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 8/01/10 THROUGH 8/31/10 ** COMMON D - EMERGING EQUITIES **
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 8/05/10 60 MSCI EMERGING MARKETS 1,250,000.00 37,500.00 52,677,125.00 52,677,125.00
252281 8/10/10 USD 42.112 1.000 52,677,125.00 52,677,125.00
PUR 8/05/10 60 VANGUARD EMERGING MARK 500,000.00 15,000.00 21,356,000.00 21,356,000.00
252289 8/10/10 USD 42.682 1.000 21,356,000.00 21,356,000.00
PUR 8/06/10 60 VANGUARD EMERGING MARK 750,000.00 22,500.00 31,874,475.00 31,874,475.00
252289 8/11/10 USD 42.469 1.000 31,874,475.00 31,874,475.00
PUR 8/11/10 60 MSCI EMERGING MARKETS 200,000.00 6,000.00 8,081,960.00 8,081,960.00
252281 8/16/10 USD 40.380 1.000 8,081,960.00 8,081,960.00
PUR 8/11/10 60 VANGUARD EMERGING MARK 200,000.00 6,000.00 8,211,100.00 8,211,100.00
252289 8/16/10 USD 41.026 1.000 8,211,100.00 8,211,100.00
PUR 8/12/10 60 MSCI EMERGING MARKETS 800,000.00 24,000.00 32,320,000.00 32,320,000.00
252281 8/17/10 USD 40.370 1.000 32,320,000.00 32,320,000.00
PUR 8/12/10 60 VANGUARD EMERGING MARK 500,000.00 15,000.00 20,539,950.00 20,539,950.00
252289 8/17/10 USD 41.050 1.000 20,539,950.00 20,539,950.00
PUR 8/13/10 60 VANGUARD EMERGING MARK 300,400.00 9,012.00 12,417,815.03 12,417,815.03
252289 8/18/10 USD 41.308 1.000 12,417,815.03 12,417,815.03
4,500,400.00 135,012.00 187,478,425.03 187,478,425.03
187,478,425.03 187,478,425.03
8 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
4,500,400.00 135,012.00 187,478,425.03 187,478,425.03
187,478,425.03 187,478,425.03
8 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
4,500,400.00 135,012.00 187,478,425.03 187,478,425.03
187,478,425.03 187,478,425.03
8 "PUR " TRANSACTIONS IN FUND: COMMON D - EMERGING EQUITIES (5143)
4,500,400.00 135,012.00 187,478,425.03 187,478,425.03
187,478,425.03 187,478,425.03
8 TRANSACTIONS WITHIN FUND: COMMON D - EMERGING EQUITIES (5143)
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 8/01/10 THROUGH 8/31/10 ** COMMON D - EMERGING EQUITIES **
====================================================================================================================================
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
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S T A T E O F N E W J E R S E Y
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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 3
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 7/30/10 60 TRANSCANADA CORP 4,985.00 175,207.53 175,207.53
230256 8/06/10 CAD 27566 35.147 1.030 170,112.66 170,112.66
PUR 7/31/10 60 TORONTO DOMINION BK ON 2,435.00 177,540.72 177,540.72
242764 8/23/10 CAD 27568 72.912 1.030 172,378.00 172,378.00
PUR 8/04/10 60 AGRIUM INC 40,000.00 1,175.95 2,701,384.00 2,701,384.00
230190 8/09/10 CAD 67.505 1.020 2,647,247.78 2,647,247.78
PUR 8/10/10 60 IAMGOLD CORP NPV 60,000.00 2,313.25 1,102,416.00 1,102,416.00
248800 8/13/10 CAD 18.334 1.037 1,062,569.64 1,062,569.64
PUR 8/10/10 60 MAGNA INT CLASS A 30,000.00 1,156.63 2,417,487.00 2,417,487.00
230225 8/13/10 CAD 80.543 1.038 2,330,107.95 2,330,107.95
PUR 8/10/10 60 POTASH CORP SASK COM 40,000.00 1,542.17 4,597,524.00 4,597,524.00
230239 8/13/10 CAD 114.898 1.038 4,431,348.43 4,431,348.43
PUR 8/10/10 60 VITERRA INC 54,000.00 2,081.93 454,177.80 454,177.80
249990 8/13/10 CAD 8.371 1.038 437,761.73 437,761.73
PUR 8/11/10 60 AGRIUM INC 26,000.00 746.23 1,747,517.20 1,747,517.20
230190 8/16/10 CAD 67.182 1.045 1,671,865.30 1,671,865.30
PUR 8/11/10 60 GOLDCORP INC 40,000.00 1,530.73 1,643,332.00 1,643,332.00
230216 8/16/10 CAD 41.043 1.045 1,572,190.39 1,572,190.39
PUR 8/11/10 60 MAGNA INT CLASS A 20,000.00 765.37 1,563,612.00 1,563,612.00
230225 8/16/10 CAD 78.141 1.045 1,495,921.55 1,495,921.55
PUR 8/11/10 60 RESEARCH IN MOTION 40,000.00 1,530.73 2,350,204.00 2,350,204.00
230321 8/16/10 CAD 58.715 1.045 2,248,461.13 2,248,461.13
PUR 8/11/10 60 ROYAL BANK OF CANADA 60,000.00 1,722.08 3,137,340.00 3,137,340.00
230244 8/16/10 CAD 52.259 1.045 3,001,521.17 3,001,521.17
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 8/01/10 THROUGH 8/31/10 ** 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 8/11/10 60 SHOPPERS DRUG MART COR 40,000.00 1,530.73 1,389,072.00 1,389,072.00
230404 8/16/10 CAD 34.687 1.045 1,328,937.57 1,328,937.57
PUR 8/11/10 60 VITERRA INC 46,000.00 1,760.34 373,874.20 373,874.20
249990 8/16/10 CAD 8.088 1.045 357,688.78 357,688.78
PUR 8/12/10 60 INTACT FINANCIAL CORP 30,000.00 1,146.79 1,331,010.00 1,331,010.00
253053 8/17/10 CAD 44.327 1.046 1,271,989.68 1,271,989.68
PUR 8/12/10 60 TORONTO DOMINION BK ON 30,000.00 1,146.79 2,123,343.00 2,123,343.00
242764 8/17/10 CAD 70.738 1.046 2,029,188.65 2,029,188.65
PUR 8/17/10 60 AGRIUM INC 20,000.00 774.14 1,434,282.00 1,434,282.00
230190 8/20/10 CAD 71.674 1.033 1,387,925.30 1,387,925.30
PUR 8/17/10 60 COGECO CABLE INC COMMO 5,700.00 220.63 200,422.26 200,422.26
253153 8/20/10 CAD 35.122 1.033 193,944.51 193,944.51
PUR 8/17/10 60 POTASH CORP SASK COM 40,000.00 1,548.29 5,820,860.00 5,820,860.00
230239 8/20/10 CAD 145.482 1.033 5,632,726.92 5,632,726.92
PUR 8/18/10 60 BARRICK GOLD CORP 40,000.00 1,550.39 1,864,640.00 1,864,640.00
230195 8/23/10 CAD 46.576 1.032 1,806,821.71 1,806,821.71
PUR 8/18/10 60 CAMECO CORP 40,000.00 1,550.39 1,084,492.00 1,084,492.00
230197 8/23/10 CAD 27.072 1.032 1,050,864.34 1,050,864.34
PUR 8/18/10 60 CANADIAN NATIONAL RAIL 40,000.00 1,550.39 2,577,160.00 2,577,160.00
230199 8/23/10 CAD 64.389 1.032 2,497,248.06 2,497,248.06
PUR 8/18/10 60 COGECO CABLE INC COMMO 3,500.00 135.66 123,315.85 123,315.85
253153 8/23/10 CAD 35.193 1.032 119,492.10 119,492.10
PUR 8/18/10 60 DOMTAR CORP 16,000.00 620.16 1,052,971.20 1,052,971.20
236740 8/23/10 CAD 65.771 1.032 1,020,320.93 1,020,320.93
PUR 8/18/10 60 ELDORADO GOLD CORPORAT 60,000.00 2,325.58 1,147,860.00 1,147,860.00
243131 8/23/10 CAD 19.091 1.032 1,112,267.44 1,112,267.44
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: 5
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/18/10 60 GOLDCORP INC 60,000.00 2,325.58 2,633,034.00 2,633,034.00
230216 8/23/10 CAD 43.844 1.032 2,551,389.53 2,551,389.53
PUR 8/18/10 60 POWER FINANCIAL CORP 20,000.00 775.19 567,800.00 567,800.00
230240 8/23/10 CAD 28.350 1.032 550,193.80 550,193.80
PUR 8/18/10 60 ROYAL BANK OF CANADA 40,000.00 1,550.39 2,073,856.00 2,073,856.00
230244 8/23/10 CAD 51.806 1.032 2,009,550.39 2,009,550.39
PUR 8/18/10 60 SHOPPERS DRUG MART COR 30,000.00 1,162.79 1,064,700.00 1,064,700.00
230404 8/23/10 CAD 35.450 1.032 1,031,686.05 1,031,686.05
PUR 8/18/10 60 TORONTO DOMINION BK ON 30,000.00 1,162.79 2,142,846.00 2,142,846.00
242764 8/23/10 CAD 71.388 1.032 2,076,401.16 2,076,401.16
PUR 8/18/10 60 VITERRA INC 50,000.00 1,937.98 446,230.00 446,230.00
249990 8/23/10 CAD 8.885 1.032 432,393.41 432,393.41
PUR 8/19/10 60 CAMECO CORP 40,000.00 1,542.39 1,071,856.00 1,071,856.00
230197 8/24/10 CAD 26.756 1.037 1,033,263.60 1,033,263.60
PUR 8/19/10 60 COGECO CABLE INC COMMO 10,400.00 401.02 366,683.20 366,683.20
253153 8/24/10 CAD 35.218 1.037 353,480.70 353,480.70
PUR 8/19/10 60 ELDORADO GOLD CORPORAT 60,000.00 2,313.59 1,159,014.00 1,159,014.00
243131 8/24/10 CAD 19.277 1.037 1,117,283.46 1,117,283.46
PUR 8/19/10 60 KINROSS GOLD CORP CAD 160,000.00 4,627.18 2,602,080.00 2,602,080.00
248874 8/24/10 CAD 16.233 1.037 2,508,391.57 2,508,391.57
PUR 8/19/10 60 METRO INC A 5,000.00 192.80 221,408.00 221,408.00
248021 8/24/10 CAD 44.242 1.037 213,436.16 213,436.16
PUR 8/19/10 60 POWER FINANCIAL CORP 20,000.00 771.20 559,186.00 559,186.00
230240 8/24/10 CAD 27.919 1.037 539,052.39 539,052.39
PUR 8/19/10 60 SHOPPERS DRUG MART COR 8,400.00 323.90 296,378.88 296,378.88
230404 8/24/10 CAD 35.243 1.037 285,707.70 285,707.70
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: 6
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/19/10 60 VITERRA INC 80,000.00 3,084.78 696,256.00 696,256.00
249990 8/24/10 CAD 8.663 1.037 671,187.16 671,187.16
PUR 8/20/10 60 COGECO CABLE INC COMMO 2,400.00 91.40 85,242.24 85,242.24
253153 8/25/10 CAD 35.478 1.050 81,156.03 81,156.03
PUR 8/20/10 60 METRO INC A 15,000.00 571.24 657,906.00 657,906.00
248021 8/25/10 CAD 43.820 1.050 626,368.35 626,368.35
PUR 8/20/10 60 SHOPPERS DRUG MART COR 31,600.00 1,203.41 1,113,426.00 1,113,426.00
230404 8/25/10 CAD 35.195 1.050 1,060,052.36 1,060,052.36
PUR 8/24/10 60 FORTIS INC NPV 40,000.00 1,512.22 1,168,648.00 1,168,648.00
252272 8/27/10 CAD 29.176 1.058 1,104,530.03 1,104,530.03
PUR 8/24/10 60 LOBLAW COMPANIES LTD 26,000.00 982.94 1,139,957.00 1,139,957.00
230224 8/27/10 CAD 43.805 1.058 1,077,413.17 1,077,413.17
PUR 8/24/10 60 ROYAL BANK OF CANADA 4,976.00 256,400.00 256,400.00
230244 8/30/10 CAD 27571 51.527 1.058 242,332.59 242,332.59
PUR 8/24/10 60 VITERRA INC 60,000.00 2,268.32 527,226.00 527,226.00
249990 8/27/10 CAD 8.747 1.058 498,299.70 498,299.70
PUR 8/25/10 60 BARRICK GOLD CORP 30,000.00 1,126.71 1,424,853.00 1,424,853.00
230195 8/30/10 CAD 47.455 1.065 1,337,827.33 1,337,827.33
PUR 8/25/10 60 CAN IMPERIAL BK OF COM 50,000.00 1,877.85 3,423,565.00 3,423,565.00
243055 8/30/10 CAD 68.431 1.065 3,214,464.11 3,214,464.11
PUR 8/25/10 60 GOLDCORP INC 30,000.00 1,126.71 1,325,130.00 1,325,130.00
230216 8/30/10 CAD 44.131 1.065 1,244,195.11 1,244,195.11
PUR 8/25/10 60 ROYAL BANK OF CANADA 40,000.00 1,502.28 2,000,256.00 2,000,256.00
230244 8/30/10 CAD 49.966 1.065 1,878,086.47 1,878,086.47
PUR 8/25/10 60 TORONTO DOMINION BK ON 30,000.00 1,126.71 2,065,296.00 2,065,296.00
242764 8/30/10 CAD 68.803 1.065 1,939,154.03 1,939,154.03
---------------- --------- ---------------- ------------ ---------------- --------------
1,802,396.00 65,986.72 73,680,278.08 73,680,278.08
70,728,198.08 70,728,198.08
51 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: 7
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 7/28/10 60 ATEA ASA COMMON STOCK 264,476.00 2,807.77 11,525,088.56 11,525,088.56
252715 8/02/10 NOK 43.512 6.148 1,874,653.51 1,874,653.51
PUR 7/28/10 60 NORDIC SEMICONDUCTOR A 115,000.00 767.34 3,149,726.00 3,149,726.00
252420 8/02/10 NOK 27.348 6.148 512,329.68 512,329.68
PUR 7/29/10 60 ATEA ASA COMMON STOCK 76,424.00 808.61 3,290,028.56 3,290,028.56
252715 8/03/10 NOK 42.985 6.094 539,879.97 539,879.97
PUR 7/29/10 60 ATEA ASA COMMON STOCK 32,000.00 338.69 1,378,064.00 1,378,064.00
252715 8/03/10 NOK 43.000 6.094 226,134.56 226,134.56
PUR 7/30/10 60 ATEA ASA COMMON STOCK 80,213.00 843.65 3,420,962.27 3,420,962.27
252715 8/04/10 NOK 42.585 6.073 563,278.99 563,278.99
PUR 7/30/10 60 NORDIC SEMICONDUCTOR A 500,000.00 3,370.94 13,668,972.75 13,668,972.75
252420 8/04/10 NOK 27.297 6.073 2,250,666.48 2,250,666.48
PUR 8/02/10 60 ATEA ASA COMMON STOCK 46,725.00 508.42 2,025,230.56 2,025,230.56
252715 8/05/10 NOK 43.279 5.966 339,453.51 339,453.51
PUR 8/03/10 60 ATEA ASA COMMON STOCK 86,386.00 949.16 3,779,632.06 3,779,632.06
252715 8/06/10 NOK 43.687 5.964 633,725.18 633,725.18
PUR 8/03/10 60 NORDIC SEMICONDUCTOR A 68,987.00 465.76 1,854,685.58 1,854,685.58
252420 8/06/10 NOK 26.844 5.964 310,972.32 310,972.32
PUR 8/04/10 60 ATEA ASA COMMON STOCK 156,404.00 1,701.79 6,816,191.58 6,816,191.58
252715 8/09/10 NOK 43.515 5.999 1,136,230.77 1,136,230.77
PUR 8/04/10 60 NORDIC SEMICONDUCTOR A 160,000.00 1,078.81 4,320,967.74 4,320,967.74
252420 8/09/10 NOK 26.966 5.999 720,287.34 720,287.34
PUR 8/05/10 60 ATEA ASA COMMON STOCK 44,989.00 500.96 2,008,316.14 2,008,316.14
252715 8/10/10 NOK 44.573 6.004 334,474.08 334,474.08
PUR 8/05/10 60 NORDIC SEMICONDUCTOR A 75,000.00 505.88 2,028,037.50 2,028,037.50
252420 8/10/10 NOK 27.000 6.004 337,758.56 337,758.56
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: 8
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/05/10 60 NORDIC SEMICONDUCTOR A 107,250.00 722.18 2,895,184.95 2,895,184.95
252420 8/10/10 NOK 26.954 6.004 482,177.23 482,177.23
PUR 8/06/10 60 ATEA ASA COMMON STOCK 46,000.00 516.50 2,053,885.01 2,053,885.01
252715 8/11/10 NOK 44.583 5.956 344,851.70 344,851.70
PUR 8/06/10 60 NORDIC SEMICONDUCTOR A 88,763.00 602.01 2,393,893.16 2,393,893.16
252420 8/11/10 NOK 26.929 5.956 401,939.80 401,939.80
PUR 8/09/10 60 ATEA ASA COMMON STOCK 22,000.00 248.62 989,052.56 989,052.56
252715 8/12/10 NOK 44.890 5.958 165,997.16 165,997.16
PUR 8/09/10 60 ATEA ASA COMMON STOCK 34,000.00 383.04 1,523,782.25 1,523,782.25
252715 8/12/10 NOK 44.750 5.958 255,743.26 255,743.26
PUR 8/10/10 60 ATEA ASA COMMON STOCK 147,320.00 1,666.41 6,742,622.79 6,742,622.79
252715 8/13/10 NOK 45.700 6.060 1,112,607.31 1,112,607.31
PUR 8/10/10 60 ATEA ASA COMMON STOCK 13,024.00 147.73 597,736.99 597,736.99
252715 8/13/10 NOK 45.826 6.060 98,633.21 98,633.21
PUR 8/11/10 60 NORDIC SEMICONDUCTOR A 9,630.00 61.30 252,603.45 252,603.45
252420 8/16/10 NOK 26.192 6.172 40,930.31 40,930.31
PUR 8/12/10 60 NORDIC SEMICONDUCTOR A 100,370.00 623.30 2,564,912.64 2,564,912.64
252420 8/17/10 NOK 25.516 6.163 416,155.60 416,155.60
PUR 8/13/10 60 NORDIC SEMICONDUCTOR A 66,000.00 414.49 1,719,188.72 1,719,188.72
252420 8/18/10 NOK 26.009 6.212 276,739.49 276,739.49
PUR 8/16/10 60 NORDIC SEMICONDUCTOR A 14,000.00 90.28 369,589.35 369,589.35
252420 8/19/10 NOK 26.360 6.132 60,276.66 60,276.66
PUR 8/17/10 60 NORDIC SEMICONDUCTOR A 310,000.00 2,045.12 8,380,009.19 8,380,009.19
252420 8/20/10 NOK 26.992 6.137 1,365,456.15 1,365,456.15
---------------- --------- ---------------- ------------ ---------------- --------------
2,664,961.00 22,168.76 89,748,364.36 89,748,364.36
14,801,352.83 14,801,352.83
25 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
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 8/01/10 THROUGH 8/31/10 ** 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 7/30/10 60 ROCHE HLDG AG 11,000.00 2,134.04 1,490,727.43 1,490,727.43
234737 8/04/10 CHF 135.318 1.046 1,424,829.08 1,424,829.08
PUR 8/18/10 60 ROCHE HLDG AG 75,000.00 19,558.30 10,741,920.94 10,741,920.94
234737 8/23/10 CHF 142.954 1.042 10,313,399.20 10,313,399.20
---------------- --------- ---------------- ------------ ---------------- --------------
86,000.00 21,692.34 12,232,648.37 12,232,648.37
11,738,228.28 11,738,228.28
2 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
PUR 8/18/10 60 GLAXOSMITHKLINE PLC CO 500,000.00 58,853.37 6,124,841.01 6,124,841.01
253154 8/23/10 UKP 12.174 .641 9,551,081.30 9,551,081.30
PUR 8/18/10 60 GLAXOSMITHKLINE PLC CO 938,096.00 110,683.69 11,518,939.08 11,518,939.08
253154 8/23/10 UKP 12.203 .641 17,962,641.56 17,962,641.56
PUR 8/18/10 60 GLAXOSMITHKLINE PLC CO 561,904.00 58,690.79 6,880,503.67 6,880,503.67
253154 8/23/10 UKP 12.178 .641 10,729,462.18 10,729,462.18
---------------- --------- ---------------- ------------ ---------------- --------------
2,000,000.00 228,227.85 24,524,283.76 24,524,283.76
38,243,185.04 38,243,185.04
3 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
PUR 7/28/10 60 SOL MELIA SA EUR 0.2 70,000.00 887.21 455,135.68 455,135.68
252343 8/02/10 EUR 6.492 .768 592,359.26 592,359.26
PUR 7/28/10 60 SOL MELIA SA EUR 0.2 33,132.00 420.44 215,681.04 215,681.04
252343 8/02/10 EUR 6.500 .768 280,708.95 280,708.95
PUR 7/29/10 60 SOL MELIA SA EUR 0.2 67,500.00 869.97 443,903.61 443,903.61
252343 8/03/10 EUR 6.567 .764 580,847.76 580,847.76
PUR 7/30/10 60 SOL MELIA SA EUR 0.2 100,000.00 1,252.35 641,811.28 641,811.28
252343 8/04/10 EUR 6.409 .768 836,151.22 836,151.22
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: 10
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/02/10 60 SOL MELIA SA EUR 0.2 56,000.00 727.33 368,292.41 368,292.41
252343 8/05/10 EUR 6.567 .758 485,611.87 485,611.87
PUR 8/03/10 60 SOL MELIA SA EUR 0.2 70,000.00 923.53 466,373.51 466,373.51
252343 8/06/10 EUR 6.653 .756 616,615.60 616,615.60
PUR 8/04/10 60 SOL MELIA SA EUR 0.2 34,436.00 451.34 229,260.13 229,260.13
252343 8/09/10 EUR 6.648 .761 301,339.68 301,339.68
PUR 8/04/10 60 SOL MELIA SA EUR 0.2 54,000.00 708.19 359,730.59 359,730.59
252343 8/09/10 EUR 6.652 .761 472,830.14 472,830.14
PUR 8/05/10 60 SOL MELIA SA EUR 0.2 34,120.00 442.92 224,791.69 224,791.69
252343 8/10/10 EUR 6.578 .760 295,724.84 295,724.84
PUR 8/05/10 60 SOL MELIA SA EUR 0.2 53,029.00 688.43 349,390.49 349,390.49
252343 8/10/10 EUR 6.579 .760 459,640.87 459,640.87
PUR 8/06/10 60 SOL MELIA SA EUR 0.2 110,000.00 1,450.23 728,488.10 728,488.10
252343 8/11/10 EUR 6.613 .752 968,269.35 968,269.35
PUR 8/09/10 60 SOL MELIA SA EUR 0.2 25,000.00 328.71 165,700.68 165,700.68
252343 8/12/10 EUR 6.618 .755 219,470.52 219,470.52
PUR 8/10/10 60 SOL MELIA SA EUR 0.2 102,350.00 1,297.83 662,101.02 662,101.02
252343 8/13/10 EUR 6.459 .764 866,524.56 866,524.56
PUR 8/10/10 60 SOL MELIA SA EUR 0.2 190,482.00 2,415.95 1,232,512.11 1,232,512.11
252343 8/13/10 EUR 6.461 .764 1,613,049.95 1,613,049.95
PUR 8/10/10 60 SOL MELIA SA EUR 0.2 30,000.00 379.58 193,640.03 193,640.03
252343 8/13/10 EUR 6.445 .764 253,426.35 253,426.35
PUR 8/10/10 60 SOL MELIA SA EUR 0.2 15,000.00 188.76 96,294.23 96,294.23
252343 8/13/10 EUR 6.410 .764 126,025.05 126,025.05
PUR 8/11/10 60 SOL MELIA SA EUR 0.2 107,951.00 1,335.28 691,101.06 691,101.06
252343 8/16/10 EUR 6.392 .775 891,520.14 891,520.14
---------------- --------- ---------------- ------------ ---------------- --------------
1,153,000.00 14,768.05 7,524,207.66 7,524,207.66
9,860,116.11 9,860,116.11
17 TRANSACTIONS IN COUNTRY: SPAIN (1500)
---------------- --------- ---------------- ------------ ---------------- --------------
7,706,357.00 352,843.72 207,709,782.23 207,709,782.23
145,371,080.34 145,371,080.34
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 8/01/10 THROUGH 8/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
98 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
UNIT TRUST (2230)
--------------------------------
PUR 8/16/10 60 ARC ENERGY TRUST-UNITS 213.00 4,020.00 4,020.00
250346 8/20/10 CAD 27569 18.873 1.045 3,848.55 3,848.55
PUR 8/18/10 60 ENERPLUS RESOURCES FUN 10,000.00 387.60 238,258.00 238,258.00
251755 8/23/10 CAD 23.786 1.032 230,870.16 230,870.16
PUR 8/19/10 60 ENERPLUS RESOURCES FUN 30,000.00 1,156.79 709,095.00 709,095.00
251755 8/24/10 CAD 23.597 1.037 683,563.89 683,563.89
PUR 8/20/10 60 ENERPLUS RESOURCES FUN 491.00 11,063.70 11,063.70
251755 8/27/10 CAD 27570 22.533 1.050 10,533.35 10,533.35
PUR 8/24/10 60 BAYTEX ENERGY TRUST UN 40,000.00 1,512.22 1,361,404.00 1,361,404.00
253216 8/27/10 CAD 33.995 1.058 1,286,710.46 1,286,710.46
---------------- --------- ---------------- ------------ ---------------- --------------
80,704.00 3,056.61 2,323,840.70 2,323,840.70
2,215,526.41 2,215,526.41
5 TRANSACTIONS IN COUNTRY: CANADA ( 300)
---------------- --------- ---------------- ------------ ---------------- --------------
80,704.00 3,056.61 2,323,840.70 2,323,840.70
2,215,526.41 2,215,526.41
5 TRANSACTIONS IN CATEGORY: UNIT TRUST (2230)
---------------- --------- ---------------- ------------ ---------------- --------------
7,787,061.00 355,900.33 210,033,622.93 210,033,622.93
147,586,606.75 147,586,606.75
103 "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: 12
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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)
--------------------------------
SALE 8/03/10 60 ENBRIDGE INC 40,000.00 1,171.70 2,040,676.00 1,509,531.58 531,144.42
230209 8/06/10 CAD 51.047 1.024 1,992,555.78 1,342,075.18 650,480.60
---------------- --------- ---------------- ------------ ---------------- --------------
40,000.00 1,171.70 2,040,676.00 1,509,531.58 531,144.42
1,992,555.78 1,342,075.18 650,480.60
1 TRANSACTION IN COUNTRY: CANADA ( 300)
SALE 7/30/10 60 ROCHE HLDNGS AG-BEARER 10,000.00 2,100.62 1,462,982.23 2,319,571.21 -856,588.98
235029 8/04/10 CHF 146.518 1.046 1,398,310.38 1,890,919.68 -492,609.30
---------------- --------- ---------------- ------------ ---------------- --------------
10,000.00 2,100.62 1,462,982.23 2,319,571.21 -856,588.98
1,398,310.38 1,890,919.68 -492,609.30
1 TRANSACTION IN COUNTRY: SWITZERLAND ( 900)
SALE 7/30/10 60 CENTRICA ORD GBP 0.061 1,000,000.00 5,735.75 3,047,537.56 2,527,912.52 519,625.04
248801 8/04/10 UKP 3.051 .639 4,772,747.30 4,082,383.01 690,364.29
SALE 8/02/10 60 CENTRICA ORD GBP 0.061 750,000.00 4,406.96 2,306,702.62 1,895,934.39 410,768.23
248801 8/05/10 UKP 3.079 .629 3,666,734.95 3,061,787.26 604,947.69
SALE 8/02/10 60 CENTRICA ORD GBP 0.061 250,000.00 1,448.83 757,788.56 631,978.13 125,810.43
248801 8/05/10 UKP 3.035 .629 1,204,580.85 1,020,595.75 183,985.10
SALE 8/09/10 60 CENTRICA ORD GBP 0.061 2,000,000.00 12,282.99 6,405,902.67 5,055,825.05 1,350,077.62
248801 8/12/10 UKP 3.207 .627 10,222,212.30 8,164,766.03 2,057,446.27
---------------- --------- ---------------- ------------ ---------------- --------------
4,000,000.00 23,874.53 12,517,931.41 10,111,650.09 2,406,281.32
19,866,275.40 16,329,532.05 3,536,743.35
4 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
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: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/18/10 60 MERCK KGAA 140,273.00 18,789.35 9,730,386.25 9,605,799.97 124,586.28
242835 8/20/10 EUR 69.472 .778 12,507,437.65 13,483,433.14 -975,995.49
SALE 8/18/10 60 MERCK KGAA 75,000.00 10,064.21 5,211,922.87 5,135,949.17 75,973.70
242835 8/20/10 EUR 69.597 .778 6,699,405.21 7,209,209.80 -509,804.59
SALE 8/19/10 60 MERCK KGAA 112,167.00 14,880.33 7,698,850.04 7,681,120.14 17,729.90
242835 8/23/10 EUR 68.740 .777 9,905,344.85 10,781,805.81 -876,460.96
SALE 8/19/10 60 MERCK KGAA 50,000.00 6,643.68 3,437,336.25 3,423,966.11 13,370.14
242835 8/23/10 EUR 68.850 .777 4,422,478.78 4,806,139.86 -383,661.08
SALE 8/20/10 60 MERCK KGAA 122,560.00 15,685.94 8,231,142.90 8,392,825.74 -161,682.84
242835 8/24/10 EUR 67.261 .788 10,441,611.08 11,780,810.04 -1,339,198.96
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 66,063.51 34,309,638.31 34,239,661.13 69,977.18
43,976,277.57 48,061,398.65 -4,085,121.08
5 TRANSACTIONS IN COUNTRY: GERMANY (1100)
SALE 8/24/10 60 FOSTER'S GROUP LTD 700,000.00 7,562.19 4,262,438.04 3,989,488.24 272,949.80
238761 8/27/10 AUD 6.101 1.130 3,773,535.06 3,417,853.98 355,681.08
SALE 8/26/10 60 FOSTER'S GROUP LTD 110,042.00 1,193.60 670,012.53 627,158.95 42,853.58
238761 8/31/10 AUD 6.101 1.125 595,607.46 537,296.41 58,311.05
---------------- --------- ---------------- ------------ ---------------- --------------
810,042.00 8,755.79 4,932,450.57 4,616,647.19 315,803.38
4,369,142.52 3,955,150.39 413,992.13
2 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
SALE 8/12/10 60 UNITED OVERSEAS BANK L 160,000.00 4,872.72 3,011,683.36 2,297,706.96 713,976.40
222183 8/17/10 SGD 18.865 1.362 2,211,221.27 1,492,917.59 718,303.68
SALE 8/13/10 60 SINGAPORE TELECOM 860,000.00 5,200.71 2,588,133.95 2,107,860.69 480,273.26
228609 8/18/10 SGD 3.018 1.363 1,898,990.35 1,380,425.69 518,564.66
---------------- --------- ---------------- ------------ ---------------- --------------
1,020,000.00 10,073.43 5,599,817.31 4,405,567.65 1,194,249.66
4,110,211.62 2,873,343.28 1,236,868.34
