249049 10/08/09 JPY S26724 405.538 89.550 3,939,307.24 4,065,114.59 -125,807.35
SALE 10/05/09 60 TONENGENERAL SEKIYU KK 177,000.00 244.51 145,952,305.00 174,224,050.57 -28,271,745.57
245404 10/08/09 JPY S26724 824.713 89.550 1,629,841.49 1,815,631.38 -185,789.89
SALE 10/05/09 60 TOTO LTD JPY 50.0 493,000.00 430.91 257,215,615.00 295,329,740.94 -38,114,125.94
245336 10/08/09 JPY S26724 521.814 89.550 2,872,312.84 3,078,376.72 -206,063.88
SALE 10/05/09 60 UNY CO LTD JPY 50.0 303,600.00 319.88 190,934,783.00 237,226,707.54 -46,291,924.54
249055 10/08/09 JPY S26724 628.997 89.550 2,132,158.38 2,474,304.12 -342,145.74
SALE 10/05/09 60 YAKULT HONSHA CO LTD J 139,300.00 526.89 314,502,873.00 255,657,095.42 58,845,777.58
249057 10/08/09 JPY S26724 2258.07 89.550 3,512,036.55 2,666,111.60 845,924.95
SALE 10/05/09 60 YAMAGUCHI FINANCIAL GR 167,000.00 244.38 145,874,509.87 199,903,419.38 -54,028,909.51
249181 10/08/09 JPY S26724 873.631 89.550 1,628,972.75 2,083,902.92 -454,930.17
SALE 10/06/09 60 77 BANK LTD/THE JPY 50 502,000.00 403.39 238,586,895.00 270,965,134.75 -32,378,239.75
245313 10/09/09 JPY S26726 475.344 88.730 2,688,908.99 2,824,144.08 -135,235.09
SALE 10/06/09 60 ASICS CORP 351,000.00 447.31 264,561,098.00 284,423,202.29 -19,862,104.29
235711 10/09/09 JPY S26726 753.848 88.730 2,981,642.04 2,948,739.79 32,902.25
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 42
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/06/09 60 BANK OF KYOTO LTD/THE 285,000.00 373.90 221,139,421.00 246,638,129.20 -25,498,708.20
249145 10/09/09 JPY S26726 776.044 88.730 2,492,273.42 2,571,749.32 -79,475.90
SALE 10/06/09 60 CANON MARKETING JAPAN 200,100.00 491.24 290,539,869.12 263,916,752.03 26,623,117.09
249151 10/09/09 JPY S26726 1452.19 88.730 3,274,426.57 2,752,694.48 521,732.09
SALE 10/06/09 60 DAI NIPPON PRINTING CO 188,960.00 372.07 220,057,145.00 233,373,615.30 -13,316,470.30
249051 10/09/09 JPY S26726 1164.74 88.730 2,480,076.02 2,452,747.38 27,328.64
SALE 10/06/09 60 FUJI MEDIA HOLDINGS IN 3,596.00 825.11 488,006,588.00 475,583,481.45 12,423,106.55
249060 10/09/09 JPY S26726 135728. 88.730 5,499,905.20 4,959,556.89 540,348.31
SALE 10/06/09 60 GUNMA BANK LTD/THE JPY 408,000.00 311.72 184,368,553.00 214,806,143.10 -30,437,590.10
249163 10/09/09 JPY S26726 451.952 88.730 2,077,860.40 2,239,864.82 -162,004.42
SALE 10/06/09 60 HACHIJUNI BANK LTD/THE 377,000.00 304.87 180,311,162.90 208,613,092.08 -28,301,929.18
249175 10/09/09 JPY S26726 478.351 88.730 2,032,133.02 2,175,554.77 -143,421.75
SALE 10/06/09 60 HIROSHIMA BANK LTD/THE 253,000.00 146.53 86,669,833.00 98,590,689.77 -11,920,856.77
249058 10/09/09 JPY S26726 342.620 88.730 976,781.62 1,028,048.75 -51,267.13
SALE 10/06/09 60 IDEMITSU KOSAN CO LTD 37,600.00 439.95 260,210,062.00 305,179,380.51 -44,969,318.51
245331 10/09/09 JPY S26726 6921.51 88.730 2,932,605.23 3,179,632.51 -247,027.28
SALE 10/06/09 60 IYO BANK LTD/THE JPY 5 150,000.00 195.74 115,770,227.00 150,655,550.96 -34,885,323.96
249139 10/09/09 JPY S26726 771.917 88.730 1,304,747.29 1,571,139.83 -266,392.54
SALE 10/06/09 60 JOYO BANK LTD/THE 596,000.00 406.53 240,435,327.00 284,288,794.75 -43,853,467.75
244530 10/09/09 JPY S26726 403.476 88.730 2,709,741.09 2,973,132.29 -263,391.20
SALE 10/06/09 60 JS GROUP CORP JPY 50.0 771,100.00 1,821.281,077,185,467.00 1,087,588,856.40 -10,403,389.40
245349 10/09/09 JPY S26726 1397.15 88.730 12,140,036.82 11,335,898.77 804,138.05
SALE 10/06/09 60 KANEKA CORP JPY 50.0 332,000.00 337.16 199,410,087.00 215,477,720.36 -16,067,633.36
249065 10/09/09 JPY S26726 600.723 88.730 2,247,380.67 2,246,616.23 764.44
SALE 10/06/09 60 KEISEI ELECTRIC RAILWA 358,000.00 335.99 198,713,995.00 189,753,219.16 8,960,775.84
245430 10/09/09 JPY S26726 555.150 88.730 2,239,535.61 1,977,622.76 261,912.85
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 43
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/06/09 60 KIKKOMAN CORP NPV 302,000.00 523.31 309,505,379.00 295,101,582.90 14,403,796.10
245417 10/09/09 JPY S26726 1025.00 88.730 3,488,170.62 3,076,483.48 411,687.14
SALE 10/06/09 60 KYOWA HAKKO KIRIN CO L 337,000.00 601.31 355,637,744.00 344,202,763.41 11,434,980.59
249053 10/09/09 JPY S26726 1055.46 88.730 4,008,089.08 3,589,394.23 418,694.85
SALE 10/06/09 60 MARUI GROUP CO LTD NPV 324,500.00 312.65 184,911,818.00 198,488,406.49 -13,576,588.49
249054 10/09/09 JPY S26726 569.922 88.730 2,083,983.07 2,069,849.87 14,133.20
SALE 10/06/09 60 MITSUBISHI LOGISTICS C 245,000.00 412.36 243,893,104.00 251,006,816.44 -7,113,712.44
249059 10/09/09 JPY S26726 995.631 88.730 2,748,710.74 2,618,185.45 130,525.29
SALE 10/06/09 60 NIPPON EXPRESS CO LTD 971,000.00 556.70 329,254,185.00 393,331,507.57 -64,077,322.57
245145 10/09/09 JPY S26726 339.139 88.730 3,710,742.53 4,100,280.15 -389,537.62
SALE 10/06/09 60 OBIC CO LTD JPY 50.0 6,010.00 141.02 83,409,917.00 91,726,726.78 -8,316,809.78
249050 10/09/09 JPY S26726 13880.6 88.730 940,041.89 956,349.20 -16,307.31
SALE 10/06/09 60 SEKISUI CHEMICAL CO LT 596,000.00 473.46 280,027,092.00 340,613,585.45 -60,586,493.45
245139 10/09/09 JPY S26726 469.915 88.730 3,155,946.04 3,549,334.13 -393,388.09
SALE 10/06/09 60 SHIZUOKA BANK LTD/THE 418,000.00 621.49 367,575,855.00 387,945,377.00 -20,369,522.00
244529 10/09/09 JPY S26726 879.500 88.730 4,142,633.33 4,080,618.43 62,014.90
SALE 10/06/09 60 SHOWA SHELL SEKIYU KK 397,100.00 610.76 361,232,232.00 382,399,959.63 -21,167,727.63
245148 10/09/09 JPY S26726 909.812 88.730 4,071,139.77 3,986,745.02 84,394.75
SALE 10/06/09 60 TAKASHIMAYA CO LTD NPV 471,000.00 532.80 315,118,560.00 311,778,182.97 3,340,377.03
245136 10/09/09 JPY S26726 669.142 88.730 3,551,431.98 3,251,100.19 300,331.79
SALE 10/06/09 60 TOHO CO LTD/TOKYO JPY 142,300.00 343.04 202,889,746.00 202,750,528.81 139,217.19
245304 10/09/09 JPY S26726 1426.00 88.730 2,286,596.93 2,113,287.83 173,309.10
SALE 10/06/09 60 TOKYU CORP JPY 50.0 1,079,000.00 726.88 429,906,646.00 483,402,808.99 -53,496,162.99
249049 10/09/09 JPY S26726 398.490 88.730 4,845,110.40 5,041,676.60 -196,566.20
SALE 10/06/09 60 TONENGENERAL SEKIYU KK 221,000.00 304.51 180,101,484.00 217,533,984.04 -37,432,500.04
245404 10/09/09 JPY S26726 815.061 88.730 2,029,769.91 2,266,974.77 -237,204.86
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 44
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/06/09 60 UNY CO LTD JPY 50.0 381,300.00 387.23 229,023,914.00 297,939,866.89 -68,915,952.89
249055 10/09/09 JPY S26726 600.730 88.730 2,581,132.81 3,107,549.94 -526,417.13
SALE 10/06/09 60 YAKULT HONSHA CO LTD J 119,600.00 444.38 262,824,566.00 219,501,712.94 43,322,853.06
249057 10/09/09 JPY S26726 2197.85 88.730 2,962,071.07 2,289,066.38 673,004.69
SALE 10/06/09 60 YAMAGUCHI FINANCIAL GR 117,000.00 172.28 101,890,719.97 140,052,096.21 -38,161,376.24
249181 10/09/09 JPY S26726 870.992 88.730 1,148,323.23 1,459,979.89 -311,656.66
SALE 10/07/09 60 77 BANK LTD/THE JPY 50 462,000.00 379.47 225,218,193.00 249,374,287.36 -24,156,094.36
245313 10/13/09 JPY S26732 487.558 89.040 2,529,404.68 2,599,112.68 -69,708.00
SALE 10/07/09 60 ASICS CORP 260,000.00 333.42 197,893,310.00 210,683,853.55 -12,790,543.55
235711 10/13/09 JPY S26732 761.242 89.040 2,222,521.45 2,184,251.70 38,269.75
SALE 10/07/09 60 BANK OF KYOTO LTD/THE 447,000.00 589.03 349,596,137.75 386,832,434.21 -37,236,296.46
249145 10/13/09 JPY S26732 782.212 89.040 3,926,281.87 4,033,585.78 -107,303.91
SALE 10/07/09 60 CANON MARKETING JAPAN 99,500.00 246.68 146,405,129.46 131,232,967.65 15,172,161.81
249151 10/13/09 JPY S26732 1471.62 89.040 1,644,262.46 1,368,781.11 275,481.35
SALE 10/07/09 60 FUJI MEDIA HOLDINGS IN 887.00 210.47 124,914,269.00 117,308,828.71 7,605,440.29
249060 10/13/09 JPY S26732 140848. 89.040 1,402,900.60 1,223,338.98 179,561.62
SALE 10/07/09 60 GUNMA BANK LTD/THE JPY 1,458,000.00 1,129.21 670,201,249.80 767,616,070.20 -97,414,820.40
249163 10/13/09 JPY S26732 459.741 89.040 7,526,968.22 8,004,222.81 -477,254.59
SALE 10/07/09 60 HACHIJUNI BANK LTD/THE 669,000.00 549.20 325,956,404.60 370,191,402.12 -44,234,997.52
249175 10/13/09 JPY S26732 487.302 89.040 3,660,786.22 3,860,599.85 -199,813.63
SALE 10/07/09 60 HIROSHIMA BANK LTD/THE 442,000.00 259.33 153,920,117.00 172,241,442.21 -18,321,325.21
249058 10/13/09 JPY S26732 348.288 89.040 1,728,662.59 1,796,037.73 -67,375.14
SALE 10/07/09 60 IDEMITSU KOSAN CO LTD 28,900.00 341.96 202,954,953.00 234,566,066.40 -31,611,113.40
245331 10/13/09 JPY S26732 7023.71 89.040 2,279,368.30 2,443,919.67 -164,551.37
SALE 10/07/09 60 IYO BANK LTD/THE JPY 5 142,000.00 186.81 110,878,364.97 142,620,588.24 -31,742,223.27
249139 10/13/09 JPY S26732 780.951 89.040 1,245,264.66 1,487,345.71 -242,081.05
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 45
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/07/09 60 JOYO BANK LTD/THE 624,000.00 433.65 257,377,300.00 297,644,644.16 -40,267,344.16
244530 10/13/09 JPY S26732 412.526 89.040 2,890,580.64 3,112,809.65 -222,229.01
SALE 10/07/09 60 JS GROUP CORP JPY 50.0 259,200.00 603.62 358,252,255.00 365,585,568.13 -7,333,313.13
245349 10/13/09 JPY S26732 1382.35 89.040 4,023,497.92 3,810,484.97 213,012.95
SALE 10/07/09 60 KEISEI ELECTRIC RAILWA 336,000.00 309.48 183,681,553.00 178,092,406.81 5,589,146.19
245430 10/13/09 JPY S26732 546.753 89.040 2,062,910.52 1,856,092.87 206,817.65
SALE 10/07/09 60 KIKKOMAN CORP NPV 435,000.00 748.42 444,192,075.00 425,063,538.29 19,128,536.71
245417 10/13/09 JPY S26732 1021.28 89.040 4,988,680.09 4,431,358.66 557,321.43
SALE 10/07/09 60 KYOWA HAKKO KIRIN CO L 145,000.00 253.53 150,468,431.00 148,099,111.85 2,369,319.15
249053 10/13/09 JPY S26732 1037.86 89.040 1,689,897.02 1,544,398.11 145,498.91
SALE 10/07/09 60 MARUI GROUP CO LTD NPV 178,000.00 172.14 102,167,478.00 108,878,078.13 -6,710,600.13
249054 10/13/09 JPY S26732 574.061 89.040 1,147,433.49 1,135,387.60 12,045.89
SALE 10/07/09 60 MITSUBISHI LOGISTICS C 254,000.00 425.92 252,785,777.00 260,227,475.00 -7,441,698.00
249059 10/13/09 JPY S26732 995.369 89.040 2,839,013.67 2,714,363.69 124,649.98
SALE 10/07/09 60 NIPPON EXPRESS CO LTD 1,519,000.00 875.60 519,678,267.00 615,314,685.89 -95,636,418.89
245145 10/13/09 JPY S26732 342.170 89.040 5,836,458.52 6,414,341.45 -577,882.93
SALE 10/07/09 60 OBIC CO LTD JPY 50.0 9,000.00 209.83 124,534,517.00 137,361,154.91 -12,826,637.91
249050 10/13/09 JPY S26732 13839.2 89.040 1,398,635.64 1,432,136.90 -33,501.26
SALE 10/07/09 60 SEKISUI CHEMICAL CO LT 672,000.00 537.79 319,187,126.00 384,047,532.59 -64,860,406.59
245139 10/13/09 JPY S26732 475.052 89.040 3,584,761.07 4,001,933.78 -417,172.71
SALE 10/07/09 60 SHOWA SHELL SEKIYU KK 1,272,400.00 1,954.021,159,730,967.00 1,225,297,679.76 -65,566,712.76
245148 10/13/09 JPY S26732 911.588 89.040 13,024,831.17 12,774,450.68 250,380.49
SALE 10/07/09 60 TAKASHIMAYA CO LTD NPV 654,000.00 747.09 443,406,955.00 432,914,929.22 10,492,025.78
245136 10/13/09 JPY S26732 678.094 89.040 4,979,862.48 4,514,266.50 465,595.98
SALE 10/07/09 60 TOHO CO LTD/TOKYO JPY 180,500.00 431.59 256,153,019.00 257,178,288.48 -1,025,269.48
245304 10/13/09 JPY S26732 1419.34 89.040 2,876,830.85 2,680,593.49 196,237.36
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 46
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/07/09 60 TOKYU CORP JPY 50.0 1,090,000.00 730.67 433,660,983.00 488,330,919.18 -54,669,936.18
249049 10/13/09 JPY S26732 397.914 89.040 4,870,406.37 5,093,074.61 -222,668.24
SALE 10/07/09 60 TONENGENERAL SEKIYU KK 204,000.00 281.92 167,323,891.00 200,800,600.66 -33,476,709.66
245404 10/13/09 JPY S26732 820.338 89.040 1,879,199.14 2,092,592.10 -213,392.96
SALE 10/08/09 60 BANK OF KYOTO LTD/THE 478,000.00 624.04 367,630,859.80 413,659,739.50 -46,028,879.70
249145 10/14/09 JPY S26738 769.218 88.380 4,159,661.24 4,313,319.92 -153,658.68
SALE 10/08/09 60 HACHIJUNI BANK LTD/THE 95,000.00 79.14 46,622,407.00 52,568,285.80 -5,945,878.80
249175 10/14/09 JPY S26738 490.836 88.380 527,522.14 548,216.72 -20,694.58
SALE 10/08/09 60 IDEMITSU KOSAN CO LTD 32,900.00 388.78 229,033,640.00 267,031,957.95 -37,998,317.95
245331 10/14/09 JPY S26738 6962.55 88.380 2,591,464.58 2,782,178.45 -190,713.87
SALE 10/08/09 60 KIKKOMAN CORP NPV 54,000.00 93.52 55,091,337.00 52,766,508.20 2,324,828.80
245417 10/14/09 JPY S26738 1020.36 88.380 623,346.20 550,099.70 73,246.50
SALE 10/08/09 60 NIPPON EXPRESS CO LTD 222,000.00 132.71 78,179,180.00 89,927,491.95 -11,748,311.95
245145 10/14/09 JPY S26738 352.211 88.380 884,580.00 937,448.19 -52,868.19
SALE 10/08/09 60 OBIC CO LTD JPY 50.0 24,390.00 573.94 338,112,674.00 372,248,729.81 -34,136,055.81
249050 10/14/09 JPY S26738 13864.8 88.380 3,825,669.54 3,881,091.00 -55,421.46
SALE 10/08/09 60 TOHO CO LTD/TOKYO JPY 121,600.00 291.66 171,817,981.00 173,256,952.24 -1,438,971.24
245304 10/14/09 JPY S26738 1413.18 88.380 1,944,082.16 1,805,873.51 138,208.65
SALE 10/08/09 60 TOKYU CORP JPY 50.0 519,000.00 354.30 208,718,687.00 232,517,199.13 -23,798,512.13
249049 10/14/09 JPY S26738 402.216 88.380 2,361,605.42 2,425,051.12 -63,445.70
---------------- --------- ---------------- ------------ ---------------- --------------
125,162,660.00 149,807.85 89209839424.01 94673983844.98 -5464144420.97
998,568,729.26 988,717,830.78 9,850,898.48
244 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
SALE 10/09/09 60 YARA INTERNATIONAL NOK 2,150.00 108.86 407,887.25 302,041.16 105,846.09
233900 10/14/09 NOK S26744 190.000 5.629 72,464.34 46,111.19 26,353.15
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 47
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/14/09 60 YARA INTERNATIONAL NOK 397,850.00 19,851.70 73,497,050.65 55,891,663.17 17,605,387.48
233900 10/19/09 NOK S26760 185.013 5.562 13,214,615.89 8,532,715.07 4,681,900.82
SALE 10/15/09 60 YARA INTERNATIONAL NOK 100,000.00 5,061.59 18,726,398.21 14,048,426.08 4,677,972.13
233900 10/20/09 NOK S26764 187.545 5.558 3,369,329.82 2,144,706.57 1,224,623.25
SALE 10/16/09 60 YARA INTERNATIONAL NOK 250,000.00 12,999.38 48,810,399.41 35,121,065.21 13,689,334.20
233900 10/21/09 NOK S26771 195.535 5.641 8,653,252.15 5,361,766.42 3,291,485.73
SALE 10/20/09 60 YARA INTERNATIONAL NOK 180,000.00 9,921.42 36,845,063.38 25,287,166.95 11,557,896.43
233900 10/23/09 NOK S26774 205.002 5.579 6,604,359.89 3,860,471.82 2,743,888.07
SALE 10/21/09 60 YARA INTERNATIONAL NOK 70,000.00 3,894.98 14,361,821.90 9,833,898.26 4,527,923.64
233900 10/26/09 NOK S26780 205.477 5.539 2,592,761.03 1,501,294.60 1,091,466.43
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 51,837.93 192,648,620.80 140,484,260.83 52,164,359.97
34,506,783.12 21,447,065.67 13,059,717.45
6 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
SALE 9/28/09 60 BASILEA PHARMACEUTICA- 18,000.00 3,518.14 1,905,795.89 2,976,808.33 -1,071,012.44
240259 10/01/09 CHF S26696 106.079 1.031 1,848,134.11 2,772,769.38 -924,635.27
SALE 9/29/09 60 BASILEA PHARMACEUTICA- 15,264.00 2,898.45 1,582,441.00 2,524,333.46 -941,892.46
240259 10/02/09 CHF S26701 103.869 1.039 1,522,602.71 2,351,308.43 -828,705.72
SALE 9/30/09 60 BASILEA PHARMACEUTICA- 24,736.00 4,679.67 2,549,996.12 4,090,796.16 -1,540,800.04
240259 10/05/09 CHF S26704 103.285 1.037 2,458,301.47 3,810,401.30 -1,352,099.83
SALE 9/30/09 60 LINDT & SPR-REG 18.00 754.95 521,286.91 507,823.88 13,463.03
233838 10/05/09 CHF S26704 29003.8 1.037 502,542.09 445,405.77 57,136.32
SALE 9/30/09 60 SULZER AG CHF 0.03 27,000.00 4,459.99 2,430,295.75 2,029,666.40 400,629.35
234289 10/05/09 CHF S26704 90.182 1.037 2,342,905.38 1,751,703.60 591,201.78
SALE 9/30/09 60 VALORA HOLDING CHF 10. 3,535.00 1,260.50 870,372.93 995,004.03 -124,631.10
237403 10/05/09 CHF S26704 246.586 1.037 839,075.42 842,384.37 -3,308.95
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 48
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/01/09 60 BASILEA PHARMACEUTICA- 6,556.00 1,221.42 667,744.41 1,084,219.74 -416,475.33
240259 10/06/09 CHF S26711 102.046 1.041 641,630.07 1,009,904.22 -368,274.15
SALE 10/01/09 60 LINDT & SPR-REG 10.00 418.41 289,859.56 282,124.38 7,735.18
233838 10/06/09 CHF S26711 29029.5 1.041 278,523.65 247,447.65 31,076.00
SALE 10/01/09 60 VALORA HOLDING CHF 10. 1,642.00 579.73 401,608.85 462,177.26 -60,568.41
237403 10/06/09 CHF S26711 244.953 1.041 385,902.61 391,285.75 -5,383.14
SALE 10/02/09 60 SULZER AG CHF 0.03 63.00 10.41 5,659.23 4,735.89 923.34
234289 10/07/09 CHF S26718 90.000 1.034 5,472.08 4,087.31 1,384.77
SALE 10/02/09 60 VALORA HOLDING CHF 10. 600.00 209.60 144,297.25 168,883.29 -24,586.04
237403 10/07/09 CHF S26718 240.857 1.034 139,525.48 142,978.96 -3,453.48
SALE 10/05/09 60 BASILEA PHARMACEUTICA- 1,750.00 328.28 178,160.85 289,411.92 -111,251.07
240259 10/08/09 CHF S26723 102.000 1.033 172,452.67 269,574.80 -97,122.13
SALE 10/05/09 60 VALORA HOLDING CHF 10. 1,774.00 694.37 427,260.86 499,331.58 -72,070.72
237403 10/08/09 CHF S26723 241.250 1.033 413,571.64 422,741.12 -9,169.48
SALE 10/06/09 60 BASILEA PHARMACEUTICA- 3,432.00 651.62 350,831.41 567,578.12 -216,746.71
240259 10/09/09 CHF S26728 102.418 1.025 342,307.94 528,674.69 -186,366.75
SALE 10/06/09 60 VALORA HOLDING CHF 10. 2,300.00 912.10 558,736.15 647,385.93 -88,649.78
237403 10/09/09 CHF S26728 243.335 1.025 545,161.63 548,086.01 -2,924.38
SALE 10/07/09 60 BASILEA PHARMACEUTICA- 6,098.00 1,146.50 621,968.80 1,008,476.51 -386,507.71
240259 10/12/09 CHF S26733 102.190 1.033 602,274.43 939,352.65 -337,078.22
SALE 10/07/09 60 VALORA HOLDING CHF 10. 1,629.00 641.08 396,589.65 458,518.12 -61,928.47
237403 10/12/09 CHF S26733 243.862 1.033 384,031.81 388,187.87 -4,156.06
SALE 10/08/09 60 BASILEA PHARMACEUTICA- 300.00 56.55 30,541.86 49,613.47 -19,071.61
240259 10/13/09 CHF S26742 102.000 1.028 29,707.09 46,212.82 -16,505.73
SALE 10/08/09 60 SULZER AG CHF 0.03 2,800.00 465.96 251,650.87 210,483.92 41,166.95
234289 10/13/09 CHF S26742 90.046 1.028 244,772.76 181,658.15 63,114.61
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 49
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/08/09 60 VALORA HOLDING CHF 10. 2,250.00 887.91 547,627.24 633,312.32 -85,685.08
237403 10/13/09 CHF S26742 243.796 1.028 532,659.51 536,171.10 -3,511.59
SALE 10/09/09 60 SULZER AG CHF 0.03 3,300.00 548.75 296,450.19 248,070.34 48,379.85
234289 10/14/09 CHF S26748 90.004 1.028 288,263.51 214,097.11 74,166.40
SALE 10/09/09 60 VALORA HOLDING CHF 10. 948.00 377.77 229,819.74 266,835.59 -37,015.85
237403 10/14/09 CHF S26748 242.836 1.028 223,473.10 225,906.75 -2,433.65
SALE 10/12/09 60 BASILEA PHARMACEUTICA- 18,664.00 3,532.97 1,900,280.43 3,086,619.48 -1,186,339.05
240259 10/15/09 CHF S26753 102.009 1.024 1,855,923.85 2,875,053.76 -1,019,129.91
SALE 10/12/09 60 SULZER AG CHF 0.03 8,400.00 1,407.80 757,218.83 631,451.77 125,767.06
234289 10/15/09 CHF S26753 90.317 1.024 739,543.73 544,974.45 194,569.28
SALE 10/12/09 60 VALORA HOLDING CHF 10. 1,470.00 587.78 356,559.51 413,764.05 -57,204.54
237403 10/15/09 CHF S26753 242.967 1.024 348,236.65 350,298.45 -2,061.80
SALE 10/13/09 60 BASILEA PHARMACEUTICA- 15,684.00 2,342.72 1,597,368.35 2,593,792.32 -996,423.97
240259 10/16/09 CHF S26756 102.000 1.024 1,559,473.15 2,416,006.38 -856,533.23
SALE 10/13/09 60 BASILEA PHARMACEUTICA- 6,668.00 1,261.85 678,974.85 1,102,742.11 -423,767.26
240259 10/16/09 CHF S26756 102.020 1.024 662,867.18 1,027,157.01 -364,289.83
SALE 10/13/09 60 SULZER AG CHF 0.03 14,964.00 2,503.50 1,347,080.73 1,124,886.22 222,194.51
234289 10/16/09 CHF S26756 90.193 1.024 1,315,123.24 970,833.06 344,290.18
SALE 10/13/09 60 VALORA HOLDING CHF 10. 750.00 296.12 179,731.11 211,104.11 -31,373.00
237403 10/16/09 CHF S26756 240.046 1.024 175,467.26 178,723.70 -3,256.44
SALE 10/14/09 60 BASILEA PHARMACEUTICA- 10,000.00 1,514.59 1,025,958.75 1,653,782.41 -627,823.66
240259 10/19/09 CHF S26759 102.750 1.018 1,008,214.18 1,540,427.44 -532,213.26
SALE 10/14/09 60 BASILEA PHARMACEUTICA- 19,248.00 3,677.87 1,966,045.75 3,183,200.37 -1,217,154.62
240259 10/19/09 CHF S26759 102.337 1.018 1,932,041.81 2,965,014.72 -1,032,972.91
SALE 10/14/09 60 SULZER AG CHF 0.03 3,428.00 576.52 308,189.06 257,692.46 50,496.60
234289 10/19/09 CHF S26759 90.075 1.018 302,858.75 222,401.48 80,457.27
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 50
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/14/09 60 VALORA HOLDING CHF 10. 4,500.00 1,785.70 1,102,939.17 1,266,624.65 -163,685.48
237403 10/19/09 CHF S26759 245.501 1.018 1,083,863.18 1,072,342.20 11,520.98
SALE 10/15/09 60 BASILEA PHARMACEUTICA- 11,600.00 2,219.48 1,181,206.64 1,918,387.59 -737,180.95
240259 10/20/09 CHF S26767 102.022 1.013 1,165,932.92 1,786,895.82 -620,962.90
SALE 10/15/09 60 SULZER AG CHF 0.03 3,349.00 566.76 301,625.18 251,753.81 49,871.37
234289 10/20/09 CHF S26767 90.236 1.013 297,724.98 217,276.13 80,448.85
SALE 10/15/09 60 VALORA HOLDING CHF 10. 3,602.00 1,453.47 898,418.75 1,013,862.66 -115,443.91
237403 10/20/09 CHF S26767 249.831 1.013 886,801.65 858,350.35 28,451.30
SALE 10/16/09 60 SULZER AG CHF 0.03 22,696.00 3,806.77 2,038,949.27 1,706,122.54 332,826.73
234289 10/21/09 CHF 26769- 90.008 1.020 1,999,754.09 1,472,469.07 527,285.02
SALE 10/19/09 60 SULZER AG CHF 0.03 4,036.00 681.74 362,640.48 303,397.54 59,242.94
234289 10/22/09 CHF S26773 90.023 1.013 358,128.07 261,847.25 96,280.82
SALE 10/20/09 60 SULZER AG CHF 0.03 103.00 17.40 9,252.39 7,742.80 1,509.59
234289 10/23/09 CHF S26775 90.000 1.012 9,142.68 6,682.42 2,460.26
---------------- --------- ---------------- ------------ ---------------- --------------
273,167.00 54,955.20 31,271,434.77 40,732,517.53 -9,461,082.76
30,444,388.53 36,837,093.50 -6,392,704.97
39 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
SALE 9/29/09 60 ROYAL BK SCOTLAND PFD 992,800.00 326.60 12,707,513.40 11,865,811.51 841,701.89
244336 10/02/09 USD S26699 12.800 1.000 12,707,513.40 11,865,811.51 841,701.89
SALE 10/02/09 60 INTERNATIONAL POWER PL 200,000.00 1,077.02 563,102.46 508,023.18 55,079.28
227679 10/07/09 UKP S26715 2.819 .629 895,107.78 853,633.69 41,474.09
SALE 10/07/09 60 INTERNATIONAL POWER PL 552,110.00 3,030.20 1,583,921.56 1,402,423.38 181,498.18
227679 10/12/09 UKP S26736 2.872 .628 2,520,811.35 2,356,498.47 164,312.88
SALE 10/07/09 60 INTERNATIONAL POWER PL 2,000,000.00 11,011.21 5,757,881.24 5,080,231.76 677,649.48
227679 10/12/09 UKP S26736 2.882 .628 9,163,668.66 8,536,336.86 627,331.80
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 51
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/08/09 60 INTERNATIONAL POWER PL 1,910,000.00 10,611.74 5,484,850.27 4,851,621.33 633,228.94
227679 10/13/09 UKP S26740 2.875 .621 8,831,163.62 8,152,201.70 678,961.92
SALE 10/09/09 60 INTERNATIONAL POWER PL 1,065,000.00 5,800.15 3,028,947.39 2,705,223.41 323,723.98
227679 10/14/09 UKP S26749 2.848 .628 4,826,323.26 4,545,599.37 280,723.89
SALE 10/12/09 60 INTERNATIONAL POWER PL 1,590,739.00 8,564.49 4,514,024.23 4,040,661.39 473,362.84
227679 10/15/09 UKP S26752 2.841 .633 7,127,196.61 6,789,541.97 337,654.64
SALE 10/13/09 60 INTERNATIONAL POWER PL 2,482,151.00 13,543.36 7,110,761.33 6,304,951.17 805,810.16
227679 10/16/09 UKP S26755 2.868 .631 11,271,268.21 10,594,238.53 677,029.68
SALE 10/13/09 60 INTERNATIONAL POWER PL 1,000,000.00 5,414.64 2,842,384.04 2,540,115.88 302,268.16
227679 10/16/09 UKP S26755 2.846 .631 4,505,463.11 4,268,168.43 237,294.68
SALE 10/14/09 60 INTERNATIONAL POWER PL 1,400,000.00 7,448.40 3,884,811.62 3,556,162.23 328,649.39
227679 10/19/09 UKP S26762 2.778 .627 6,198,214.67 5,975,435.80 222,778.87
---------------- --------- ---------------- ------------ ---------------- --------------
13,192,800.00 66,827.81 47,478,197.54 42,855,225.24 4,622,972.30
68,046,730.67 63,937,466.33 4,109,264.34
10 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
SALE 10/05/09 60 SAP AG 500,000.00 36,227.79 16,483,687.33 18,306,556.97 -1,822,869.64
236214 10/07/09 EUR S26720 33.017 .684 24,115,634.54 24,032,546.00 83,088.54
SALE 10/05/09 60 SIEMENS AG-REG 300,000.00 39,487.38 17,966,799.31 18,014,033.71 -47,234.40
241042 10/07/09 EUR S26720 59.979 .684 26,285,427.40 26,056,083.28 229,344.12
SALE 10/20/09 60 SALZGITTER AG NPV 16,221.00 2,511.60 1,118,694.18 1,051,503.12 67,191.06
247022 10/22/09 EUR S26777 69.069 .669 1,671,888.72 1,472,347.95 199,540.77
SALE 10/21/09 60 SALZGITTER AG NPV 30,000.00 4,593.01 2,038,138.20 1,944,707.09 93,431.11
247022 10/23/09 EUR S26781 68.040 .667 3,057,412.15 2,723,040.43 334,371.72
SALE 10/21/09 60 SALZGITTER AG NPV 103,779.00 15,954.42 7,079,742.89 6,727,325.24 352,417.65
247022 10/23/09 EUR S26781 68.322 .667 10,620,325.91 9,419,813.75 1,200,512.16
---------------- --------- ---------------- ------------ ---------------- --------------
950,000.00 98,774.20 44,687,061.91 46,044,126.13 -1,357,064.22
65,750,688.72 63,703,831.41 2,046,857.31
5 TRANSACTIONS IN COUNTRY: GERMANY (1100)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 52
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/02/09 60 CINTRA CONCESIONES DE 225,000.00 3,756.91 1,712,085.51 1,654,544.88 57,540.63
