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 7/01/10 THROUGH 7/31/10 ** 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 6/29/10 60 MSCI EMERGING MARKETS 675,000.00 6,750.00 25,497,922.50 25,497,922.50
252281 7/02/10 USD S27541 37.765 1.000 25,497,922.50 25,497,922.50
PUR 6/29/10 60 VANGUARD EMERGING MARK 573,500.00 5,735.00 22,019,303.10 22,019,303.10
252289 7/02/10 USD S27540 38.385 1.000 22,019,303.10 22,019,303.10
PUR 7/01/10 60 MSCI EMERGING MARKETS 675,000.00 3,375.00 25,219,215.00 25,219,215.00
252281 7/07/10 USD 37.357 1.000 25,219,215.00 25,219,215.00
PUR 7/01/10 60 VANGUARD EMERGING MARK 675,000.00 3,375.00 25,721,145.00 25,721,145.00
252289 7/07/10 USD 38.100 1.000 25,721,145.00 25,721,145.00
PUR 7/14/10 60 MSCI EMERGING MARKETS 1,250,000.00 37,500.00 49,941,125.00 49,941,125.00
252281 7/19/10 USD 39.923 1.000 49,941,125.00 49,941,125.00
PUR 7/14/10 60 VANGUARD EMERGING MARK 1,250,000.00 37,500.00 50,609,125.00 50,609,125.00
252289 7/19/10 USD 40.457 1.000 50,609,125.00 50,609,125.00
PUR 7/16/10 60 MSCI EMERGING MARKETS 1,900,000.00 57,000.00 73,810,060.00 73,810,060.00
252281 7/21/10 USD 38.817 1.000 73,810,060.00 73,810,060.00
PUR 7/16/10 60 VANGUARD EMERGING MARK 1,900,000.00 57,000.00 75,072,800.00 75,072,800.00
252289 7/21/10 USD 39.482 1.000 75,072,800.00 75,072,800.00
PUR 7/21/10 60 MSCI EMERGING MARKETS 1,250,000.00 37,500.00 49,612,875.00 49,612,875.00
252281 7/26/10 USD 39.660 1.000 49,612,875.00 49,612,875.00
PUR 7/21/10 60 VANGUARD EMERGING MARK 1,250,000.00 37,500.00 50,397,625.00 50,397,625.00
252289 7/26/10 USD 40.288 1.000 50,397,625.00 50,397,625.00
11,398,500.00 283,235.00 447,901,195.60 447,901,195.60
447,901,195.60 447,901,195.60
10 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
11,398,500.00 283,235.00 447,901,195.60 447,901,195.60
447,901,195.60 447,901,195.60
10 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
11,398,500.00 283,235.00 447,901,195.60 447,901,195.60
447,901,195.60 447,901,195.60
10 "PUR " TRANSACTIONS IN 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 7/01/10 THROUGH 7/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
11,398,500.00 283,235.00 447,901,195.60 447,901,195.60
447,901,195.60 447,901,195.60
10 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: 3
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/16/10 60 KERRY PROPERTIES LTD C 220,000.00 3,251.87 8,206,552.84 8,206,552.84
252713 7/20/10 HKD 37.188 7.774 1,055,607.02 1,055,607.02
---------------- --------- ---------------- ------------ ---------------- --------------
220,000.00 3,251.87 8,206,552.84 8,206,552.84
1,055,607.02 1,055,607.02
1 TRANSACTION IN COUNTRY: BERMUDA ( 250)
PUR 6/29/10 60 SHAW COMMUNICATIONS IN 558.00 10,674.54 10,674.54
239707 7/08/10 CAD 27551 19.130 1.051 10,161.39 10,161.39
PUR 6/30/10 60 CAE INC 507.00 4,791.35 4,791.35
237879 7/12/10 CAD 27558 9.450 1.062 4,509.93 4,509.93
PUR 6/30/10 60 ENCANA CORP 2,158.00 70,270.95 70,270.95
230210 7/09/10 CAD 27557 32.563 1.062 66,143.59 66,143.59
PUR 6/30/10 60 SUN LIFE FINL SVCS CDA 1,769.00 50,399.69 50,399.69
247136 7/06/10 CAD 27552 28.490 1.062 47,439.47 47,439.47
PUR 7/01/10 60 LOBLAW COMPANIES LTD 562.00 21,018.35 21,018.35
230224 7/09/10 CAD 27556 37.399 1.064 19,763.38 19,763.38
PUR 7/02/10 60 TELUS CORP NON-VOTE 1,641.00 60,711.42 60,711.42
230252 7/09/10 CAD 27553 36.997 1.064 57,059.61 57,059.61
PUR 7/13/10 60 CAMECO CORP 40,000.00 1,163.81 1,012,036.00 1,012,036.00
230197 7/16/10 CAD 25.271 1.031 981,511.01 981,511.01
PUR 7/14/10 60 CAMECO CORP 20,000.00 581.11 503,114.00 503,114.00
230197 7/19/10 CAD 25.126 1.033 487,277.48 487,277.48
PUR 7/15/10 60 BCE INC 2,223.00 70,517.77 70,517.77
234654 7/23/10 CAD 27564 31.722 1.041 67,711.14 67,711.14
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 4
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 BANK OF NOVA SCOTIA 4,132.00 204,261.70 204,261.70
230194 7/30/10 CAD 27564 49.434 1.037 196,964.18 196,964.18
PUR 7/29/10 60 SHAW COMMUNICATIONS IN 892.00 18,062.43 18,062.43
239707 7/29/10 CAD 27567 20.249 1.034 17,476.11 17,476.11
---------------- --------- ---------------- ------------ ---------------- --------------
74,442.00 1,744.92 2,025,858.20 2,025,858.20
1,956,017.29 1,956,017.29
11 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 6/29/10 60 SANOFI-AVENTIS SA EUR 200,000.00 17,963.58 9,847,028.42 9,847,028.42
250067 7/02/10 EUR S27539 49.161 .821 11,993,681.50 11,993,681.50
PUR 6/29/10 60 SOCIETE GENERALE EUR 1 250,000.00 16,093.86 8,822,113.35 8,822,113.35
245186 7/02/10 EUR S27539 35.236 .821 10,745,334.85 10,745,334.85
PUR 7/07/10 60 THEOLIA EUR 1.0 1,200,000.00 1,200,000.00 1,200,000.00
237272 7/07/10 EUR 27555 1.000 .792 1,515,959.26 1,515,959.26
PUR 7/09/10 60 NATIXIS EUR 1.6 1,000,000.00 2,872.56 3,791,873.76 3,791,873.76
252345 7/14/10 EUR 3.790 .792 4,790,465.44 4,790,465.44
PUR 7/09/10 60 VINCI SA 250,000.00 16,798.97 8,878,072.16 8,878,072.16
249596 7/14/10 EUR 35.459 .792 11,216,116.51 11,216,116.51
PUR 7/12/10 60 NATIXIS EUR 1.6 500,000.00 1,418.19 1,879,276.89 1,879,276.89
252345 7/15/10 EUR 3.756 .795 2,365,069.20 2,365,069.20
PUR 7/15/10 60 CFAO SA NPV 18,166.00 830.60 430,112.06 430,112.06
249871 7/20/10 EUR 23.641 .776 554,564.70 554,564.70
PUR 7/16/10 60 CFAO SA NPV 15,480.00 700.90 361,310.29 361,310.29
249871 7/21/10 EUR 23.306 .772 467,968.80 467,968.80
PUR 7/21/10 60 ACCOR SA COMMON STOCK 300,000.00 14,112.87 7,351,140.20 7,351,140.20
252752 7/26/10 EUR 24.467 .780 9,422,690.42 9,422,690.42
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: 5
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/21/10 60 ACCOR SA COMMON STOCK 30,000.00 1,407.13 732,947.78 732,947.78
252752 7/26/10 EUR 24.395 .780 939,492.36 939,492.36
PUR 7/21/10 60 ACCOR SA COMMON STOCK 35,000.00 1,644.68 856,683.10 856,683.10
252752 7/26/10 EUR 24.440 .780 1,098,096.27 1,098,096.27
PUR 7/21/10 60 CARREFOUR SA COMMON ST 200,000.00 13,454.78 7,008,356.79 7,008,356.79
252754 7/26/10 EUR 34.989 .780 8,983,310.70 8,983,310.70
PUR 7/21/10 60 CARREFOUR SA COMMON ST 100,000.00 6,719.11 3,499,861.93 3,499,861.93
252754 7/26/10 EUR 34.946 .780 4,486,122.50 4,486,122.50
PUR 7/22/10 60 ACCOR SA COMMON STOCK 100,000.00 4,743.69 2,453,765.14 2,453,765.14
252752 7/27/10 EUR 24.501 .775 3,167,198.85 3,167,198.85
PUR 7/23/10 60 NATIXIS EUR 1.6 1,120,000.00 8,209.71 4,276,292.83 4,276,292.83
252345 7/28/10 EUR 3.812 .780 5,481,351.52 5,481,351.52
PUR 7/26/10 60 ACCOR SA COMMON STOCK 35,000.00 1,726.58 891,143.21 891,143.21
252752 7/29/10 EUR 25.423 .773 1,152,783.58 1,152,783.58
PUR 7/26/10 60 NATIXIS EUR 1.6 880,000.00 6,617.10 3,415,291.25 3,415,291.25
252345 7/29/10 EUR 3.875 .773 4,418,023.55 4,418,023.55
---------------- --------- ---------------- ------------ ---------------- --------------
6,233,646.00 115,314.31 65,695,269.16 65,695,269.16
82,798,230.01 82,798,230.01
17 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
PUR 6/29/10 60 JAPAN TOBACCO INC JPY 5,000.00 19,192.831,416,048,922.00 1,416,048,922.00
233920 7/02/10 JPY S27534 282870. 88.430 16,013,218.61 16,013,218.61
PUR 7/13/10 60 MIZUHO FINANCIAL GROUP 13,626,000.00 1,771,380,000.00 1,771,380,000.00
230461 7/20/10 JPY 130.000 88.080 20,111,035.42 20,111,035.42
PUR 7/21/10 60 NIDEC CORP NPV 100,000.00 10,997.96 799,960,802.00 799,960,802.00
245266 7/26/10 JPY 7990.02 87.180 9,175,966.99 9,175,966.99
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: 6
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/21/10 60 TOKYO GAS CO LTD 3,552,460.00 19,376.511,409,392,372.00 1,409,392,372.00
243898 7/26/10 JPY 396.261 87.180 16,166,464.46 16,166,464.46
PUR 7/21/10 60 TOSHIBA CORP 3,000,000.00 18,506.171,346,086,468.00 1,346,086,468.00
220991 7/26/10 JPY 448.158 87.180 15,440,312.78 15,440,312.78
PUR 7/23/10 60 KOMATSU LTD 350,000.00 1,789.21 624,876,185.00 624,876,185.00
231469 7/28/10 JPY 1784.91 87.290 7,158,622.81 7,158,622.81
---------------- --------- ---------------- ------------ ---------------- --------------
20,633,460.00 69,862.687,367,744,749.00 7,367,744,749.00
84,065,621.07 84,065,621.07
6 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
PUR 7/21/10 60 UNILEVER NV CVA DUTCH 500,000.00 22,553.18 11,747,544.93 11,747,544.93
252756 7/26/10 EUR 23.460 .780 15,058,001.35 15,058,001.35
PUR 7/23/10 60 UNILEVER NV CVA DUTCH 500,000.00 9,215.58 11,989,789.56 11,989,789.56
252756 7/28/10 EUR 23.965 .780 15,368,510.48 15,368,510.48
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 31,768.76 23,737,334.49 23,737,334.49
30,426,511.83 30,426,511.83
2 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
PUR 6/30/10 60 NORDIC SEMICONDUCTOR A 21,000.00 116.23 504,442.63 504,442.63
252420 7/05/10 NOK S27543 23.985 6.500 77,601.78 77,601.78
PUR 7/01/10 60 NORDIC SEMICONDUCTOR A 79,000.00 166.15 1,799,458.73 1,799,458.73
252420 7/06/10 NOK 22.764 6.494 277,078.52 277,078.52
PUR 7/14/10 60 NORDIC SEMICONDUCTOR A 37,587.00 255.03 1,061,675.08 1,061,675.08
252420 7/19/10 NOK 28.204 6.235 170,276.68 170,276.68
PUR 7/15/10 60 NORDIC SEMICONDUCTOR A 225,000.00 1,496.30 6,196,781.25 6,196,781.25
252420 7/20/10 NOK 27.500 6.203 999,029.67 999,029.67
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 7
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/15/10 60 NORDIC SEMICONDUCTOR A 62,413.00 424.78 1,759,180.05 1,759,180.05
252420 7/20/10 NOK 28.144 6.203 283,610.64 283,610.64
PUR 7/15/10 60 NORDIC SEMICONDUCTOR A 25,000.00 161.58 669,184.77 669,184.77
252420 7/20/10 NOK 26.727 6.203 107,884.31 107,884.31
PUR 7/16/10 60 NORDIC SEMICONDUCTOR A 250,000.00 1,609.99 6,709,924.80 6,709,924.80
252420 7/21/10 NOK 26.799 6.242 1,074,938.09 1,074,938.09
PUR 7/19/10 60 ATEA ASA COMMON STOCK 37,000.00 360.32 1,515,973.85 1,515,973.85
252715 7/22/10 NOK 40.911 6.302 240,573.49 240,573.49
PUR 7/20/10 60 ATEA ASA COMMON STOCK 77,742.00 756.76 3,189,439.14 3,189,439.14
252715 7/23/10 NOK 40.964 6.312 505,261.69 505,261.69
PUR 7/21/10 60 ATEA ASA COMMON STOCK 130,173.00 1,308.36 5,456,420.08 5,456,420.08
252715 7/26/10 NOK 41.854 6.246 873,551.34 873,551.34
PUR 7/21/10 60 NORDIC SEMICONDUCTOR A 50,000.00 301.27 1,256,431.83 1,256,431.83
252420 7/26/10 NOK 25.091 6.246 201,149.78 201,149.78
PUR 7/21/10 60 STOREBRAND ASA 1,000,000.00 8,049.39 33,569,278.50 33,569,278.50
202782 7/26/10 NOK 33.519 6.246 5,374,309.15 5,374,309.15
PUR 7/22/10 60 ATEA ASA COMMON STOCK 340,085.00 3,472.26 14,321,854.82 14,321,854.82
252715 7/27/10 NOK 42.050 6.178 2,318,315.04 2,318,315.04
PUR 7/22/10 60 NORDIC SEMICONDUCTOR A 95,000.00 589.81 2,432,774.70 2,432,774.70
252420 7/27/10 NOK 25.570 6.178 393,799.42 393,799.42
PUR 7/23/10 60 ATEA ASA COMMON STOCK 160,749.00 1,637.15 6,797,083.50 6,797,083.50
252715 7/28/10 NOK 42.220 6.218 1,093,068.66 1,093,068.66
PUR 7/23/10 60 NORDIC SEMICONDUCTOR A 55,000.00 335.50 1,392,915.24 1,392,915.24
252420 7/28/10 NOK 25.288 6.218 224,000.78 224,000.78
PUR 7/26/10 60 ATEA ASA COMMON STOCK 71,764.00 733.08 3,032,293.50 3,032,293.50
252715 7/29/10 NOK 42.190 6.195 489,450.63 489,450.63
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 7/01/10 THROUGH 7/31/10 ** 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 7/27/10 60 ATEA ASA COMMON STOCK 132,526.00 1,390.46 5,719,164.25 5,719,164.25
252715 7/30/10 NOK 43.090 6.161 928,360.40 928,360.40
PUR 7/27/10 60 NORDIC SEMICONDUCTOR A 385,000.00 2,549.71 10,487,360.98 10,487,360.98
252420 7/30/10 NOK 27.199 6.160 1,702,355.49 1,702,355.49
---------------- --------- ---------------- ------------ ---------------- --------------
3,235,039.00 25,714.13 107,871,637.70 107,871,637.70
17,334,615.56 17,334,615.56
19 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
PUR 6/29/10 60 SKANDINAVISKA ENSKILDA 1,000,000.00 8,257.24 43,048,375.85 43,048,375.85
251308 7/02/10 SEK S27536 42.984 7.808 5,513,085.38 5,513,085.38
PUR 6/30/10 60 TELIASONERA AB 1,500,000.00 14,602.66 75,847,851.38 75,847,851.38
252381 7/05/10 SEK S27546 50.490 7.780 9,749,707.74 9,749,707.74
PUR 7/09/10 60 SKANDINAVISKA ENSKILDA 1,000,000.00 9,183.34 45,950,622.70 45,950,622.70
251308 7/14/10 SEK 45.882 7.494 6,131,409.56 6,131,409.56
---------------- --------- ---------------- ------------ ---------------- --------------
3,500,000.00 32,043.24 164,846,849.93 164,846,849.93
21,394,202.68 21,394,202.68
3 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
PUR 6/29/10 60 ASSOCIATED BRITISH FOO 100,000.00 9,148.55 985,775.14 985,775.14
252492 7/02/10 UKP S27533 9.797 .664 1,484,478.15 1,484,478.15
PUR 7/07/10 60 HSBC HLDGS 284,703.00 1,702,184.00 1,702,184.00
222843 7/07/10 UKP 27560 5.979 .658 2,588,172.33 2,588,172.33
PUR 7/09/10 60 ASSOCIATED BRITISH FOO 200,000.00 18,861.51 2,025,743.21 2,025,743.21
252492 7/14/10 UKP 10.066 .662 3,060,797.95 3,060,797.95
PUR 7/09/10 60 ASSOCIATED BRITISH FOO 45,927.00 1,038.75 461,299.39 461,299.39
252492 7/14/10 UKP 10.029 .662 697,000.60 697,000.60
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: 9
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/12/10 60 ASSOCIATED BRITISH FOO 150,000.00 2,739.37 1,523,639.35 1,523,639.35
252492 7/15/10 UKP 10.145 .663 2,296,962.21 2,296,962.21
PUR 7/12/10 60 ASSOCIATED BRITISH FOO 83,179.00 8,222.31 844,547.22 844,547.22
252492 7/15/10 UKP 10.088 .663 1,273,197.00 1,273,197.00
PUR 7/13/10 60 ASSOCIATED BRITISH FOO 150,000.00 14,574.69 1,559,107.89 1,559,107.89
252492 7/16/10 UKP 10.330 .659 2,365,086.95 2,365,086.95
PUR 7/13/10 60 ASSOCIATED BRITISH FOO 270,894.00 27,454.67 2,802,347.14 2,802,347.14
252492 7/16/10 UKP 10.278 .659 4,251,017.33 4,251,017.33
PUR 7/15/10 60 ASSOCIATED BRITISH FOO 400,000.00 7,749.72 4,226,845.96 4,226,845.96
252492 7/20/10 UKP 10.555 .650 6,498,141.28 6,498,141.28
PUR 7/15/10 60 ASSOCIATED BRITISH FOO 100,000.00 1,938.91 1,057,517.20 1,057,517.20
252492 7/20/10 UKP 10.563 .650 1,625,773.98 1,625,773.98
PUR 7/19/10 60 ASSOCIATED BRITISH FOO 300,000.00 29,078.73 3,102,125.66 3,102,125.66
252492 7/22/10 UKP 10.277 .657 4,718,951.80 4,718,951.80
PUR 7/19/10 60 ASSOCIATED BRITISH FOO 700,000.00 67,911.73 7,245,053.54 7,245,053.54
252492 7/22/10 UKP 10.286 .657 11,021,171.35 11,021,171.35