2 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
---------------- --------- ---------------- ------------ ---------------- --------------
6,380,042.00 112,039.58 60,863,495.83 57,202,628.85 3,660,866.98
75,712,773.27 74,452,419.23 1,260,354.04
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: 14
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
15 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
6,380,042.00 112,039.58 60,863,495.83 57,202,628.85 3,660,866.98
75,712,773.27 74,452,419.23 1,260,354.04
15 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
---------------- --------- ---------------- ------------ ---------------- --------------
14,167,103.00 467,939.91 270,897,118.76 267,236,251.78 3,660,866.98
223,299,380.02 222,039,025.98 1,260,354.04
118 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: 15
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
PUR 8/20/10 60 VANGUARD I SHS VANGUAR 8,300.00 166.00 345,374.62 345,374.62
251328 8/25/10 USD 41.591 1.000 345,374.62 345,374.62
PUR 8/23/10 60 VANGUARD I SHS VANGUAR 4,400.00 88.00 182,530.48 182,530.48
251328 8/26/10 USD 41.464 1.000 182,530.48 182,530.48
PUR 8/24/10 60 VANGUARD I SHS VANGUAR 6,100.00 122.00 249,408.87 249,408.87
251328 8/27/10 USD 40.867 1.000 249,408.87 249,408.87
PUR 8/25/10 60 VANGUARD I SHS VANGUAR 6,100.00 122.00 247,386.11 247,386.11
251328 8/30/10 USD 40.535 1.000 247,386.11 247,386.11
---------------- --------- ---------------- ------------ ---------------- --------------
24,900.00 498.00 1,024,700.08 1,024,700.08
1,024,700.08 1,024,700.08
4 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
24,900.00 498.00 1,024,700.08 1,024,700.08
1,024,700.08 1,024,700.08
4 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
ETN - EMERGING MARKET (1750)
--------------------------------
PUR 8/20/10 60 IPATH ETNS LKD MSCI IN 6,000.00 210.00 399,840.60 399,840.60
247826 8/25/10 USD 66.605 1.000 399,840.60 399,840.60
---------------- --------- ---------------- ------------ ---------------- --------------
6,000.00 210.00 399,840.60 399,840.60
399,840.60 399,840.60
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
6,000.00 210.00 399,840.60 399,840.60
399,840.60 399,840.60
1 TRANSACTION IN CATEGORY: ETN - EMERGING MARKET (1750)
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 8/01/10 THROUGH 8/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 8/05/10 60 SOHU.COM INC COMMON ST 3,000.00 105.00 144,615.00 144,615.00
252960 8/10/10 USD 48.170 1.000 144,615.00 144,615.00
PUR 8/06/10 60 SOHU.COM INC COMMON ST 1,200.00 42.00 58,381.68 58,381.68
252960 8/11/10 USD 48.616 1.000 58,381.68 58,381.68
PUR 8/09/10 60 SOHU.COM INC COMMON ST 1,700.00 59.50 86,365.27 86,365.27
252960 8/12/10 USD 50.768 1.000 86,365.27 86,365.27
PUR 8/25/10 60 SOHU.COM INC COMMON ST 200.00 7.00 9,365.00 9,365.00
252960 8/30/10 USD 46.790 1.000 9,365.00 9,365.00
PUR 8/26/10 60 SOHU.COM INC COMMON ST 200.00 7.00 9,716.70 9,716.70
252960 8/31/10 USD 48.549 1.000 9,716.70 9,716.70
---------------- --------- ---------------- ------------ ---------------- --------------
6,300.00 220.50 308,443.65 308,443.65
308,443.65 308,443.65
5 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
PUR 7/28/10 60 CREDICORP COM STK 800.00 28.00 78,317.20 78,317.20
252095 8/02/10 USD 97.862 1.000 78,317.20 78,317.20
PUR 7/28/10 60 CREDICORP COM STK 2,200.00 68.20 215,338.20 215,338.20
252095 8/02/10 USD 97.850 1.000 215,338.20 215,338.20
PUR 8/25/10 60 CREDICORP COM STK 1,200.00 42.00 121,128.48 121,128.48
252095 8/30/10 USD 100.905 1.000 121,128.48 121,128.48
PUR 8/26/10 60 CREDICORP COM STK 900.00 31.50 93,167.91 93,167.91
252095 8/31/10 USD 103.485 1.000 93,167.91 93,167.91
---------------- --------- ---------------- ------------ ---------------- --------------
5,100.00 169.70 507,951.79 507,951.79
507,951.79 507,951.79
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: 17
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 7/30/10 60 EUROCASH SA COMMON STO 84,081.00 1,888.60 1,939,664.59 1,939,664.59
252861 8/04/10 PLN 23.000 3.072 631,421.79 631,421.79
PUR 7/30/10 60 POWSZECHNY ZAKLAD UBEZ 807.00 307.03 315,333.75 315,333.75
252014 8/04/10 PLN 389.579 3.072 102,651.05 102,651.05
PUR 8/02/10 60 EUROCASH SA COMMON STO 97,203.00 2,244.00 2,266,749.66 2,266,749.66
252861 8/05/10 PLN 23.250 3.021 750,243.98 750,243.98
PUR 8/02/10 60 POWSZECHNY ZAKLAD UBEZ 702.00 277.05 279,864.88 279,864.88
252014 8/05/10 PLN 397.475 3.021 92,629.08 92,629.08
PUR 8/11/10 60 TELEKOMUNIKACJA POLSKA 5,759.00 94.14 97,734.61 97,734.61
241648 8/16/10 PLN 16.920 3.105 31,472.47 31,472.47
PUR 8/11/10 60 TELEKOMUNIKACJA POLSKA 60,962.00 995.00 1,033,042.85 1,033,042.85
241648 8/16/10 PLN 16.895 3.105 332,660.16 332,660.16
---------------- --------- ---------------- ------------ ---------------- --------------
249,514.00 5,805.82 5,932,390.34 5,932,390.34
1,941,078.53 1,941,078.53
6 TRANSACTIONS IN COUNTRY: POLAND (2300)
PUR 7/29/10 60 TAV HAVALIMANLARI HOLD 3,293.00 28.10 21,282.33 21,282.33
250735 8/02/10 TRY 6.450 1.512 14,080.27 14,080.27
PUR 7/30/10 60 TAV HAVALIMANLARI HOLD 13,997.00 118.21 89,224.20 89,224.20
250735 8/03/10 TRY 6.362 1.507 59,226.15 59,226.15
PUR 8/05/10 60 TAV HAVALIMANLARI HOLD 9,057.00 75.92 57,173.22 57,173.22
250735 8/09/10 TRY 6.300 1.503 38,035.61 38,035.61
PUR 8/11/10 60 TAV HAVALIMANLARI HOLD 17,615.00 153.17 116,812.75 116,812.75
250735 8/13/10 TRY 6.618 1.522 76,739.42 76,739.42
PUR 8/11/10 60 TURK TELEKOMUNIKASYON 4,267.00 32.78 24,998.20 24,998.20
244498 8/13/10 TRY 5.847 1.522 16,422.41 16,422.41
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 8/01/10 THROUGH 8/31/10 ** 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 8/11/10 60 TURK TELEKOMUNIKASYON 5,426.00 42.24 32,213.35 32,213.35
244498 8/13/10 TRY 5.925 1.522 21,162.36 21,162.36
PUR 8/12/10 60 TAV HAVALIMANLARI HOLD 10,199.00 89.60 68,055.06 68,055.06
250735 8/16/10 TRY 6.659 1.516 44,891.20 44,891.20
PUR 8/12/10 60 TURK TELEKOMUNIKASYON 7,156.00 56.27 42,737.93 42,737.93
244498 8/16/10 TRY 5.960 1.516 28,191.25 28,191.25
PUR 8/13/10 60 TAV HAVALIMANLARI HOLD 5,605.00 49.74 37,812.25 37,812.25
250735 8/17/10 TRY 6.733 1.517 24,923.21 24,923.21
PUR 8/13/10 60 TURK TELEKOMUNIKASYON 12,344.00 98.19 74,633.90 74,633.90
244498 8/17/10 TRY 6.034 1.517 49,193.49 49,193.49
PUR 8/16/10 60 TAV HAVALIMANLARI HOLD 8,807.00 78.87 59,566.14 59,566.14
250735 8/18/10 TRY 6.750 1.508 39,513.19 39,513.19
PUR 8/16/10 60 TURK TELEKOMUNIKASYON 3,120.00 25.04 18,913.75 18,913.75
244498 8/18/10 TRY 6.050 1.508 12,546.43 12,546.43
PUR 8/17/10 60 TURK TELEKOMUNIKASYON 15,179.00 122.81 92,241.94 92,241.94
244498 8/19/10 TRY 6.065 1.499 61,527.44 61,527.44
PUR 8/18/10 60 TURK TELEKOMUNIKASYON 11,914.00 94.85 71,241.38 71,241.38
244498 8/20/10 TRY 5.968 1.499 47,521.18 47,521.18
PUR 8/19/10 60 TURK TELEKOMUNIKASYON 5,622.00 44.72 33,771.30 33,771.30
244498 8/23/10 TRY 5.995 1.507 22,402.19 22,402.19
PUR 8/19/10 60 TURK TELEKOMUNIKASYON 5,622.00 22.19 33,484.35 33,484.35
244498 8/23/10 TRY 5.950 1.508 22,211.84 22,211.84
PUR 8/20/10 60 TURK TELEKOMUNIKASYON 2,909.00 22.83 17,348.12 17,348.12
244498 8/24/10 TRY 5.952 1.517 11,439.20 11,439.20
PUR 8/23/10 60 TURK TELEKOMUNIKASYON 3,144.00 24.73 18,901.73 18,901.73
244498 8/25/10 TRY 6.000 1.526 12,390.11 12,390.11
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: 19
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/24/10 60 TURK TELEKOMUNIKASYON 1,572.00 12.23 9,372.11 9,372.11
244498 8/26/10 TRY 5.950 1.530 6,126.16 6,126.16
PUR 8/25/10 60 TURK TELEKOMUNIKASYON 7,248.00 58.95 45,270.04 45,270.04
244498 8/27/10 TRY 6.233 1.533 29,533.25 29,533.25
PUR 8/26/10 60 TURK TELEKOMUNIKASYON 1,401.00 5.81 8,835.13 8,835.13
244498 8/31/10 TRY 6.300 1.519 5,815.07 5,815.07
PUR 8/26/10 60 TURK TELEKOMUNIKASYON 280.00 2.28 1,739.47 1,739.47
244498 8/31/10 TRY 6.200 1.519 1,144.88 1,144.88
---------------- --------- ---------------- ------------ ---------------- --------------
155,777.00 1,259.53 975,628.65 975,628.65
645,036.31 645,036.31
22 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 7/29/10 60 YANZHOU COAL MINING CO 56,000.00 308.42 946,268.27 946,268.27
252788 8/02/10 HKD 16.855 7.765 121,860.13 121,860.13
PUR 7/30/10 60 YANZHOU COAL MINING CO 62,000.00 335.84 1,030,443.50 1,030,443.50
252788 8/03/10 HKD 16.578 7.765 132,696.77 132,696.77
PUR 8/02/10 60 YANZHOU COAL MINING CO 46,000.00 258.62 793,394.54 793,394.54
252788 8/04/10 HKD 17.204 7.764 102,184.28 102,184.28
PUR 8/03/10 60 YANZHOU COAL MINING CO 96,000.00 548.00 1,680,568.90 1,680,568.90
252788 8/05/10 HKD 17.462 7.762 216,522.12 216,522.12
PUR 8/04/10 60 YANZHOU COAL MINING CO 34,000.00 190.60 584,681.91 584,681.91
252788 8/06/10 HKD 17.153 7.764 75,310.18 75,310.18
PUR 8/25/10 60 AGRICULTURAL BANK OF C 215,000.00 241.26 741,306.12 741,306.12
252605 8/27/10 HKD 3.439 7.777 95,325.83 95,325.83
PUR 8/25/10 60 CHINA CONSTRUCTION 542,000.00 1,135.57 3,489,194.89 3,489,194.89
239291 8/27/10 HKD 6.421 7.777 448,681.60 448,681.60
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 8/01/10 THROUGH 8/31/10 ** 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 8/25/10 60 TSINGTAO BREWERY CO LT 24,000.00 311.48 957,073.55 957,073.55
249763 8/27/10 HKD 39.777 7.777 123,071.74 123,071.74
PUR 8/26/10 60 AGRICULTURAL BANK OF C 1,049,000.00 1,208.56 3,714,158.25 3,714,158.25
252605 8/30/10 HKD 3.532 7.778 477,520.99 477,520.99
PUR 8/26/10 60 CHINA CONSTRUCTION 210,000.00 439.74 1,351,396.59 1,351,396.59
239291 8/30/10 HKD 6.419 7.778 173,746.03 173,746.03
PUR 8/26/10 60 TSINGTAO BREWERY CO LT 6,000.00 78.24 240,459.16 240,459.16
249763 8/30/10 HKD 39.975 7.778 30,915.29 30,915.29
PUR 8/27/10 60 TSINGTAO BREWERY CO LT 8,000.00 105.13 323,079.79 323,079.79
249763 8/31/10 HKD 40.283 7.778 41,537.11 41,537.11
---------------- --------- ---------------- ------------ ---------------- --------------
2,348,000.00 5,161.46 15,852,025.47 15,852,025.47
2,039,372.07 2,039,372.07
12 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 7/29/10 60 KB FINANCIAL GROUP 3,140.00 343.61 163,465,731.00 163,465,731.00
244142 8/02/10 KRW 51929.3 1186.35 137,788.79 137,788.79
PUR 7/29/10 60 SAMSUNG FIRE + MARINE 94.00 39.98 19,019,835.00 19,019,835.00
239491 8/02/10 KRW 201834. 1186.35 16,032.23 16,032.23
PUR 7/30/10 60 KB FINANCIAL GROUP 2,450.00 265.81 126,105,530.00 126,105,530.00
244142 8/03/10 KRW 51343.2 1183.07 106,591.32 106,591.32
PUR 7/30/10 60 SAMSUNG FIRE + MARINE 50.00 21.65 10,271,592.00 10,271,592.00
239491 8/03/10 KRW 204919. 1183.07 8,682.11 8,682.11
PUR 8/02/10 60 HYUNDAI MOTOR CO 8,518.00 2,761.541,298,456,045.00 1,298,456,045.00
250853 8/04/10 KRW 152056. 1172.55 1,107,377.98 1,107,377.98
PUR 8/02/10 60 KB FINANCIAL GROUP 1,210.00 132.69 62,387,393.00 62,387,393.00
244142 8/04/10 KRW 51431.2 1172.55 53,206.60 53,206.60
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 8/01/10 THROUGH 8/31/10 ** 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 8/02/10 60 SAMSUNG FIRE + MARINE 93.00 41.73 19,620,610.00 19,620,610.00
239491 8/04/10 KRW 210448. 1172.55 16,733.28 16,733.28
PUR 8/03/10 60 SAMSUNG FIRE + MARINE 59.00 26.41 12,410,144.00 12,410,144.00
239491 8/05/10 KRW 209817. 1171.55 10,592.93 10,592.93
PUR 8/04/10 60 SAMSUNG FIRE + MARINE 39.00 17.28 8,097,108.00 8,097,108.00
239491 8/06/10 KRW 207100. 1168.55 6,929.19 6,929.19
PUR 8/05/10 60 SAMSUNG FIRE + MARINE 29.00 12.76 5,968,390.00 5,968,390.00
239491 8/09/10 KRW 205293. 1166.55 5,116.27 5,116.27
PUR 8/06/10 60 SAMSUNG FIRE + MARINE 24.00 10.80 5,033,405.00 5,033,405.00
239491 8/10/10 KRW 209202. 1161.85 4,332.23 4,332.23
PUR 8/09/10 60 SAMSUNG FIRE + MARINE 15.00 6.73 3,133,386.00 3,133,386.00
239491 8/11/10 KRW 208371. 1160.04 2,701.08 2,701.08
PUR 8/10/10 60 SAMSUNG FIRE + MARINE 34.00 14.98 7,024,355.00 7,024,355.00
239491 8/12/10 KRW 206083. 1168.75 6,010.14 6,010.14
PUR 8/11/10 60 SAMSUNG FIRE + MARINE 25.00 10.82 5,131,171.00 5,131,171.00
239491 8/13/10 KRW 204735. 1182.30 4,339.99 4,339.99
PUR 8/12/10 60 SAMSUNG FIRE + MARINE 61.00 25.49 12,123,644.00 12,123,644.00
239491 8/16/10 KRW 198252. 1186.15 10,221.00 10,221.00
PUR 8/13/10 60 SAMSUNG FIRE + MARINE 32.00 13.31 6,320,652.00 6,320,652.00
239491 8/17/10 KRW 197027. 1183.85 5,339.06 5,339.06
PUR 8/16/10 60 SAMSUNG FIRE + MARINE 39.00 15.99 7,614,713.00 7,614,713.00
239491 8/18/10 KRW 194762. 1187.25 6,413.74 6,413.74
PUR 8/17/10 60 SAMSUNG FIRE + MARINE 27.00 11.36 5,361,118.00 5,361,118.00
239491 8/19/10 KRW 198065. 1176.20 4,558.00 4,558.00
PUR 8/18/10 60 SAMSUNG FIRE + MARINE 18.00 7.57 3,566,782.00 3,566,782.00
239491 8/20/10 KRW 197660. 1174.35 3,037.24 3,037.24
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: 22
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/19/10 60 SAMSUNG FIRE + MARINE 47.00 20.17 9,487,118.00 9,487,118.00
239491 8/23/10 KRW 201350. 1172.70 8,089.98 8,089.98
PUR 8/20/10 60 SAMSUNG FIRE + MARINE 22.00 9.29 4,412,100.00 4,412,100.00
239491 8/24/10 KRW 200050. 1183.50 3,728.01 3,728.01
PUR 8/23/10 60 SAMSUNG FIRE + MARINE 24.00 10.14 4,807,100.00 4,807,100.00
239491 8/25/10 KRW 199796. 1181.80 4,067.61 4,067.61
PUR 8/24/10 60 SAMSUNG FIRE + MARINE 25.00 10.50 5,018,786.00 5,018,786.00
239491 8/26/10 KRW 200251. 1191.14 4,213.40 4,213.40
---------------- --------- ---------------- ------------ ---------------- --------------
16,075.00 3,830.611,804,836,708.00 1,804,836,708.00
1,536,102.18 1,536,102.18
23 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 7/28/10 60 INDOSAT TBK PT IDR 100 23,000.00 43.15 113,674,861.00 113,674,861.00
251027 8/02/10 IDR 4925.49 9004.49 12,624.23 12,624.23
PUR 7/29/10 60 INDOSAT TBK PT IDR 100 48,500.00 90.84 238,902,610.00 238,902,610.00
251027 8/03/10 IDR 4908.99 8988.99 26,577.22 26,577.22
PUR 7/30/10 60 INDOSAT TBK PT IDR 100 16,000.00 29.82 78,074,634.00 78,074,634.00
251027 8/04/10 IDR 4862.98 8948.49 8,724.89 8,724.89
PUR 8/02/10 60 INDOSAT TBK PT IDR 100 24,500.00 45.58 119,244,453.00 119,244,453.00
251027 8/05/10 IDR 4850.48 8942.49 13,334.58 13,334.58
PUR 8/03/10 60 INDOSAT TBK PT IDR 100 91,000.00 166.30 435,002,177.00 435,002,177.00
251027 8/06/10 IDR 4763.90 8940.50 48,655.24 48,655.24
PUR 8/04/10 60 INDOSAT TBK PT IDR 100 48,500.00 87.23 228,288,234.00 228,288,234.00
251027 8/09/10 IDR 4690.88 8945.00 25,521.32 25,521.32
PUR 8/05/10 60 INDOSAT TBK PT IDR 100 32,500.00 58.58 153,260,670.00 153,260,670.00
251027 8/10/10 IDR 4699.59 8941.49 17,140.38 17,140.38
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: 23
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/06/10 60 INDOSAT TBK PT IDR 100 123,500.00 218.42 571,165,368.00 571,165,368.00
251027 8/11/10 IDR 4609.01 8938.00 63,903.04 63,903.04
PUR 8/09/10 60 INDOSAT TBK PT IDR 100 32,500.00 57.38 150,023,242.00 150,023,242.00
251027 8/12/10 IDR 4600.32 8936.00 16,788.63 16,788.63
PUR 8/10/10 60 INDOSAT TBK PT IDR 100 82,500.00 143.81 376,779,237.00 376,779,237.00
251027 8/13/10 IDR 4551.41 8954.50 42,077.08 42,077.08
---------------- --------- ---------------- ------------ ---------------- --------------
522,500.00 941.112,464,415,486.00 2,464,415,486.00
275,346.61 275,346.61
10 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 7/29/10 60 COMMERCIAL INTERNATION 1,075.00 22.35 42,589.89 42,589.89
250262 8/02/10 EGP 39.500 5.701 7,470.60 7,470.60
PUR 8/01/10 60 COMMERCIAL INTERNATION 6,069.00 125.54 239,288.72 239,288.72
250262 8/03/10 EGP 39.310 5.701 41,973.11 41,973.11
PUR 8/02/10 60 COMMERCIAL INTERNATION 6,068.00 120.86 230,054.86 230,054.86
250262 8/04/10 EGP 37.799 5.693 40,408.35 40,408.35
PUR 8/10/10 60 NATIONAL SOCIETE GENER 753.00 13.93 26,434.07 26,434.07
252757 8/12/10 EGP 35.000 5.678 4,655.52 4,655.52
PUR 8/11/10 60 NATIONAL SOCIETE GENER 820.00 15.15 28,813.98 28,813.98
252757 8/15/10 EGP 35.034 5.689 5,064.86 5,064.86
PUR 8/15/10 60 NATIONAL SOCIETE GENER 1,370.00 25.24 48,093.85 48,093.85
252757 8/17/10 EGP 35.000 5.699 8,439.00 8,439.00
PUR 8/16/10 60 NATIONAL SOCIETE GENER 1,645.00 30.30 57,747.23 57,747.23
252757 8/18/10 EGP 35.000 5.701 10,129.32 10,129.32
PUR 8/17/10 60 NATIONAL SOCIETE GENER 60.00 1.11 2,106.30 2,106.30
252757 8/19/10 EGP 35.000 5.696 369.79 369.79
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: 24
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/18/10 60 NATIONAL SOCIETE GENER 259.00 4.78 9,092.20 9,092.20
252757 8/22/10 EGP 35.000 5.695 1,596.45 1,596.45
PUR 8/22/10 60 NATIONAL SOCIETE GENER 81.00 1.49 2,835.69 2,835.69
252757 8/24/10 EGP 34.904 5.694 498.02 498.02
PUR 8/23/10 60 NATIONAL SOCIETE GENER 4,585.00 98.79 161,037.88 161,037.88
252757 8/25/10 EGP 35.000 5.698 28,262.18 28,262.18
---------------- --------- ---------------- ------------ ---------------- --------------
22,785.00 459.54 848,094.67 848,094.67
148,867.20 148,867.20
11 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 8/02/10 60 BLOM BK S A L LBP 1000 3,846.00 76.92 356,985.72 356,985.72
251725 8/05/10 USD 92.800 1.000 356,985.72 356,985.72
PUR 8/02/10 60 BQE AUD SAL GDR REPR 1 18,467.00 369.34 163,063.61 163,063.61
251638 8/05/10 USD 8.810 1.000 163,063.61 163,063.61
PUR 8/04/10 60 BQE AUD SAL GDR REPR 1 6,215.00 124.30 54,791.44 54,791.44
251638 8/09/10 USD 8.796 1.000 54,791.44 54,791.44
PUR 8/10/10 60 BQE AUD SAL GDR REPR 1 1,719.00 34.38 15,319.08 15,319.08
251638 8/13/10 USD 8.892 1.000 15,319.08 15,319.08
PUR 8/11/10 60 BQE AUD SAL GDR REPR 1 1,022.00 20.44 9,014.04 9,014.04
251638 8/16/10 USD 8.800 1.000 9,014.04 9,014.04
PUR 8/12/10 60 BQE AUD SAL GDR REPR 1 109.00 2.18 961.38 961.38
251638 8/17/10 USD 8.800 1.000 961.38 961.38
PUR 8/17/10 60 BQE AUD SAL GDR REPR 1 454.00 6.39 4,001.59 4,001.59
251638 8/20/10 USD 8.800 1.000 4,001.59 4,001.59
PUR 8/18/10 60 BQE AUD SAL GDR REPR 1 331.00 4.65 2,912.58 2,912.58
251638 8/23/10 USD 8.785 1.000 2,912.58 2,912.58
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: 25
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/19/10 60 BQE AUD SAL GDR REPR 1 2,907.00 40.93 25,622.53 25,622.53
251638 8/24/10 USD 8.800 1.000 25,622.53 25,622.53
PUR 8/19/10 60 BQE AUD SAL GDR REPR 1 826.00 11.63 7,280.43 7,280.43
251638 8/24/10 USD 8.800 1.000 7,280.43 7,280.43
PUR 8/20/10 60 BQE AUD SAL GDR REPR 1 623.00 8.77 5,491.17 5,491.17
251638 8/25/10 USD 8.800 1.000 5,491.17 5,491.17
PUR 8/23/10 60 BQE AUD SAL GDR REPR 1 817.00 11.50 7,200.85 7,200.85
251638 8/26/10 USD 8.800 1.000 7,200.85 7,200.85
---------------- --------- ---------------- ------------ ---------------- --------------
37,336.00 711.43 652,644.42 652,644.42
652,644.42 652,644.42
12 TRANSACTIONS IN COUNTRY: LEBANON (5550)
PUR 7/27/10 60 ANGLOVAAL INDS ORD R0. 400.00 4.09 10,030.00 10,030.00
251190 8/03/10 ZAR 25.000 7.331 1,368.08 1,368.08
PUR 7/27/10 60 IMPALA PLATINUM HOLDIN 16,400.00 1,388.80 3,404,162.81 3,404,162.81
245197 8/03/10 ZAR 206.950 7.331 464,323.27 464,323.27
PUR 7/27/10 60 IMPERIAL HOLDINGS LTD 12,200.00 491.29 1,204,223.08 1,204,223.08
247827 8/03/10 ZAR 98.412 7.331 164,254.42 164,254.42
PUR 7/27/10 60 NASPERS LTD ZAR 0.02 3,400.00 635.22 1,039,102.65 1,039,102.65
242613 8/03/10 ZAR 304.249 7.331 141,732.22 141,732.22
PUR 7/28/10 60 NASPERS LTD ZAR 0.02 2,600.00 485.21 795,914.55 795,914.55
242613 8/04/10 ZAR 304.750 7.348 108,309.80 108,309.80
PUR 7/28/10 60 NASPERS LTD ZAR 0.02 400.00 77.05 123,966.47 123,966.47
242613 8/04/10 ZAR 308.501 7.348 16,869.63 16,869.63
PUR 7/28/10 60 NASPERS LTD ZAR 0.02 2,100.00 395.02 647,961.45 647,961.45
242613 8/04/10 ZAR 307.171 7.348 88,176.02 88,176.02
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: 26
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 7/28/10 60 PICK N PAY STORES LIMI 5,900.00 166.56 273,213.97 273,213.97
252737 8/04/10 ZAR 46.100 7.348 37,179.56 37,179.56
PUR 7/29/10 60 ANGLOVAAL INDS ORD R0. 4,200.00 42.93 105,091.52 105,091.52
251190 8/05/10 ZAR 24.947 7.326 14,344.22 14,344.22
PUR 7/29/10 60 ANGLOVAAL INDS ORD R0. 6,400.00 99.77 160,731.24 160,731.24
251190 8/05/10 ZAR 25.000 7.326 21,938.64 21,938.64
PUR 7/29/10 60 NASPERS LTD ZAR 0.02 800.00 153.18 250,514.26 250,514.26
242613 8/05/10 ZAR 311.740 7.326 34,193.36 34,193.36
PUR 7/29/10 60 NASPERS LTD ZAR 0.02 2,700.00 517.96 847,080.41 847,080.41
242613 8/05/10 ZAR 312.328 7.326 115,620.28 115,620.28
PUR 7/29/10 60 NASPERS LTD ZAR 0.02 600.00 114.85 187,831.64 187,831.64
242613 8/05/10 ZAR 311.650 7.326 25,637.64 25,637.64
PUR 7/29/10 60 PICK N PAY STORES LIMI 400.00 7.56 18,494.16 18,494.16
252737 8/05/10 ZAR 46.097 7.326 2,524.32 2,524.32
PUR 7/30/10 60 ANGLOVAAL INDS ORD R0. 700.00 7.13 17,409.44 17,409.44
251190 8/06/10 ZAR 24.796 7.304 2,383.61 2,383.61
PUR 7/30/10 60 NASPERS LTD ZAR 0.02 6,200.00 1,186.29 1,934,080.01 1,934,080.01
242613 8/06/10 ZAR 310.551 7.304 264,804.62 264,804.62
PUR 7/30/10 60 NASPERS LTD ZAR 0.02 1,300.00 248.55 405,226.02 405,226.02
242613 8/06/10 ZAR 310.316 7.304 55,481.53 55,481.53
PUR 7/30/10 60 PICK N PAY STORES LIMI 8,600.00 162.10 395,570.49 395,570.49
252737 8/06/10 ZAR 45.859 7.304 54,159.55 54,159.55
PUR 8/02/10 60 ANGLOVAAL INDS ORD R0. 3,500.00 54.21 87,893.75 87,893.75
251190 8/10/10 ZAR 25.000 7.263 12,101.08 12,101.08
PUR 8/02/10 60 ANGLOVAAL INDS ORD R0. 1,500.00 15.50 37,609.42 37,609.42
251190 8/10/10 ZAR 24.998 7.263 5,178.01 5,178.01
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: 27
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/02/10 60 PICK N PAY STORES LIMI 1,000.00 18.98 46,058.65 46,058.65
252737 8/10/10 ZAR 45.921 7.263 6,341.28 6,341.28
PUR 8/03/10 60 ANGLOVAAL INDS ORD R0. 15,600.00 241.12 391,755.01 391,755.01
251190 8/11/10 ZAR 25.000 7.279 53,822.48 53,822.48
PUR 8/03/10 60 ANGLOVAAL INDS ORD R0. 1,800.00 18.58 45,174.45 45,174.45
251190 8/11/10 ZAR 25.022 7.279 6,206.43 6,206.43
PUR 8/03/10 60 PICK N PAY STORES LIMI 14,800.00 425.02 690,553.57 690,553.57
252737 8/11/10 ZAR 46.450 7.279 94,873.85 94,873.85
PUR 8/03/10 60 PICK N PAY STORES LIMI 5,700.00 163.92 266,334.97 266,334.97
252737 8/11/10 ZAR 46.516 7.279 36,591.26 36,591.26
PUR 8/03/10 60 PICK N PAY STORES LIMI 4,600.00 134.14 215,244.34 215,244.34
252737 8/11/10 ZAR 46.580 7.279 29,572.01 29,572.01
PUR 8/03/10 60 PICK N PAY STORES LIMI 3,000.00 57.19 139,068.14 139,068.14
252737 8/11/10 ZAR 46.217 7.279 19,106.31 19,106.31
PUR 8/04/10 60 ANGLOVAAL INDS ORD R0. 8,800.00 135.39 219,664.07 219,664.07
251190 8/12/10 ZAR 24.850 7.268 30,222.83 30,222.83
PUR 8/04/10 60 PICK N PAY STORES LIMI 24,900.00 702.46 1,139,674.06 1,139,674.06
252737 8/12/10 ZAR 45.565 7.268 156,803.87 156,803.87
PUR 8/04/10 60 PICK N PAY STORES LIMI 2,900.00 54.44 132,190.21 132,190.21
252737 8/12/10 ZAR 45.446 7.268 18,187.60 18,187.60
PUR 8/05/10 60 ANGLOVAAL INDS ORD R0. 3,700.00 56.79 91,987.09 91,987.09
251190 8/13/10 ZAR 24.750 7.256 12,677.12 12,677.12
PUR 8/05/10 60 ANGLOVAAL INDS ORD R0. 300.00 3.07 7,451.61 7,451.61
251190 8/13/10 ZAR 24.764 7.256 1,026.94 1,026.94
PUR 8/05/10 60 PICK N PAY STORES LIMI 14,400.00 401.87 650,916.00 650,916.00