228970 10/07/09 EUR S26717 7.621 .685 2,500,844.30 2,407,009.31 93,834.99
SALE 10/05/09 60 CINTRA CONCESIONES DE 600,000.00 10,111.20 4,600,608.72 4,412,119.68 188,489.04
228970 10/08/09 EUR S26722 7.679 .684 6,730,690.56 6,418,691.50 311,999.06
SALE 10/06/09 60 CINTRA CONCESIONES DE 75,000.00 1,299.21 586,369.12 551,514.96 34,854.16
228970 10/09/09 EUR S26729 7.830 .678 864,835.90 802,336.44 62,499.46
SALE 10/06/09 60 CINTRA CONCESIONES DE 700,000.00 12,115.52 5,468,095.53 5,147,472.96 320,622.57
228970 10/09/09 EUR S26729 7.823 .678 8,064,894.91 7,488,473.42 576,421.49
SALE 10/07/09 60 CINTRA CONCESIONES DE 1,400,000.00 24,535.46 11,123,369.88 10,294,945.93 828,423.95
228970 10/12/09 EUR S26734 7.957 .681 16,332,437.54 14,976,946.86 1,355,490.68
SALE 10/08/09 60 CINTRA CONCESIONES DE 853,399.00 15,272.69 6,885,546.78 6,275,497.54 610,049.24
228970 10/13/09 EUR S26743 8.081 .677 10,166,514.99 9,129,508.19 1,037,006.80
SALE 10/09/09 60 CINTRA CONCESIONES DE 560,330.00 9,898.96 4,464,670.30 4,120,405.04 344,265.26
228970 10/14/09 EUR S26746 7.980 .678 6,589,403.77 5,994,309.03 595,094.74
SALE 10/12/09 60 CINTRA CONCESIONES DE 686,271.00 12,423.33 5,583,554.08 5,046,516.31 537,037.77
228970 10/15/09 EUR S26751 8.148 .675 8,269,800.22 7,341,603.07 928,197.15
SALE 10/13/09 60 CINTRA CONCESIONES DE 900,000.00 16,641.28 7,471,196.37 6,618,179.52 853,016.85
228970 10/16/09 EUR S26758 8.314 .674 11,077,547.27 9,628,037.26 1,449,510.01
---------------- --------- ---------------- ------------ ---------------- --------------
6,000,000.00 106,054.56 47,895,496.29 44,121,196.82 3,774,299.47
70,596,969.46 64,186,915.08 6,410,054.38
9 TRANSACTIONS IN COUNTRY: SPAIN (1500)
SALE 9/30/09 60 TOD'S SPA 27,000.00 2,785.51 1,268,360.90 1,086,868.40 181,492.50
218439 10/05/09 EUR S26705 47.047 .684 1,854,217.66 1,093,379.62 760,838.04
SALE 10/01/09 60 TOD'S SPA 21,000.00 2,157.30 986,094.04 845,342.09 140,751.95
218439 10/06/09 EUR S26709 47.027 .687 1,436,048.13 850,406.37 585,641.76
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 53
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/02/09 60 ENEL SPA EUR 1.0 1,800,000.00 16,537.13 7,536,258.63 6,466,500.00 1,069,758.63
247257 10/07/09 EUR S26717 4.193 .685 11,008,217.34 9,056,976.41 1,951,240.93
SALE 10/02/09 60 TOD'S SPA 52,000.00 5,445.61 2,481,658.72 2,093,228.03 388,430.69
218439 10/07/09 EUR S26717 47.796 .685 3,624,960.33 2,105,768.15 1,519,192.18
SALE 10/05/09 60 TELECOM ITALIA SPA RSP 600,000.00 1,060.08 482,335.41 465,542.81 16,792.60
245377 10/08/09 EUR S26722 .805 .684 705,656.70 620,712.48 84,944.22
SALE 10/05/09 60 TOD'S SPA 3,086.00 339.18 154,324.92 124,225.03 30,099.89
218439 10/08/09 EUR S26722 50.083 .684 225,777.36 124,969.24 100,808.12
SALE 10/06/09 60 TELECOM ITALIA SPA RSP 4,400,000.00 7,951.98 3,588,968.46 3,413,980.59 174,987.87
245377 10/09/09 EUR S26729 .817 .678 5,293,370.12 4,551,891.49 741,478.63
SALE 10/06/09 60 TOD'S SPA 2,634.00 291.68 131,644.74 106,030.05 25,614.69
218439 10/09/09 EUR S26729 50.054 .678 194,162.85 106,665.26 87,497.59
SALE 10/07/09 60 TOD'S SPA 2,369.00 260.89 118,272.56 95,362.64 22,909.92
218439 10/12/09 EUR S26734 50.000 .681 173,659.53 95,933.94 77,725.59
SALE 10/08/09 60 TOD'S SPA 5,589.00 619.07 279,100.58 224,981.76 54,118.82
218439 10/13/09 EUR S26743 50.012 .677 412,092.22 226,329.58 185,762.64
SALE 10/13/09 60 TOD'S SPA 2,500.00 276.15 123,983.75 100,635.96 23,347.79
218439 10/16/09 EUR S26758 49.668 .674 183,830.78 101,238.85 82,591.93
SALE 10/14/09 60 TOD'S SPA 28,697.00 3,179.11 1,419,998.29 1,155,180.09 264,818.20
218439 10/19/09 EUR S26761 49.557 .671 2,116,222.94 1,162,100.55 954,122.39
SALE 10/15/09 60 TOD'S SPA 20,000.00 2,217.65 988,029.73 805,087.70 182,942.03
218439 10/20/09 EUR S26768 49.476 .669 1,476,215.75 809,910.82 666,304.93
SALE 10/16/09 60 TOD'S SPA 19,000.00 2,077.79 929,635.75 764,833.32 164,802.43
218439 10/21/09 EUR S26770 49.002 .672 1,383,112.79 769,415.29 613,697.50
SALE 10/19/09 60 TOD'S SPA 116,125.00 13,062.36 5,817,727.66 4,674,540.48 1,143,187.18
218439 10/22/09 EUR S26772 50.174 .669 8,695,180.11 4,702,544.74 3,992,635.37
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 54
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/20/09 60 FIAT SPA EUR 5.0 1,000,000.00 25,249.06 11,246,205.35 11,139,331.03 106,874.32
234803 10/23/09 EUR S26776 11.263 .669 16,807,456.58 15,217,941.32 1,589,515.26
SALE 10/20/09 60 FIAT SPA EUR 5.0 549,549.00 13,859.46 6,173,152.61 6,121,608.23 51,544.38
234803 10/23/09 EUR S26776 11.250 .669 9,225,778.05 8,363,004.44 862,773.61
SALE 10/21/09 60 BULGARI SPA EURO 0.07 250,000.00 3,369.99 1,495,428.49 2,306,458.12 -811,029.63
233088 10/26/09 EUR S26782 5.991 .667 2,243,293.04 2,878,115.13 -634,822.09
SALE 10/21/09 60 FIAT SPA EUR 5.0 279,903.00 7,086.28 3,144,520.76 3,117,932.17 26,588.59
234803 10/26/09 EUR S26782 11.251 .667 4,717,097.20 4,259,547.43 457,549.77
SALE 10/22/09 60 FIAT SPA EUR 5.0 170,548.00 4,171.60 1,850,156.40 1,899,790.63 -49,634.23
234803 10/27/09 EUR S26783 10.865 .666 2,776,899.35 2,595,389.46 181,509.89
SALE 10/23/09 60 FIAT SPA EUR 5.0 500,000.00 12,633.25 5,598,889.05 5,569,665.51 29,223.54
234803 10/28/09 EUR S26786 11.215 .666 8,409,530.85 7,608,970.65 800,560.20
SALE 10/26/09 60 FIAT SPA EUR 5.0 91,895.00 2,306.96 1,027,680.16 1,023,648.82 4,031.34
234803 10/29/09 EUR S26788 11.200 .669 1,535,661.69 1,398,452.71 137,208.98
---------------- --------- ---------------- ------------ ---------------- --------------
9,941,895.00 126,938.09 56,842,426.96 53,600,773.46 3,241,653.50
84,498,441.37 68,699,663.93 15,798,777.44
22 TRANSACTIONS IN COUNTRY: ITALY (1700)
SALE 9/30/09 60 AMCOR ORD 1,000,000.00 9,574.68 5,412,054.20 7,108,287.03 -1,696,232.83
233690 10/06/09 AUD S26703 5.423 1.133 4,777,763.14 5,155,322.13 -377,558.99
SALE 10/06/09 60 AMCOR ORD 2,000,000.00 19,151.21 10,718,320.40 14,216,574.05 -3,498,253.65
233690 10/09/09 AUD S26725 5.370 1.122 9,556,456.03 10,310,644.25 -754,188.22
---------------- --------- ---------------- ------------ ---------------- --------------
3,000,000.00 28,725.89 16,130,374.60 21,324,861.08 -5,194,486.48
14,334,219.17 15,465,966.38 -1,131,747.21
2 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
---------------- --------- ---------------- ------------ ---------------- --------------
162,911,511.00 747,450.80 89676650604.91 95078877257.00 -5402226652.09
1,409,549,135.60 1,342,767,303.26 66,781,832.34
350 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
163,231,511.00 750,761.15 89680940634.56 95082400010.91 -5401459376.35
1,413,839,165.25 1,346,290,057.17 67,549,108.08
352 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 55
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
261,280,845.00 1887839.39 184386289005.33 189787748381.68 -5401459376.35
2,746,061,303.07 2,678,512,194.99 67,549,108.08
654 TRANSACTIONS WITHIN FUND: COMMON PENSION FD D (5144)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 56
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PRIVATE EQUITY (3000)
--------------------------------
PUR 10/01/09 60 NJHL EUROPEAN BUYOUT S 766,150.00 766,150.00 766,150.00
244345 10/01/09 USD 62431 1.000 1.000 766,150.00 766,150.00
PUR 10/01/09 60 WARBURG PINCUS PRIVATE 4,000,000.00 4,000,000.00 4,000,000.00
238843 10/01/09 USD 62419 1.000 1.000 4,000,000.00 4,000,000.00
PUR 10/02/09 60 BLACKSTONE CAPITAL PAR 293,935.00 293,935.00 293,935.00
233139 10/02/09 USD 62434 1.000 1.000 293,935.00 293,935.00
PUR 10/02/09 60 LEXINGTON CAPITAL PART 267,121.00 267,121.00 267,121.00
234543 10/02/09 USD 62432 1.000 1.000 267,121.00 267,121.00
PUR 10/02/09 60 MADISON DEARBORN CAP P 185,384.00 185,384.00 185,384.00
234853 10/02/09 USD 62451 1.000 1.000 185,384.00 185,384.00
PUR 10/06/09 60 NJHL EUROPEAN BUYOUT I 813,000.00 813,000.00 813,000.00
233641 10/06/09 USD 62445 1.000 1.000 813,000.00 813,000.00
PUR 10/07/09 60 CSFB-SERIES 2006 3,000,000.00 3,000,000.00 3,000,000.00
235211 10/07/09 USD 62454 1.000 1.000 3,000,000.00 3,000,000.00
PUR 10/09/09 60 AVE SPECIAL SITUATION 10,000,000.00 10,000,000.00 10,000,000.00
237794 10/09/09 USD 62446 1.000 1.000 10,000,000.00 10,000,000.00
PUR 10/12/09 60 SILVER LAKE PARTNERS I 1,670,067.00 1,670,067.00 1,670,067.00
238088 10/12/09 USD 62456 1.000 1.000 1,670,067.00 1,670,067.00
PUR 10/13/09 60 NJHL EUROPEAN BUYOUT S 1,939,095.22 1,939,095.22 1,939,095.22
241503 10/13/09 USD 62462 1.000 1.000 1,939,095.22 1,939,095.22
PUR 10/13/09 60 TEXAS PACFIC GROUP PAR 411,728.00 411,728.00 411,728.00
237192 10/13/09 USD 62452 1.000 1.000 411,728.00 411,728.00
PUR 10/16/09 60 GTCR FUND IX 1,255,816.00 1,255,816.00 1,255,816.00
236173 10/16/09 USD 62472 1.000 1.000 1,255,816.00 1,255,816.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 57
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/16/09 60 NJHL EUROPEAN BUYOUT S 2,955,946.00 2,955,946.00 2,955,946.00
241503 10/16/09 USD 62462 1.000 1.000 2,955,946.00 2,955,946.00
PUR 10/19/09 60 AVENUE ASIA SPEC SIT F 1,500,000.00 1,500,000.00 1,500,000.00
235204 10/22/09 USD 62491 1.000 1.000 1,500,000.00 1,500,000.00
PUR 10/19/09 60 BDCM OPPORTUNITY FUND 204,418.86 204,418.86 204,418.86
233806 10/19/09 USD 62465 1.000 1.000 204,418.86 204,418.86
PUR 10/19/09 60 FAIRVIEW CAPSTONE PART 1,492,537.00 1,492,537.00 1,492,537.00
237796 10/19/09 USD 62473 1.000 1.000 1,492,537.00 1,492,537.00
PUR 10/19/09 60 OAK HILL CAPITAL PARTN 1,200,000.00 1,200,000.00 1,200,000.00
231653 10/19/09 USD 62464 1.000 1.000 1,200,000.00 1,200,000.00
PUR 10/20/09 60 JP MORGAN VNTRE CAP IN 137,500.00 137,500.00 137,500.00
234637 10/20/09 USD 62476 1.000 1.000 137,500.00 137,500.00
PUR 10/20/09 60 TEXAS PACIFIC GROUP PA 1,829,590.00 1,829,590.00 1,829,590.00
235460 10/20/09 USD 62474 1.000 1.000 1,829,590.00 1,829,590.00
PUR 10/20/09 60 TPG PARTNERS VI 6,703,660.00 6,703,660.00 6,703,660.00
242558 10/20/09 USD 62475 1.000 1.000 6,703,660.00 6,703,660.00
PUR 10/21/09 60 OAK HILL CAPITAL PARTN 2,152,704.73 2,152,704.73 2,152,704.73
239026 10/21/09 USD 62466 1.000 1.000 2,152,704.73 2,152,704.73
PUR 10/22/09 60 CSFB/NJDI INVESTMENT F 6,000,000.00 6,000,000.00 6,000,000.00
241599 10/22/09 USD 62489 1.000 1.000 6,000,000.00 6,000,000.00
PUR 10/22/09 60 FAIRVIEW CAPSTONE PART 64,675.00 64,675.00 64,675.00
243120 10/22/09 USD 62488 1.000 1.000 64,675.00 64,675.00
PUR 10/22/09 60 NJHL EUROPEAN BUYOUT I 1,492,500.00 1,492,500.00 1,492,500.00
233641 10/22/09 USD 62477 1.000 1.000 1,492,500.00 1,492,500.00
PUR 10/26/09 60 WARBURG PINCUS PRIVATE 3,000,000.00 3,000,000.00 3,000,000.00
238843 10/26/09 USD 238843 1.000 1.000 3,000,000.00 3,000,000.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 58
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/27/09 60 NB CROSSROADS FUND XVI 2,500,000.00 2,500,000.00 2,500,000.00
235875 10/27/09 USD 62479 1.000 1.000 2,500,000.00 2,500,000.00
PUR 10/30/09 60 AUDAX MEZZANINE FUND I 2,404,526.00 2,404,526.00 2,404,526.00
235877 10/30/09 USD 62500 1.000 1.000 2,404,526.00 2,404,526.00
PUR 10/30/09 60 FAIRVIEW CAPSTONE PART 201,734.00 201,734.00 201,734.00
243120 10/30/09 USD 62508 1.000 1.000 201,734.00 201,734.00
PUR 10/30/09 60 GOLDMAN SACHS PE PRTNR 2,040,128.00 2,040,128.00 2,040,128.00
238376 10/30/09 EUR 62515 1.000 .678 3,010,414.79 3,010,414.79
PUR 10/30/09 60 JP MORGAN VNTRE CAP IN 1,328,914.00 1,328,914.00 1,328,914.00
234637 10/30/09 USD 62497 1.000 1.000 1,328,914.00 1,328,914.00
PUR 10/30/09 60 NJHL EUROPEAN BUYOUT S 257,735.16 257,735.16 257,735.16
241503 10/30/09 USD 62499 1.000 1.000 257,735.16 257,735.16
---------------- --------- ---------------- ------------ ---------------- --------------
62,068,864.97 62,068,864.97 62,068,864.97
63,039,151.76 63,039,151.76
31 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
62,068,864.97 62,068,864.97 62,068,864.97
63,039,151.76 63,039,151.76
31 TRANSACTIONS IN CATEGORY: PRIVATE EQUITY (3000)
REAL ESTATE (3010)
--------------------------------
PUR 10/06/09 60 CBRE SP EUROPE FUND II 1,000,000.00 1,000,000.00 1,000,000.00
237804 10/06/09 EUR 62458 1.000 .678 1,474,900.15 1,474,900.15
PUR 10/09/09 60 PLA RESIDENTIAL FUND I 4,893,495.00 4,893,495.00 4,893,495.00
240486 10/09/09 USD 62455 1.000 1.000 4,893,495.00 4,893,495.00
PUR 10/13/09 60 AEW CORE PROPERTY TRUS 5,000,000.00 5,000,000.00 5,000,000.00
238844 10/13/09 USD 62461 1.000 1.000 5,000,000.00 5,000,000.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 59
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/15/09 60 MACFARLANE URBAN RE FU 726,794.55 726,794.55 726,794.55
236474 10/15/09 USD 62471 1.000 1.000 726,794.55 726,794.55
PUR 10/20/09 60 L & B DIVERSIFIED STRA 439,059.00 439,059.00 439,059.00
240511 10/20/09 USD 62485 1.000 1.000 439,059.00 439,059.00
PUR 10/29/09 60 CBRE STRATEGIC OPPORTU 1,633,769.00 1,633,769.00 1,633,769.00
239027 10/29/09 USD 62506 1.000 1.000 1,633,769.00 1,633,769.00
---------------- --------- ---------------- ------------ ---------------- --------------
13,693,117.55 13,693,117.55 13,693,117.55
14,168,017.70 14,168,017.70
6 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
13,693,117.55 13,693,117.55 13,693,117.55
14,168,017.70 14,168,017.70
6 TRANSACTIONS IN CATEGORY: REAL ESTATE (3010)
---------------- --------- ---------------- ------------ ---------------- --------------
75,761,982.52 75,761,982.52 75,761,982.52
77,207,169.46 77,207,169.46
37 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD E (5146)
---------------- --------- ---------------- ------------ ---------------- --------------
75,761,982.52 75,761,982.52 75,761,982.52
77,207,169.46 77,207,169.46
37 TRANSACTIONS WITHIN FUND: COMMON PENSION FD E (5146)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 60
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETN - EMERGING MARKET (1750)
--------------------------------
PUR 10/14/09 60 IPATH ETNS LKD MSCI IN 17,000.00 680.00 1,067,430.00 1,067,430.00
247826 10/19/09 USD H20091 62.750 1.000 1,067,430.00 1,067,430.00
---------------- --------- ---------------- ------------ ---------------- --------------
17,000.00 680.00 1,067,430.00 1,067,430.00
1,067,430.00 1,067,430.00
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
17,000.00 680.00 1,067,430.00 1,067,430.00
1,067,430.00 1,067,430.00
1 TRANSACTION IN CATEGORY: ETN - EMERGING MARKET (1750)
EM COMMON STOCK (2225)
--------------------------------
PUR 10/08/09 60 X5 RETAIL GROUP N V NP 2,792.00 112.57 70,470.97 70,470.97
246236 10/13/09 USD N20091 25.200 1.000 70,470.97 70,470.97
PUR 10/13/09 60 X5 RETAIL GROUP N V NP 698.00 13.03 18,632.18 18,632.18
246236 10/16/09 USD N20091 26.675 1.000 18,632.18 18,632.18
PUR 10/13/09 60 X5 RETAIL GROUP N V NP 3,491.00 149.11 93,344.85 93,344.85
246236 10/16/09 USD N20091 26.696 1.000 93,344.85 93,344.85
PUR 10/14/09 60 X5 RETAIL GROUP N V NP 994.00 42.46 26,582.26 26,582.26
246236 10/19/09 USD N20091 26.700 1.000 26,582.26 26,582.26
---------------- --------- ---------------- ------------ ---------------- --------------
7,975.00 317.17 209,030.26 209,030.26
209,030.26 209,030.26
4 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
PUR 10/05/09 60 POLSKI KONCERN NAF PLN 7,407.00 225.18 217,139.78 217,139.78
248890 10/08/09 PLN N20091 29.228 2.884 75,285.96 75,285.96
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 61
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/05/09 60 TELEKOMUNIKACJA POLSKA 2,651.00 43.95 42,383.71 42,383.71
241648 10/08/09 PLN N20091 15.940 2.884 14,695.14 14,695.14
PUR 10/05/09 60 TELEKOMUNIKACJA POLSKA 6,998.00 116.61 112,447.09 112,447.09
241648 10/08/09 PLN N20091 16.020 2.884 38,987.27 38,987.27
PUR 10/06/09 60 POLSKI KONCERN NAF PLN 5,527.00 176.29 167,233.76 167,233.76
248890 10/09/09 PLN N20091 30.167 2.837 58,941.16 58,941.16
PUR 10/06/09 60 POLSKI KONCERN NAF PLN 6,992.00 224.01 212,500.18 212,500.18
248890 10/09/09 PLN N20091 30.301 2.837 74,895.21 74,895.21
PUR 10/06/09 60 TELEKOMUNIKACJA POLSKA 17,884.00 313.20 297,104.92 297,104.92
241648 10/09/09 PLN N20091 16.563 2.837 104,713.96 104,713.96
PUR 10/06/09 60 TELEKOMUNIKACJA POLSKA 7,952.00 140.67 133,436.07 133,436.07
241648 10/09/09 PLN N20091 16.730 2.837 47,029.24 47,029.24
PUR 10/07/09 60 POLSKI KONCERN NAF PLN 1,647.00 52.02 50,075.13 50,075.13
248890 10/12/09 PLN N20091 30.313 2.879 17,391.42 17,391.42
PUR 10/07/09 60 POLSKI KONCERN NAF PLN 3,529.00 111.17 107,013.40 107,013.40
248890 10/12/09 PLN N20091 30.233 2.879 37,166.46 37,166.46
PUR 10/07/09 60 POLSKI KONCERN NAF PLN 4,234.00 132.05 127,131.78 127,131.78
248890 10/12/09 PLN N20091 29.937 2.879 44,153.71 44,153.71
PUR 10/07/09 60 TELEKOMUNIKACJA POLSKA 18,618.00 327.68 315,438.75 315,438.75
241648 10/12/09 PLN N20091 16.892 2.879 109,553.97 109,553.97
PUR 10/08/09 60 POLSKI KONCERN NAF PLN 4,771.00 148.76 142,837.06 142,837.06
248890 10/13/09 PLN N20091 29.849 2.870 49,763.81 49,763.81
PUR 10/08/09 60 POLSKI KONCERN NAF PLN 9,409.00 294.66 282,762.91 282,762.91
248890 10/13/09 PLN N20091 29.962 2.870 98,513.36 98,513.36
PUR 10/09/09 60 POLSKI KONCERN NAF PLN 1,986.00 61.48 59,295.41 59,295.41
248890 10/14/09 PLN N20091 29.767 2.885 20,555.14 20,555.14
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 62
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/09/09 60 POLSKI KONCERN NAF PLN 3,176.00 99.33 95,801.89 95,801.89
248890 10/14/09 PLN N20091 30.074 2.885 33,210.35 33,210.35
PUR 10/12/09 60 POLSKI KONCERN NAF PLN 3,785.00 59.58 113,567.94 113,567.94
248890 10/15/09 PLN N20091 29.960 2.855 39,781.40 39,781.40
PUR 10/12/09 60 POLSKI KONCERN NAF PLN 1,343.00 42.26 40,330.05 40,330.05
248890 10/15/09 PLN N20091 29.940 2.855 14,127.10 14,127.10
PUR 10/13/09 60 POLSKI KONCERN NAF PLN 15,116.00 468.80 447,528.12 447,528.12
248890 10/16/09 PLN N20091 29.518 2.855 156,735.94 156,735.94
PUR 10/13/09 60 POLSKI KONCERN NAF PLN 3,813.00 118.35 112,981.58 112,981.58
248890 10/16/09 PLN N20091 29.542 2.855 39,569.08 39,569.08
PUR 10/13/09 60 POLSKI KONCERN NAF PLN 398.00 6.17 11,768.82 11,768.82
248890 10/16/09 PLN N20091 29.526 2.855 4,121.75 4,121.75
PUR 10/14/09 60 POLSKI KONCERN NAF PLN 2,358.00 75.42 71,188.73 71,188.73
248890 10/19/09 PLN N20091 30.100 2.823 25,213.83 25,213.83
PUR 10/14/09 60 POLSKI KONCERN NAF PLN 163.00 2.60 4,895.42 4,895.42
248890 10/19/09 PLN N20091 29.988 2.823 1,733.87 1,733.87
PUR 10/14/09 60 POLSKI KONCERN NAF PLN 5,931.00 190.19 179,534.57 179,534.57
248890 10/19/09 PLN N20091 30.180 2.823 63,588.07 63,588.07
PUR 10/14/09 60 POLSKI KONCERN NAF PLN 2,359.00 75.40 71,171.60 71,171.60
248890 10/19/09 PLN N20091 30.080 2.823 25,207.76 25,207.76
PUR 10/15/09 60 POLSKI KONCERN NAF PLN 1,177.00 38.27 35,888.14 35,888.14
248890 10/20/09 PLN N20091 30.400 2.805 12,794.35 12,794.35
PUR 10/15/09 60 POLSKI KONCERN NAF PLN 8,303.00 270.67 253,834.67 253,834.67
248890 10/20/09 PLN N20091 30.480 2.805 90,493.64 90,493.64
PUR 10/15/09 60 POLSKI KONCERN NAF PLN 2,371.00 77.23 72,425.43 72,425.43
248890 10/20/09 PLN N20091 30.455 2.805 25,820.12 25,820.12
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 63
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/16/09 60 POLSKI KONCERN NAF PLN 4,707.00 153.98 145,672.55 145,672.55
248890 10/21/09 PLN N20091 30.856 2.830 51,481.68 51,481.68
PUR 10/19/09 60 PKO BANK POLSKI SA 47,560.00 974,980.00 974,980.00
241000 10/19/09 PLN MFY10- 20.500 2.792 349,204.87 349,204.87
PUR 10/19/09 60 POLSKI KONCERN NAF PLN 1,265.00 43.13 40,279.24 40,279.24
248890 10/22/09 PLN N20091 31.746 2.792 14,426.66 14,426.66
PUR 10/19/09 60 POLSKI KONCERN NAF PLN 636.00 21.46 20,030.31 20,030.31
248890 10/22/09 PLN N20091 31.400 2.792 7,174.18 7,174.18
PUR 10/19/09 60 POLSKI KONCERN NAF PLN 405.00 13.79 12,876.73 12,876.73
248890 10/22/09 PLN N20091 31.699 2.792 4,612.01 4,612.01
PUR 10/20/09 60 POLSKI KONCERN NAF PLN 2,540.00 86.99 80,886.94 80,886.94
248890 10/23/09 PLN N20091 31.750 2.781 29,084.51 29,084.51
PUR 10/20/09 60 POLSKI KONCERN NAF PLN 2,583.00 88.85 82,613.03 82,613.03
248890 10/23/09 PLN N20091 31.888 2.781 29,705.16 29,705.16
PUR 10/21/09 60 POLSKI KONCERN NAF PLN 3,122.00 107.14 99,411.97 99,411.97
248890 10/26/09 PLN N20091 31.747 2.774 35,837.05 35,837.05
PUR 10/22/09 60 POLSKI KONCERN NAF PLN 1,262.00 43.27 40,353.26 40,353.26
248890 10/27/09 PLN N20091 31.880 2.789 14,466.65 14,466.65
PUR 10/22/09 60 POLSKI KONCERN NAF PLN 2,540.00 86.74 80,886.94 80,886.94
248890 10/27/09 PLN N20091 31.750 2.789 28,997.97 28,997.97
PUR 10/23/09 60 POLSKI KONCERN NAF PLN 1,170.00 40.95 38,010.02 38,010.02
248890 10/28/09 PLN N20091 32.390 2.777 13,687.44 13,687.44
PUR 10/26/09 60 POLSKI KONCERN NAF PLN 1,030.00 35.18 32,955.47 32,955.47
248890 10/29/09 PLN N20091 31.900 2.802 11,760.57 11,760.57
PUR 10/26/09 60 TELEKOMUNIKACJA POLSKA 29,401.00 594.90 557,101.91 557,101.91
241648 10/29/09 PLN N20091 18.892 2.802 198,808.76 198,808.76
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 64
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/27/09 60 POLSKI KONCERN NAF PLN 4,693.00 156.88 149,188.99 149,188.99
248890 10/30/09 PLN N20091 31.695 2.844 52,450.07 52,450.07
PUR 10/27/09 60 TELEKOMUNIKACJA POLSKA 6,098.00 120.91 114,925.35 114,925.35
241648 10/30/09 PLN N20091 18.790 2.844 40,404.07 40,404.07
PUR 10/27/09 60 TELEKOMUNIKACJA POLSKA 15,692.00 312.78 297,449.65 297,449.65
241648 10/30/09 PLN N20091 18.899 2.844 104,573.78 104,573.78
---------------- --------- ---------------- ------------ ---------------- --------------
274,602.00 5,798.95 6,545,339.27 6,545,339.27
2,310,718.50 2,310,718.50
43 TRANSACTIONS IN COUNTRY: POLAND (2300)
PUR 10/02/09 60 COCA-COLA ICECEK AS TR 6,590.00 121.38 72,611.11 72,611.11
248888 10/06/09 TRY N20091 10.991 1.492 48,670.23 48,670.23
PUR 10/05/09 60 COCA-COLA ICECEK AS TR 2,850.00 54.76 32,571.23 32,571.23
248888 10/07/09 TRY N20091 11.400 1.483 21,955.67 21,955.67
PUR 10/06/09 60 COCA-COLA ICECEK AS TR 644.00 12.77 7,510.58 7,510.58
248888 10/08/09 TRY N20091 11.633 1.467 5,120.38 5,120.38
PUR 10/06/09 60 COCA-COLA ICECEK AS TR 15,029.00 298.23 175,418.59 175,418.59
248888 10/08/09 TRY N20091 11.643 1.467 119,592.71 119,592.71
PUR 10/14/09 60 COCA-COLA ICECEK AS TR 323.00 6.43 3,723.79 3,723.79
248888 10/16/09 TRY N20091 11.500 1.444 2,578.27 2,578.27
PUR 10/15/09 60 COCA-COLA ICECEK AS TR 538.00 10.69 6,191.68 6,191.68
248888 10/19/09 TRY N20091 11.480 1.445 4,284.90 4,284.90
PUR 10/16/09 60 COCA-COLA ICECEK AS TR 1,033.00 20.11 11,779.76 11,779.76
248888 10/20/09 TRY N20091 11.375 1.461 8,064.46 8,064.46
PUR 10/19/09 60 COCA-COLA ICECEK AS TR 176.00 3.47 2,024.65 2,024.65
248888 10/21/09 TRY N20091 11.475 1.455 1,391.80 1,391.80
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 65
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/26/09 60 COCA-COLA ICECEK AS TR 151.00 2.97 1,771.12 1,771.12
248888 10/30/09 TRY N20091 11.700 1.487 1,191.15 1,191.15
---------------- --------- ---------------- ------------ ---------------- --------------
27,334.00 530.81 313,602.51 313,602.51
212,849.57 212,849.57
9 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 10/19/09 60 CHINA CONSTRUCTION 1,316,000.00 4,137.72 8,964,549.72 8,964,549.72
239291 10/21/09 HKD H20091 6.788 7.750 1,156,686.24 1,156,686.24
PUR 10/19/09 60 PING AN INSURANCE 39,500.00 531.90 2,680,638.37 2,680,638.37
243411 10/21/09 HKD H20091 67.760 7.750 345,879.90 345,879.90
PUR 10/20/09 60 CHINA CONSTRUCTION 1,890,000.00 6,070.44 13,151,170.70 13,151,170.70
239291 10/22/09 HKD H20091 6.933 7.750 1,696,969.04 1,696,969.04
PUR 10/21/09 60 CHINA CONSTRUCTION 478,000.00 1,528.34 3,311,095.93 3,311,095.93
239291 10/23/09 HKD H20091 6.902 7.750 427,249.21 427,249.21
---------------- --------- ---------------- ------------ ---------------- --------------
3,723,500.00 12,268.40 28,107,454.72 28,107,454.72
3,626,784.39 3,626,784.39
4 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 10/19/09 60 CHINA LIFE INS 75,000.00 538.23 2,712,256.36 2,712,256.36
241827 10/21/09 HKD H20091 36.108 7.750 349,959.53 349,959.53
---------------- --------- ---------------- ------------ ---------------- --------------
75,000.00 538.23 2,712,256.36 2,712,256.36
349,959.53 349,959.53
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
PUR 10/01/09 60 HYUNDAI ENGINEERING & 2,154.00 291.85 137,789,616.00 137,789,616.00
247012 10/06/09 KRW H20091 63809.6 1177.35 117,033.69 117,033.69
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 66
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/01/09 60 LG DACOM CORP KRW 5000 480.00 20.25 9,561,950.00 9,561,950.00
248146 10/06/09 KRW H20091 19871.0 1177.35 8,121.59 8,121.59
PUR 10/01/09 60 SHINSEGAE CO LTD KRW 5 270.00 338.28 159,709,445.00 159,709,445.00
247496 10/06/09 KRW H20091 590041. 1177.35 135,651.63 135,651.63
PUR 10/05/09 60 LG DACOM CORP KRW 5000 740.00 31.65 14,883,782.00 14,883,782.00
248146 10/07/09 KRW H20091 20063.0 1172.75 12,691.35 12,691.35