PUR 7/21/10 60 ASSOCIATED BRITISH FOO 475,000.00 46,363.89 4,946,206.01 4,946,206.01
252492 7/26/10 UKP 10.349 .657 7,524,165.79 7,524,165.79
PUR 7/21/10 60 ASSOCIATED BRITISH FOO 125,000.00 12,179.86 1,299,256.75 1,299,256.75
252492 7/26/10 UKP 10.330 .657 1,976,428.63 1,976,428.63
PUR 7/21/10 60 IMPERIAL TOBACCO GROUP 250,000.00 45,670.42 4,872,222.64 4,872,222.64
243082 7/26/10 UKP 19.369 .657 7,411,622.33 7,411,622.33
PUR 7/22/10 60 ASSOCIATED BRITISH FOO 400,000.00 39,614.86 4,213,161.63 4,213,161.63
252492 7/27/10 UKP 10.468 .655 6,428,862.75 6,428,862.75
PUR 7/23/10 60 ASSOCIATED BRITISH FOO 500,000.00 51,120.27 5,385,837.42 5,385,837.42
252492 7/28/10 UKP 10.705 .649 8,296,075.99 8,296,075.99
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: 10
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/23/10 60 ASSOCIATED BRITISH FOO 500,000.00 51,083.02 5,381,913.25 5,381,913.25
252492 7/28/10 UKP 10.698 .649 8,290,031.39 8,290,031.39
PUR 7/23/10 60 RECKITT BENCKISER GROU 100,000.00 31,784.90 3,348,674.85 3,348,674.85
252786 7/28/10 UKP 33.280 .649 5,158,132.13 5,158,132.13
PUR 7/23/10 60 RECKITT BENCKISER GROU 400,000.00 126,624.97 13,340,965.31 13,340,965.31
252786 7/28/10 UKP 33.147 .649 20,549,759.18 20,549,759.18
---------------- --------- ---------------- ------------ ---------------- --------------
5,534,703.00 593,161.13 70,324,423.56 70,324,423.56
107,515,829.12 107,515,829.12
20 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
PUR 6/29/10 60 OUTOKUMPU OYJ 257,000.00 6,046.58 3,314,533.25 3,314,533.25
243316 7/02/10 EUR S27539 12.878 .821 4,037,101.80 4,037,101.80
PUR 6/29/10 60 RAUTARUUKKI OYJ NPV 250,000.00 5,706.09 3,127,884.80 3,127,884.80
251449 7/02/10 EUR S27539 12.493 .821 3,809,763.97 3,809,763.97
PUR 7/09/10 60 OUTOKUMPU OYJ 75,000.00 1,902.37 1,005,380.81 1,005,380.81
243316 7/14/10 EUR 13.385 .792 1,270,148.30 1,270,148.30
PUR 7/09/10 60 OUTOKUMPU OYJ 102,622.00 1,036.14 1,367,734.93 1,367,734.93
243316 7/14/10 EUR 13.320 .792 1,727,928.55 1,727,928.55
PUR 7/09/10 60 OUTOTEC OYJ NPV 28,039.00 559.11 738,050.51 738,050.51
251448 7/14/10 EUR 26.306 .792 932,416.45 932,416.45
PUR 7/09/10 60 RAUTARUUKKI OYJ NPV 65,000.00 1,621.17 856,767.63 856,767.63
251449 7/14/10 EUR 13.161 .792 1,082,397.78 1,082,397.78
PUR 7/09/10 60 RAUTARUUKKI OYJ NPV 84,410.00 836.25 1,103,875.31 1,103,875.31
251449 7/14/10 EUR 13.070 .792 1,394,581.38 1,394,581.38
PUR 7/12/10 60 OUTOKUMPU OYJ 72,378.00 736.54 976,001.84 976,001.84
243316 7/15/10 EUR 13.477 .795 1,228,297.92 1,228,297.92
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 11
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/12/10 60 OUTOTEC OYJ NPV 27,393.00 546.25 723,847.57 723,847.57
251448 7/15/10 EUR 26.409 .795 910,961.87 910,961.87
PUR 7/12/10 60 RAUTARUUKKI OYJ NPV 100,590.00 1,005.79 1,332,801.92 1,332,801.92
251449 7/15/10 EUR 13.242 .795 1,677,330.67 1,677,330.67
PUR 7/13/10 60 OUTOTEC OYJ NPV 34,165.00 701.36 923,189.65 923,189.65
251448 7/16/10 EUR 27.005 .789 1,169,635.32 1,169,635.32
PUR 7/14/10 60 OUTOTEC OYJ NPV 60,403.00 1,280.60 1,677,690.60 1,677,690.60
251448 7/19/10 EUR 27.758 .786 2,135,615.73 2,135,615.73
PUR 7/21/10 60 OUTOKUMPU OYJ 250,000.00 6,575.35 3,424,979.77 3,424,979.77
243316 7/26/10 EUR 13.679 .780 4,390,138.56 4,390,138.56
PUR 7/21/10 60 OUTOTEC OYJ NPV 100,000.00 5,163.76 2,689,708.52 2,689,708.52
251448 7/26/10 EUR 26.857 .780 3,447,667.98 3,447,667.98
PUR 7/23/10 60 OUTOKUMPU OYJ 250,000.00 6,320.25 3,292,105.75 3,292,105.75
243316 7/28/10 EUR 13.149 .780 4,219,820.66 4,219,820.66
---------------- --------- ---------------- ------------ ---------------- --------------
1,757,000.00 40,037.61 26,554,552.86 26,554,552.86
33,433,806.94 33,433,806.94
15 TRANSACTIONS IN COUNTRY: FINLAND (1200)
PUR 6/28/10 60 SOL MELIA SA EUR 0.2 50,000.00 511.32 276,769.53 276,769.53
252343 7/01/10 EUR S27528 5.527 .811 341,395.32 341,395.32
PUR 6/29/10 60 SOL MELIA SA EUR 0.2 81,000.00 796.39 436,555.35 436,555.35
252343 7/02/10 EUR S27539 5.382 .821 531,724.46 531,724.46
PUR 6/30/10 60 SOL MELIA SA EUR 0.2 70,000.00 677.19 369,060.76 369,060.76
252343 7/05/10 EUR S27548 5.264 .816 452,136.28 452,136.28
PUR 6/30/10 60 SOL MELIA SA EUR 0.2 20,000.00 192.59 104,957.20 104,957.20
252343 7/05/10 EUR S27548 5.240 .816 128,583.05 128,583.05
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 12
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/01/10 60 SOL MELIA SA EUR 0.2 116,000.00 441.08 590,585.34 590,585.34
252343 7/06/10 EUR 5.088 .803 735,574.41 735,574.41
PUR 7/09/10 60 BANCO SANTANDER SA EUR 750,000.00 14,213.40 7,511,625.56 7,511,625.56
252341 7/14/10 EUR 10.001 .792 9,489,815.58 9,489,815.58
PUR 7/23/10 60 SOL MELIA SA EUR 0.2 155,000.00 1,873.97 976,117.48 976,117.48
252343 7/28/10 EUR 6.288 .780 1,251,187.24 1,251,187.24
PUR 7/26/10 60 SOL MELIA SA EUR 0.2 79,000.00 999.58 515,915.91 515,915.91
252343 7/29/10 EUR 6.521 .773 667,389.24 667,389.24
PUR 7/27/10 60 SOL MELIA SA EUR 0.2 23,000.00 293.87 151,106.32 151,106.32
252343 7/30/10 EUR 6.560 .770 196,204.01 196,204.01
PUR 7/27/10 60 SOL MELIA SA EUR 0.2 90,000.00 1,154.30 593,538.98 593,538.98
252343 7/30/10 EUR 6.585 .770 770,680.71 770,680.71
---------------- --------- ---------------- ------------ ---------------- --------------
1,434,000.00 21,153.69 11,526,232.43 11,526,232.43
14,564,690.30 14,564,690.30
10 TRANSACTIONS IN COUNTRY: SPAIN (1500)
PUR 6/29/10 60 SANTOS LTD NPV 1,000,000.00 21,716.61 12,746,041.20 12,746,041.20
251708 7/02/10 AUD S27535 12.721 1.172 10,880,019.87 10,880,019.87
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 21,716.61 12,746,041.20 12,746,041.20
10,880,019.87 10,880,019.87
1 TRANSACTION IN COUNTRY: AUSTRALIA (1800)
PUR 7/06/10 60 NOBLE GROUP LTD 63,086.00 116,027.77 116,027.77
246172 7/06/10 SGD 27563 1.839 1.385 83,750.38 83,750.38
PUR 7/16/10 60 CITY DEVELOPMENTS LTD 100,000.00 2,385.94 1,134,420.31 1,134,420.31
225825 7/21/10 SGD 11.311 1.375 825,122.97 825,122.97
---------------- --------- ---------------- ------------ ---------------- --------------
163,086.00 2,385.94 1,250,448.08 1,250,448.08
908,873.35 908,873.35
2 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 13
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/16/10 60 CHEUNG KONG INFRASTRUC 120,000.00 1,367.04 3,449,731.73 3,449,731.73
224371 7/20/10 HKD 28.659 7.774 443,738.20 443,738.20
---------------- --------- ---------------- ------------ ---------------- --------------
120,000.00 1,367.04 3,449,731.73 3,449,731.73
443,738.20 443,738.20
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
44,905,376.00 959,521.937,865,979,681.18 7,865,979,681.18
406,777,763.24 406,777,763.24
108 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
UNIT TRUST (2230)
--------------------------------
PUR 7/15/10 60 ARC ENERGY TRUST-UNITS 212.00 4,007.27 4,007.27
250346 7/19/10 CAD 27559 18.902 1.041 3,848.70 3,848.70
PUR 7/20/10 60 ENERPLUS RESOURCES FUN 498.00 10,974.06 10,974.06
251755 7/26/10 CAD 27565 22.036 1.056 10,388.66 10,388.66
---------------- --------- ---------------- ------------ ---------------- --------------
710.00 14,981.33 14,981.33
14,237.36 14,237.36
2 TRANSACTIONS IN COUNTRY: CANADA ( 300)
---------------- --------- ---------------- ------------ ---------------- --------------
710.00 14,981.33 14,981.33
14,237.36 14,237.36
2 TRANSACTIONS IN CATEGORY: UNIT TRUST (2230)
---------------- --------- ---------------- ------------ ---------------- --------------
44,906,086.00 959,521.937,865,994,662.51 7,865,994,662.51
406,792,000.60 406,792,000.60
110 "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: 14
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-INTERNATIONAL (1600)
--------------------------------
SALE 7/16/10 60 ISHARES MSCI HONG KONG 60,000.00 1,215.33 905,360.67 753,327.87 152,032.80
246294 7/21/10 USD 15.110 1.000 905,360.67 753,327.87 152,032.80
---------------- --------- ---------------- ------------ ---------------- --------------
60,000.00 1,215.33 905,360.67 753,327.87 152,032.80
905,360.67 753,327.87 152,032.80
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
60,000.00 1,215.33 905,360.67 753,327.87 152,032.80
905,360.67 753,327.87 152,032.80
1 TRANSACTION IN CATEGORY: ETF-INTERNATIONAL (1600)
DEV MKT COMMON STOCK (2220)
--------------------------------
SALE 7/13/10 60 ROGERS COMMUNICATIONS 40,000.00 1,163.81 1,429,180.00 1,109,897.47 319,282.53
230243 7/16/10 CAD 35.760 1.031 1,386,073.13 1,015,961.33 370,111.80
---------------- --------- ---------------- ------------ ---------------- --------------
40,000.00 1,163.81 1,429,180.00 1,109,897.47 319,282.53
1,386,073.13 1,015,961.33 370,111.80
1 TRANSACTION IN COUNTRY: CANADA ( 300)
SALE 6/28/10 60 TRIGANO SA EUR 4.25678 21,958.00 605.39 326,703.17 853,411.84 -526,708.67
236573 7/01/10 EUR S27528 14.901 .811 402,988.49 1,151,596.85 -748,608.36
SALE 6/30/10 60 TRIGANO SA EUR 4.25678 61,375.00 1,760.46 956,553.11 2,385,378.97 -1,428,825.86
236573 7/05/10 EUR S27545 15.609 .816 1,171,873.07 3,218,838.52 -2,046,965.45
SALE 7/01/10 60 TRIGANO SA EUR 4.25678 14,125.00 158.70 212,236.31 548,977.24 -336,740.93
236573 7/06/10 EUR 15.035 .803 264,340.46 740,791.76 -476,451.30
SALE 7/02/10 60 TRIGANO SA EUR 4.25678 4,052.00 46.02 60,832.62 157,483.59 -96,650.97
236573 7/07/10 EUR 15.022 .794 76,658.26 212,508.89 -135,850.63
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: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/06/10 60 TRIGANO SA EUR 4.25678 4,263.00 51.16 67,378.90 165,684.24 -98,305.34
236573 7/09/10 EUR 15.815 .791 85,217.47 223,574.88 -138,357.41
SALE 7/07/10 60 THEOLIA RTS EXP 7/7/10 800,000.00 .01 .01
252566 7/07/10 EUR .813 .01 .01
SALE 7/07/10 60 TRIGANO SA EUR 4.25678 7,372.00 86.70 114,321.96 286,517.54 -172,195.58
236573 7/12/10 EUR 15.517 .792 144,422.86 386,627.75 -242,204.89
SALE 7/08/10 60 TRIGANO SA EUR 4.25678 2,252.00 26.96 35,415.31 87,525.43 -52,110.12
236573 7/13/10 EUR 15.736 .789 44,906.59 118,107.11 -73,200.52
SALE 7/09/10 60 TRIGANO SA EUR 4.25678 3,761.00 44.86 59,151.35 146,173.69 -87,022.34
236573 7/14/10 EUR 15.737 .792 74,728.88 197,247.28 -122,518.40
SALE 7/12/10 60 TRIGANO SA EUR 4.25678 2,800.00 33.58 44,442.64 108,823.81 -64,381.17
236573 7/15/10 EUR 15.882 .795 55,931.04 146,847.22 -90,916.18
SALE 7/15/10 60 SANOFI-AVENTIS SA EUR 350,000.00 33,292.52 17,188,298.82 18,415,292.79 -1,226,993.97
250067 7/20/10 EUR 49.183 .776 22,161,721.57 25,015,739.92 -2,854,018.35
SALE 7/15/10 60 SOCIETE GENERALE EUR 1 500,000.00 36,858.35 19,029,263.21 16,763,617.71 2,265,645.50
245186 7/20/10 EUR 38.116 .776 24,535,367.77 22,083,185.81 2,452,181.96
SALE 7/16/10 60 SANOFI-AVENTIS SA EUR 350,000.00 32,428.10 16,666,392.85 18,415,292.80 -1,748,899.95
250067 7/21/10 EUR 47.690 .772 21,586,298.93 25,015,739.93 -3,429,441.00
SALE 7/19/10 60 SOCIETE GENERALE EUR 1 500,000.00 34,839.12 17,884,133.50 16,763,617.71 1,120,515.79
245186 7/22/10 EUR 35.822 .771 23,191,240.07 22,083,185.81 1,108,054.26
SALE 7/21/10 60 SANOFI-AVENTIS SA EUR 300,000.00 27,315.76 14,185,669.52 15,784,536.68 -1,598,867.16
250067 7/26/10 EUR 47.357 .780 18,183,189.09 21,442,062.79 -3,258,873.70
SALE 7/21/10 60 SOCIETE GENERALE EUR 1 500,000.00 35,069.95 18,212,590.07 16,763,617.71 1,448,972.36
245186 7/26/10 EUR 36.480 .780 23,344,895.26 22,083,185.81 1,261,709.45
---------------- --------- ---------------- ------------ ---------------- --------------
3,421,958.00 202,617.63 105,043,383.35 107,645,951.76 -2,602,568.41
135,323,779.82 144,119,240.34 -8,795,460.52
16 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 16
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 6/29/10 60 FAST RETAILING CO LTD 79,800.00 15,241.191,121,800,219.00 1,074,252,178.07 47,548,040.93
241347 7/02/10 JPY S27534 14074.5 88.430 12,685,742.61 11,715,953.50 969,789.11
SALE 7/09/10 60 AEON CO LTD 257,600.00 684.55 242,227,632.00 229,360,021.96 12,867,610.04
245452 7/14/10 JPY 940.560 88.485 2,737,499.37 2,419,078.06 318,421.31
SALE 7/09/10 60 AJINOMOTO CO INC NPV 267,100.00 624.92 221,130,267.00 233,911,869.00 -12,781,602.00
245406 7/14/10 JPY 828.100 88.485 2,499,070.66 2,592,339.61 -93,268.95
SALE 7/09/10 60 ASAHI BREWERIES LTD 155,400.00 666.87 235,972,458.00 251,290,446.56 -15,317,988.56
243254 7/14/10 JPY 1518.86 88.485 2,666,807.46 2,774,498.38 -107,690.92
SALE 7/09/10 60 ASAHI GLASS CO LTD JPY 352,800.00 851.86 301,431,631.00 253,696,726.88 47,734,904.12
245073 7/14/10 JPY 854.612 88.485 3,406,584.52 2,807,861.55 598,722.97
SALE 7/09/10 60 ASAHI KASEI CORP 507,200.00 671.77 237,707,854.00 224,492,662.11 13,215,191.89
249124 7/14/10 JPY 468.784 88.485 2,686,419.78 2,500,501.48 185,918.30
SALE 7/09/10 60 ASTELLAS PHARMA INC 129,000.00 1,097.11 388,213,627.00 438,133,852.96 -49,920,225.96
244460 7/14/10 JPY 3010.16 88.485 4,387,338.27 4,627,956.70 -240,618.43
SALE 7/09/10 60 BANK OF YOKOHAMA LTD/T 494,200.00 596.85 211,193,423.00 232,922,230.50 -21,728,807.50
244586 7/14/10 JPY 427.451 88.485 2,386,770.90 2,468,460.44 -81,689.54
SALE 7/09/10 60 BRIDGESTONE CORP 245,400.00 1,047.59 370,690,778.00 391,260,067.67 -20,569,289.67
210757 7/14/10 JPY 1510.93 88.485 4,189,306.41 4,154,208.15 35,098.26
SALE 7/09/10 60 CANON INC. 184,600.00 1,824.66 645,657,750.00 666,780,824.71 -21,123,074.71
14464 7/14/10 JPY 3498.47 88.485 7,296,804.54 6,866,449.92 430,354.62
SALE 7/09/10 60 CENTRAL JAPAN RAILWAY 600.00 1,266.02 447,982,605.00 403,357,885.94 44,624,719.06
241712 7/14/10 JPY 746824. 88.485 5,062,808.44 4,419,087.09 643,721.35
SALE 7/09/10 60 CHUBU ELECTRIC POWER C 122,800.00 774.01 273,887,014.00 271,969,769.67 1,917,244.33
241668 7/14/10 JPY 2230.90 88.485 3,095,293.15 2,969,579.47 125,713.68
SALE 7/09/10 60 CHUGOKU ELECTRIC POWER 111,900.00 584.05 206,670,321.00 222,843,892.00 -16,173,571.00
245395 7/14/10 JPY 1847.38 88.485 2,335,653.74 2,465,793.34 -130,139.60
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: 17
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/09/10 60 DAI NIPPON PRINTING CO 225,400.00 683.91 242,004,906.00 278,378,561.02 -36,373,655.02
249051 7/14/10 JPY 1073.93 88.485 2,734,982.27 2,925,747.56 -190,765.29