252737 8/13/10 ZAR 45.000 7.256 89,705.42 89,705.42
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: 28
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/05/10 60 PICK N PAY STORES LIMI 3,100.00 57.74 139,982.21 139,982.21
252737 8/13/10 ZAR 45.020 7.256 19,291.53 19,291.53
PUR 8/06/10 60 PICK N PAY STORES LIMI 8,000.00 223.39 360,816.41 360,816.41
252737 8/16/10 ZAR 44.900 7.236 49,865.45 49,865.45
PUR 8/10/10 60 ANGLOVAAL INDS ORD R0. 500.00 5.02 12,161.09 12,161.09
251190 8/17/10 ZAR 24.249 7.254 1,676.47 1,676.47
PUR 8/10/10 60 NASPERS LTD ZAR 0.02 2,800.00 524.18 857,845.82 857,845.82
242613 8/17/10 ZAR 305.001 7.331 117,009.03 117,009.03
PUR 8/10/10 60 PICK N PAY STORES LIMI 9,000.00 249.57 404,110.35 404,110.35
252737 8/17/10 ZAR 44.700 7.254 55,708.62 55,708.62
PUR 8/10/10 60 PICK N PAY STORES LIMI 1,600.00 29.62 71,790.07 71,790.07
252737 8/17/10 ZAR 44.735 7.254 9,896.62 9,896.62
PUR 8/11/10 60 ANGLOVAAL INDS ORD R0. 3,500.00 34.65 84,493.69 84,493.69
251190 8/18/10 ZAR 24.069 7.298 11,577.33 11,577.33
PUR 8/11/10 60 PICK N PAY STORES LIMI 4,600.00 83.55 203,739.35 203,739.35
252737 8/18/10 ZAR 44.159 7.298 27,916.38 27,916.38
PUR 8/11/10 60 PICK N PAY STORES LIMI 11,000.00 299.33 487,638.76 487,638.76
252737 8/18/10 ZAR 44.132 7.298 66,816.31 66,816.31
PUR 8/12/10 60 ANGLOVAAL INDS ORD R0. 100.00 1.00 2,426.74 2,426.74
251190 8/19/10 ZAR 24.195 7.282 333.23 333.23
PUR 8/12/10 60 PICK N PAY STORES LIMI 3,000.00 53.87 131,066.89 131,066.89
252737 8/19/10 ZAR 43.558 7.283 17,997.51 17,997.51
PUR 8/12/10 60 PICK N PAY STORES LIMI 10,000.00 269.03 437,338.22 437,338.22
252737 8/19/10 ZAR 43.538 7.282 60,053.31 60,053.31
PUR 8/13/10 60 ANGLOVAAL INDS ORD R0. 1,000.00 10.02 24,500.03 24,500.03
251190 8/20/10 ZAR 24.427 7.321 3,346.77 3,346.77
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: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/13/10 60 PICK N PAY STORES LIMI 100.00 1.79 4,377.35 4,377.35
252737 8/20/10 ZAR 43.643 7.320 597.96 597.96
PUR 8/16/10 60 ANGLOVAAL INDS ORD R0. 100.00 1.00 2,422.25 2,422.25
251190 8/23/10 ZAR 24.150 7.269 333.25 333.25
PUR 8/16/10 60 PICK N PAY STORES LIMI 100.00 1.80 4,363.07 4,363.07
252737 8/23/10 ZAR 43.500 7.269 600.26 600.26
PUR 8/17/10 60 PICK N PAY STORES LIMI 3,200.00 86.20 139,765.01 139,765.01
252737 8/24/10 ZAR 43.481 7.264 19,241.97 19,241.97
PUR 8/18/10 60 PICK N PAY STORES LIMI 3,700.00 98.60 159,961.64 159,961.64
252737 8/25/10 ZAR 43.039 7.268 22,009.64 22,009.64
PUR 8/19/10 60 ANGLOVAAL INDS ORD R0. 3,400.00 51.15 82,951.83 82,951.83
251190 8/26/10 ZAR 24.288 7.265 11,418.09 11,418.09
PUR 8/19/10 60 PICK N PAY STORES LIMI 8,900.00 235.88 382,528.66 382,528.66
252737 8/26/10 ZAR 42.788 7.265 52,654.00 52,654.00
PUR 8/20/10 60 ANGLOVAAL INDS ORD R0. 1,500.00 22.30 36,494.84 36,494.84
251190 8/27/10 ZAR 24.221 7.331 4,978.49 4,978.49
PUR 8/20/10 60 PICK N PAY STORES LIMI 3,700.00 96.22 157,447.70 157,447.70
252737 8/27/10 ZAR 42.363 7.330 21,478.44 21,478.44
PUR 8/23/10 60 PICK N PAY STORES LIMI 1,100.00 19.24 47,276.39 47,276.39
252737 8/30/10 ZAR 42.850 7.354 6,428.97 6,428.97
PUR 8/24/10 60 ANGLOVAAL INDS ORD R0. 900.00 9.08 22,356.21 22,356.21
251190 8/31/10 ZAR 24.766 7.369 3,033.80 3,033.80
PUR 8/24/10 60 PICK N PAY STORES LIMI 1,900.00 33.05 81,381.37 81,381.37
252737 8/31/10 ZAR 42.704 7.369 11,043.67 11,043.67
---------------- --------- ---------------- ------------ ---------------- --------------
268,600.00 11,163.52 20,321,415.46 20,321,415.46
2,781,024.36 2,781,024.36
58 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: 30
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/20/10 60 SIAM COMMERCIAL BANK-F 70,200.00 624.32 6,578,063.73 6,578,063.73
240469 8/25/10 THB 93.424 31.510 208,761.15 208,761.15
PUR 8/23/10 60 SIAM COMMERCIAL BANK-F 54,900.00 490.20 5,160,789.24 5,160,789.24
240469 8/26/10 THB 93.722 31.485 163,912.63 163,912.63
PUR 8/24/10 60 SIAM COMMERCIAL BANK-F 45,700.00 406.02 4,284,074.89 4,284,074.89
240469 8/27/10 THB 93.463 31.555 135,765.33 135,765.33
PUR 8/25/10 60 SIAM COMMERCIAL BANK-F 45,800.00 407.06 4,285,482.57 4,285,482.57
240469 8/30/10 THB 93.290 31.485 136,111.88 136,111.88
---------------- --------- ---------------- ------------ ---------------- --------------
216,600.00 1,927.60 20,308,410.43 20,308,410.43
644,550.99 644,550.99
4 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 7/28/10 60 BANCO MACRO BANSUD S A 200.00 7.00 7,411.56 7,411.56
252500 8/02/10 USD 37.023 1.000 7,411.56 7,411.56
PUR 7/29/10 60 BANCO MACRO BANSUD S A 500.00 17.50 18,888.15 18,888.15
252500 8/03/10 USD 37.741 1.000 18,888.15 18,888.15
PUR 8/03/10 60 BANCO MACRO BANSUD S A 1,900.00 66.50 72,971.21 72,971.21
252500 8/06/10 USD 38.371 1.000 72,971.21 72,971.21
PUR 8/11/10 60 BANCO MACRO BANSUD S A 500.00 17.50 19,998.35 19,998.35
252500 8/16/10 USD 39.962 1.000 19,998.35 19,998.35
PUR 8/12/10 60 BANCO MACRO BANSUD S A 200.00 7.00 7,949.68 7,949.68
252500 8/17/10 USD 39.713 1.000 7,949.68 7,949.68
PUR 8/13/10 60 BANCO MACRO BANSUD S A 1,300.00 45.50 51,395.50 51,395.50
252500 8/18/10 USD 39.500 1.000 51,395.50 51,395.50
PUR 8/19/10 60 BANCO MACRO BANSUD S A 500.00 17.50 19,594.45 19,594.45
252500 8/24/10 USD 39.154 1.000 19,594.45 19,594.45
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: 31
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/20/10 60 BANCO MACRO BANSUD S A 100.00 3.50 3,913.26 3,913.26
252500 8/25/10 USD 39.098 1.000 3,913.26 3,913.26
PUR 8/23/10 60 BANCO MACRO BANSUD S A 40.00 1.40 1,539.09 1,539.09
252500 8/26/10 USD 38.442 1.000 1,539.09 1,539.09
PUR 8/24/10 60 BANCO MACRO BANSUD S A 1,600.00 56.00 59,405.76 59,405.76
252500 8/27/10 USD 37.094 1.000 59,405.76 59,405.76
PUR 8/25/10 60 BANCO MACRO BANSUD S A 1,400.00 49.00 50,448.72 50,448.72
252500 8/30/10 USD 36.000 1.000 50,448.72 50,448.72
---------------- --------- ---------------- ------------ ---------------- --------------
8,240.00 288.40 313,515.73 313,515.73
313,515.73 313,515.73
11 TRANSACTIONS IN COUNTRY: ARGENTINA (6800)
PUR 7/28/10 60 BM+FBOVESPA SA NPV 15,000.00 362.02 191,498.43 191,498.43
252834 8/02/10 BRL N20100 12.724 1.764 108,589.98 108,589.98
PUR 7/29/10 60 BM+FBOVESPA SA NPV 5,300.00 130.57 69,077.29 69,077.29
252834 8/03/10 BRL N20100 12.990 1.764 39,165.01 39,165.01
PUR 7/29/10 60 BM+FBOVESPA SA NPV 6,800.00 150.43 88,665.20 88,665.20
252834 8/03/10 BRL N20100 13.000 1.763 50,292.23 50,292.23
PUR 7/29/10 60 BM+FBOVESPA SA NPV 15,300.00 374.94 198,275.82 198,275.82
252834 8/03/10 BRL N20100 12.916 1.763 112,465.01 112,465.01
PUR 7/30/10 60 BM+FBOVESPA SA NPV 13,700.00 303.26 178,290.78 178,290.78
252834 8/04/10 BRL N20100 12.975 1.758 101,387.99 101,387.99
PUR 7/30/10 60 BM+FBOVESPA SA NPV 17,100.00 421.95 222,564.91 222,564.91
252834 8/04/10 BRL N20100 12.972 1.759 126,565.20 126,565.20
PUR 8/02/10 60 BM+FBOVESPA SA NPV 13,100.00 330.52 173,150.11 173,150.11
252834 8/05/10 BRL N20100 13.174 1.747 99,141.20 99,141.20
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: 32
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/03/10 60 BM+FBOVESPA SA NPV 1,400.00 14.06 18,434.34 18,434.34
252834 8/06/10 BRL N20100 13.150 1.761 10,469.89 10,469.89
PUR 8/03/10 60 BM+FBOVESPA SA NPV 8,200.00 203.97 107,723.37 107,723.37
252834 8/06/10 BRL N20100 13.093 1.761 61,182.13 61,182.13
PUR 8/03/10 60 BM+FBOVESPA SA NPV 10,200.00 227.67 134,020.86 134,020.86
252834 8/06/10 BRL N20100 13.100 1.761 76,117.94 76,117.94
PUR 8/04/10 60 BM+FBOVESPA SA NPV 6,800.00 88,879.18 88,879.18
252834 8/09/10 BRL 13.070 1.759 50,521.06 50,521.06
PUR 8/05/10 60 BM+FBOVESPA SA NPV 11,000.00 250.02 146,812.20 146,812.20
252834 8/10/10 BRL 13.307 1.756 83,589.38 83,589.38
PUR 8/06/10 60 BM+FBOVESPA SA NPV 11,700.00 266.31 156,588.98 156,588.98
252834 8/11/10 BRL 13.344 1.759 89,034.25 89,034.25
PUR 8/09/10 60 BM+FBOVESPA SA NPV 7,800.00 179.41 105,233.12 105,233.12
252834 8/12/10 BRL 13.451 1.754 59,978.98 59,978.98
PUR 8/09/10 60 BM+FBOVESPA SA NPV 1,900.00 48.65 25,602.35 25,602.35
252834 8/12/10 BRL 13.430 1.755 14,592.39 14,592.39
PUR 8/10/10 60 BM+FBOVESPA SA NPV 9,700.00 217.61 128,146.84 128,146.84
252834 8/13/10 BRL 13.172 1.761 72,752.83 72,752.83
PUR 8/10/10 60 BM+FBOVESPA SA NPV 7,800.00 195.91 103,508.66 103,508.66
252834 8/13/10 BRL 13.226 1.761 58,764.99 58,764.99
PUR 8/11/10 60 BM+FBOVESPA SA NPV 20,500.00 448.07 265,473.63 265,473.63
252834 8/16/10 BRL 12.911 1.772 149,807.36 149,807.36
PUR 8/11/10 60 BM+FBOVESPA SA NPV 3,900.00 85.27 50,521.56 50,521.56
252834 8/16/10 BRL 12.916 1.772 28,509.43 28,509.43
PUR 8/12/10 60 BM+FBOVESPA SA NPV 19,400.00 421.53 249,345.16 249,345.16
252834 8/17/10 BRL 12.814 1.769 140,932.69 140,932.69
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: 33
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/13/10 60 BM+FBOVESPA SA NPV 16,600.00 357.77 211,837.40 211,837.40
252834 8/18/10 BRL 12.723 1.771 119,614.57 119,614.57
PUR 8/13/10 60 BM+FBOVESPA SA NPV 8,400.00 180.69 106,988.24 106,988.24
252834 8/18/10 BRL 12.699 1.771 60,411.20 60,411.20
PUR 8/16/10 60 BM+FBOVESPA SA NPV 12,600.00 275.29 162,274.83 162,274.83
252834 8/19/10 BRL 12.840 1.763 92,036.88 92,036.88
PUR 8/16/10 60 BM+FBOVESPA SA NPV 2,200.00 47.95 28,270.51 28,270.51
252834 8/19/10 BRL 12.812 1.763 16,034.09 16,034.09
PUR 8/17/10 60 BM+FBOVESPA SA NPV 6,000.00 133.60 78,196.43 78,196.43
252834 8/20/10 BRL 12.994 1.751 44,667.08 44,667.08
PUR 8/17/10 60 BM+FBOVESPA SA NPV 2,400.00 53.39 31,245.46 31,245.46
252834 8/20/10 BRL 12.980 1.751 17,847.92 17,847.92
PUR 8/18/10 60 BM+FBOVESPA SA NPV 8,500.00 190.49 111,660.64 111,660.64
252834 8/23/10 BRL 13.097 1.753 63,685.99 63,685.99
PUR 8/18/10 60 BM+FBOVESPA SA NPV 2,800.00 63.00 36,930.46 36,930.46
252834 8/23/10 BRL 13.150 1.753 21,063.40 21,063.40
PUR 8/19/10 60 BM+FBOVESPA SA NPV 5,400.00 122.25 72,069.04 72,069.04
252834 8/24/10 BRL 13.306 1.763 40,872.84 40,872.84
PUR 8/19/10 60 BM+FBOVESPA SA NPV 2,500.00 56.60 33,366.80 33,366.80
252834 8/24/10 BRL 13.307 1.763 18,923.47 18,923.47
PUR 8/20/10 60 BM+FBOVESPA SA NPV 6,600.00 147.68 87,098.69 87,098.69
252834 8/25/10 BRL 13.157 1.764 49,375.67 49,375.67
PUR 8/20/10 60 BM+FBOVESPA SA NPV 4,600.00 101.84 60,062.91 60,062.91
252834 8/25/10 BRL 13.018 1.764 34,049.27 34,049.27
PUR 8/20/10 60 BM+FBOVESPA SA NPV 2,500.00 55.85 32,940.27 32,940.27
252834 8/25/10 BRL 13.137 1.764 18,673.62 18,673.62
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: 34
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/23/10 60 BM+FBOVESPA SA NPV 9,200.00 90.41 118,618.53 118,618.53
252834 8/26/10 BRL 12.876 1.762 67,308.93 67,308.93
PUR 8/23/10 60 BM+FBOVESPA SA NPV 1,400.00 30.29 17,847.38 17,847.38
252834 8/26/10 BRL 12.710 1.762 10,127.32 10,127.32
PUR 8/24/10 60 BM+FBOVESPA SA NPV 8,800.00 83.69 110,161.16 110,161.16
252834 8/27/10 BRL 12.502 1.768 62,308.35 62,308.35
PUR 8/24/10 60 BM+FBOVESPA SA NPV 1,500.00 31.59 18,670.85 18,670.85
252834 8/27/10 BRL 12.410 1.768 10,560.44 10,560.44
PUR 8/25/10 60 BM+FBOVESPA SA NPV 5,700.00 53.32 70,277.92 70,277.92
252834 8/30/10 BRL 12.313 1.770 39,696.07 39,696.07
---------------- --------- ---------------- ------------ ---------------- --------------
314,300.00 6,707.87 4,090,330.31 4,090,330.31
2,321,117.05 2,321,117.05
38 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 8/03/10 60 CHANGYOU.COM LTD ADR A 200.00 7.00 5,863.90 5,863.90
252943 8/06/10 USD 29.285 1.000 5,863.90 5,863.90
PUR 8/03/10 60 NETEASE COM INC ADR AD 1,500.00 52.50 59,168.85 59,168.85
252944 8/06/10 USD 39.411 1.000 59,168.85 59,168.85
PUR 8/03/10 60 SHANDA GAMES LTD SPONS 2,100.00 73.50 14,409.78 14,409.78
252945 8/06/10 USD 6.827 1.000 14,409.78 14,409.78
PUR 8/04/10 60 NETEASE COM INC ADR AD 1,900.00 66.50 75,378.13 75,378.13
252944 8/09/10 USD 39.638 1.000 75,378.13 75,378.13
PUR 8/04/10 60 SHANDA GAMES LTD SPONS 1,800.00 63.00 12,462.12 12,462.12
252945 8/09/10 USD 6.888 1.000 12,462.12 12,462.12
PUR 8/05/10 60 NETEASE COM INC ADR AD 1,600.00 56.00 63,820.16 63,820.16
252944 8/10/10 USD 39.853 1.000 63,820.16 63,820.16
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: 35
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/05/10 60 SHANDA GAMES LTD SPONS 1,600.00 56.00 11,504.64 11,504.64
252945 8/10/10 USD 7.155 1.000 11,504.64 11,504.64
PUR 8/05/10 60 TENCENT HOLDINGS LTD C 11,700.00 585.45 1,795,751.49 1,795,751.49
252962 8/09/10 HKD 153.095 7.763 231,320.36 231,320.36
PUR 8/06/10 60 NETEASE COM INC ADR AD 4,600.00 161.00 179,133.66 179,133.66
252944 8/11/10 USD 38.907 1.000 179,133.66 179,133.66
PUR 8/06/10 60 TENCENT HOLDINGS LTD C 10,300.00 514.23 1,577,223.20 1,577,223.20
252962 8/10/10 HKD 152.741 7.763 203,179.72 203,179.72
PUR 8/09/10 60 NETEASE COM INC ADR AD 1,200.00 42.00 47,257.08 47,257.08
252944 8/12/10 USD 39.346 1.000 47,257.08 47,257.08
PUR 8/09/10 60 SHANDA GAMES LTD SPONS 1,860.00 65.10 13,314.07 13,314.07
252945 8/12/10 USD 7.123 1.000 13,314.07 13,314.07
PUR 8/09/10 60 TENCENT HOLDINGS LTD C 2,900.00 145.01 444,739.34 444,739.34
252962 8/11/10 HKD 152.970 7.762 57,293.68 57,293.68
PUR 8/10/10 60 SHANDA GAMES LTD SPONS 2,200.00 77.00 15,427.06 15,427.06
252945 8/13/10 USD 6.977 1.000 15,427.06 15,427.06
PUR 8/10/10 60 TENCENT HOLDINGS LTD C 7,600.00 385.25 1,181,862.16 1,181,862.16
252962 8/12/10 HKD 155.115 7.764 152,217.48 152,217.48
PUR 8/11/10 60 SHANDA GAMES LTD SPONS 2,300.00 80.50 15,913.93 15,913.93
252945 8/16/10 USD 6.884 1.000 15,913.93 15,913.93
PUR 8/11/10 60 TENCENT HOLDINGS LTD C 1,600.00 78.97 242,282.53 242,282.53
252962 8/13/10 HKD 151.043 7.765 31,203.28 31,203.28
PUR 8/12/10 60 SHANDA GAMES LTD SPONS 2,100.00 73.50 14,155.05 14,155.05
252945 8/17/10 USD 6.706 1.000 14,155.05 14,155.05
PUR 8/13/10 60 SHANDA GAMES LTD SPONS 4,100.00 143.50 27,565.12 27,565.12
252945 8/18/10 USD 6.688 1.000 27,565.12 27,565.12
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: 36
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/16/10 60 SHANDA GAMES LTD SPONS 2,400.00 84.00 16,005.60 16,005.60
252945 8/19/10 USD 6.634 1.000 16,005.60 16,005.60
PUR 8/17/10 60 SHANDA GAMES LTD SPONS 2,100.00 73.50 13,927.62 13,927.62
252945 8/20/10 USD 6.597 1.000 13,927.62 13,927.62
PUR 8/18/10 60 SHANDA GAMES LTD SPONS 1,800.00 63.00 12,013.74 12,013.74
252945 8/23/10 USD 6.639 1.000 12,013.74 12,013.74
PUR 8/19/10 60 SHANDA GAMES LTD SPONS 1,500.00 52.50 10,185.00 10,185.00
252945 8/24/10 USD 6.755 1.000 10,185.00 10,185.00
PUR 8/19/10 60 SHANDA GAMES LTD SPONS 4,900.00 171.50 33,202.40 33,202.40
252945 8/24/10 USD 6.741 1.000 33,202.40 33,202.40
---------------- --------- ---------------- ------------ ---------------- --------------
75,860.00 3,170.51 5,882,566.63 5,882,566.63
1,315,922.43 1,315,922.43
24 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 8/25/10 60 CIA DE MINAS BUENAVENT 6,800.00 238.00 263,255.88 263,255.88
253218 8/30/10 USD 38.679 1.000 263,255.88 263,255.88
PUR 8/26/10 60 CIA DE MINAS BUENAVENT 3,000.00 105.00 118,960.20 118,960.20
253218 8/31/10 USD 39.618 1.000 118,960.20 118,960.20
---------------- --------- ---------------- ------------ ---------------- --------------
9,800.00 343.00 382,216.08 382,216.08
382,216.08 382,216.08
2 TRANSACTIONS IN COUNTRY: PERU (8000)
PUR 8/20/10 60 AXIATA GROUP BHD 59,000.00 229.00 257,899.95 257,899.95
251093 8/25/10 MYR 4.359 3.142 82,078.85 82,078.85
PUR 8/20/10 60 AXIATA GROUP BHD 30,000.00 116.37 131,086.66 131,086.66
251093 8/25/10 MYR 4.357 3.142 41,719.44 41,719.44
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: 37
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/23/10 60 AXIATA GROUP BHD 62,000.00 242.26 271,898.64 271,898.64
251093 8/26/10 MYR 4.373 3.132 86,826.96 86,826.96
PUR 8/23/10 60 AXIATA GROUP BHD 25,000.00 97.72 109,698.50 109,698.50
251093 8/26/10 MYR 4.376 3.131 35,030.66 35,030.66
PUR 8/24/10 60 AXIATA GROUP BHD 304,000.00 1,199.98 1,353,160.12 1,353,160.12
251093 8/27/10 MYR 4.439 3.148 429,827.08 429,827.08
PUR 8/24/10 60 AXIATA GROUP BHD 37,000.00 146.24 165,045.98 165,045.98
251093 8/27/10 MYR 4.448 3.148 52,426.34 52,426.34
PUR 8/25/10 60 AXIATA GROUP BHD 127,000.00 499.03 561,952.82 561,952.82
251093 8/30/10 MYR 4.412 3.143 178,786.51 178,786.51
PUR 8/25/10 60 AXIATA GROUP BHD 121,000.00 478.02 538,301.18 538,301.18
251093 8/30/10 MYR 4.436 3.143 171,261.69 171,261.69
---------------- --------- ---------------- ------------ ---------------- --------------
765,000.00 3,008.62 3,389,043.85 3,389,043.85
1,077,957.53 1,077,957.53
8 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
PUR 8/20/10 60 AYALA CORPORATION 1,560.00 36.70 534,748.85 534,748.85
250894 8/25/10 PHP 341.729 45.020 11,878.03 11,878.03
PUR 8/20/10 60 METRO PACIFIC INVESTME 340,000.00 79.81 1,162,932.58 1,162,932.58
248762 8/25/10 PHP 3.410 45.020 25,831.47 25,831.47
PUR 8/20/10 60 METROPOLITAN BANK + TR 41,600.00 188.58 2,747,935.00 2,747,935.00
250897 8/25/10 PHP 65.852 45.020 61,038.09 61,038.09
PUR 8/20/10 60 PHILIPPINE LONG DISTAN 1,050.00 174.15 2,537,743.11 2,537,743.11
251028 8/25/10 PHP 2409.43 45.020 56,369.24 56,369.24
PUR 8/20/10 60 SM INVESTMENTS CORP 8,105.00 258.86 3,897,727.13 3,897,727.13
251188 8/25/10 PHP 479.466 45.020 86,577.68 86,577.68
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: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/23/10 60 AYALA CORPORATION 3,120.00 76.37 1,113,511.01 1,113,511.01
250894 8/26/10 PHP 355.792 45.060 24,711.74 24,711.74
PUR 8/23/10 60 METRO PACIFIC INVESTME 247,000.00 57.53 839,012.08 839,012.08
248762 8/26/10 PHP 3.386 45.060 18,619.89 18,619.89
PUR 8/23/10 60 METROPOLITAN BANK + TR 48,550.00 220.54 3,216,495.32 3,216,495.32
250897 8/26/10 PHP 66.047 45.060 71,382.50 71,382.50
PUR 8/23/10 60 PHILIPPINE LONG DISTAN 1,130.00 183.86 2,770,929.76 2,770,929.76
251028 8/26/10 PHP 2444.81 45.060 61,494.22 61,494.22
PUR 8/23/10 60 SM INVESTMENTS CORP 600.00 20.29 295,857.52 295,857.52
251188 8/26/10 PHP 491.572 45.060 6,565.86 6,565.86
PUR 8/24/10 60 AYALA CORPORATION 2,660.00 63.91 942,035.07 942,035.07
250894 8/27/10 PHP 353.054 45.537 20,687.02 20,687.02
PUR 8/24/10 60 METRO PACIFIC INVESTME 313,000.00 70.04 1,032,391.84 1,032,391.84
248762 8/27/10 PHP 3.288 45.537 22,671.25 22,671.25
PUR 8/24/10 60 METROPOLITAN BANK + TR 49,450.00 220.72 3,253,326.82 3,253,326.82
250897 8/27/10 PHP 65.587 45.537 71,442.81 71,442.81
PUR 8/24/10 60 PHILIPPINE LONG DISTAN 970.00 156.08 2,377,107.73 2,377,107.73
251028 8/27/10 PHP 2443.29 45.538 52,201.10 52,201.10
PUR 8/24/10 60 SM INVESTMENTS CORP 2,100.00 69.90 1,030,311.18 1,030,311.18
251188 8/27/10 PHP 489.109 45.538 22,625.55 22,625.55
PUR 8/24/10 60 SM INVESTMENTS CORP 1,500.00 49.72 732,871.27 732,871.27
251188 8/27/10 PHP 487.071 45.537 16,093.80 16,093.80
PUR 8/25/10 60 AYALA CORPORATION 6,250.00 150.11 2,198,311.44 2,198,311.44
250894 8/31/10 PHP 350.643 45.245 48,586.84 48,586.84
PUR 8/25/10 60 METRO PACIFIC INVESTME 371,000.00 83.24 1,219,081.63 1,219,081.63
248762 8/31/10 PHP 3.276 45.245 26,944.01 26,944.01
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: 39
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/25/10 60 PHILIPPINE LONG DISTAN 1,130.00 183.51 2,776,956.69 2,776,956.69
251028 8/31/10 PHP 2450.13 45.245 61,375.99 61,375.99
PUR 8/25/10 60 SM INVESTMENTS CORP 1,675.00 55.58 813,901.76 813,901.76
251188 8/31/10 PHP 484.410 45.245 17,988.77 17,988.77
PUR 8/25/10 60 SM INVESTMENTS CORP 1,380.00 45.60 667,734.62 667,734.62
251188 8/31/10 PHP 482.371 45.245 14,758.20 14,758.20
---------------- --------- ---------------- ------------ ---------------- --------------
1,443,830.00 2,445.10 36,160,922.41 36,160,922.41
799,844.06 799,844.06
21 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
PUR 7/30/10 60 TATA STEEL LTD GDR REG 31,897.00 370,802.63 370,802.63
252812 8/04/10 USD 11.625 1.000 370,802.63 370,802.63
PUR 8/13/10 60 ICICI BK LTD USD 10.0 11,200.00 224.00 461,240.64 461,240.64
248420 8/18/10 USD 41.162 1.000 461,240.64 461,240.64
PUR 8/13/10 60 INFOSYS TECHNOLOGIES L 7,500.00 150.00 443,878.50 443,878.50
239503 8/18/10 USD 59.164 1.000 443,878.50 443,878.50
PUR 8/13/10 60 TATA ENGR + LOCOMOTIVE 7,000.00 140.00 151,969.30 151,969.30
249599 8/18/10 USD 21.690 1.000 151,969.30 151,969.30
PUR 8/13/10 60 WIPRO LTD ADR 4,500.00 90.00 59,704.20 59,704.20
248465 8/18/10 USD 13.248 1.000 59,704.20 59,704.20
PUR 8/16/10 60 AXIS BANK LTD- GDR 4,834.00 137,043.90 137,043.90
250852 8/19/10 USD 28.350 1.000 137,043.90 137,043.90
PUR 8/16/10 60 TATA STEEL LTD GDR REG 21,428.00 237,636.52 237,636.52
252812 8/19/10 USD 11.090 1.000 237,636.52 237,636.52
PUR 8/25/10 60 INFOSYS TECHNOLOGIES L 2,900.00 58.00 169,417.13 169,417.13
239503 8/30/10 USD 58.400 1.000 169,417.13 169,417.13
---------------- --------- ---------------- ------------ ---------------- --------------
91,259.00 662.00 2,031,692.82 2,031,692.82
2,031,692.82 2,031,692.82
8 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
6,556,876.00 48,276.324,387,209,486.71 4,387,209,486.71
19,722,683.81 19,722,683.81
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: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
279 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
DEPOSITORY RECEIPT - EM (2235)
--------------------------------
PUR 8/20/10 60 KASIKORNBANK PCL-NVDR 110,200.00 1,113.84 11,735,732.15 11,735,732.15
240466 8/25/10 THB 106.176 31.510 372,444.69 372,444.69
PUR 8/20/10 60 SIAM CEMENT PCL THB 1. 11,500.00 44.15 3,093,345.99 3,093,345.99
248686 8/25/10 THB 268.866 31.510 98,170.29 98,170.29
PUR 8/20/10 60 SIAM CEMENT PCL THB 1. 9,600.00 245.67 2,588,434.41 2,588,434.41
248686 8/25/10 THB 268.822 31.510 82,146.44 82,146.44
PUR 8/20/10 60 TOTAL ACCESS COMMUNICA 86,300.00 57.65 4,039,254.11 4,039,254.11
250862 8/25/10 THB 46.784 31.510 128,189.59 128,189.59
PUR 8/23/10 60 KASIKORNBANK PCL-NVDR 71,600.00 733.36 7,720,759.18 7,720,759.18
240466 8/26/10 THB 107.509 31.485 245,220.24 245,220.24
PUR 8/23/10 60 KASIKORNBANK PCL-NVDR 20,200.00 206.90 2,178,203.00 2,178,203.00
240466 8/26/10 THB 107.509 31.485 69,182.25 69,182.25
PUR 8/23/10 60 SIAM CEMENT PCL THB 1. 17,200.00 445.87 4,694,096.09 4,694,096.09
248686 8/26/10 THB 272.096 31.485 149,089.92 149,089.92
PUR 8/23/10 60 TOTAL ACCESS COMMUNICA 138,500.00 91.21 6,385,679.13 6,385,679.13
250862 8/26/10 THB 46.085 31.485 202,816.55 202,816.55
PUR 8/24/10 60 KASIKORNBANK PCL-NVDR 30,900.00 317.89 3,354,129.29 3,354,129.29
240466 8/27/10 THB 108.223 31.555 106,294.70 106,294.70
PUR 8/24/10 60 SIAM CEMENT PCL THB 1. 13,100.00 335.63 3,541,331.92 3,541,331.92
248686 8/27/10 THB 269.522 31.555 112,227.28 112,227.28
PUR 8/24/10 60 TOTAL ACCESS COMMUNICA 123,400.00 538.17 5,678,428.61 5,678,428.61
250862 8/27/10 THB 45.879 31.555 179,953.37 179,953.37
PUR 8/25/10 60 KASIKORNBANK PCL-NVDR 20,500.00 210.53 2,216,454.53 2,216,454.53
240466 8/30/10 THB 107.796 31.485 70,397.16 70,397.16
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: 41
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/25/10 60 SIAM CEMENT PCL THB 1. 12,600.00 322.63 3,396,473.61 3,396,473.61