PUR 10/06/09 60 KOREA EXCHANGE BANK KR 15,230.00 213,032,355.00 213,032,355.00
248891 10/08/09 KRW H20091 13987.6 1169.80 182,110.07 182,110.07
PUR 10/06/09 60 LG DACOM CORP KRW 5000 530.00 23.02 10,796,591.00 10,796,591.00
248146 10/08/09 KRW H20091 20320.1 1169.80 9,229.43 9,229.43
PUR 10/07/09 60 KOREA EXCHANGE BANK KR 3,770.00 52,751,994.00 52,751,994.00
248891 10/09/09 KRW H20091 13992.5 1169.60 45,102.59 45,102.59
PUR 10/07/09 60 LG DACOM CORP KRW 5000 700.00 31.10 14,586,509.00 14,586,509.00
248146 10/09/09 KRW H20091 20785.9 1169.60 12,471.37 12,471.37
PUR 10/08/09 60 LG DACOM CORP KRW 5000 160.00 7.05 3,297,940.00 3,297,940.00
248146 10/12/09 KRW H20091 20560.7 1166.90 2,826.24 2,826.24
PUR 10/09/09 60 LG DACOM CORP KRW 5000 800.00 33.55 15,660,673.00 15,660,673.00
248146 10/13/09 KRW H20091 19527.0 1163.90 13,455.34 13,455.34
PUR 10/12/09 60 LG DACOM CORP KRW 5000 1,510.00 61.45 28,807,986.00 28,807,986.00
248146 10/14/09 KRW H20091 19030.5 1169.00 24,643.27 24,643.27
PUR 10/13/09 60 LG DACOM CORP KRW 5000 1,600.00 67.02 31,392,087.00 31,392,087.00
248146 10/15/09 KRW H20091 19571.1 1168.15 26,873.34 26,873.34
PUR 10/14/09 60 LG DACOM CORP KRW 5000 2,400.00 99.95 46,671,285.00 46,671,285.00
248146 10/16/09 KRW H20091 19397.8 1164.50 40,078.39 40,078.39
PUR 10/14/09 60 NCSOFT CORP 731.00 235.23 109,847,870.00 109,847,870.00
248978 10/16/09 KRW H20091 149895. 1164.50 94,330.50 94,330.50
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 67
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/15/09 60 LG DACOM CORP KRW 5000 330.00 13.81 6,396,506.00 6,396,506.00
248146 10/19/09 KRW H20091 19335.0 1155.00 5,538.10 5,538.10
PUR 10/15/09 60 NCSOFT CORP 1,104.00 349.41 161,832,541.00 161,832,541.00
248978 10/19/09 KRW H20091 146221. 1155.00 140,114.75 140,114.75
PUR 10/16/09 60 NCSOFT CORP 305.00 95.53 44,552,193.00 44,552,193.00
248978 10/20/09 KRW H20091 145708. 1163.00 38,307.99 38,307.99
PUR 10/19/09 60 NCSOFT CORP 687.00 202.65 95,157,790.00 95,157,790.00
248978 10/21/09 KRW H20091 138166. 1171.00 81,261.99 81,261.99
PUR 10/20/09 60 LG DACOM CORP KRW 5000 1,390.00 56.69 26,476,024.00 26,476,024.00
248146 10/22/09 KRW H20091 19000.0 1164.55 22,734.98 22,734.98
PUR 10/20/09 60 NCSOFT CORP 508.00 71,057,907.00 71,057,907.00
248978 10/22/09 KRW H20091 139877. 1164.55 61,017.48 61,017.48
PUR 10/21/09 60 HYUNDAI MOTOR CO~KSWN5 3,680.00 800.37 378,333,390.00 378,333,390.00
239481 10/23/09 KRW H20091 102551. 1178.80 320,947.90 320,947.90
PUR 10/21/09 60 LG DISPLAY CO LTD KRW 23,090.00 1,595.77 754,320,081.00 754,320,081.00
248301 10/23/09 KRW H20091 32587.2 1178.80 639,905.06 639,905.06
PUR 10/21/09 60 NCSOFT CORP 348.00 105.64 49,938,710.00 49,938,710.00
248978 10/23/09 KRW H20091 143144. 1178.80 42,364.02 42,364.02
PUR 10/22/09 60 HYUNDAI MOTOR CO~KSWN5 2,326.00 509.90 243,064,109.00 243,064,109.00
239481 10/26/09 KRW H20091 104238. 1188.75 204,470.33 204,470.33
PUR 10/22/09 60 NCSOFT CORP 275.00 82.59 39,370,934.00 39,370,934.00
248978 10/26/09 KRW H20091 142810. 1188.75 33,119.61 33,119.61
PUR 10/26/09 60 KIA MOTORS CORP 12,676.00 238,029,525.00 238,029,525.00
249234 10/28/09 KRW H20091 18777.9 1177.40 202,165.39 202,165.39
PUR 10/26/09 60 KOREA EXCHANGE BANK KR 1,740.00 53.71 25,356,457.00 25,356,457.00
248891 10/28/09 KRW H20091 14536.3 1177.40 21,535.98 21,535.98
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 68
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/27/09 60 KIA MOTORS CORP 5,585.00 220.71 104,737,733.00 104,737,733.00
249234 10/29/09 KRW H20091 18706.6 1183.40 88,505.77 88,505.77
PUR 10/27/09 60 KOREA EXCHANGE BANK KR 750.00 22.95 10,891,238.00 10,891,238.00
248891 10/29/09 KRW H20091 14485.4 1183.40 9,203.34 9,203.34
PUR 10/28/09 60 KIA MOTORS CORP 2,980.00 115.01 55,116,293.00 55,116,293.00
249234 10/30/09 KRW H20091 18449.2 1195.10 46,118.56 46,118.56
---------------- --------- ---------------- ------------ ---------------- --------------
88,849.00 5,465.143,153,421,514.00 3,153,421,514.00
2,681,930.05 2,681,930.05
30 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 9/28/09 60 INDOFOOD SUKSES MAKMUR 121,000.00 345,608,013.00 345,608,013.00
248684 10/01/09 IDR H20090 2856.26 9694.99 35,648.07 35,648.07
PUR 9/29/09 60 INDOFOOD SUKSES MAKMUR 68,500.00 199,235,161.00 199,235,161.00
248684 10/02/09 IDR H20090 2908.54 9685.00 20,571.52 20,571.52
PUR 9/30/09 60 INDOFOOD SUKSES MAKMUR 172,500.00 518,320,091.00 518,320,091.00
248684 10/05/09 IDR H20090 3004.75 9660.00 53,656.32 53,656.32
PUR 10/01/09 60 INDOFOOD SUKSES MAKMUR 178,500.00 196.12 536,360,317.00 536,360,317.00
248684 10/06/09 IDR H20091 2994.25 9620.00 55,754.71 55,754.71
PUR 10/02/09 60 INDOFOOD SUKSES MAKMUR 42,500.00 45.52 124,675,134.00 124,675,134.00
248684 10/07/09 IDR H20091 2923.21 9634.99 12,939.82 12,939.82
PUR 10/05/09 60 INDOFOOD SUKSES MAKMUR 72,500.00 213,179,190.00 213,179,190.00
248684 10/08/09 IDR H20091 2940.40 9549.99 22,322.43 22,322.43
PUR 10/06/09 60 INDOFOOD SUKSES MAKMUR 138,000.00 424,640,527.00 424,640,527.00
248684 10/09/09 IDR H20091 3077.10 9436.99 44,997.41 44,997.41
PUR 10/07/09 60 INDOFOOD SUKSES MAKMUR 138,500.00 167.67 439,100,953.00 439,100,953.00
248684 10/12/09 IDR H20091 3159.00 9420.00 46,613.69 46,613.69
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 69
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/08/09 60 INDOFOOD SUKSES MAKMUR 86,500.00 106.95 271,537,822.00 271,537,822.00
248684 10/13/09 IDR H20091 3127.50 9435.00 28,779.84 28,779.84
PUR 10/09/09 60 INDOFOOD SUKSES MAKMUR 94,500.00 114.31 290,681,151.00 290,681,151.00
248684 10/14/09 IDR H20091 3064.56 9450.00 30,759.91 30,759.91
PUR 10/12/09 60 INDOFOOD SUKSES MAKMUR 60,000.00 73.62 187,597,137.00 187,597,137.00
248684 10/15/09 IDR H20091 3115.00 9470.00 19,809.62 19,809.62
PUR 10/13/09 60 INDOFOOD SUKSES MAKMUR 43,000.00 53.46 135,868,909.00 135,868,909.00
248684 10/16/09 IDR H20091 3148.00 9445.00 14,385.27 14,385.27
PUR 10/14/09 60 INDOFOOD SUKSES MAKMUR 83,000.00 266,633,043.00 266,633,043.00
248684 10/19/09 IDR H20091 3212.44 9364.99 28,471.23 28,471.23
PUR 10/15/09 60 INDOFOOD SUKSES MAKMUR 104,500.00 337,187,272.00 337,187,272.00
248684 10/20/09 IDR H20091 3226.67 9325.00 36,159.49 36,159.49
PUR 10/15/09 60 INDOFOOD SUKSES MAKMUR 21,500.00 27.95 70,135,634.00 70,135,634.00
248684 10/20/09 IDR H20091 3250.00 9324.99 7,521.25 7,521.25
PUR 10/16/09 60 INDOFOOD SUKSES MAKMUR 43,500.00 138,664,461.00 138,664,461.00
248684 10/21/09 IDR H20091 3187.68 9389.99 14,767.25 14,767.25
PUR 10/19/09 60 INDOFOOD SUKSES MAKMUR 15,000.00 18.00 48,067,122.00 48,067,122.00
248684 10/22/09 IDR H20091 3193.20 9394.99 5,116.25 5,116.25
PUR 10/20/09 60 INDOFOOD SUKSES MAKMUR 13,500.00 43,553,594.00 43,553,594.00
248684 10/23/09 IDR H20091 3226.19 9389.99 4,638.30 4,638.30
PUR 10/20/09 60 INDOFOOD SUKSES MAKMUR 171,000.00 551,657,872.00 551,657,872.00
248684 10/23/09 IDR H20091 3226.06 9390.00 58,749.51 58,749.51
PUR 10/21/09 60 INDOFOOD SUKSES MAKMUR 171,000.00 212.36 538,032,093.00 538,032,093.00
248684 10/26/09 IDR H20091 3134.69 9414.99 57,146.27 57,146.27
PUR 10/21/09 60 INDOFOOD SUKSES MAKMUR 44,000.00 51.63 138,200,455.00 138,200,455.00
248684 10/26/09 IDR H20091 3129.87 9415.00 14,678.75 14,678.75
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 70
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/22/09 60 INDOFOOD SUKSES MAKMUR 102,500.00 122.95 324,198,280.00 324,198,280.00
248684 10/27/09 IDR H20091 3151.53 9485.00 34,180.10 34,180.10
PUR 10/23/09 60 INDOFOOD SUKSES MAKMUR 171,500.00 206.41 552,754,769.00 552,754,769.00
248684 10/28/09 IDR H20091 3211.72 9420.00 58,678.85 58,678.85
---------------- --------- ---------------- ------------ ---------------- --------------
2,157,000.00 1,396.956,695,889,000.00 6,695,889,000.00
706,345.86 706,345.86
23 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 9/25/09 60 IMPALA PLATINUM HOLDIN 2,100.00 162.56 377,998.23 377,998.23
245197 10/02/09 ZAR N20090 179.425 7.417 50,961.70 50,961.70
PUR 9/25/09 60 IMPALA PLATINUM HOLDIN 26,000.00 2,854.55 4,712,072.22 4,712,072.22
245197 10/02/09 ZAR N20090 180.419 7.417 635,281.33 635,281.33
PUR 9/28/09 60 IMPALA PLATINUM HOLDIN 21,800.00 2,357.53 3,879,634.82 3,879,634.82
245197 10/05/09 ZAR N20090 177.165 7.398 524,381.27 524,381.27
PUR 9/29/09 60 IMPALA PLATINUM HOLDIN 7,200.00 787.10 1,291,923.64 1,291,923.64
245197 10/06/09 ZAR N20090 178.622 7.425 173,987.08 173,987.08
---------------- --------- ---------------- ------------ ---------------- --------------
57,100.00 6,161.74 10,261,628.91 10,261,628.91
1,384,611.38 1,384,611.38
4 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 10/01/09 60 BRF-BRASILFOODS frmr P 11,400.00 923.54 547,663.88 547,663.88
240130 10/14/09 BRL N20091 47.897 1.774 308,769.17 308,769.17
PUR 10/07/09 60 BANCO BRADESCO S A ADR 43,400.00 1,736.00 872,149.04 872,149.04
243721 10/13/09 USD N20091 20.056 1.000 872,149.04 872,149.04
PUR 10/07/09 60 BRF-BRASILFOODS frmr P 10,100.00 815.37 478,616.15 478,616.15
240130 10/13/09 BRL N20091 47.246 1.756 272,607.02 272,607.02
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 71
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/09/09 60 BRF-BRASILFOODS frmr P 5,000.00 412.06 239,296.74 239,296.74
240130 10/15/09 BRL N20091 47.716 1.737 137,764.39 137,764.39
PUR 10/13/09 60 BRF-BRASILFOODS frmr P 1,100.00 91.37 52,897.28 52,897.28
240130 10/16/09 BRL N20091 47.945 1.732 30,548.21 30,548.21
---------------- --------- ---------------- ------------ ---------------- --------------
71,000.00 3,978.34 2,190,623.09 2,190,623.09
1,621,837.83 1,621,837.83
5 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 9/25/09 60 CHINA RESOURCES CEMENT 168,000.00 853.02 661,810.97 661,810.97
248764 10/06/09 HKD H20090 3.900 7.750 85,393.86 85,393.86
PUR 9/30/09 60 WYNN MACAU LTD HKD 0.0 441,600.00 5,795.49 4,496,241.90 4,496,241.90
248809 10/09/09 HKD H20090 10.080 7.750 580,175.22 580,175.22
---------------- --------- ---------------- ------------ ---------------- --------------
609,600.00 6,648.51 5,158,052.87 5,158,052.87
665,569.08 665,569.08
2 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 10/05/09 60 FOMENTO ECONOMICO MEXI 3,400.00 136.00 154,663.28 154,663.28
248889 10/08/09 USD N20091 45.449 1.000 154,663.28 154,663.28
PUR 10/05/09 60 FOMENTO ECONOMICO MEXI 11,300.00 226.00 514,299.16 514,299.16
248889 10/08/09 USD N20091 45.493 1.000 514,299.16 514,299.16
PUR 10/06/09 60 FOMENTO ECONOMICO MEXI 4,800.00 172.80 220,444.80 220,444.80
248889 10/09/09 USD N20091 45.890 1.000 220,444.80 220,444.80
PUR 10/06/09 60 FOMENTO ECONOMICO MEXI 7,900.00 316.00 363,710.47 363,710.47
248889 10/09/09 USD N20091 45.999 1.000 363,710.47 363,710.47
PUR 10/07/09 60 FOMENTO ECONOMICO MEXI 6,500.00 260.00 298,943.45 298,943.45
248889 10/13/09 USD N20091 45.951 1.000 298,943.45 298,943.45
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 72
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/27/09 60 FOMENTO ECONOMICO MEXI 1,400.00 56.00 62,385.96 62,385.96
248889 10/30/09 USD N20091 44.521 1.000 62,385.96 62,385.96
PUR 10/27/09 60 FOMENTO ECONOMICO MEXI 3,200.00 64.00 142,452.16 142,452.16
248889 10/30/09 USD N20091 44.496 1.000 142,452.16 142,452.16
---------------- --------- ---------------- ------------ ---------------- --------------
38,500.00 1,230.80 1,756,899.28 1,756,899.28
1,756,899.28 1,756,899.28
7 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 10/08/09 60 SBERBANK-CLS 89,500.00 388.32 194,549.62 194,549.62
247010 10/14/09 USD N20091 2.169 1.000 194,549.62 194,549.62
PUR 10/08/09 60 WIMM-BILL-DANN FOODS O 300.00 6.00 23,429.13 23,429.13
244811 10/14/09 USD N20091 78.077 1.000 23,429.13 23,429.13
PUR 10/08/09 60 WIMM-BILL-DANN FOODS O 700.00 28.00 55,580.00 55,580.00
244811 10/14/09 USD N20091 79.360 1.000 55,580.00 55,580.00
PUR 10/09/09 60 SBERBANK-CLS 23,000.00 102.52 51,364.92 51,364.92
247010 10/16/09 USD N20091 2.229 1.000 51,364.92 51,364.92
PUR 10/12/09 60 SBERBANK-CLS 7,700.00 36.49 18,279.33 18,279.33
247010 10/19/09 USD N20091 2.369 1.000 18,279.33 18,279.33
PUR 10/13/09 60 WIMM-BILL-DANN FOODS O 400.00 8.00 31,083.68 31,083.68
244811 10/16/09 USD N20091 77.689 1.000 31,083.68 31,083.68
PUR 10/13/09 60 WIMM-BILL-DANN FOODS O 300.00 12.00 23,155.50 23,155.50
244811 10/16/09 USD N20091 77.145 1.000 23,155.50 23,155.50
PUR 10/14/09 60 WIMM-BILL-DANN FOODS O 700.00 14.00 54,032.30 54,032.30
244811 10/19/09 USD N20091 77.169 1.000 54,032.30 54,032.30
---------------- --------- ---------------- ------------ ---------------- --------------
122,600.00 595.33 451,474.48 451,474.48
451,474.48 451,474.48
8 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
7,253,060.00 44,930.379,907,016,875.75 9,907,016,875.75
15,978,010.21 15,978,010.21
140 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 73
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
7,270,060.00 45,610.379,908,084,305.75 9,908,084,305.75
17,045,440.21 17,045,440.21
141 "PUR " TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 74
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/05/09 60 BANK PEKAO SA 564.00 87.35 83,727.38 89,185.83 -5,458.45
240024 10/08/09 PLN N20091 148.900 2.884 29,029.67 37,747.68 -8,718.01
SALE 10/05/09 60 BANK ZACHODNI WBK SA 167.00 13.03 25,024.57 24,242.86 781.71
240025 10/08/09 PLN N20091 150.073 2.884 8,676.43 10,083.33 -1,406.90
SALE 10/05/09 60 POLISH OIL + GAS CO PL 23,467.00 85.17 81,635.42 88,832.02 -7,196.60
244253 10/08/09 PLN N20091 3.489 2.884 28,304.35 29,810.10 -1,505.75
SALE 10/06/09 60 BANK PEKAO SA 1,757.00 276.71 260,920.73 277,836.00 -16,915.27
240024 10/09/09 PLN N20091 148.950 2.837 91,960.92 117,593.38 -25,632.46
SALE 10/06/09 60 BANK ZACHODNI WBK SA 262.00 42.25 39,844.41 38,033.71 1,810.70
240025 10/09/09 PLN N20091 152.535 2.837 14,043.07 15,819.36 -1,776.29
SALE 10/06/09 60 POLISH OIL + GAS CO PL 10,728.00 39.42 37,167.96 40,609.79 -3,441.83
244253 10/09/09 PLN N20091 3.475 2.837 13,099.76 13,627.76 -528.00
SALE 10/06/09 60 POLISH OIL + GAS CO PL 74,983.00 275.84 260,098.21 283,840.76 -23,742.55
244253 10/09/09 PLN N20091 3.479 2.837 91,671.03 95,250.80 -3,579.77
SALE 10/07/09 60 BANK PEKAO SA 1,027.00 163.52 156,466.91 162,400.44 -5,933.53
240024 10/12/09 PLN N20091 152.812 2.879 54,342.00 68,735.57 -14,393.57
SALE 10/07/09 60 BANK ZACHODNI WBK SA 110.00 17.89 17,121.38 15,968.35 1,153.03
240025 10/12/09 PLN N20091 156.117 2.879 5,946.37 6,641.71 -695.34
SALE 10/07/09 60 POLISH OIL + GAS CO PL 10,728.00 39.43 37,729.49 40,609.79 -2,880.30
244253 10/12/09 PLN N20091 3.528 2.879 13,103.70 13,627.76 -524.06
SALE 10/07/09 60 POLISH OIL + GAS CO PL 6,402.00 23.79 22,766.78 24,234.14 -1,467.36
244253 10/12/09 PLN N20091 3.567 2.879 7,907.05 8,132.45 -225.40
SALE 10/08/09 60 BANK PEKAO SA 936.00 76.07 145,340.33 148,010.53 -2,670.20
240024 10/13/09 PLN N20091 155.511 2.870 50,635.94 62,645.08 -12,009.14
SALE 10/08/09 60 BANK PEKAO SA 818.00 130.84 124,807.41 129,351.08 -4,543.67
240024 10/13/09 PLN N20091 153.035 2.870 43,482.36 54,747.52 -11,265.16
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 75
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/08/09 60 BANK ZACHODNI WBK SA 386.00 62.06 59,199.25 56,034.40 3,164.85
240025 10/13/09 PLN N20091 153.827 2.870 20,624.76 23,306.38 -2,681.62
SALE 10/08/09 60 POLISH OIL + GAS CO PL 50,957.00 189.42 180,689.97 192,892.70 -12,202.73
244253 10/13/09 PLN N20091 3.557 2.870 62,951.60 64,730.61 -1,779.01
SALE 10/08/09 60 POLISH OIL + GAS CO PL 37,949.00 141.00 134,500.19 143,652.20 -9,152.01
244253 10/13/09 PLN N20091 3.555 2.870 46,859.28 48,206.56 -1,347.28
SALE 10/09/09 60 BANK PEKAO SA 589.00 96.40 92,417.26 93,139.10 -721.84
240024 10/14/09 PLN N20091 157.378 2.885 32,037.04 39,420.89 -7,383.85
SALE 10/09/09 60 BANK ZACHODNI WBK SA 279.00 44.90 43,042.14 40,501.55 2,540.59
240025 10/14/09 PLN N20091 154.737 2.885 14,920.84 16,845.80 -1,924.96
SALE 10/09/09 60 POLISH OIL + GAS CO PL 8,046.00 29.59 28,370.92 30,457.34 -2,086.42
244253 10/14/09 PLN N20091 3.537 2.885 9,834.96 10,220.82 -385.86
SALE 10/09/09 60 POLISH OIL + GAS CO PL 42,911.00 158.48 151,932.66 162,435.36 -10,502.70
244253 10/14/09 PLN N20091 3.551 2.885 52,668.44 54,509.78 -1,841.34
SALE 10/12/09 60 BANK ZACHODNI WBK SA 388.00 31.90 60,628.71 56,324.74 4,303.97
240025 10/15/09 PLN N20091 156.494 2.855 21,237.46 23,427.14 -2,189.68
SALE 10/12/09 60 POLISH OIL + GAS CO PL 3,013.00 5.59 10,619.94 11,405.41 -785.47
244253 10/15/09 PLN N20091 3.530 2.855 3,720.03 3,827.41 -107.38
SALE 10/13/09 60 BANK ZACHODNI WBK SA 259.00 42.49 40,317.67 37,598.21 2,719.46
240025 10/16/09 PLN N20091 156.135 2.855 14,120.29 15,638.22 -1,517.93
SALE 10/13/09 60 POLISH OIL + GAS CO PL 5,364.00 19.72 18,717.68 20,304.89 -1,587.21
244253 10/16/09 PLN N20091 3.500 2.855 6,555.42 6,813.88 -258.46
SALE 10/13/09 60 POLISH OIL + GAS CO PL 80,459.00 295.03 279,959.50 304,569.62 -24,610.12
244253 10/16/09 PLN N20091 3.490 2.855 98,049.07 102,206.96 -4,157.89
SALE 10/14/09 60 BANK ZACHODNI WBK SA 905.00 152.47 143,061.08 131,376.00 11,685.08
240025 10/19/09 PLN N20091 158.554 2.823 50,669.79 54,643.20 -3,973.41
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 76
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/14/09 60 POLISH OIL + GAS CO PL 82,067.00 301.87 283,247.24 310,656.55 -27,409.31
244253 10/19/09 PLN N20091 3.462 2.823 100,321.33 104,249.60 -3,928.27
SALE 10/15/09 60 POLISH OIL + GAS CO PL 12,739.00 46.97 43,780.87 48,222.23 -4,441.36
244253 10/20/09 PLN N20091 3.447 2.805 15,608.15 16,182.33 -574.18
SALE 10/16/09 60 PKO BANK POLSKI RTS(EX 2.00 6.10 6.10
248932 10/19/09 PLN MFY10- 3.050 2.830 2.16 2.16
SALE 10/16/09 60 POLISH OIL + GAS CO PL 26,969.00 99.51 93,570.56 102,088.49 -8,517.93
244253 10/21/09 PLN N20091 3.480 2.830 33,068.48 34,258.68 -1,190.20
SALE 10/16/09 60 POLISH OIL + GAS CO PL 25,302.00 92.70 87,168.77 95,778.23 -8,609.46
244253 10/21/09 PLN N20091 3.455 2.830 30,806.04 32,141.10 -1,335.06
SALE 10/19/09 60 PKO BANK POLSKI RTS(EX 190,240.00 .02 .02
248932 10/19/09 PLN MFY10- 2.895 .01 .01
---------------- --------- ---------------- ------------ ---------------- --------------
700,773.00 3,081.41 3,043,881.51 3,200,592.34 -156,710.83
1,066,257.80 1,185,091.87 -118,834.07
32 TRANSACTIONS IN COUNTRY: POLAND (2300)
SALE 10/02/09 60 AKBANK TAS TRY 1.0 22,362.00 318.94 189,856.10 128,896.76 60,959.34
241892 10/06/09 TRY N20091 8.511 1.492 127,257.93 99,973.37 27,284.56
SALE 10/02/09 60 HACI OMER SABANCI HOLD 27,834.00 259.70 154,589.49 132,119.92 22,469.57
241961 10/06/09 TRY N20091 5.568 1.492 103,619.20 107,584.02 -3,964.82
SALE 10/02/09 60 TURKIYE GARANTI BANKAS 63,096.00 585.62 348,602.43 223,551.87 125,050.56
239795 10/06/09 TRY N20091 5.539 1.492 233,663.40 174,390.74 59,272.66
SALE 10/05/09 60 AKBANK TAS TRY 1.0 3,903.00 56.39 33,380.66 22,497.27 10,883.39
241892 10/07/09 TRY N20091 8.574 1.483 22,501.29 17,449.06 5,052.23
SALE 10/05/09 60 HACI OMER SABANCI HOLD 35,491.00 338.13 200,143.21 168,465.47 31,677.74
241961 10/07/09 TRY N20091 5.653 1.483 134,912.85 137,179.86 -2,267.01
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 77
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/05/09 60 TURKIYE GARANTI BANKAS 17,575.00 165.86 98,173.95 62,268.99 35,904.96
239795 10/07/09 TRY N20091 5.600 1.483 66,177.25 48,575.46 17,601.79
SALE 10/06/09 60 HACI OMER SABANCI HOLD 38,160.00 374.85 219,381.51 181,134.44 38,247.07
241961 10/08/09 TRY N20091 5.763 1.467 149,564.71 147,496.08 2,068.63
---------------- --------- ---------------- ------------ ---------------- --------------
208,421.00 2,099.49 1,244,127.35 918,934.72 325,192.63
837,696.63 732,648.59 105,048.04
7 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 10/19/09 60 IND & COMMERCIAL BANK 1,806,000.00 5,140.70 11,058,028.52 8,694,158.64 2,363,869.88
239287 10/21/09 HKD H20091 6.145 7.750 1,426,805.57 1,117,738.90 309,066.67
SALE 10/20/09 60 IND & COMMERCIAL BANK 1,446,000.00 4,253.24 9,148,415.23 6,961,103.77 2,187,311.46
239287 10/22/09 HKD H20091 6.350 7.750 1,180,471.14 894,933.80 285,537.34
SALE 10/21/09 60 IND & COMMERCIAL BANK 345,000.00 1,010.45 2,173,431.75 1,660,844.26 512,587.49
239287 10/23/09 HKD H20091 6.323 7.750 280,450.04 213,521.55 66,928.49
---------------- --------- ---------------- ------------ ---------------- --------------
3,597,000.00 10,404.39 22,379,875.50 17,316,106.67 5,063,768.83
2,887,726.75 2,226,194.25 661,532.50
3 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 9/30/09 60 HANJIN SHIPPING CO LTD 2,250.00 197.12 48,141,158.00 45,221,663.18 2,919,494.82
247890 10/05/09 KRW H20090 21499.2 1177.90 40,870.33 36,463.90 4,406.43
SALE 10/01/09 60 HANJIN SHIPPING CO LTD 3,980.00 340.07 83,012,632.00 79,992,097.54 3,020,534.46
247890 10/06/09 KRW H20091 20958.0 1177.35 70,508.03 64,500.60 6,007.43
SALE 10/01/09 60 LG CHEM LTD KRW 5000.0 376.00 238.34 81,056,267.00 39,770,667.29 41,285,599.71
239483 10/06/09 KRW H20091 216321. 1177.35 68,846.36 35,840.15 33,006.21
SALE 10/01/09 60 SK TELECOM CO LTD KRW 1,494.00 1,290.46 274,722,172.00 315,752,265.22 -41,030,093.22
243412 10/06/09 KRW H20091 184900. 1177.35 233,339.42 239,592.66 -6,253.24
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 78
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/05/09 60 HANJIN SHIPPING CO LTD 2,570.00 210.80 51,255,318.00 51,653,188.62 -397,870.62
247890 10/07/09 KRW H20091 20039.8 1172.75 43,705.24 41,649.88 2,055.36
SALE 10/06/09 60 HANA FINANCIAL GROUP I 12,180.00 1,983.25 419,506,580.00 316,218,053.62 103,288,526.38
247011 10/08/09 KRW H20091 34632.7 1169.80 358,613.93 251,148.92 107,465.01
SALE 10/06/09 60 HANJIN SHIPPING CO LTD 3,430.00 262.50 63,665,361.00 68,937,913.21 -5,272,552.21
247890 10/08/09 KRW H20091 18650.8 1169.80 54,424.14 55,587.20 -1,163.06
SALE 10/09/09 60 HANJIN SHIPPING CO LTD 2,180.00 181.09 43,700,149.00 43,814,767.00 -114,618.00
247890 10/13/09 KRW H20091 20142.6 1163.90 37,546.31 35,329.47 2,216.84
SALE 10/12/09 60 HANJIN SHIPPING CO LTD 1,720.00 142.23 34,472,767.00 34,569,449.19 -96,682.19
247890 10/14/09 KRW H20091 20138.9 1169.00 29,489.11 27,874.63 1,614.48
SALE 10/13/09 60 HANJIN SHIPPING CO LTD 1,030.00 85.08 20,604,973.00 20,701,472.48 -96,499.48
247890 10/15/09 KRW H20091 20101.3 1168.15 17,638.98 16,692.37 946.61
SALE 10/20/09 60 HANJIN SHIPPING CO LTD 2,630.00 212.69 51,355,099.00 52,859,099.63 -1,504,000.63
247890 10/22/09 KRW H20091 19620.8 1164.55 44,098.66 42,622.25 1,476.41
SALE 10/20/09 60 LG CORP KRW 5000.0 210.00 75.22 15,839,686.00 15,663,197.13 176,488.87
248144 10/22/09 KRW H20091 75844.1 1164.55 13,601.55 12,636.11 965.44
SALE 10/21/09 60 HANJIN SHIPPING CO LTD 1,210.00 96.06 23,476,548.00 24,319,205.53 -842,657.53
247890 10/23/09 KRW H20091 19495.6 1178.80 19,915.63 19,609.48 306.15
SALE 10/21/09 60 LG CHEM LTD KRW 5000.0 310.00 295.60 63,006,668.00 32,789,645.90 30,217,022.10
239483 10/23/09 KRW H20091 204371. 1178.80 53,449.84 29,549.06 23,900.78
SALE 10/21/09 60 LG CORP KRW 5000.0 410.00 144.61 30,825,357.00 30,580,527.73 244,829.27
248144 10/23/09 KRW H20091 75599.5 1178.80 26,149.78 24,670.50 1,479.28
SALE 10/21/09 60 WOONGJIN COWAY CO LTD 840.00 32,242,111.00 25,450,259.76 6,791,851.24
239495 10/23/09 KRW H20091 38383.4 1178.80 27,351.64 24,507.90 2,843.74
SALE 10/22/09 60 HANJIN SHIPPING CO LTD 1,430.00 111.63 27,513,181.00 28,740,879.27 -1,227,698.27
247890 10/26/09 KRW H20091 19332.7 1188.75 23,144.63 23,174.84 -30.21
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 79
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/22/09 60 LG CHEM LTD KRW 5000.0 248.00 233.14 50,113,848.00 26,231,716.72 23,882,131.28
239483 10/26/09 KRW H20091 203189. 1188.75 42,156.76 23,639.25 18,517.51
SALE 10/22/09 60 LG CORP KRW 5000.0 672.00 228.03 49,015,983.00 50,122,230.81 -1,106,247.81
248144 10/26/09 KRW H20091 73343.8 1188.75 41,233.21 40,435.56 797.65
SALE 10/22/09 60 SAMSUNG ELCTRNCS N/VT 429.00 930.91 200,097,121.00 165,989,861.75 34,107,259.25
239490 10/26/09 KRW H20091 469006. 1188.75 168,325.65 155,202.95 13,122.70
SALE 10/22/09 60 SAMSUNG ELECTRONICS CO 757.00 2,556.26 549,461,384.00 446,153,502.81 103,307,881.19
239489 10/26/09 KRW H20091 729854. 1188.75 462,217.78 408,465.93 53,751.85
SALE 10/22/09 60 WOONGJIN COWAY CO LTD 220.00 38.90 8,362,886.00 6,665,544.22 1,697,341.78
239495 10/26/09 KRW H20091 38223.3 1188.74 7,035.03 6,418.74 616.29
SALE 10/23/09 60 HANA FINANCIAL GROUP I 2,130.00 359.28 76,683,303.00 55,299,216.27 21,384,086.73
247011 10/27/09 KRW H20091 36200.6 1180.40 64,963.83 43,920.13 21,043.70
SALE 10/23/09 60 HANJIN SHIPPING CO LTD 1,320.00 118.80 25,358,607.00 26,530,042.40 -1,171,435.40
247890 10/27/09 KRW H20091 19317.3 1180.40 21,483.06 21,392.16 90.90
SALE 10/23/09 60 LG CORP KRW 5000.0 589.00 195.96 41,824,830.00 43,931,538.61 -2,106,708.61
248144 10/27/09 KRW H20091 71402.6 1180.40 35,432.76 35,441.28 -8.52
SALE 10/23/09 60 OCI COMPANY LTD 793.00 516.86 176,228,904.00 179,553,947.74 -3,325,043.74