SALE 7/09/10 60 DAI-ICHI LIFE INSURANC 2,200.00 739.79 261,777,908.00 349,508,855.86 -87,730,947.86
251928 7/14/10 JPY 119019. 88.485 2,958,443.89 3,771,542.63 -813,098.74
SALE 7/09/10 60 DAIICHI SANKYO CO LTD 270,600.00 1,237.88 438,029,966.00 485,641,230.84 -47,611,264.84
241711 7/14/10 JPY 1619.14 88.485 4,950,330.18 5,320,238.40 -369,908.22
SALE 7/09/10 60 DAIKIN INDUSTRIES LTD 72,200.00 612.61 216,774,977.00 228,189,851.29 -11,414,874.29
245450 7/14/10 JPY 3003.17 88.485 2,449,850.00 2,523,103.29 -73,253.29
SALE 7/09/10 60 DAIWA SECURITIES GROUP 667,600.00 747.23 264,408,762.00 330,292,392.64 -65,883,630.64
225427 7/14/10 JPY 396.158 88.485 2,988,176.10 3,576,972.24 -588,796.14
SALE 7/09/10 60 DENSO CORP 195,300.00 1,423.68 503,773,532.00 498,042,865.07 5,730,666.93
231704 7/14/10 JPY 2580.13 88.485 5,693,321.26 5,348,713.11 344,608.15
SALE 7/09/10 60 EAST JAPAN RAILWAY 131,400.00 2,245.02 794,408,711.00 841,214,929.93 -46,806,218.93
212437 7/14/10 JPY 6047.24 88.485 8,977,891.29 9,241,663.87 -263,772.58
SALE 7/09/10 60 EISAI CO LTD NPV 101,300.00 844.84 298,957,442.00 341,718,424.23 -42,760,982.23
249125 7/14/10 JPY 2951.94 88.485 3,378,622.84 3,805,220.61 -426,597.77
SALE 7/09/10 60 FANUC LTD 34,200.00 1,030.33 364,580,832.00 272,633,354.11 91,947,477.89
220993 7/14/10 JPY 10662.9 88.485 4,120,255.77 2,830,777.80 1,289,477.97
SALE 7/09/10 60 FAST RETAILING CO LTD 19,200.00 685.34 242,506,216.00 258,466,689.46 -15,960,473.46
241347 7/14/10 JPY 12633.6 88.485 2,740,647.75 2,818,876.03 -78,228.28
SALE 7/09/10 60 FUJIFILM HOLDINGS CORP 86,600.00 666.86 235,965,154.00 235,821,788.41 143,365.59
245420 7/14/10 JPY 2725.45 88.485 2,666,724.91 2,491,805.92 174,918.99
SALE 7/09/10 60 FUJITSU LTD 559,600.00 906.74 320,847,849.00 329,646,350.47 -8,798,501.47
244550 7/14/10 JPY 573.496 88.485 3,626,014.00 3,657,509.33 -31,495.33
SALE 7/09/10 60 HITACHI LTD 1,097,900.00 1,062.87 376,098,752.00 425,241,777.83 -49,143,025.83
241346 7/14/10 JPY 342.648 88.485 4,250,423.82 4,460,519.01 -210,095.19
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: 18
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/09/10 60 HONDA MOTOR CO LTD 413,200.00 3,055.741,081,275,159.00 1,156,157,744.45 -74,882,585.45
9605 7/14/10 JPY 2617.48 88.485 12,219,869.57 12,410,475.27 -190,605.70
SALE 7/09/10 60 HOYA CORP 166,100.00 944.43 334,192,034.00 333,293,461.40 898,572.60
245255 7/14/10 JPY 2012.49 88.485 3,776,821.31 3,508,510.26 268,311.05
SALE 7/09/10 60 JAPAN TOBACCO INC JPY 600.00 466.56 165,097,616.00 175,085,623.24 -9,988,007.24
233920 7/14/10 JPY 275231. 88.485 1,865,826.03 1,919,163.43 -53,337.40
SALE 7/09/10 60 JFE HOLDINGS INC 158,100.00 1,224.87 433,427,176.00 539,541,850.79 -106114674.79
223579 7/14/10 JPY 2742.16 88.485 4,898,312.44 5,682,351.31 -784,038.87
SALE 7/09/10 60 JX HOLDINGS INC 624,000.00 854.82 302,477,563.00 292,062,574.53 10,414,988.47
251348 7/14/10 JPY 484.861 88.485 3,418,404.96 3,222,308.34 196,096.62
SALE 7/09/10 60 KANSAI ELECTRIC POWER 149,200.00 907.11 320,986,123.00 323,992,323.78 -3,006,200.78
241670 7/14/10 JPY 2151.91 88.485 3,627,576.69 3,529,441.80 98,134.89
SALE 7/09/10 60 KAO CORP 177,600.00 1,050.66 371,780,333.00 404,365,642.35 -32,585,309.35
243356 7/14/10 JPY 2093.88 88.485 4,201,619.86 4,470,348.83 -268,728.97
SALE 7/09/10 60 KDDI CORP 1,200.00 1,490.60 527,448,402.00 627,285,989.37 -99,837,587.37
241277 7/14/10 JPY 439650. 88.485 5,960,879.27 6,883,420.31 -922,541.04
SALE 7/09/10 60 KEYENCE CORP 16,700.00 1,001.27 354,303,402.00 320,524,554.35 33,778,847.65
244669 7/14/10 JPY 21221.0 88.485 4,004,106.93 3,401,278.06 602,828.87
SALE 7/09/10 60 KINTETSU CORP NPV 656,300.00 514.12 181,921,362.00 231,686,952.66 -49,765,590.66
245432 7/14/10 JPY 277.262 88.485 2,055,957.08 2,564,122.12 -508,165.04
SALE 7/09/10 60 KIRIN HOLDINGS COMPANY 227,500.00 737.44 260,941,449.00 287,446,654.51 -26,505,205.51
245416 7/14/10 JPY 1147.28 88.485 2,948,990.78 3,020,539.95 -71,549.17
SALE 7/09/10 60 KOMATSU LTD 191,800.00 932.11 329,826,833.00 320,529,225.70 9,297,607.30
231469 7/14/10 JPY 1720.06 88.485 3,727,488.65 3,352,934.32 374,554.33
SALE 7/09/10 60 KUBOTA CORP Y50 439,000.00 857.20 303,317,139.00 323,968,634.55 -20,651,495.55
242022 7/14/10 JPY 691.100 88.485 3,427,893.30 3,407,412.23 20,481.07
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: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/09/10 60 KYOCERA CORP 34,000.00 718.90 254,384,874.00 259,216,204.36 -4,831,330.36
244666 7/14/10 JPY 7483.77 88.485 2,874,892.63 2,755,190.39 119,702.24
SALE 7/09/10 60 KYUSHU ELECTRIC POWER 152,400.00 866.59 306,646,699.00 309,973,514.54 -3,326,815.54
245391 7/14/10 JPY 2012.62 88.485 3,465,521.83 3,428,412.60 37,109.23
SALE 7/09/10 60 MARUBENI CORP JPY 50.0 665,000.00 877.56 310,527,357.00 315,038,370.11 -4,511,013.11
237450 7/14/10 JPY 467.075 88.485 3,509,378.50 3,280,786.36 228,592.14
SALE 7/09/10 60 MITSUBISHI CORP 268,600.00 1,486.03 525,835,039.00 510,974,026.81 14,861,012.19
230635 7/14/10 JPY 1958.17 88.485 5,942,646.09 5,313,678.58 628,967.51
SALE 7/09/10 60 MITSUBISHI ELECTRIC CO 420,200.00 874.77 309,541,419.00 272,625,403.13 36,916,015.87
221125 7/14/10 JPY 736.837 88.485 3,498,236.07 2,819,530.02 678,706.05
SALE 7/09/10 60 MITSUBISHI ESTATE 378,400.00 1,372.46 485,644,866.00 572,040,255.73 -86,395,389.73
231470 7/14/10 JPY 1283.73 88.485 5,488,442.85 6,112,104.68 -623,661.83
SALE 7/09/10 60 MITSUBISHI HEAVY INDUS 1,219,700.00 1,095.70 387,711,175.00 436,831,438.64 -49,120,263.64
245069 7/14/10 JPY 317.954 88.485 4,381,659.89 4,616,516.75 -234,856.86
SALE 7/09/10 60 MITSUBISHI UFJ FINANCI 2,279,400.00 2,739.96 969,539,454.00 1,404,649,790.11 -435110336.11
219545 7/14/10 JPY 425.455 88.485 10,957,105.20 14,484,140.90 -3,527,035.70
SALE 7/09/10 60 MITSUI FUDOSAN CO LTD 340,000.00 1,279.97 452,920,728.00 543,078,540.48 -90,157,812.48
229918 7/14/10 JPY 1332.45 88.485 5,118,615.90 5,817,847.37 -699,231.47
SALE 7/09/10 60 MITSUI OSK LINES LTD 460,400.00 759.30 268,682,565.00 282,771,304.70 -14,088,739.70
244665 7/14/10 JPY 583.731 88.485 3,036,475.84 3,027,922.19 8,553.65
SALE 7/09/10 60 MIZUHO FINANCIAL GROUP 3,241,600.00 1,284.53 454,535,001.00 743,530,344.12 -288995343.12
230461 7/14/10 JPY 140.254 88.485 5,136,859.37 7,743,496.01 -2,606,636.64
SALE 7/09/10 60 MS&AD INSURANCE GROUP 144,500.00 789.86 279,495,616.00 356,515,281.00 -77,019,665.00
251355 7/14/10 JPY 1934.70 88.485 3,158,677.92 3,920,694.02 -762,016.10
SALE 7/09/10 60 MURATA MANUFACTURING C 86,000.00 1,086.00 384,279,925.00 355,631,288.65 28,648,636.35
244667 7/14/10 JPY 4469.48 88.485 4,342,882.13 3,953,592.30 389,289.83
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: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/09/10 60 NGK INSULATORS LTD JPY 101,700.00 404.75 143,221,999.00 200,584,115.19 -57,362,116.19
245421 7/14/10 JPY 1408.63 88.485 1,618,602.01 2,215,201.16 -596,599.15
SALE 7/09/10 60 NIDEC CORP NPV 32,200.00 728.60 257,818,529.00 221,835,745.24 35,982,783.76
245266 7/14/10 JPY 8008.78 88.485 2,913,697.56 2,457,086.15 456,611.41
SALE 7/09/10 60 NINTENDO CO LTD JPY 50 27,000.00 2,006.27 709,922,065.00 664,032,157.31 45,889,907.69
233668 7/14/10 JPY 26299.9 88.485 8,023,078.09 7,160,972.92 862,105.17
SALE 7/09/10 60 NIPPON STEEL CORP NPV 1,630,100.00 1,381.34 488,788,286.00 599,684,530.19 -110896244.19
227689 7/14/10 JPY 299.927 88.485 5,523,967.75 6,271,720.31 -747,752.56
SALE 7/09/10 60 NIPPON TELEGRAPH & TEL 60,100.00 635.37 224,830,779.00 248,658,380.05 -23,827,601.05
14460 7/14/10 JPY 3741.88 88.485 2,540,891.44 2,726,225.63 -185,334.19
SALE 7/09/10 60 NISSAN MOTOR CO LTD NP 796,000.00 1,452.05 513,812,099.00 525,094,369.24 -11,282,270.24
245070 7/14/10 JPY 645.654 88.485 5,806,770.63 5,800,661.97 6,108.66
SALE 7/09/10 60 NKSJ HOLDINGS INC 416,600.00 659.59 233,401,276.00 250,141,559.85 -16,740,283.85
251351 7/14/10 JPY 560.393 88.485 2,637,749.63 2,754,985.21 -117,235.58
SALE 7/09/10 60 NOMURA HOLDINGS INC NP 775,300.00 1,078.66 381,683,131.00 531,877,072.64 -150193941.64
245071 7/14/10 JPY 492.427 88.485 4,313,534.85 5,645,169.68 -1,331,634.83
SALE 7/09/10 60 NTT DOCOMO INC 3,200.00 1,267.58 448,537,034.00 470,926,527.33 -22,389,493.33
238741 7/14/10 JPY 140202. 88.485 5,069,074.24 5,117,961.02 -48,886.78
SALE 7/09/10 60 OLYMPUS CORP JPY 50.0 62,100.00 397.47 140,643,028.00 147,894,273.37 -7,251,245.37
249126 7/14/10 JPY 2265.34 88.485 1,589,456.16 1,646,314.21 -56,858.05
SALE 7/09/10 60 ORIX CORP 42,400.00 748.64 264,902,059.00 230,917,550.94 33,984,508.06
244531 7/14/10 JPY 6249.25 88.485 2,993,751.02 2,563,868.04 429,882.98
SALE 7/09/10 60 OSAKA GAS CO LTD JPY 5 781,200.00 716.47 253,524,435.00 246,805,381.48 6,719,053.52
245147 7/14/10 JPY 324.613 88.485 2,865,168.50 2,734,145.64 131,022.86
SALE 7/09/10 60 PANASONIC CORP 647,900.00 2,165.95 766,423,711.00 924,505,233.47 -158081522.47
243112 7/14/10 JPY 1183.23 88.485 8,661,623.00 9,774,109.63 -1,112,486.63
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: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/09/10 60 RESONA HOLDINGS INC 196,100.00 593.92 210,163,156.00 224,627,367.42 -14,464,211.42
249127 7/14/10 JPY 1071.98 88.485 2,375,127.49 2,502,690.41 -127,562.92
SALE 7/09/10 60 RICOH CO LTD 132,800.00 451.10 159,626,480.00 182,291,568.29 -22,665,088.29
245256 7/14/10 JPY 1202.30 88.485 1,803,994.80 1,934,695.46 -130,700.66
SALE 7/09/10 60 ROHM CO LTD JPY 50.0 33,500.00 2067050.83 182,857,273.00 211,733,099.27 -28,875,826.27
245118 7/14/10 JPY 10918.2 88.485 2,066,534.14 2,233,693.80 -167,159.66
SALE 7/09/10 60 SECOM CO LTD 84,300.00 983.69 348,080,380.00 371,357,495.20 -23,277,115.20
245149 7/14/10 JPY 4130.10 88.485 3,933,778.38 4,105,453.14 -171,674.76
SALE 7/09/10 60 SEVEN + I HOLDINGS CO 181,900.00 1,065.30 376,959,007.00 422,070,261.17 -45,111,254.17
243214 7/14/10 JPY 2072.86 88.485 4,260,145.87 4,562,537.02 -302,391.15
SALE 7/09/10 60 SHARP CORP NPV 403,100.00 1,103.42 390,443,784.00 417,666,917.85 -27,223,133.85
244727 7/14/10 JPY 968.845 88.485 4,412,542.06 4,502,790.12 -90,248.06
SALE 7/09/10 60 SHIN-ETSU CHEMICAL 145,500.00 1,748.61 618,748,774.00 775,420,419.48 -156671645.48
220990 7/14/10 JPY 4253.63 88.485 6,992,696.77 8,172,774.01 -1,180,077.24
SALE 7/09/10 60 SHIONOGI + CO LTD NPV 120,100.00 628.73 222,472,673.00 248,878,667.55 -26,405,994.55
245124 7/14/10 JPY 1852.85 88.485 2,514,241.66 2,757,941.16 -243,699.50
SALE 7/09/10 60 SHISEIDO CO LTD JPY 50 128,900.00 717.22 253,788,639.00 218,639,177.63 35,149,461.37
243357 7/14/10 JPY 1969.37 88.485 2,868,154.37 2,384,419.11 483,735.26
SALE 7/09/10 60 SHIZUOKA BANK LTD/THE 242,400.00 534.86 189,263,679.00 223,045,318.74 -33,781,639.74
244529 7/14/10 JPY 780.986 88.485 2,138,935.18 2,348,513.43 -209,578.25
SALE 7/09/10 60 SMC CORP/JAPAN JPY 50. 21,700.00 730.85 258,611,331.00 228,944,222.06 29,667,108.94
245351 7/14/10 JPY 11920.5 88.485 2,922,657.30 2,436,830.48 485,826.82
SALE 7/09/10 60 SOFTBANK CORP NPV 154,700.00 1,061.11 375,475,846.00 291,688,416.12 83,787,429.88
245151 7/14/10 JPY 2427.72 88.485 4,243,384.14 3,223,806.20 1,019,577.94
SALE 7/09/10 60 SUMITOMO CHEMICAL CO L 636,900.00 669.96 237,064,640.00 263,125,957.61 -26,061,317.61
241278 7/14/10 JPY 372.310 88.485 2,679,150.59 2,857,669.65 -178,519.06
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: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/09/10 60 SUMITOMO ELECTRIC INDU 107,700.00 112,420,887.00 128,312,376.96 -15,891,489.96
221169 7/14/10 JPY 1043.83 88.485 1,270,507.85 1,380,116.57 -109,608.72
SALE 7/09/10 60 SUMITOMO METAL IND JPY 1,354,800.00 792.46 280,416,426.00 318,298,859.65 -37,882,433.65
231548 7/14/10 JPY 207.032 88.485 3,169,084.32 3,471,849.38 -302,765.06
SALE 7/09/10 60 SUMITOMO METAL MINING 210,600.00 236,273,646.00 304,785,074.14 -68,511,428.14
245154 7/14/10 JPY 1121.90 88.485 2,670,211.29 3,373,152.21 -702,940.92
SALE 7/09/10 60 SUMITOMO MITSUI FINANC 296,000.00 2,203.09 779,561,353.00 1,080,589,164.54 -301027811.54
231251 7/14/10 JPY 2634.31 88.485 8,810,096.10 11,386,647.38 -2,576,551.28
SALE 7/09/10 60 SUMITOMO REALTY 154,500.00 676.21 239,273,490.00 267,674,821.55 -28,401,331.55
229917 7/14/10 JPY 1549.08 88.485 2,704,113.58 2,919,444.56 -215,330.98
SALE 7/09/10 60 SUMITOMO TRUST & BANKI 572,900.00 781.85 276,660,939.00 285,137,784.00 -8,476,845.00
223107 7/14/10 JPY 483.034 88.485 3,126,642.24 3,095,308.98 31,333.26
SALE 7/09/10 60 SUZUKI MOTOR CORP 141,900.00 732.55 259,217,627.00 294,857,958.33 -35,640,331.33
244719 7/14/10 JPY 1827.21 88.485 2,929,509.26 3,125,695.70 -196,186.44
SALE 7/09/10 60 T&D HOLDINGS INC 113,400.00 639.68 226,352,542.00 306,703,520.39 -80,350,978.39
232920 7/14/10 JPY 1996.55 88.485 2,558,089.42 3,285,861.32 -727,771.90
SALE 7/09/10 60 TAKEDA PHARMACEUTICAL 150,000.00 1,707.85 604,328,481.00 602,728,124.47 1,600,356.53
12313 7/14/10 JPY 4029.86 88.485 6,829,727.99 6,474,837.66 354,890.33
SALE 7/09/10 60 TDK CORP 29,700.00 427.10 151,134,207.00 138,959,975.21 12,174,231.79
244668 7/14/10 JPY 5089.96 88.485 1,708,020.65 1,476,788.21 231,232.44
SALE 7/09/10 60 TERUMO CORP JPY 50.0 44,400.00 552.21 195,398,140.00 187,297,098.67 8,101,041.33
245260 7/14/10 JPY 4401.96 88.485 2,208,262.87 1,970,569.68 237,693.19
SALE 7/09/10 60 TOHOKU ELECTRIC POWER 171,700.00 932.55 329,982,815.00 343,515,050.86 -13,532,235.86
245286 7/14/10 JPY 1922.33 88.485 3,729,251.46 3,802,299.77 -73,048.31
SALE 7/09/10 60 TOKIO MARINE HOLDINGS 44,000.00 305.19 107,996,893.00 120,229,662.61 -12,232,769.61
245267 7/14/10 JPY 2455.08 88.485 1,220,510.74 1,264,468.65 -43,957.91
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: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/09/10 60 TOKYO ELECTRIC POWER C 174,400.00 1,205.23 426,474,063.00 423,112,470.16 3,361,592.84
241669 7/14/10 JPY 2445.99 88.485 4,819,732.87 4,576,362.37 243,370.50
SALE 7/09/10 60 TOKYO ELECTRON LTD 38,400.00 535.60 189,526,606.00 181,623,813.06 7,902,792.94
244532 7/14/10 JPY 4936.82 88.485 2,141,906.61 1,931,827.40 210,079.21
SALE 7/09/10 60 TOKYO GAS CO LTD 769,500.00 868.29 307,243,771.00 291,050,289.45 16,193,481.55