248686 8/30/10 THB 268.755 31.485 107,875.93 107,875.93
PUR 8/25/10 60 TOTAL ACCESS COMMUNICA 55,700.00 241.27 2,540,028.16 2,540,028.16
250862 8/30/10 THB 45.466 31.485 80,674.23 80,674.23
---------------- --------- ---------------- ------------ ---------------- --------------
721,300.00 4,904.77 63,162,350.18 63,162,350.18
2,004,682.64 2,004,682.64
14 TRANSACTIONS IN COUNTRY: THAILAND (6550)
---------------- --------- ---------------- ------------ ---------------- --------------
721,300.00 4,904.77 63,162,350.18 63,162,350.18
2,004,682.64 2,004,682.64
14 TRANSACTIONS IN CATEGORY: DEPOSITORY RECEIPT - EM (2235)
---------------- --------- ---------------- ------------ ---------------- --------------
7,309,076.00 53,889.094,451,796,377.57 4,451,796,377.57
23,151,907.13 23,151,907.13
298 "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: 42
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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)
--------------------------------
SALE 8/06/10 60 IPATH ETNS LKD MSCI IN 6,000.00 216.71 396,945.49 326,860.62 70,084.87
247826 8/11/10 USD 66.194 1.000 396,945.49 326,860.62 70,084.87
---------------- --------- ---------------- ------------ ---------------- --------------
6,000.00 216.71 396,945.49 326,860.62 70,084.87
396,945.49 326,860.62 70,084.87
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
6,000.00 216.71 396,945.49 326,860.62 70,084.87
396,945.49 326,860.62 70,084.87
1 TRANSACTION IN CATEGORY: ETN - EMERGING MARKET (1750)
EM COMMON STOCK (2225)
--------------------------------
SALE 7/28/10 60 BANK ZACHODNI WBK SA 401.00 74.92 76,521.15 58,211.91 18,309.24
240025 8/02/10 PLN 191.400 3.073 24,898.29 24,212.07 686.22
SALE 7/28/10 60 BANK ZACHODNI WBK SA 201.00 37.53 38,335.95 29,178.54 9,157.41
240025 8/02/10 PLN 191.300 3.073 12,473.67 12,136.23 337.44
SALE 7/29/10 60 BANK ZACHODNI WBK SA 301.00 55.16 55,993.99 43,695.22 12,298.77
240025 8/03/10 PLN 186.586 3.054 18,332.24 18,174.15 158.09
SALE 7/29/10 60 BK HANDLOWY W WARS PLN 535.00 40.48 41,091.16 24,455.31 16,635.85
246234 8/03/10 PLN 77.037 3.054 13,453.10 7,435.83 6,017.27
SALE 7/29/10 60 BK HANDLOWY W WARS PLN 743.00 56.46 57,311.01 33,963.17 23,347.84
246234 8/03/10 PLN 77.367 3.054 18,763.43 10,326.76 8,436.67
SALE 7/30/10 60 BANK ZACHODNI WBK SA 121.00 22.01 22,468.83 17,565.19 4,903.64
240025 8/04/10 PLN 186.252 3.072 7,314.31 7,305.89 8.42
SALE 7/30/10 60 BK HANDLOWY W WARS PLN 2,564.00 193.44 197,479.14 117,202.65 80,276.49
246234 8/04/10 PLN 77.252 3.072 64,285.67 35,636.37 28,649.30
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: 43
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/02/10 60 BANK ZACHODNI WBK SA 1,763.00 329.64 330,988.06 255,929.16 75,058.90
240025 8/05/10 PLN 188.306 3.021 109,549.72 106,448.58 3,101.14
SALE 8/02/10 60 BK HANDLOWY W WARS PLN 3,839.00 296.63 297,839.80 175,483.99 122,355.81
246234 8/05/10 PLN 77.816 3.021 98,578.38 53,357.27 45,221.11
SALE 8/02/10 60 BK HANDLOWY W WARS PLN 495.00 38.19 38,346.12 22,626.88 15,719.24
246234 8/05/10 PLN 77.700 3.021 12,691.72 6,879.88 5,811.84
SALE 8/03/10 60 BANK ZACHODNI WBK SA 213.00 39.66 39,895.81 30,920.54 8,975.27
240025 8/06/10 PLN 187.868 3.027 13,181.29 12,860.78 320.51
SALE 8/03/10 60 BK HANDLOWY W WARS PLN 1,981.00 155.12 156,029.50 90,553.21 65,476.29
246234 8/06/10 PLN 79.000 3.027 51,551.03 27,533.41 24,017.62
SALE 8/04/10 60 BANK ZACHODNI WBK SA 658.00 121.01 122,292.63 95,519.79 26,772.84
240025 8/09/10 PLN 186.414 3.041 40,215.27 39,729.53 485.74
SALE 8/04/10 60 BK HANDLOWY W WARS PLN 1,912.00 147.83 149,392.76 87,399.17 61,993.59
246234 8/09/10 PLN 78.369 3.041 49,127.00 26,574.39 22,552.61
SALE 8/05/10 60 BANK ZACHODNI WBK SA 130.00 23.94 24,137.67 18,871.69 5,265.98
240025 8/10/10 PLN 186.233 3.033 7,957.56 7,849.30 108.26
SALE 8/05/10 60 BK HANDLOWY W WARS PLN 312.00 24.21 24,402.97 14,261.79 10,141.18
246234 8/10/10 PLN 78.450 3.033 8,045.02 4,336.41 3,708.61
SALE 8/05/10 60 BK HANDLOWY W WARS PLN 1,362.00 106.28 107,139.41 62,258.19 44,881.22
246234 8/10/10 PLN 78.900 3.033 35,321.07 18,930.08 16,390.99
SALE 8/06/10 60 BK HANDLOWY W WARS PLN 947.00 76.49 76,332.89 43,288.18 33,044.71
246234 8/11/10 PLN 80.847 3.003 25,420.15 13,162.11 12,258.04
SALE 8/10/10 60 BANK ZACHODNI WBK SA 481.00 85.95 86,781.74 69,825.25 16,956.49
240025 8/13/10 PLN 180.962 3.038 28,565.42 29,042.41 -476.99
SALE 8/10/10 60 BK HANDLOWY W WARS PLN 4,338.00 334.07 337,280.14 198,293.71 138,986.43
246234 8/13/10 PLN 77.984 3.038 111,020.45 60,292.74 50,727.71
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 8/01/10 THROUGH 8/31/10 ** 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 8/11/10 60 BANK ZACHODNI WBK SA 421.00 73.13 75,474.47 61,115.24 14,359.23
240025 8/16/10 PLN 179.814 3.105 24,304.27 25,419.65 -1,115.38
SALE 8/11/10 60 BK HANDLOWY W WARS PLN 4,722.00 353.08 364,386.35 215,846.69 148,539.66
246234 8/16/10 PLN 77.400 3.105 117,339.59 65,629.86 51,709.73
SALE 8/24/10 60 BANK ZACHODNI WBK SA 1,605.00 285.09 299,714.65 232,992.79 66,721.86
240025 8/27/10 PLN 187.300 3.163 94,744.47 96,908.66 -2,164.19
---------------- --------- ---------------- ------------ ---------------- --------------
30,045.00 2,970.32 3,019,636.20 1,999,458.26 1,020,177.94
987,133.12 710,182.36 276,950.76
23 TRANSACTIONS IN COUNTRY: POLAND (2300)
SALE 8/23/10 60 OTP BANK PLC 9,008.00 592.42 43,999,438.01 47,165,879.14 -3,166,441.13
248687 8/26/10 HUF 4899.18 223.482 196,881.35 242,580.70 -45,699.35
SALE 8/24/10 60 OTP BANK PLC 6,019.00 382.90 28,532,134.38 31,515,478.08 -2,983,343.70
248687 8/27/10 HUF 4754.60 224.221 127,249.83 162,088.50 -34,838.67
SALE 8/25/10 60 OTP BANK PLC 2,805.00 177.33 13,320,134.35 14,686,977.24 -1,366,842.89
248687 8/30/10 HUF 4763.00 226.024 58,932.49 75,537.17 -16,604.68
SALE 8/25/10 60 OTP BANK PLC 2,805.00 176.01 13,220,982.00 14,686,977.24 -1,465,995.24
248687 8/30/10 HUF 4727.54 226.024 58,493.81 75,537.17 -17,043.36
SALE 8/26/10 60 OTP BANK PLC 112.00 7.10 524,820.80 586,431.89 -61,611.09
248687 8/31/10 HUF 4700.00 222.290 2,360.97 3,016.10 -655.13
---------------- --------- ---------------- ------------ ---------------- --------------
20,749.00 1,335.76 99,597,509.54 108,641,743.59 -9,044,234.05
443,918.45 558,759.64 -114,841.19
5 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
SALE 8/25/10 60 IND & COMMERCIAL BANK 1,048,000.00 1,915.58 5,843,762.90 5,045,115.31 798,647.59
239287 8/27/10 HKD 5.590 7.777 751,459.57 648,610.39 102,849.18
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: 45
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/26/10 60 IND & COMMERCIAL BANK 782,000.00 1,428.42 4,358,413.92 3,764,580.32 593,833.60
239287 8/30/10 HKD 5.588 7.778 560,351.49 483,982.18 76,369.31
SALE 8/27/10 60 IND & COMMERCIAL BANK 901,000.00 1,669.95 5,095,447.13 4,337,451.24 757,995.89
239287 8/31/10 HKD 5.670 7.778 655,101.78 557,631.64 97,470.14
---------------- --------- ---------------- ------------ ---------------- --------------
2,731,000.00 5,013.95 15,297,623.95 13,147,146.87 2,150,477.08
1,966,912.84 1,690,224.21 276,688.63
3 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 8/03/10 60 CNOOC LTD HKD 0.02 65,000.00 288.65 878,889.84 783,329.94 95,559.90
250259 8/05/10 HKD 13.556 7.762 113,234.92 101,038.33 12,196.59
SALE 8/04/10 60 CNOOC LTD HKD 0.02 236,000.00 1,046.47 3,187,095.73 2,844,090.23 343,005.50
250259 8/06/10 HKD 13.539 7.764 410,515.12 366,846.85 43,668.27
SALE 8/05/10 60 CNOOC LTD HKD 0.02 177,000.00 777.40 2,367,464.91 2,133,067.68 234,397.23
250259 8/09/10 HKD 13.410 7.763 304,965.82 275,135.14 29,830.68
SALE 8/06/10 60 CNOOC LTD HKD 0.02 177,000.00 781.72 2,380,498.27 2,133,067.68 247,430.59
250259 8/10/10 HKD 13.483 7.763 306,658.54 275,135.14 31,523.40
SALE 8/09/10 60 CNOOC LTD HKD 0.02 73,000.00 319.48 972,855.22 879,739.78 93,115.44
250259 8/11/10 HKD 13.361 7.762 125,328.37 113,473.81 11,854.56
SALE 8/10/10 60 CNOOC LTD HKD 0.02 177,000.00 766.01 2,333,144.36 2,133,067.67 200,076.69
250259 8/12/10 HKD 13.215 7.764 300,496.42 275,135.13 25,361.29
SALE 8/11/10 60 CNOOC LTD HKD 0.02 118,000.00 505.05 1,538,357.51 1,422,045.12 116,312.39
250259 8/13/10 HKD 13.070 7.765 198,123.23 183,423.42 14,699.81
SALE 8/12/10 60 CNOOC LTD HKD 0.02 39,000.00 162.66 495,690.22 469,997.96 25,692.26
250259 8/16/10 HKD 12.742 7.768 63,809.77 60,623.00 3,186.77
SALE 8/13/10 60 CNOOC LTD HKD 0.02 24,000.00 100.21 305,530.27 289,229.52 16,300.75
250259 8/17/10 HKD 12.763 7.772 39,311.92 37,306.46 2,005.46
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 8/01/10 THROUGH 8/31/10 ** 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 8/16/10 60 CNOOC LTD HKD 0.02 28,000.00 117.72 358,971.25 337,434.43 21,536.82
250259 8/18/10 HKD 12.853 7.774 46,178.55 43,524.20 2,654.35
SALE 8/17/10 60 CNOOC LTD HKD 0.02 28,000.00 118.58 361,532.46 337,434.43 24,098.03
250259 8/19/10 HKD 12.945 7.772 46,517.00 43,524.20 2,992.80
SALE 8/25/10 60 CHINA LIFE INS 171,000.00 1,821.10 5,555,540.91 4,689,036.33 866,504.58
241827 8/27/10 HKD 32.571 7.777 714,396.60 602,306.56 112,090.04
SALE 8/25/10 60 CNOOC LTD HKD 0.02 270,000.00 1,159.59 3,537,484.40 3,253,832.05 283,652.35
250259 8/27/10 HKD 13.135 7.777 454,891.23 419,697.66 35,193.57
SALE 8/25/10 60 FUSHAN INTERNATIONAL E 96,000.00 138.89 423,714.96 394,498.44 29,216.52
247499 8/27/10 HKD 4.425 7.777 54,486.24 50,903.34 3,582.90
SALE 8/26/10 60 FUSHAN INTERNATIONAL E 108,000.00 152.48 465,250.92 443,810.75 21,440.17
247499 8/30/10 HKD 4.319 7.778 59,816.27 57,266.26 2,550.01
SALE 8/27/10 60 FUSHAN INTERNATIONAL E 98,000.00 131.85 402,310.49 402,717.16 -406.67
247499 8/31/10 HKD 4.116 7.778 51,723.49 51,963.82 -240.33
---------------- --------- ---------------- ------------ ---------------- --------------
1,885,000.00 8,387.86 25,564,331.72 22,946,399.17 2,617,932.55
3,290,453.49 2,957,303.32 333,150.17
16 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 7/29/10 60 SAMSUNG LIFE INSURANCE 250.00 57.48 27,129,384.00 27,500,000.00 -370,616.00
251798 8/02/10 KRW 108790. 1186.35 22,867.94 24,911.68 -2,043.74
SALE 7/29/10 60 WOORI FINANCE HOLDINGS 1,530.00 49.42 23,323,495.00 24,729,239.64 -1,405,744.64
251561 8/02/10 KRW 15282.4 1186.35 19,659.88 22,121.16 -2,461.28
SALE 7/30/10 60 SAMSUNG LIFE INSURANCE 450.00 104.26 49,070,374.00 49,500,000.00 -429,626.00
251798 8/03/10 KRW 109319. 1183.07 41,476.98 44,841.02 -3,364.04
SALE 7/30/10 60 WOORI FINANCE HOLDINGS 1,770.00 55.75 26,238,350.00 28,608,336.05 -2,369,986.05
251561 8/03/10 KRW 14861.1 1183.07 22,178.10 25,591.14 -3,413.04
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: 47
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/02/10 60 SAMSUNG LIFE INSURANCE 650.00 156.56 73,026,933.00 71,500,000.00 1,526,933.00
251798 8/04/10 KRW 112631. 1172.55 62,280.44 64,770.36 -2,489.92
SALE 8/02/10 60 WOORI FINANCE HOLDINGS 1,020.00 32.13 14,985,815.00 16,486,159.76 -1,500,344.76
251561 8/04/10 KRW 14728.9 1172.55 12,780.53 14,747.44 -1,966.91
SALE 8/03/10 60 WOORI FINANCE HOLDINGS 1,610.00 51.28 23,900,747.00 26,022,271.78 -2,121,524.78
251561 8/05/10 KRW 14882.5 1171.55 20,400.96 23,277.82 -2,876.86
SALE 8/04/10 60 WOORI FINANCE HOLDINGS 1,050.00 32.66 15,186,717.00 16,971,046.81 -1,784,329.81
251561 8/06/10 KRW 14499.8 1168.55 12,996.21 15,181.19 -2,184.98
SALE 8/05/10 60 WOORI FINANCE HOLDINGS 3,260.00 99.39 46,123,119.00 52,691,059.62 -6,567,940.62
251561 8/09/10 KRW 14183.7 1166.55 39,538.06 47,133.97 -7,595.91
SALE 8/06/10 60 WOORI FINANCE HOLDINGS 1,800.00 55.35 25,584,889.00 29,093,223.10 -3,508,334.10
251561 8/10/10 KRW 14249.5 1161.85 22,020.82 26,024.89 -4,004.07
SALE 8/09/10 60 WOORI FINANCE HOLDINGS 2,180.00 68.06 31,407,313.00 35,235,125.76 -3,827,812.76
251561 8/11/10 KRW 14443.2 1160.05 27,074.10 31,519.03 -4,444.93
SALE 8/10/10 60 WOORI FINANCE HOLDINGS 2,370.00 73.26 34,059,650.00 38,306,077.09 -4,246,427.09
251561 8/12/10 KRW 14407.2 1168.75 29,141.95 34,266.10 -5,124.15
SALE 8/11/10 60 WOORI FINANCE HOLDINGS 2,260.00 67.86 31,915,514.00 36,528,157.90 -4,612,643.90
251561 8/13/10 KRW 14157.4 1182.30 26,994.43 32,675.69 -5,681.26
SALE 8/12/10 60 WOORI FINANCE HOLDINGS 2,270.00 66.24 31,256,561.00 36,689,786.91 -5,433,225.91
251561 8/16/10 KRW 13804.0 1186.15 26,351.27 32,820.28 -6,469.01
SALE 8/16/10 60 SAMSUNG LIFE INSURANCE 50.00 11.64 5,501,015.00 5,500,000.00 1,015.00
251798 8/18/10 KRW 110296. 1187.25 4,633.41 4,982.34 -348.93
SALE 8/17/10 60 SAMSUNG LIFE INSURANCE 330.00 78.18 36,578,773.00 36,300,000.00 278,773.00
251798 8/19/10 KRW 111123. 1176.20 31,099.11 32,883.41 -1,784.30
SALE 8/18/10 60 SAMSUNG LIFE INSURANCE 280.00 66.14 30,899,069.00 30,800,000.00 99,069.00
251798 8/20/10 KRW 110631. 1174.35 26,311.64 27,901.08 -1,589.44
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: 48
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/19/10 60 SAMSUNG LIFE INSURANCE 600.00 140.01 65,318,012.00 66,000,000.00 -681,988.00
251798 8/23/10 KRW 109137. 1172.70 55,698.82 59,788.02 -4,089.20
SALE 8/20/10 60 SAMSUNG LIFE INSURANCE 250.00 57.33 26,994,036.00 27,500,000.00 -505,964.00
251798 8/24/10 KRW 108247. 1183.50 22,808.65 24,911.68 -2,103.03
SALE 8/23/10 60 SAMSUNG LIFE INSURANCE 410.00 93.61 44,010,027.00 45,100,000.00 -1,089,973.00
251798 8/25/10 KRW 107611. 1181.80 37,239.83 40,855.15 -3,615.32
SALE 8/24/10 60 SAMSUNG LIFE INSURANCE 440.00 98.97 46,898,941.00 48,400,000.00 -1,501,059.00
251798 8/26/10 KRW 106856. 1191.15 39,372.83 43,844.55 -4,471.72
SALE 8/25/10 60 SAMSUNG LIFE INSURANCE 290.00 65.23 31,039,412.00 31,900,000.00 -860,588.00
251798 8/27/10 KRW 107301. 1196.00 25,952.69 28,897.55 -2,944.86
SALE 8/26/10 60 SAMSUNG LIFE INSURANCE 500.00 114.06 53,997,777.00 55,000,000.00 -1,002,223.00
251798 8/30/10 KRW 108267. 1190.05 45,374.38 49,823.35 -4,448.97
SALE 8/27/10 60 SAMSUNG LIFE INSURANCE 450.00 101.20 48,161,158.00 49,500,000.00 -1,338,842.00
251798 8/31/10 KRW 107293. 1196.25 40,260.11 44,841.02 -4,580.91
---------------- --------- ---------------- ------------ ---------------- --------------
26,070.00 1,796.07 842,607,081.00 885,860,484.42 -43,253,403.42
714,513.14 798,609.92 -84,096.78
24 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 7/28/10 60 BUMI RESOURCES TBK PT 235,000.00 154.60 404,019,557.00 1,112,854,891.53 -708835334.53
239310 8/02/10 IDR 1725.15 9004.50 44,868.63 119,126.16 -74,257.53
---------------- --------- ---------------- ------------ ---------------- --------------
235,000.00 154.60 404,019,557.00 1,112,854,891.53 -708835334.53
44,868.63 119,126.16 -74,257.53
1 TRANSACTION IN COUNTRY: INDONESIA (4600)
SALE 8/01/10 60 ORASCOM CONSTRUCTION I 875.00 111.56 211,374.37 232,548.36 -21,173.99
250263 8/02/10 EGP 242.298 5.701 37,076.72 42,314.16 -5,237.44
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: 49
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/02/10 60 ORASCOM CONSTRUCTION I 431.00 65.95 104,378.76 114,546.68 -10,167.92
250263 8/03/10 EGP 243.049 5.693 18,333.77 20,842.74 -2,508.97
SALE 8/30/10 60 NATIONAL SOCIETE GENER 13,427.00 247.19 468,535.16 465,651.45 2,883.71
252757 8/31/10 EGP 35.000 5.703 82,149.43 81,722.92 426.51
---------------- --------- ---------------- ------------ ---------------- --------------
14,733.00 424.70 784,288.29 812,746.49 -28,458.20
137,559.92 144,879.82 -7,319.90
3 TRANSACTIONS IN COUNTRY: EGYPT (5100)
SALE 7/27/10 60 ANGLO PLATINUM LTD ZAR 100.00 20.20 73,905.80 52,291.94 21,613.86
245196 8/03/10 ZAR 740.539 7.331 10,080.65 6,245.63 3,835.02
SALE 7/28/10 60 ANGLO PLATINUM LTD ZAR 200.00 9.85 144,073.92 104,583.87 39,490.05
245196 8/04/10 ZAR 720.731 7.348 19,605.90 12,491.25 7,114.65
SALE 7/29/10 60 ANGLO PLATINUM LTD ZAR 1,000.00 193.92 708,927.30 522,919.35 186,007.95
245196 8/05/10 ZAR 710.348 7.326 96,763.39 62,456.25 34,307.14
SALE 7/30/10 60 ANGLO PLATINUM LTD ZAR 5,100.00 978.88 3,567,607.77 2,666,888.71 900,719.06
245196 8/06/10 ZAR 700.933 7.304 488,459.13 318,526.90 169,932.23
SALE 8/02/10 60 ANGLO PLATINUM LTD ZAR 10,200.00 2,024.67 7,338,184.54 5,333,777.42 2,004,407.12
245196 8/10/10 ZAR 720.872 7.263 1,010,309.99 637,053.80 373,256.19
SALE 8/03/10 60 ANGLO PLATINUM LTD ZAR 3,400.00 679.59 2,468,286.29 1,777,925.81 690,360.48
245196 8/11/10 ZAR 727.421 7.279 339,113.20 212,351.27 126,761.93
SALE 8/05/10 60 ANGLO PLATINUM LTD ZAR 1,500.00 301.80 1,092,781.26 784,379.03 308,402.23
245196 8/13/10 ZAR 729.981 7.256 150,600.70 93,684.38 56,916.32
SALE 8/06/10 60 ANGLO PLATINUM LTD ZAR 2,809.00 552.00 1,993,074.24 1,468,880.47 524,193.77
245196 8/16/10 ZAR 710.953 7.236 275,446.29 175,439.62 100,006.67
SALE 8/06/10 60 TIGER BRANDS LTD ZAR 0 800.00 9.99 143,923.23 120,430.60 23,492.63
243220 8/16/10 ZAR 179.994 7.236 19,890.44 14,644.79 5,245.65
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 8/01/10 THROUGH 8/31/10 ** 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 8/10/10 60 TIGER BRANDS LTD ZAR 0 100.00 1.23 17,736.05 15,053.82 2,682.23
243220 8/17/10 ZAR 177.450 7.254 2,445.00 1,830.60 614.40
SALE 8/11/10 60 TIGER BRANDS LTD ZAR 0 4,000.00 48.13 699,429.11 602,152.99 97,276.12
243220 8/18/10 ZAR 174.945 7.298 95,835.84 73,223.92 22,611.92
SALE 8/12/10 60 TIGER BRANDS LTD ZAR 0 5,900.00 279.27 1,014,843.64 888,175.66 126,667.98
243220 8/19/10 ZAR 172.352 7.283 139,353.74 108,005.29 31,348.45
SALE 8/13/10 60 TIGER BRANDS LTD ZAR 0 25,500.00 1,206.64 4,407,766.80 3,838,725.30 569,041.50
243220 8/20/10 ZAR 173.200 7.320 602,112.81 466,802.52 135,310.29
SALE 8/13/10 60 TIGER BRANDS LTD ZAR 0 5,900.00 280.15 1,023,369.13 888,175.66 135,193.47
243220 8/20/10 ZAR 173.800 7.320 139,794.98 108,005.29 31,789.69
SALE 8/16/10 60 TIGER BRANDS LTD ZAR 0 2,200.00 26.35 381,334.90 331,184.14 50,150.76
243220 8/23/10 ZAR 173.421 7.269 52,462.96 40,273.16 12,189.80
SALE 8/17/10 60 TIGER BRANDS LTD ZAR 0 7,700.00 368.91 1,337,120.40 1,159,144.50 177,975.90
243220 8/24/10 ZAR 174.000 7.264 184,086.35 140,956.05 43,130.30
SALE 8/17/10 60 TIGER BRANDS LTD ZAR 0 4,000.00 192.19 696,579.63 602,152.99 94,426.64
243220 8/24/10 ZAR 174.494 7.264 95,900.71 73,223.92 22,676.79
SALE 8/18/10 60 TIGER BRANDS LTD ZAR 0 1,200.00 57.47 208,424.90 180,645.90 27,779.00
243220 8/25/10 ZAR 174.036 7.268 28,677.85 21,967.18 6,710.67
SALE 8/19/10 60 TIGER BRANDS LTD ZAR 0 50,900.00 850.99 8,825,858.32 7,662,396.79 1,163,461.53
243220 8/26/10 ZAR 173.518 7.265 1,214,854.65 931,774.44 283,080.21
---------------- --------- ---------------- ------------ ---------------- --------------
132,509.00 8,082.23 36,143,227.23 28,999,884.95 7,143,342.28
4,965,794.58 3,498,956.26 1,466,838.32
19 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 8/20/10 60 PTT EXPLORAT + PROD TH 57,000.00 818.30 8,567,848.41 8,855,285.58 -287,437.17
240467 8/25/10 THB 150.765 31.510 271,908.87 276,645.86 -4,736.99
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 8/01/10 THROUGH 8/31/10 ** 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 8/23/10 60 PTT EXPLORAT + PROD TH 54,200.00 768.57 8,040,770.66 8,420,289.10 -379,518.44
240467 8/26/10 THB 148.800 31.485 255,384.17 263,056.23 -7,672.06
SALE 8/24/10 60 PTT EXPLORAT + PROD TH 34,300.00 471.80 4,947,176.91 5,328,706.94 -381,530.03
240467 8/27/10 THB 144.667 31.555 156,779.49 166,472.86 -9,693.37
SALE 8/25/10 60 PTT EXPLORAT + PROD TH 19,900.00 271.59 2,841,382.67 3,091,582.16 -250,199.49
240467 8/30/10 THB 143.213 31.485 90,245.60 96,583.38 -6,337.78
---------------- --------- ---------------- ------------ ---------------- --------------
165,400.00 2,330.26 24,397,178.65 25,695,863.78 -1,298,685.13
774,318.13 802,758.33 -28,440.20
4 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 7/28/10 60 CIELO SA (FMLY COMP BR 2,900.00 75.92 44,497.11 46,970.51 -2,473.40
247599 8/02/10 BRL N20100 15.390 1.764 25,232.27 25,608.98 -376.71
SALE 7/28/10 60 CIELO SA (FMLY COMP BR 8,000.00 207.81 121,789.53 129,573.82 -7,784.29
247599 8/02/10 BRL N20100 15.270 1.763 69,061.26 70,645.47 -1,584.21
SALE 7/29/10 60 CIELO SA (FMLY COMP BR 17,200.00 450.77 264,104.22 278,583.71 -14,479.49
247599 8/03/10 BRL N20100 15.401 1.763 149,803.87 151,887.76 -2,083.89
SALE 7/30/10 60 CIELO SA (FMLY COMP BR 7,900.00 210.58 123,067.98 127,954.15 -4,886.17
247599 8/04/10 BRL N20100 15.625 1.759 69,984.63 69,762.40 222.23
SALE 7/30/10 60 CIELO SA (FMLY COMP BR 6,900.00 206.84 108,372.00 111,757.42 -3,385.42
247599 8/04/10 BRL N20100 15.759 1.759 61,627.52 60,931.72 695.80
SALE 7/30/10 60 CIELO SA (FMLY COMP BR 29,100.00 781.75 456,862.99 471,324.77 -14,461.78
247599 8/04/10 BRL N20100 15.747 1.758 259,802.67 256,972.89 2,829.78
SALE 8/02/10 60 CIELO SA (FMLY COMP BR 3,600.00 98.53 57,188.52 58,308.22 -1,119.70
247599 8/05/10 BRL 15.934 1.747 32,744.64 31,790.46 954.18
SALE 8/03/10 60 CIELO SA (FMLY COMP BR 3,600.00 98.15 57,429.35 58,308.22 -878.87
247599 8/06/10 BRL N20100 16.001 1.761 32,617.34 31,790.46 826.88
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 8/01/10 THROUGH 8/31/10 ** 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 8/03/10 60 CIELO SA (FMLY COMP BR 9,300.00 253.01 148,047.62 150,629.57 -2,581.95
247599 8/06/10 BRL N20100 15.967 1.761 84,084.52 82,125.36 1,959.16
SALE 8/04/10 60 CIELO SA (FMLY COMP BR 2,900.00 46,795.69 46,970.51 -174.82
247599 8/09/10 BRL 16.136 1.759 26,599.80 25,608.98 990.82
SALE 8/04/10 60 CIELO SA (FMLY COMP BR 2,100.00 33,763.22 34,013.13 -249.91
247599 8/09/10 BRL 16.078 1.759 19,191.83 18,544.44 647.39
SALE 8/05/10 60 CIELO SA (FMLY COMP BR 10,000.00 157,427.30 161,967.27 -4,539.97
247599 8/10/10 BRL 15.743 1.756 89,633.22 88,306.83 1,326.39
SALE 8/06/10 60 CIELO SA (FMLY COMP BR 4,200.00 112.36 65,731.29 68,026.26 -2,294.97
247599 8/11/10 BRL 15.697 1.760 37,339.90 37,088.87 251.03
SALE 8/09/10 60 CIELO SA (FMLY COMP BR 5,500.00 150.58 87,800.71 89,082.00 -1,281.29
247599 8/12/10 BRL 16.012 1.755 50,043.15 48,568.76 1,474.39
SALE 8/09/10 60 CIELO SA (FMLY COMP BR 1,400.00 38.30 22,332.81 22,675.42 -342.61
247599 8/12/10 BRL 16.000 1.755 12,728.87 12,362.96 365.91
SALE 8/10/10 60 CIELO SA (FMLY COMP BR 16,200.00 439.10 257,036.61 262,386.98 -5,350.37
247599 8/13/10 BRL 15.914 1.761 145,927.45 143,057.07 2,870.38
SALE 8/10/10 60 CIELO SA (FMLY COMP BR 2,800.00 75.87 44,411.29 45,350.84 -939.55
247599 8/13/10 BRL 15.909 1.761 25,213.63 24,725.92 487.71
SALE 8/11/10 60 CIELO SA (FMLY COMP BR 17,800.00 476.37 280,548.90 288,301.75 -7,752.85
247599 8/16/10 BRL 15.809 1.772 158,314.37 157,186.17 1,128.20
SALE 8/11/10 60 CIELO SA (FMLY COMP BR 5,800.00 155.17 91,383.58 93,941.02 -2,557.44
247599 8/16/10 BRL 15.803 1.772 51,567.96 51,217.96 350.00
SALE 8/11/10 60 OGX PETROLEO E GAS PAR 133,600.00 4,116.47 2,424,305.36 1,970,727.79 453,577.57
247978 8/16/10 BRL 18.201 1.772 1,368,040.95 1,106,343.88 261,697.07
SALE 8/12/10 60 CIELO SA (FMLY COMP BR 5,500.00 146.50 86,137.01 89,082.00 -2,944.99
247599 8/17/10 BRL 15.708 1.769 48,685.61 48,568.76 116.85
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: 53