247824 10/27/09 KRW H20091 223000. 1180.40 149,295.92 142,948.81 6,347.11
SALE 10/23/09 60 SAMSUNG ELECTRONICS CO 268.00 575.72 196,300,419.00 157,951,306.15 38,349,112.85
239489 10/27/09 KRW H20091 735000. 1180.40 166,299.91 144,608.81 21,691.10
SALE 10/23/09 60 SAMSUNG FIRE + MARINE 123.00 130.42 27,837,492.00 24,954,003.57 2,883,488.43
239491 10/27/09 KRW H20091 227572. 1180.40 23,583.10 23,932.25 -349.15
SALE 10/23/09 60 SHINHAN FINANCIAL GROU 220.00 48.61 10,374,655.00 7,424,457.85 2,950,197.15
239492 10/27/09 KRW H20091 47418.3 1180.40 8,789.10 6,209.31 2,579.79
SALE 10/23/09 60 SHINSEGAE CO LTD KRW 5 72.00 178.56 38,111,936.00 35,665,954.03 2,445,981.97
247496 10/27/09 KRW H20091 532259. 1180.40 32,287.31 28,615.33 3,671.98
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 80
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/26/09 60 HANA FINANCIAL GROUP I 1,370.00 238.88 50,856,110.00 35,568,040.52 15,288,069.48
247011 10/28/09 KRW H20091 37326.5 1177.40 43,193.57 28,249.10 14,944.47
SALE 10/26/09 60 HANJIN SHIPPING CO LTD 1,010.00 87.56 18,642,000.00 20,299,502.14 -1,657,502.14
247890 10/28/09 KRW H20091 18559.5 1177.40 15,833.19 16,368.24 -535.05
SALE 10/26/09 60 LG CORP KRW 5000.0 329.00 110.43 23,512,291.00 24,539,008.83 -1,026,717.83
248144 10/28/09 KRW H20091 71861.1 1177.40 19,969.67 19,796.57 173.10
SALE 10/26/09 60 LG ELECTRONICS INC~KRW 3,100.00 1,035.40 352,136,689.00 324,597,732.62 27,538,956.38
239484 10/28/09 KRW H20091 113985. 1177.40 299,079.91 284,395.58 14,684.33
SALE 10/26/09 60 NHN CORP 477.00 383.17 81,576,847.00 82,201,136.65 -624,289.65
239486 10/28/09 KRW H20091 171966. 1177.40 69,285.58 75,392.73 -6,107.15
SALE 10/26/09 60 SAMSUNG FIRE + MARINE 369.00 388.68 82,750,119.00 74,862,010.72 7,888,108.28
239491 10/28/09 KRW H20091 225495. 1177.40 70,282.08 71,796.74 -1,514.66
SALE 10/26/09 60 SHINSEGAE CO LTD KRW 5 128.00 323.56 68,885,228.00 63,406,140.51 5,479,087.49
247496 10/28/09 KRW H20091 541142. 1177.40 58,506.22 50,871.70 7,634.52
SALE 10/27/09 60 HANA FINANCIAL GROUP I 670.00 116.11 24,845,688.00 17,394,589.16 7,451,098.84
247011 10/29/09 KRW H20091 37288.2 1183.40 20,995.17 13,815.25 7,179.92
SALE 10/27/09 60 HANJIN SHIPPING CO LTD 750.00 63.55 13,598,580.00 15,073,887.73 -1,475,307.73
247890 10/29/09 KRW H20091 18231.7 1183.40 11,491.11 12,154.63 -663.52
SALE 10/27/09 60 LG CORP KRW 5000.0 63.00 20.78 4,447,262.00 4,698,959.14 -251,697.14
248144 10/29/09 KRW H20091 70981.7 1183.39 3,758.04 3,790.83 -32.79
SALE 10/27/09 60 NHN CORP 252.00 203.72 43,591,544.00 43,427,015.59 164,528.41
239486 10/29/09 KRW H20091 173938. 1183.40 36,835.85 39,830.12 -2,994.27
SALE 10/27/09 60 SAMSUNG FIRE + MARINE 197.00 208.63 44,644,211.00 39,966,981.33 4,677,229.67
239491 10/29/09 KRW H20091 227873. 1183.40 37,725.38 38,330.51 -605.13
SALE 10/27/09 60 SHINSEGAE CO LTD KRW 5 63.00 159.57 34,144,631.00 31,207,709.78 2,936,921.22
247496 10/29/09 KRW H20091 544975. 1183.40 28,852.99 25,038.41 3,814.58
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 81
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/28/09 60 HANA FINANCIAL GROUP I 680.00 116.05 25,078,454.00 17,654,209.89 7,424,244.11
247011 10/30/09 KRW H20091 37084.0 1195.10 20,984.40 14,021.45 6,962.95
SALE 10/28/09 60 HANJIN SHIPPING CO LTD 1,150.00 93.86 20,284,053.00 23,113,294.52 -2,829,241.52
247890 10/30/09 KRW H20091 17735.8 1195.10 16,972.68 18,637.11 -1,664.43
SALE 10/28/09 60 LG CORP KRW 5000.0 33.00 10.63 2,298,946.00 2,461,359.55 -162,413.55
248144 10/30/09 KRW H20091 70050.0 1195.10 1,923.64 1,985.67 -62.03
---------------- --------- ---------------- ------------ ---------------- --------------
56,732.00 15,538.783,705,460,048.00 3,273,979,253.91 431,480,794.09
3,141,486.48 2,777,155.07 364,331.41
46 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 9/28/09 60 BANK CENTRAL ASIA PT 27,000.00 58.01 121,424,988.00 87,490,349.47 33,934,638.53
239241 10/01/09 IDR H20090 4518.05 9694.99 12,524.50 9,020.32 3,504.18
SALE 9/28/09 60 BANK MANDIRI 27,500.00 118,829,126.00 75,758,407.43 43,070,718.57
239243 10/01/09 IDR H20090 4321.05 9695.00 12,256.74 7,591.90 4,664.84
SALE 9/28/09 60 BANK RAKYAT INDONESIA 16,000.00 56.78 118,849,566.00 99,083,195.97 19,766,370.03
239245 10/01/09 IDR H20090 7462.50 9695.00 12,258.85 10,205.73 2,053.12
SALE 9/29/09 60 BANK CENTRAL ASIA PT 13,500.00 28.95 60,537,130.00 43,745,174.74 16,791,955.26
239241 10/02/09 IDR H20090 4505.00 9684.99 6,250.61 4,510.16 1,740.45
SALE 9/29/09 60 BANK MANDIRI 13,500.00 59,876,203.00 37,190,490.92 22,685,712.08
239243 10/02/09 IDR H20090 4435.27 9685.00 6,182.36 3,726.93 2,455.43
SALE 9/29/09 60 BANK RAKYAT INDONESIA 8,000.00 60,077,315.00 49,541,597.98 10,535,717.02
239245 10/02/09 IDR H20090 7509.66 9685.00 6,203.13 5,102.86 1,100.27
SALE 9/30/09 60 BANK CENTRAL ASIA PT 27,000.00 59.34 123,761,816.00 87,490,349.47 36,271,466.53
239241 10/05/09 IDR H20090 4605.00 9660.00 12,811.78 9,020.32 3,791.46
SALE 9/30/09 60 BANK MANDIRI 33,500.00 154,713,616.00 92,287,514.51 62,426,101.49
239243 10/05/09 IDR H20090 4618.31 9660.00 16,015.90 9,248.31 6,767.59
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 82
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/30/09 60 BANK RAKYAT INDONESIA 16,000.00 121,260,621.00 99,083,195.97 22,177,425.03
239245 10/05/09 IDR H20090 7578.78 9659.99 12,552.86 10,205.73 2,347.13
SALE 10/01/09 60 BANK CENTRAL ASIA PT 32,000.00 150,227,483.00 103,692,266.04 46,535,216.96
239241 10/06/09 IDR H20091 4694.60 9620.00 15,616.16 10,690.75 4,925.41
SALE 10/01/09 60 BANK MANDIRI 33,500.00 157,521,416.00 92,287,514.51 65,233,901.49
239243 10/06/09 IDR H20091 4702.13 9619.99 16,374.37 9,248.31 7,126.06
SALE 10/01/09 60 BANK RAKYAT INDONESIA 19,500.00 149,381,586.00 120,757,645.09 28,623,940.91
239245 10/06/09 IDR H20091 7660.59 9620.00 15,528.23 12,438.23 3,090.00
SALE 10/02/09 60 BANK CENTRAL ASIA PT 9,000.00 20.25 42,869,915.00 29,163,449.82 13,706,465.18
239241 10/07/09 IDR H20091 4785.00 9635.01 4,449.39 3,006.77 1,442.62
SALE 10/02/09 60 BANK MANDIRI 11,500.00 25.45 53,889,039.00 31,680,788.56 22,208,250.44
239243 10/07/09 IDR H20091 4707.32 9635.00 5,593.05 3,174.79 2,418.26
SALE 10/02/09 60 BANK RAKYAT INDONESIA 6,500.00 23.23 49,176,218.00 40,252,548.36 8,923,669.64
239245 10/07/09 IDR H20091 7600.00 9635.00 5,103.91 4,146.08 957.83
SALE 10/05/09 60 BANK CENTRAL ASIA PT 15,000.00 73,789,964.00 48,605,749.71 25,184,214.29
239241 10/08/09 IDR H20091 4919.33 9549.99 7,726.70 5,011.29 2,715.41
SALE 10/05/09 60 BANK MANDIRI 15,500.00 74,653,641.00 42,700,193.28 31,953,447.72
239243 10/08/09 IDR H20091 4816.36 9549.99 7,817.14 4,279.07 3,538.07
SALE 10/05/09 60 BANK RAKYAT INDONESIA 9,500.00 74,193,013.00 58,830,647.61 15,362,365.39
239245 10/08/09 IDR H20091 7809.79 9550.00 7,768.90 6,059.65 1,709.25
SALE 10/06/09 60 BANK CENTRAL ASIA PT 24,500.00 126,988,153.00 79,389,391.19 47,598,761.81
239241 10/09/09 IDR H20091 5183.19 9437.00 13,456.41 8,185.11 5,271.30
SALE 10/06/09 60 BANK MANDIRI 25,000.00 60.00 124,432,521.00 68,871,279.49 55,561,241.51
239243 10/09/09 IDR H20091 4999.95 9437.00 13,185.60 6,901.73 6,283.87
SALE 10/06/09 60 BANK RAKYAT INDONESIA 15,000.00 58.40 121,100,703.00 92,890,496.22 28,210,206.78
239245 10/09/09 IDR H20091 8110.11 9437.00 12,832.54 9,567.87 3,264.67
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 83
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/07/09 60 BANK CENTRAL ASIA PT 26,500.00 133,473,615.00 85,870,157.82 47,603,457.18
239241 10/12/09 IDR H20091 5036.74 9420.00 14,169.17 8,853.28 5,315.89
SALE 10/07/09 60 BANK MANDIRI 27,000.00 137,475,259.00 74,380,981.84 63,094,277.16
239243 10/12/09 IDR H20091 5091.67 9419.99 14,593.98 7,453.87 7,140.11
SALE 10/07/09 60 BANK RAKYAT INDONESIA 16,000.00 135,126,989.00 99,083,195.97 36,043,793.03
239245 10/12/09 IDR H20091 8445.43 9420.00 14,344.69 10,205.73 4,138.96
SALE 10/08/09 60 BANK CENTRAL ASIA PT 26,000.00 60.50 123,254,167.00 84,249,966.16 39,004,200.84
239241 10/13/09 IDR H20091 4762.50 9435.00 13,063.50 8,686.24 4,377.26
SALE 10/08/09 60 BANK MANDIRI 26,500.00 64.13 130,653,165.00 73,003,556.25 57,649,608.75
239243 10/13/09 IDR H20091 4953.14 9435.00 13,847.71 7,315.83 6,531.88
SALE 10/08/09 60 BANK RAKYAT INDONESIA 16,000.00 65.71 133,865,079.00 99,083,195.97 34,781,883.03
239245 10/13/09 IDR H20091 8405.31 9434.99 14,188.14 10,205.73 3,982.41
SALE 10/09/09 60 BANK CENTRAL ASIA PT 13,500.00 30.95 63,157,495.00 43,745,174.74 19,412,320.26
239241 10/14/09 IDR H20091 4700.00 9450.00 6,683.33 4,510.16 2,173.17
SALE 10/09/09 60 BANK MANDIRI 13,500.00 32.11 65,509,104.00 37,190,490.92 28,318,613.08
239243 10/14/09 IDR H20091 4875.00 9450.00 6,932.18 3,726.93 3,205.25
SALE 10/12/09 60 BANK CENTRAL ASIA PT 20,000.00 45.78 93,611,785.00 64,807,666.28 28,804,118.72
239241 10/15/09 IDR H20091 4702.26 9469.99 9,885.09 6,681.72 3,203.37
SALE 10/12/09 60 BANK MANDIRI 20,000.00 46.51 95,106,267.00 55,097,023.59 40,009,243.41
239243 10/15/09 IDR H20091 4777.33 9470.00 10,042.90 5,521.38 4,521.52
SALE 10/12/09 60 BANK RAKYAT INDONESIA 20,500.00 159,760,087.00 126,950,344.83 32,809,742.17
239245 10/15/09 IDR H20091 7793.17 9469.99 16,870.13 13,076.09 3,794.04
SALE 10/14/09 60 BANK CENTRAL ASIA PT 18,000.00 42.56 86,068,088.00 58,326,899.65 27,741,188.35
239241 10/19/09 IDR H20091 4803.70 9364.99 9,190.40 6,013.55 3,176.85
SALE 10/14/09 60 BANK MANDIRI 17,500.00 85,707,260.00 48,209,895.64 37,497,364.36
239243 10/19/09 IDR H20091 4897.55 9365.00 9,151.87 4,831.21 4,320.66
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 84
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/14/09 60 BANK RAKYAT INDONESIA 10,500.00 83,830,500.00 65,023,347.35 18,807,152.65
239245 10/19/09 IDR H20091 7983.85 9364.99 8,951.47 6,697.51 2,253.96
SALE 10/15/09 60 BANK CENTRAL ASIA PT 13,500.00 31.70 63,829,383.00 43,745,174.74 20,084,208.26
239241 10/20/09 IDR H20091 4750.00 9325.00 6,844.97 4,510.16 2,334.81
SALE 10/15/09 60 BANK MANDIRI 14,000.00 33.91 68,283,754.00 38,567,916.51 29,715,837.49
239243 10/20/09 IDR H20091 4900.00 9325.00 7,322.65 3,864.97 3,457.68
SALE 10/15/09 60 BANK RAKYAT INDONESIA 8,000.00 32.04 64,501,272.00 49,541,597.98 14,959,674.02
239245 10/20/09 IDR H20091 8100.00 9324.99 6,917.03 5,102.86 1,814.17
SALE 10/16/09 60 BANK CENTRAL ASIA PT 22,500.00 52.11 105,651,236.00 72,908,624.56 32,742,611.44
239241 10/21/09 IDR H20091 4717.35 9390.00 11,251.46 7,516.93 3,734.53
SALE 10/16/09 60 BANK MANDIRI 22,500.00 108,585,242.00 61,984,151.54 46,601,090.46
239243 10/21/09 IDR H20091 4826.01 9390.00 11,563.92 6,211.55 5,352.37
SALE 10/16/09 60 BANK RAKYAT INDONESIA 13,500.00 52.54 106,523,302.00 83,601,446.60 22,921,855.40
239245 10/21/09 IDR H20091 7927.15 9390.00 11,344.33 8,611.08 2,733.25
SALE 10/20/09 60 BANK CENTRAL ASIA PT 42,500.00 99.59 201,917,352.00 137,716,290.84 64,201,061.16
239241 10/23/09 IDR H20091 4773.00 9389.99 21,503.45 14,198.65 7,304.80
SALE 10/20/09 60 BANK MANDIRI 42,500.00 98.59 199,886,754.00 117,081,175.12 82,805,578.88
239243 10/23/09 IDR H20091 4725.00 9390.00 21,287.19 11,732.94 9,554.25
SALE 10/20/09 60 BANK RAKYAT INDONESIA 25,500.00 200,378,601.00 157,913,843.57 42,464,757.43
239245 10/23/09 IDR H20091 7857.98 9390.00 21,339.57 16,265.38 5,074.19
SALE 10/21/09 60 BANK CENTRAL ASIA PT 30,000.00 69.91 142,112,307.00 97,211,499.42 44,900,807.58
239241 10/26/09 IDR H20091 4759.01 9415.00 15,094.24 10,022.58 5,071.66
SALE 10/21/09 60 BANK MANDIRI 29,500.00 64.57 136,612,494.00 81,268,109.79 55,344,384.21
239243 10/26/09 IDR H20091 4651.53 9415.00 14,510.09 8,144.04 6,366.05
SALE 10/21/09 60 BANK RAKYAT INDONESIA 17,500.00 66.50 135,195,219.00 108,372,245.59 26,822,973.41
239245 10/26/09 IDR H20091 7761.22 9414.99 14,359.56 11,162.51 3,197.05
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 85
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/22/09 60 BANK CENTRAL ASIA PT 18,000.00 40.95 85,166,912.00 58,326,899.65 26,840,012.35
239241 10/27/09 IDR H20091 4753.07 9484.99 8,979.12 6,013.55 2,965.57
SALE 10/22/09 60 BANK MANDIRI 18,500.00 39.83 84,907,369.00 50,964,746.82 33,942,622.18
239243 10/27/09 IDR H20091 4610.01 9485.00 8,951.75 5,107.28 3,844.47
SALE 10/22/09 60 BANK RAKYAT INDONESIA 10,500.00 36.61 78,036,872.00 65,023,347.35 13,013,524.65
239245 10/27/09 IDR H20091 7465.15 9484.99 8,227.40 6,697.51 1,529.89
SALE 10/23/09 60 BANK CENTRAL ASIA PT 35,500.00 85.70 168,252,613.00 115,033,607.64 53,219,005.36
239241 10/28/09 IDR H20091 4762.25 9420.00 17,861.21 11,860.05 6,001.16
SALE 10/23/09 60 BANK MANDIRI 36,500.00 86.18 169,203,567.00 100,552,068.05 68,651,498.95
239243 10/28/09 IDR H20091 4657.95 9420.00 17,962.16 10,076.52 7,885.64
SALE 10/23/09 60 BANK RAKYAT INDONESIA 22,000.00 84.01 164,938,063.00 136,239,394.46 28,698,668.54
239245 10/28/09 IDR H20091 7533.15 9419.99 17,509.35 14,032.88 3,476.47
---------------- --------- ---------------- ------------ ---------------- --------------
1,092,500.00 1,753.405,948,135,205.00 4,071,866,283.58 1876268921.42
627,253.14 416,252.58 211,000.56
53 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 9/25/09 60 ANGLOGOLD LIMITED ZAR 10,150.00 813.62 3,008,394.33 2,236,223.08 772,171.25
243416 10/02/09 ZAR N20090 296.988 7.417 405,591.57 237,980.00 167,611.57
SALE 9/25/09 60 HARMONY GOLD MINING CO 18,500.00 395.23 1,461,367.52 1,564,091.08 -102,723.56
243417 10/02/09 ZAR N20090 79.151 7.417 197,021.49 167,637.29 29,384.20
SALE 9/28/09 60 ANGLOGOLD LIMITED ZAR 2,770.00 218.49 805,838.48 610,279.60 195,558.88
243416 10/05/09 ZAR N20090 291.500 7.399 108,919.17 64,946.27 43,972.90
SALE 9/28/09 60 ANGLOGOLD LIMITED ZAR 8,700.00 685.80 2,529,327.48 1,916,762.64 612,564.84
243416 10/05/09 ZAR N20090 291.311 7.398 341,870.31 203,982.85 137,887.46
SALE 9/28/09 60 HARMONY GOLD MINING CO 15,100.00 319.74 1,179,232.09 1,276,636.50 -97,404.41
243417 10/05/09 ZAR N20090 78.252 7.398 159,388.00 136,828.28 22,559.72
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 86
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/28/09 60 HARMONY GOLD MINING CO 9,900.00 207.67 766,703.52 837,000.09 -70,296.57
243417 10/05/09 ZAR N20090 77.600 7.398 103,629.59 89,708.61 13,920.98
SALE 9/29/09 60 ANGLOGOLD LIMITED ZAR 4,330.00 340.73 1,261,246.67 953,974.97 307,271.70
243416 10/06/09 ZAR N20090 291.865 7.425 169,855.72 101,522.50 68,333.22
SALE 9/29/09 60 HARMONY GOLD MINING CO 2,500.00 53.41 197,915.88 211,363.66 -13,447.78
243417 10/06/09 ZAR N20090 79.325 7.425 26,653.90 22,653.69 4,000.21
---------------- --------- ---------------- ------------ ---------------- --------------
71,950.00 3,034.69 11,210,025.97 9,606,331.62 1,603,694.35
1,512,929.75 1,025,259.49 487,670.26
8 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 10/07/09 60 ITAU UNIBANCO HLD-PREF 73,000.00 2,957.60 1,459,977.00 1,222,699.90 237,277.10
247080 10/13/09 USD N20091 20.040 1.000 1,459,977.00 1,222,699.90 237,277.10
---------------- --------- ---------------- ------------ ---------------- --------------
73,000.00 2,957.60 1,459,977.00 1,222,699.90 237,277.10
1,459,977.00 1,222,699.90 237,277.10
1 TRANSACTION IN COUNTRY: BRAZIL (6900)
SALE 10/27/09 60 WYNN MACAU LTD HKD 0.0 400.00 .93 4,032.82 4,072.68 -39.86
248809 10/29/09 HKD H20091 10.100 7.750 520.38 525.52 -5.14
SALE 10/27/09 60 WYNN MACAU LTD HKD 0.0 26,800.00 52.84 265,307.15 272,869.75 -7,562.60
248809 10/29/09 HKD H20091 9.915 7.750 34,234.06 35,209.91 -975.85
---------------- --------- ---------------- ------------ ---------------- --------------
27,200.00 53.77 269,339.97 276,942.43 -7,602.46
34,754.44 35,735.43 -980.99
2 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 9/28/09 60 DESARROLLADORA HOMEX S 1,136.00 46.55 43,222.60 24,820.90 18,401.70
246078 10/01/09 USD N20090 38.089 1.000 43,222.60 24,820.90 18,401.70
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 87
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/29/09 60 DESARROLLADORA HOMEX S 1,097.00 23.01 41,744.28 23,968.78 17,775.50
246078 10/02/09 USD N20090 38.074 1.000 41,744.28 23,968.78 17,775.50
SALE 9/29/09 60 DESARROLLADORA HOMEX S 1,341.00 54.96 50,998.92 29,300.03 21,698.89
246078 10/02/09 USD N20090 38.071 1.000 50,998.92 29,300.03 21,698.89
SALE 9/30/09 60 DESARROLLADORA HOMEX S 1,508.00 31.62 56,936.85 32,948.88 23,987.97
246078 10/05/09 USD N20090 37.778 1.000 56,936.85 32,948.88 23,987.97
SALE 10/02/09 60 DESARROLLADORA HOMEX S 2,226.00 46.55 78,560.41 48,636.73 29,923.68
246078 10/07/09 USD N20091 35.313 1.000 78,560.41 48,636.73 29,923.68
SALE 10/02/09 60 DESARROLLADORA HOMEX S 1,437.00 58.77 49,876.98 31,397.57 18,479.41
246078 10/07/09 USD N20091 34.750 1.000 49,876.98 31,397.57 18,479.41
SALE 10/05/09 60 DESARROLLADORA HOMEX S 5,545.00 116.02 199,084.78 121,154.85 77,929.93
246078 10/08/09 USD N20091 35.924 1.000 199,084.78 121,154.85 77,929.93
SALE 10/05/09 60 DESARROLLADORA HOMEX S 2,395.00 98.02 86,074.08 52,329.28 33,744.80
246078 10/08/09 USD N20091 35.980 1.000 86,074.08 52,329.28 33,744.80
---------------- --------- ---------------- ------------ ---------------- --------------
16,685.00 475.50 606,498.90 364,557.02 241,941.88
606,498.90 364,557.02 241,941.88
8 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 10/23/09 60 TEVA PHARMACEUTICAL SP 7,800.00 166.10 392,925.04 345,198.73 47,726.31
244873 10/28/09 USD N20091 50.396 1.000 392,925.04 345,198.73 47,726.31
SALE 10/26/09 60 TEVA PHARMACEUTICAL SP 300.00 6.39 15,175.11 13,276.87 1,898.24
244873 10/29/09 USD N20091 50.605 1.000 15,175.11 13,276.87 1,898.24
SALE 10/27/09 60 TEVA PHARMACEUTICAL SP 1,100.00 23.44 55,749.97 48,681.87 7,068.10
244873 10/30/09 USD N20091 50.703 1.000 55,749.97 48,681.87 7,068.10
---------------- --------- ---------------- ------------ ---------------- --------------
9,200.00 195.93 463,850.12 407,157.47 56,692.65
463,850.12 407,157.47 56,692.65
3 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 88
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/05/09 60 CEZ AS 1,100.00 172.30 997,997.00 1,312,693.48 -314,696.48
241312 10/08/09 CZK N20091 910.000 17.429 57,259.73 81,097.12 -23,837.39
SALE 10/05/09 60 CEZ AS 1,300.00 203.54 1,178,988.94 1,551,365.02 -372,376.08
241312 10/08/09 CZK N20091 909.644 17.429 67,644.08 95,842.05 -28,197.97
SALE 10/06/09 60 CEZ AS 1,500.00 237.81 1,370,305.20 1,790,036.56 -419,731.36
241312 10/09/09 CZK N20091 916.286 17.339 79,031.14 110,586.98 -31,555.84
SALE 10/09/09 60 CEZ AS 300.00 46.56 271,682.49 358,007.31 -86,324.82
241312 10/14/09 CZK N20091 908.333 17.557 15,474.58 22,117.40 -6,642.82
SALE 10/12/09 60 CEZ AS 1,200.00 44.47 1,106,434.95 1,432,029.25 -325,594.30
241312 10/15/09 CZK N20091 922.675 17.428 63,487.51 88,469.58 -24,982.07
SALE 10/12/09 60 CEZ AS 200.00 31.45 182,133.38 238,671.54 -56,538.16
241312 10/15/09 CZK N20091 913.407 17.428 10,450.86 14,744.93 -4,294.07
SALE 10/20/09 60 CEZ AS 6,400.00 974.58 5,590,240.57 7,637,489.31 -2,047,248.74
241312 10/23/09 CZK N20091 876.103 17.260 323,884.16 471,837.77 -147,953.61
---------------- --------- ---------------- ------------ ---------------- --------------
12,000.00 1,710.71 10,697,782.53 14,320,292.47 -3,622,509.94
617,232.06 884,695.83 -267,463.77
7 TRANSACTIONS IN COUNTRY: THE CZECH REPUBLIC (9700)
SALE 10/05/09 60 ITC LIMITED GDR REG S 81,102.00 401,454.90 354,667.40 46,787.50
242448 10/08/09 USD H20091 4.950 1.000 401,454.90 354,667.40 46,787.50
---------------- --------- ---------------- ------------ ---------------- --------------
81,102.00 401,454.90 354,667.40 46,787.50
401,454.90 354,667.40 46,787.50
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
5,946,563.00 41,305.679,705,372,066.75 7,393,833,819.53 2311538247.22
13,657,117.97 11,632,114.90 2,025,003.07
171 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
5,946,563.00 41,305.679,705,372,066.75 7,393,833,819.53 2311538247.22
13,657,117.97 11,632,114.90 2,025,003.07
171 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
---------------- --------- ---------------- ------------ ---------------- --------------
13,216,623.00 86,916.04 19613456372.50 17301918125.28 2311538247.22
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 89
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
30,702,558.18 28,677,555.11 2,025,003.07
312 TRANSACTIONS WITHIN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 90
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 10/01/09 60 FIRST QUANTUM MINERALS 1,300.00 36.35 88,278.84 88,278.84
248466 10/06/09 CAD GT20O4 67.877 1.073 82,280.59 82,280.59
PUR 10/02/09 60 FIRST QUANTUM MINERALS 6,100.00 169.16 402,273.04 402,273.04
248466 10/07/09 CAD GT208Y 65.916 1.082 371,855.28 371,855.28
---------------- --------- ---------------- ------------ ---------------- --------------
7,400.00 205.51 490,551.88 490,551.88
454,135.87 454,135.87
2 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 10/02/09 60 AKBANK TAS TRY 1.0 34,260.00 486.88 291,278.59 291,278.59
244496 10/06/09 TRY GT20O2 8.481 1.492 195,240.02 195,240.02
---------------- --------- ---------------- ------------ ---------------- --------------
34,260.00 486.88 291,278.59 291,278.59
195,240.02 195,240.02
1 TRANSACTION IN COUNTRY: TURKEY (3400)
PUR 9/29/09 60 KT+G CORP KRW 5000.0 3,370.00 501.81 238,450,660.00 238,450,660.00
247575 10/01/09 KRW GT207A 70580.4 1185.00 201,224.19 201,224.19
PUR 9/30/09 60 KT+G CORP KRW 5000.0 2,280.00 345.70 163,288,801.00 163,288,801.00
247575 10/05/09 KRW GT207A 71439.2 1177.90 138,627.05 138,627.05
PUR 10/01/09 60 KT+G CORP KRW 5000.0 1,560.00 237.45 112,104,505.00 112,104,505.00
247575 10/06/09 KRW GT2078 71682.6 1177.35 95,217.65 95,217.65
PUR 10/05/09 60 KT+G CORP KRW 5000.0 780.00 121.10 56,947,855.00 56,947,855.00
247575 10/07/09 KRW GT212M 72828.0 1172.75 48,559.25 48,559.25
PUR 10/05/09 60 KT+G CORP KRW 5000.0 1,810.00 283.07 133,118,889.00 133,118,889.00
247575 10/07/09 KRW GT212M 73362.9 1172.75 113,510.03 113,510.03
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 91
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/06/09 60 KT+G CORP KRW 5000.0 2,230.00 204.27 159,542,002.00 159,542,002.00
247575 10/08/09 KRW GT217Y 71436.3 1169.80 136,384.00 136,384.00
PUR 10/07/09 60 KT+G CORP KRW 5000.0 1,700.00 260.17 122,024,300.00 122,024,300.00
247575 10/09/09 KRW GT212M 71600.0 1169.60 104,329.94 104,329.94
PUR 10/07/09 60 KT+G CORP KRW 5000.0 400.00 61.21 28,709,216.00 28,709,216.00
247575 10/09/09 KRW GT212O 71594.0 1169.60 24,546.18 24,546.18
PUR 10/08/09 60 KT+G CORP KRW 5000.0 2,100.00 318.24 148,914,859.00 148,914,859.00
247575 10/12/09 KRW GT217W 70735.0 1166.90 127,615.78 127,615.78
PUR 10/09/09 60 KT+G CORP KRW 5000.0 1,259.00 191.24 89,255,971.00 89,255,971.00
247575 10/13/09 KRW GT212M 70717.5 1163.90 76,686.98 76,686.98
PUR 10/12/09 60 KT+G CORP KRW 5000.0 1,988.00 301.73 141,441,278.00 141,441,278.00
247575 10/14/09 KRW GT21YC 70970.0 1169.00 120,993.39 120,993.39
PUR 10/13/09 60 KT+G CORP KRW 5000.0 4,072.00 617.38 289,197,958.00 289,197,958.00
247575 10/15/09 KRW GT21WO 70844.0 1168.15 247,569.20 247,569.20
PUR 10/14/09 60 KT+G CORP KRW 5000.0 917.00 85.15 66,207,194.00 66,207,194.00
247575 10/16/09 KRW GT21WM 72091.6 1164.50 56,854.61 56,854.61
PUR 10/14/09 60 KT+G CORP KRW 5000.0 353.00 54.45 25,430,696.00 25,430,696.00
247575 10/16/09 KRW GT21YE 71862.0 1164.50 21,838.30 21,838.30
PUR 10/15/09 60 KT+G CORP KRW 5000.0 544.00 51.02 39,343,393.00 39,343,393.00
247575 10/19/09 KRW GT21WO 72214.0 1155.00 34,063.54 34,063.54
PUR 10/15/09 60 KT+G CORP KRW 5000.0 127.00 19.83 9,184,048.00 9,184,048.00
247575 10/19/09 KRW GT21WO 72135.0 1155.00 7,951.56 7,951.56
---------------- --------- ---------------- ------------ ---------------- --------------
25,490.00 3,653.821,823,161,625.00 1,823,161,625.00
1,555,971.65 1,555,971.65
16 TRANSACTIONS IN COUNTRY: KOREA (4500)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 92
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/30/09 60 TAMBANG BATUBARA BUKIT 34,000.00 178.85 480,306,399.00 480,306,399.00
247976 10/05/09 IDR GT2090 14075.8 9660.00 49,721.16 49,721.16
PUR 9/30/09 60 TAMBANG BATUBARA BUKIT 12,000.00 61.04 168,589,680.00 168,589,680.00
247976 10/05/09 IDR GT208Y 14000.0 9659.99 17,452.35 17,452.35
PUR 10/02/09 60 TAMBANG BATUBARA BUKIT 12,500.00 65.56 175,603,994.00 175,603,994.00
247976 10/07/09 IDR GT2090 13997.7 9634.99 18,225.64 18,225.64
PUR 10/02/09 60 TAMBANG BATUBARA BUKIT 3,500.00 17.74 48,860,017.00 48,860,017.00
247976 10/07/09 IDR GT2090 13911.1 9634.99 5,071.10 5,071.10
PUR 10/06/09 60 TAMBANG BATUBARA BUKIT 21,000.00 111.31 300,309,212.00 300,309,212.00
247976 10/09/09 IDR GT217Y 14250.4 9437.00 31,822.53 31,822.53
PUR 10/07/09 60 TAMBANG BATUBARA BUKIT 7,000.00 37.57 101,183,078.00 101,183,078.00
247976 10/12/09 IDR GT212O 14404.1 9420.00 10,741.30 10,741.30
PUR 10/08/09 60 TAMBANG BATUBARA BUKIT 31,000.00 162.55 438,478,677.00 438,478,677.00
247976 10/13/09 IDR GT217W 14095.0 9435.00 46,473.63 46,473.63