243898 7/14/10 JPY 399.377 88.485 3,472,269.55 3,225,487.62 246,781.93
SALE 7/09/10 60 TORAY INDUSTRIES INC N 534,900.00 667.98 236,363,378.00 260,988,480.72 -24,625,102.72
245308 7/14/10 JPY 441.994 88.485 2,671,225.38 2,757,302.70 -86,077.32
SALE 7/09/10 60 TOSHIBA CORP 920,900.00 1,192.39 421,928,135.00 430,197,673.49 -8,269,538.49
220991 7/14/10 JPY 458.284 88.485 4,768,357.74 4,476,670.26 291,687.48
SALE 7/09/10 60 TOYOTA MOTOR CORP 664,400.00 5,859.252,073,302,697.00 2,469,670,237.80 -396367540.80
220989 7/14/10 JPY 3121.34 88.485 23,431,120.49 26,269,427.97 -2,838,307.48
SALE 7/09/10 60 WEST JAPAN RAILWAY CO 700.00 641.75 227,086,715.00 232,436,683.18 -5,349,968.18
245431 7/14/10 JPY 324490. 88.485 2,566,386.56 2,572,925.52 -6,538.96
SALE 7/09/10 60 YAMADA DENKI CO 35,000.00 586.79 207,637,742.00 213,663,165.22 -6,025,423.22
228268 7/14/10 JPY 5933.99 88.485 2,346,586.90 2,314,207.68 32,379.22
SALE 7/09/10 60 YAMATO HOLDINGS CO LTD 159,800.00 519.99 183,998,493.00 199,885,867.58 -15,887,374.58
245354 7/14/10 JPY 1151.71 88.485 2,079,431.46 2,105,370.89 -25,939.43
SALE 7/15/10 60 AEON CO LTD 191,000.00 807.76 176,526,720.00 170,061,196.41 6,465,523.59
245452 7/21/10 JPY 924.594 87.450 2,018,601.72 1,793,648.72 224,953.00
SALE 7/15/10 60 AJINOMOTO CO INC NPV 198,000.00 741.38 162,020,619.00 173,397,791.32 -11,377,172.32
245406 7/21/10 JPY 818.613 87.450 1,852,722.92 1,921,689.42 -68,966.50
SALE 7/15/10 60 ASAHI BREWERIES LTD 115,200.00 775.95 169,576,803.00 186,284,809.80 -16,708,006.80
243254 7/21/10 JPY 1472.61 87.450 1,939,128.68 2,056,771.00 -117,642.32
SALE 7/15/10 60 ASAHI GLASS CO LTD JPY 261,500.00 1,027.52 224,554,699.00 188,043,350.57 36,511,348.43
245073 7/21/10 JPY 859.061 87.450 2,567,806.74 2,081,223.91 486,582.83
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: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/15/10 60 ASAHI KASEI CORP 376,000.00 793.94 173,504,503.00 166,422,005.04 7,082,497.96
249124 7/21/10 JPY 461.633 87.450 1,984,042.34 1,853,684.07 130,358.27
SALE 7/15/10 60 ASTELLAS PHARMA INC 95,600.00 1,300.51 284,212,658.00 324,694,545.29 -40,481,887.29
244460 7/21/10 JPY 2974.12 87.450 3,250,001.81 3,429,710.54 -179,708.73
SALE 7/15/10 60 BANK OF YOKOHAMA LTD/T 366,400.00 686.61 150,052,204.00 172,688,598.25 -22,636,394.25
244586 7/21/10 JPY 409.695 87.450 1,715,862.82 1,830,117.17 -114,254.35
SALE 7/15/10 60 BRIDGESTONE CORP 182,000.00 1,266.47 276,773,509.00 290,176,578.30 -13,403,069.30
210757 7/21/10 JPY 1521.34 87.450 3,164,934.35 3,080,953.07 83,981.28
SALE 7/15/10 60 CANON INC. 136,900.00 2,191.02 478,822,672.00 494,486,971.31 -15,664,299.31
14464 7/21/10 JPY 3499.00 87.450 5,475,387.90 5,092,183.07 383,204.83
SALE 7/15/10 60 CENTRAL JAPAN RAILWAY 500.00 1,689.38 369,193,598.00 336,131,571.62 33,062,026.38
241712 7/21/10 JPY 738682. 87.450 4,221,767.84 3,682,572.57 539,195.27
SALE 7/15/10 60 CHUBU ELECTRIC POWER C 91,000.00 906.72 198,151,167.00 201,541,115.96 -3,389,948.96
241668 7/21/10 JPY 2178.35 87.450 2,265,879.55 2,200,584.14 65,295.41
SALE 7/15/10 60 CHUGOKU ELECTRIC POWER 82,900.00 682.25 149,098,825.00 165,091,676.92 -15,992,851.92
245395 7/21/10 JPY 1799.25 87.450 1,704,960.83 1,826,758.43 -121,797.60
SALE 7/15/10 60 DAI NIPPON PRINTING CO 167,100.00 816.89 178,519,295.00 206,375,588.05 -27,856,293.05
249051 7/21/10 JPY 1068.76 87.450 2,041,387.02 2,168,999.19 -127,612.17
SALE 7/15/10 60 DAI-ICHI LIFE INSURANC 1,600.00 891.76 194,882,661.00 254,188,258.80 -59,305,597.80
251928 7/21/10 JPY 121850. 87.450 2,228,503.84 2,742,940.10 -514,436.26
SALE 7/15/10 60 DAIICHI SANKYO CO LTD 200,600.00 1,459.60 318,978,613.00 360,013,417.98 -41,034,804.98
241711 7/21/10 JPY 1590.75 87.450 3,647,554.18 3,943,975.69 -296,421.51
SALE 7/15/10 60 DAIKIN INDUSTRIES LTD 53,600.00 747.86 163,436,254.00 169,404,100.12 -5,967,846.12
245450 7/21/10 JPY 3050.40 87.450 1,868,910.85 1,873,107.15 -4,196.30
SALE 7/15/10 60 DAIWA SECURITIES GROUP 494,900.00 893.40 195,242,273.00 244,849,768.00 -49,607,495.00
225427 7/21/10 JPY 394.666 87.450 2,232,616.04 2,651,653.03 -419,036.99
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: 25
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/15/10 60 DENSO CORP 144,800.00 1,777.32 388,412,129.00 369,260,659.82 19,151,469.18
231704 7/21/10 JPY 2683.47 87.450 4,441,533.78 3,965,661.33 475,872.45
SALE 7/15/10 60 EAST JAPAN RAILWAY 97,400.00 2,599.94 568,184,737.00 623,548,966.33 -55,364,229.33
212437 7/21/10 JPY 5835.85 87.450 6,497,252.57 6,850,365.76 -353,113.19
SALE 7/15/10 60 EISAI CO LTD NPV 75,100.00 997.70 218,035,887.00 253,337,153.60 -35,301,266.60
249125 7/21/10 JPY 2904.43 87.450 2,493,263.43 2,821,047.07 -327,783.64
SALE 7/15/10 60 FANUC LTD 25,400.00 1,246.74 272,456,697.00 202,482,081.71 69,974,615.29
220993 7/21/10 JPY 10730.9 87.450 3,115,571.15 2,102,390.53 1,013,180.62
SALE 7/15/10 60 FAST RETAILING CO LTD 14,200.00 858.70 187,658,591.00 191,157,655.75 -3,499,064.75
241347 7/21/10 JPY 13220.6 87.450 2,145,895.84 2,084,793.73 61,102.11
SALE 7/15/10 60 FUJIFILM HOLDINGS CORP 64,200.00 807.30 176,426,668.00 174,824,004.80 1,602,663.20
245420 7/21/10 JPY 2749.17 87.450 2,017,457.61 1,847,274.14 170,183.47
SALE 7/15/10 60 FUJITSU LTD 414,800.00 1,145.07 250,240,748.00 244,348,295.52 5,892,452.48
244550 7/21/10 JPY 603.522 87.450 2,861,529.42 2,711,105.91 150,423.51
SALE 7/15/10 60 HITACHI LTD 813,800.00 1,302.78 284,703,621.00 315,203,350.75 -30,499,729.75
241346 7/21/10 JPY 349.985 87.450 3,255,616.02 3,306,285.06 -50,669.04
SALE 7/15/10 60 HONDA MOTOR CO LTD 306,300.00 3,766.66 823,157,819.00 857,045,297.98 -33,887,478.98
9605 7/21/10 JPY 2688.49 87.450 9,412,896.73 9,199,730.34 213,166.39
SALE 7/15/10 60 HOYA CORP 123,100.00 1,161.15 253,757,899.00 247,010,385.90 6,747,513.10
245255 7/21/10 JPY 2062.22 87.450 2,901,748.42 2,600,226.45 301,521.97
SALE 7/15/10 60 JAPAN TOBACCO INC JPY 400.00 509.18 111,273,068.00 116,723,748.83 -5,450,680.83
233920 7/21/10 JPY 278293. 87.450 1,272,419.30 1,279,442.29 -7,022.99
SALE 7/15/10 60 JFE HOLDINGS INC 117,200.00 1,437.96 314,249,596.00 399,963,977.94 -85,714,381.94
223579 7/21/10 JPY 2682.38 87.450 3,593,477.37 4,212,343.92 -618,866.55
SALE 7/15/10 60 JX HOLDINGS INC 462,500.00 999.15 218,350,588.00 216,472,661.41 1,877,926.59
251348 7/21/10 JPY 472.298 87.450 2,496,862.07 2,388,329.50 108,532.57
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 26
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/15/10 60 KANSAI ELECTRIC POWER 110,600.00 1,059.39 231,519,483.00 240,171,253.42 -8,651,770.42
241670 7/21/10 JPY 2094.14 87.450 2,647,449.78 2,616,328.84 31,120.94
SALE 7/15/10 60 KAO CORP 131,600.00 1,273.25 278,255,001.00 299,631,298.04 -21,376,297.04
243356 7/21/10 JPY 2115.24 87.450 3,181,875.37 3,312,488.21 -130,612.84
SALE 7/15/10 60 KDDI CORP 900.00 1,826.07 399,064,010.00 470,464,492.03 -71,400,482.03
241277 7/21/10 JPY 443581. 87.450 4,563,339.17 5,162,565.23 -599,226.06
SALE 7/15/10 60 KEYENCE CORP 12,300.00 1,222.06 267,064,078.00 236,074,971.17 30,989,106.83
244669 7/21/10 JPY 21721.2 87.450 3,053,905.98 2,505,132.94 548,773.04
SALE 7/15/10 60 KINTETSU CORP NPV 486,500.00 612.38 133,829,009.00 171,744,175.64 -37,915,166.64
245432 7/21/10 JPY 275.195 87.450 1,530,348.87 1,900,724.38 -370,375.51
SALE 7/15/10 60 KIRIN HOLDINGS COMPANY 168,600.00 875.35 191,293,606.00 213,026,399.78 -21,732,793.78
245416 7/21/10 JPY 1135.05 87.450 2,187,462.62 2,238,518.84 -51,056.22
SALE 7/15/10 60 KOMATSU LTD 142,200.00 1,150.22 251,365,623.00 237,639,498.93 13,726,124.07
231469 7/21/10 JPY 1768.39 87.450 2,874,392.49 2,485,856.41 388,536.08
SALE 7/15/10 60 KUBOTA CORP Y50 325,500.00 1,033.46 225,848,874.00 240,209,090.08 -14,360,216.08
242022 7/21/10 JPY 694.130 87.450 2,582,605.76 2,526,452.57 56,153.19
SALE 7/15/10 60 KYOCERA CORP 25,200.00 889.17 194,318,232.00 192,124,951.47 2,193,280.53
244666 7/21/10 JPY 7714.12 87.450 2,222,049.54 2,042,082.29 179,967.25
SALE 7/15/10 60 KYUSHU ELECTRIC POWER 113,000.00 1,010.82 220,903,331.00 229,836,004.88 -8,932,673.88
245391 7/21/10 JPY 1955.67 87.450 2,526,052.96 2,542,064.46 -16,011.50
SALE 7/15/10 60 MARUBENI CORP JPY 50.0 493,000.00 1,055.77 230,724,012.00 233,554,761.60 -2,830,749.60
237450 7/21/10 JPY 468.187 87.450 2,638,353.48 2,432,222.06 206,131.42
SALE 7/15/10 60 MITSUBISHI CORP 199,100.00 1,791.62 391,536,635.00 378,759,972.96 12,776,662.04
230635 7/21/10 JPY 1967.31 87.450 4,477,262.84 3,938,769.19 538,493.65
SALE 7/15/10 60 MITSUBISHI ELECTRIC CO 311,500.00 1,051.50 229,793,862.00 202,100,935.45 27,692,926.55
221125 7/21/10 JPY 737.996 87.450 2,627,717.12 2,090,156.12 537,561.00
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: 27
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/15/10 60 MITSUBISHI ESTATE 280,500.00 1,608.38 351,493,277.00 424,041,468.64 -72,548,191.64
231470 7/21/10 JPY 1253.59 87.450 4,019,362.80 4,530,775.27 -511,412.47
SALE 7/15/10 60 MITSUBISHI HEAVY INDUS 904,100.00 1,294.60 282,918,547.00 323,800,363.76 -40,881,816.76
245069 7/21/10 JPY 313.054 87.450 3,235,203.51 3,421,983.11 -186,779.60
SALE 7/15/10 60 MITSUBISHI UFJ FINANCI 1,689,700.00 3,199.49 699,208,524.00 1,041,255,045.34 -342046521.34
219545 7/21/10 JPY 413.972 87.450 7,995,523.43 10,736,971.52 -2,741,448.09
SALE 7/15/10 60 MITSUI FUDOSAN CO LTD 252,100.00 1,531.30 334,646,896.00 402,676,764.87 -68,029,868.87
229918 7/21/10 JPY 1327.96 87.450 3,826,722.65 4,313,762.71 -487,040.06
SALE 7/15/10 60 MITSUI OSK LINES LTD 341,300.00 928.85 202,986,402.00 209,621,733.91 -6,635,331.91
244665 7/21/10 JPY 594.983 87.450 2,321,170.98 2,244,634.76 76,536.22
SALE 7/15/10 60 MIZUHO FINANCIAL GROUP 2,403,000.00 1,534.27 335,294,110.00 454,186,863.07 -118892753.07
230461 7/21/10 JPY 139.587 87.450 3,834,123.61 4,849,253.15 -1,015,129.54
SALE 7/15/10 60 MS&AD INSURANCE GROUP 107,100.00 922.71 201,647,878.00 264,240,737.68 -62,592,859.68
251355 7/21/10 JPY 1883.55 87.450 2,305,864.81 2,905,926.16 -600,061.35
SALE 7/15/10 60 MURATA MANUFACTURING C 63,700.00 1,313.36 287,018,534.00 263,415,268.46 23,603,265.54
244667 7/21/10 JPY 4507.58 87.450 3,282,087.30 2,928,416.62 353,670.68
SALE 7/15/10 60 NGK INSULATORS LTD JPY 75,400.00 514.75 112,492,893.00 148,712,313.52 -36,219,420.52
245421 7/21/10 JPY 1492.54 87.450 1,286,368.13 1,642,341.86 -355,973.73
SALE 7/15/10 60 NIDEC CORP NPV 23,900.00 892.98 195,148,679.00 164,654,481.72 30,494,197.28
245266 7/21/10 JPY 8168.48 87.450 2,231,545.79 1,823,737.86 407,807.93
SALE 7/15/10 60 NINTENDO CO LTD JPY 50 20,000.00 2,317.86 506,541,157.00 491,875,672.08 14,665,484.92
233668 7/21/10 JPY 25337.1 87.450 5,792,351.71 5,304,424.39 487,927.32
SALE 7/15/10 60 NIPPON STEEL CORP NPV 1,208,400.00 1,663.89 363,620,837.00 444,548,669.58 -80,927,832.58
227689 7/21/10 JPY 301.031 87.450 4,158,042.73 4,649,252.70 -491,209.97
SALE 7/15/10 60 NIPPON TELEGRAPH & TEL 44,500.00 756.44 165,312,376.00 184,114,773.91 -18,802,397.91
14460 7/21/10 JPY 3716.37 87.450 1,890,364.51 2,018,586.37 -128,221.86
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: 28
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/15/10 60 NISSAN MOTOR CO LTD NP 590,100.00 1,761.23 384,895,082.00 389,269,079.51 -4,373,997.51
245070 7/21/10 JPY 652.515 87.450 4,401,315.97 4,300,214.36 101,101.61
SALE 7/15/10 60 NKSJ HOLDINGS INC 308,800.00 789.10 172,447,641.00 185,414,579.17 -12,966,938.17
251351 7/21/10 JPY 558.668 87.450 1,971,957.02 2,042,101.37 -70,144.35
SALE 7/15/10 60 NOMURA HOLDINGS INC NP 574,700.00 1,291.40 282,217,580.00 394,259,968.59 -112042388.59
245071 7/21/10 JPY 491.266 87.450 3,227,187.88 4,184,546.65 -957,358.77
SALE 7/15/10 60 NTT DOCOMO INC 2,400.00 1,514.15 330,896,140.00 353,194,895.50 -22,298,755.50
238741 7/21/10 JPY 137928. 87.450 3,783,832.36 3,838,470.76 -54,638.40
SALE 7/15/10 60 OLYMPUS CORP JPY 50.0 46,000.00 488.43 106,740,063.00 109,551,313.61 -2,811,250.61
249126 7/21/10 JPY 2321.36 87.450 1,220,583.91 1,219,492.01 1,091.90
SALE 7/15/10 60 ORIX CORP 31,400.00 917.83 200,579,320.00 171,009,695.74 29,569,624.26
244531 7/21/10 JPY 6390.43 87.450 2,293,645.74 1,898,713.60 394,932.14
SALE 7/15/10 60 OSAKA GAS CO LTD JPY 5 579,100.00 832.84 182,006,516.00 182,955,704.57 -949,188.57
245147 7/21/10 JPY 314.418 87.450 2,081,263.76 2,026,809.70 54,454.06
SALE 7/15/10 60 PANASONIC CORP 480,200.00 2,574.32 562,586,851.00 685,209,774.83 -122622923.83
243112 7/21/10 JPY 1172.03 87.450 6,433,240.15 7,244,215.84 -810,975.69
SALE 7/15/10 60 RESONA HOLDINGS INC 145,300.00 647.64 141,534,334.00 166,437,309.98 -24,902,975.98
249127 7/21/10 JPY 974.473 87.450 1,618,460.08 1,854,364.70 -235,904.62
SALE 7/15/10 60 RICOH CO LTD 98,400.00 540.94 118,214,745.00 135,071,463.25 -16,856,718.25
245256 7/21/10 JPY 1201.85 87.450 1,351,798.11 1,433,539.41 -81,741.30
SALE 7/15/10 60 ROHM CO LTD JPY 50.0 24,800.00 618.19 135,099,528.00 156,745,697.37 -21,646,169.37
245118 7/21/10 JPY 5449.74 87.450 1,544,877.39 1,653,600.19 -108,722.80
SALE 7/15/10 60 SECOM CO LTD 62,500.00 1,201.17 262,498,477.00 275,324,358.84 -12,825,881.84
245149 7/21/10 JPY 4201.65 87.450 3,001,697.85 3,043,781.98 -42,084.13
SALE 7/15/10 60 SEVEN + I HOLDINGS CO 134,800.00 1,275.19 278,677,868.00 312,782,139.67 -34,104,271.67
243214 7/21/10 JPY 2068.17 87.450 3,186,710.90 3,381,143.43 -194,432.53
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 29
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/15/10 60 SHARP CORP NPV 298,800.00 1,344.85 293,899,203.00 309,597,804.65 -15,698,601.65
244727 7/21/10 JPY 983.992 87.450 3,360,768.47 3,337,716.91 23,051.56
SALE 7/15/10 60 SHIN-ETSU CHEMICAL 107,900.00 2,144.61 468,679,711.00 575,036,860.90 -106357149.90
220990 7/21/10 JPY 4345.38 87.450 5,359,402.07 6,060,771.93 -701,369.86
SALE 7/15/10 60 SHIONOGI + CO LTD NPV 89,000.00 718.36 156,990,308.00 184,431,319.00 -27,441,011.00
245124 7/21/10 JPY 1764.64 87.450 1,795,200.78 2,043,769.89 -248,569.11
SALE 7/15/10 60 SHISEIDO CO LTD JPY 50 95,600.00 855.80 187,027,629.00 162,155,976.59 24,871,652.41
243357 7/21/10 JPY 1957.13 87.450 2,138,680.72 1,768,428.76 370,251.96
SALE 7/15/10 60 SHIZUOKA BANK LTD/THE 179,700.00 609.67 133,238,889.00 165,351,665.75 -32,112,776.75