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/13/10 60 CIELO SA (FMLY COMP BR 10,100.00 270.23 159,046.88 163,586.94 -4,540.06
247599 8/18/10 BRL 15.795 1.771 89,806.26 89,189.90 616.36
SALE 8/13/10 60 CIELO SA (FMLY COMP BR 1,400.00 16.78 22,056.83 22,675.42 -618.59
247599 8/18/10 BRL 15.776 1.771 12,454.45 12,362.96 91.49
SALE 8/16/10 60 CIELO SA (FMLY COMP BR 2,700.00 72.27 42,346.28 43,731.16 -1,384.88
247599 8/19/10 BRL 15.731 1.763 24,017.40 23,842.84 174.56
SALE 8/16/10 60 CIELO SA (FMLY COMP BR 1,900.00 50.88 29,814.39 30,773.78 -959.39
247599 8/19/10 BRL 15.739 1.763 16,909.73 16,778.30 131.43
SALE 8/16/10 60 CIELO SA (FMLY COMP BR 1,200.00 14.42 18,885.37 19,436.07 -550.70
247599 8/19/10 BRL 15.759 1.763 10,711.15 10,596.82 114.33
SALE 8/17/10 60 CIELO SA (FMLY COMP BR 6,400.00 174.00 101,237.14 103,659.06 -2,421.92
247599 8/20/10 BRL 15.866 1.751 57,828.32 56,516.38 1,311.94
SALE 8/17/10 60 CIELO SA (FMLY COMP BR 4,300.00 117.51 68,368.96 69,645.93 -1,276.97
247599 8/20/10 BRL 15.948 1.751 39,053.47 37,971.94 1,081.53
SALE 8/18/10 60 CIELO SA (FMLY COMP BR 3,600.00 95.79 55,812.06 58,308.22 -2,496.16
247599 8/23/10 BRL 15.550 1.753 31,832.58 31,790.46 42.12
SALE 8/18/10 60 CIELO SA (FMLY COMP BR 100.00 1.19 1,551.89 1,619.67 -67.78
247599 8/23/10 BRL 15.540 1.753 885.13 883.07 2.06
SALE 8/19/10 60 CIELO SA (FMLY COMP BR 1,500.00 39.36 23,066.74 24,295.09 -1,228.35
247599 8/24/10 BRL 15.424 1.763 13,081.95 13,246.02 -164.07
SALE 8/19/10 60 CIELO SA (FMLY COMP BR 700.00 18.34 10,747.66 11,337.71 -590.05
247599 8/24/10 BRL 15.400 1.763 6,095.37 6,181.48 -86.11
SALE 8/20/10 60 CIELO SA (FMLY COMP BR 6,900.00 181.18 106,216.39 111,757.42 -5,541.03
247599 8/25/10 BRL 15.440 1.764 60,213.37 60,931.72 -718.35
SALE 8/20/10 60 VALE SA SP PREF ADR 25,400.00 518.59 625,715.87 610,250.68 15,465.19
247280 8/25/10 USD 24.655 1.000 625,715.87 610,250.68 15,465.19
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: 54
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/23/10 60 VALE SA SP PREF ADR 7,600.00 269.09 182,053.39 182,594.69 -541.30
247280 8/26/10 USD 23.990 1.000 182,053.39 182,594.69 -541.30
SALE 8/23/10 60 VALE SA SP PREF ADR 6,300.00 128.58 152,320.85 151,361.39 959.46
247280 8/26/10 USD 24.198 1.000 152,320.85 151,361.39 959.46
SALE 8/24/10 60 VALE SA SP PREF ADR 15,200.00 310.04 356,916.71 365,189.39 -8,272.68
247280 8/27/10 USD 23.502 1.000 356,916.71 365,189.39 -8,272.68
SALE 8/24/10 60 VALE SA SP PREF ADR 6,000.00 212.39 141,114.01 144,153.71 -3,039.70
247280 8/27/10 USD 23.554 1.000 141,114.01 144,153.71 -3,039.70
SALE 8/25/10 60 VALE SA SP PREF ADR 4,400.00 89.72 101,549.06 105,712.72 -4,163.66
247280 8/30/10 USD 23.100 1.000 101,549.06 105,712.72 -4,163.66
---------------- --------- ---------------- ------------ ---------------- --------------
402,000.00 10,674.44 7,177,853.57 6,826,024.41 351,829.16
4,740,804.53 4,462,650.57 278,153.96
39 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 8/05/10 60 CHINA ZHONGWANG HOLDIN 835,600.00 264.26 4,180,158.92 6,026,457.91 -1,846,298.99
246570 8/09/10 HKD 5.005 7.763 538,468.63 777,598.82 -239,130.19
SALE 8/25/10 60 CHANGYOU.COM LTD ADR A 200.00 4.09 5,216.41 5,863.90 -647.49
252943 8/30/10 USD 26.103 1.000 5,216.41 5,863.90 -647.49
SALE 8/25/10 60 SHANDA GAMES LTD SPONS 1,600.00 56.00 9,626.87 10,927.76 -1,300.89
252945 8/30/10 USD 6.052 1.000 9,626.87 10,927.76 -1,300.89
SALE 8/26/10 60 SHANDA GAMES LTD SPONS 2,600.00 91.00 15,086.50 17,757.61 -2,671.11
252945 8/31/10 USD 5.838 1.000 15,086.50 17,757.61 -2,671.11
---------------- --------- ---------------- ------------ ---------------- --------------
840,000.00 415.35 4,210,088.70 6,061,007.18 -1,850,918.48
568,398.41 812,148.09 -243,749.68
4 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
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 8/01/10 THROUGH 8/31/10 ** 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 8/11/10 60 CEZ AS 3,900.00 522.62 3,341,177.31 4,654,095.05 -1,312,917.74
241312 8/16/10 CZK 859.290 19.237 173,683.14 287,526.14 -113,843.00
SALE 8/12/10 60 CEZ AS 1,400.00 185.88 1,192,013.20 1,670,700.78 -478,687.58
241312 8/17/10 CZK 854.000 19.297 61,773.22 103,214.51 -41,441.29
SALE 8/12/10 60 CEZ AS 4,600.00 610.74 3,916,614.80 5,489,445.44 -1,572,830.64
241312 8/17/10 CZK 854.000 19.297 202,969.17 339,133.40 -136,164.23
SALE 8/13/10 60 CEZ AS 1,400.00 184.04 1,192,013.20 1,670,700.78 -478,687.58
241312 8/18/10 CZK 854.000 19.489 61,163.07 103,214.51 -42,051.44
SALE 8/13/10 60 CEZ AS 1,400.00 184.04 1,192,013.20 1,670,700.79 -478,687.59
241312 8/18/10 CZK 854.000 19.489 61,163.07 103,214.51 -42,051.44
SALE 8/17/10 60 CEZ AS 400.00 54.18 346,956.00 477,343.08 -130,387.08
241312 8/20/10 CZK 870.000 19.271 18,004.28 29,489.86 -11,485.58
SALE 8/19/10 60 CEZ AS 200.00 26.40 169,091.20 238,671.54 -69,580.34
241312 8/24/10 CZK 848.000 19.276 8,772.27 14,744.93 -5,972.66
SALE 8/26/10 60 CEZ AS 1,300.00 165.98 1,075,129.34 1,551,365.02 -476,235.68
241312 8/31/10 CZK 829.511 19.491 55,161.57 95,842.05 -40,680.48
SALE 8/26/10 60 CEZ AS 700.00 89.12 577,274.96 835,350.39 -258,075.43
241312 8/31/10 CZK 827.160 19.491 29,618.20 51,607.26 -21,989.06
---------------- --------- ---------------- ------------ ---------------- --------------
15,300.00 2,023.00 13,002,283.21 18,258,372.87 -5,256,089.66
672,307.99 1,127,987.17 -455,679.18
9 TRANSACTIONS IN COUNTRY: THE CZECH REPUBLIC (9700)
SALE 8/10/10 60 SYNERGY CO 18,139.00 1,329.23 663,283.73 598,072.41 65,211.32
251827 8/17/10 USD 36.640 1.000 663,283.73 598,072.41 65,211.32
SALE 8/11/10 60 SYNERGY CO 6,761.00 493.55 246,282.95 222,921.20 23,361.75
251827 8/18/10 USD 36.500 1.000 246,282.95 222,921.20 23,361.75
---------------- --------- ---------------- ------------ ---------------- --------------
24,900.00 1,822.78 909,566.68 820,993.61 88,573.07
909,566.68 820,993.61 88,573.07
2 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
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: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/02/10 60 STATE BK OF INDIA GDR- 9,192.00 1,016,175.60 920,240.32 95,935.28
251748 8/05/10 USD 110.550 1.000 1,016,175.60 920,240.32 95,935.28
SALE 8/13/10 60 DR REDDYS LABS ADR 8,900.00 182.32 255,353.59 208,326.34 47,027.25
248690 8/18/10 USD 28.712 1.000 255,353.59 208,326.34 47,027.25
SALE 8/19/10 60 MAHINDRA +MAHINDRA GDR 50,342.00 665,521.24 281,404.51 384,116.73
239209 8/24/10 USD 13.220 1.000 665,521.24 281,404.51 384,116.73
SALE 8/20/10 60 HDFC BANK LTD ADR REPS 1,300.00 49.15 215,492.80 138,556.22 76,936.58
239502 8/25/10 USD 165.802 1.000 215,492.80 138,556.22 76,936.58
SALE 8/24/10 60 TATA PWR CO LTD GDR RE 2,178.00 59,394.06 60,043.92 -649.86
250593 8/27/10 USD 27.270 1.000 59,394.06 60,043.92 -649.86
---------------- --------- ---------------- ------------ ---------------- --------------
71,912.00 231.47 2,211,937.29 1,608,571.31 603,365.98
2,211,937.29 1,608,571.31 603,365.98
5 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
6,594,618.00 45,662.791,478,942,163.03 2,234,533,588.44 -755591425.41
22,428,487.20 20,113,150.77 2,315,336.43
157 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
DEPOSITORY RECEIPT - EM (2235)
--------------------------------
SALE 8/20/10 60 BANPU PUBLIC CO LTD-NV 12,200.00 714.51 7,481,200.37 6,968,389.92 512,810.45
249893 8/25/10 THB 615.059 31.510 237,423.05 212,788.62 24,634.43
SALE 8/20/10 60 BANPU PUBLIC CO LTD-NV 1,100.00 9.71 679,398.92 628,297.45 51,101.47
249893 8/25/10 THB 617.913 31.510 21,561.37 19,185.86 2,375.51
SALE 8/23/10 60 BANPU PUBLIC CO LTD-NV 7,800.00 68.03 4,757,101.09 4,455,200.12 301,900.97
249893 8/26/10 THB 610.159 31.485 151,091.03 136,045.18 15,045.85
SALE 8/24/10 60 BANPU PUBLIC CO LTD-NV 11,000.00 636.65 6,675,435.41 6,282,974.52 392,460.89
249893 8/27/10 THB 608.684 31.555 211,549.21 191,858.59 19,690.62
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: 57
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/25/10 60 BANPU PUBLIC CO LTD-NV 10,600.00 614.35 6,427,350.83 6,054,502.72 372,848.11
249893 8/30/10 THB 608.179 31.485 204,140.09 184,881.91 19,258.18
SALE 8/26/10 60 BANPU PUBLIC CO LTD-NV 11,700.00 676.07 7,042,763.96 6,682,800.17 359,963.79
249893 8/31/10 THB 603.757 31.350 224,649.57 204,067.77 20,581.80
---------------- --------- ---------------- ------------ ---------------- --------------
54,400.00 2,719.32 33,063,250.58 31,072,164.90 1,991,085.68
1,050,414.32 948,827.93 101,586.39
6 TRANSACTIONS IN COUNTRY: THAILAND (6550)
---------------- --------- ---------------- ------------ ---------------- --------------
54,400.00 2,719.32 33,063,250.58 31,072,164.90 1,991,085.68
1,050,414.32 948,827.93 101,586.39
6 TRANSACTIONS IN CATEGORY: DEPOSITORY RECEIPT - EM (2235)
---------------- --------- ---------------- ------------ ---------------- --------------
6,655,018.00 48,598.821,512,402,359.10 2,265,932,613.96 -753530254.86
23,875,847.01 21,388,839.32 2,487,007.69
164 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
---------------- --------- ---------------- ------------ ---------------- --------------
13,964,094.00 102,487.915,964,198,736.67 6,717,728,991.53 -753530254.86
47,027,754.14 44,540,746.45 2,487,007.69
462 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: 58
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/24/10 60 FIRST QUANTUM MINERALS 9,200.00 86.95 521,708.08 521,708.08
248466 8/27/10 CAD 56.697 1.058 493,084.52 493,084.52
---------------- --------- ---------------- ------------ ---------------- --------------
9,200.00 86.95 521,708.08 521,708.08
493,084.52 493,084.52
1 TRANSACTION IN COUNTRY: CANADA ( 300)
PUR 8/24/10 60 ORIFLAME COSMETICS SA- 7,000.00 181.67 2,713,727.39 2,713,727.39
239833 8/27/10 SEK 387.482 7.465 363,519.47 363,519.47
---------------- --------- ---------------- ------------ ---------------- --------------
7,000.00 181.67 2,713,727.39 2,713,727.39
363,519.47 363,519.47
1 TRANSACTION IN COUNTRY: SWEDEN ( 800)
PUR 8/24/10 60 OTP BANK PLC 16,500.00 521.60 78,085,772.73 78,085,772.73
252266 8/27/10 HUF 4725.38 224.221 348,252.99 348,252.99
---------------- --------- ---------------- ------------ ---------------- --------------
16,500.00 521.60 78,085,772.73 78,085,772.73
348,252.99 348,252.99
1 TRANSACTION IN COUNTRY: HUNGARY (2800)
PUR 7/29/10 60 TURKCELL ILETISIM HIZM 21,874.00 318.33 192,941.73 192,941.73
239834 8/02/10 TRY 8.799 1.511 127,649.18 127,649.18
PUR 7/30/10 60 TURKCELL ILETISIM HIZM 84,974.00 1,236.46 746,948.74 746,948.74
239834 8/03/10 TRY 8.768 1.506 495,817.29 495,817.29
PUR 8/02/10 60 TURKCELL ILETISIM HIZM 5,604.00 84.07 50,260.41 50,260.41
239834 8/04/10 TRY 8.946 1.491 33,710.33 33,710.33
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: 59
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/03/10 60 TURKCELL ILETISIM HIZM 50,632.00 760.66 456,121.68 456,121.68
239834 8/05/10 TRY 8.986 1.495 305,026.70 305,026.70
PUR 8/04/10 60 TURKCELL ILETISIM HIZM 7,134.00 106.81 64,277.12 64,277.12
239834 8/06/10 TRY 8.988 1.501 42,832.85 42,832.85
PUR 8/05/10 60 TURKCELL ILETISIM HIZM 1,249.00 18.69 11,269.10 11,269.10
239834 8/09/10 TRY 9.000 1.503 7,496.99 7,496.99
PUR 8/10/10 60 TURKCELL ILETISIM HIZM 4,277.00 64.11 38,589.23 38,589.23
239834 8/12/10 TRY 9.000 1.501 25,708.16 25,708.16
PUR 8/11/10 60 TURKCELL ILETISIM HIZM 14,200.00 209.86 128,099.57 128,099.57
239834 8/13/10 TRY 8.999 1.522 84,154.23 84,154.23
PUR 8/12/10 60 TURKCELL ILETISIM HIZM 12,831.00 187.39 113,921.84 113,921.84
239834 8/16/10 TRY 8.856 1.516 75,146.33 75,146.33
PUR 8/13/10 60 TURKCELL ILETISIM HIZM 3,327.00 48.80 29,684.33 29,684.33
239834 8/17/10 TRY 8.900 1.517 19,565.85 19,565.85
PUR 8/17/10 60 TURKCELL ILETISIM HIZM 8,317.00 123.43 74,206.35 74,206.35
239834 8/19/10 TRY 8.900 1.499 49,497.30 49,497.30
PUR 8/18/10 60 TURKCELL ILETISIM HIZM 6,256.00 92.85 55,817.60 55,817.60
239834 8/20/10 TRY 8.900 1.499 37,232.83 37,232.83
PUR 8/19/10 60 TURKCELL ILETISIM HIZM 2,579.00 38.06 23,010.48 23,010.48
239834 8/23/10 TRY 8.900 1.508 15,264.00 15,264.00
PUR 8/24/10 60 AKBANK TAS TRY 1.0 108,700.00 832.60 850,449.03 850,449.03
244496 8/26/10 TRY 7.812 1.530 555,903.54 555,903.54
PUR 8/24/10 60 KOC HOLDING AS 120,900.00 695.56 710,469.04 710,469.04
247977 8/26/10 TRY 5.868 1.530 464,404.38 464,404.38
---------------- --------- ---------------- ------------ ---------------- --------------
452,854.00 4,817.68 3,546,066.25 3,546,066.25
2,339,409.96 2,339,409.96
15 TRANSACTIONS IN COUNTRY: TURKEY (3400)
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 8/01/10 THROUGH 8/31/10 ** 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 8/24/10 60 ADVANCED SEMICOND EN T 73,400.00 2,202.00 277,158.40 277,158.40
239874 8/27/10 USD 3.746 1.000 277,158.40 277,158.40
PUR 8/24/10 60 HON HAI PRECISION IND 70,150.00 269.92 540,102.23 540,102.23
239871 8/27/10 USD 7.695 1.000 540,102.23 540,102.23
PUR 8/24/10 60 HTC CORP 6,500.00 523,556.80 523,556.80
244137 8/27/10 USD 80.547 1.000 523,556.80 523,556.80
PUR 8/24/10 60 TAIWAN SEMICONDUCT ADS 119,600.00 1,196.00 1,142,646.44 1,142,646.44
240081 8/27/10 USD 9.544 1.000 1,142,646.44 1,142,646.44
PUR 8/25/10 60 HON HAI PRECISION IND 63,750.00 495,822.00 495,822.00
239871 8/31/10 USD 7.778 1.000 495,822.00 495,822.00
---------------- --------- ---------------- ------------ ---------------- --------------
333,400.00 3,667.92 2,979,285.87 2,979,285.87
2,979,285.87 2,979,285.87
5 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 8/24/10 60 CHINA CONSTRUCTION 620,000.00 303.03 4,000,204.37 4,000,204.37
251606 8/26/10 HKD 6.448 7.776 514,422.96 514,422.96
---------------- --------- ---------------- ------------ ---------------- --------------
620,000.00 303.03 4,000,204.37 4,000,204.37
514,422.96 514,422.96
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 7/29/10 60 KOREA LIFE INSURAN KRW 6,200.00 113.43 53,960,025.00 53,960,025.00
251089 8/02/10 KRW 8681.52 1186.35 45,484.07 45,484.07
PUR 7/30/10 60 KOREA LIFE INSURAN KRW 4,000.00 23.45 34,706,201.00 34,706,201.00
251089 8/03/10 KRW 8669.61 1183.07 29,335.59 29,335.59
PUR 8/02/10 60 KOREA LIFE INSURAN KRW 8,400.00 156.44 73,558,975.00 73,558,975.00
251089 8/04/10 KRW 8735.18 1172.55 62,734.19 62,734.19
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: 61
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/03/10 60 KOREA LIFE INSURAN KRW 10,200.00 187.01 87,855,337.00 87,855,337.00
251089 8/05/10 KRW 8591.78 1171.55 74,990.68 74,990.68
PUR 8/04/10 60 KOREA LIFE INSURAN KRW 3,800.00 68.76 32,221,193.00 32,221,193.00
251089 8/06/10 KRW 8458.11 1168.55 27,573.65 27,573.65
PUR 8/05/10 60 KOREA LIFE INSURAN KRW 6,700.00 123.12 57,599,237.00 57,599,237.00
251089 8/09/10 KRW 8575.46 1166.55 49,375.71 49,375.71
PUR 8/06/10 60 KOREA LIFE INSURAN KRW 3,500.00 20.85 30,306,056.00 30,306,056.00
251089 8/10/10 KRW 8651.95 1161.85 26,084.31 26,084.31
PUR 8/09/10 60 KOREA LIFE INSURAN KRW 4,500.00 16.91 39,260,051.00 39,260,051.00
251089 8/11/10 KRW 8720.09 1160.05 33,843.41 33,843.41
PUR 8/10/10 60 KOREA LIFE INSURAN KRW 4,100.00 15.28 35,733,257.00 35,733,257.00
251089 8/12/10 KRW 8711.07 1168.75 30,573.91 30,573.91
PUR 8/11/10 60 KOREA LIFE INSURAN KRW 3,500.00 63.88 30,284,835.00 30,284,835.00
251089 8/13/10 KRW 8631.23 1182.30 25,615.19 25,615.19
PUR 8/12/10 60 KOREA LIFE INSURAN KRW 7,200.00 128.61 61,174,427.00 61,174,427.00
251089 8/16/10 KRW 8475.26 1186.15 51,573.94 51,573.94
PUR 8/13/10 60 KOREA LIFE INSURAN KRW 3,400.00 60.46 28,698,587.00 28,698,587.00
251089 8/17/10 KRW 8419.71 1183.85 24,241.74 24,241.74
PUR 8/16/10 60 KOREA LIFE INSURAN KRW 1,400.00 24.85 11,830,260.00 11,830,260.00
251089 8/18/10 KRW 8429.11 1187.25 9,964.42 9,964.42
PUR 8/17/10 60 KOREA LIFE INSURAN KRW 3,900.00 22.44 33,020,294.00 33,020,294.00
251089 8/19/10 KRW 8459.97 1176.20 28,073.71 28,073.71
PUR 8/18/10 60 KOREA LIFE INSURAN KRW 3,000.00 10.81 25,399,914.00 25,399,914.00
251089 8/20/10 KRW 8462.40 1174.35 21,628.91 21,628.91
PUR 8/19/10 60 KOREA LIFE INSURAN KRW 6,600.00 118.62 55,783,711.00 55,783,711.00
251089 8/23/10 KRW 8431.00 1172.70 47,568.61 47,568.61
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: 62
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/19/10 60 KOREA LIFE INSURAN KRW 6,000.00 107.97 50,777,396.00 50,777,396.00
251089 8/23/10 KRW 8441.79 1172.70 43,299.56 43,299.56
PUR 8/20/10 60 KOREA LIFE INSURAN KRW 3,024.00 53.76 25,518,363.00 25,518,363.00
251089 8/24/10 KRW 8417.57 1183.50 21,561.78 21,561.78
PUR 8/24/10 60 HITE BREWERY 2,700.00 150.79 359,418,110.00 359,418,110.00
242505 8/26/10 KRW 133051. 1191.15 301,740.43 301,740.43
PUR 8/24/10 60 HYUNDAI MOBIS KRW 5000 2,000.00 178.13 424,574,180.00 424,574,180.00
251607 8/26/10 KRW 212181. 1191.15 356,440.57 356,440.57
PUR 8/24/10 60 KOREA LIFE INSURAN KRW 88,500.00 307.57 733,093,056.00 733,093,056.00
251089 8/26/10 KRW 8279.39 1191.15 615,449.82 615,449.82
PUR 8/24/10 60 KT+G CORP KRW 5000.0 17,000.00 433.621,033,540,910.00 1,033,540,910.00
247575 8/26/10 KRW 60766.1 1191.15 867,683.26 867,683.26
PUR 8/24/10 60 NHN CORP 5,800.00 456.391,087,811,630.00 1,087,811,630.00
244927 8/26/10 KRW 187460. 1191.15 913,244.87 913,244.87
PUR 8/24/10 60 SAMSUNG ELECTRONICS CO 1,500.00 491.621,171,776,590.00 1,171,776,590.00
240066 8/26/10 KRW 780794. 1191.15 983,735.54 983,735.54
PUR 8/24/10 60 SHINHAN FINANCIAL GROU 33,800.00 655.601,562,635,920.00 1,562,635,920.00
240067 8/26/10 KRW 46208.7 1191.15 1,311,871.65 1,311,871.65
PUR 8/24/10 60 WOONGJIN COWAY CO LTD 29,100.00 480.431,145,096,259.00 1,145,096,259.00
240084 8/26/10 KRW 39330.7 1191.15 961,336.74 961,336.74
---------------- --------- ---------------- ------------ ---------------- --------------
269,824.00 4,470.808,285,634,774.00 8,285,634,774.00
6,965,026.26 6,965,026.26
26 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 7/28/10 60 P T TELEKOMUNIKASI IND 1,900.00 19.00 69,425.81 69,425.81
240078 8/02/10 USD 36.530 1.000 69,425.81 69,425.81
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 8/01/10 THROUGH 8/31/10 ** 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 7/28/10 60 P T TELEKOMUNIKASI IND 2,500.00 91,462.50 91,462.50
240078 8/02/10 USD 36.585 1.000 91,462.50 91,462.50
PUR 7/29/10 60 P T TELEKOMUNIKASI IND 100.00 3,657.51 3,657.51
240078 8/03/10 USD 36.575 1.000 3,657.51 3,657.51
PUR 7/29/10 60 P T TELEKOMUNIKASI IND 800.00 8.00 29,190.00 29,190.00
240078 8/03/10 USD 36.478 1.000 29,190.00 29,190.00
PUR 8/03/10 60 P T TELEKOMUNIKASI IND 600.00 6.00 21,938.88 21,938.88
240078 8/06/10 USD 36.555 1.000 21,938.88 21,938.88
PUR 8/04/10 60 P T TELEKOMUNIKASI IND 1,900.00 69,061.39 69,061.39
240078 8/09/10 USD 36.348 1.000 69,061.39 69,061.39
PUR 8/24/10 60 BANK MANDIRI 639,000.00 860.363,869,673,888.00 3,869,673,888.00
240057 8/27/10 IDR 6043.74 8977.50 431,041.37 431,041.37
PUR 8/24/10 60 P T TELEKOMUNIKASI IND 26,000.00 260.00 1,016,384.20 1,016,384.20
240078 8/27/10 USD 39.082 1.000 1,016,384.20 1,016,384.20
PUR 8/24/10 60 SEMEN GRESIK PERSERO T 452,000.00 889.083,998,831,718.00 3,998,831,718.00
251402 8/27/10 IDR 8829.31 8977.50 445,428.21 445,428.21
PUR 8/24/10 60 TAMBANG BATUBARA BUKIT 187,000.00 688.923,098,559,749.00 3,098,559,749.00
247976 8/27/10 IDR 16536.7 8977.50 345,147.28 345,147.28
PUR 8/24/10 60 UNITED TRACTORS TBK PT 232,000.00 970.644,365,688,961.00 4,365,688,961.00
242799 8/27/10 IDR 18780.0 8977.50 486,292.28 486,292.28
---------------- --------- ---------------- ------------ ---------------- --------------
1,543,800.00 3,702.00 15334055436.29 15334055436.29
3,009,029.43 3,009,029.43
11 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 8/24/10 60 COMMERCIAL INTERNATION 91,900.00 957.80 3,647,690.09 3,647,690.09
247491 8/26/10 EGP 39.633 5.704 639,491.25 639,491.25
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: 64
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/24/10 60 EASTERN TOBACCO CO EGP 1,998.00 67.25 256,127.62 256,127.62
240085 8/26/10 EGP 128.000 5.704 44,902.77 44,902.77
PUR 8/24/10 60 MOBINIL EGP 10.0 5,700.00 263.06 1,001,834.54 1,001,834.54
240076 8/26/10 EGP 175.497 5.704 175,635.65 175,635.65
PUR 8/24/10 60 ORASCOM CONSTRUCTION I 18,700.00 1,248.94 4,756,456.50 4,756,456.50
240086 8/26/10 EGP 253.975 5.704 833,873.56 833,873.56
PUR 8/25/10 60 EASTERN TOBACCO CO EGP 8,510.00 668.48 1,093,152.26 1,093,152.26
240085 8/29/10 EGP 128.007 5.704 191,663.41 191,663.41
PUR 8/25/10 60 MOBINIL EGP 10.0 2,900.00 310.74 508,151.19 508,151.19
240076 8/29/10 EGP 174.613 5.704 89,094.62 89,094.62
PUR 8/26/10 60 EASTERN TOBACCO CO EGP 1,392.00 109.32 178,799.62 178,799.62
240085 8/30/10 EGP 128.000 5.704 31,344.71 31,344.71
---------------- --------- ---------------- ------------ ---------------- --------------
131,100.00 3,625.59 11,442,211.82 11,442,211.82
2,006,005.97 2,006,005.97
7 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 8/24/10 60 KUMBA IRON ORE LTD 18,700.00 1,247.38 6,152,507.59 6,152,507.59
239842 8/31/10 ZAR 328.520 7.369 834,911.91 834,911.91
PUR 8/24/10 60 MASSMART ZAR0.01 26,400.00 626.01 3,087,724.81 3,087,724.81
239844 8/31/10 ZAR 116.785 7.369 419,012.60 419,012.60
PUR 8/24/10 60 MURRAY + ROBERTS HOLDI 116,600.00 976.76 4,817,715.50 4,817,715.50
240206 8/31/10 ZAR 41.257 7.369 653,777.01 653,777.01
PUR 8/24/10 60 PRETORIA PORTLAND CEME 112,400.00 678.37 3,345,968.07 3,345,968.07
239841 8/31/10 ZAR 29.724 7.369 454,056.91 454,056.91
PUR 8/24/10 60 SHOPRITE HOLDINGS LTD 38,100.00 647.65 3,194,427.32 3,194,427.32
248759 8/31/10 ZAR 83.718 7.369 433,492.42 433,492.42
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: 65
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/24/10 60 STANDARD BANK GROUP LT 32,900.00 689.16 3,399,202.68 3,399,202.68
247879 8/31/10 ZAR 103.165 7.369 461,280.99 461,280.99
PUR 8/24/10 60 TRUWORTHS INTERNAT ZAR 63,100.00 709.81 3,501,056.35 3,501,056.35
239843 8/31/10 ZAR 55.401 7.369 475,102.81 475,102.81
---------------- --------- ---------------- ------------ ---------------- --------------
408,200.00 5,575.14 27,498,602.32 27,498,602.32
3,731,634.65 3,731,634.65
7 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 8/24/10 60 BANPU PUBLIC CO LTD-FO 24,600.00 714.61 15,057,128.93 15,057,128.93
242472 8/27/10 THB 611.162 31.555 477,170.94 477,170.94
PUR 8/24/10 60 KASIKORNBANK PCL-FOREI 141,200.00 759.68 16,006,750.39 16,006,750.39
246231 8/27/10 THB 113.192 31.555 507,265.11 507,265.11
---------------- --------- ---------------- ------------ ---------------- --------------
165,800.00 1,474.29 31,063,879.32 31,063,879.32
984,436.05 984,436.05
2 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 7/28/10 60 CEMIG SA SPN ADR 2,800.00 56.00 42,434.00 42,434.00
248069 8/02/10 USD 15.135 1.000 42,434.00 42,434.00
PUR 7/28/10 60 CEMIG SA SPN ADR 15,700.00 628.00 237,680.73 237,680.73
248069 8/02/10 USD 15.099 1.000 237,680.73 237,680.73
PUR 7/28/10 60 ULTRAPAR PARTICIPACOES 4,400.00 548.54 387,905.55 387,905.55
251794 8/02/10 BRL GT2VBR 87.941 1.764 219,963.45 219,963.45