PUR 10/09/09 60 TAMBANG BATUBARA BUKIT 22,000.00 115.23 311,324,410.00 311,324,410.00
247976 10/14/09 IDR GT212O 14101.6 9450.00 32,944.38 32,944.38
PUR 10/12/09 60 TAMBANG BATUBARA BUKIT 21,500.00 111.52 301,950,790.00 301,950,790.00
247976 10/15/09 IDR GT21YE 13995.1 9470.00 31,884.98 31,884.98
PUR 10/12/09 60 TAMBANG BATUBARA BUKIT 3,000.00 15.97 42,038,054.00 42,038,054.00
247976 10/15/09 IDR GT21YC 13962.2 9469.99 4,439.08 4,439.08
PUR 10/21/09 60 TAMBANG BATUBARA BUKIT 1,500.00 3.52 21,708,163.00 21,708,163.00
247976 10/26/09 IDR GT22KK 14450.0 9414.99 2,305.70 2,305.70
PUR 10/21/09 60 TAMBANG BATUBARA BUKIT 4,000.00 21.62 58,196,186.00 58,196,186.00
247976 10/26/09 IDR GT22KK 14498.1 9415.00 6,181.22 6,181.22
PUR 10/23/09 60 TAMBANG BATUBARA BUKIT 1,500.00 7.92 21,824,603.00 21,824,603.00
247976 10/28/09 IDR GT22UC 14500.0 9419.98 2,316.84 2,316.84
---------------- --------- ---------------- ------------ ---------------- --------------
174,500.00 910.402,470,373,263.00 2,470,373,263.00
259,579.91 259,579.91
13 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 93
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/25/09 60 SHOPRITE HOLDINGS LTD 5,100.00 123.26 316,177.91 316,177.91
248759 10/02/09 ZAR GT1ZTO 61.816 7.417 42,627.09 42,627.09
PUR 9/28/09 60 SHOPRITE HOLDINGS LTD 3,240.00 78.45 200,733.06 200,733.06
248759 10/05/09 ZAR GT208Y 61.776 7.398 27,131.59 27,131.59
PUR 9/29/09 60 SHOPRITE HOLDINGS LTD 3,882.00 94.44 242,509.47 242,509.47
248759 10/06/09 ZAR GT208Y 62.290 7.425 32,659.45 32,659.45
PUR 9/30/09 60 SHOPRITE HOLDINGS LTD 5,574.00 132.42 346,766.30 346,766.30
248759 10/07/09 ZAR GT2078 62.031 7.573 45,792.84 45,792.84
PUR 10/01/09 60 SHOPRITE HOLDINGS LTD 2,365.00 55.73 147,947.76 147,947.76
248759 10/08/09 ZAR GT20HK 62.376 7.677 19,272.56 19,272.56
PUR 10/02/09 60 SHOPRITE HOLDINGS LTD 16,199.00 593.24 1,012,925.50 1,012,925.50
248759 10/09/09 ZAR GT20O2 62.250 7.649 132,424.14 132,424.14
PUR 10/02/09 60 SHOPRITE HOLDINGS LTD 1,383.00 32.61 86,260.83 86,260.83
248759 10/09/09 ZAR GT208Y 62.192 7.649 11,277.25 11,277.25
PUR 10/05/09 60 SHOPRITE HOLDINGS LTD 9,007.00 332.16 560,946.96 560,946.96
248759 10/12/09 ZAR GT212M 62.000 7.566 74,145.39 74,145.39
PUR 10/05/09 60 SHOPRITE HOLDINGS LTD 2,098.00 49.86 130,461.63 130,461.63
248759 10/12/09 ZAR GT212O 62.004 7.566 17,244.28 17,244.28
PUR 10/06/09 60 SHOPRITE HOLDINGS LTD 182.00 4.44 11,362.35 11,362.35
248759 10/13/09 ZAR GT212O 62.250 7.401 1,535.25 1,535.25
PUR 10/07/09 60 SHOPRITE HOLDINGS LTD 3,241.00 121.53 202,171.80 202,171.80
248759 10/14/09 ZAR GT217Y 62.100 7.452 27,128.42 27,128.42
PUR 10/07/09 60 SHOPRITE HOLDINGS LTD 1,846.00 44.54 114,795.03 114,795.03
248759 10/14/09 ZAR GT212M 62.006 7.452 15,403.77 15,403.77
PUR 10/08/09 60 SHOPRITE HOLDINGS LTD 4,852.00 184.94 303,274.32 303,274.32
248759 10/15/09 ZAR GT212M 62.225 7.346 41,282.03 41,282.03
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 94
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/08/09 60 SHOPRITE HOLDINGS LTD 3,774.00 102.44 235,929.37 235,929.37
248759 10/15/09 ZAR GT217W 62.315 7.346 32,114.96 32,114.96
PUR 10/08/09 60 SHOPRITE HOLDINGS LTD 4,107.00 100.77 256,008.81 256,008.81
248759 10/15/09 ZAR GT212M 62.154 7.346 34,848.20 34,848.20
PUR 10/09/09 60 SHOPRITE HOLDINGS LTD 549.00 13.46 34,272.81 34,272.81
248759 10/16/09 ZAR GT212M 62.247 7.360 4,656.32 4,656.32
PUR 10/09/09 60 SHOPRITE HOLDINGS LTD 1,564.00 59.57 97,875.66 97,875.66
248759 10/16/09 ZAR GT212O 62.300 7.361 13,297.42 13,297.42
PUR 10/12/09 60 SHOPRITE HOLDINGS LTD 5,578.00 159.54 354,084.70 354,084.70
248759 10/19/09 ZAR GT21YC 63.270 7.300 48,504.75 48,504.75
PUR 10/13/09 60 SHOPRITE HOLDINGS LTD 1,105.00 27.54 70,027.22 70,027.22
248759 10/20/09 ZAR GT21WO 63.190 7.352 9,525.31 9,525.31
PUR 10/14/09 60 SHOPRITE HOLDINGS LTD 17,217.00 474.52 1,083,133.04 1,083,133.04
248759 10/21/09 ZAR GT21WO 62.710 7.281 148,761.58 148,761.58
PUR 10/14/09 60 SHOPRITE HOLDINGS LTD 2,006.00 50.16 126,306.12 126,306.12
248759 10/21/09 ZAR GT21WM 62.782 7.281 17,347.36 17,347.36
PUR 10/14/09 60 SHOPRITE HOLDINGS LTD 6,318.00 246.00 399,825.15 399,825.15
248759 10/21/09 ZAR GT21WO 63.000 7.281 54,913.49 54,913.49
PUR 10/15/09 60 SHOPRITE HOLDINGS LTD 17,217.00 433.80 1,089,767.71 1,089,767.71
248759 10/22/09 ZAR GT21YE 63.113 7.264 150,018.96 150,018.96
PUR 10/15/09 60 SHOPRITE HOLDINGS LTD 22,065.00 863.18 1,399,675.07 1,399,675.07
248759 10/22/09 ZAR GT21YE 63.150 7.264 192,681.24 192,681.24
PUR 10/16/09 60 SHOPRITE HOLDINGS LTD 14,381.00 555.59 911,513.03 911,513.03
248759 10/23/09 ZAR GT21WO 63.099 7.350 124,020.44 124,020.44
PUR 10/16/09 60 SHOPRITE HOLDINGS LTD 20,974.00 521.81 1,326,289.87 1,326,289.87
248759 10/23/09 ZAR GT21WO 63.052 7.350 180,454.97 180,454.97
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 95
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/19/09 60 SHOPRITE HOLDINGS LTD 10,777.00 416.38 682,006.28 682,006.28
248759 10/26/09 ZAR GT22I4 63.000 7.338 92,945.51 92,945.51
PUR 10/19/09 60 SHOPRITE HOLDINGS LTD 11,831.00 294.62 747,628.44 747,628.44
248759 10/26/09 ZAR GT22I4 63.010 7.338 101,888.66 101,888.66
PUR 10/20/09 60 SHOPRITE HOLDINGS LTD 2,808.00 108.14 177,276.98 177,276.98
248759 10/27/09 ZAR GT22I4 62.850 7.344 24,138.36 24,138.36
PUR 10/20/09 60 SHOPRITE HOLDINGS LTD 4,470.00 110.87 281,390.77 281,390.77
248759 10/27/09 ZAR GT22KM 62.769 7.344 38,314.69 38,314.69
PUR 10/21/09 60 SHOPRITE HOLDINGS LTD 7,674.00 295.13 485,637.57 485,637.57
248759 10/28/09 ZAR GT22KM 63.000 7.371 65,880.43 65,880.43
PUR 10/21/09 60 SHOPRITE HOLDINGS LTD 7,884.00 195.29 497,855.67 497,855.67
248759 10/28/09 ZAR GT22KK 62.965 7.371 67,537.91 67,537.91
PUR 10/22/09 60 SHOPRITE HOLDINGS LTD 2,775.00 105.25 175,054.22 175,054.22
248759 10/29/09 ZAR GT22KM 62.800 7.451 23,493.43 23,493.43
PUR 10/22/09 60 SHOPRITE HOLDINGS LTD 3,501.00 85.64 220,673.85 220,673.85
248759 10/29/09 ZAR GT22KK 62.849 7.451 29,615.88 29,615.88
PUR 10/23/09 60 SHOPRITE HOLDINGS LTD 905.00 22.17 57,180.08 57,180.08
248759 10/30/09 ZAR GT22UA 63.000 7.460 7,665.30 7,665.30
---------------- --------- ---------------- ------------ ---------------- --------------
228,449.00 7,089.49 14,385,745.34 14,385,745.34
1,950,549.23 1,950,549.23
35 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 9/28/09 60 CEMIG SA SPN ADR 800.00 12,012.72 12,012.72
248069 10/01/09 USD 15.016 1.000 12,012.72 12,012.72
PUR 9/28/09 60 USINAS SIDER MINAS GER 500.00 19.72 23,577.46 23,577.46
245414 10/01/09 BRL GT208Y 47.084 1.790 13,169.56 13,169.56
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 96
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/29/09 60 CEMIG SA SPN ADR 9,100.00 136,384.43 136,384.43
248069 10/02/09 USD 14.987 1.000 136,384.43 136,384.43
PUR 9/29/09 60 REDECARD SA NPV 500.00 11.57 13,816.39 13,816.39
240065 10/21/09 BRL 27.591 1.789 7,724.26 7,724.26
PUR 9/29/09 60 USINAS SIDER MINAS GER 4,000.00 262.74 188,454.36 188,454.36
245414 10/02/09 BRL GT208Y 46.996 1.789 105,358.28 105,358.28
PUR 9/30/09 60 CEMIG SA SPN ADR 300.00 4,514.07 4,514.07
248069 10/05/09 USD 15.047 1.000 4,514.07 4,514.07
PUR 9/30/09 60 COMPANHIA BRASILEIRA D 300.00 4.42 5,253.85 5,253.85
247595 10/05/09 BRL GT2090 17.487 1.781 2,949.61 2,949.61
PUR 9/30/09 60 USINAS SIDER MINAS GER 2,700.00 177.96 127,114.93 127,114.93
245414 10/05/09 BRL GT2078 46.962 1.781 71,364.77 71,364.77
PUR 9/30/09 60 USINAS SIDER MINAS GER 1,100.00 72.11 51,509.45 51,509.45
245414 10/05/09 BRL GT2078 46.710 1.781 28,918.40 28,918.40
PUR 10/01/09 60 CEMIG SA SPN ADR 1,500.00 22,618.20 22,618.20
248069 10/06/09 USD 15.079 1.000 22,618.20 22,618.20
PUR 10/01/09 60 COMPANHIA BRASILEIRA D 2,300.00 39,223.98 39,223.98
247595 10/06/09 BRL GT20O4 17.054 1.774 22,114.21 22,114.21
PUR 10/01/09 60 FERTILIZANTES FOSFATAD 2,300.00 39.23 41,124.43 41,124.43
247577 10/06/09 BRL GT2090 17.850 1.774 23,185.67 23,185.67
PUR 10/01/09 60 USINAS SIDER MINAS GER 4,000.00 259.34 184,460.40 184,460.40
245414 10/06/09 BRL GT208Y 46.000 1.774 103,997.52 103,997.52
PUR 10/02/09 60 CEMIG SA SPN ADR 2,300.00 34,413.52 34,413.52
248069 10/07/09 USD 14.962 1.000 34,413.52 34,413.52
PUR 10/02/09 60 COMPANHIA BRASILEIRA D 10,600.00 254.42 182,068.08 182,068.08
247595 10/07/09 BRL GT20O4 17.133 1.785 102,021.79 102,021.79
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 97
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/02/09 60 FERTILIZANTES FOSFATAD 6,300.00 144.04 109,877.06 109,877.06
247577 10/07/09 BRL GT2090 17.400 1.785 61,569.57 61,569.57
PUR 10/02/09 60 USINAS SIDER MINAS GER 2,900.00 186.97 133,797.17 133,797.17
245414 10/07/09 BRL GT20O2 46.022 1.785 74,973.20 74,973.20
PUR 10/05/09 60 CEMIG SA SPN ADR 1,600.00 24,482.40 24,482.40
248069 10/08/09 USD 15.302 1.000 24,482.40 24,482.40
PUR 10/06/09 60 CEMIG SA SPN ADR 2,400.00 37,371.60 37,371.60
248069 10/09/09 USD 15.572 1.000 37,371.60 37,371.60
PUR 10/06/09 60 NATURA COSMETICOS SA N 100.00 3.20 3,295.58 3,295.58
248071 10/09/09 BRL GT217W 32.900 1.744 1,889.34 1,889.34
PUR 10/07/09 60 CEMIG SA SPN ADR 600.00 9,214.80 9,214.80
248069 10/13/09 USD 15.358 1.000 9,214.80 9,214.80
PUR 10/07/09 60 CEMIG SA SPN ADR 400.00 6,123.68 6,123.68
248069 10/13/09 USD 15.309 1.000 6,123.68 6,123.68
PUR 10/07/09 60 NATURA COSMETICOS SA N 900.00 28.37 29,434.81 29,434.81
248071 10/13/09 BRL GT217Y 32.650 1.756 16,765.28 16,765.28
PUR 10/08/09 60 CEMIG SA SPN ADR 1,000.00 15,524.40 15,524.40
248069 10/14/09 USD 15.524 1.000 15,524.40 15,524.40
PUR 10/08/09 60 CEMIG SA SPN ADR 1,200.00 18,629.28 18,629.28
248069 10/14/09 USD 15.524 1.000 18,629.28 18,629.28
PUR 10/08/09 60 NATURA COSMETICOS SA N 600.00 26.93 19,672.82 19,672.82
248071 10/14/09 BRL GT212O 32.710 1.745 11,273.18 11,273.18
PUR 10/09/09 60 CEMIG SA SPN ADR 300.00 4,687.68 4,687.68
248069 10/15/09 USD 15.626 1.000 4,687.68 4,687.68
PUR 10/09/09 60 CEMIG SA SPN ADR 200.00 3,125.12 3,125.12
248069 10/15/09 USD 15.626 1.000 3,125.12 3,125.12
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 98
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/09/09 60 CEMIG SA SPN ADR 4,800.00 74,952.00 74,952.00
248069 10/15/09 USD 15.615 1.000 74,952.00 74,952.00
PUR 10/09/09 60 CEMIG SA SPN ADR 5,900.00 92,128.50 92,128.50
248069 10/15/09 USD 15.615 1.000 92,128.50 92,128.50
PUR 10/09/09 60 FERTILIZANTES FOSFATAD 1,300.00 23.30 23,912.11 23,912.11
247577 10/15/09 BRL GT217Y 18.363 1.737 13,766.33 13,766.33
PUR 10/09/09 60 NATURA COSMETICOS SA N 3,200.00 144.34 104,936.16 104,936.16
248071 10/15/09 BRL GT212M 32.714 1.737 60,412.30 60,412.30
PUR 10/13/09 60 CEMIG SA SPN ADR 1,100.00 17,638.72 17,638.72
248069 10/16/09 USD 16.035 1.000 17,638.72 17,638.72
PUR 10/13/09 60 CEMIG SA SPN ADR 800.00 12,828.16 12,828.16
248069 10/16/09 USD 16.035 1.000 12,828.16 12,828.16
PUR 10/13/09 60 FERTILIZANTES FOSFATAD 900.00 14.14 16,359.49 16,359.49
247577 10/16/09 BRL GT21WM 18.150 1.732 9,447.61 9,447.61
PUR 10/13/09 60 FERTILIZANTES FOSFATAD 400.00 6.29 7,266.85 7,266.85
247577 10/16/09 BRL GT21WM 18.140 1.732 4,196.61 4,196.61
PUR 10/13/09 60 NATURA COSMETICOS SA N 2,100.00 96.48 69,917.93 69,917.93
248071 10/16/09 BRL GT21WM 33.215 1.732 40,377.64 40,377.64
PUR 10/14/09 60 CEMIG SA SPN ADR 2,300.00 37,800.50 37,800.50
248069 10/19/09 USD 16.435 1.000 37,800.50 37,800.50
PUR 10/14/09 60 CEMIG SA SPN ADR 1,800.00 29,583.00 29,583.00
248069 10/19/09 USD 16.435 1.000 29,583.00 29,583.00
PUR 10/14/09 60 FERTILIZANTES FOSFATAD 1,600.00 25.61 29,224.73 29,224.73
247577 10/19/09 BRL GT21WO 18.238 1.709 17,102.49 17,102.49
PUR 10/14/09 60 NATURA COSMETICOS SA N 100.00 4.66 3,330.10 3,330.10
248071 10/19/09 BRL GT21YE 33.221 1.709 1,948.79 1,948.79
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 99
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/15/09 60 CEMIG SA SPN ADR 1,300.00 21,880.30 21,880.30
248069 10/20/09 USD 16.831 1.000 21,880.30 21,880.30
PUR 10/15/09 60 CEMIG SA SPN ADR 1,100.00 18,514.10 18,514.10
248069 10/20/09 USD 16.831 1.000 18,514.10 18,514.10
PUR 10/16/09 60 CEMIG SA SPN ADR 1,200.00 20,193.72 20,193.72
248069 10/21/09 USD 16.828 1.000 20,193.72 20,193.72
PUR 10/16/09 60 CEMIG SA SPN ADR 900.00 15,145.29 15,145.29
248069 10/21/09 USD 16.828 1.000 15,145.29 15,145.29
PUR 10/16/09 60 FERTILIZANTES FOSFATAD 1,500.00 24.14 27,594.09 27,594.09
247577 10/21/09 BRL GT21WM 18.369 1.713 16,110.51 16,110.51
PUR 10/16/09 60 FERTILIZANTES FOSFATAD 100.00 1.58 1,810.52 1,810.52
247577 10/20/09 BRL GT21WO 18.078 1.713 1,057.05 1,057.05
PUR 10/16/09 60 NATURA COSMETICOS SA N 100.00 4.66 3,340.18 3,340.18
248071 10/21/09 BRL GT21WO 33.322 1.713 1,950.13 1,950.13
PUR 10/19/09 60 CEMIG SA SPN ADR 1,100.00 18,775.57 18,775.57
248069 10/22/09 USD 17.069 1.000 18,775.57 18,775.57
PUR 10/19/09 60 CEMIG SA SPN ADR 1,400.00 23,896.18 23,896.18
248069 10/22/09 USD 17.069 1.000 23,896.18 23,896.18
PUR 10/19/09 60 FERTILIZANTES FOSFATAD 900.00 14.49 16,537.61 16,537.61
247577 10/22/09 BRL GT22KK 18.348 1.709 9,673.95 9,673.95
PUR 10/20/09 60 CEMIG SA SPN ADR 1,400.00 22,891.26 22,891.26
248069 10/23/09 USD 16.351 1.000 22,891.26 22,891.26
PUR 10/20/09 60 CEMIG SA SPN ADR 1,200.00 19,621.08 19,621.08
248069 10/23/09 USD 16.351 1.000 19,621.08 19,621.08
PUR 10/20/09 60 CEMIG SA SPN ADR 1,800.00 29,223.00 29,223.00
248069 10/23/09 USD 16.235 1.000 29,223.00 29,223.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 100
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/20/09 60 CEMIG SA SPN ADR 2,300.00 37,340.50 37,340.50
248069 10/23/09 USD 16.235 1.000 37,340.50 37,340.50
PUR 10/20/09 60 FERTILIZANTES FOSFATAD 416.00 9.97 7,445.31 7,445.31
247577 10/23/09 BRL GT22I4 17.856 1.746 4,262.99 4,262.99
PUR 10/20/09 60 FERTILIZANTES FOSFATAD 1,984.00 47.56 35,508.38 35,508.38
247577 10/23/09 BRL GT22I4 17.855 1.746 20,331.17 20,331.17
PUR 10/20/09 60 NATURA COSMETICOS SA N 2,300.00 102.68 75,056.98 75,056.98
248071 10/23/09 BRL GT22I4 32.556 1.747 42,975.65 42,975.65
PUR 10/21/09 60 FERTILIZANTES FOSFATAD 2,000.00 49.33 36,568.29 36,568.29
247577 10/26/09 BRL GT22I4 18.241 1.734 21,082.90 21,082.90
PUR 10/21/09 60 NATURA COSMETICOS SA N 900.00 42.02 30,509.09 30,509.09
248071 10/26/09 BRL GT22I4 33.818 1.734 17,589.56 17,589.56
PUR 10/22/09 60 FERTILIZANTES FOSFATAD 1,500.00 36.60 27,014.48 27,014.48
247577 10/27/09 BRL GT22KK 17.968 1.727 15,644.24 15,644.24
PUR 10/22/09 60 NATURA COSMETICOS SA N 8.00 .43 262.64 262.64
248071 10/27/09 BRL GT22I4 32.736 1.727 152.10 152.10
PUR 10/22/09 60 NATURA COSMETICOS SA N 4,992.00 269.75 163,889.41 163,889.41
248071 10/27/09 BRL GT22I4 32.737 1.727 94,909.32 94,909.32
PUR 10/23/09 60 CEMIG SA SPN ADR 1,300.00 21,444.41 21,444.41
248069 10/28/09 USD 16.496 1.000 21,444.41 21,444.41
PUR 10/23/09 60 CEMIG SA SPN ADR 1,100.00 18,145.27 18,145.27
248069 10/28/09 USD 16.496 1.000 18,145.27 18,145.27
PUR 10/23/09 60 FERTILIZANTES FOSFATAD 500.00 12.12 8,883.47 8,883.47
247577 10/28/09 BRL GT22KK 17.725 1.715 5,180.77 5,180.77
PUR 10/23/09 60 NATURA COSMETICOS SA N 3,300.00 174.77 105,610.59 105,610.59
248071 10/28/09 BRL GT22I4 31.912 1.715 61,591.29 61,591.29
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 101
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/26/09 60 CEMIG SA SPN ADR 1,000.00 16,318.70 16,318.70
248069 10/29/09 USD 16.319 1.000 16,318.70 16,318.70
PUR 10/26/09 60 CEMIG SA SPN ADR 800.00 13,054.96 13,054.96
248069 10/29/09 USD 16.319 1.000 13,054.96 13,054.96
PUR 10/26/09 60 FERTILIZANTES FOSFATAD 300.00 7.23 5,299.94 5,299.94
247577 10/29/09 BRL GT238A 17.625 1.716 3,089.44 3,089.44
PUR 10/26/09 60 NATURA COSMETICOS SA N 1,800.00 79.10 56,800.77 56,800.77
248071 10/29/09 BRL GT23A2 31.481 1.715 33,110.33 33,110.33
PUR 10/27/09 60 CEMIG SA SPN ADR 2,200.00 35,732.40 35,732.40
248069 10/30/09 USD 16.242 1.000 35,732.40 35,732.40
PUR 10/27/09 60 CEMIG SA SPN ADR 1,800.00 29,235.60 29,235.60
248069 10/30/09 USD 16.242 1.000 29,235.60 29,235.60
PUR 10/27/09 60 FERTILIZANTES FOSFATAD 5,300.00 109.08 92,300.09 92,300.09
247577 10/30/09 BRL GT238C 17.379 1.730 53,337.24 53,337.24
PUR 10/27/09 60 FERTILIZANTES FOSFATAD 400.00 9.43 6,976.32 6,976.32
247577 10/30/09 BRL GT23A2 17.400 1.730 4,031.39 4,031.39
PUR 10/27/09 60 NATURA COSMETICOS SA N 1,200.00 44.77 37,886.07 37,886.07
248071 10/30/09 BRL GT238A 31.507 1.731 21,893.13 21,893.13
---------------- --------- ---------------- ------------ ---------------- --------------
138,500.00 2,845.55 3,102,367.49 3,102,367.49
2,177,944.69 2,177,944.69
76 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 9/28/09 60 NETEASE COM INC USD 0. 1,200.00 53,001.36 53,001.36
247975 10/01/09 USD 44.168 1.000 53,001.36 53,001.36
PUR 9/29/09 60 NETEASE COM INC USD 0. 400.00 17,689.72 17,689.72
247975 10/02/09 USD 44.224 1.000 17,689.72 17,689.72
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 102
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/30/09 60 NETEASE COM INC USD 0. 100.00 4,437.16 4,437.16
247975 10/05/09 USD 44.372 1.000 4,437.16 4,437.16
PUR 10/01/09 60 NETEASE COM INC USD 0. 700.00 31,319.05 31,319.05
247975 10/06/09 USD 44.742 1.000 31,319.05 31,319.05
PUR 10/02/09 60 NETEASE COM INC USD 0. 1,100.00 49,117.31 49,117.31
247975 10/07/09 USD 44.652 1.000 49,117.31 49,117.31
---------------- --------- ---------------- ------------ ---------------- --------------
3,500.00 155,564.60 155,564.60
155,564.60 155,564.60
5 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 9/28/09 60 FOMENTO ECONOMICO MEXI 900.00 32,908.50 32,908.50
240074 10/01/09 USD 36.565 1.000 32,908.50 32,908.50
PUR 9/30/09 60 GPO MEXICO SA SER B 4,000.00 9.03 101,789.20 101,789.20
247974 10/05/09 MXN GT2078 25.417 13.504 7,537.54 7,537.54
PUR 10/01/09 60 FOMENTO ECONOMICO MEXI 400.00 14,783.60 14,783.60
240074 10/06/09 USD 36.959 1.000 14,783.60 14,783.60
PUR 10/01/09 60 FOMENTO ECONOMICO MEXI 600.00 22,210.26 22,210.26
240074 10/06/09 USD 37.017 1.000 22,210.26 22,210.26
PUR 10/01/09 60 GPO MEXICO SA SER B 26,700.00 57.70 654,202.52 654,202.52
247974 10/06/09 MXN GT20O2 24.473 13.590 48,139.23 48,139.23
PUR 10/02/09 60 GPO MEXICO SA SER B 74,800.00 325.33 1,787,810.06 1,787,810.06
247974 10/07/09 MXN GT20O4 23.842 13.704 130,456.14 130,456.14
---------------- --------- ---------------- ------------ ---------------- --------------
107,400.00 392.06 2,613,704.14 2,613,704.14
256,035.27 256,035.27
6 TRANSACTIONS IN COUNTRY: MEXICO (7800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 103
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/07/09 60 BRITISH AMERICAN TOBAC 500.00 23.21 22,579.25 22,579.25
239832 10/12/09 MYR GT212O 45.000 3.415 6,611.79 6,611.79
PUR 10/13/09 60 BRITISH AMERICAN TOBAC 1,000.00 50.21 44,877.39 44,877.39
239832 10/16/09 MYR GT21YE 44.707 3.390 13,240.12 13,240.12
PUR 10/27/09 60 BRITISH AMERICAN TOBAC 500.00 11.46 22,338.97 22,338.97
239832 10/30/09 MYR GT238A 44.600 3.400 6,570.29 6,570.29
---------------- --------- ---------------- ------------ ---------------- --------------
2,000.00 84.88 89,795.61 89,795.61
26,422.20 26,422.20
3 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
PUR 9/29/09 60 CELLCOM ISRAEL LTD 100.00 3,069.49 3,069.49
247007 10/02/09 USD 30.695 1.000 3,069.49 3,069.49
PUR 9/30/09 60 CELLCOM ISRAEL LTD 300.00 9,032.04 9,032.04
247007 10/05/09 USD 30.107 1.000 9,032.04 9,032.04
PUR 10/07/09 60 CELLCOM ISRAEL LTD 600.00 18,706.44 18,706.44
247007 10/13/09 USD 31.177 1.000 18,706.44 18,706.44
PUR 10/07/09 60 CELLCOM ISRAEL LTD 5,900.00 183,946.66 183,946.66
247007 10/13/09 USD 31.177 1.000 183,946.66 183,946.66
PUR 10/07/09 60 CELLCOM ISRAEL LTD 800.00 24,941.92 24,941.92
247007 10/13/09 USD 31.177 1.000 24,941.92 24,941.92
PUR 10/14/09 60 CELLCOM ISRAEL LTD 1,000.00 32,259.00 32,259.00
247007 10/19/09 USD 32.259 1.000 32,259.00 32,259.00
PUR 10/14/09 60 CELLCOM ISRAEL LTD 7,200.00 232,264.80 232,264.80
247007 10/19/09 USD 32.259 1.000 232,264.80 232,264.80
PUR 10/14/09 60 CELLCOM ISRAEL LTD 800.00 25,807.20 25,807.20
247007 10/19/09 USD 32.259 1.000 25,807.20 25,807.20
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 104
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/19/09 60 CELLCOM ISRAEL LTD 100.00 3,099.62 3,099.62
247007 10/22/09 USD 30.996 1.000 3,099.62 3,099.62
PUR 10/19/09 60 CELLCOM ISRAEL LTD 300.00 9,298.86 9,298.86
247007 10/22/09 USD 30.996 1.000 9,298.86 9,298.86
PUR 10/20/09 60 CELLCOM ISRAEL LTD 100.00 3,115.50 3,115.50
247007 10/23/09 USD 31.155 1.000 3,115.50 3,115.50
PUR 10/20/09 60 CELLCOM ISRAEL LTD 200.00 6,231.00 6,231.00
247007 10/23/09 USD 31.155 1.000 6,231.00 6,231.00
PUR 10/20/09 60 CELLCOM ISRAEL LTD 1,000.00 31,155.00 31,155.00
247007 10/23/09 USD 31.155 1.000 31,155.00 31,155.00
PUR 10/21/09 60 CELLCOM ISRAEL LTD 100.00 3,125.59 3,125.59
247007 10/26/09 USD 31.256 1.000 3,125.59 3,125.59
PUR 10/26/09 60 CELLCOM ISRAEL LTD 100.00 3,078.61 3,078.61
247007 10/29/09 USD 30.786 1.000 3,078.61 3,078.61
PUR 10/26/09 60 CELLCOM ISRAEL LTD 200.00 6,157.22 6,157.22
247007 10/29/09 USD 30.786 1.000 6,157.22 6,157.22
PUR 10/26/09 60 CELLCOM ISRAEL LTD 1,300.00 40,021.93 40,021.93
247007 10/29/09 USD 30.786 1.000 40,021.93 40,021.93
---------------- --------- ---------------- ------------ ---------------- --------------
20,100.00 635,310.88 635,310.88
635,310.88 635,310.88
17 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
PUR 9/28/09 60 URALKALI JSC NPV GDR 1,561.00 34.88 29,104.60 29,104.60
248070 10/01/09 USD GT2078 18.622 1.000 29,104.60 29,104.60
PUR 9/29/09 60 URALKALI JSC NPV GDR 2,673.00 60.14 50,178.36 50,178.36
248070 10/02/09 USD GT207A 18.750 1.000 50,178.36 50,178.36
---------------- --------- ---------------- ------------ ---------------- --------------
4,234.00 95.02 79,282.96 79,282.96
79,282.96 79,282.96
2 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
745,833.00 15,763.614,315,378,489.49 4,315,378,489.49
7,746,037.28 7,746,037.28
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 105
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
176 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
745,833.00 15,763.614,315,378,489.49 4,315,378,489.49
7,746,037.28 7,746,037.28
176 "PUR " TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 106
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/29/09 60 HUABAO INTERNATIONAL H 20,000.00 66.00 164,796.50 138,003.92 26,792.58
247100 10/02/09 HKD GT208Y 8.265 7.750 21,264.06 17,805.19 3,458.87
SALE 9/29/09 60 HUABAO INTERNATIONAL H 98,000.00 323.83 809,684.90 676,219.23 133,465.67
247100 10/02/09 HKD GT208Y 8.288 7.750 104,475.47 87,245.46 17,230.01
SALE 9/30/09 60 HUABAO INTERNATIONAL H 24,000.00 79.27 198,105.67 165,604.71 32,500.96
247100 10/05/09 HKD GT2090 8.280 7.750 25,562.68 21,366.23 4,196.45
SALE 9/30/09 60 HUABAO INTERNATIONAL H 86,000.00 284.72 711,877.26 593,416.88 118,460.38
247100 10/05/09 HKD GT207A 8.303 7.750 91,857.50 76,562.34 15,295.16
SALE 9/30/09 60 HUABAO INTERNATIONAL H 12,000.00 39.71 99,292.24 82,802.36 16,489.88
247100 10/05/09 HKD GT208Y 8.300 7.750 12,812.23 10,683.12 2,129.11
SALE 10/02/09 60 HUABAO INTERNATIONAL H 10,000.00 33.14 82,861.16 69,001.96 13,859.20
247100 10/06/09 HKD GT2090 8.312 7.750 10,691.76 8,902.60 1,789.16
SALE 10/02/09 60 HUABAO INTERNATIONAL H 14,000.00 31.43 115,886.41 96,602.75 19,283.66
247100 10/06/09 HKD GT20O2 8.295 7.750 14,953.09 12,463.64 2,489.45
SALE 10/02/09 60 HUABAO INTERNATIONAL H 48,000.00 158.68 396,752.63 331,209.42 65,543.21
247100 10/06/09 HKD GT208Y 8.291 7.750 51,193.89 42,732.47 8,461.42
SALE 10/05/09 60 HUABAO INTERNATIONAL H 38,000.00 125.76 314,436.77 262,207.46 52,229.31
247100 10/07/09 HKD GT212O 8.300 7.750 40,571.96 33,829.87 6,742.09
SALE 10/06/09 60 HUABAO INTERNATIONAL H 14,000.00 46.33 115,840.93 96,602.75 19,238.18
247100 10/08/09 HKD GT217Y 8.300 7.750 14,947.22 12,463.64 2,483.58
SALE 10/07/09 60 HUABAO INTERNATIONAL H 8,000.00 26.52 66,304.86 55,201.57 11,103.29
247100 10/09/09 HKD GT217W 8.314 7.750 8,555.69 7,122.08 1,433.61
SALE 10/22/09 60 HUABAO INTERNATIONAL H 39,376.00 114.01 285,049.21 271,702.12 13,347.09
247100 10/27/09 HKD GT22KK 7.262 7.750 36,781.49 35,054.87 1,726.62
---------------- --------- ---------------- ------------ ---------------- --------------
411,376.00 1,329.40 3,360,888.54 2,838,575.13 522,313.41
433,667.04 366,231.51 67,435.53
12 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 107
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/29/09 60 AMOREPACIFIC CORP 30.00 116.61 24,985,574.00 18,179,834.30 6,805,739.70
240054 10/01/09 KRW GT207A 837458. 1185.00 21,084.87 16,991.46 4,093.41
SALE 9/29/09 60 S1 CORP/KOREA KRW 500. 570.00 110.85 29,059,360.00 29,640,364.85 -581,004.85
247009 10/01/09 KRW GT207A 51211.7 1185.00 24,522.67 23,629.33 893.34
SALE 9/29/09 60 SHINHAN FINANCIAL GROU 8,298.00 1,786.17 382,720,839.00 300,072,013.41 82,648,825.59
240067 10/01/09 KRW GT2090 46377.1 1185.00 322,971.17 265,288.97 57,682.20