244529 7/21/10 JPY 741.748 87.450 1,523,600.79 1,741,039.04 -217,438.25
SALE 7/15/10 60 SMC CORP/JAPAN JPY 50. 16,000.00 880.77 192,478,758.00 168,806,799.68 23,671,958.32
245351 7/21/10 JPY 12034.7 87.450 2,201,014.96 1,796,741.37 404,273.59
SALE 7/15/10 60 SOFTBANK CORP NPV 114,700.00 1,333.53 291,426,512.00 216,268,011.18 75,158,500.82
245151 7/21/10 JPY 2541.78 87.450 3,332,492.99 2,390,242.86 942,250.13
SALE 7/15/10 60 SUMITOMO CHEMICAL CO L 472,100.00 788.16 172,243,845.00 195,041,238.17 -22,797,393.17
241278 7/21/10 JPY 364.992 87.450 1,969,626.59 2,118,238.09 -148,611.50
SALE 7/15/10 60 SUMITOMO ELECTRIC INDU 79,800.00 386.47 84,461,140.00 95,072,680.42 -10,611,540.42
221169 7/21/10 JPY 1058.83 87.450 965,822.07 1,022,593.33 -56,771.26
SALE 7/15/10 60 SUMITOMO METAL IND JPY 1,004,300.00 961.38 210,096,735.00 235,951,834.04 -25,855,099.04
231548 7/21/10 JPY 209.281 87.450 2,402,478.39 2,573,648.02 -171,169.63
SALE 7/15/10 60 SUMITOMO METAL MINING 156,100.00 785.49 171,658,246.00 225,911,443.84 -54,253,197.84
245154 7/21/10 JPY 1100.10 87.450 1,962,930.20 2,500,232.96 -537,302.76
SALE 7/15/10 60 SUMITOMO MITSUI FINANC 219,400.00 2,537.75 554,593,108.00 800,950,211.83 -246357103.83
231251 7/21/10 JPY 2528.78 87.450 6,341,830.85 8,439,967.69 -2,098,136.84
SALE 7/15/10 60 SUMITOMO REALTY 114,600.00 805.63 176,058,426.00 198,547,149.19 -22,488,723.19
229917 7/21/10 JPY 1536.90 87.450 2,013,246.72 2,165,490.92 -152,244.20
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: 30
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/15/10 60 SUMITOMO TRUST & BANKI 424,700.00 900.77 196,851,645.00 211,377,233.14 -14,525,588.14
223107 7/21/10 JPY 463.693 87.450 2,251,019.38 2,294,602.41 -43,583.03
SALE 7/15/10 60 SUZUKI MOTOR CORP 105,200.00 890.15 194,531,878.00 218,598,007.16 -24,066,129.16
244719 7/21/10 JPY 1849.90 87.450 2,224,492.60 2,317,288.14 -92,795.54
SALE 7/15/10 60 T&D HOLDINGS INC 84,000.00 752.30 164,406,077.00 227,187,792.88 -62,781,715.88
232920 7/21/10 JPY 1957.99 87.450 1,880,000.88 2,433,971.35 -553,970.47
SALE 7/15/10 60 TAKEDA PHARMACEUTICAL 111,200.00 2,006.61 438,517,029.00 446,822,449.61 -8,305,420.61
12313 7/21/10 JPY 3945.07 87.450 5,014,488.61 4,800,012.99 214,475.62
SALE 7/15/10 60 TDK CORP 22,000.00 531.09 116,063,818.00 102,933,314.97 13,130,503.03
244668 7/21/10 JPY 5277.73 87.450 1,327,202.04 1,093,917.19 233,284.85
SALE 7/15/10 60 TERUMO CORP JPY 50.0 32,900.00 685.97 149,911,217.00 138,785,462.76 11,125,754.24
245260 7/21/10 JPY 4558.39 87.450 1,714,250.62 1,460,174.38 254,076.24
SALE 7/15/10 60 TOHOKU ELECTRIC POWER 127,300.00 1,091.87 238,614,586.00 254,685,299.80 -16,070,713.80
245286 7/21/10 JPY 1875.17 87.450 2,728,583.03 2,819,060.92 -90,477.89
SALE 7/15/10 60 TOKIO MARINE HOLDINGS 32,600.00 361.86 79,080,754.00 89,079,250.02 -9,998,496.02
245267 7/21/10 JPY 2426.76 87.450 904,296.79 936,856.32 -32,559.53
SALE 7/15/10 60 TOKYO ELECTRIC POWER C 129,200.00 1,407.67 307,630,950.00 313,452,586.84 -5,821,636.84
241669 7/21/10 JPY 2381.99 87.450 3,517,792.45 3,390,286.80 127,505.65
SALE 7/15/10 60 TOKYO ELECTRON LTD 28,500.00 654.33 142,995,448.00 134,798,923.76 8,196,524.24
244532 7/21/10 JPY 5019.39 87.450 1,635,168.07 1,433,778.15 201,389.92
SALE 7/15/10 60 TOKYO GAS CO LTD 570,400.00 1,018.18 222,511,613.00 215,744,100.20 6,767,512.80
243898 7/21/10 JPY 390.254 87.450 2,544,443.83 2,390,926.76 153,517.07
SALE 7/15/10 60 TORAY INDUSTRIES INC N 396,500.00 810.68 177,166,271.00 193,460,333.91 -16,294,062.91
245308 7/21/10 JPY 447.004 87.450 2,025,915.05 2,043,878.34 -17,963.29
SALE 7/15/10 60 TOSHIBA CORP 682,700.00 1,444.73 315,728,295.00 318,922,740.46 -3,194,445.46
220991 7/21/10 JPY 462.655 87.450 3,610,386.45 3,318,734.70 291,651.75
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 31
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/15/10 60 TOYOTA MOTOR CORP 492,500.00 7,171.371,567,214,946.00 1,830,693,245.21 -263478299.21
220989 7/21/10 JPY 3183.43 87.450 17,921,268.68 19,472,747.25 -1,551,478.57
SALE 7/15/10 60 WEST JAPAN RAILWAY CO 500.00 738.71 161,437,884.00 166,026,202.27 -4,588,318.27
245431 7/21/10 JPY 323004. 87.450 1,846,059.28 1,837,803.94 8,255.34
SALE 7/15/10 60 YAMADA DENKI CO 25,900.00 683.97 149,472,107.00 158,110,742.26 -8,638,635.26
228268 7/21/10 JPY 5773.43 87.450 1,709,229.35 1,712,513.68 -3,284.33
SALE 7/15/10 60 YAMATO HOLDINGS CO LTD 118,500.00 612.46 133,848,560.00 148,225,752.87 -14,377,192.87
245354 7/21/10 JPY 1129.97 87.450 1,530,572.44 1,561,241.87 -30,669.43
SALE 7/20/10 60 AEON CO LTD 194,600.00 202.00 175,765,225.00 173,266,538.33 2,498,686.67
245452 7/23/10 JPY 903.303 87.020 2,019,825.61 1,827,455.71 192,369.90
SALE 7/20/10 60 AJINOMOTO CO INC NPV 201,800.00 189.21 164,632,740.00 176,725,627.72 -12,092,887.72
245406 7/23/10 JPY 815.903 87.020 1,891,895.43 1,958,570.33 -66,674.90
SALE 7/20/10 60 ASAHI BREWERIES LTD 117,400.00 196.54 171,017,099.00 189,842,332.21 -18,825,233.21
243254 7/23/10 JPY 1456.85 87.020 1,965,262.00 2,096,049.61 -130,787.61
SALE 7/20/10 60 ASAHI GLASS CO LTD JPY 266,500.00 251.20 218,563,653.00 191,638,825.72 26,924,827.28
245073 7/23/10 JPY 820.208 87.020 2,511,648.51 2,121,017.86 390,630.65
SALE 7/20/10 60 ASAHI KASEI CORP 383,200.00 196.77 171,212,463.00 169,608,809.39 1,603,653.61
249124 7/23/10 JPY 446.841 87.020 1,967,507.04 1,889,180.14 78,326.90
SALE 7/20/10 60 ASTELLAS PHARMA INC 97,400.00 321.54 279,770,721.00 330,808,040.92 -51,037,319.92
244460 7/23/10 JPY 2872.67 87.020 3,215,016.33 3,494,286.68 -279,270.35
SALE 7/20/10 60 BANK OF YOKOHAMA LTD/T 373,400.00 168.87 146,934,523.00 175,987,779.99 -29,053,256.99
244586 7/23/10 JPY 393.544 87.020 1,688,514.40 1,865,081.20 -176,566.80
SALE 7/20/10 60 BRIDGESTONE CORP 185,400.00 312.12 271,583,338.00 295,597,459.44 -24,014,121.44
210757 7/23/10 JPY 1464.99 87.020 3,120,930.11 3,138,509.34 -17,579.23
SALE 7/20/10 60 CANON INC. 139,500.00 537.67 467,830,214.00 503,878,250.53 -36,048,036.53
14464 7/23/10 JPY 3353.95 87.020 5,376,122.89 5,188,893.63 187,229.26
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 32
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/20/10 60 CENTRAL JAPAN RAILWAY 500.00 415.46 361,491,847.00 336,131,571.62 25,360,275.38
241712 7/23/10 JPY 723056. 87.020 4,154,123.73 3,682,572.57 471,551.16
SALE 7/20/10 60 CHUBU ELECTRIC POWER C 92,800.00 230.83 200,846,413.00 205,527,643.53 -4,681,230.53
241668 7/23/10 JPY 2164.51 87.020 2,308,048.87 2,244,112.18 63,936.69
SALE 7/20/10 60 CHUGOKU ELECTRIC POWER 84,500.00 174.51 151,849,118.00 168,278,006.03 -16,428,888.03
245395 7/23/10 JPY 1797.21 87.020 1,744,991.01 1,862,015.53 -117,024.52
SALE 7/20/10 60 DAI NIPPON PRINTING CO 170,300.00 200.48 174,441,859.00 210,327,723.78 -35,885,864.78
249051 7/23/10 JPY 1024.42 87.020 2,004,618.01 2,210,535.98 -205,917.97
SALE 7/20/10 60 DAI-ICHI LIFE INSURANC 1,600.00 212.08 184,532,245.00 254,188,258.81 -69,656,013.81
251928 7/23/10 JPY 115344. 87.020 2,120,572.80 2,742,940.10 -622,367.30
SALE 7/20/10 60 DAIICHI SANKYO CO LTD 204,400.00 362.17 315,129,594.00 366,833,213.54 -51,703,619.54
241711 7/23/10 JPY 1541.88 87.020 3,621,346.75 4,018,687.10 -397,340.35
SALE 7/20/10 60 DAIKIN INDUSTRIES LTD 54,600.00 183.88 159,991,898.00 172,564,624.38 -12,572,726.38
245450 7/23/10 JPY 2930.54 87.020 1,838,564.67 1,908,053.18 -69,488.51
SALE 7/20/10 60 DAIWA SECURITIES GROUP 504,300.00 218.66 190,257,447.00 249,500,379.88 -59,242,932.88
225427 7/23/10 JPY 377.308 87.020 2,186,364.59 2,702,017.83 -515,653.24
SALE 7/20/10 60 DENSO CORP 147,600.00 437.68 380,833,307.00 376,401,059.32 4,432,247.68
231704 7/23/10 JPY 2580.42 87.020 4,376,388.27 4,042,345.39 334,042.88
SALE 7/20/10 60 EAST JAPAN RAILWAY 99,300.00 652.41 567,672,229.00 635,712,652.53 -68,040,423.53
212437 7/23/10 JPY 5717.31 87.020 6,523,468.50 6,983,997.12 -460,528.62
SALE 7/20/10 60 EISAI CO LTD NPV 76,600.00 247.09 215,002,894.00 258,397,150.01 -43,394,256.01
249125 7/23/10 JPY 2807.10 87.020 2,470,729.65 2,877,392.88 -406,663.23
SALE 7/20/10 60 FANUC LTD 25,900.00 296.95 258,387,159.00 206,467,949.46 51,919,209.54
220993 7/23/10 JPY 9977.33 87.020 2,969,284.75 2,143,776.17 825,508.58
SALE 7/20/10 60 FAST RETAILING CO LTD 14,500.00 212.35 184,772,521.00 195,196,197.77 -10,423,676.77
241347 7/23/10 JPY 12744.2 87.020 2,123,333.96 2,128,838.67 -5,504.71
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: 33
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/20/10 60 FUJIFILM HOLDINGS CORP 65,400.00 196.39 170,880,709.00 178,091,743.21 -7,211,034.21
245420 7/23/10 JPY 2613.11 87.020 1,963,694.66 1,881,802.63 81,892.03
SALE 7/20/10 60 FUJITSU LTD 422,800.00 281.96 245,333,661.00 249,060,895.25 -3,727,234.25
244550 7/23/10 JPY 580.317 87.020 2,819,279.03 2,763,393.40 55,885.63
SALE 7/20/10 60 HITACHI LTD 829,500.00 320.96 279,271,605.00 321,284,319.80 -42,012,714.80
241346 7/23/10 JPY 336.708 87.020 3,209,280.68 3,370,070.61 -160,789.93
SALE 7/20/10 60 HONDA MOTOR CO LTD 312,200.00 934.12 812,784,112.00 873,553,842.74 -60,769,730.74
9605 7/23/10 JPY 2603.66 87.020 9,340,198.94 9,376,937.03 -36,738.09
SALE 7/20/10 60 HOYA CORP 125,500.00 283.20 246,413,356.00 251,826,185.46 -5,412,829.46
245255 7/23/10 JPY 1963.64 87.020 2,831,686.46 2,650,921.36 180,765.10
SALE 7/20/10 60 JAPAN TOBACCO INC JPY 500.00 154.21 134,180,681.00 145,904,686.03 -11,724,005.03
233920 7/23/10 JPY 268388. 87.020 1,541,952.21 1,599,302.86 -57,350.65
SALE 7/20/10 60 JFE HOLDINGS INC 119,500.00 353.33 307,435,153.00 407,813,100.37 -100377947.37
223579 7/23/10 JPY 2572.93 87.020 3,532,925.22 4,295,009.37 -762,084.15
SALE 7/20/10 60 JX HOLDINGS INC 471,400.00 240.50 209,261,769.00 220,638,297.49 -11,376,528.49
251348 7/23/10 JPY 443.960 87.020 2,404,754.87 2,434,288.71 -29,533.84
SALE 7/20/10 60 KANSAI ELECTRIC POWER 112,800.00 271.40 236,146,578.00 244,948,620.13 -8,802,042.13
241670 7/23/10 JPY 2093.70 87.020 2,713,704.64 2,668,371.55 45,333.09
SALE 7/20/10 60 KAO CORP 134,100.00 314.74 273,862,608.00 305,323,381.97 -31,460,773.97
243356 7/23/10 JPY 2042.43 87.020 3,147,122.59 3,375,415.42 -228,292.83
SALE 7/20/10 60 KDDI CORP 900.00 445.68 387,794,717.00 470,464,492.03 -82,669,775.03
241277 7/23/10 JPY 430926. 87.020 4,456,386.08 5,162,565.23 -706,179.15
SALE 7/20/10 60 KEYENCE CORP 12,600.00 296.40 257,906,208.00 241,832,897.29 16,073,310.71
244669 7/23/10 JPY 20470.7 87.020 2,963,757.85 2,566,233.75 397,524.10
SALE 7/20/10 60 KINTETSU CORP NPV 495,800.00 155.14 134,982,924.00 175,027,260.60 -40,044,336.60
245432 7/23/10 JPY 272.280 87.020 1,551,171.27 1,937,058.88 -385,887.61
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: 34
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/20/10 60 KIRIN HOLDINGS COMPANY 171,900.00 219.41 190,908,105.00 217,195,955.65 -26,287,850.65
245416 7/23/10 JPY 1110.68 87.020 2,193,841.70 2,282,333.26 -88,491.56
SALE 7/20/10 60 KOMATSU LTD 144,900.00 284.59 247,621,130.00 242,151,641.32 5,469,488.68
231469 7/23/10 JPY 1709.08 87.020 2,845,565.73 2,533,056.22 312,509.51
SALE 7/20/10 60 KUBOTA CORP Y50 331,700.00 250.46 217,924,012.00 244,784,501.32 -26,860,489.32
242022 7/23/10 JPY 657.057 87.020 2,504,298.00 2,574,575.48 -70,277.48
SALE 7/20/10 60 KYOCERA CORP 25,700.00 213.13 185,447,454.00 195,936,954.48 -10,489,500.48
244666 7/23/10 JPY 7216.57 87.020 2,131,090.03 2,082,599.80 48,490.23
SALE 7/20/10 60 KYUSHU ELECTRIC POWER 115,100.00 258.86 225,239,672.00 234,107,293.46 -8,867,621.46
245391 7/23/10 JPY 1957.10 87.020 2,588,366.72 2,589,306.36 -939.64
SALE 7/20/10 60 MARUBENI CORP JPY 50.0 502,400.00 262.31 228,241,961.00 238,007,935.55 -9,765,974.55
237450 7/23/10 JPY 454.349 87.020 2,622,867.86 2,478,597.09 144,270.77
SALE 7/20/10 60 MITSUBISHI CORP 203,000.00 434.36 377,946,111.00 386,179,178.86 -8,233,067.86
230635 7/23/10 JPY 1861.99 87.020 4,343,209.73 4,015,922.38 327,287.35
SALE 7/20/10 60 MITSUBISHI ELECTRIC CO 317,400.00 257.53 224,078,400.00 205,928,850.44 18,149,549.56
221125 7/23/10 JPY 706.052 87.020 2,575,021.83 2,129,744.95 445,276.88
SALE 7/20/10 60 MITSUBISHI ESTATE 285,900.00 393.09 342,035,794.00 432,204,833.81 -90,169,039.81
231470 7/23/10 JPY 1196.46 87.020 3,930,542.34 4,617,998.75 -687,456.41
SALE 7/20/10 60 MITSUBISHI HEAVY INDUS 921,500.00 324.11 282,013,827.00 330,032,115.04 -48,018,288.04
245069 7/23/10 JPY 306.068 87.020 3,240,793.23 3,487,841.43 -247,048.20
SALE 7/20/10 60 MITSUBISHI UFJ FINANCI 1,722,200.00 795.58 692,239,153.00 1,061,282,736.03 -369043583.03
219545 7/23/10 JPY 401.991 87.020 7,954,943.15 10,943,488.40 -2,988,545.25
SALE 7/20/10 60 MITSUI FUDOSAN CO LTD 256,900.00 372.89 324,457,556.00 410,343,756.03 -85,886,200.03
229918 7/23/10 JPY 1263.09 87.020 3,728,540.06 4,395,897.03 -667,356.97
SALE 7/20/10 60 MITSUI OSK LINES LTD 347,800.00 227.40 197,864,222.00 213,613,943.91 -15,749,721.91
244665 7/23/10 JPY 568.959 87.020 2,273,778.69 2,287,383.45 -13,604.76
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 35
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/20/10 60 MIZUHO FINANCIAL GROUP 2,449,100.00 378.01 328,912,095.00 462,900,144.13 -133988049.13
230461 7/23/10 JPY 134.313 87.020 3,779,729.89 4,942,282.93 -1,162,553.04
SALE 7/20/10 60 MS&AD INSURANCE GROUP 109,100.00 228.86 199,128,083.00 269,175,205.24 -70,047,122.24
251355 7/23/10 JPY 1825.37 87.020 2,288,302.49 2,960,191.82 -671,889.33
SALE 7/20/10 60 MURATA MANUFACTURING C 64,900.00 320.63 278,981,599.00 268,377,565.51 10,604,033.49
244667 7/23/10 JPY 4299.06 87.020 3,205,948.05 2,983,583.02 222,365.03
SALE 7/20/10 60 NGK INSULATORS LTD JPY 76,800.00 119.05 103,584,837.00 151,473,550.11 -47,888,713.11
245421 7/23/10 JPY 1348.89 87.020 1,190,356.67 1,672,836.27 -482,479.60
SALE 7/20/10 60 NIDEC CORP NPV 24,400.00 222.79 193,850,613.00 168,099,136.15 25,751,476.85
245266 7/23/10 JPY 7945.49 87.020 2,227,655.86 1,861,891.37 365,764.49
SALE 7/20/10 60 NINTENDO CO LTD JPY 50 20,400.00 571.74 497,481,247.00 501,713,185.52 -4,231,938.52
233668 7/23/10 JPY 24388.7 87.020 5,716,861.03 5,410,512.88 306,348.15
SALE 7/20/10 60 NIPPON STEEL CORP NPV 1,231,600.00 410.00 356,740,491.00 453,083,533.15 -96,343,042.15