PUR 7/29/10 60 CEMIG SA SPN ADR 5,600.00 224.00 85,290.24 85,290.24
248069 8/03/10 USD 15.190 1.000 85,290.24 85,290.24
PUR 7/29/10 60 ULTRAPAR PARTICIPACOES 100.00 12.48 8,822.00 8,822.00
251794 8/03/10 BRL GT2VA1 88.000 1.763 5,003.97 5,003.97
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: 66
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 7/30/10 60 CEMIG SA SPN ADR 3,700.00 148.00 56,258.13 56,258.13
248069 8/04/10 USD 15.165 1.000 56,258.13 56,258.13
PUR 8/02/10 60 CEMIG SA SPN ADR 3,100.00 124.00 47,397.45 47,397.45
248069 8/05/10 USD 15.250 1.000 47,397.45 47,397.45
PUR 8/03/10 60 CEMIG SA SPN ADR 5,500.00 220.00 83,824.95 83,824.95
248069 8/06/10 USD 15.201 1.000 83,824.95 83,824.95
PUR 8/04/10 60 CEMIG SA SPN ADR 900.00 36.00 13,716.00 13,716.00
248069 8/09/10 USD 15.200 1.000 13,716.00 13,716.00
PUR 8/04/10 60 CEMIG SA SPN ADR 1,000.00 10.00 15,205.00 15,205.00
248069 8/09/10 USD 15.195 1.000 15,205.00 15,205.00
PUR 8/05/10 60 CEMIG SA SPN ADR 800.00 32.00 12,141.92 12,141.92
248069 8/10/10 USD 15.137 1.000 12,141.92 12,141.92
PUR 8/05/10 60 CEMIG SA SPN ADR 3,200.00 32.00 48,495.36 48,495.36
248069 8/10/10 USD 15.145 1.000 48,495.36 48,495.36
PUR 8/06/10 60 CEMIG SA SPN ADR 1,400.00 14.00 21,223.86 21,223.86
248069 8/11/10 USD 15.150 1.000 21,223.86 21,223.86
PUR 8/06/10 60 CEMIG SA SPN ADR 700.00 28.00 10,625.65 10,625.65
248069 8/11/10 USD 15.140 1.000 10,625.65 10,625.65
PUR 8/09/10 60 CEMIG SA SPN ADR 1,700.00 68.00 25,909.36 25,909.36
248069 8/12/10 USD 15.201 1.000 25,909.36 25,909.36
PUR 8/10/10 60 CEMIG SA SPN ADR 3,200.00 128.00 48,161.92 48,161.92
248069 8/13/10 USD 15.011 1.000 48,161.92 48,161.92
PUR 8/11/10 60 CEMIG SA SPN ADR 4,600.00 184.00 68,309.54 68,309.54
248069 8/16/10 USD 14.810 1.000 68,309.54 68,309.54
PUR 8/12/10 60 CEMIG SA SPN ADR 1,800.00 72.00 26,596.62 26,596.62
248069 8/17/10 USD 14.736 1.000 26,596.62 26,596.62
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: 67
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/13/10 60 CEMIG SA SPN ADR 3,600.00 144.00 52,610.76 52,610.76
248069 8/18/10 USD 14.574 1.000 52,610.76 52,610.76
PUR 8/16/10 60 CEMIG SA SPN ADR 2,500.00 100.00 36,699.50 36,699.50
248069 8/19/10 USD 14.640 1.000 36,699.50 36,699.50
PUR 8/18/10 60 CEMIG SA SPN ADR 4,600.00 184.00 67,997.66 67,997.66
248069 8/23/10 USD 14.742 1.000 67,997.66 67,997.66
PUR 8/19/10 60 CEMIG SA SPN ADR 3,200.00 128.00 46,931.84 46,931.84
248069 8/24/10 USD 14.626 1.000 46,931.84 46,931.84
PUR 8/20/10 60 CEMIG SA SPN ADR 2,700.00 108.00 39,647.61 39,647.61
248069 8/25/10 USD 14.644 1.000 39,647.61 39,647.61
PUR 8/24/10 60 BANCO DO BRASIL SA 106,600.00 4,955.76 3,088,478.43 3,088,478.43
240056 8/27/10 BRL 28.890 1.768 1,746,876.94 1,746,876.94
PUR 8/24/10 60 CEMIG SA SPN ADR 1,300.00 52.00 19,190.21 19,190.21
248069 8/27/10 USD 14.722 1.000 19,190.21 19,190.21
PUR 8/24/10 60 CIA DE CONCESSOES RODO 19,300.00 783.59 752,275.05 752,275.05
240087 8/27/10 BRL 38.906 1.768 425,494.94 425,494.94
PUR 8/24/10 60 CIA SIDERBURGICA NACL 35,100.00 351.00 554,239.53 554,239.53
250732 8/27/10 USD 15.780 1.000 554,239.53 554,239.53
PUR 8/24/10 60 CIELO SA (FMLY COMP BR 173,300.00 4,317.49 2,690,698.58 2,690,698.58
247595 8/27/10 BRL 15.482 1.768 1,521,888.34 1,521,888.34
PUR 8/24/10 60 NATURA COSMETICOS SA N 28,100.00 1,288.81 1,237,304.53 1,237,304.53
248071 8/27/10 BRL 43.951 1.768 699,832.88 699,832.88
PUR 8/24/10 60 REDECARD SA 96,400.00 3,818.65 2,379,820.54 2,379,820.54
240065 8/27/10 BRL 24.617 1.768 1,346,052.34 1,346,052.34
PUR 8/24/10 60 SOUZA CRUZ SA 36,300.00 4,660.20 2,904,282.27 2,904,282.27
240069 8/27/10 BRL 79.781 1.768 1,642,693.59 1,642,693.59
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: 68
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/24/10 60 ULTRAPAR PARTICIPACOES 8,400.00 829.18 796,036.27 796,036.27
251794 8/27/10 BRL 94.592 1.768 450,246.76 450,246.76
PUR 8/24/10 60 VALE SA ADR 52,400.00 524.00 1,401,469.44 1,401,469.44
250850 8/27/10 USD 26.736 1.000 1,401,469.44 1,401,469.44
PUR 8/26/10 60 CEMIG SA SPN ADR 4,100.00 164.00 63,488.91 63,488.91
248069 8/31/10 USD 15.445 1.000 63,488.91 63,488.91
---------------- --------- ---------------- ------------ ---------------- --------------
638,100.00 24,973.70 17,371,169.41 17,371,169.41
11,183,599.40 11,183,599.40
34 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 8/24/10 60 NETEASE COM INC USD 0. 19,700.00 197.00 817,004.31 817,004.31
247975 8/27/10 USD 41.462 1.000 817,004.31 817,004.31
---------------- --------- ---------------- ------------ ---------------- --------------
19,700.00 197.00 817,004.31 817,004.31
817,004.31 817,004.31
1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 8/24/10 60 AMERICA MOVIL ADR 15,200.00 152.00 731,484.80 731,484.80
243935 8/27/10 USD 48.114 1.000 731,484.80 731,484.80
PUR 8/24/10 60 DESARROLLADORA HOMEX A 12,500.00 125.00 352,312.50 352,312.50
240080 8/27/10 USD 28.175 1.000 352,312.50 352,312.50
PUR 8/24/10 60 FOMENTO ECONOMICO MEXI 14,300.00 143.00 707,892.90 707,892.90
240074 8/27/10 USD 49.493 1.000 707,892.90 707,892.90
PUR 8/24/10 60 GPO MEXICO SA SER B 183,200.00 706.58 6,110,444.74 6,110,444.74
247974 8/27/10 MXN 33.304 12.952 471,759.76 471,759.76
PUR 8/24/10 60 GRUPO TELEVISA SA ADR 32,200.00 1,288.00 601,418.72 601,418.72
239875 8/27/10 USD 18.638 1.000 601,418.72 601,418.72
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: 69
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/24/10 60 KIMBERLY-CLARK DE MEXI 66,600.00 988.67 5,135,104.99 5,135,104.99
239830 8/27/10 MXN 76.911 12.952 396,458.20 396,458.20
---------------- --------- ---------------- ------------ ---------------- --------------
324,000.00 3,403.25 13,638,658.65 13,638,658.65
3,261,326.88 3,261,326.88
6 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 8/06/10 60 BRITISH AMERICAN TOBAC 300.00 5.24 13,518.69 13,518.69
239832 8/11/10 MYR 45.007 3.147 4,295.74 4,295.74
PUR 8/06/10 60 BRITISH AMERICAN TOBAC 400.00 6.57 18,024.91 18,024.91
239832 8/11/10 MYR 45.011 3.147 5,727.65 5,727.65
PUR 8/10/10 60 BRITISH AMERICAN TOBAC 100.00 2.04 4,427.75 4,427.75
239832 8/13/10 MYR 44.213 3.151 1,405.19 1,405.19
PUR 8/10/10 60 BRITISH AMERICAN TOBAC 200.00 3.65 8,860.33 8,860.33
239832 8/13/10 MYR 44.244 3.151 2,811.91 2,811.91
PUR 8/11/10 60 BRITISH AMERICAN TOBAC 200.00 3.51 8,813.78 8,813.78
239832 8/16/10 MYR 44.013 3.172 2,778.62 2,778.62
PUR 8/12/10 60 BRITISH AMERICAN TOBAC 300.00 5.06 13,073.14 13,073.14
239832 8/17/10 MYR 43.523 3.189 4,098.81 4,098.81
PUR 8/13/10 60 BRITISH AMERICAN TOBAC 100.00 1.38 4,361.68 4,361.68
239832 8/18/10 MYR 43.573 3.168 1,376.58 1,376.58
PUR 8/24/10 60 BRITISH AMERICAN TOBAC 1,800.00 30.68 80,400.68 80,400.68
239832 8/27/10 MYR 44.613 3.148 25,539.02 25,539.02
PUR 8/24/10 60 BRITISH AMERICAN TOBAC 600.00 11.07 26,806.53 26,806.53
239832 8/27/10 MYR 44.619 3.148 8,515.01 8,515.01
PUR 8/24/10 60 BRITISH AMERICAN TOBAC 1,100.00 12.47 49,167.30 49,167.30
239832 8/27/10 MYR 44.662 3.148 15,617.84 15,617.84
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 8/01/10 THROUGH 8/31/10 ** 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 8/24/10 60 BRITISH AMERICAN TOBAC 200.00 3.67 8,888.07 8,888.07
239832 8/27/10 MYR 44.383 3.148 2,823.27 2,823.27
PUR 8/24/10 60 BRITISH AMERICAN TOBAC 100.00 2.84 4,453.00 4,453.00
239832 8/27/10 MYR 44.441 3.148 1,414.48 1,414.48
PUR 8/25/10 60 BRITISH AMERICAN TOBAC 300.00 11.84 13,341.22 13,341.22
239832 8/30/10 MYR 44.347 3.143 4,244.54 4,244.54
PUR 8/25/10 60 BRITISH AMERICAN TOBAC 500.00 12.21 22,299.42 22,299.42
239832 8/30/10 MYR 44.522 3.143 7,094.61 7,094.61
---------------- --------- ---------------- ------------ ---------------- --------------
6,200.00 112.23 276,436.50 276,436.50
87,743.27 87,743.27
14 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
PUR 8/24/10 60 PHILIPPINE LONG DIST - 19,700.00 788.00 1,066,666.35 1,066,666.35
240079 8/27/10 USD 54.106 1.000 1,066,666.35 1,066,666.35
---------------- --------- ---------------- ------------ ---------------- --------------
19,700.00 788.00 1,066,666.35 1,066,666.35
1,066,666.35 1,066,666.35
1 TRANSACTION IN COUNTRY: PHILIPINES (8900)
PUR 7/29/10 60 OIL + GAS DEVELOPMENT 1,300.00 6.68 197,993.82 197,993.82
249826 8/02/10 PKR 151.863 85.655 2,311.53 2,311.53
PUR 7/30/10 60 OIL + GAS DEVELOPMENT 2,200.00 11.31 335,227.15 335,227.15
249826 8/03/10 PKR 151.936 85.700 3,911.64 3,911.64
PUR 8/02/10 60 OIL + GAS DEVELOPMENT 5,700.00 33.21 849,813.33 849,813.33
249826 8/04/10 PKR 148.590 85.800 9,904.58 9,904.58
PUR 8/03/10 60 OIL + GAS DEVELOPMENT 4,700.00 27.33 699,411.80 699,411.80
249826 8/05/10 PKR 148.312 85.790 8,152.60 8,152.60
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 8/01/10 THROUGH 8/31/10 ** 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 8/04/10 60 OIL + GAS DEVELOPMENT 1,500.00 8.74 223,555.17 223,555.17
249826 8/06/10 PKR 148.537 85.750 2,607.06 2,607.06
PUR 8/05/10 60 OIL + GAS DEVELOPMENT 2,100.00 12.25 313,120.73 313,120.73
249826 8/09/10 PKR 148.605 85.700 3,653.68 3,653.68
PUR 8/06/10 60 OIL + GAS DEVELOPMENT 23,800.00 139.34 3,562,635.58 3,562,635.58
249826 8/10/10 PKR 149.189 85.725 41,558.89 41,558.89
PUR 8/09/10 60 OIL + GAS DEVELOPMENT 2,100.00 12.06 308,523.96 308,523.96
249826 8/11/10 PKR 146.424 85.750 3,597.95 3,597.95
PUR 8/10/10 60 OIL + GAS DEVELOPMENT 3,200.00 18.02 460,817.95 460,817.95
249826 8/16/10 PKR 143.523 85.750 5,373.97 5,373.97
PUR 8/11/10 60 OIL + GAS DEVELOPMENT 6,500.00 36.42 931,799.22 931,799.22
249826 8/16/10 PKR 142.873 85.770 10,863.93 10,863.93
PUR 8/12/10 60 OIL + GAS DEVELOPMENT 2,700.00 14.73 376,798.20 376,798.20
249826 8/16/10 PKR 139.087 85.775 4,392.87 4,392.87
PUR 8/13/10 60 OIL + GAS DEVELOPMENT 1,300.00 7.05 180,072.37 180,072.37
249826 8/17/10 PKR 138.053 85.605 2,103.53 2,103.53
PUR 8/16/10 60 OIL + GAS DEVELOPMENT 2,500.00 13.29 339,618.39 339,618.39
249826 8/18/10 PKR 135.392 85.700 3,962.88 3,962.88
PUR 8/17/10 60 OIL + GAS DEVELOPMENT 1,800.00 9.62 245,705.51 245,705.51
249826 8/19/10 PKR 136.045 85.625 2,869.55 2,869.55
PUR 8/18/10 60 OIL + GAS DEVELOPMENT 3,600.00 19.49 497,764.35 497,764.35
249826 8/20/10 PKR 137.804 85.630 5,812.97 5,812.97
PUR 8/19/10 60 OIL + GAS DEVELOPMENT 1,100.00 6.02 153,879.79 153,879.79
249826 8/23/10 PKR 139.422 85.660 1,796.40 1,796.40
PUR 8/20/10 60 OIL + GAS DEVELOPMENT 2,600.00 14.43 368,511.00 368,511.00
249826 8/24/10 PKR 141.260 85.635 4,303.28 4,303.28
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: 72
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/23/10 60 OIL + GAS DEVELOPMENT 1,500.00 8.31 212,228.79 212,228.79
249826 8/25/10 PKR 141.012 85.600 2,479.31 2,479.31
PUR 8/24/10 60 OIL + GAS DEVELOPMENT 70,049.00 57.04 9,772,845.77 9,772,845.77
249826 8/26/10 PKR 139.445 85.625 114,135.43 114,135.43
PUR 8/24/10 60 OIL + GAS DEVELOPMENT 2,700.00 14.73 376,287.26 376,287.26
249826 8/26/10 PKR 138.898 85.625 4,394.60 4,394.60
PUR 8/24/10 60 PAKISTAN PETROLEUM LTD 100,000.00 353.32 20,198,963.07 20,198,963.07
241890 8/26/10 PKR 201.687 85.625 235,900.30 235,900.30
PUR 8/25/10 60 OIL + GAS DEVELOPMENT 2,200.00 11.97 305,518.39 305,518.39
249826 8/27/10 PKR 138.406 85.600 3,569.14 3,569.14
PUR 8/25/10 60 PAKISTAN PETROLEUM LTD 52,400.00 413.67 10,561,711.11 10,561,711.11
241890 8/27/10 PKR 200.884 85.600 123,384.48 123,384.48
PUR 8/26/10 60 OIL + GAS DEVELOPMENT 1,600.00 8.68 221,683.09 221,683.09
249826 8/30/10 PKR 138.087 85.625 2,589.00 2,589.00
PUR 8/27/10 60 OIL + GAS DEVELOPMENT 7,800.00 42.20 1,077,763.13 1,077,763.13
249826 8/31/10 PKR 137.712 85.625 12,587.01 12,587.01
---------------- --------- ---------------- ------------ ---------------- --------------
306,949.00 1,299.91 52,772,248.93 52,772,248.93
616,216.58 616,216.58
25 TRANSACTIONS IN COUNTRY: PAKISTAN (8950)
PUR 8/12/10 60 LUKOIL OAO SPON ADR AD 216,700.00 14,120.17 11,780,930.17 11,780,930.17
253043 8/17/10 USD 54.300 1.000 11,780,930.17 11,780,930.17
PUR 8/24/10 60 LUKOIL OAO SPON ADR AD 21,900.00 582.15 1,164,873.75 1,164,873.75
253043 8/27/10 USD 53.164 1.000 1,164,873.75 1,164,873.75
PUR 8/24/10 60 MAGNIT OJSC NPV GDR 20,300.00 221.91 444,038.78 444,038.78
249598 8/27/10 USD 21.863 1.000 444,038.78 444,038.78
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 8/01/10 THROUGH 8/31/10 ** 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 8/24/10 60 MOBILE TELESYSTEMS OJS 32,400.00 324.00 698,783.76 698,783.76
240075 8/27/10 USD 21.557 1.000 698,783.76 698,783.76
PUR 8/24/10 60 TNK-BP HOLDING OJS 55,000.00 113,986.62 113,986.62
240991 8/31/10 USD 2.072 1.000 113,986.62 113,986.62
PUR 8/24/10 60 URALKALI JSC NPV GDR 20,700.00 235.03 470,298.91 470,298.91
248070 8/27/10 USD 22.708 1.000 470,298.91 470,298.91
---------------- --------- ---------------- ------------ ---------------- --------------
367,000.00 15,483.26 14,672,911.99 14,672,911.99
14,672,911.99 14,672,911.99
6 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
PUR 8/24/10 60 INFOSYS TECHNOLOGIES L 6,100.00 61.00 356,432.15 356,432.15
247492 8/27/10 USD 58.422 1.000 356,432.15 356,432.15
---------------- --------- ---------------- ------------ ---------------- --------------
6,100.00 61.00 356,432.15 356,432.15
356,432.15 356,432.15
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
5,645,427.00 74,745.02 23882513196.73 23882513196.73
55,796,009.06 55,796,009.06
165 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240)
--------------------------------
PUR 8/24/10 60 USINAS SIDER MINAS GER 43,800.00 2,095.25 2,011,509.54 2,011,509.54
245414 8/27/10 BRL 45.840 1.768 1,137,731.64 1,137,731.64
---------------- --------- ---------------- ------------ ---------------- --------------
43,800.00 2,095.25 2,011,509.54 2,011,509.54
1,137,731.64 1,137,731.64
1 TRANSACTION IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
43,800.00 2,095.25 2,011,509.54 2,011,509.54
1,137,731.64 1,137,731.64
1 TRANSACTION IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
5,689,227.00 76,840.27 23884524706.27 23884524706.27
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: 74
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
56,933,740.70 56,933,740.70
166 "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: 75
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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)
--------------------------------
SALE 7/29/10 60 TURKIYE IS BANKASI-C 77,590.00 744.33 448,896.94 261,495.03 187,401.91
239835 8/02/10 TRY 5.800 1.512 296,987.72 184,066.53 112,921.19
SALE 8/03/10 60 TURKIYE IS BANKASI-C 36,641.00 349.17 208,331.57 123,488.07 84,843.50
239835 8/05/10 TRY 5.700 1.495 139,319.60 86,923.34 52,396.26
SALE 8/04/10 60 TURKIYE IS BANKASI-C 73,282.00 695.88 416,663.13 246,976.14 169,686.99
239835 8/06/10 TRY 5.700 1.501 277,655.10 173,846.68 103,808.42
SALE 8/13/10 60 TURKIYE IS BANKASI-C 922.00 8.21 4,966.35 3,107.34 1,859.01
239835 8/17/10 TRY 5.400 1.517 3,273.47 2,187.26 1,086.21
SALE 8/17/10 60 TURKIYE IS BANKASI-C 17,901.00 170.15 101,780.61 60,330.23 41,450.38
239835 8/19/10 TRY 5.700 1.499 67,889.95 42,466.49 25,423.46
---------------- --------- ---------------- ------------ ---------------- --------------
206,336.00 1,967.74 1,180,638.60 695,396.81 485,241.79
785,125.84 489,490.30 295,635.54
5 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 8/02/10 60 WOONGJIN COWAY CO LTD 60.00 1.71 2,510,693.00 1,894,542.45 616,150.55
240084 8/04/10 KRW 41878.3 1172.55 2,141.22 1,752.43 388.79
SALE 8/04/10 60 WOONGJIN COWAY CO LTD 100.00 8.99 4,177,241.00 3,157,570.75 1,019,670.25
240084 8/06/10 KRW 41877.4 1168.55 3,574.72 2,920.72 654.00
SALE 8/06/10 60 WOONGJIN COWAY CO LTD 100.00 2.89 4,193,803.00 3,157,570.75 1,036,232.25
240084 8/10/10 KRW 41971.6 1161.85 3,609.59 2,920.72 688.87
SALE 8/09/10 60 WOONGJIN COWAY CO LTD 400.00 36.64 16,912,097.00 12,630,283.02 4,281,813.98
240084 8/11/10 KRW 42386.5 1160.05 14,578.77 11,682.88 2,895.89
SALE 8/10/10 60 WOONGJIN COWAY CO LTD 100.00 9.11 4,236,570.00 3,157,570.75 1,078,999.25
240084 8/12/10 KRW 42472.2 1168.75 3,624.87 2,920.72 704.15
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: 76
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/10/10 60 WOONGJIN COWAY CO LTD 500.00 45.29 21,056,278.00 15,787,853.77 5,268,424.23
240084 8/12/10 KRW 42218.4 1168.75 18,016.07 14,603.60 3,412.47
---------------- --------- ---------------- ------------ ---------------- --------------
1,260.00 104.63 53,086,682.00 39,785,391.49 13,301,290.51
45,545.24 36,801.07 8,744.17
6 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 7/26/10 60 SANLAM LTD 23,753.00 32.48 594,775.83 460,647.67 134,128.16
239837 8/02/10 ZAR 25.050 7.363 80,774.62 59,148.71 21,625.91
SALE 7/27/10 60 NEDBANK GROUP LTD 3,759.00 28.68 522,886.89 396,696.54 126,190.35
239838 8/03/10 ZAR 139.159 7.331 71,321.07 50,888.86 20,432.21
SALE 7/27/10 60 SANLAM LTD 30,150.00 41.35 753,850.84 584,706.23 169,144.61
239837 8/03/10 ZAR 25.013 7.331 102,824.25 75,078.25 27,746.00
SALE 7/28/10 60 NEDBANK GROUP LTD 1,015.00 7.61 139,092.64 107,115.45 31,977.19
239838 8/04/10 ZAR 137.092 7.349 18,928.03 13,740.94 5,187.09
SALE 7/28/10 60 SANLAM LTD 26,844.00 36.86 673,478.65 520,592.18 152,886.47
239837 8/04/10 ZAR 25.099 7.349 91,648.45 66,845.79 24,802.66
SALE 7/29/10 60 NEDBANK GROUP LTD 3,901.00 29.27 533,280.83 411,682.15 121,598.68
239838 8/05/10 ZAR 136.759 7.326 72,788.93 52,811.23 19,977.70
SALE 7/29/10 60 SANLAM LTD 16,578.00 22.86 416,426.07 321,501.16 94,924.91
239837 8/05/10 ZAR 25.129 7.326 56,839.11 41,281.83 15,557.28
SALE 7/30/10 60 SANLAM LTD 12,524.00 17.25 313,250.80 242,880.96 70,369.84
239837 8/06/10 ZAR 25.022 7.304 42,888.74 31,186.73 11,702.01
SALE 8/02/10 60 NEDBANK GROUP LTD 3,290.00 24.82 448,174.05 347,201.81 100,972.24
239838 8/10/10 ZAR 136.278 7.263 61,703.92 44,539.59 17,164.33
SALE 8/02/10 60 SANLAM LTD 21,421.00 29.87 539,547.23 415,422.63 124,124.60
239837 8/10/10 ZAR 25.198 7.263 74,284.03 53,341.66 20,942.37
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: 77
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/03/10 60 SANLAM LTD 25,920.00 35.93 650,237.19 502,672.82 147,564.37
239837 8/11/10 ZAR 25.096 7.279 89,334.86 64,544.88 24,789.98
SALE 8/04/10 60 SANLAM LTD 9,149.00 12.67 228,948.56 177,428.77 51,519.79
239837 8/12/10 ZAR 25.034 7.268 31,500.25 22,782.45 8,717.80
SALE 8/05/10 60 SANLAM LTD 8,108.00 11.26 203,214.21 157,240.40 45,973.81
239837 8/13/10 ZAR 25.074 7.256 28,005.79 20,190.20 7,815.59
SALE 8/06/10 60 NEDBANK GROUP LTD 6,216.00 45.59 820,310.77 655,989.80 164,320.97
239838 8/16/10 ZAR 132.021 7.236 113,368.36 84,151.40 29,216.96
SALE 8/06/10 60 SANLAM LTD 3,507.00 4.89 88,018.71 68,012.10 20,006.61
239837 8/16/10 ZAR 25.108 7.236 12,164.34 8,732.98 3,431.36
SALE 8/16/10 60 NEDBANK GROUP LTD 1,383.00 10.02 181,101.55 145,951.40 35,150.15
239838 8/23/10 ZAR 131.001 7.269 24,915.43 18,722.87 6,192.56
SALE 8/16/10 60 SANLAM LTD 968.00 1.26 22,768.36 18,772.66 3,995.70
239837 8/23/10 ZAR 23.530 7.269 3,132.41 2,410.47 721.94
SALE 8/17/10 60 NEDBANK GROUP LTD 5,605.00 40.83 737,508.06 591,509.47 145,998.59
239838 8/24/10 ZAR 131.633 7.264 101,535.48 75,879.76 25,655.72
SALE 8/17/10 60 SANLAM LTD 1,398.00 1.86 33,544.80 27,111.75 6,433.05
239837 8/24/10 ZAR 24.004 7.264 4,618.24 3,481.24 1,137.00
SALE 8/19/10 60 NEDBANK GROUP LTD 6,710.00 49.07 886,455.22 708,122.84 178,332.38
239838 8/26/10 ZAR 132.163 7.265 122,018.08 90,839.11 31,178.97
SALE 8/23/10 60 NEDBANK GROUP LTD 18,778.00 142.85 2,625,049.10 1,981,688.63 643,360.47
239838 8/30/10 ZAR 139.850 7.354 356,972.27 254,214.13 102,758.14
---------------- --------- ---------------- ------------ ---------------- --------------
230,977.00 627.28 11,411,920.36 8,842,947.42 2,568,972.94
1,561,566.66 1,134,813.08 426,753.58
21 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
---------------- --------- ---------------- ------------ ---------------- --------------
438,573.00 2,699.65 65,679,240.96 49,323,735.72 16,355,505.24
2,392,237.74 1,661,104.45 731,133.29
32 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: 78
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 NON-CONV PREFERRED STO (2240)
--------------------------------
SALE 8/09/10 60 ELETROPAULO METROP PRF 300.00 7.53 9,814.84 8,463.81 1,351.03
243786 8/12/10 BRL 32.760 1.754 5,594.10 3,949.14 1,644.96
SALE 8/10/10 60 ELETROPAULO METROP PRF 9,100.00 418.20 293,905.92 256,735.71 37,170.21
243786 8/13/10 BRL 32.378 1.761 166,859.27 119,790.66 47,068.61
SALE 8/11/10 60 ELETROPAULO METROP PRF 2,600.00 118.70 83,931.11 73,353.06 10,578.05
243786 8/16/10 BRL 32.362 1.772 47,362.51 34,225.90 13,136.61
SALE 8/12/10 60 ELETROPAULO METROP PRF 4,200.00 191.26 135,017.11 118,493.41 16,523.70
243786 8/17/10 BRL 32.228 1.769 76,313.19 55,288.00 21,025.19
SALE 8/16/10 60 ELETROPAULO METROP PRF 700.00 17.57 22,995.46 19,748.90 3,246.56
243786 8/19/10 BRL 32.895 1.763 13,042.26 9,214.67 3,827.59
SALE 8/17/10 60 ELETROPAULO METROP PRF 1,900.00 48.50 63,039.37 53,604.16 9,435.21
243786 8/20/10 BRL 33.223 1.751 36,009.12 25,011.24 10,997.88
SALE 8/18/10 60 ELETROPAULO METROP PRF 8,300.00 214.99 279,885.83 234,165.54 45,720.29
243786 8/23/10 BRL 33.767 1.753 159,633.74 109,259.62 50,374.12
SALE 8/19/10 60 ELETROPAULO METROP PRF 5,700.00 274.11 193,232.32 160,812.48 32,419.84
243786 8/24/10 BRL 33.985 1.763 109,588.73 75,033.71 34,555.02
SALE 8/19/10 60 ELETROPAULO METROP PRF 2,600.00 67.47 88,335.11 73,353.06 14,982.05
243786 8/24/10 BRL 34.021 1.763 50,097.89 34,225.90 15,871.99
SALE 8/24/10 60 ELETROPAULO METROP PRF 1,900.00 49.06 64,392.05 53,604.16 10,787.89
243786 8/27/10 BRL 33.936 1.768 36,420.84 25,011.24 11,409.60
SALE 8/25/10 60 ELETROPAULO METROP PRF 3,000.00 76.97 101,181.53 84,638.15 16,543.38
243786 8/30/10 BRL 33.773 1.770 57,151.79 39,491.43 17,660.36
SALE 8/26/10 60 ELETROPAULO METROP PRF 1,500.00 38.53 50,290.27 42,319.07 7,971.20
243786 8/31/10 BRL 33.572 1.758 28,609.78 19,745.71 8,864.07
---------------- --------- ---------------- ------------ ---------------- --------------
41,800.00 1,522.89 1,386,020.92 1,179,291.51 206,729.41
786,683.22 550,247.22 236,436.00
12 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
41,800.00 1,522.89 1,386,020.92 1,179,291.51 206,729.41
786,683.22 550,247.22 236,436.00
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: 79
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
12 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
480,373.00 4,222.54 67,065,261.88 50,503,027.23 16,562,234.65
3,178,920.96 2,211,351.67 967,569.29
44 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
---------------- --------- ---------------- ------------ ---------------- --------------
6,169,600.00 81,062.81 23951589968.15 23935027733.50 16,562,234.65
60,112,661.66 59,145,092.37 967,569.29
210 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: 80
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 8/12/10 60 NINE DRAGONS PAPER HOL 542,000.00 473.55 6,244,974.28 6,244,974.28