SALE 9/30/09 60 AMOREPACIFIC CORP 230.00 906.00 192,964,964.00 139,378,729.64 53,586,234.36
240054 10/05/09 KRW GT207A 843618. 1177.90 163,821.18 130,267.84 33,553.34
SALE 9/30/09 60 AMOREPACIFIC CORP 130.00 512.71 109,201,003.00 78,779,281.97 30,421,721.03
240054 10/05/09 KRW GT207A 844653. 1177.90 92,708.21 73,629.65 19,078.56
SALE 9/30/09 60 S1 CORP/KOREA KRW 500. 330.00 79.71 16,977,761.00 17,160,211.23 -182,450.23
247009 10/05/09 KRW GT207A 51732.2 1177.90 14,413.58 13,680.14 733.44
SALE 9/30/09 60 SHINHAN FINANCIAL GROU 4,520.00 995.80 212,092,137.00 163,452,096.97 48,640,040.03
240067 10/05/09 KRW GT2078 47182.5 1177.90 180,059.54 144,505.44 35,554.10
SALE 10/01/09 60 AMOREPACIFIC CORP 70.00 279.71 59,547,096.00 42,419,613.37 17,127,482.63
240054 10/06/09 KRW GT2078 855377. 1177.35 50,577.23 39,646.73 10,930.50
SALE 10/01/09 60 SHINHAN FINANCIAL GROU 3,586.00 786.87 167,513,777.00 129,676,818.52 37,836,958.48
240067 10/06/09 KRW GT208Y 46971.6 1177.35 142,280.36 114,645.25 27,635.11
SALE 10/01/09 60 SHINHAN FINANCIAL GROU 1,506.00 328.51 69,934,719.00 54,459,924.34 15,474,794.66
240067 10/06/09 KRW GT207A 46694.2 1177.35 59,400.11 48,147.17 11,252.94
SALE 10/05/09 60 AMOREPACIFIC CORP 60.00 232.29 49,257,147.00 36,359,668.60 12,897,478.40
240054 10/07/09 KRW GT212O 825492. 1172.75 42,001.40 33,982.91 8,018.49
SALE 10/05/09 60 S1 CORP/KOREA KRW 500. 360.00 86.65 18,375,377.00 18,720,230.43 -344,853.43
247009 10/07/09 KRW GT212M 51325.0 1172.75 15,668.62 14,923.79 744.83
SALE 10/05/09 60 SHINHAN FINANCIAL GROU 8,871.00 1,443.34 401,325,723.00 320,792,821.28 80,532,901.72
240067 10/07/09 KRW GT212M 45431.0 1172.75 342,209.10 283,607.92 58,601.18
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 108
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/06/09 60 AMOREPACIFIC CORP 30.00 117.23 24,796,067.00 18,179,834.30 6,616,232.70
240054 10/08/09 KRW GT212M 831106. 1169.80 21,196.84 16,991.46 4,205.38
SALE 10/06/09 60 S1 CORP/KOREA KRW 500. 400.00 79.31 20,523,477.00 20,800,256.03 -276,779.03
247009 10/08/09 KRW GT217Y 51540.6 1169.80 17,544.43 16,581.99 962.44
SALE 10/06/09 60 SHINHAN FINANCIAL GROU 2,258.00 468.74 99,149,113.00 81,653,724.55 17,495,388.45
240067 10/08/09 KRW GT217Y 44152.9 1169.80 84,757.32 72,188.78 12,568.54
SALE 10/06/09 60 SHINHAN FINANCIAL GROU 2,531.00 533.50 112,846,767.00 91,525,941.91 21,320,825.09
240067 10/08/09 KRW GT217Y 44832.4 1169.80 96,466.72 80,916.65 15,550.07
SALE 10/07/09 60 AMOREPACIFIC CORP 10.00 38.50 8,140,957.00 6,059,944.77 2,081,012.23
240054 10/09/09 KRW GT212O 818598. 1169.60 6,960.46 5,663.82 1,296.64
SALE 10/07/09 60 AMOREPACIFIC CORP 40.00 154.02 32,573,264.00 24,239,779.07 8,333,484.93
240054 10/09/09 KRW GT212M 818835. 1169.60 27,849.92 22,655.28 5,194.64
SALE 10/07/09 60 S1 CORP/KOREA KRW 500. 490.00 97.82 25,309,173.00 25,480,313.64 -171,140.64
247009 10/09/09 KRW GT217Y 51884.8 1169.60 21,639.17 20,312.93 1,326.24
SALE 10/07/09 60 SHINHAN FINANCIAL GROU 3,948.00 845.08 178,722,003.00 142,767,451.07 35,954,551.93
240067 10/09/09 KRW GT212M 45519.3 1169.60 152,806.09 126,218.47 26,587.62
SALE 10/08/09 60 AMOREPACIFIC CORP 100.00 269.17 82,346,057.00 60,599,447.67 21,746,609.33
240054 10/12/09 KRW GT212O 826601. 1166.90 70,568.22 56,638.19 13,930.03
SALE 10/08/09 60 S1 CORP/KOREA KRW 500. 480.00 95.68 24,699,290.00 24,960,307.24 -261,017.24
247009 10/12/09 KRW GT217Y 51689.4 1166.90 21,166.59 19,898.38 1,268.21
SALE 10/08/09 60 SHINHAN FINANCIAL GROU 1,158.00 253.01 53,385,008.00 41,875,559.36 11,509,448.64
240067 10/12/09 KRW GT217W 46356.0 1166.90 45,749.43 37,021.53 8,727.90
SALE 10/08/09 60 SHINHAN FINANCIAL GROU 8,646.00 1,449.38 400,996,163.00 312,656,378.40 88,339,784.60
240067 10/12/09 KRW GT217Y 46575.0 1166.90 343,642.27 276,414.61 67,227.66
SALE 10/08/09 60 SHINHAN FINANCIAL GROU 1,058.00 231.95 48,942,167.00 38,259,362.52 10,682,804.48
240067 10/12/09 KRW GT2188 46514.9 1166.90 41,942.04 33,824.50 8,117.54
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 109
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/12/09 60 AMOREPACIFIC CORP 30.00 115.18 24,345,897.00 18,179,834.30 6,166,062.70
240054 10/14/09 KRW GT21YC 816018. 1169.00 20,826.26 16,991.46 3,834.80
SALE 10/12/09 60 S1 CORP/KOREA KRW 500. 416.00 97.97 20,707,782.00 21,632,266.27 -924,484.27
247009 10/14/09 KRW GT21WO 50053.6 1169.00 17,714.10 17,245.27 468.83
SALE 10/13/09 60 AMOREPACIFIC CORP 30.00 93.82 24,244,407.00 18,179,834.30 6,064,572.70
240054 10/15/09 KRW GT21WO 811800. 1168.15 20,754.53 16,991.46 3,763.07
SALE 10/13/09 60 S1 CORP/KOREA KRW 500. 630.00 146.83 31,015,998.00 32,760,403.25 -1,744,405.25
247009 10/15/09 KRW GT21WO 49504.0 1168.15 26,551.38 26,116.63 434.75
SALE 10/13/09 60 S1 CORP/KOREA KRW 500. 250.00 58.26 12,307,692.00 13,000,160.02 -692,468.02
247009 10/15/09 KRW GT21WO 49503.0 1168.15 10,536.05 10,363.74 172.31
SALE 10/14/09 60 AMOREPACIFIC CORP 60.00 187.53 48,310,819.00 36,359,668.60 11,951,150.40
240054 10/16/09 KRW GT21WM 808820. 1164.50 41,486.32 33,982.91 7,503.41
SALE 10/15/09 60 AMOREPACIFIC CORP 30.00 95.24 24,334,411.00 18,179,834.30 6,154,576.70
240054 10/19/09 KRW GT21WM 814813. 1155.00 21,068.75 16,991.46 4,077.29
SALE 10/15/09 60 S1 CORP/KOREA KRW 500. 130.00 25.01 6,390,190.00 6,760,083.21 -369,893.21
247009 10/19/09 KRW GT21WM 49377.5 1155.00 5,532.63 5,389.15 143.48
SALE 10/16/09 60 AMOREPACIFIC CORP 100.00 319.13 82,107,538.00 60,599,447.67 21,508,090.33
240054 10/20/09 KRW GT21WO 824786. 1163.00 70,599.77 56,638.19 13,961.58
SALE 10/16/09 60 S1 CORP/KOREA KRW 500. 700.00 167.90 35,308,032.00 36,400,448.06 -1,092,416.06
247009 10/20/09 KRW GT21WO 50719.0 1163.00 30,359.44 29,018.48 1,340.96
SALE 10/19/09 60 S1 CORP/KOREA KRW 500. 920.00 221.49 46,898,122.00 47,840,588.88 -942,466.88
247009 10/21/09 KRW GT22I4 51258.1 1171.00 40,049.63 38,138.57 1,911.06
SALE 10/20/09 60 S1 CORP/KOREA KRW 500. 240.00 57.58 12,124,046.00 12,480,153.62 -356,107.62
247009 10/22/09 KRW GT22KM 50796.2 1164.55 10,410.93 9,949.19 461.74
SALE 10/21/09 60 AMOREPACIFIC CORP 100.00 371.35 79,153,151.00 60,599,447.67 18,553,703.33
240054 10/23/09 KRW GT22KK 795908. 1178.80 67,147.23 56,638.19 10,509.04
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 110
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/21/09 60 S1 CORP/KOREA KRW 500. 270.00 63.22 13,475,886.00 14,040,172.82 -564,286.82
247009 10/23/09 KRW GT22I4 50186.6 1178.80 11,431.87 11,192.84 239.03
SALE 10/22/09 60 S1 CORP/KOREA KRW 500. 480.00 110.69 23,792,137.00 24,960,307.24 -1,168,170.24
247009 10/26/09 KRW GT22I4 49841.0 1188.75 20,014.42 19,898.38 116.04
SALE 10/23/09 60 S1 CORP/KOREA KRW 500. 530.00 119.89 25,589,278.00 27,560,339.24 -1,971,061.24
247009 10/27/09 KRW GT22UC 48548.6 1180.40 21,678.48 21,971.13 -292.65
SALE 10/26/09 60 S1 CORP/KOREA KRW 500. 420.00 66.55 20,544,676.00 21,840,268.84 -1,295,592.84
247009 10/28/09 KRW GT23A4 49102.4 1177.40 17,449.19 17,411.09 38.10
SALE 10/26/09 60 S1 CORP/KOREA KRW 500. 380.00 65.57 18,305,293.00 19,760,243.23 -1,454,950.23
247009 10/28/09 KRW GT23A2 48375.0 1177.40 15,547.22 15,752.89 -205.67
SALE 10/27/09 60 AMOREPACIFIC CORP 100.00 377.50 80,777,486.00 60,599,447.67 20,178,038.33
240054 10/29/09 KRW GT23A2 812242. 1183.40 68,258.82 56,638.19 11,620.63
SALE 10/27/09 60 S1 CORP/KOREA KRW 500. 500.00 112.70 24,116,630.00 26,000,320.04 -1,883,690.04
247009 10/29/09 KRW GT23A4 48500.0 1183.40 20,379.10 20,727.48 -348.38
SALE 10/28/09 60 AMOREPACIFIC CORP 100.00 374.59 80,946,308.00 60,599,447.67 20,346,860.33
240054 10/30/09 KRW GT23LG 813939. 1195.10 67,731.83 56,638.19 11,093.64
SALE 10/28/09 60 S1 CORP/KOREA KRW 500. 760.00 170.56 36,858,829.00 39,520,486.46 -2,661,657.46
247009 10/30/09 KRW GT23LG 48766.6 1195.10 30,841.63 31,505.78 -664.15
---------------- --------- ---------------- ------------ ---------------- --------------
56,886.00 15,717.173,618,039,591.00 2,916,003,112.80 702,036,478.20
3,080,377.12 2,574,463.86 505,913.26
48 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 9/25/09 60 MURRAY + ROBERTS HOLDI 3,102.00 10.49 194,369.85 186,010.88 8,358.97
240206 10/02/09 ZAR GT1ZTO 62.685 7.417 26,204.93 22,073.50 4,131.43
SALE 9/25/09 60 MURRAY + ROBERTS HOLDI 7,685.00 45.45 481,258.01 460,829.65 20,428.36
240206 10/02/09 ZAR GT1ZTO 62.667 7.417 64,883.18 54,685.63 10,197.55
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 111
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/28/09 60 MURRAY + ROBERTS HOLDI 2,449.00 8.19 151,451.19 146,853.85 4,597.34
240206 10/05/09 ZAR GT208Y 61.867 7.398 20,470.53 17,426.82 3,043.71
SALE 9/29/09 60 MURRAY + ROBERTS HOLDI 183.00 .61 11,250.24 10,973.56 276.68
240206 10/06/09 ZAR GT207A 61.501 7.425 1,515.10 1,302.21 212.89
SALE 9/29/09 60 MURRAY + ROBERTS HOLDI 855.00 4.94 52,351.32 51,269.92 1,081.40
240206 10/06/09 ZAR GT208Y 61.273 7.425 7,050.30 6,084.09 966.21
SALE 10/01/09 60 KUMBA IRON ORE LTD 487.00 6.44 123,486.42 119,371.13 4,115.29
239842 10/08/09 ZAR GT2078 253.667 7.677 16,086.08 15,416.27 669.81
SALE 10/09/09 60 KUMBA IRON ORE LTD 4,758.00 62.61 1,151,601.80 1,166,258.42 -14,656.62
239842 10/16/09 ZAR GT212M 242.132 7.360 156,457.01 150,617.29 5,839.72
SALE 10/09/09 60 MURRAY + ROBERTS HOLDI 6,976.00 22.75 418,400.24 418,314.59 85.65
240206 10/16/09 ZAR GT212M 60.001 7.360 56,844.00 49,640.47 7,203.53
SALE 10/12/09 60 KUMBA IRON ORE LTD 5,976.00 79.59 1,451,982.58 1,464,808.81 -12,826.23
239842 10/19/09 ZAR GT21WM 243.066 7.300 198,901.72 189,173.80 9,727.92
SALE 10/12/09 60 MURRAY + ROBERTS HOLDI 8,074.00 26.57 484,744.99 484,155.97 589.02
240206 10/19/09 ZAR GT21WM 60.062 7.300 66,403.42 57,453.72 8,949.70
SALE 10/13/09 60 KUMBA IRON ORE LTD 4,680.00 62.17 1,142,185.53 1,147,139.43 -4,953.90
239842 10/20/09 ZAR GT21WO 244.154 7.352 155,363.46 148,148.15 7,215.31
SALE 10/14/09 60 KUMBA IRON ORE LTD 4,274.00 57.69 1,049,718.41 1,047,622.63 2,095.78
239842 10/21/09 ZAR GT21WO 245.704 7.281 144,172.29 135,295.98 8,876.31
SALE 10/15/09 60 KUMBA IRON ORE LTD 1,262.00 16.96 307,802.18 309,335.46 -1,533.28
239842 10/22/09 ZAR GT21YC 243.998 7.264 42,372.48 39,949.35 2,423.13
SALE 10/16/09 60 KUMBA IRON ORE LTD 2,535.00 33.45 614,441.18 621,367.19 -6,926.01
239842 10/23/09 ZAR GT21WM 242.480 7.350 83,600.85 80,246.92 3,353.93
SALE 10/19/09 60 KUMBA IRON ORE LTD 2,332.00 30.91 566,847.94 571,608.79 -4,760.85
239842 10/26/09 ZAR GT22I4 243.171 7.338 77,251.45 73,820.83 3,430.62
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 112
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/20/09 60 KUMBA IRON ORE LTD 2,197.00 29.68 542,097.82 538,518.23 3,579.59
239842 10/27/09 ZAR GT22I4 246.844 7.344 73,813.05 69,547.33 4,265.72
SALE 10/20/09 60 MURRAY + ROBERTS HOLDI 1,204.00 3.96 72,321.21 72,197.65 123.56
240206 10/27/09 ZAR GT22I4 60.092 7.344 9,847.39 8,567.54 1,279.85
SALE 10/21/09 60 KUMBA IRON ORE LTD 2,608.00 35.29 646,942.15 639,260.60 7,681.55
239842 10/28/09 ZAR GT22KK 248.160 7.371 87,762.62 82,557.77 5,204.85
SALE 10/22/09 60 KUMBA IRON ORE LTD 5,809.00 76.92 1,425,260.97 1,423,874.56 1,386.41
239842 10/29/09 ZAR GT22KK 245.453 7.451 191,279.39 183,887.31 7,392.08
SALE 10/23/09 60 KUMBA IRON ORE LTD 1,038.00 13.90 257,785.97 254,429.64 3,356.33
239842 10/30/09 ZAR GT22KK 248.449 7.460 34,557.61 32,858.50 1,699.11
---------------- --------- ---------------- ------------ ---------------- --------------
68,484.00 628.57 11,146,300.00 11,134,200.96 12,099.04
1,514,836.86 1,418,753.48 96,083.38
20 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 9/28/09 60 AES TIETE SA PFD 1,300.00 36.67 26,194.35 20,302.16 5,892.19
240053 10/01/09 BRL GT2078 20.200 1.790 14,631.26 11,687.62 2,943.64
SALE 9/28/09 60 SUZANO PAPEL E CELULOS 1,000.00 15.51 18,478.94 24,816.15 -6,337.21
240070 10/01/09 BRL GT207A 18.507 1.790 10,321.70 14,251.16 -3,929.46
SALE 9/29/09 60 AES TIETE SA PFD 1,200.00 33.96 24,239.25 18,740.45 5,498.80
240053 10/02/09 BRL GT208Y 20.250 1.789 13,551.32 10,788.57 2,762.75
SALE 9/29/09 60 SUZANO PAPEL E CELULOS 500.00 7.73 9,236.88 12,408.08 -3,171.20
240070 10/02/09 BRL GT2090 18.501 1.789 5,164.02 7,125.58 -1,961.56
SALE 9/29/09 60 SUZANO PAPEL E CELULOS 900.00 22.99 16,410.87 22,334.54 -5,923.67
240070 10/02/09 BRL GT2078 18.280 1.789 9,174.75 12,826.04 -3,651.29
SALE 9/30/09 60 AES TIETE SA PFD 100.00 2.84 2,020.47 1,561.70 458.77
240053 10/05/09 BRL GT2078 20.255 1.781 1,134.33 899.04 235.29
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 113
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/30/09 60 SUZANO PAPEL E CELULOS 1,800.00 28.37 33,661.12 44,669.08 -11,007.96
240070 10/05/09 BRL GT208Y 18.729 1.781 18,898.00 25,652.09 -6,754.09
SALE 10/01/09 60 SUZANO PAPEL E CELULOS 6,000.00 154.37 109,249.59 148,896.92 -39,647.33
240070 10/06/09 BRL GT208Y 18.254 1.774 61,594.18 85,506.95 -23,912.77
SALE 10/05/09 60 AES TIETE SA PFD 8,800.00 286.14 177,381.51 137,429.99 39,951.52
240053 10/08/09 BRL GT212M 20.215 1.769 100,289.20 79,116.18 21,173.02
SALE 10/05/09 60 SUZANO PAPEL E CELULOS 4,200.00 111.01 78,343.65 104,227.84 -25,884.19
240070 10/08/09 BRL GT212O 18.700 1.769 44,294.48 59,854.86 -15,560.38
SALE 10/06/09 60 AES TIETE SA PFD 1,100.00 36.23 22,152.40 17,178.75 4,973.65
240053 10/09/09 BRL GT212M 20.196 1.744 12,699.88 9,889.52 2,810.36
SALE 10/06/09 60 AES TIETE SA PFD 1,800.00 52.14 36,291.01 28,110.68 8,180.33
240053 10/09/09 BRL GT212M 20.212 1.744 20,805.49 16,182.85 4,622.64
SALE 10/06/09 60 SUZANO PAPEL E CELULOS 3,900.00 104.18 72,506.09 96,783.00 -24,276.91
240070 10/09/09 BRL GT217Y 18.638 1.744 41,567.44 55,579.52 -14,012.08
SALE 10/13/09 60 AES TIETE SA PFD 200.00 3.51 4,037.86 3,123.41 914.45
240053 10/16/09 BRL GT21YC 20.220 1.732 2,331.87 1,798.10 533.77
SALE 10/14/09 60 AES TIETE SA PFD 600.00 10.70 12,171.25 9,370.23 2,801.02
240053 10/19/09 BRL GT21WO 20.316 1.709 7,122.69 5,394.29 1,728.40
SALE 10/14/09 60 SUZANO PAPEL E CELULOS 400.00 10.66 7,267.82 9,926.46 -2,658.64
240070 10/19/09 BRL GT21YE 18.215 1.709 4,253.17 5,700.46 -1,447.29
SALE 10/15/09 60 SUZANO PAPEL E CELULOS 4,200.00 111.84 76,037.75 104,227.84 -28,190.09
240070 10/20/09 BRL GT21WO 18.150 1.704 44,623.09 59,854.86 -15,231.77
SALE 10/16/09 60 SUZANO PAPEL E CELULOS 1,900.00 50.47 34,493.55 47,150.69 -12,657.14
240070 10/21/09 BRL GT226E 18.200 1.713 20,138.69 27,077.20 -6,938.51
SALE 10/19/09 60 SUZANO PAPEL E CELULOS 900.00 14.68 16,705.36 22,334.54 -5,629.18
240070 10/22/09 BRL GT22KK 18.589 1.710 9,772.07 12,826.04 -3,053.97
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 114
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/21/09 60 AES TIETE SA PFD 100.00 2.93 2,024.92 1,561.70 463.22
240053 10/26/09 BRL GT22KM 20.300 1.734 1,167.44 899.04 268.40
SALE 10/26/09 60 AES TIETE SA PFD 100.00 2.16 2,006.62 1,561.70 444.92
240053 10/29/09 BRL GT238C 20.103 1.715 1,169.70 899.04 270.66
SALE 10/27/09 60 AES TIETE SA PFD 700.00 20.24 13,975.05 10,931.93 3,043.12
240053 10/30/09 BRL GT238C 20.014 1.730 8,075.73 6,293.33 1,782.40
SALE 10/27/09 60 AES TIETE SA PFD 1,600.00 52.61 31,908.64 24,987.27 6,921.37
240053 10/30/09 BRL GT238C 20.000 1.731 18,438.97 14,384.76 4,054.21
SALE 10/27/09 60 SUZANO PAPEL E CELULOS 600.00 14.26 9,843.11 14,889.69 -5,046.58
240070 10/30/09 BRL GT23A2 16.446 1.730 5,688.02 8,550.69 -2,862.67
---------------- --------- ---------------- ------------ ---------------- --------------
43,900.00 1,186.20 836,638.06 927,524.80 -90,886.74
476,907.49 533,037.79 -56,130.30
24 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 9/29/09 60 PLUS EXPRESSWAYS B MYR 24,000.00 29.12 79,105.75 75,577.97 3,527.78
239831 10/02/09 MYR GT207A 3.300 3.484 22,705.44 22,679.51 25.93
SALE 9/30/09 60 PLUS EXPRESSWAYS B MYR 6,000.00 11.58 19,941.76 18,894.49 1,047.27
239831 10/05/09 MYR GT207A 3.330 3.459 5,765.18 5,669.88 95.30
SALE 10/01/09 60 PLUS EXPRESSWAYS B MYR 50,000.00 54.99 166,814.53 157,454.11 9,360.42
239831 10/06/09 MYR GT207A 3.340 3.464 48,156.62 47,248.99 907.63
SALE 10/02/09 60 PLUS EXPRESSWAYS B MYR 38,000.00 43.05 126,777.87 119,665.13 7,112.74
239831 10/07/09 MYR GT20O4 3.340 3.478 36,451.37 35,909.23 542.14
SALE 10/06/09 60 PLUS EXPRESSWAYS B MYR 20,000.00 55.56 66,509.25 62,981.64 3,527.61
239831 10/09/09 MYR GT217W 3.335 3.433 19,370.69 18,899.59 471.10
SALE 10/06/09 60 PLUS EXPRESSWAYS B MYR 22,000.00 28.08 73,317.60 69,279.81 4,037.79
239831 10/09/09 MYR GT212O 3.337 3.434 21,353.60 20,789.55 564.05
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 115
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/08/09 60 PLUS EXPRESSWAYS B MYR 18,000.00 23.80 59,907.95 56,683.48 3,224.47
239831 10/13/09 MYR GT212M 3.333 3.389 17,679.78 17,009.64 670.14
SALE 10/09/09 60 PLUS EXPRESSWAYS B MYR 2,000.00 4.01 6,686.38 6,298.16 388.22
239831 10/14/09 MYR GT212O 3.350 3.396 1,968.61 1,889.96 78.65
SALE 10/12/09 60 PLUS EXPRESSWAYS B MYR 8,000.00 30.03 26,697.96 25,192.66 1,505.30
239831 10/15/09 MYR GT21YE 3.350 3.398 7,856.96 7,559.84 297.12
SALE 10/12/09 60 PLUS EXPRESSWAYS B MYR 8,000.00 13.86 26,900.89 25,192.66 1,708.23
239831 10/15/09 MYR GT21YE 3.369 3.398 7,916.68 7,559.84 356.84
SALE 10/13/09 60 PLUS EXPRESSWAYS B MYR 48,000.00 180.33 160,188.76 151,155.95 9,032.81
239831 10/16/09 MYR GT21WM 3.350 3.390 47,260.29 45,359.03 1,901.26
SALE 10/14/09 60 PLUS EXPRESSWAYS B MYR 40,000.00 46.79 134,642.35 125,963.29 8,679.06
239831 10/19/09 MYR GT21WO 3.370 3.369 39,965.08 37,799.19 2,165.89
SALE 10/15/09 60 PLUS EXPRESSWAYS B MYR 4,000.00 6.41 13,458.47 12,596.33 862.14
239831 10/20/09 MYR GT21WM 3.370 3.360 4,005.50 3,779.92 225.58
SALE 10/16/09 60 PLUS EXPRESSWAYS B MYR 26,000.00 33.05 87,168.02 81,876.14 5,291.88
239831 10/21/09 MYR GT21YE 3.357 3.370 25,865.88 24,569.47 1,296.41
SALE 10/19/09 60 PLUS EXPRESSWAYS B MYR 2,000.00 4.06 6,686.29 6,298.16 388.13
239831 10/22/09 MYR GT22KM 3.350 3.373 1,982.30 1,889.96 92.34
SALE 10/20/09 60 PLUS EXPRESSWAYS B MYR 28,000.00 33.47 93,695.87 88,174.30 5,521.57
239831 10/23/09 MYR GT22I4 3.350 3.362 27,869.09 26,459.43 1,409.66
SALE 10/21/09 60 PLUS EXPRESSWAYS B MYR 14,000.00 19.85 46,972.99 44,087.15 2,885.84
239831 10/26/09 MYR GT22KM 3.360 3.375 13,917.92 13,229.72 688.20
SALE 10/22/09 60 PLUS EXPRESSWAYS B MYR 4,000.00 8.03 13,412.70 12,596.33 816.37
239831 10/27/09 MYR GT22I4 3.360 3.399 3,946.07 3,779.92 166.15
---------------- --------- ---------------- ------------ ---------------- --------------
362,000.00 626.07 1,208,885.39 1,139,967.76 68,917.63
354,037.06 342,082.67 11,954.39
18 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
---------------- --------- ---------------- ------------ ---------------- --------------
942,646.00 19,487.413,634,592,302.99 2,932,043,381.45 702,548,921.54
5,859,825.57 5,234,569.31 625,256.26
122 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 116
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
942,646.00 19,487.413,634,592,302.99 2,932,043,381.45 702,548,921.54
5,859,825.57 5,234,569.31 625,256.26
122 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
---------------- --------- ---------------- ------------ ---------------- --------------
1,688,479.00 35,251.027,949,970,792.48 7,247,421,870.94 702,548,921.54
13,605,862.85 12,980,606.59 625,256.26
298 TRANSACTIONS WITHIN FUND: LAZARD ASSET MANAGEMENT (5148)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 117
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
PUR 10/01/09 60 ISHARES MSCI TAIWAN IN 184,791.00 4,513.12 2,261,069.94 2,261,069.94
240397 10/06/09 USD 831437 12.211 1.000 2,261,069.94 2,261,069.94
---------------- --------- ---------------- ------------ ---------------- --------------
184,791.00 4,513.12 2,261,069.94 2,261,069.94
2,261,069.94 2,261,069.94
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
---------------- --------- ---------------- ------------ ---------------- --------------
184,791.00 4,513.12 2,261,069.94 2,261,069.94
2,261,069.94 2,261,069.94
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
PUR 9/29/09 60 BANK PEKAO SA PLN 1.0 38,757.00 824.32 5,997,288.09 5,997,288.09
248806 10/02/09 PLN 831361 154.679 2.909 2,061,632.21 2,061,632.21
---------------- --------- ---------------- ------------ ---------------- --------------
38,757.00 824.32 5,997,288.09 5,997,288.09
2,061,632.21 2,061,632.21
1 TRANSACTION IN COUNTRY: POLAND (2300)
PUR 9/30/09 60 EVRAZ GROUP S A NPV GD 67,107.00 3,604.16 1,805,682.12 1,805,682.12
248807 10/05/09 USD 831383 26.854 1.000 1,805,682.12 1,805,682.12
---------------- --------- ---------------- ------------ ---------------- --------------
67,107.00 3,604.16 1,805,682.12 1,805,682.12
1,805,682.12 1,805,682.12
1 TRANSACTION IN COUNTRY: LUXEMBOURG (2700)
PUR 10/01/09 60 TAIWAN SEMICONDUCT ADS 60,972.00 1,304.07 653,338.64 653,338.64
243524 10/06/09 USD 831437 10.694 1.000 653,338.64 653,338.64
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 118
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/14/09 60 CATHAY FINANCIAL H 16,028.00 596.24 298,717.04 298,717.04
240201 10/19/09 USD 831579 18.600 1.000 298,717.04 298,717.04
PUR 10/15/09 60 CATHAY FINANCIAL H 34,000.00 1,289.53 646,055.33 646,055.33
240201 10/20/09 USD 831584 18.964 1.000 646,055.33 646,055.33
PUR 10/16/09 60 CATHAY FINANCIAL H 34,006.00 1,293.97 648,278.52 648,278.52
240201 10/21/09 USD 831601 19.026 1.000 648,278.52 648,278.52
---------------- --------- ---------------- ------------ ---------------- --------------
145,006.00 4,483.81 2,246,389.53 2,246,389.53
2,246,389.53 2,246,389.53
4 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 10/15/09 60 CHINA CITIC BANK C 901,000.00 946.65 5,101,500.34 5,101,500.34
239771 10/19/09 HKD 831579 5.654 7.750 658,266.60 658,266.60
---------------- --------- ---------------- ------------ ---------------- --------------
901,000.00 946.65 5,101,500.34 5,101,500.34
658,266.60 658,266.60
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 10/15/09 60 CNOOC LTD HKD 0.02 517,000.00 1,159.23 6,247,416.11 6,247,416.11
239779 10/19/09 HKD 831579 12.067 7.750 806,128.61 806,128.61
---------------- --------- ---------------- ------------ ---------------- --------------
517,000.00 1,159.23 6,247,416.11 6,247,416.11
806,128.61 806,128.61
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
PUR 10/15/09 60 LG ELECTRONICS INC 24,631.00 876.302,892,825,131.00 2,892,825,131.00
248976 10/19/09 KRW 831579 117405. 1155.00 2,504,610.50 2,504,610.50
PUR 10/15/09 60 SK TELECOM CO LTD 2,229.00 127.07 419,490,770.00 419,490,770.00
248977 10/19/09 KRW 831579 188131. 1155.00 363,195.47 363,195.47
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 119
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/20/09 60 SK TELECOM CO LTD 7,780.00 3,013.521,465,759,400.00 1,465,759,400.00
248977 10/22/09 KRW 831589 187949. 1164.55 1,258,648.75 1,258,648.75
PUR 10/21/09 60 SK TELECOM CO LTD 2,068.00 785.30 386,637,309.00 386,637,309.00
248977 10/23/09 KRW 831646 186514. 1178.80 327,992.29 327,992.29
---------------- --------- ---------------- ------------ ---------------- --------------
36,708.00 4,802.195,164,712,610.00 5,164,712,610.00
4,454,447.01 4,454,447.01
4 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 10/19/09 60 NASPERS LTD ZAR 0.02 16,317.00 3,079.13 4,541,345.42 4,541,345.42
244867 10/26/09 ZAR 831625 276.935 7.338 618,905.85 618,905.85
---------------- --------- ---------------- ------------ ---------------- --------------
16,317.00 3,079.13 4,541,345.42 4,541,345.42
618,905.85 618,905.85
1 TRANSACTION IN COUNTRY: SOUTH AFRICA (6200)
PUR 9/28/09 60 PDG REALTY SA EMPREEND 189,000.00 1,152.95 2,772,719.09 2,772,719.09
248804 10/01/09 BRL 831362 14.660 1.790 1,548,745.51 1,548,745.51
PUR 9/28/09 60 PDG REALTY SA EMPREEND 299,000.00 1,823.99 4,386,470.94 4,386,470.94
248804 10/01/09 BRL 831362 14.660 1.790 2,450,131.79 2,450,131.79
PUR 9/28/09 60 PDG REALTY SA EMPREEND 3,400.00 20.75 49,879.60 49,879.60
248804 10/01/09 BRL 831362 14.660 1.790 27,861.03 27,861.03
PUR 9/29/09 60 BANCO DO BRASIL SA 73,975.00 3,768.52 2,253,657.41 2,253,657.41
239759 10/02/09 BRL 831383 30.374 1.789 1,259,941.53 1,259,941.53
PUR 10/07/09 60 BANCO BRADESCO SA PFD 75,800.00 4,588.38 2,697,811.24 2,697,811.24
248882 10/13/09 BRL 35.485 1.756 1,536,601.49 1,536,601.49
PUR 10/14/09 60 BANCO BRADESCO SA PFD 37,400.00 563.38 1,386,165.21 1,386,165.21
248882 10/19/09 BRL 831579 37.038 1.709 811,192.19 811,192.19
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 120
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/14/09 60 VIVO PARTICIPACOES S A 15,604.00 156.96 448,609.68 448,609.68
247236 10/19/09 USD 831579 28.740 1.000 448,609.68 448,609.68
PUR 10/21/09 60 BROOKFIELD INCORPORACO 267,000.00 3,222.96 1,869,000.00 1,869,000.00
249225 10/26/09 BRL 831662 6.979 1.735 1,077,543.96 1,077,543.96
PUR 10/21/09 60 BROOKFIELD INCORPORACO 25,000.00 312.35 181,132.00 181,132.00
249225 10/26/09 BRL 831662 7.224 1.735 104,428.94 104,428.94