227689 7/23/10 JPY 289.685 87.020 4,099,522.99 4,738,513.43 -638,990.44
SALE 7/20/10 60 NIPPON TELEGRAPH & TEL 45,400.00 190.00 165,319,965.00 187,838,443.50 -22,518,478.50
14460 7/23/10 JPY 3641.77 87.020 1,899,792.75 2,059,411.71 -159,618.96
SALE 7/20/10 60 NISSAN MOTOR CO LTD NP 601,400.00 425.97 370,640,753.00 396,723,308.62 -26,082,555.62
245070 7/23/10 JPY 616.358 87.020 4,259,259.40 4,382,560.44 -123,301.04
SALE 7/20/10 60 NKSJ HOLDINGS INC 314,700.00 195.76 170,336,180.00 188,957,150.47 -18,620,970.47
251351 7/23/10 JPY 541.319 87.020 1,957,437.14 2,081,118.21 -123,681.07
SALE 7/20/10 60 NOMURA HOLDINGS INC NP 585,700.00 317.44 276,212,275.00 401,806,270.40 -125593995.40
245071 7/23/10 JPY 471.641 87.020 3,174,124.05 4,264,640.63 -1,090,516.58
SALE 7/20/10 60 NTT DOCOMO INC 2,400.00 373.80 325,244,772.00 353,194,895.50 -27,950,123.50
238741 7/23/10 JPY 135532. 87.020 3,737,586.44 3,838,470.76 -100,884.32
SALE 7/20/10 60 OLYMPUS CORP JPY 50.0 46,900.00 119.34 103,839,014.00 111,694,708.88 -7,855,694.88
249126 7/23/10 JPY 2214.27 87.020 1,193,277.57 1,243,351.64 -50,074.07
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 36
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/20/10 60 ORIX CORP 32,100.00 228.75 199,044,594.00 174,822,013.80 24,222,580.20
244531 7/23/10 JPY 6201.38 87.020 2,287,343.07 1,941,041.61 346,301.46
SALE 7/20/10 60 OSAKA GAS CO LTD JPY 5 590,200.00 214.20 186,385,583.00 186,462,539.87 -76,956.87
245147 7/23/10 JPY 315.832 87.020 2,141,870.64 2,065,658.93 76,211.71
SALE 7/20/10 60 PANASONIC CORP 489,500.00 621.35 540,647,043.00 698,480,184.88 -157833141.88
243112 7/23/10 JPY 1104.59 87.020 6,212,905.57 7,384,514.07 -1,171,608.50
SALE 7/20/10 60 RESONA HOLDINGS INC 148,100.00 161.28 140,340,661.00 169,644,635.98 -29,303,974.98
249127 7/23/10 JPY 947.702 87.020 1,612,740.30 1,890,099.19 -277,358.89
SALE 7/20/10 60 RICOH CO LTD 100,300.00 132.49 115,278,968.00 137,679,550.45 -22,400,582.45
245256 7/23/10 JPY 1149.45 87.020 1,324,741.07 1,461,219.54 -136,478.47
SALE 7/20/10 60 ROHM CO LTD JPY 50.0 25,300.00 154.87 134,755,023.00 159,905,892.88 -25,150,869.88
245118 7/23/10 JPY 5326.81 87.020 1,548,552.32 1,686,938.90 -138,386.58
SALE 7/20/10 60 SECOM CO LTD 63,700.00 299.02 260,183,479.00 280,610,586.53 -20,427,107.53
245149 7/23/10 JPY 4084.92 87.020 2,989,927.36 3,102,222.60 -112,295.24
SALE 7/20/10 60 SEVEN + I HOLDINGS CO 137,400.00 320.42 278,798,212.00 318,815,029.60 -40,016,817.60
243214 7/23/10 JPY 2029.30 87.020 3,203,840.63 3,446,358.36 -242,517.73
SALE 7/20/10 60 SHARP CORP NPV 304,500.00 333.72 290,371,971.00 315,503,786.86 -25,131,815.86
244727 7/23/10 JPY 953.698 87.020 3,336,841.77 3,401,388.22 -64,546.45
SALE 7/20/10 60 SHIN-ETSU CHEMICAL 109,900.00 522.52 454,655,032.00 585,695,560.83 -131040528.83
220990 7/23/10 JPY 4137.40 87.020 5,224,718.82 6,173,112.47 -948,393.65
SALE 7/20/10 60 SHIONOGI + CO LTD NPV 90,700.00 180.53 157,083,093.00 187,954,164.42 -30,871,071.42
245124 7/23/10 JPY 1732.07 87.020 1,805,137.82 2,082,808.19 -277,670.37
SALE 7/20/10 60 SHISEIDO CO LTD JPY 50 97,400.00 216.57 188,440,658.00 165,209,122.59 23,231,535.41
243357 7/23/10 JPY 1934.90 87.020 2,165,486.76 1,801,725.54 363,761.22
SALE 7/20/10 60 SHIZUOKA BANK LTD/THE 183,200.00 151.70 131,999,601.00 168,572,204.59 -36,572,603.59
244529 7/23/10 JPY 720.594 87.020 1,516,888.08 1,774,949.09 -258,061.01
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: 37
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/20/10 60 SMC CORP/JAPAN JPY 50. 16,400.00 219.66 191,130,885.00 173,026,969.67 18,103,915.33
245351 7/23/10 JPY 11655.4 87.020 2,196,401.80 1,841,659.90 354,741.90
SALE 7/20/10 60 SOFTBANK CORP NPV 116,900.00 332.91 289,674,328.00 220,416,133.45 69,258,194.55
245151 7/23/10 JPY 2478.21 87.020 3,328,824.73 2,436,088.85 892,735.88
SALE 7/20/10 60 SUMITOMO CHEMICAL CO L 481,100.00 185.01 160,987,190.00 198,759,457.07 -37,772,267.07
241278 7/23/10 JPY 334.657 87.020 1,850,002.18 2,158,619.67 -308,617.49
SALE 7/20/10 60 SUMITOMO ELECTRIC INDU 81,400.00 95.40 83,010,394.00 96,978,899.58 -13,968,505.58
221169 7/23/10 JPY 1019.88 87.020 953,923.17 1,043,096.46 -89,173.29
SALE 7/20/10 60 SUMITOMO METAL IND JPY 1,023,600.00 238.70 207,695,408.00 240,486,206.63 -32,790,798.63
231548 7/23/10 JPY 202.927 87.020 2,386,754.86 2,623,106.75 -236,351.89
SALE 7/20/10 60 SUMITOMO METAL MINING 159,100.00 195.43 170,046,989.00 230,253,111.56 -60,206,122.56
245154 7/23/10 JPY 1068.91 87.020 1,954,113.87 2,548,283.56 -594,169.69
SALE 7/20/10 60 SUMITOMO MITSUI FINANC 223,700.00 636.98 554,246,662.00 816,647,959.82 -262401297.82
231251 7/23/10 JPY 2477.88 87.020 6,369,187.11 8,605,381.82 -2,236,194.71
SALE 7/20/10 60 SUMITOMO REALTY 116,700.00 197.35 171,708,931.00 202,185,447.74 -30,476,516.74
229917 7/23/10 JPY 1471.51 87.020 1,973,212.26 2,205,172.69 -231,960.43
SALE 7/20/10 60 SUMITOMO TRUST & BANKI 432,900.00 223.34 194,333,055.00 215,458,451.20 -21,125,396.20
223107 7/23/10 JPY 448.955 87.020 2,233,199.90 2,338,906.02 -105,706.12
SALE 7/20/10 60 SUZUKI MOTOR CORP 107,300.00 218.43 190,061,697.00 222,961,655.59 -32,899,958.59
244719 7/23/10 JPY 1771.48 87.020 2,184,115.11 2,363,545.80 -179,430.69
SALE 7/20/10 60 T&D HOLDINGS INC 85,700.00 188.83 164,307,619.00 231,785,641.07 -67,478,022.07
232920 7/23/10 JPY 1917.43 87.020 1,888,159.26 2,483,230.30 -595,071.04
SALE 7/20/10 60 TAKEDA PHARMACEUTICAL 113,300.00 508.55 442,497,751.00 455,260,643.35 -12,762,892.35
12313 7/23/10 JPY 3905.93 87.020 5,085,012.08 4,890,660.71 194,351.37
SALE 7/20/10 60 TDK CORP 22,400.00 129.04 112,278,770.00 104,804,829.79 7,473,940.21
244668 7/23/10 JPY 5012.94 87.020 1,290,263.96 1,113,806.60 176,457.36
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 38
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/20/10 60 TERUMO CORP JPY 50.0 33,600.00 169.11 147,148,785.00 141,738,344.94 5,410,440.06
245260 7/23/10 JPY 4379.86 87.020 1,690,976.61 1,491,241.92 199,734.69
SALE 7/20/10 60 TOHOKU ELECTRIC POWER 129,700.00 278.01 241,900,108.00 259,486,907.96 -17,586,799.96
245286 7/23/10 JPY 1865.26 87.020 2,779,821.97 2,872,208.97 -92,387.00
SALE 7/20/10 60 TOKIO MARINE HOLDINGS 33,300.00 92.65 80,609,237.00 90,991,994.66 -10,382,757.66
245267 7/23/10 JPY 2420.94 87.020 926,330.00 956,972.87 -30,642.87
SALE 7/20/10 60 TOKYO ELECTRIC POWER C 131,700.00 361.92 314,910,302.00 319,517,845.87 -4,607,543.87
241669 7/23/10 JPY 2391.35 87.020 3,618,826.73 3,455,888.33 162,938.40
SALE 7/20/10 60 TOKYO ELECTRON LTD 29,000.00 157.27 136,843,015.00 137,163,817.16 -320,802.16
244532 7/23/10 JPY 4719.19 87.020 1,572,546.71 1,458,932.15 113,614.56
SALE 7/20/10 60 TOKYO GAS CO LTD 581,400.00 262.16 228,110,407.00 219,904,663.14 8,205,743.86
243898 7/23/10 JPY 392.386 87.020 2,621,356.09 2,437,035.09 184,321.00
SALE 7/20/10 60 TORAY INDUSTRIES INC N 404,100.00 201.88 175,661,917.00 197,168,526.94 -21,506,609.94
245308 7/23/10 JPY 434.743 87.020 2,018,638.44 2,083,054.82 -64,416.38
SALE 7/20/10 60 TOSHIBA CORP 695,800.00 356.47 310,165,596.00 325,042,394.63 -14,876,798.63
220991 7/23/10 JPY 445.813 87.020 3,564,302.41 3,382,416.30 181,886.11
SALE 7/20/10 60 TOYOTA MOTOR CORP 501,900.00 1,769.801,539,923,482.00 1,865,634,395.47 -325710913.47
220989 7/23/10 JPY 3068.49 87.020 17,696,201.82 19,844,409.84 -2,148,208.02
SALE 7/20/10 60 WEST JAPAN RAILWAY CO 500.00 182.00 158,361,662.00 166,026,202.27 -7,664,540.27
245431 7/23/10 JPY 316755. 87.020 1,819,830.64 1,837,803.94 -17,973.30
SALE 7/20/10 60 YAMADA DENKI CO 26,400.00 170.04 147,960,102.00 161,163,073.20 -13,202,971.20
228268 7/23/10 JPY 5605.11 87.020 1,700,299.95 1,745,573.79 -45,273.84
SALE 7/20/10 60 YAMATO HOLDINGS CO LTD 120,700.00 153.01 133,133,281.00 150,977,623.38 -17,844,342.38
245354 7/23/10 JPY 1103.12 87.020 1,529,915.89 1,590,226.95 -60,311.06
SALE 7/21/10 60 COSMO OIL CO LTD JPY 5 107,620.00 311.99 22,638,380.00 33,177,024.00 -10,538,644.00
245402 7/26/10 JPY 210.607 87.180 259,674.01 342,384.15 -82,710.14
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 39
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/21/10 60 JAPAN PRIME REALTY INV 110.00 297.22 21,567,288.00 19,258,076.00 2,309,212.00
245342 7/26/10 JPY 196301. 87.180 247,388.02 197,114.39 50,273.63
SALE 7/21/10 60 JUPITER TELECOMMUNICAT 318.00 380.80 27,631,502.00 25,387,325.29 2,244,176.71
243590 7/26/10 JPY 86995.9 87.180 316,947.72 274,074.90 42,872.82
SALE 7/21/10 60 MATSUI SECURITIES CO L 24,480.00 144.86 12,617,367.00 20,140,332.88 -7,522,965.88
245323 7/26/10 JPY 515.931 87.180 144,727.77 209,934.81 -65,207.04
SALE 7/21/10 60 MIZUHO TRUST + BANKING 266,240.00 256.50 18,613,267.00 26,477,309.00 -7,864,042.00
245265 7/26/10 JPY 69.996 87.180 213,503.87 270,590.79 -57,086.92
SALE 7/21/10 60 NISSAN CHEMICAL INDUST 26,290.00 362.67 26,317,030.00 21,447,949.00 4,869,081.00
245133 7/26/10 JPY 1002.23 87.180 301,870.04 218,477.63 83,392.41
SALE 7/21/10 60 NISSHIN STEEL CO LTD J 134,050.00 259.27 18,813,326.00 23,293,964.00 -4,480,638.00
245153 7/26/10 JPY 140.514 87.180 215,798.65 237,281.90 -21,483.25
SALE 7/21/10 60 NISSHINBO HOLDINGS INC 22,690.00 277.22 20,116,375.00 17,885,084.00 2,231,291.00
245129 7/26/10 JPY 887.640 87.180 230,745.30 182,184.82 48,560.48
SALE 7/21/10 60 NOMURA RE OFFICE FD-RE 60.00 379.95 27,569,876.00 30,727,575.00 -3,157,699.00
245346 7/26/10 JPY 460050. 87.180 316,240.84 314,509.47 1,731.37
SALE 7/21/10 60 NTT URBAN DEVELOPMENT 210.00 164.26 14,306,041.00 17,436,709.00 -3,130,668.00
245338 7/26/10 JPY 68192.1 87.180 164,097.74 178,471.94 -14,374.20
SALE 7/21/10 60 RENESAS ELECTRONICS CO 6,700.00 60.32 5,254,557.00 4,000,500.00 1,254,057.00
251347 7/26/10 JPY 785.047 87.180 60,272.51 40,884.01 19,388.50
SALE 7/21/10 60 SEVEN BANK LTD NPV 80.00 146.87 12,791,685.00 19,719,614.00 -6,927,929.00
245140 7/26/10 JPY 160056. 87.180 146,727.29 200,872.10 -54,144.81
SALE 7/21/10 60 SHINSEI BANK LTD JPY 5 275,000.00 233.01 16,908,714.00 28,747,635.00 -11,838,921.00
245453 7/26/10 JPY 61.560 87.180 193,951.75 290,938.52 -96,986.77
SALE 7/21/10 60 SUMITOMO RUBBER INDUST 31,510.00 359.81 26,109,029.00 21,793,650.00 4,315,379.00
245150 7/26/10 JPY 829.591 87.180 299,484.16 221,999.08 77,485.08
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 40
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/21/10 60 TAIHEIYO CEMENT CORP J 169,590.00 215.32 18,753,874.00 28,983,629.25 -10,229,755.25
245333 7/26/10 JPY 110.694 87.180 215,116.70 301,979.97 -86,863.27
SALE 7/21/10 60 TOKYO STEEL MANUFACTUR 23,940.00 335.70 24,359,082.00 24,565,901.00 -206,819.00
245340 7/26/10 JPY 1018.72 87.180 279,411.36 251,442.18 27,969.18
SALE 7/21/10 60 TOKYO TATEMONO CO LTD 46,180.00 144.82 12,612,622.00 12,326,728.00 285,894.00
245332 7/26/10 JPY 273.392 87.180 144,673.34 126,169.17 18,504.17
SALE 7/21/10 60 TOKYU LAND CORP JPY 50 79,660.00 336.30 24,403,112.00 23,462,876.00 940,236.00
245335 7/26/10 JPY 306.709 87.180 279,916.40 240,152.26 39,764.14
SALE 7/21/10 60 YAMATO KOGYO CO LTD JP 7,480.00 219.04 15,894,784.00 16,984,605.00 -1,089,821.00
245344 7/26/10 JPY 2127.52 87.180 182,321.45 173,844.47 8,476.98
SALE 7/22/10 60 77 BANK LTD/THE JPY 50 66,560.00 84.10 30,500,600.00 35,927,170.06 -5,426,570.06
245313 7/27/10 JPY 458.352 87.065 350,319.88 374,452.25 -24,132.37
SALE 7/22/10 60 ADVANTEST CORP 28,370.00 146.68 53,197,740.00 39,305,482.81 13,892,257.19
244728 7/27/10 JPY 1875.59 87.065 611,011.77 428,276.52 182,735.25
SALE 7/22/10 60 CITIZEN HOLDINGS CO LT 66,830.00 93.00 33,729,852.00 26,468,956.00 7,260,896.00
245259 7/27/10 JPY 504.832 87.065 387,410.00 270,505.43 116,904.57
SALE 7/22/10 60 DENA CO LTD 18,000.00 105.52 38,272,012.00 20,825,246.00 17,446,766.00
245359 7/27/10 JPY 2126.73 87.065 439,579.76 213,155.03 226,424.73
SALE 7/22/10 60 ELPIDA MEMORY INC 20,930.00 72.46 26,281,011.00 118,754,828.24 -92,473,817.24
237614 7/27/10 JPY 1255.96 87.065 301,855.06 966,945.89 -665,090.83
SALE 7/22/10 60 FUKUOKA FINANCIAL GROU 146,750.00 144.18 52,290,703.00 58,535,445.62 -6,244,742.62
245315 7/27/10 JPY 356.411 87.065 600,593.84 609,891.77 -9,297.93
SALE 7/22/10 60 FURUKAWA ELECTRIC CO L 122,600.00 125.23 45,418,098.00 65,745,014.53 -20,326,916.53
242559 7/27/10 JPY 370.547 87.065 521,657.36 598,661.58 -77,004.22
SALE 7/22/10 60 HIROSE ELECTRIC CO LTD 6,130.00 144.65 52,464,306.00 63,759,237.63 -11,294,931.63
244670 7/27/10 JPY 8560.66 87.065 602,587.79 666,645.56 -64,057.77
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: 41
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/22/10 60 HITACHI CONSTRUCTION M 20,750.00 97.18 35,247,038.00 26,152,850.00 9,094,188.00
245156 7/27/10 JPY 1699.06 87.065 404,835.90 266,461.71 138,374.19
SALE 7/22/10 60 HOKUHOKU FINANCIAL GRO 214,620.00 93.02 33,738,235.00 40,407,810.00 -6,669,575.00
245317 7/27/10 JPY 157.238 87.065 387,506.29 413,590.69 -26,084.40
SALE 7/22/10 60 IHI CORP 220,000.00 88.92 32,251,254.00 25,627,082.00 6,624,172.00
245451 7/27/10 JPY 146.632 87.065 370,427.31 259,357.17 111,070.14
SALE 7/22/10 60 J FRONT RETAILING CO L 99,780.00 107.98 39,159,797.00 38,720,506.00 439,291.00
245296 7/27/10 JPY 392.556 87.065 449,776.57 396,320.43 53,456.14
SALE 7/22/10 60 JOYO BANK LTD/THE 138,430.00 130.35 47,275,287.00 66,030,365.53 -18,755,078.53
244530 7/27/10 JPY 341.592 87.065 542,988.42 690,554.87 -147,566.45
SALE 7/22/10 60 JSR CORPORATION 34,860.00 146.48 53,124,728.00 88,547,677.15 -35,422,949.15
223504 7/27/10 JPY 1524.31 87.065 610,173.18 775,199.74 -165,026.56
SALE 7/22/10 60 KEISEI ELECTRIC RAILWA 54,000.00 79.18 28,718,104.00 28,621,993.95 96,110.05
245430 7/27/10 JPY 531.944 87.065 329,846.71 298,300.64 31,546.07
SALE 7/22/10 60 MAKITA CORP 23,000.00 161.73 58,657,318.00 93,942,792.65 -35,285,474.65
239065 7/27/10 JPY 2550.93 87.065 673,718.69 864,368.99 -190,650.30
SALE 7/22/10 60 MAZDA MOTOR CORP NPV 153,910.00 84.56 30,668,640.00 28,848,092.00 1,820,548.00
245297 7/27/10 JPY 199.311 87.065 352,249.93 295,272.18 56,977.75
SALE 7/22/10 60 MEDICEO PALTAC HOLDING 30,820.00 86.69 31,441,732.00 34,325,563.00 -2,883,831.00
245303 7/27/10 JPY 1020.41 87.065 361,129.41 351,336.37 9,793.04