253046 8/16/10 HKD 11.515 7.768 803,910.05 803,910.05
PUR 8/23/10 60 NINE DRAGONS PAPER HOL 185,000.00 148.35 2,139,369.23 2,139,369.23
253046 8/25/10 HKD 11.558 7.775 275,149.41 275,149.41
---------------- --------- ---------------- ------------ ---------------- --------------
727,000.00 621.90 8,384,343.51 8,384,343.51
1,079,059.46 1,079,059.46
2 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
PUR 7/30/10 60 CHINA CITIC BANK C 448,000.00 162.95 2,347,035.35 2,347,035.35
239771 8/03/10 HKD 5.236 7.765 302,242.69 302,242.69
PUR 7/30/10 60 CHINA CONSTRUCTION 500,000.00 228.92 3,297,184.26 3,297,184.26
247574 8/03/10 HKD 6.591 7.765 424,599.41 424,599.41
PUR 8/27/10 60 BBMG CORPORATION H C 1,217,000.00 3,132.90 11,695,374.83 11,695,374.83
253247 8/31/10 HKD 9.590 7.778 1,503,628.76 1,503,628.76
---------------- --------- ---------------- ------------ ---------------- --------------
2,165,000.00 3,524.77 17,339,594.44 17,339,594.44
2,230,470.86 2,230,470.86
3 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 8/04/10 60 HYUNDAI MOTOR CO 2,698.00 340.76 398,591,625.00 398,591,625.00
241565 8/06/10 KRW 147588. 1168.55 341,099.33 341,099.33
PUR 8/19/10 60 LG CHEM LTD COMMON STO 2,284.00 472.00 791,288,510.00 791,288,510.00
252795 8/23/10 KRW 346206. 1172.70 674,757.83 674,757.83
PUR 8/20/10 60 KIA MOTORS CORPORATION 60,410.00 1,126.991,906,749,293.00 1,906,749,293.00
253181 8/24/10 KRW 31541.3 1183.50 1,611,110.51 1,611,110.51
---------------- --------- ---------------- ------------ ---------------- --------------
65,392.00 1,939.753,096,629,428.00 3,096,629,428.00
2,626,967.67 2,626,967.67
3 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: 81
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/13/10 60 BANK NEGARA INDONESIA 1,126,000.00 3,637.323,298,054,000.00 3,298,054,000.00
253055 8/19/10 IDR 2900.00 8977.50 367,368.87 367,368.87
PUR 8/19/10 60 ASTRA INTERNATIONAL TB 229,500.00 4,464.69 11239236293.00 11239236293.00
253167 8/24/10 IDR 48798.2 8967.50 1,253,329.95 1,253,329.95
---------------- --------- ---------------- ------------ ---------------- --------------
1,355,500.00 8,102.01 14537290293.00 14537290293.00
1,620,698.82 1,620,698.82
2 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 8/20/10 60 ORASCOM TELECOM GDR RE 237,392.00 2,234.67 1,119,567.60 1,119,567.60
253183 8/25/10 USD 4.707 1.000 1,119,567.60 1,119,567.60
PUR 8/23/10 60 ORASCOM TELECOM GDR RE 183,167.00 1,765.14 884,337.01 884,337.01
253183 8/26/10 USD 4.818 1.000 884,337.01 884,337.01
PUR 8/24/10 60 ORASCOM TELECOM GDR RE 88,232.00 856.40 429,055.12 429,055.12
253183 8/27/10 USD 4.853 1.000 429,055.12 429,055.12
---------------- --------- ---------------- ------------ ---------------- --------------
508,791.00 4,856.21 2,432,959.73 2,432,959.73
2,432,959.73 2,432,959.73
3 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 8/23/10 60 FIRSTRAND LTD 278,377.00 1,773.94 5,244,071.92 5,244,071.92
244076 8/30/10 ZAR 18.791 7.354 713,125.04 713,125.04
---------------- --------- ---------------- ------------ ---------------- --------------
278,377.00 1,773.94 5,244,071.92 5,244,071.92
713,125.04 713,125.04
1 TRANSACTION IN COUNTRY: SOUTH AFRICA (6200)
PUR 8/06/10 60 VALE S A NPV ADR 26,061.00 195.43 651,639.64 651,639.64
252527 8/11/10 USD 24.997 1.000 651,639.64 651,639.64
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: 82
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/11/10 60 BANCO DO BRASIL SA 77,200.00 835.00 2,295,585.78 2,295,585.78
239759 8/16/10 BRL 29.716 1.772 1,295,404.20 1,295,404.20
PUR 8/11/10 60 HYPERMARCAS SA NPV 44,200.00 356.73 980,722.96 980,722.96
247870 8/16/10 BRL 22.174 1.772 553,424.16 553,424.16
PUR 8/11/10 60 ITAU UNIBANCO HOLDING 73,400.00 1,002.70 2,756,647.71 2,756,647.71
253024 8/16/10 BRL 37.532 1.772 1,555,582.48 1,555,582.48
PUR 8/11/10 60 MPX ENERGIA SA COMMON 49,600.00 1,842.47 1,092,168.56 1,092,168.56
253045 8/16/10 BRL 21.954 1.772 616,313.17 616,313.17
PUR 8/12/10 60 HYPERMARCAS SA NPV 18,900.00 156.75 430,259.89 430,259.89
247870 8/17/10 BRL 22.750 1.769 243,187.73 243,187.73
PUR 8/12/10 60 MPX ENERGIA SA COMMON 31,468.00 1,245.92 736,985.29 736,985.29
253045 8/17/10 BRL 23.350 1.769 416,552.38 416,552.38
PUR 8/13/10 60 MPX ENERGIA SA COMMON 33,237.00 1,346.96 797,544.13 797,544.13
253045 8/18/10 BRL 23.924 1.771 450,335.48 450,335.48
PUR 8/16/10 60 MPX ENERGIA SA COMMON 12,545.00 530.04 312,448.22 312,448.22
253045 8/19/10 BRL 24.832 1.763 177,210.23 177,210.23
PUR 8/16/10 60 MPX ENERGIA SA COMMON 7,111.00 293.80 173,189.45 173,189.45
253045 8/19/10 BRL 24.282 1.763 98,227.29 98,227.29
PUR 8/17/10 60 MPX ENERGIA SA COMMON 3,259.00 139.62 81,718.77 81,718.77
253045 8/20/10 BRL 25.000 1.751 46,679.10 46,679.10
PUR 8/18/10 60 ITAU UNIBANCO HOLDING 17,750.00 286.38 674,467.84 674,467.84
253024 8/23/10 BRL 37.970 1.753 384,684.79 384,684.79
PUR 8/26/10 60 ALIANSCE SHOPPING CENT 144,800.00 2,829.58 1,662,919.36 1,662,919.36
253236 8/31/10 BRL 11.450 1.758 946,023.07 946,023.07
---------------- --------- ---------------- ------------ ---------------- --------------
539,531.00 11,061.38 12,646,297.60 12,646,297.60
7,435,263.72 7,435,263.72
13 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
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: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/12/10 60 CHINA HIGH SPEED TRANS 275,000.00 1,255.89 4,682,384.07 4,682,384.07
252813 8/16/10 HKD 16.991 7.768 602,759.19 602,759.19
PUR 8/26/10 60 FOCUS MEDIA HOLDING AD 59,594.00 2,224.42 1,114,433.20 1,114,433.20
253246 8/31/10 USD 18.663 1.000 1,114,433.20 1,114,433.20
---------------- --------- ---------------- ------------ ---------------- --------------
334,594.00 3,480.31 5,796,817.27 5,796,817.27
1,717,192.39 1,717,192.39
2 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 8/06/10 60 WALMART DE MEXICO SER 388,000.00 276.84 11,698,488.09 11,698,488.09
252791 8/11/10 MXN 30.142 12.673 923,088.73 923,088.73
PUR 8/11/10 60 GPO MEXICO SA SER B 248,000.00 196.31 8,368,144.89 8,368,144.89
248141 8/16/10 MXN 33.732 12.784 654,576.98 654,576.98
PUR 8/18/10 60 AMERICA MOVIL ADR 18,637.00 1,886.04 944,907.06 944,907.06
252591 8/23/10 USD 50.599 1.000 944,907.06 944,907.06
---------------- --------- ---------------- ------------ ---------------- --------------
654,637.00 2,359.19 21,011,540.04 21,011,540.04
2,522,572.77 2,522,572.77
3 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 8/26/10 60 SISTEMA JSFC-REG S SPO 2,552.00 127.60 63,927.60 63,927.60
239567 8/31/10 USD 25.000 1.000 63,927.60 63,927.60
---------------- --------- ---------------- ------------ ---------------- --------------
2,552.00 127.60 63,927.60 63,927.60
63,927.60 63,927.60
1 TRANSACTION IN COUNTRY: RUSSIA (9800)
PUR 8/19/10 60 INFOSYS TECHNOLOGIES L 13,940.00 1,659.86 831,587.52 831,587.52
246074 8/24/10 USD 59.536 1.000 831,587.52 831,587.52
---------------- --------- ---------------- ------------ ---------------- --------------
13,940.00 1,659.86 831,587.52 831,587.52
831,587.52 831,587.52
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
6,645,314.00 39,506.92 17707670860.63 17707670860.63
23,273,825.58 23,273,825.58
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: 84
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
34 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
DEPOSITORY RECEIPT - EM (2235)
--------------------------------
PUR 8/17/10 60 KASIKORNBANK PCL-NVDR 224,200.00 2,135.72 22,846,374.26 22,846,374.26
239801 8/20/10 THB 101.600 31.730 720,024.40 720,024.40
---------------- --------- ---------------- ------------ ---------------- --------------
224,200.00 2,135.72 22,846,374.26 22,846,374.26
720,024.40 720,024.40
1 TRANSACTION IN COUNTRY: THAILAND (6550)
---------------- --------- ---------------- ------------ ---------------- --------------
224,200.00 2,135.72 22,846,374.26 22,846,374.26
720,024.40 720,024.40
1 TRANSACTION IN CATEGORY: DEPOSITORY RECEIPT - EM (2235)
---------------- --------- ---------------- ------------ ---------------- --------------
6,869,514.00 41,642.64 17730517234.89 17730517234.89
23,993,849.98 23,993,849.98
35 "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: 85
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
SALE 8/06/10 60 CREDICORP COM STK 21,401.00 672.54 2,121,574.75 995,224.04 1,126,350.71
246073 8/11/10 USD 99.166 1.000 2,121,574.75 995,224.04 1,126,350.71
SALE 8/26/10 60 VIMPELCOM LTD SPON ADR 96,736.00 2,927.00 1,448,306.47 2,580,250.88 -1,131,944.41
251762 8/31/10 USD 15.002 1.000 1,448,306.47 2,580,250.88 -1,131,944.41
---------------- --------- ---------------- ------------ ---------------- --------------
118,137.00 3,599.54 3,569,881.22 3,575,474.92 -5,593.70
3,569,881.22 3,575,474.92 -5,593.70
2 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
SALE 8/18/10 60 OTP BANK PLC 8,686.00 716.22 44,000,618.13 23,545,115.19 20,455,502.94
246373 8/24/10 HUF 5083.48 215.777 203,916.90 106,601.05 97,315.85
---------------- --------- ---------------- ------------ ---------------- --------------
8,686.00 716.22 44,000,618.13 23,545,115.19 20,455,502.94
203,916.90 106,601.05 97,315.85
1 TRANSACTION IN COUNTRY: HUNGARY (2800)
SALE 8/09/10 60 CHINA NATIONAL BUILDIN 376,000.00 1,472.15 5,584,413.41 4,297,905.31 1,286,508.10
244805 8/11/10 HKD 14.883 7.762 719,413.77 553,450.43 165,963.34
SALE 8/24/10 60 CHINA NATIONAL BUILDIN 30,000.00 115.69 439,639.30 342,917.98 96,721.32
244805 8/26/10 HKD 14.685 7.776 56,537.25 44,158.28 12,378.97
SALE 8/25/10 60 CHINA NATIONAL BUILDIN 344,000.00 1,278.56 4,858,834.76 3,932,126.14 926,708.62
244805 8/27/10 HKD 14.153 7.777 624,805.96 506,348.27 118,457.69
SALE 8/27/10 60 CHINA NATIONAL BUILDIN 240,000.00 876.34 3,330,978.67 2,743,343.82 587,634.85
244805 8/31/10 HKD 13.907 7.778 428,250.94 353,266.23 74,984.71
---------------- --------- ---------------- ------------ ---------------- --------------
990,000.00 3,742.74 14,213,866.14 11,316,293.25 2,897,572.89
1,829,007.92 1,457,223.21 371,784.71
4 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: 86
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/12/10 60 CHINA UNICOM HONG KONG 488,000.00 377.15 4,957,894.58 7,093,758.55 -2,135,863.97
243862 8/16/10 HKD 10.166 7.768 638,225.41 910,266.89 -272,041.48
SALE 8/19/10 60 CHINA LIFE INS 274,000.00 2,416.93 9,177,515.14 7,932,152.91 1,245,362.23
243217 8/23/10 HKD 33.563 7.770 1,181,109.38 1,020,991.26 160,118.12
---------------- --------- ---------------- ------------ ---------------- --------------
762,000.00 2,794.08 14,135,409.72 15,025,911.46 -890,501.74
1,819,334.79 1,931,258.15 -111,923.36
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 8/04/10 60 CJ CHEILJEDANG CORP CO 6,000.00 4,442.521,397,864,193.00 1,479,197,570.00 -81,333,377.00
252596 8/06/10 KRW 233842. 1168.55 1,196,238.24 1,223,083.82 -26,845.58
SALE 8/19/10 60 SK ENERGY CO LTD COMMO 9,468.00 3,964.931,252,017,329.00 1,051,297,473.16 200,719,855.84
252595 8/23/10 KRW 132727. 1172.70 1,067,636.50 869,271.93 198,364.57
SALE 8/20/10 60 HYUNDAI MOTOR CO 5,412.00 2,337.69 744,979,840.00 507,881,992.64 237,097,847.36
241565 8/24/10 KRW 138164. 1183.50 629,471.77 466,118.45 163,353.32
---------------- --------- ---------------- ------------ ---------------- --------------
20,880.00 10,745.143,394,861,362.00 3,038,377,035.80 356,484,326.20
2,893,346.51 2,558,474.20 334,872.31
3 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 8/12/10 60 ABSA GROUP LTD 144,210.00 6,158.28 17,894,227.37 15,400,693.67 2,493,533.70
243087 8/19/10 ZAR 124.396 7.283 2,457,154.46 1,837,120.88 620,033.58
SALE 8/12/10 60 SHOPRITE HOLDINGS LTD 194,140.00 5,700.94 16,565,334.95 11,208,970.54 5,356,364.41
248242 8/19/10 ZAR 85.541 7.282 2,274,676.96 1,413,264.21 861,412.75
---------------- --------- ---------------- ------------ ---------------- --------------
338,350.00 11,859.22 34,459,562.32 26,609,664.21 7,849,898.11
4,731,831.42 3,250,385.09 1,481,446.33
2 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: 87
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/11/10 60 BM&FBOVESPA SA 200,600.00 939.95 2,580,798.53 2,516,301.16 64,497.37
250890 8/16/10 BRL 12.874 1.772 1,456,350.39 1,384,970.68 71,379.71
SALE 8/11/10 60 ECORODOVIAS INFRAESTRU 176,900.00 683.96 1,877,925.90 1,680,550.00 197,375.90
251400 8/16/10 BRL 10.623 1.772 1,059,717.79 941,801.16 117,916.63
SALE 8/11/10 60 LIGHT SA NPV 64,240.00 510.21 1,400,857.63 1,377,081.87 23,775.76
252615 8/16/10 BRL 21.821 1.772 790,507.10 764,281.20 26,225.90
SALE 8/11/10 60 MAGNESITA REFRATARIOS 54,200.00 1,062.23 625,580.18 756,651.29 -131,071.11
251280 8/16/10 BRL 11.577 1.772 353,016.30 429,451.89 -76,435.59
SALE 8/11/10 60 USINAS SIDERURGICAS DE 51,800.00 917.08 2,518,009.72 2,279,264.22 238,745.50
252129 8/16/10 BRL 48.642 1.772 1,420,918.53 1,224,328.40 196,590.13
SALE 8/12/10 60 MAGNESITA REFRATARIOS 2,100.00 41.52 24,412.54 29,316.75 -4,904.21
251280 8/17/10 BRL 11.660 1.769 13,798.24 16,639.28 -2,841.04
SALE 8/16/10 60 OGX PETROLEO E GAS PAR 90,400.00 2,994.94 1,754,897.87 1,330,271.12 424,626.75
241566 8/19/10 BRL 19.471 1.763 995,319.67 740,154.67 255,165.00
SALE 8/18/10 60 BANCO DO BRASIL SA 22,400.00 284.08 668,054.57 599,057.13 68,997.44
239759 8/23/10 BRL 29.846 1.753 381,026.96 340,178.68 40,848.28
SALE 8/19/10 60 BANCO DO BRASIL SA 33,625.00 1,679.79 984,301.74 899,254.28 85,047.46
239759 8/24/10 BRL 29.361 1.763 558,231.53 510,647.67 47,583.86
SALE 8/25/10 60 USINAS SIDERURGICAS DE 15,740.00 1,234.40 726,274.41 692,579.51 33,694.90
252129 8/30/10 BRL 46.281 1.770 410,231.82 372,025.65 38,206.17
SALE 8/25/10 60 USINAS SIDERURGICAS DE 4,260.00 334.13 196,585.54 187,445.28 9,140.26
252129 8/30/10 BRL 46.286 1.770 111,040.18 100,688.01 10,352.17
SALE 8/26/10 60 BANCO DO BRASIL SA 30,000.00 1,480.12 864,653.24 802,308.65 62,344.59
239759 8/31/10 BRL 28.909 1.758 491,895.12 455,596.44 36,298.68
SALE 8/26/10 60 BROOKFIELD INCORPORACO 91,934.00 1,421.33 830,294.92 709,855.29 120,439.63
252235 8/31/10 BRL 9.059 1.758 472,348.91 391,292.91 81,056.00
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: 88
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/26/10 60 HYPERMARCAS SA NPV 49,400.00 1,897.89 1,108,697.41 810,164.03 298,533.38
247870 8/31/10 BRL 22.511 1.758 630,730.12 439,574.78 191,155.34
SALE 8/26/10 60 VIVO PARTICIPACOES SA 13,941.00 680.62 336,780.80 295,453.53 41,327.27
247236 8/31/10 USD 24.206 1.000 336,780.80 295,453.53 41,327.27
---------------- --------- ---------------- ------------ ---------------- --------------
901,540.00 16,162.25 16,498,125.00 14,965,554.11 1,532,570.89
9,481,913.46 8,407,084.95 1,074,828.51
15 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 8/11/10 60 MINDRAY ME USD 0.001 A 24,000.00 1,274.15 630,461.05 767,901.99 -137,440.94
252030 8/16/10 USD 26.322 1.000 630,461.05 767,901.99 -137,440.94
SALE 8/18/10 60 MINDRAY ME USD 0.001 A 9,735.00 527.40 260,962.49 311,480.25 -50,517.76
252030 8/23/10 USD 26.861 1.000 260,962.49 311,480.25 -50,517.76
SALE 8/19/10 60 MINDRAY ME USD 0.001 A 8,479.00 459.65 227,440.61 271,293.38 -43,852.77
252030 8/24/10 USD 26.878 1.000 227,440.61 271,293.38 -43,852.77
SALE 8/20/10 60 MINDRAY ME USD 0.001 A 10,509.00 559.03 276,617.95 336,245.08 -59,627.13
252030 8/25/10 USD 26.375 1.000 276,617.95 336,245.08 -59,627.13
SALE 8/23/10 60 MINDRAY ME USD 0.001 A 7,198.00 385.03 190,513.13 230,306.61 -39,793.48
252030 8/26/10 USD 26.521 1.000 190,513.13 230,306.61 -39,793.48
SALE 8/27/10 60 SHIMAO PROPERTY HOLDIN 481,000.00 1,565.95 5,952,203.33 3,232,510.46 2,719,692.87
244204 8/31/10 HKD 12.400 7.778 765,251.58 417,053.14 348,198.44
---------------- --------- ---------------- ------------ ---------------- --------------
540,921.00 4,771.21 7,538,198.56 5,149,737.77 2,388,460.79
2,351,246.81 2,334,280.45 16,966.36
6 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 8/06/10 60 GRUPO FINANCIERO BANOR 60,148.00 705.56 2,971,608.28 1,755,090.92 1,216,517.36
243594 8/11/10 MXN 49.554 12.673 234,479.71 134,288.58 100,191.13
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 8/01/10 THROUGH 8/31/10 ** 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 8/09/10 60 GRUPO FINANCIERO BANOR 45,579.00 535.91 2,251,868.63 1,329,974.21 921,894.42
243594 8/12/10 MXN 49.555 12.644 178,100.62 101,761.31 76,339.31
---------------- --------- ---------------- ------------ ---------------- --------------
105,727.00 1,241.47 5,223,476.91 3,085,065.13 2,138,411.78
412,580.33 236,049.89 176,530.44
2 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 7/28/10 60 AYALA LAND INC 227,500.00 213.07 3,360,729.04 2,586,446.22 774,282.82
240110 8/02/10 PHP 14.815 45.875 73,258.40 59,753.91 13,504.49
SALE 7/28/10 60 AYALA LAND INC 26,900.00 80.87 395,214.31 305,825.95 89,388.36
240110 8/02/10 PHP 14.830 45.875 8,615.03 7,065.41 1,549.62
SALE 7/28/10 60 AYALA LAND INC 108,000.00 101.28 1,589,031.40 1,227,851.39 361,180.01
240110 8/02/10 PHP 14.756 45.875 34,638.29 28,366.69 6,271.60
SALE 7/29/10 60 AYALA LAND INC 432,900.00 399.44 6,245,457.10 4,921,637.65 1,323,819.45
240110 8/03/10 PHP 14.469 45.717 136,609.77 113,703.16 22,906.61
---------------- --------- ---------------- ------------ ---------------- --------------
795,300.00 794.66 11,590,431.85 9,041,761.21 2,548,670.64
253,121.49 208,889.17 44,232.32
4 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
SALE 8/17/10 60 STATE BK OF INDIA GDR- 6,412.00 384.69 769,004.01 647,716.99 121,287.02
239578 8/20/10 USD 119.992 1.000 769,004.01 647,716.99 121,287.02
SALE 8/18/10 60 STATE BK OF INDIA GDR- 4,561.00 273.74 547,214.10 460,735.68 86,478.42
239578 8/23/10 USD 120.037 1.000 547,214.10 460,735.68 86,478.42
---------------- --------- ---------------- ------------ ---------------- --------------
10,973.00 658.43 1,316,218.11 1,108,452.67 207,765.44
1,316,218.11 1,108,452.67 207,765.44
2 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
4,592,514.00 57,084.963,547,407,149.96 3,151,800,065.72 395,607,084.24
28,862,398.96 25,174,173.75 3,688,225.21
43 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
4,592,514.00 57,084.963,547,407,149.96 3,151,800,065.72 395,607,084.24
28,862,398.96 25,174,173.75 3,688,225.21
43 "SALE" 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: 90
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
11,462,028.00 98,727.60 21277924384.85 20882317300.61 395,607,084.24
52,856,248.94 49,168,023.73 3,688,225.21
78 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: 91
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 7/28/10 60 AQUARIUS PLATINUM LTD 39,819.00 210.11 112,787.12 112,787.12
252744 8/02/10 UKP 2.829 .640 176,179.22 176,179.22
PUR 7/28/10 60 AQUARIUS PLATINUM LTD 143,610.00 763.19 409,676.48 409,676.48
252744 8/02/10 UKP 2.849 .640 639,935.52 639,935.52
PUR 7/29/10 60 AQUARIUS PLATINUM LTD 22,700.00 117.70 63,215.41 63,215.41
252744 8/03/10 UKP 2.781 .641 98,688.80 98,688.80
PUR 7/29/10 60 AQUARIUS PLATINUM LTD 22,898.00 123.63 66,402.59 66,402.59
252744 8/03/10 UKP 2.896 .641 103,664.47 103,664.47
PUR 8/03/10 60 AQUARIUS PLATINUM LTD 39,041.00 203.57 107,004.75 107,004.75
252744 8/06/10 UKP 2.738 .627 170,699.33 170,699.33
PUR 8/04/10 60 AQUARIUS PLATINUM LTD 15,500.00 80.45 42,486.59 42,486.59
252744 8/09/10 UKP 2.738 .630 67,455.95 67,455.95
PUR 8/06/10 60 AQUARIUS PLATINUM LTD 24,334.00 123.88 64,713.53 64,713.53
252744 8/11/10 UKP 2.656 .626 103,357.26 103,357.26
PUR 8/06/10 60 AQUARIUS PLATINUM LTD 74,781.00 387.60 203,486.30 203,486.30
252744 8/11/10 UKP 2.718 .626 324,998.28 324,998.28
PUR 8/20/10 60 AQUARIUS PLATINUM LTD 31,126.00 152.61 82,517.61 82,517.61
252744 8/25/10 UKP 2.648 .645 127,968.40 127,968.40
PUR 8/20/10 60 AQUARIUS PLATINUM LTD 28,521.00 82.61 76,528.77 76,528.77
252744 8/25/10 UKP 2.681 .645 118,680.90 118,680.90
PUR 8/23/10 60 AQUARIUS PLATINUM LTD 39,831.00 201.49 108,961.58 108,961.58
252744 8/26/10 UKP 2.732 .645 168,950.49 168,950.49
PUR 8/23/10 60 AQUARIUS PLATINUM LTD 31,682.00 92.99 86,157.44 86,157.44
252744 8/26/10 UKP 2.718 .645 133,591.51 133,591.51
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: 92
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/23/10 60 AQUARIUS PLATINUM LTD 9,991.00 50.27 27,186.33 27,186.33
252744 8/26/10 UKP 2.718 .645 42,153.79 42,153.79
PUR 8/24/10 60 AQUARIUS PLATINUM LTD 20,178.00 101.57 55,118.16 55,118.16
252744 8/27/10 UKP 2.728 .647 85,174.03 85,174.03
---------------- --------- ---------------- ------------ ---------------- --------------
544,012.00 2,691.67 1,506,242.66 1,506,242.66
2,361,497.95 2,361,497.95
14 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
PUR 8/03/10 60 TURKCELL ILETISIM HIZM 78,000.00 3,120.00 1,176,130.80 1,176,130.80
252949 8/06/10 TRY 15.039 1.000 1,176,130.80 1,176,130.80
PUR 8/03/10 60 TURKCELL ILETISIM HIZM 18,000.00 720.00 271,321.20 271,321.20
252949 8/06/10 TRY 15.033 1.000 271,321.20 271,321.20
PUR 8/04/10 60 TURKCELL ILETISIM HIZM 28,163.00 1,126.52 422,932.22 422,932.22
252949 8/09/10 TRY 14.977 1.000 422,932.22 422,932.22
PUR 8/05/10 60 TURKCELL ILETISIM HIZM 14,037.00 561.48 213,021.30 213,021.30
252949 8/10/10 TRY 15.136 1.000 213,021.30 213,021.30
PUR 8/09/10 60 TURKCELL ILETISIM HIZM 52,000.00 2,080.00 805,344.80 805,344.80
252949 8/12/10 TRY 15.447 1.000 805,344.80 805,344.80
PUR 8/19/10 60 TURKIYE IS BANKASI-C 277,483.00 2,599.97 1,571,698.40 1,571,698.40
250703 8/23/10 TRY 5.650 1.508 1,042,586.00 1,042,586.00
---------------- --------- ---------------- ------------ ---------------- --------------
467,683.00 10,207.97 4,460,448.72 4,460,448.72
3,931,336.32 3,931,336.32
6 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 8/23/10 60 CHINA UNICOM HONG KONG 286,000.00 762.37 2,973,004.91 2,973,004.91
252580 8/25/10 HKD 10.374 7.775 382,365.30 382,365.30
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: 93
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/23/10 60 CHINA UNICOM HONG KONG 264,000.00 105.48 2,737,546.56 2,737,546.56
252580 8/25/10 HKD 10.366 7.775 352,082.44 352,082.44
PUR 8/24/10 60 CHINA UNICOM HONG KONG 460,000.00 1,235.19 4,817,332.20 4,817,332.20
252580 8/26/10 HKD 10.452 7.776 619,504.92 619,504.92
PUR 8/24/10 60 CHINA UNICOM HONG KONG 58,000.00 23.57 611,915.11 611,915.11
252580 8/26/10 HKD 10.547 7.776 78,691.77 78,691.77
PUR 8/25/10 60 CHINA UNICOM HONG KONG 288,000.00 777.80 3,033,662.62 3,033,662.62
252580 8/27/10 HKD 10.513 7.777 390,103.92 390,103.92
---------------- --------- ---------------- ------------ ---------------- --------------
1,356,000.00 2,904.41 14,173,461.40 14,173,461.40
1,822,748.35 1,822,748.35
5 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 7/29/10 60 MIRAE ASSET SECURITIES 1,895.00 237.86 113,156,463.00 113,156,463.00
252797 8/02/10 KRW 59564.2 1186.35 95,382.02 95,382.02
PUR 7/30/10 60 MIRAE ASSET SECURITIES 3,301.00 407.71 193,423,933.00 193,423,933.00
252797 8/03/10 KRW 58449.4 1183.07 163,492.54 163,492.54