---------------- --------- ---------------- ------------ ---------------- --------------
986,179.00 15,610.24 16,045,445.17 16,045,445.17
9,265,056.12 9,265,056.12
9 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 10/15/09 60 CHINA SHANSHUI 2,004,000.00 2,288.77 12,335,323.74 12,335,323.74
248975 10/19/09 HKD 831579 6.147 7.750 1,591,675.21 1,591,675.21
PUR 10/28/09 60 CHINA DONGXIANG GROUP 284,000.00 533.10 1,341,146.61 1,341,146.61
249597 10/30/09 HKD 831746 4.708 7.750 173,055.64 173,055.64
---------------- --------- ---------------- ------------ ---------------- --------------
2,288,000.00 2,821.87 13,676,470.35 13,676,470.35
1,764,730.85 1,764,730.85
2 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 10/14/09 60 GPO MEXICO SA SER B 175,500.00 133.68 5,005,133.33 5,005,133.33
248141 10/19/09 MXN 831579 28.509 13.100 382,082.91 382,082.91
---------------- --------- ---------------- ------------ ---------------- --------------
175,500.00 133.68 5,005,133.33 5,005,133.33
382,082.91 382,082.91
1 TRANSACTION IN COUNTRY: MEXICO (7800)
PUR 9/28/09 60 COMPANIA DE MINAS BUEN 95,792.00 1,271.18 3,179,218.68 3,179,218.68
248803 10/01/09 USD 831362 33.176 1.000 3,179,218.68 3,179,218.68
---------------- --------- ---------------- ------------ ---------------- --------------
95,792.00 1,271.18 3,179,218.68 3,179,218.68
3,179,218.68 3,179,218.68
1 TRANSACTION IN COUNTRY: PERU (8000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 121
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/14/09 60 MAGNIT OJSC NPV GDR 37,026.00 174.95 500,025.95 500,025.95
248973 10/19/09 USD 831579 13.500 1.000 500,025.95 500,025.95
PUR 10/14/09 60 ROSNEFT OJSC GDR 69,897.00 204.64 584,886.06 584,886.06
240202 10/19/09 USD 831579 8.365 1.000 584,886.06 584,886.06
PUR 10/14/09 60 VIMPEL COMMUNICATI SPN 24,634.00 172.11 491,913.55 491,913.55
240124 10/19/09 USD 831579 19.962 1.000 491,913.55 491,913.55
PUR 10/15/09 60 MAGNIT OJSC NPV GDR 55,070.00 261.17 746,459.67 746,459.67
248973 10/20/09 USD 831585 13.550 1.000 746,459.67 746,459.67
---------------- --------- ---------------- ------------ ---------------- --------------
186,627.00 812.87 2,323,285.23 2,323,285.23
2,323,285.23 2,323,285.23
4 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
5,453,993.00 39,549.335,230,881,784.37 5,230,881,784.37
29,565,825.72 29,565,825.72
30 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
5,638,784.00 44,062.455,233,142,854.31 5,233,142,854.31
31,826,895.66 31,826,895.66
31 "PUR " TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 122
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/14/09 60 MILLICOM INTERNATIONAL 23,175.00 650.15 1,729,854.91 1,054,558.92 675,295.99
246370 10/19/09 USD 831579 74.671 1.000 1,729,854.91 1,054,558.92 675,295.99
---------------- --------- ---------------- ------------ ---------------- --------------
23,175.00 650.15 1,729,854.91 1,054,558.92 675,295.99
1,729,854.91 1,054,558.92 675,295.99
1 TRANSACTION IN COUNTRY: LUXEMBOURG (2700)
SALE 10/14/09 60 TURKCELL ILETISIM HIZM 306,959.00 782.80 3,229,152.44 2,639,832.93 589,319.51
244494 10/16/09 TRY 831579 10.524 1.444 2,235,790.65 1,598,703.43 637,087.22
---------------- --------- ---------------- ------------ ---------------- --------------
306,959.00 782.80 3,229,152.44 2,639,832.93 589,319.51
2,235,790.65 1,598,703.43 637,087.22
1 TRANSACTION IN COUNTRY: TURKEY (3400)
SALE 10/01/09 60 CHUNGHWA TELECOM LTD A 117,511.00 4,213.95 2,076,024.53 2,372,680.62 -296,656.09
246131 10/06/09 USD 831437 17.703 1.000 2,076,024.53 2,372,680.62 -296,656.09
SALE 10/14/09 60 CHUNGHWA TELECOM LTD A 12,000.00 80.75 214,858.45 242,293.64 -27,435.19
246131 10/19/09 USD 831579 17.912 1.000 214,858.45 242,293.64 -27,435.19
---------------- --------- ---------------- ------------ ---------------- --------------
129,511.00 4,294.70 2,290,882.98 2,614,974.26 -324,091.28
2,290,882.98 2,614,974.26 -324,091.28
2 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
SALE 10/15/09 60 CHINA RAILWAY CONS 611,500.00 1,239.29 6,659,475.76 7,220,714.07 -561,238.31
244203 10/19/09 HKD 831579 10.906 7.750 859,298.28 931,691.16 -72,392.88
SALE 10/28/09 60 HUADIAN POWER INTL COR 484,000.00 452.82 1,132,148.36 1,053,279.63 78,868.73
242611 10/30/09 HKD 831746 2.346 7.750 146,087.43 135,263.88 10,823.55
---------------- --------- ---------------- ------------ ---------------- --------------
1,095,500.00 1,692.11 7,791,624.12 8,273,993.70 -482,369.58
1,005,385.71 1,066,955.04 -61,569.33
2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 123
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/15/09 60 CHINA OVERSEAS LAND I 511,920.00 1,672.42 8,987,258.00 6,497,362.66 2,489,895.34
242798 10/19/09 HKD 831579 17.581 7.750 1,159,661.16 834,774.04 324,887.12
---------------- --------- ---------------- ------------ ---------------- --------------
511,920.00 1,672.42 8,987,258.00 6,497,362.66 2,489,895.34
1,159,661.16 834,774.04 324,887.12
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
SALE 9/29/09 60 SAMSUNG SDI CO LTD KRW 15,272.00 6,993.252,429,067,496.00 1,766,883,443.00 662,184,053.00
248240 10/01/09 KRW 831362 159596. 1185.00 2,049,845.99 1,431,435.30 618,410.69
SALE 10/15/09 60 SAMSUNG FIRE + MARINE 5,009.00 3,346.231,149,838,599.00 1,011,083,331.90 138,755,267.10
239565 10/19/09 KRW 831579 230326. 1155.00 995,531.25 885,308.16 110,223.09
SALE 10/15/09 60 SHINHAN FINANCIAL GROU 25,939.00 3,619.031,243,577,019.00 728,926,718.81 514,650,300.19
244493 10/19/09 KRW 831579 48103.5 1155.00 1,076,690.06 536,882.09 539,807.97
---------------- --------- ---------------- ------------ ---------------- --------------
46,220.00 13,958.514,822,483,114.00 3,506,893,493.71 1315589620.29
4,122,067.30 2,853,625.55 1,268,441.75
3 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 10/15/09 60 BANK DANAMON PT 1,191,333.00 5,685,749,366.00 2,509,613,252.00 3176136114.00
244925 10/20/09 IDR 831579 4772.59 9325.00 609,731.84 219,171.66 390,560.18
---------------- --------- ---------------- ------------ ---------------- --------------
1,191,333.00 5,685,749,366.00 2,509,613,252.00 3176136114.00
609,731.84 219,171.66 390,560.18
1 TRANSACTION IN COUNTRY: INDONESIA (4600)
SALE 9/29/09 60 GOLD FIELDS LTD ZAR 0. 95,694.00 509.07 9,446,366.08 8,226,948.11 1,219,417.97
243218 10/06/09 ZAR 831362 98.754 7.425 1,272,169.32 935,259.10 336,910.22
---------------- --------- ---------------- ------------ ---------------- --------------
95,694.00 509.07 9,446,366.08 8,226,948.11 1,219,417.97
1,272,169.32 935,259.10 336,910.22
1 TRANSACTION IN COUNTRY: SOUTH AFRICA (6200)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 124
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/15/09 60 PTT PCL/FOREIGN 206,062.00 725.93 53,407,235.55 53,616,005.82 -208,770.27
241340 10/20/09 THB 831579 259.298 33.490 1,594,721.87 1,614,948.35 -20,226.48
---------------- --------- ---------------- ------------ ---------------- --------------
206,062.00 725.93 53,407,235.55 53,616,005.82 -208,770.27
1,594,721.87 1,614,948.35 -20,226.48
1 TRANSACTION IN COUNTRY: THAILAND (6550)
SALE 9/29/09 60 BRADESPAR SA - PREF 121,319.00 6,469.32 3,845,656.74 3,609,410.83 236,245.91
243088 10/02/09 BRL 831383 31.794 1.789 2,149,973.02 1,965,349.83 184,623.19
SALE 9/29/09 60 CENTRAIS ELETRICAS BRA 67,024.00 3,045.74 1,810,527.15 1,688,072.44 122,454.71
243401 10/02/09 BRL 831383 27.094 1.789 1,012,202.80 749,860.68 262,342.12
SALE 10/07/09 60 CENTRAIS ELETRICAS BRA 61,002.00 2,885.92 1,686,689.46 1,536,401.81 150,287.65
243401 10/13/09 BRL 831493 27.733 1.756 960,693.43 682,486.89 278,206.54
SALE 10/07/09 60 CIA SANEAMENTO BASICO 46,005.00 2,710.72 1,584,294.89 1,835,539.73 -251,244.84
241708 10/13/09 BRL 831493 34.541 1.756 902,372.21 1,140,318.14 -237,945.93
SALE 10/14/09 60 CENTRAIS ELETRICAS BRA 58,096.00 670.05 1,646,318.15 1,463,211.04 183,107.11
243401 10/19/09 BRL 831579 28.358 1.709 963,435.25 649,974.73 313,460.52
SALE 10/14/09 60 PDG REALTY SA EMPREEND 83,500.00 578.27 1,420,799.75 1,224,984.36 195,815.39
248804 10/19/09 BRL 831579 17.027 1.709 831,460.53 684,234.13 147,226.40
SALE 10/14/09 60 USINAS SIDER MINAS GER 93,989.00 1,972.54 4,846,527.52 6,112,680.05 -1,266,152.53
240307 10/19/09 BRL 831579 51.601 1.709 2,836,216.95 3,625,341.89 -789,124.94
---------------- --------- ---------------- ------------ ---------------- --------------
530,935.00 18,332.56 16,840,813.66 17,470,300.26 -629,486.60
9,656,354.19 9,497,566.29 158,787.90
7 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 9/29/09 60 ENERSIS SA 8,087,293.00 1,612,536,075.00 1,377,558,536.86 234,977,538.14
239768 10/01/09 CLP 831383 199.391 545.800 2,954,444.99 2,684,478.61 269,966.38
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 125
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/30/09 60 ENERSIS SA 1,078,941.00 216,346,700.00 183,782,680.47 32,564,019.53
239768 10/02/09 CLP 831385 200.518 550.000 393,357.64 358,141.35 35,216.29
---------------- --------- ---------------- ------------ ---------------- --------------
9,166,234.00 1,828,882,775.00 1,561,341,217.33 267,541,557.67
3,347,802.63 3,042,619.96 305,182.67
2 TRANSACTIONS IN COUNTRY: CHILE (7000)
SALE 9/29/09 60 GRUPO TELEVISA SAB 4.00 .05 201.39 181.97 19.42
244597 10/02/09 MXN 831383 50.500 13.552 14.86 14.24 .62
---------------- --------- ---------------- ------------ ---------------- --------------
4.00 .05 201.39 181.97 19.42
14.86 14.24 .62
1 TRANSACTION IN COUNTRY: MEXICO (7800)
SALE 10/14/09 60 URALKALI JSC NPV GDR 8,800.00 68.93 196,862.75 166,432.96 30,429.79
247235 10/19/09 USD 831579 22.379 1.000 196,862.75 166,432.96 30,429.79
---------------- --------- ---------------- ------------ ---------------- --------------
8,800.00 68.93 196,862.75 166,432.96 30,429.79
196,862.75 166,432.96 30,429.79
1 TRANSACTION IN COUNTRY: RUSSIA (9800)
SALE 9/29/09 60 ICICI BK LTD USD 10.0 42,183.00 3,110.30 1,532,304.50 1,371,046.48 161,258.02
239576 10/02/09 USD 831383 36.399 1.000 1,532,304.50 1,371,046.48 161,258.02
---------------- --------- ---------------- ------------ ---------------- --------------
42,183.00 3,110.30 1,532,304.50 1,371,046.48 161,258.02
1,532,304.50 1,371,046.48 161,258.02
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
13,354,530.00 45,797.53 12442567811.38 7,679,779,601.11 4762788210.27
30,753,604.67 26,870,650.28 3,882,954.39
25 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
13,354,530.00 45,797.53 12442567811.38 7,679,779,601.11 4762788210.27
30,753,604.67 26,870,650.28 3,882,954.39
25 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
---------------- --------- ---------------- ------------ ---------------- --------------
18,993,314.00 89,859.98 17675710665.69 12912922455.42 4762788210.27
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 126
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
62,580,500.33 58,697,545.94 3,882,954.39
56 TRANSACTIONS WITHIN FUND: PICTET ASSET MANAGEMENT (5149)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 127
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
PUR 10/19/09 60 ISHARES MSCI TAIWAN IN 208,900.00 2,089.00 2,621,214.53 2,621,214.53
242792 10/22/09 USD TID826 12.538 1.000 2,621,214.53 2,621,214.53
---------------- --------- ---------------- ------------ ---------------- --------------
208,900.00 2,089.00 2,621,214.53 2,621,214.53
2,621,214.53 2,621,214.53
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
PUR 10/23/09 60 ISHARES TR MSCI EMERGI 100,300.00 1,003.00 4,148,628.66 4,148,628.66
247590 10/28/09 USD TID829 41.352 1.000 4,148,628.66 4,148,628.66
---------------- --------- ---------------- ------------ ---------------- --------------
100,300.00 1,003.00 4,148,628.66 4,148,628.66
4,148,628.66 4,148,628.66
1 TRANSACTION IN COUNTRY: KOREA (4500)
---------------- --------- ---------------- ------------ ---------------- --------------
309,200.00 3,092.00 6,769,843.19 6,769,843.19
6,769,843.19 6,769,843.19
2 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
PUR 10/02/09 60 CENTRAL EUROPEAN MEDIA 6,700.00 268.00 210,432.26 210,432.26
248137 10/07/09 USD TID817 31.368 1.000 210,432.26 210,432.26
PUR 10/02/09 60 CENTRAL EUROPEAN MEDIA 3,400.00 40.80 107,259.80 107,259.80
248137 10/07/09 USD TID817 31.535 1.000 107,259.80 107,259.80
PUR 10/02/09 60 CENTRAL EUROPEAN MEDIA 1,200.00 24.00 37,554.00 37,554.00
248137 10/07/09 USD TID817 31.275 1.000 37,554.00 37,554.00
PUR 10/15/09 60 CENTRAL EUROPEAN MEDIA 22,900.00 916.00 666,373.97 666,373.97
248137 10/20/09 USD TID824 29.059 1.000 666,373.97 666,373.97
---------------- --------- ---------------- ------------ ---------------- --------------
34,200.00 1,248.80 1,021,620.03 1,021,620.03
1,021,620.03 1,021,620.03
4 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 128
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/07/09 60 X5 RETAIL GROUP N V NP 10,083.00 403.32 246,821.76 246,821.76
248881 10/13/09 USD TID818 24.439 1.000 246,821.76 246,821.76
PUR 10/08/09 60 X5 RETAIL GROUP N V NP 1,259.00 50.36 32,646.12 32,646.12
248881 10/13/09 USD TID819 25.890 1.000 32,646.12 32,646.12
PUR 10/09/09 60 X5 RETAIL GROUP N V NP 14,818.00 592.72 401,641.89 401,641.89
248881 10/14/09 USD TID819 27.065 1.000 401,641.89 401,641.89
PUR 10/12/09 60 X5 RETAIL GROUP N V NP 18,233.00 729.32 496,951.35 496,951.35
248881 10/15/09 USD TID823 27.216 1.000 496,951.35 496,951.35
PUR 10/13/09 60 X5 RETAIL GROUP N V NP 4,437.00 177.48 118,500.73 118,500.73
248881 10/16/09 USD TID823 26.667 1.000 118,500.73 118,500.73
PUR 10/14/09 60 X5 RETAIL GROUP N V NP 17,276.00 691.04 462,437.06 462,437.06
248881 10/19/09 USD TID824 26.728 1.000 462,437.06 462,437.06
PUR 10/15/09 60 X5 RETAIL GROUP N V NP 2,394.00 95.76 62,493.69 62,493.69
248881 10/20/09 USD TID824 26.064 1.000 62,493.69 62,493.69
PUR 10/20/09 60 X5 RETAIL GROUP N V NP 5,754.00 230.16 149,360.61 149,360.61
248881 10/23/09 USD TID827 25.918 1.000 149,360.61 149,360.61
PUR 10/21/09 60 X5 RETAIL GROUP N V NP 19,007.00 760.28 494,942.28 494,942.28
248881 10/26/09 USD TID827 26.000 1.000 494,942.28 494,942.28
---------------- --------- ---------------- ------------ ---------------- --------------
93,261.00 3,730.44 2,465,795.49 2,465,795.49
2,465,795.49 2,465,795.49
9 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
PUR 10/07/09 60 BANK PEKAO SA PLN 1.0 8,671.00 1,603.35 1,323,628.25 1,323,628.25
248411 10/12/09 PLN TID818 152.118 2.879 459,704.88 459,704.88
PUR 10/20/09 60 BANK PEKAO SA PLN 1.0 8,086.00 1,732.64 1,381,574.15 1,381,574.15
248411 10/23/09 PLN TID827 170.264 2.781 496,772.55 496,772.55
---------------- --------- ---------------- ------------ ---------------- --------------
16,757.00 3,335.99 2,705,202.40 2,705,202.40
956,477.43 956,477.43
2 TRANSACTIONS IN COUNTRY: POLAND (2300)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 129
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/29/09 60 HURRIYET GAZETE 161,599.00 350.30 209,567.08 209,567.08
248758 10/01/09 TRY TID815 1.294 1.492 140,469.92 140,469.92
PUR 9/30/09 60 HURRIYET GAZETE 56,051.00 126.00 75,082.59 75,082.59
248758 10/02/09 TRY TID815 1.336 1.486 50,526.64 50,526.64
PUR 10/01/09 60 HURRIYET GAZETE 157,554.00 376.95 226,165.57 226,165.57
248758 10/05/09 TRY TID816 1.432 1.496 151,159.99 151,159.99
PUR 10/02/09 60 HURRIYET GAZETE 595,449.00 1,551.48 928,178.31 928,178.31
248758 10/06/09 TRY TID817 1.555 1.492 622,145.12 622,145.12
PUR 10/05/09 60 HURRIYET GAZETE 117,453.00 304.97 181,424.01 181,424.01
248758 10/07/09 TRY TID817 1.541 1.484 122,294.58 122,294.58
PUR 10/06/09 60 HURRIYET GAZETE 149,418.00 388.90 228,746.67 228,746.67
248758 10/08/09 TRY TID818 1.527 1.467 155,949.46 155,949.46
PUR 10/12/09 60 HURRIYET GAZETE 256,180.00 668.66 390,803.68 390,803.68
248758 10/14/09 TRY TID823 1.522 1.457 268,132.89 268,132.89
PUR 10/13/09 60 HURRIYET GAZETE 94,456.00 241.04 141,053.41 141,053.41
248758 10/15/09 TRY TID823 1.490 1.459 96,658.27 96,658.27
PUR 10/14/09 60 HURRIYET GAZETE 119,767.00 320.17 185,430.57 185,430.57
248758 10/16/09 TRY TID824 1.544 1.444 128,387.85 128,387.85
---------------- --------- ---------------- ------------ ---------------- --------------
1,707,927.00 4,328.47 2,566,451.89 2,566,451.89
1,735,724.72 1,735,724.72
9 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 9/29/09 60 TAIWAN SEMICONDUCT ADS 77,500.00 775.00 836,783.00 836,783.00
242791 10/02/09 USD TID815 10.787 1.000 836,783.00 836,783.00
PUR 10/19/09 60 TAIWAN SEMICONDUCT ADS 56,600.00 566.00 564,703.86 564,703.86
242791 10/22/09 USD TID826 9.967 1.000 564,703.86 564,703.86
---------------- --------- ---------------- ------------ ---------------- --------------
134,100.00 1,341.00 1,401,486.86 1,401,486.86
1,401,486.86 1,401,486.86
2 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 130
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/12/09 60 CHINA SHIPPING DEV - H 316,000.00 1,447.57 3,641,552.80 3,641,552.80
248413 10/14/09 HKD TID823 11.488 7.750 469,889.91 469,889.91
PUR 10/13/09 60 CHINA SHIPPING DEV - H 192,000.00 891.51 2,242,787.39 2,242,787.39
248413 10/15/09 HKD TID823 11.645 7.750 289,399.39 289,399.39
---------------- --------- ---------------- ------------ ---------------- --------------
508,000.00 2,339.08 5,884,340.19 5,884,340.19
759,289.30 759,289.30
2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 10/12/09 60 COSCO PACIFIC LTD HKD 310,000.00 1,424.23 3,583,012.46 3,583,012.46
248138 10/14/09 HKD TID823 11.523 7.750 462,336.12 462,336.12
PUR 10/20/09 60 SINO-OCEAN LAND HOLDIN 1,354,000.00 4,366.23 10,984,447.81 10,984,447.81
249222 10/22/09 HKD TID827 8.088 7.750 1,417,384.68 1,417,384.68
PUR 10/21/09 60 SINO-OCEAN LAND HOLDIN 705,000.00 2,357.01 5,929,691.33 5,929,691.33
249222 10/23/09 HKD TID827 8.385 7.750 765,141.21 765,141.21
PUR 10/27/09 60 SINO-OCEAN LAND HOLDIN 177,500.00 573.91 1,443,807.45 1,443,807.45
249222 10/29/09 HKD TID830 8.109 7.750 186,302.54 186,302.54
PUR 10/28/09 60 SINO-OCEAN LAND HOLDIN 283,500.00 895.26 2,252,269.46 2,252,269.46
249222 10/30/09 HKD TID830 7.920 7.750 290,622.91 290,622.91
---------------- --------- ---------------- ------------ ---------------- --------------
2,830,000.00 9,616.64 24,193,228.51 24,193,228.51
3,121,787.46 3,121,787.46
5 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 9/29/09 60 HANMI PHARM CO LTD KRW 1,389.00 347.73 165,238,269.00 165,238,269.00
248805 10/01/09 KRW TID815 118665. 1185.00 139,441.58 139,441.58
PUR 9/30/09 60 HANMI PHARM CO LTD KRW 2,661.00 678.10 320,294,285.00 320,294,285.00
248805 10/05/09 KRW TID815 120065. 1177.90 271,919.76 271,919.76
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 131
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/01/09 60 HANMI PHARM CO LTD KRW 1,966.00 495.30 233,841,250.00 233,841,250.00
248805 10/06/09 KRW TID816 118646. 1177.35 198,616.60 198,616.60
PUR 10/05/09 60 HANMI PHARM CO LTD KRW 585.00 146.81 69,042,219.00 69,042,219.00
248805 10/07/09 KRW TID817 117726. 1172.75 58,872.07 58,872.07
PUR 10/05/09 60 SHINHAN FINANCIAL GROU 30,570.00 1,421.101,390,492,261.00 1,390,492,261.00
248414 10/07/09 KRW TID817 45431.0 1172.75 1,185,668.10 1,185,668.10
PUR 10/06/09 60 HANMI PHARM CO LTD KRW 1,038.00 264.54 124,093,708.00 124,093,708.00
248805 10/08/09 KRW TID818 119252. 1169.80 106,081.13 106,081.13
PUR 10/07/09 60 HANMI PHARM CO LTD KRW 2,263.00 564.17 264,600,937.00 264,600,937.00
248805 10/09/09 KRW TID818 116633. 1169.60 226,231.99 226,231.99
PUR 10/08/09 60 HANMI PHARM CO LTD KRW 959.00 243.94 114,145,729.00 114,145,729.00
248805 10/12/09 KRW TID819 118728. 1166.90 97,819.63 97,819.63
PUR 10/09/09 60 HANMI PHARM CO LTD KRW 1,775.00 454.33 212,049,102.00 212,049,102.00
248805 10/13/09 KRW TID819 119166. 1163.90 182,188.42 182,188.42
PUR 10/12/09 60 HANMI PHARM CO LTD KRW 2,320.00 609.17 285,562,569.00 285,562,569.00
248805 10/14/09 KRW TID823 122780. 1169.00 244,279.36 244,279.36
PUR 10/13/09 60 HANMI PHARM CO LTD KRW 1,722.00 446.00 208,919,616.00 208,919,616.00
248805 10/15/09 KRW TID823 121021. 1168.15 178,846.57 178,846.57
PUR 10/15/09 60 DOOSAN INFRACORE CO LT 23,250.00 962.27 445,678,085.00 445,678,085.00
248682 10/19/09 KRW TID824 19121.1 1155.00 385,868.47 385,868.47
PUR 10/15/09 60 KOREAN AIR LINES CO LT 9,560.00 1,074.89 497,842,399.00 497,842,399.00
247971 10/19/09 KRW TID824 51945.7 1155.00 431,032.38 431,032.38
PUR 10/16/09 60 POSCO ADR 12,100.00 484.00 1,418,818.17 1,418,818.17
248968 10/21/09 USD TID825 117.218 1.000 1,418,818.17 1,418,818.17
PUR 10/19/09 60 POSCO ADR 8,900.00 356.00 1,013,951.19 1,013,951.19
248968 10/22/09 USD TID826 113.887 1.000 1,013,951.19 1,013,951.19
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 132
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/20/09 60 POSCO ADR 8,500.00 340.00 993,077.95 993,077.95
248968 10/23/09 USD TID827 116.793 1.000 993,077.95 993,077.95
PUR 10/27/09 60 HANMI PHARM CO LTD KRW 3,015.00 762.46 361,825,612.00 361,825,612.00
248805 10/29/09 KRW TID830 119709. 1183.40 305,750.90 305,750.90
PUR 10/28/09 60 HANMI PHARM CO LTD KRW 783.00 192.69 92,344,108.00 92,344,108.00
248805 10/30/09 KRW TID830 117642. 1195.10 77,268.94 77,268.94
---------------- --------- ---------------- ------------ ---------------- --------------
113,356.00 9,843.504,789,395,996.31 4,789,395,996.31
7,515,733.21 7,515,733.21
18 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 10/12/09 60 INDO TAMBANGRAYA MEGAH 86,000.00 2,034,881,658.00 2,034,881,658.00
248967 10/15/09 IDR TID823 23661.4 9470.00 214,876.63 214,876.63
PUR 10/13/09 60 INDO TAMBANGRAYA MEGAH 86,000.00 742.462,051,475,683.00 2,051,475,683.00
248967 10/16/09 IDR TID823 23772.8 9445.00 217,202.30 217,202.30
PUR 10/13/09 60 INDO TAMBANGRAYA MEGAH 16,500.00 146.46 393,258,319.00 393,258,319.00
248967 10/16/09 IDR TID823 23750.0 9444.99 41,636.67 41,636.67
PUR 10/14/09 60 INDO TAMBANGRAYA MEGAH 49,500.00 1,192,374,160.00 1,192,374,160.00
248967 10/19/09 IDR TID824 24088.3 9365.00 127,322.39 127,322.39
PUR 10/15/09 60 INDO TAMBANGRAYA MEGAH 176,500.00 4,318,681,584.00 4,318,681,584.00
248967 10/20/09 IDR TID824 24468.4 9325.00 463,129.39 463,129.39
PUR 10/16/09 60 INDO TAMBANGRAYA MEGAH 131,000.00 3,191,805,191.00 3,191,805,191.00
248967 10/21/09 IDR TID825 24364.9 9390.00 339,915.36 339,915.36
PUR 10/20/09 60 INDO TAMBANGRAYA MEGAH 78,000.00 692.361,901,902,693.00 1,901,902,693.00
248967 10/23/09 IDR TID827 24300.0 9390.00 202,545.55 202,545.55
PUR 10/21/09 60 INDO TAMBANGRAYA MEGAH 38,500.00 330.39 910,009,703.00 910,009,703.00
248967 10/26/09 IDR TID827 23555.8 9415.00 96,655.31 96,655.31
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 133
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/22/09 60 INDO TAMBANGRAYA MEGAH 68,000.00 587.641,630,590,452.00 1,630,590,452.00
248967 10/27/09 IDR TID828 23897.3 9485.00 171,912.54 171,912.54
---------------- --------- ---------------- ------------ ---------------- --------------
730,000.00 2,499.31 17624979443.00 17624979443.00
1,875,196.14 1,875,196.14
9 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 9/30/09 60 NASPERS LTD ZAR 0.02 27,261.00 4,155.70 7,024,591.62 7,024,591.62
247875 10/07/09 ZAR TID815 256.525 7.573 927,644.98 927,644.98
PUR 10/07/09 60 ANGLOGOLD LTD NPV ADR 36,600.00 1,464.00 1,631,316.90 1,631,316.90
248878 10/13/09 USD TID818 44.532 1.000 1,631,316.90 1,631,316.90
---------------- --------- ---------------- ------------ ---------------- --------------
63,861.00 5,619.70 8,655,908.52 8,655,908.52
2,558,961.88 2,558,961.88
2 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 9/28/09 60 KASIKORNBANK PCL-FOREI 26,700.00 208.53 2,262,175.09 2,262,175.09
248680 10/01/09 THB TID814 84.463 33.580 67,366.74 67,366.74
PUR 9/30/09 60 KASIKORNBANK PCL-FOREI 33,000.00 273.55 2,949,866.59 2,949,866.59
248680 10/05/09 THB TID815 89.113 33.380 88,372.28 88,372.28
PUR 10/01/09 60 KASIKORNBANK PCL-FOREI 39,000.00 340.47 3,600,573.44 3,600,573.44
248680 10/06/09 THB TID816 92.030 33.470 107,576.14 107,576.14
PUR 10/02/09 60 KASIKORNBANK PCL-FOREI 23,600.00 206.86 2,188,920.11 2,188,920.11
248680 10/07/09 THB TID817 92.457 33.490 65,360.41 65,360.41
PUR 10/05/09 60 KASIKORNBANK PCL-FOREI 24,500.00 214.08 2,260,551.83 2,260,551.83
248680 10/08/09 THB TID817 91.975 33.420 67,640.69 67,640.69
PUR 10/06/09 60 KASIKORNBANK PCL-FOREI 19,200.00 173.29 1,824,898.92 1,824,898.92
248680 10/09/09 THB TID818 94.746 33.330 54,752.44 54,752.44
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 134
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/07/09 60 KASIKORNBANK PCL-FOREI 12,900.00 117.65 1,267,597.39 1,267,597.39
248680 10/12/09 THB TID818 97.959 33.350 38,008.92 38,008.92
PUR 10/08/09 60 KASIKORNBANK PCL-FOREI 37,500.00 341.11 3,590,107.51 3,590,107.51
248680 10/13/09 THB TID819 95.433 33.310 107,778.67 107,778.67
PUR 10/09/09 60 KASIKORNBANK PCL-FOREI 116,700.00 1,065.71 11,209,502.53 11,209,502.53
248680 10/14/09 THB TID819 95.750 33.290 336,722.82 336,722.82