SALE 7/22/10 60 MINEBEA CO LTD JPY 50. 70,030.00 87.80 31,842,854.00 25,539,157.00 6,303,697.00
245158 7/27/10 JPY 454.812 87.065 365,736.56 260,203.83 105,532.73
SALE 7/22/10 60 NAMCO BANDAI HOLDINGS 41,150.00 88.54 32,114,940.00 43,068,092.00 -10,953,152.00
245306 7/27/10 JPY 780.623 87.065 368,861.66 440,819.77 -71,958.11
SALE 7/22/10 60 NISSHIN SEIFUN GROUP I 33,090.00 96.87 35,132,147.00 33,695,223.00 1,436,924.00
245119 7/27/10 JPY 1061.97 87.065 403,516.30 343,233.40 60,282.90
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 42
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/22/10 60 NSK LTD JPY 50.0 79,830.00 128.02 46,432,256.00 32,083,097.00 14,349,159.00
245157 7/27/10 JPY 581.779 87.065 533,305.65 326,811.62 206,494.03
SALE 7/22/10 60 NTN CORP JPY 50.0 81,810.00 81.61 29,598,118.00 24,332,438.00 5,265,680.00
245357 7/27/10 JPY 361.878 87.065 339,954.26 249,052.59 90,901.67
SALE 7/22/10 60 ORACLE CORP JAPAN JPY 7,810.00 96.45 34,979,603.00 30,077,521.00 4,902,082.00
245401 7/27/10 JPY 4479.89 87.065 401,764.23 310,397.53 91,366.70
SALE 7/22/10 60 SANTEN PHARMACEUTICAL 14,670.00 121.24 43,974,694.00 42,064,515.60 1,910,178.40
244480 7/27/10 JPY 2998.31 87.065 505,078.90 470,131.12 34,947.78
SALE 7/22/10 60 SEGA SAMMY HOLDINGS IN 38,580.00 136.71 49,584,238.00 36,691,506.00 12,892,732.00
245353 7/27/10 JPY 1285.54 87.065 569,508.28 375,552.77 193,955.51
SALE 7/22/10 60 SHIMAMURA CO LTD JPY 5 4,160.00 91.89 33,324,600.00 19,991,245.00 13,333,355.00
245134 7/27/10 JPY 8012.64 87.065 382,755.41 203,639.04 179,116.37
SALE 7/22/10 60 SHIMIZU CORP NPV 108,360.00 95.55 34,652,599.00 45,417,425.82 -10,764,826.82
245115 7/27/10 JPY 319.868 87.065 398,008.37 473,245.69 -75,237.32
SALE 7/22/10 60 SHOWA DENKO KK JPY 50. 216,930.00 93.41 33,879,023.00 26,232,296.00 7,646,727.00
245131 7/27/10 JPY 156.212 87.065 389,123.33 267,212.96 121,910.37
SALE 7/22/10 60 STANLEY ELECTRIC CO LT 29,240.00 115.94 42,049,766.00 32,853,948.00 9,195,818.00
245116 7/27/10 JPY 1438.43 87.065 482,969.80 334,733.78 148,236.02
SALE 7/22/10 60 SUMITOMO HEAVY INDUSTR 102,810.00 140.60 50,990,330.00 29,040,445.00 21,949,885.00
245155 7/27/10 JPY 496.086 87.065 585,658.19 295,817.92 289,840.27
SALE 7/22/10 60 SURUGA BANK LTD JPY 50 40,240.00 88.08 31,944,649.00 34,283,696.00 -2,339,047.00
245138 7/27/10 JPY 794.044 87.065 366,905.75 349,227.83 17,677.92
SALE 7/22/10 60 SUZUKEN CO LTD JPY 50. 14,970.00 125.63 45,564,700.00 39,268,845.00 6,295,855.00
245310 7/27/10 JPY 3044.46 87.065 523,341.18 401,932.91 121,408.27
SALE 7/22/10 60 TAISHO PHARMACEUTICAL 24,190.00 112.36 40,752,798.00 45,111,752.00 -4,358,954.00
245141 7/27/10 JPY 1685.10 87.065 468,073.26 459,526.86 8,546.40
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 7/01/10 THROUGH 7/31/10 ** 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 7/22/10 60 TAIYO NIPPON SANSO COR 52,730.00 107.84 39,110,001.00 31,467,956.00 7,642,045.00
245137 7/27/10 JPY 741.881 87.065 449,204.63 320,545.54 128,659.09
SALE 7/22/10 60 TAKASHIMAYA CO LTD NPV 57,190.00 107.88 39,129,190.00 37,856,888.08 1,272,301.92
245136 7/27/10 JPY 684.361 87.065 449,425.03 394,756.73 54,668.30
SALE 7/22/10 60 THK CO LTD JPY 50.0 22,430.00 107.32 38,924,385.00 33,253,672.46 5,670,712.54
245159 7/27/10 JPY 1735.78 87.065 447,072.70 346,452.85 100,619.85
SALE 7/22/10 60 TOHO CO LTD/TOKYO JPY 23,230.00 93.71 33,986,070.00 33,098,347.04 887,722.96
245304 7/27/10 JPY 1463.37 87.065 390,352.84 344,987.18 45,365.66
SALE 7/22/10 60 TREND MICRO INC JPY 50 19,430.00 130.08 47,177,366.00 54,779,373.00 -7,602,007.00
245262 7/27/10 JPY 2428.65 87.065 541,863.73 559,830.08 -17,966.35
SALE 7/22/10 60 YASKAWA ELECTRIC CORP 47,160.00 83.24 30,187,674.00 21,854,678.00 8,332,996.00
245360 7/27/10 JPY 640.266 87.065 346,725.71 223,691.69 123,034.02
SALE 7/23/10 60 ASAHI BREWERIES LTD 78,590.00 344.90 120,391,088.00 127,084,402.80 -6,693,314.80
243254 7/28/10 JPY 1532.27 87.290 1,379,208.25 1,403,139.18 -23,930.93
SALE 7/23/10 60 ASAHI GLASS CO LTD JPY 187,830.00 103.86 156,227,962.00 135,067,619.64 21,160,342.36
245073 7/28/10 JPY 831.800 87.290 1,789,757.84 1,494,899.76 294,858.08
SALE 7/23/10 60 ASTELLAS PHARMA INC 93,770.00 779.70 272,171,568.00 318,479,158.08 -46,307,590.08
244460 7/28/10 JPY 2903.27 87.290 3,118,015.44 3,364,058.14 -246,042.70
SALE 7/23/10 60 BANK OF YOKOHAMA LTD/T 242,120.00 270.67 94,485,542.00 114,113,983.10 -19,628,441.10
244586 7/28/10 JPY 390.340 87.290 1,082,432.60 1,209,355.81 -126,923.21
SALE 7/23/10 60 CHIBA BANK LTD/THE 145,870.00 220.14 76,843,757.00 86,126,448.03 -9,282,691.03
244533 7/28/10 JPY 526.928 87.290 880,327.15 900,394.82 -20,067.67
SALE 7/23/10 60 CHUGAI PHARMACEUTICAL 43,860.00 193.74 67,629,248.00 75,064,168.78 -7,434,920.78
244479 7/28/10 JPY 1542.32 87.290 774,765.13 840,587.98 -65,822.85
SALE 7/23/10 60 DAIWA SECURITIES GROUP 250,110.00 262.80 91,734,641.00 123,740,908.21 -32,006,267.21
225427 7/28/10 JPY 366.869 87.290 1,050,918.10 1,340,078.68 -289,160.58
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: 44
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/23/10 60 ISUZU MOTORS LTD JPY 5 249,300.00 180.47 62,996,442.00 29,323,059.00 33,673,383.00
245294 7/28/10 JPY 252.756 87.290 721,691.40 300,133.66 421,557.74
SALE 7/23/10 60 JFE HOLDINGS INC 102,690.00 790.72 276,016,894.00 350,446,253.37 -74,429,359.37
223579 7/28/10 JPY 2688.53 87.290 3,162,067.75 3,690,832.74 -528,764.99
SALE 7/23/10 60 JX HOLDINGS INC 422,030.00 554.79 193,660,219.00 197,530,718.48 -3,870,499.48
251348 7/28/10 JPY 458.993 87.290 2,218,584.25 2,179,344.21 39,240.04
SALE 7/23/10 60 KAO CORP 99,660.00 589.80 205,881,256.00 226,909,233.76 -21,027,977.76
243356 7/28/10 JPY 2066.35 87.290 2,358,589.25 2,508,530.21 -149,940.96
SALE 7/23/10 60 KEIHIN ELECTRIC EXPRES 86,000.00 201.27 70,254,433.00 61,889,765.00 8,364,668.00
245427 7/28/10 JPY 817.116 87.290 804,839.42 626,731.80 178,107.62
SALE 7/23/10 60 KEIO CORP JPY 50.0 113,000.00 191.58 66,875,277.00 64,125,432.00 2,749,845.00
245428 7/28/10 JPY 591.965 87.290 766,127.59 649,371.46 116,756.13
SALE 7/23/10 60 KINTETSU CORP NPV 320,000.00 254.35 88,786,790.00 112,966,364.24 -24,179,574.24
245432 7/28/10 JPY 277.528 87.290 1,017,147.33 1,250,219.53 -233,072.20
SALE 7/23/10 60 KOBE STEEL LTD JPY 50. 507,000.00 261.85 91,408,154.00 65,586,887.00 25,821,267.00
245422 7/28/10 JPY 180.337 87.290 1,047,177.84 664,171.01 383,006.83
SALE 7/23/10 60 KURARAY CO LTD NPV 70,660.00 218.71 76,343,906.00 60,087,041.00 16,256,865.00
245257 7/28/10 JPY 1080.71 87.290 874,600.82 614,072.98 260,527.84
SALE 7/23/10 60 MITSUBISHI ESTATE 222,180.00 769.86 268,733,473.00 335,877,124.78 -67,143,651.78
231470 7/28/10 JPY 1209.83 87.290 3,078,628.40 3,588,761.67 -510,133.27
SALE 7/23/10 60 MITSUBISHI TANABE PHAR 47,730.00 175.74 61,347,980.00 45,344,780.00 16,003,200.00
245319 7/28/10 JPY 1285.63 87.290 702,806.51 464,122.62 238,683.89
SALE 7/23/10 60 MITSUI FUDOSAN CO LTD 161,260.00 582.51 203,338,360.00 257,578,957.17 -54,240,597.17
229918 7/28/10 JPY 1261.25 87.290 2,329,457.67 2,759,370.79 -429,913.12
SALE 7/23/10 60 MITSUI OSK LINES LTD 214,370.00 357.23 124,698,008.00 131,663,085.55 -6,965,077.55
244665 7/28/10 JPY 581.841 87.290 1,428,548.61 1,409,851.61 18,697.00
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: 45
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/23/10 60 MS&AD INSURANCE GROUP 80,220.00 423.11 147,697,446.00 197,921,493.71 -50,224,047.71
251355 7/28/10 JPY 1841.61 87.290 1,692,031.69 2,176,595.67 -484,563.98
SALE 7/23/10 60 MURATA MANUFACTURING C 41,360.00 512.51 178,901,665.00 171,033,838.36 7,867,826.64
244667 7/28/10 JPY 4326.55 87.290 2,049,509.28 1,901,402.06 148,107.22
SALE 7/23/10 60 NGK INSULATORS LTD JPY 50,000.00 195.42 68,215,942.00 98,615,592.52 -30,399,650.52
245421 7/28/10 JPY 1364.66 87.290 781,486.33 1,089,086.11 -307,599.78
SALE 7/23/10 60 NIPPON BUILDING FUND I 100.00 209.77 73,226,689.00 95,590,716.60 -22,364,027.60
244461 7/28/10 JPY 732450. 87.290 838,889.78 1,068,349.87 -229,460.09
SALE 7/23/10 60 NIPPON ELECTRIC GLASS 66,020.00 202.34 70,629,020.00 45,607,091.34 25,021,928.66
244986 7/28/10 JPY 1070.08 87.290 809,130.71 464,288.83 344,841.88
SALE 7/23/10 60 NIPPON STEEL CORP NPV 974,240.00 817.57 285,392,937.00 358,405,408.68 -73,012,471.68
227689 7/28/10 JPY 293.012 87.290 3,269,480.32 3,748,334.95 -478,854.63
SALE 7/23/10 60 NIPPON YUSEN KK JPY 50 220,190.00 207.29 72,356,796.00 91,997,959.00 -19,641,163.00
245358 7/28/10 JPY 328.693 87.290 828,924.23 941,637.25 -112,713.02
SALE 7/23/10 60 NITTO DENKO CORP NPV 31,510.00 267.51 93,380,400.00 60,291,512.86 33,088,887.14
245068 7/28/10 JPY 2964.25 87.290 1,069,772.02 616,036.71 453,735.31
SALE 7/23/10 60 NKSJ HOLDINGS INC 288,870.00 436.59 152,398,127.00 173,447,893.41 -21,049,766.41
251351 7/28/10 JPY 527.698 87.290 1,745,883.00 1,910,303.83 -164,420.83
SALE 7/23/10 60 NOMURA HOLDINGS INC NP 459,100.00 617.40 215,514,217.00 314,955,196.76 -99,440,979.76
245071 7/28/10 JPY 469.545 87.290 2,468,945.09 3,342,831.68 -873,886.59
SALE 7/23/10 60 ODAKYU ELECTRIC RAILWA 126,510.00 288.70 100,776,778.00 99,472,715.00 1,304,063.00
245350 7/28/10 JPY 796.791 87.290 1,154,505.42 1,018,144.47 136,360.95
SALE 7/23/10 60 OSAKA GAS CO LTD JPY 5 365,990.00 335.71 117,187,484.00 115,627,626.17 1,559,857.83
245147 7/28/10 JPY 320.273 87.290 1,342,507.55 1,280,939.53 61,568.02
SALE 7/23/10 60 SECOM CO LTD 38,010.00 443.90 154,953,052.00 167,441,262.07 -12,488,210.07
245149 7/28/10 JPY 4077.65 87.290 1,775,152.39 1,851,106.45 -75,954.06
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 7/01/10 THROUGH 7/31/10 ** 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 7/23/10 60 SHIN-ETSU CHEMICAL 79,620.00 978.00 341,394,929.00 424,322,843.98 -82,927,914.98
220990 7/28/10 JPY 4288.87 87.290 3,911,042.83 4,472,276.75 -561,233.92
SALE 7/23/10 60 SHIZUOKA BANK LTD/THE 118,640.00 248.22 86,646,170.00 109,167,065.24 -22,520,895.24
244529 7/28/10 JPY 730.511 87.290 992,624.24 1,149,453.93 -156,829.69
SALE 7/23/10 60 SUMITOMO CHEMICAL CO L 500,000.00 493.44 172,247,928.00 206,567,716.76 -34,319,788.76
241278 7/28/10 JPY 344.582 87.290 1,973,283.63 2,243,420.98 -270,137.35
SALE 7/23/10 60 SUMITOMO ELECTRIC INDU 145,400.00 431.26 150,545,952.00 173,227,665.83 -22,681,713.83
221169 7/28/10 JPY 1035.65 87.290 1,724,664.36 1,863,221.44 -138,557.08
SALE 7/23/10 60 SUMITOMO METAL IND JPY 500,000.00 292.90 102,242,433.00 117,470,792.61 -15,228,359.61
231548 7/28/10 JPY 204.536 87.290 1,171,296.06 1,281,314.36 -110,018.30
SALE 7/23/10 60 SUMITOMO METAL MINING 103,740.00 334.14 116,640,260.00 150,134,869.85 -33,494,609.85
245154 7/28/10 JPY 1124.63 87.290 1,336,238.52 1,661,589.79 -325,351.27
SALE 7/23/10 60 SUMITOMO REALTY 71,160.00 305.99 106,815,333.00 123,286,344.99 -16,471,011.99
229917 7/28/10 JPY 1501.43 87.290 1,223,683.50 1,344,645.15 -120,961.65
SALE 7/23/10 60 SUMITOMO TRUST & BANKI 300,700.00 392.47 137,000,234.00 149,661,252.66 -12,661,018.66
223107 7/28/10 JPY 455.718 87.290 1,569,483.72 1,624,645.50 -55,161.78
SALE 7/23/10 60 TOBU RAILWAY CO LTD JP 162,720.00 234.94 82,012,095.00 85,849,498.00 -3,837,403.00
245348 7/28/10 JPY 504.133 87.290 939,535.97 878,705.20 60,830.77
SALE 7/23/10 60 TOPPAN PRINTING CO JPY 99,920.00 203.75 71,119,180.00 68,821,615.00 2,297,565.00
245309 7/28/10 JPY 711.939 87.290 814,746.02 704,417.76 110,328.26
SALE 7/23/10 60 YAMATO HOLDINGS CO LTD 75,690.00 237.81 83,014,608.00 94,676,854.30 -11,662,246.30
245354 7/28/10 JPY 1097.04 87.290 951,020.83 997,218.54 -46,197.71
---------------- --------- ---------------- ------------ ---------------- --------------
96,725,028.00 2356204.71 96391548194.00 106518692402.10 -10127144208.1
1,099,042,324.27 1,142,247,773.27 -43,205,449.00
401 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
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 7/01/10 THROUGH 7/31/10 ** 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 7/21/10 60 DNB NOR ASA 1,000,000.00 17,425.65 72,454,455.04 39,933,752.13 32,520,702.91
243080 7/26/10 NOK 72.563 6.246 11,599,672.61 6,524,509.44 5,075,163.17
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 17,425.65 72,454,455.04 39,933,752.13 32,520,702.91
11,599,672.61 6,524,509.44 5,075,163.17
1 TRANSACTION IN COUNTRY: NORWAY ( 700)
SALE 7/19/10 60 STRAUMANN HOLDING (REG 42,716.00 14,204.15 9,946,429.14 11,177,846.49 -1,231,417.35
222327 7/22/10 CHF 233.200 1.052 9,455,229.94 8,922,240.82 532,989.12
SALE 7/19/10 60 STRAUMANN HOLDING (REG 7,284.00 2,416.11 1,691,881.38 1,906,064.09 -214,182.71
222327 7/22/10 CHF 232.623 1.052 1,608,328.70 1,521,434.64 86,894.06
SALE 7/21/10 60 GEORG FISCHER AG CHF 2 4,200.00 2,971.25 1,640,216.70 870,512.54 769,704.16
247766 7/26/10 CHF 391.271 1.051 1,560,847.60 811,951.44 748,896.16
SALE 7/22/10 60 GEORG FISCHER AG CHF 2 5,800.00 4,164.53 2,280,013.50 1,202,136.37 1,077,877.13
247766 7/27/10 CHF 393.854 1.042 2,187,692.86 1,121,266.29 1,066,426.57
---------------- --------- ---------------- ------------ ---------------- --------------
60,000.00 23,756.04 15,558,540.72 15,156,559.49 401,981.23
14,812,099.10 12,376,893.19 2,435,205.91
4 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
SALE 6/30/10 60 BT GROUP PLC 5,000,000.00 11,695.08 6,504,684.00 6,263,518.49 241,165.51
250974 7/05/10 UKP S27547 1.303 .668 9,732,961.25 9,506,798.62 226,162.63
SALE 7/20/10 60 INTERNATIONAL POWER PL 1,000,000.00 8,118.96 3,545,372.95 2,540,115.88 1,005,257.07
227679 7/23/10 UKP 3.551 .656 5,403,502.31 4,268,168.43 1,135,333.88
SALE 7/21/10 60 INTERNATIONAL POWER PL 1,000,000.00 6,620.38 3,621,547.91 2,540,115.88 1,081,432.03
227679 7/26/10 UKP 3.626 .657 5,509,096.64 4,268,168.43 1,240,928.21
SALE 7/22/10 60 INTERNATIONAL POWER PL 350,000.00 2,296.51 1,251,844.98 889,040.56 362,804.42
227679 7/27/10 UKP 3.581 .655 1,910,190.08 1,493,858.95 416,331.13
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: 48
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/22/10 60 INTERNATIONAL POWER PL 750,000.00 4,923.06 2,684,548.66 1,905,086.90 779,461.76
227679 7/27/10 UKP 3.584 .655 4,096,352.43 3,201,126.31 895,226.12