PUR 8/02/10 60 MIRAE ASSET SECURITIES 850.00 108.82 51,166,400.00 51,166,400.00
252797 8/04/10 KRW 60045.6 1172.55 43,636.86 43,636.86
PUR 8/03/10 60 MIRAE ASSET SECURITIES 2,558.00 39.86 155,727,441.00 155,727,441.00
252797 8/05/10 KRW 60860.3 1171.55 132,924.28 132,924.28
PUR 8/04/10 60 MIRAE ASSET SECURITIES 1,767.00 27.44 106,946,349.00 106,946,349.00
252797 8/06/10 KRW 60506.1 1168.55 91,520.56 91,520.56
PUR 8/05/10 60 MIRAE ASSET SECURITIES 2,498.00 39.39 153,212,306.00 153,212,306.00
252797 8/09/10 KRW 61315.5 1166.55 131,337.97 131,337.97
PUR 8/06/10 60 MIRAE ASSET SECURITIES 1,472.00 194.21 90,484,721.00 90,484,721.00
252797 8/10/10 KRW 61317.3 1161.85 77,879.86 77,879.86
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: 94
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/09/10 60 MIRAE ASSET SECURITIES 2,348.00 309.05 143,764,181.00 143,764,181.00
252797 8/11/10 KRW 61075.6 1160.05 123,929.30 123,929.30
PUR 8/10/10 60 MIRAE ASSET SECURITIES 2,431.00 317.17 148,647,919.00 148,647,919.00
252797 8/12/10 KRW 60994.3 1168.75 127,185.39 127,185.39
PUR 8/11/10 60 MIRAE ASSET SECURITIES 832.00 104.93 49,746,303.00 49,746,303.00
252797 8/13/10 KRW 59642.1 1182.30 42,075.87 42,075.87
PUR 8/23/10 60 MIRAE ASSET SECURITIES 1,113.00 139.52 66,117,712.00 66,117,712.00
252797 8/25/10 KRW 59256.8 1181.80 55,946.62 55,946.62
PUR 8/24/10 60 MIRAE ASSET SECURITIES 1,214.00 149.68 71,494,471.00 71,494,471.00
252797 8/26/10 KRW 58744.7 1191.15 60,021.38 60,021.38
PUR 8/25/10 60 MIRAE ASSET SECURITIES 2,040.00 248.27 119,070,292.00 119,070,292.00
252797 8/27/10 KRW 58222.2 1196.00 99,557.10 99,557.10
PUR 8/26/10 60 MIRAE ASSET SECURITIES 1,468.00 176.45 84,202,488.00 84,202,488.00
252797 8/30/10 KRW 57215.6 1190.05 70,755.42 70,755.42
PUR 8/27/10 60 MIRAE ASSET SECURITIES 880.00 103.23 49,520,184.00 49,520,184.00
252797 8/31/10 KRW 56132.6 1196.25 41,396.18 41,396.18
---------------- --------- ---------------- ------------ ---------------- --------------
26,667.00 2,603.591,596,681,163.00 1,596,681,163.00
1,357,041.35 1,357,041.35
15 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 8/03/10 60 ORASCOM CONSTRUCTION I 8,712.00 1,511.79 2,159,318.62 2,159,318.62
252947 8/05/10 EGP 246.868 5.691 379,460.26 379,460.26
PUR 8/04/10 60 ORASCOM CONSTRUCTION I 2,488.00 433.28 617,857.43 617,857.43
252947 8/08/10 EGP 247.346 5.681 108,753.78 108,753.78
PUR 8/05/10 60 ORASCOM CONSTRUCTION I 9,492.00 1,698.97 2,420,048.65 2,420,048.65
252947 8/09/10 EGP 253.941 5.675 426,440.29 426,440.29
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: 95
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/09/10 60 ORASCOM CONSTRUCTION I 3,795.00 689.72 981,855.19 981,855.19
252947 8/11/10 EGP 257.693 5.672 173,120.90 173,120.90
PUR 8/10/10 60 ORASCOM CONSTRUCTION I 12,529.00 2,298.57 3,275,874.77 3,275,874.77
252947 8/12/10 EGP 260.422 5.678 576,941.66 576,941.66
PUR 8/11/10 60 ORASCOM CONSTRUCTION I 15,156.00 2,745.30 3,920,121.90 3,920,121.90
252947 8/15/10 EGP 257.621 5.689 689,070.47 689,070.47
PUR 8/12/10 60 ORASCOM CONSTRUCTION I 6,489.00 1,162.01 1,662,193.30 1,662,193.30
252947 8/16/10 EGP 255.135 5.699 291,664.03 291,664.03
PUR 8/19/10 60 ORASCOM CONSTRUCTION I 3,660.00 650.33 929,430.37 929,430.37
252947 8/23/10 EGP 252.931 5.694 163,232.65 163,232.65
PUR 8/23/10 60 ORASCOM CONSTRUCTION I 5,379.00 963.44 1,377,903.86 1,377,903.86
252947 8/25/10 EGP 255.143 5.698 241,822.37 241,822.37
PUR 8/24/10 60 ORASCOM CONSTRUCTION I 1,549.00 275.84 394,931.14 394,931.14
252947 8/26/10 EGP 253.943 5.704 69,236.97 69,236.97
PUR 8/25/10 60 ORASCOM CONSTRUCTION I 3,990.00 699.55 1,001,457.95 1,001,457.95
252947 8/29/10 EGP 249.992 5.704 175,586.56 175,586.56
PUR 8/26/10 60 ORASCOM CONSTRUCTION I 3,684.00 656.42 939,852.51 939,852.51
252947 8/30/10 EGP 254.101 5.704 164,762.11 164,762.11
---------------- --------- ---------------- ------------ ---------------- --------------
76,923.00 13,785.22 19,680,845.69 19,680,845.69
3,460,092.05 3,460,092.05
12 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 8/02/10 60 SIAM COMMERCIAL BANK F 191,900.00 1,621.32 17,464,891.55 17,464,891.55
252938 8/05/10 THB 90.738 32.215 542,135.39 542,135.39
PUR 8/03/10 60 SIAM COMMERCIAL BANK F 227,300.00 1,922.74 20,702,163.87 20,702,163.87
252938 8/06/10 THB 90.806 32.200 642,924.34 642,924.34
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 8/01/10 THROUGH 8/31/10 ** 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 8/04/10 60 SIAM COMMERCIAL BANK F 147,300.00 1,256.70 13,514,094.29 13,514,094.29
252938 8/09/10 THB 91.471 32.160 420,214.37 420,214.37
PUR 8/05/10 60 SIAM COMMERCIAL BANK F 304,400.00 2,646.72 28,399,953.56 28,399,953.56
252938 8/10/10 THB 93.019 32.090 885,009.46 885,009.46
PUR 8/06/10 60 SIAM COMMERCIAL BANK F 128,900.00 1,123.53 12,044,465.55 12,044,465.55
252938 8/11/10 THB 93.161 32.060 375,685.14 375,685.14
PUR 8/09/10 60 SIAM COMMERCIAL BANK F 83,600.00 729.18 7,791,338.18 7,791,338.18
252938 8/16/10 THB 92.919 31.955 243,822.19 243,822.19
---------------- --------- ---------------- ------------ ---------------- --------------
1,083,400.00 9,300.19 99,916,907.00 99,916,907.00
3,109,790.89 3,109,790.89
6 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 7/28/10 60 NATURA COSMETICOS SA N 14,600.00 867.45 614,649.44 614,649.44
252442 8/02/10 BRL TID968 41.995 1.763 348,539.52 348,539.52
PUR 7/29/10 60 TOTVS SA NPV 7,700.00 1,440.75 1,020,595.55 1,020,595.55
252833 8/03/10 BRL 132.215 1.763 578,897.08 578,897.08
PUR 7/29/10 60 TOTVS SA NPV 8,100.00 1,514.11 1,072,563.55 1,072,563.55
252833 8/03/10 BRL 132.086 1.763 608,374.11 608,374.11
PUR 8/02/10 60 TOTVS SA NPV 14,600.00 2,345.49 1,910,053.73 1,910,053.73
252833 8/05/10 BRL TID970 130.545 1.746 1,093,646.57 1,093,646.57
PUR 8/18/10 60 TOTVS SA NPV 4,900.00 739.07 604,203.74 604,203.74
252833 8/23/10 BRL 123.042 1.753 344,609.45 344,609.45
---------------- --------- ---------------- ------------ ---------------- --------------
49,900.00 6,906.87 5,222,066.01 5,222,066.01
2,974,066.73 2,974,066.73
5 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
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 8/01/10 THROUGH 8/31/10 ** 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 7/28/10 60 E HOUSE CHINA HOLDINGS 2,100.00 84.00 34,818.00 34,818.00
252759 8/02/10 USD 16.540 1.000 34,818.00 34,818.00
PUR 7/29/10 60 E HOUSE CHINA HOLDINGS 3,300.00 33.00 54,510.06 54,510.06
252759 8/03/10 USD 16.508 1.000 54,510.06 54,510.06
PUR 7/30/10 60 E HOUSE CHINA HOLDINGS 2,800.00 28.00 45,925.04 45,925.04
252759 8/04/10 USD 16.392 1.000 45,925.04 45,925.04
PUR 8/02/10 60 E HOUSE CHINA HOLDINGS 2,100.00 21.00 34,089.72 34,089.72
252759 8/05/10 USD 16.223 1.000 34,089.72 34,089.72
PUR 8/03/10 60 E HOUSE CHINA HOLDINGS 5,500.00 220.00 91,850.00 91,850.00
252759 8/06/10 USD 16.660 1.000 91,850.00 91,850.00
PUR 8/03/10 60 E HOUSE CHINA HOLDINGS 1,600.00 16.00 26,778.72 26,778.72
252759 8/06/10 USD 16.727 1.000 26,778.72 26,778.72
PUR 8/04/10 60 E HOUSE CHINA HOLDINGS 16,100.00 161.00 258,625.57 258,625.57
252759 8/09/10 USD 16.054 1.000 258,625.57 258,625.57
PUR 8/04/10 60 E HOUSE CHINA HOLDINGS 31,000.00 620.00 510,390.20 510,390.20
252759 8/09/10 USD 16.444 1.000 510,390.20 510,390.20
PUR 8/04/10 60 E HOUSE CHINA HOLDINGS 9,700.00 388.00 155,907.13 155,907.13
252759 8/09/10 USD 16.033 1.000 155,907.13 155,907.13
PUR 8/05/10 60 E HOUSE CHINA HOLDINGS 1,700.00 17.00 27,198.98 27,198.98
252759 8/10/10 USD 15.989 1.000 27,198.98 27,198.98
PUR 8/05/10 60 E HOUSE CHINA HOLDINGS 4,000.00 160.00 64,160.00 64,160.00
252759 8/10/10 USD 16.000 1.000 64,160.00 64,160.00
PUR 8/24/10 60 E HOUSE CHINA HOLDINGS 1,600.00 16.00 24,361.28 24,361.28
252759 8/27/10 USD 15.216 1.000 24,361.28 24,361.28
PUR 8/25/10 60 E HOUSE CHINA HOLDINGS 3,800.00 38.00 57,769.12 57,769.12
252759 8/30/10 USD 15.192 1.000 57,769.12 57,769.12
---------------- --------- ---------------- ------------ ---------------- --------------
85,300.00 1,802.00 1,386,383.82 1,386,383.82
1,386,383.82 1,386,383.82
13 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
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 8/01/10 THROUGH 8/31/10 ** 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 8/02/10 60 BANCOLOMBIA SA SPONSOR 15,200.00 608.00 913,776.88 913,776.88
252439 8/05/10 USD 60.077 1.000 913,776.88 913,776.88
PUR 8/18/10 60 BANCOLOMBIA SA SPONSOR 900.00 9.00 52,477.92 52,477.92
252439 8/23/10 USD 58.299 1.000 52,477.92 52,477.92
PUR 8/19/10 60 BANCOLOMBIA SA SPONSOR 2,100.00 84.00 122,086.23 122,086.23
252439 8/24/10 USD 58.096 1.000 122,086.23 122,086.23
PUR 8/20/10 60 BANCOLOMBIA SA SPONSOR 600.00 6.00 34,852.56 34,852.56
252439 8/25/10 USD 58.078 1.000 34,852.56 34,852.56
PUR 8/23/10 60 BANCOLOMBIA SA SPONSOR 1,600.00 16.00 94,737.92 94,737.92
252439 8/26/10 USD 59.201 1.000 94,737.92 94,737.92
PUR 8/24/10 60 BANCOLOMBIA SA SPONSOR 800.00 8.00 47,389.52 47,389.52
252439 8/27/10 USD 59.227 1.000 47,389.52 47,389.52
PUR 8/25/10 60 BANCOLOMBIA SA SPONSOR 900.00 9.00 53,260.02 53,260.02
252439 8/30/10 USD 59.168 1.000 53,260.02 53,260.02
PUR 8/26/10 60 BANCOLOMBIA SA SPONSOR 1,000.00 10.00 59,912.70 59,912.70
252439 8/31/10 USD 59.903 1.000 59,912.70 59,912.70
---------------- --------- ---------------- ------------ ---------------- --------------
23,100.00 750.00 1,378,493.75 1,378,493.75
1,378,493.75 1,378,493.75
8 TRANSACTIONS IN COUNTRY: COLOMBIA (7700)
PUR 8/25/10 60 AMERICA MOVIL ADR 27,000.00 270.00 1,246,290.30 1,246,290.30
239457 8/30/10 USD 46.149 1.000 1,246,290.30 1,246,290.30
---------------- --------- ---------------- ------------ ---------------- --------------
27,000.00 270.00 1,246,290.30 1,246,290.30
1,246,290.30 1,246,290.30
1 TRANSACTION 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: 99
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 7/28/10 60 COMPANIA DE MINAS BUEN 7,600.00 304.00 283,939.04 283,939.04
241165 8/02/10 USD 37.320 1.000 283,939.04 283,939.04
PUR 7/28/10 60 COMPANIA DE MINAS BUEN 1,700.00 34.00 63,826.50 63,826.50
241165 8/02/10 USD 37.525 1.000 63,826.50 63,826.50
PUR 7/29/10 60 COMPANIA DE MINAS BUEN 15,200.00 760.00 576,080.00 576,080.00
241165 8/03/10 USD 37.850 1.000 576,080.00 576,080.00
---------------- --------- ---------------- ------------ ---------------- --------------
24,500.00 1,098.00 923,845.54 923,845.54
923,845.54 923,845.54
3 TRANSACTIONS IN COUNTRY: PERU (8000)
PUR 8/16/10 60 GENTING BHD COMMON STO 227,100.00 1,511.27 1,928,826.85 1,928,826.85
253085 8/19/10 MYR 8.472 3.182 606,263.35 606,263.35
PUR 8/17/10 60 GENTING BHD COMMON STO 290,900.00 2,050.90 2,598,967.98 2,598,967.98
253085 8/20/10 MYR 8.912 3.159 822,718.58 822,718.58
PUR 8/18/10 60 GENTING BHD COMMON STO 259,200.00 1,809.41 2,290,431.87 2,290,431.87
253085 8/23/10 MYR 8.815 3.156 725,853.86 725,853.86
PUR 8/18/10 60 GENTING BHD COMMON STO 100,300.00 698.29 884,044.08 884,044.08
253085 8/23/10 MYR 8.792 3.155 280,159.75 280,159.75
PUR 8/19/10 60 GENTING BHD COMMON STO 75,900.00 532.76 669,624.84 669,624.84
253085 8/24/10 MYR 8.800 3.133 213,763.50 213,763.50
PUR 8/25/10 60 GENTING BHD COMMON STO 140,100.00 1,000.41 1,261,497.55 1,261,497.55
253085 8/30/10 MYR 8.982 3.143 401,348.19 401,348.19
---------------- --------- ---------------- ------------ ---------------- --------------
1,093,500.00 7,603.04 9,633,393.17 9,633,393.17
3,050,107.23 3,050,107.23
6 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
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 8/01/10 THROUGH 8/31/10 ** 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 8/03/10 60 URALKALI SPON GDR REG 36,363.00 1,454.52 826,745.53 826,745.53
253092 8/06/10 USD 22.696 1.000 826,745.53 826,745.53
---------------- --------- ---------------- ------------ ---------------- --------------
36,363.00 1,454.52 826,745.53 826,745.53
826,745.53 826,745.53
1 TRANSACTION IN COUNTRY: RUSSIA (9800)
PUR 8/09/10 60 WIPRO LTD ADR ADR 42,500.00 1,700.00 593,971.50 593,971.50
252992 8/12/10 USD 13.936 1.000 593,971.50 593,971.50
PUR 8/10/10 60 WIPRO LTD ADR ADR 22,900.00 916.00 316,668.07 316,668.07
252992 8/13/10 USD 13.788 1.000 316,668.07 316,668.07
PUR 8/11/10 60 WIPRO LTD ADR ADR 45,700.00 1,828.00 614,569.03 614,569.03
252992 8/16/10 USD 13.408 1.000 614,569.03 614,569.03
---------------- --------- ---------------- ------------ ---------------- --------------
111,100.00 4,444.00 1,525,208.60 1,525,208.60
1,525,208.60 1,525,208.60
3 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
5,005,448.00 65,821.481,758,561,495.19 1,758,561,495.19
29,353,648.41 29,353,648.41
98 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
5,005,448.00 65,821.481,758,561,495.19 1,758,561,495.19
29,353,648.41 29,353,648.41
98 "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: 101
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/03/10 60 TURKIYE IS BANKASI-C 222,185.00 2,098.97 1,252,339.86 1,048,978.52 203,361.34
250703 8/05/10 TRY 5.651 1.495 837,489.46 700,676.98 136,812.48
---------------- --------- ---------------- ------------ ---------------- --------------
222,185.00 2,098.97 1,252,339.86 1,048,978.52 203,361.34
837,489.46 700,676.98 136,812.48
1 TRANSACTION IN COUNTRY: TURKEY (3400)
SALE 7/29/10 60 DELTA ELECTRS INC NPV 59,749.00 2,389.96 1,025,770.83 846,680.83 179,090.00
248140 8/03/10 USD 17.208 1.000 1,025,770.83 846,680.83 179,090.00
SALE 7/30/10 60 DELTA ELECTRS INC NPV 32,735.00 1,309.40 563,195.85 463,875.49 99,320.36
248140 8/04/10 USD 17.245 1.000 563,195.85 463,875.49 99,320.36
SALE 8/02/10 60 DELTA ELECTRS INC NPV 26,061.00 1,042.44 460,599.51 369,300.72 91,298.79
248140 8/05/10 USD 17.714 1.000 460,599.51 369,300.72 91,298.79
SALE 8/03/10 60 DELTA ELECTRS INC NPV 39,727.00 1,589.08 699,290.54 562,956.52 136,334.02
248140 8/06/10 USD 17.642 1.000 699,290.54 562,956.52 136,334.02
SALE 8/04/10 60 DELTA ELECTRS INC NPV 43,853.00 1,754.12 769,514.90 621,424.53 148,090.37
248140 8/09/10 USD 17.588 1.000 769,514.90 621,424.53 148,090.37
SALE 8/05/10 60 DELTA ELECTRS INC NPV 21,135.00 845.40 368,649.35 299,496.21 69,153.14
248140 8/10/10 USD 17.483 1.000 368,649.35 299,496.21 69,153.14
SALE 8/06/10 60 DELTA ELECTRS INC NPV 20,789.00 831.56 355,959.65 294,593.18 61,366.47
248140 8/11/10 USD 17.162 1.000 355,959.65 294,593.18 61,366.47
SALE 8/09/10 60 DELTA ELECTRS INC NPV 6,189.00 247.56 107,448.47 87,702.01 19,746.46
248140 8/12/10 USD 17.401 1.000 107,448.47 87,702.01 19,746.46
SALE 8/10/10 60 DELTA ELECTRS INC NPV 35,706.00 1,428.24 621,695.02 505,976.43 115,718.59
248140 8/13/10 USD 17.452 1.000 621,695.02 505,976.43 115,718.59
SALE 8/11/10 60 DELTA ELECTRS INC NPV 26,343.00 1,053.72 452,878.32 373,296.85 79,581.47
248140 8/16/10 USD 17.232 1.000 452,878.32 373,296.85 79,581.47
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: 102
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/12/10 60 DELTA ELECTRS INC NPV 21,399.00 855.96 366,051.29 303,237.26 62,814.03
248140 8/17/10 USD 17.146 1.000 366,051.29 303,237.26 62,814.03
---------------- --------- ---------------- ------------ ---------------- --------------
333,686.00 13,347.44 5,791,053.73 4,728,540.03 1,062,513.70
5,791,053.73 4,728,540.03 1,062,513.70
11 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
SALE 8/18/10 60 BELLE INTERNATIONAL H 175,000.00 86.24 2,331,284.89 1,693,309.27 637,975.62
252128 8/20/10 HKD 13.325 7.769 300,077.22 217,362.02 82,715.20
SALE 8/19/10 60 BELLE INTERNATIONAL H 145,000.00 71.22 1,905,725.33 1,403,027.68 502,697.65
252128 8/23/10 HKD 13.147 7.770 245,259.20 180,099.96 65,159.24
SALE 8/20/10 60 BELLE INTERNATIONAL H 114,000.00 383.23 1,485,387.32 1,103,070.04 382,317.28
252128 8/24/10 HKD 13.056 7.776 191,024.49 141,595.83 49,428.66
---------------- --------- ---------------- ------------ ---------------- --------------
434,000.00 540.69 5,722,397.54 4,199,406.99 1,522,990.55
736,360.91 539,057.81 197,303.10
3 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 8/09/10 60 HANMI HOLDINGS 7,845.00 772.39 356,434,811.00 494,554,849.00 -138120038.00
253190 8/11/10 KRW 45548.8 1160.05 307,258.14 422,674.17 -115,416.03
---------------- --------- ---------------- ------------ ---------------- --------------
7,845.00 772.39 356,434,811.00 494,554,849.00 -138120038.00
307,258.14 422,674.17 -115,416.03
1 TRANSACTION IN COUNTRY: KOREA (4500)
SALE 8/19/10 60 AFRICAN BANK INVESTMEN 138,567.00 1,186.29 4,300,538.26 4,680,220.84 -379,682.58
251085 8/26/10 ZAR 31.098 7.265 591,957.03 628,221.98 -36,264.95
SALE 8/20/10 60 AFRICAN BANK INVESTMEN 13,560.00 113.84 416,421.61 458,000.78 -41,579.17
251085 8/27/10 ZAR 30.771 7.331 56,806.71 61,477.05 -4,670.34
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: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/23/10 60 AFRICAN BANK INVESTMEN 474,112.00 3,958.93 14,527,168.89 16,013,544.82 -1,486,375.93
251085 8/30/10 ZAR 30.702 7.354 1,975,504.53 2,149,484.23 -173,979.70
SALE 8/24/10 60 AFRICAN BANK INVESTMEN 152,566.00 1,265.23 4,652,467.86 5,153,049.23 -500,581.37
251085 8/31/10 ZAR 30.556 7.369 631,352.46 691,689.33 -60,336.87
---------------- --------- ---------------- ------------ ---------------- --------------
778,805.00 6,524.29 23,896,596.62 26,304,815.67 -2,408,219.05
3,255,620.73 3,530,872.59 -275,251.86
4 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 7/28/10 60 IRPC PCL FOREIGN 1,390,000.00 509.39 5,458,902.32 5,949,066.47 -490,164.15
249995 8/02/10 THB 3.939 32.250 169,268.29 179,529.77 -10,261.48
SALE 7/29/10 60 IRPC PCL FOREIGN 1,101,400.00 402.11 4,307,925.13 4,713,886.19 -405,961.06
249995 8/03/10 THB 3.923 32.240 133,620.51 142,254.74 -8,634.23
---------------- --------- ---------------- ------------ ---------------- --------------
2,491,400.00 911.50 9,766,827.45 10,662,952.66 -896,125.21
302,888.80 321,784.51 -18,895.71
2 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 8/16/10 60 TAM S A NPV ADR 35,100.00 363.47 737,406.94 386,666.66 350,740.28
246366 8/19/10 USD 21.019 1.000 737,406.94 386,666.66 350,740.28
SALE 8/17/10 60 HYPERMARCAS SA NPV 15,100.00 417.69 339,257.79 359,693.81 -20,436.02
251422 8/20/10 BRL 22.516 1.751 193,789.62 203,835.79 -10,046.17
SALE 8/18/10 60 HYPERMARCAS SA NPV 140,600.00 3,867.68 3,146,182.33 3,349,201.93 -203,019.60
251422 8/23/10 BRL 22.425 1.753 1,794,434.68 1,897,967.66 -103,532.98
SALE 8/19/10 60 COMPANHIA DE BEBIDAS D 10,400.00 435.42 1,148,431.78 1,051,348.99 97,082.79
252255 8/24/10 USD 110.468 1.000 1,148,431.78 1,051,348.99 97,082.79
SALE 8/19/10 60 COMPANHIA DE BEBIDAS D 2,800.00 117.18 306,126.94 283,055.50 23,071.44
252255 8/24/10 USD 109.373 1.000 306,126.94 283,055.50 23,071.44
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: 104
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/20/10 60 COMPANHIA DE BEBIDAS D 8,900.00 105.52 976,878.63 899,712.11 77,166.52
252255 8/25/10 USD 109.774 1.000 976,878.63 899,712.11 77,166.52
SALE 8/23/10 60 COMPANHIA DE BEBIDAS D 18,200.00 215.71 1,994,098.43 1,839,860.72 154,237.71
252255 8/26/10 USD 109.578 1.000 1,994,098.43 1,839,860.72 154,237.71
SALE 8/24/10 60 COMPANHIA DE BEBIDAS D 3,000.00 35.52 326,008.08 303,273.75 22,734.33
252255 8/27/10 USD 108.681 1.000 326,008.08 303,273.75 22,734.33
SALE 8/24/10 60 COMPANHIA DE BEBIDAS D 1,100.00 24.03 119,908.97 111,200.37 8,708.60
252255 8/27/10 USD 109.030 1.000 119,908.97 111,200.37 8,708.60
SALE 8/25/10 60 COMPANHIA DE BEBIDAS D 10,000.00 118.10 1,070,412.90 1,010,912.49 59,500.41
252255 8/30/10 USD 107.053 1.000 1,070,412.90 1,010,912.49 59,500.41
---------------- --------- ---------------- ------------ ---------------- --------------
245,200.00 5,700.32 10,164,712.79 9,594,926.33 569,786.46
8,667,496.97 7,987,834.04 679,662.93
10 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 7/30/10 60 CTRIP.COM INTERNATIONA 18,400.00 748.48 737,481.60 626,547.60 110,934.00
252587 8/04/10 USD 40.121 1.000 737,481.60 626,547.60 110,934.00
SALE 8/02/10 60 CTRIP.COM INTERNATIONA 12,300.00 500.40 496,434.36 418,833.45 77,600.91
252587 8/05/10 USD 40.401 1.000 496,434.36 418,833.45 77,600.91
---------------- --------- ---------------- ------------ ---------------- --------------
30,700.00 1,248.88 1,233,915.96 1,045,381.05 188,534.91
1,233,915.96 1,045,381.05 188,534.91
2 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 8/25/10 60 JSC MMC NORILSK NICKEL 59,847.00 598.47 985,261.16 1,033,482.77 -48,221.61
250633 8/30/10 USD 16.473 1.000 985,261.16 1,033,482.77 -48,221.61
---------------- --------- ---------------- ------------ ---------------- --------------
59,847.00 598.47 985,261.16 1,033,482.77 -48,221.61
985,261.16 1,033,482.77 -48,221.61
1 TRANSACTION IN COUNTRY: RUSSIA (9800)
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: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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 8/18/10 60 TATA ENGR + LOCOMOTIVE 30,000.00 311.44 676,515.56 405,201.39 271,314.17
248464 8/23/10 USD 22.561 1.000 676,515.56 405,201.39 271,314.17
SALE 8/20/10 60 TATA ENGR + LOCOMOTIVE 39,500.00 804.57 860,887.93 533,515.17 327,372.76
248464 8/25/10 USD 21.815 1.000 860,887.93 533,515.17 327,372.76
---------------- --------- ---------------- ------------ ---------------- --------------
69,500.00 1,116.01 1,537,403.49 938,716.56 598,686.93
1,537,403.49 938,716.56 598,686.93
2 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
4,673,168.00 32,858.96 416,785,319.60 554,112,049.58 -137326729.98
23,654,749.35 21,249,020.51 2,405,728.84
37 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240)
--------------------------------
SALE 8/02/10 60 GERDAU SA SIDERURG 105,100.00 3,363.36 2,725,320.87 3,101,150.36 -375,829.49
251560 8/05/10 BRL TID971 25.987 1.746 1,560,447.11 1,749,581.85 -189,134.74
SALE 8/03/10 60 GERDAU SA SIDERURG 123,700.00 3,932.71 3,212,580.66 3,649,974.30 -437,393.64
251560 8/06/10 BRL TID971 26.027 1.761 1,824,604.23 2,059,212.89 -234,608.66
---------------- --------- ---------------- ------------ ---------------- --------------
228,800.00 7,296.07 5,937,901.53 6,751,124.66 -813,223.13
3,385,051.34 3,808,794.74 -423,743.40
2 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
228,800.00 7,296.07 5,937,901.53 6,751,124.66 -813,223.13
3,385,051.34 3,808,794.74 -423,743.40
2 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
4,901,968.00 40,155.03 422,723,221.13 560,863,174.24 -138139953.11
27,039,800.69 25,057,815.25 1,981,985.44
39 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
9,907,416.00 105,976.512,181,284,716.32 2,319,424,669.43 -138139953.11
56,393,449.10 54,411,463.66 1,981,985.44
137 TRANSACTIONS WITHIN 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: 106
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/10 THROUGH 8/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
60,170,641.00 991,206.74 53833373349.78 54309213371.88 -475840022.10
627,167,918.89 616,782,777.22 10,385,141.67
1013 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****