PUR 10/12/09 60 KASIKORNBANK PCL-FOREI 116,800.00 1,057.83 11,129,976.07 11,129,976.07
248680 10/15/09 THB TID823 94.989 33.300 334,233.52 334,233.52
PUR 10/13/09 60 KASIKORNBANK PCL-FOREI 124,100.00 1,119.13 11,760,800.44 11,760,800.44
248680 10/16/09 THB TID823 94.469 33.260 353,601.94 353,601.94
PUR 10/14/09 60 KASIKORNBANK PCL-FOREI 41,000.00 351.21 3,705,273.51 3,705,273.51
248680 10/19/09 THB TID824 90.087 33.390 110,969.56 110,969.56
PUR 10/15/09 60 KASIKORNBANK PCL-FOREI 200,800.00 1,643.70 17,783,719.69 17,783,719.69
248680 10/20/09 THB TID824 88.290 33.490 531,015.82 531,015.82
---------------- --------- ---------------- ------------ ---------------- --------------
815,800.00 7,113.12 75,533,963.12 75,533,963.12
2,263,399.95 2,263,399.95
13 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 10/02/09 60 PDG REALTY SA EMPREEND 35,400.00 495,600.00 495,600.00
247093 10/07/09 BRL TID111 14.000 1.785 277,709.29 277,709.29
PUR 10/06/09 60 BM&FBOVESPA SA 139,800.00 2,711.66 1,900,501.83 1,900,501.83
242812 10/09/09 BRL TID818 13.561 1.744 1,089,549.87 1,089,549.87
PUR 10/07/09 60 BANCO SANT ADR 141,500.00 1,896,566.95 1,896,566.95
248880 10/13/09 USD TID111 13.403 1.000 1,896,566.95 1,896,566.95
PUR 10/07/09 60 LOJAS RENNER SA NPV 22,300.00 1,079.47 761,506.82 761,506.82
247972 10/13/09 BRL TID819 34.063 1.756 433,734.02 433,734.02
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 135
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/08/09 60 BANCO SANT ADR 24,100.00 241.00 317,854.90 317,854.90
248880 10/14/09 USD TID819 13.179 1.000 317,854.90 317,854.90
PUR 10/20/09 60 VALE SA SP ADR 67,600.00 676.00 1,800,864.00 1,800,864.00
247279 10/23/09 USD TID827 26.630 1.000 1,800,864.00 1,800,864.00
---------------- --------- ---------------- ------------ ---------------- --------------
430,700.00 4,708.13 7,172,894.50 7,172,894.50
5,816,279.03 5,816,279.03
6 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 10/14/09 60 NETEASE COM INC USD 0. 6,300.00 63.00 255,582.81 255,582.81
247872 10/19/09 USD TID824 40.559 1.000 255,582.81 255,582.81
---------------- --------- ---------------- ------------ ---------------- --------------
6,300.00 63.00 255,582.81 255,582.81
255,582.81 255,582.81
1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 10/12/09 60 CEMEX SAB SPON ADR REP 46,100.00 461.00 615,946.71 615,946.71
248965 10/15/09 USD TID823 13.351 1.000 615,946.71 615,946.71
---------------- --------- ---------------- ------------ ---------------- --------------
46,100.00 461.00 615,946.71 615,946.71
615,946.71 615,946.71
1 TRANSACTION IN COUNTRY: MEXICO (7800)
PUR 10/20/09 60 URALKALI JSC NPV GDR 29,316.00 1,172.64 692,537.73 692,537.73
249223 10/23/09 USD TID827 23.583 1.000 692,537.73 692,537.73
PUR 10/21/09 60 URALKALI JSC NPV GDR 19,337.00 773.48 465,066.45 465,066.45
249223 10/26/09 USD TID827 24.011 1.000 465,066.45 465,066.45
PUR 10/22/09 60 URALKALI JSC NPV GDR 11,795.00 471.80 291,900.30 291,900.30
249223 10/27/09 USD TID828 24.708 1.000 291,900.30 291,900.30
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 136
TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/23/09 60 URALKALI JSC NPV GDR 13,322.00 532.88 345,788.50 345,788.50
249223 10/28/09 USD TID829 25.916 1.000 345,788.50 345,788.50
PUR 10/26/09 60 URALKALI JSC NPV GDR 3,178.00 127.12 83,977.38 83,977.38
249223 10/29/09 USD TID829 26.385 1.000 83,977.38 83,977.38
PUR 10/27/09 60 URALKALI JSC NPV GDR 39,580.00 1,583.20 998,773.59 998,773.59
249223 10/30/09 USD TID830 25.194 1.000 998,773.59 998,773.59
---------------- --------- ---------------- ------------ ---------------- --------------
116,528.00 4,661.12 2,878,043.95 2,878,043.95
2,878,043.95 2,878,043.95
6 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
7,646,890.00 60,909.30 22549725904.29 22549725904.29
35,241,324.97 35,241,324.97
89 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
7,956,090.00 64,001.30 22556495747.48 22556495747.48
42,011,168.16 42,011,168.16
91 "PUR " TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 137
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
SALE 10/20/09 60 ISHARES BSE SENSEX IND 808,000.00 3,639.01 13,465,398.38 11,194,958.90 2,270,439.48
239277 10/22/09 HKD TID827 16.700 7.750 1,737,515.60 1,439,021.37 298,494.23
---------------- --------- ---------------- ------------ ---------------- --------------
808,000.00 3,639.01 13,465,398.38 11,194,958.90 2,270,439.48
1,737,515.60 1,439,021.37 298,494.23
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
808,000.00 3,639.01 13,465,398.38 11,194,958.90 2,270,439.48
1,737,515.60 1,439,021.37 298,494.23
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
SALE 10/14/09 60 NEW BRITAIN PALM OIL L 11,373.00 82.17 42,028.60 54,416.11 -12,387.51
239756 10/19/09 UKP TID824 3.700 .627 67,056.61 107,115.64 -40,059.03
SALE 10/21/09 60 NEW BRITAIN PALM OIL L 15,082.00 64.85 54,256.19 72,162.47 -17,906.28
239756 10/26/09 UKP TID827 3.600 .602 90,190.08 142,048.54 -51,858.46
SALE 10/21/09 60 NEW BRITAIN PALM OIL L 7,049.00 52.28 25,344.95 33,727.18 -8,382.23
239756 10/26/09 UKP TID827 3.600 .602 42,130.92 66,390.42 -24,259.50
SALE 10/27/09 60 NEW BRITAIN PALM OIL L 23,464.00 167.25 84,368.04 112,267.62 -27,899.58
239756 10/30/09 UKP TID830 3.600 .612 137,848.84 220,993.70 -83,144.86
---------------- --------- ---------------- ------------ ---------------- --------------
56,968.00 366.55 205,997.78 272,573.38 -66,575.60
337,226.45 536,548.30 -199,321.85
4 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
SALE 10/22/09 60 SIMCERE PHARMACEUTICAL 34,500.00 1,732.28 281,167.72 399,267.76 -118,100.04
239470 10/27/09 USD TID828 8.200 1.000 281,167.72 399,267.76 -118,100.04
---------------- --------- ---------------- ------------ ---------------- --------------
34,500.00 1,732.28 281,167.72 399,267.76 -118,100.04
281,167.72 399,267.76 -118,100.04
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 138
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/06/09 60 GOLDEN MEDITECH CO LTD 112,000.00 23.51 135,617.83 316,258.45 -180,640.62
239273 10/08/09 HKD TID818 1.213 7.750 17,499.07 40,555.53 -23,056.46
SALE 10/07/09 60 GOLDEN MEDITECH CO LTD 272,000.00 60.15 347,041.04 768,056.23 -421,015.19
239273 10/09/09 HKD TID818 1.278 7.750 44,780.64 98,492.00 -53,711.36
SALE 10/09/09 60 GOLDEN MEDITECH CO LTD 168,000.00 36.46 210,087.08 474,387.67 -264,300.59
239273 10/13/09 HKD TID819 1.252 7.750 27,108.71 60,833.29 -33,724.58
SALE 10/15/09 60 CHINA MOBILE HONG KONG 31,900.00 360.46 1,612,631.14 1,844,824.59 -232,193.45
239458 10/20/09 USD TID824 50.564 1.000 1,612,631.14 1,844,824.59 -232,193.45
SALE 10/15/09 60 GOLDEN MEDITECH CO LTD 164,000.00 38.55 214,508.43 463,092.73 -248,584.30
239273 10/19/09 HKD TID824 1.310 7.750 27,678.86 59,384.88 -31,706.02
SALE 10/16/09 60 GOLDEN MEDITECH CO LTD 144,000.00 34.79 193,597.60 406,618.00 -213,020.40
239273 10/20/09 HKD TID825 1.346 7.750 24,980.01 52,142.82 -27,162.81
SALE 10/19/09 60 GOLDEN MEDITECH CO LTD 256,000.00 62.94 350,206.63 722,876.45 -372,669.82
239273 10/21/09 HKD TID826 1.370 7.750 45,186.79 92,698.35 -47,511.56
SALE 10/20/09 60 GOLDEN MEDITECH CO LTD 3,928,000.00 2,192.74 5,482,206.67 11,091,635.57 -5,609,428.90
239273 10/22/09 HKD TID827 1.400 7.750 707,399.76 1,422,340.36 -714,940.60
SALE 10/20/09 60 GOLDEN MEDITECH CO LTD 140,000.00 35.33 196,678.18 395,323.06 -198,644.88
239273 10/22/09 HKD TID827 1.407 7.750 25,378.48 50,694.41 -25,315.93
SALE 10/20/09 60 SHANGRI-LA ASIA LTD 258,000.00 1,594.30 3,985,973.69 4,797,174.18 -811,200.49
239298 10/22/09 HKD TID827 15.497 7.750 514,332.46 615,561.36 -101,228.90
SALE 10/20/09 60 SHANGRI-LA ASIA LTD 206,000.00 1,271.06 3,177,999.55 3,830,301.86 -652,302.31
239298 10/22/09 HKD TID827 15.475 7.750 410,075.04 491,494.73 -81,419.69
SALE 10/20/09 60 SHANGRI-LA ASIA LTD 310,000.00 1,289.52 4,771,229.47 5,764,046.49 -992,817.02
239298 10/22/09 HKD TID827 15.423 7.750 615,658.40 739,627.99 -123,969.59
SALE 10/21/09 60 GOLDEN MEDITECH CO LTD 324,000.00 183.56 458,657.44 914,890.51 -456,233.07
239273 10/23/09 HKD TID827 1.420 7.750 59,183.13 117,321.35 -58,138.22
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 139
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/21/09 60 SHANGRI-LA ASIA LTD 102,000.00 629.16 1,573,064.16 1,896,557.23 -323,493.07
239298 10/23/09 HKD TID827 15.470 7.750 202,981.26 243,361.47 -40,380.21
SALE 10/21/09 60 SHANGRI-LA ASIA LTD 182,000.00 759.61 2,810,435.81 3,384,053.10 -573,617.29
239298 10/23/09 HKD TID827 15.474 7.750 362,646.24 434,233.21 -71,586.97
SALE 10/22/09 60 GOLDEN MEDITECH CO LTD 340,000.00 189.79 474,529.16 960,070.29 -485,541.13
239273 10/27/09 HKD TID828 1.400 7.750 61,231.15 123,115.00 -61,883.85
SALE 10/23/09 60 GOLDEN MEDITECH CO LTD 508,000.00 279.64 698,872.83 1,434,457.96 -735,585.13
239273 10/28/09 HKD TID828 1.380 7.750 90,179.47 183,948.29 -93,768.82
---------------- --------- ---------------- ------------ ---------------- --------------
7,445,900.00 9,041.57 26,693,336.71 39,464,624.37 -12,771,287.66
4,848,930.61 6,670,629.63 -1,821,699.02
17 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 9/29/09 60 SHINSEGAE CO LTD KRW 5 1,318.00 2,107.06 742,835,545.00 593,344,700.05 149,490,844.95
244133 10/01/09 KRW TID815 565502. 1185.00 626,865.44 439,385.69 187,479.75
SALE 10/05/09 60 SAMSUNG SECS CO KSWN50 11,526.00 3,551.21 753,050,620.00 779,600,475.19 -26,549,855.19
243868 10/07/09 KRW TID817 65696.2 1172.75 642,123.74 587,200.64 54,923.10
SALE 10/06/09 60 SAMSUNG SECS CO KSWN50 5,627.00 1,716.79 363,138,275.00 380,601,411.93 -17,463,136.93
243868 10/08/09 KRW TID818 64891.8 1169.80 310,427.66 286,671.70 23,755.96
SALE 10/07/09 60 SAMSUNG SECS CO KSWN50 6,590.00 2,015.26 426,196,895.00 445,737,214.26 -19,540,319.26
243868 10/09/09 KRW TID818 65030.9 1169.60 364,395.43 335,732.45 28,662.98
SALE 10/07/09 60 SHINSEGAE CO LTD KRW 5 1,282.00 3,365.84 711,827,108.00 577,138,016.29 134,689,091.71
244133 10/09/09 KRW TID818 558318. 1169.60 608,607.31 427,384.26 181,223.05
SALE 10/08/09 60 SAMSUNG SECS CO KSWN50 7,504.00 2,271.34 479,246,224.00 507,558,733.80 -28,312,509.80
243868 10/12/09 KRW TID819 64218.6 1166.90 410,700.34 382,296.86 28,403.48
SALE 10/08/09 60 SHINSEGAE CO LTD KRW 5 362.00 951.57 200,778,639.00 162,967,208.97 37,811,430.03
244133 10/12/09 KRW TID111 557704. 1166.90 172,061.56 120,681.05 51,380.51
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 140
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/09/09 60 SAMSUNG SECS CO KSWN50 6,516.00 2,017.70 424,632,667.00 440,731,970.88 -16,099,303.88
243868 10/13/09 KRW TID819 65528.0 1163.90 364,836.04 331,962.46 32,873.58
SALE 10/12/09 60 SAMSUNG ELECTRONICS CO 2,652.00 5,599.781,977,131,887.00 1,430,640,263.64 546,491,623.36
244807 10/14/09 KRW TID823 747993. 1169.00 1,691,301.87 1,047,507.89 643,793.98
SALE 10/15/09 60 SHINSEGAE CO LTD KRW 5 2,249.00 5,745.331,199,883,612.00 1,012,467,549.62 187,416,062.38
244133 10/19/09 KRW TID825 536469. 1155.00 1,038,860.27 749,756.00 289,104.27
SALE 10/16/09 60 SHINSEGAE CO LTD KRW 5 1,468.00 3,725.76 783,496,184.00 660,872,549.07 122,623,634.93
244133 10/20/09 KRW TID825 536668. 1163.00 673,685.45 489,391.65 184,293.80
SALE 10/27/09 60 SAMSUNG ELECTRONICS CO 3,881.00 13,409.202,869,304,779.00 2,093,633,055.51 775,671,723.49
244807 10/29/09 KRW TID830 743409. 1183.40 2,424,628.00 1,532,948.01 891,679.99
---------------- --------- ---------------- ------------ ---------------- --------------
50,975.00 46,476.84 10931522435.00 9,085,293,149.21 1846229285.79
9,328,493.11 6,730,918.66 2,597,574.45
12 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 10/09/09 60 BUMI RESOURCES TBK PT 7,766,000.00 21985826193.00 22691411403.00 -705585210.00
248136 10/14/09 IDR TID819 2831.03 9450.00 2,326,542.45 2,288,171.65 38,370.80
SALE 10/14/09 60 ASTRA AGRO LESTARI TBK 971,000.00 21569936678.00 10879810344.82 10690126333.18
244131 10/19/09 IDR TID824 22214.1 9365.00 2,303,250.05 990,985.27 1,312,264.78
SALE 10/14/09 60 ASTRA AGRO LESTARI TBK 249,500.00 5,563,035,632.00 2,795,584,635.46 2767450996.54
244131 10/19/09 IDR TID824 22296.7 9365.00 594,024.09 254,635.25 339,388.84
---------------- --------- ---------------- ------------ ---------------- --------------
8,986,500.00 49118798503.00 36366806383.28 12751992119.72
5,223,816.59 3,533,792.17 1,690,024.42
3 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 9/29/09 60 ANGLO PLATINUM LTD ZAR 10,243.00 1,856.88 6,880,237.49 6,332,059.52 548,177.97
247482 10/06/09 ZAR TID815 673.047 7.425 926,581.39 789,442.80 137,138.59
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 141
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/20/09 60 ADCOCK INGRAM HOLDINGS 12,330.00 164.39 602,462.06 448,713.95 153,748.11
242793 10/27/09 ZAR TID827 48.959 7.344 82,032.36 57,798.08 24,234.28
SALE 10/21/09 60 ADCOCK INGRAM HOLDINGS 4,356.00 57.59 211,844.21 158,523.76 53,320.45
242793 10/28/09 ZAR TID827 48.730 7.371 28,738.28 20,419.17 8,319.11
SALE 10/22/09 60 ADCOCK INGRAM HOLDINGS 50,170.00 657.17 2,443,459.49 1,825,789.05 617,670.44
242793 10/29/09 ZAR TID828 48.801 7.451 327,928.32 235,176.77 92,751.55
SALE 10/22/09 60 ASPEN PHARMACARE HOLDI 39,367.00 661.54 2,459,689.04 1,443,546.81 1,016,142.23
239337 10/29/09 ZAR TID828 62.606 7.451 330,106.43 191,315.85 138,790.58
SALE 10/22/09 60 TRUWORTHS INTERNAT ZAR 33,482.00 405.70 1,506,934.90 935,384.40 571,550.50
239351 10/29/09 ZAR TID828 45.098 7.451 202,240.57 123,822.52 78,418.05
SALE 10/22/09 60 TRUWORTHS INTERNAT ZAR 49,899.00 211.30 2,247,622.99 1,394,025.03 853,597.96
239351 10/29/09 ZAR TID828 45.075 7.451 301,645.77 184,535.57 117,110.20
SALE 10/23/09 60 ADCOCK INGRAM HOLDINGS 18,930.00 248.18 923,825.65 688,901.47 234,924.18
242793 10/30/09 ZAR TID829 48.900 7.460 123,843.86 88,736.22 35,107.64
SALE 10/23/09 60 ADCOCK INGRAM HOLDINGS 103,455.00 1,357.62 5,053,508.74 3,764,939.33 1,288,569.41
242793 10/30/09 ZAR TID829 48.945 7.460 677,450.36 484,955.41 192,494.95
SALE 10/23/09 60 TRUWORTHS INTERNAT ZAR 44,487.00 539.13 2,004,833.24 1,242,830.35 762,002.89
239351 10/30/09 ZAR TID829 45.156 7.460 268,758.81 164,521.01 104,237.80
SALE 10/23/09 60 TRUWORTHS INTERNAT ZAR 40,235.00 170.66 1,817,348.96 1,124,042.51 693,306.45
239351 10/30/09 ZAR TID829 45.200 7.460 243,625.52 148,796.34 94,829.18
SALE 10/23/09 60 TRUWORTHS INTERNAT ZAR 178,155.00 2,061.07 7,672,013.47 4,977,104.35 2,694,909.12
239351 10/30/09 ZAR TID829 43.150 7.460 1,028,475.18 658,849.55 369,625.63
---------------- --------- ---------------- ------------ ---------------- --------------
585,109.00 8,391.23 33,823,780.24 24,335,860.53 9,487,919.71
4,541,426.85 3,148,369.29 1,393,057.56
12 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 142
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/28/09 60 BANGKOK BANK PCL-FOREI 38,500.00 421.99 4,549,523.48 4,280,756.75 268,766.73
240198 10/01/09 THB TID814 118.538 33.580 135,483.13 129,149.98 6,333.15
SALE 9/29/09 60 BANGKOK BANK PCL-FOREI 52,800.00 589.62 6,360,646.28 5,870,752.11 489,894.17
240198 10/02/09 THB TID815 120.842 33.600 189,304.95 177,119.97 12,184.98
SALE 9/30/09 60 BANGKOK BANK PCL-FOREI 12,800.00 145.56 1,559,929.81 1,423,212.63 136,717.18
240198 10/05/09 THB TID815 122.249 33.380 46,732.47 42,938.18 3,794.29
SALE 10/01/09 60 BANGKOK BANK PCL-FOREI 102,200.00 1,213.21 12,748,752.88 11,363,463.36 1,385,289.52
240198 10/06/09 THB TID816 125.141 33.470 380,900.89 342,834.49 38,066.40
SALE 10/02/09 60 BANGKOK BANK PCL-FOREI 54,000.00 650.98 6,844,741.53 6,004,178.29 840,563.24
240198 10/07/09 THB TID817 127.158 33.490 204,381.65 181,145.43 23,236.22
SALE 10/05/09 60 BANGKOK BANK PCL-FOREI 6,800.00 81.76 857,883.02 756,081.71 101,801.31
240198 10/08/09 THB TID817 126.561 33.420 25,669.75 22,810.91 2,858.84
SALE 10/05/09 60 BANGKOK BANK PCL-FOREI 12,000.00 144.34 1,514,544.01 1,334,261.84 180,282.17
240198 10/08/09 THB TID817 126.614 33.420 45,318.49 40,254.54 5,063.95
SALE 10/06/09 60 BANGKOK BANK PCL-FOREI 17,200.00 212.50 2,223,695.36 1,912,441.97 311,253.39
240198 10/09/09 THB TID818 129.696 33.330 66,717.53 57,698.17 9,019.36
SALE 10/07/09 60 BANGKOK BANK PCL-FOREI 24,800.00 305.04 3,266,224.23 2,757,474.48 508,749.75
240198 10/12/09 THB TID818 132.113 33.350 97,937.76 83,192.72 14,745.04
SALE 10/07/09 60 BANGKOK BANK PCL-FOREI 15,200.00 191.01 2,000,029.68 1,690,065.00 309,964.68
240198 10/12/09 THB TID818 132.000 33.350 59,970.90 50,989.08 8,981.82
SALE 10/08/09 60 BANGKOK BANK PCL-FOREI 20,300.00 256.24 2,679,738.92 2,257,126.28 422,612.64
240198 10/13/09 THB TID819 132.427 33.310 80,448.48 68,097.26 12,351.22
SALE 10/09/09 60 BANGKOK BANK PCL-FOREI 42,800.00 546.00 5,706,644.70 4,758,867.24 947,777.46
240198 10/14/09 THB TID819 133.758 33.290 171,422.19 143,574.52 27,847.67
SALE 10/12/09 60 BANGKOK BANK PCL-FOREI 16,600.00 212.35 2,220,044.66 1,845,728.88 374,315.78
240198 10/15/09 THB TID823 134.164 33.300 66,668.01 55,685.45 10,982.56
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 143
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/13/09 60 BANGKOK BANK PCL-FOREI 10,000.00 128.39 1,340,729.62 1,111,884.87 228,844.75
240198 10/16/09 THB TID823 134.500 33.260 40,310.57 33,545.45 6,765.12
SALE 10/13/09 60 BANGKOK BANK PCL-FOREI 19,600.00 245.99 2,626,793.41 2,179,294.34 447,499.07
240198 10/16/09 THB TID823 134.438 33.260 78,977.55 65,749.08 13,228.47
SALE 10/14/09 60 BANGKOK BANK PCL-FOREI 45,400.00 558.53 5,855,157.26 5,047,957.31 807,199.95
240198 10/19/09 THB TID824 129.379 33.390 175,356.61 152,296.34 23,060.27
SALE 10/15/09 60 BANGKOK BANK PCL-FOREI 179,200.00 2,034.54 21,392,299.59 19,924,976.85 1,467,322.74
240198 10/20/09 THB TID824 119.757 33.490 638,766.78 601,134.46 37,632.32
SALE 10/15/09 60 BANGKOK BANK PCL-FOREI 15,400.00 176.13 1,851,957.31 1,712,302.70 139,654.61
240198 10/20/09 THB TID824 120.640 33.490 55,298.81 51,659.99 3,638.82
SALE 10/16/09 60 BANGKOK BANK PCL-FOREI 42,400.00 484.70 5,196,064.92 4,714,391.84 481,673.08
240198 10/21/09 THB TID825 122.930 33.390 155,617.40 142,232.71 13,384.69
SALE 10/19/09 60 BANGKOK BANK PCL-FOREI 26,300.00 298.40 3,196,044.30 2,924,257.21 271,787.09
240198 10/22/09 THB TID826 121.901 33.360 95,804.69 88,224.53 7,580.16
---------------- --------- ---------------- ------------ ---------------- --------------
754,300.00 8,897.28 93,991,444.97 83,869,475.66 10,121,969.31
2,811,088.61 2,530,333.26 280,755.35
20 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 9/29/09 60 AMIL PARTICIPACOES SA 4,700.00 52.81 43,825.51 60,150.25 -16,324.74
239255 10/02/09 BRL TID815 9.345 1.789 24,501.32 34,801.97 -10,300.65
SALE 9/30/09 60 AMIL PARTICIPACOES SA 160,200.00 2,109.35 1,502,122.83 2,050,227.81 -548,104.98
239255 10/05/09 BRL TID815 9.400 1.781 843,320.70 1,186,228.97 -342,908.27
SALE 10/02/09 60 BRASIL DISTR PAO ACU-S 10,400.00 118.95 581,349.21 366,559.80 214,789.41
241166 10/07/09 USD TID817 55.910 1.000 581,349.21 366,559.80 214,789.41
SALE 10/07/09 60 BRASIL DISTR PAO ACU-S 4,300.00 49.53 253,739.05 151,558.38 102,180.67
241166 10/13/09 USD TID819 59.021 1.000 253,739.05 151,558.38 102,180.67
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 144
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/08/09 60 BRASIL DISTR PAO ACU-S 18,800.00 781.12 1,132,168.92 662,627.32 469,541.60
241166 10/14/09 USD TID819 60.263 1.000 1,132,168.92 662,627.32 469,541.60
SALE 10/08/09 60 ITAU UNIBANCO HLD-PREF 35,500.00 373.56 721,543.79 531,084.70 190,459.09
246136 10/14/09 USD TID819 20.336 1.000 721,543.79 531,084.70 190,459.09
---------------- --------- ---------------- ------------ ---------------- --------------
233,900.00 3,485.32 4,234,749.31 3,822,208.26 412,541.05
3,556,622.99 2,932,861.14 623,761.85
6 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 10/20/09 60 AMERICA MOVIL ADR SERI 19,970.00 224.29 956,196.92 1,043,356.93 -87,160.01
239457 10/23/09 USD TID827 47.893 1.000 956,196.92 1,043,356.93 -87,160.01
SALE 10/22/09 60 AMERICA MOVIL ADR SERI 17,500.00 196.56 838,546.94 914,308.78 -75,761.84
239457 10/27/09 USD TID828 47.928 1.000 838,546.94 914,308.78 -75,761.84
---------------- --------- ---------------- ------------ ---------------- --------------
37,470.00 420.85 1,794,743.86 1,957,665.71 -162,921.85
1,794,743.86 1,957,665.71 -162,921.85
2 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 10/20/09 60 COMPANIA DE MINAS BUEN 34,470.00 377.25 1,266,050.55 976,786.95 289,263.60
241165 10/23/09 USD TID827 36.740 1.000 1,266,050.55 976,786.95 289,263.60
---------------- --------- ---------------- ------------ ---------------- --------------
34,470.00 377.25 1,266,050.55 976,786.95 289,263.60
1,266,050.55 976,786.95 289,263.60
1 TRANSACTION IN COUNTRY: PERU (8000)
SALE 9/28/09 60 TENAGA NASIONAL BHD MY 59,000.00 446.04 481,068.66 490,676.83 -9,608.17
247876 10/01/09 MYR TID814 8.180 3.478 138,317.61 138,833.75 -516.14
SALE 9/28/09 60 TENAGA NASIONAL BHD MY 36,300.00 296.56 295,902.57 301,891.00 -5,988.43
247876 10/01/09 MYR TID814 8.180 3.478 85,078.37 85,418.06 -339.69
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 145
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/29/09 60 TENAGA NASIONAL BHD MY 30,500.00 258.40 249,199.72 253,654.97 -4,455.25
247876 10/02/09 MYR TID815 8.200 3.484 71,526.90 71,769.99 -243.09
SALE 9/29/09 60 TENAGA NASIONAL BHD MY 104,600.00 746.73 855,118.38 869,911.80 -14,793.42
247876 10/02/09 MYR TID815 8.200 3.484 245,441.56 246,135.77 -694.21
SALE 9/30/09 60 TENAGA NASIONAL BHD MY 129,800.00 919.40 1,061,179.79 1,079,489.03 -18,309.24
247876 10/05/09 MYR TID815 8.200 3.459 306,788.03 305,434.26 1,353.77
SALE 10/01/09 60 TENAGA NASIONAL BHD MY 139,700.00 849.04 1,144,610.61 1,161,822.93 -17,212.32
247876 10/06/09 MYR TID816 8.214 3.464 330,430.31 328,730.09 1,700.22
---------------- --------- ---------------- ------------ ---------------- --------------
499,900.00 3,516.17 4,087,079.73 4,157,446.56 -70,366.83
1,177,582.78 1,176,321.92 1,260.86
6 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
SALE 10/22/09 60 TEVA PHARMACEUTICAL SP 18,100.00 385.54 915,383.96 831,550.11 83,833.85
239858 10/23/09 USD TID828 50.595 1.000 915,383.96 831,550.11 83,833.85
SALE 10/22/09 60 TEVA PHARMACEUTICAL SP 59,700.00 2,465.81 3,024,909.25 2,742,737.10 282,172.15
239858 10/23/09 USD TID828 50.710 1.000 3,024,909.25 2,742,737.10 282,172.15
---------------- --------- ---------------- ------------ ---------------- --------------
77,800.00 2,851.35 3,940,293.21 3,574,287.21 366,006.00
3,940,293.21 3,574,287.21 366,006.00
2 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
SALE 10/02/09 60 JSC MMC NORILSK NICKEL 145,230.00 5,809.20 1,737,778.61 1,216,499.68 521,278.93
245191 10/07/09 USD TID817 12.006 1.000 1,737,778.61 1,216,499.68 521,278.93
SALE 10/08/09 60 JSC MMC NORILSK NICKEL 74,598.00 2,983.92 963,522.69 624,860.17 338,662.52
245191 10/13/09 USD TID819 12.956 1.000 963,522.69 624,860.17 338,662.52
SALE 10/15/09 60 MECHEL GROUP OAO RUB 1 37,300.00 393.22 786,122.04 343,531.62 442,590.42
246999 10/20/09 USD TID824 21.086 1.000 786,122.04 343,531.62 442,590.42
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 146
TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/09 THROUGH 10/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/19/09 60 ROSNEFT OJSC GDR 443,280.00 17,731.20 3,687,912.29 1,843,552.86 1,844,359.43
244467 10/22/09 USD TID826 8.360 1.000 3,687,912.29 1,843,552.86 1,844,359.43
---------------- --------- ---------------- ------------ ---------------- --------------
700,408.00 26,917.54 7,175,335.63 4,028,444.33 3,146,891.30
7,175,335.63 4,028,444.33 3,146,891.30
4 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
SALE 10/08/09 60 INFOSYS TECHNOLOGIES L 17,700.00 199.21 863,714.78 731,983.35 131,731.43
247873 10/14/09 USD TID819 48.809 1.000 863,714.78 731,983.35 131,731.43
SALE 10/08/09 60 INFOSYS TECHNOLOGIES L 5,200.00 58.49 252,145.67 215,045.95 37,099.72
247873 10/14/09 USD TID819 48.501 1.000 252,145.67 215,045.95 37,099.72
---------------- --------- ---------------- ------------ ---------------- --------------
22,900.00 257.70 1,115,860.45 947,029.30 168,831.15
1,115,860.45 947,029.30 168,831.15
2 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
19,521,100.00 112,731.93 60228930778.16 45619905202.51 14609025575.65
47,398,639.41 39,143,255.63 8,255,383.78
92 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
20,329,100.00 116,370.94 60242396176.54 45631100161.41 14611296015.13
49,136,155.01 40,582,277.00 8,553,878.01
93 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
28,285,190.00 180,372.24 82798891924.02 68187595908.89 14611296015.13
91,147,323.17 82,593,445.16 8,553,878.01
184 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
399,226,433.52 2280238.67 312500080742.54 295513368724.73 16986712017.81
3,021,304,717.06 2,938,668,517.25 82,636,199.81
1541 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****