---------------- --------- ---------------- ------------ ---------------- --------------
8,100,000.00 33,653.99 17,607,998.50 14,137,877.71 3,470,120.79
26,652,102.71 22,738,120.74 3,913,981.97
5 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
SALE 6/29/10 60 MERCK KGAA 21,600.00 2,407.83 1,315,938.49 1,479,153.36 -163,214.87
242835 7/01/10 EUR S27538 61.015 .821 1,602,813.20 2,076,252.42 -473,439.22
SALE 6/30/10 60 MERCK KGAA 4,191.00 469.83 255,283.01 286,996.84 -31,713.83
242835 7/02/10 EUR S27544 61.004 .816 312,747.18 402,850.64 -90,103.46
SALE 7/12/10 60 MERCK KGAA 53,777.00 2,479.57 3,281,798.56 3,682,612.51 -400,813.95
242835 7/14/10 EUR 61.063 .795 4,130,142.15 5,169,195.67 -1,039,053.52
SALE 7/13/10 60 MERCK KGAA 70,432.00 3,297.82 4,335,656.08 4,823,135.63 -487,479.55
242835 7/15/10 EUR 61.595 .789 5,493,060.38 6,770,120.87 -1,277,060.49
SALE 7/15/10 60 MERCK KGAA 100,000.00 12,399.36 6,401,553.24 6,847,932.23 -446,378.99
242835 7/19/10 EUR 64.112 .776 8,253,838.38 9,612,279.74 -1,358,441.36
SALE 7/21/10 60 MERCK KGAA 150,000.00 17,905.82 9,298,885.72 10,271,898.34 -973,012.62
242835 7/23/10 EUR 62.086 .780 11,919,310.34 14,418,419.60 -2,499,109.26
---------------- --------- ---------------- ------------ ---------------- --------------
400,000.00 38,960.23 24,889,115.10 27,391,728.91 -2,502,613.81
31,711,911.63 38,449,118.94 -6,737,207.31
6 TRANSACTIONS IN COUNTRY: GERMANY (1100)
SALE 6/29/10 60 VESTAS WIND SYSTEMS 200,000.00 12,532.38 51,015,362.00 55,473,196.07 -4,457,834.07
222191 7/02/10 DKK S27532 255.460 6.115 8,342,386.51 9,731,965.42 -1,389,578.91
SALE 7/09/10 60 DANSKE BANK AB DKK 10. 50,000.00 1,614.26 6,340,914.33 4,094,112.79 2,246,801.54
227970 7/14/10 DKK 127.009 5.901 1,074,558.22 726,985.11 347,573.11
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: 49
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/12/10 60 DANSKE BANK AB DKK 10. 109,728.00 3,489.78 13,762,226.80 8,984,776.16 4,777,450.64
227970 7/15/10 DKK 125.610 5.924 2,323,032.76 1,595,412.44 727,620.32
SALE 7/13/10 60 DANSKE BANK AB DKK 10. 340,272.00 11,234.02 44,010,542.14 27,862,238.93 16,148,303.21
227970 7/16/10 DKK 129.534 5.885 7,478,109.20 4,947,453.53 2,530,655.67
SALE 7/14/10 60 DANSKE BANK AB DKK 10. 271,572.00 9,179.83 35,770,249.88 22,236,927.96 13,533,321.92
227970 7/19/10 DKK 131.913 5.854 6,110,707.74 3,948,575.99 2,162,131.75
SALE 7/15/10 60 DANSKE BANK AB DKK 10. 426,355.00 14,728.38 56,653,022.42 34,910,909.15 21,742,113.27
227970 7/20/10 DKK 133.077 5.778 9,804,190.12 6,199,074.70 3,605,115.42
SALE 7/15/10 60 DANSKE BANK AB DKK 10. 228,428.00 7,890.21 30,349,858.84 18,704,199.91 11,645,658.93
227970 7/20/10 DKK 133.064 5.778 5,252,249.10 3,321,275.08 1,930,974.02
SALE 7/16/10 60 DANSKE BANK AB DKK 10. 573,645.00 19,027.08 72,865,753.29 46,971,346.60 25,894,406.69
227970 7/21/10 DKK 127.213 5.753 12,665,696.73 8,340,627.43 4,325,069.30
SALE 7/19/10 60 DANSKE BANK AB DKK 10. 82,381.00 2,688.52 10,285,427.73 6,745,542.11 3,539,885.62
227970 7/22/10 DKK 125.040 5.747 1,789,657.09 1,197,795.20 591,861.89
SALE 7/20/10 60 DANSKE BANK AB DKK 10. 1,500.00 48.63 187,218.75 122,823.38 64,395.37
227970 7/23/10 DKK 125.000 5.784 32,368.67 21,809.55 10,559.12
SALE 7/21/10 60 DANSKE BANK AB DKK 10. 599,133.00 19,068.70 73,794,952.84 49,058,361.53 24,736,591.31
227970 7/26/10 DKK 123.355 5.814 12,693,394.48 8,711,215.36 3,982,179.12
SALE 7/21/10 60 DANSKE BANK AB DKK 10. 283,881.00 9,028.05 34,938,146.74 23,244,816.64 11,693,330.10
227970 7/26/10 DKK 123.258 5.814 6,009,674.94 4,127,545.18 1,882,129.76
SALE 7/22/10 60 DANSKE BANK AB DKK 10. 357,070.00 11,596.61 44,566,870.68 29,237,697.06 15,329,173.62
227970 7/27/10 DKK 125.000 5.773 7,719,479.45 5,191,691.44 2,527,788.01
SALE 7/22/10 60 DANSKE BANK AB DKK 10. 116,986.00 3,735.38 14,355,405.60 9,579,077.57 4,776,328.03
227970 7/27/10 DKK 122.895 5.773 2,486,516.48 1,700,941.59 785,574.89
SALE 7/23/10 60 DANSKE BANK AB DKK 10. 110,585.00 3,567.40 13,805,901.64 9,054,949.25 4,750,952.39
227970 7/28/10 DKK 125.032 5.814 2,374,698.20 1,607,872.96 766,825.24
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: 50
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/26/10 60 DANSKE BANK AB DKK 10. 283,603.00 9,331.41 35,786,002.28 23,222,053.38 12,563,948.90
227970 7/29/10 DKK 126.373 5.761 6,211,607.45 4,123,503.15 2,088,104.30
SALE 7/27/10 60 DANSKE BANK AB DKK 10. 164,861.00 5,582.72 21,328,356.21 13,499,190.56 7,829,165.65
227970 7/30/10 DKK 129.566 5.739 3,716,227.07 2,397,029.83 1,319,197.24
---------------- --------- ---------------- ------------ ---------------- --------------
4,200,000.00 144,343.36 559,816,212.17 383,002,219.05 176,813,993.12
96,084,554.21 67,890,773.96 28,193,780.25
17 TRANSACTIONS IN COUNTRY: DENMARK (1400)
SALE 7/07/10 60 ABERTIS INFRAESTRU 500,000.00 13,423.25 7,073,074.45 7,408,521.42 -335,446.97
240490 7/12/10 EUR 14.167 .792 8,935,410.60 11,156,630.07 -2,221,219.47
SALE 7/08/10 60 ABERTIS INFRAESTRU 200,000.00 5,489.05 2,881,611.00 2,963,408.57 -81,797.57
240490 7/13/10 EUR 14.430 .789 3,653,880.58 4,462,652.03 -808,771.45
SALE 7/12/10 60 ABERTIS INFRAESTRU 250,000.00 6,662.85 3,524,230.71 3,704,260.71 -180,030.00
240490 7/15/10 EUR 14.118 .795 4,435,242.91 5,578,315.04 -1,143,072.13
SALE 7/12/10 60 ABERTIS INFRAESTRU 50,000.00 1,344.08 710,932.00 740,852.14 -29,920.14
240490 7/15/10 EUR 14.240 .795 894,707.63 1,115,663.00 -220,955.37
SALE 7/13/10 60 ABERTIS INFRAESTRU 250,000.00 6,719.82 3,530,646.06 3,704,260.71 -173,614.65
240490 7/16/10 EUR 14.144 .789 4,473,152.77 5,578,315.04 -1,105,162.27
SALE 7/15/10 60 ABERTIS INFRAESTRU 250,000.00 6,705.02 3,461,674.68 3,704,260.71 -242,586.03
240490 7/20/10 EUR 13.867 .776 4,463,307.93 5,578,315.04 -1,115,007.11
SALE 7/20/10 60 ABERTIS INFRAESTRU 250,000.00 6,669.16 3,445,698.68 3,704,260.70 -258,562.02
240490 7/23/10 EUR 13.803 .776 4,439,440.89 5,578,315.02 -1,138,874.13
SALE 7/21/10 60 ABERTIS INFRAESTRU 380,000.00 9,972.83 5,179,105.66 5,630,476.27 -451,370.61
240490 7/26/10 EUR 13.650 .780 6,638,576.87 8,479,038.84 -1,840,461.97
SALE 7/21/10 60 ABERTIS INFRAESTRU 120,000.00 3,151.46 1,636,621.37 1,778,045.14 -141,423.77
240490 7/26/10 EUR 13.659 .780 2,097,821.03 2,677,591.22 -579,770.19
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: 51
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/21/10 60 ABERTIS INFRAESTRU 250,000.00 6,625.48 3,440,756.10 3,704,260.71 -263,504.61
240490 7/26/10 EUR 13.784 .780 4,410,360.66 5,578,315.04 -1,167,954.38
SALE 7/23/10 60 BANCO SANTANDER SA EUR 1,000,000.00 19,201.62 9,971,819.80 9,322,400.16 649,419.65
252341 7/28/10 EUR 9.987 .780 12,781,877.14 11,623,539.03 1,158,338.11
SALE 7/23/10 60 GRIFOLS SA 250,000.00 3,997.63 2,076,056.24 2,876,610.27 -800,554.03
249919 7/28/10 EUR 8.317 .780 2,661,088.58 4,223,487.46 -1,562,398.88
---------------- --------- ---------------- ------------ ---------------- --------------
3,750,000.00 89,962.25 46,932,226.75 49,241,617.51 -2,309,390.75
59,884,867.59 71,630,176.83 -11,745,309.24
12 TRANSACTIONS IN COUNTRY: SPAIN (1500)
SALE 7/15/10 60 FOSTER'S GROUP LTD 2,000,000.00 6,192.52 11,753,943.40 11,398,537.83 355,405.57
238761 7/20/10 AUD 5.881 1.140 10,314,674.92 9,765,297.08 549,377.84
SALE 7/16/10 60 INTOLL GROUP 3,313,707.00 8,400.31 4,801,548.84 8,931,860.09 -4,130,311.25
250719 7/21/10 AUD 1.452 1.145 4,191,753.50 6,683,239.16 -2,491,485.66
SALE 7/21/10 60 FOSTER'S GROUP LTD 88,544.00 693.81 523,606.40 504,636.07 18,970.33
238761 7/26/10 AUD 5.922 1.134 461,846.85 432,329.24 29,517.61
SALE 7/21/10 3130 WESTPAC BANKING CORP 1,500,000.00 44,614.28 33,669,569.77 24,035,145.44 9,634,424.33
224960 7/26/10 AUD 22.480 1.134 29,698,232.96 15,732,724.02 13,965,508.94
SALE 7/22/10 60 FOSTER'S GROUP LTD 943,760.00 7,453.08 5,560,397.12 5,378,742.03 181,655.09
238761 7/27/10 AUD 5.901 1.121 4,961,264.85 4,608,048.38 353,216.47
SALE 7/23/10 60 FOSTER'S GROUP LTD 967,696.00 7,723.31 5,750,410.62 5,515,159.73 235,250.89
238761 7/28/10 AUD 5.951 1.119 5,141,153.13 4,724,919.46 416,233.67
SALE 7/23/10 3130 WESTPAC BANKING CORP 1,000,000.00 12,169.93 22,673,287.85 16,023,430.30 6,649,857.55
224960 7/28/10 AUD 22.687 1.119 20,271,047.14 10,488,482.68 9,782,564.46
---------------- --------- ---------------- ------------ ---------------- --------------
9,813,707.00 87,247.24 84,732,764.00 71,787,511.49 12,945,252.51
75,039,973.35 52,435,040.02 22,604,933.33
7 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
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 7/01/10 THROUGH 7/31/10 ** 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 7/21/10 60 BANCO ESPIRITO SANTO-R 1,873,940.00 12,147.23 6,308,324.62 9,156,709.73 -2,848,385.11
211864 7/26/10 EUR 3.371 .780 8,086,009.55 11,043,029.82 -2,957,020.27
SALE 7/22/10 60 BANCO ESPIRITO SANTO-R 230,586.00 1,480.72 763,637.41 1,126,721.81 -363,084.40
211864 7/27/10 EUR 3.317 .775 985,665.45 1,358,831.16 -373,165.71
SALE 7/23/10 60 BANCO ESPIRITO SANTO-R 922,507.00 6,171.07 3,204,771.97 4,507,683.72 -1,302,911.75
211864 7/28/10 EUR 3.479 .780 4,107,876.24 5,436,285.21 -1,328,408.97
SALE 7/26/10 60 BANCO ESPIRITO SANTO-R 914,224.00 6,224.47 3,203,017.43 4,467,210.16 -1,264,192.73
211864 7/29/10 EUR 3.509 .773 4,143,425.96 5,387,473.93 -1,244,047.97
SALE 7/27/10 60 BANCO ESPIRITO SANTO-R 163,269.00 1,136.42 582,599.22 797,788.00 -215,188.78
211864 7/30/10 EUR 3.574 .770 756,475.98 962,135.63 -205,659.65
---------------- --------- ---------------- ------------ ---------------- --------------
4,104,526.00 27,159.91 14,062,350.65 20,056,113.42 -5,993,762.77
18,079,453.18 24,187,755.75 -6,108,302.57
5 TRANSACTIONS IN COUNTRY: PORTUGAL (3100)
SALE 7/16/10 60 HENDERSON LAND DEV CO 300,000.00 5,521.12 13,847,767.46 10,607,573.23 3,240,194.24
224250 7/20/10 HKD 46.302 7.774 1,781,235.16 1,366,299.36 414,935.80
---------------- --------- ---------------- ------------ ---------------- --------------
300,000.00 5,521.12 13,847,767.46 10,607,573.23 3,240,194.24
1,781,235.16 1,366,299.36 414,935.80
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
131,915,219.00 3028015.94 97347922187.74 107258763204.27 -9910841016.51
1,571,398,046.76 1,584,981,663.17 -13,583,616.41
476 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
131,975,219.00 3029231.27 97348827548.41 107259516532.14 -9910688983.71
1,572,303,407.43 1,585,734,991.04 -13,431,583.61
477 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
---------------- --------- ---------------- ------------ ---------------- --------------
176,881,305.00 3988753.20 105214822210.92 115125511194.65 -9910688983.71
1,979,095,408.03 1,992,526,991.64 -13,431,583.61
587 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: 53
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/26/10 60 CREDICORP COM STK 3,100.00 108.50 306,673.70 306,673.70
252095 7/29/10 USD 98.892 1.000 306,673.70 306,673.70
PUR 7/27/10 60 CREDICORP COM STK 1,500.00 52.50 148,630.65 148,630.65
252095 7/30/10 USD 99.052 1.000 148,630.65 148,630.65
---------------- --------- ---------------- ------------ ---------------- --------------
4,600.00 161.00 455,304.35 455,304.35
455,304.35 455,304.35
2 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
PUR 7/27/10 60 POWSZECHNY ZAKLAD UBEZ 1,345.00 509.46 525,766.96 525,766.96
252014 7/30/10 PLN 389.736 3.087 170,330.27 170,330.27
---------------- --------- ---------------- ------------ ---------------- --------------
1,345.00 509.46 525,766.96 525,766.96
170,330.27 170,330.27
1 TRANSACTION IN COUNTRY: POLAND (2300)
PUR 7/14/10 60 ANADOLU EFES BIRACILIK 611.00 14.74 11,387.33 11,387.33
242900 7/16/10 TRY 18.600 1.542 7,382.63 7,382.63
PUR 7/14/10 60 TAV HAVALIMANLARI HOLD 9,341.00 72.85 56,291.94 56,291.94
250735 7/16/10 TRY 6.014 1.542 36,495.15 36,495.15
PUR 7/14/10 60 TUPRAS TURKIYE PETROL 3,159.00 128.52 99,315.33 99,315.33
251658 7/16/10 TRY 31.376 1.542 64,388.04 64,388.04
PUR 7/15/10 60 ANADOLU EFES BIRACILIK 15,530.00 378.08 290,895.34 290,895.34
242900 7/19/10 TRY 18.694 1.536 189,415.82 189,415.82
PUR 7/15/10 60 ANADOLU EFES BIRACILIK 10,400.00 253.27 194,868.96 194,868.96
242900 7/19/10 TRY 18.700 1.536 126,888.46 126,888.46
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: 54
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/15/10 60 TUPRAS TURKIYE PETROL 1,594.00 64.67 49,752.41 49,752.41
251658 7/19/10 TRY 31.150 1.536 32,396.16 32,396.16
PUR 7/20/10 60 TAV HAVALIMANLARI HOLD 7,338.00 60.25 46,321.86 46,321.86
250735 7/22/10 TRY 6.300 1.535 30,185.96 30,185.96
PUR 7/20/10 60 TUPRAS TURKIYE PETROL 1,594.00 66.48 51,110.02 51,110.02
251658 7/22/10 TRY 32.000 1.535 33,306.19 33,306.19
PUR 7/21/10 60 TUPRAS TURKIYE PETROL 54.00 2.28 1,744.98 1,744.98
251658 7/23/10 TRY 32.250 1.529 1,141.03 1,141.03
PUR 7/22/10 60 TUPRAS TURKIYE PETROL 2,161.00 93.85 71,336.97 71,336.97
251658 7/26/10 TRY 32.945 1.517 47,017.28 47,017.28
---------------- --------- ---------------- ------------ ---------------- --------------
51,782.00 1,134.99 873,025.14 873,025.14
568,616.72 568,616.72
10 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 7/08/10 60 AGRICULTURAL BANK OF C 3,844,000.00 15,856.31 12,424,915.07 12,424,915.07
252605 7/16/10 HKD 3.200 7.789 1,595,248.90 1,595,248.90
PUR 7/26/10 60 YANZHOU COAL MINING CO 120,000.00 669.40 2,054,140.19 2,054,140.19
252788 7/28/10 HKD 17.075 7.766 264,488.95 264,488.95
PUR 7/27/10 60 YANZHOU COAL MINING CO 42,000.00 235.26 721,908.65 721,908.65
252788 7/29/10 HKD 17.145 7.766 92,954.60 92,954.60
PUR 7/28/10 60 YANZHOU COAL MINING CO 64,000.00 355.56 1,091,084.60 1,091,084.60
252788 7/30/10 HKD 17.005 7.767 140,486.01 140,486.01
---------------- --------- ---------------- ------------ ---------------- --------------
4,070,000.00 17,116.53 16,292,048.51 16,292,048.51
2,093,178.46 2,093,178.46
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: 55
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/14/10 60 KT CORP KRW 60.00 5.38 2,592,465.00 2,592,465.00
251186 7/16/10 KRW 43100.0 1202.34 2,156.17 2,156.17
PUR 7/14/10 60 NHN CORP 735.00 299.15 144,232,329.00 144,232,329.00
239486 7/16/10 KRW 195745. 1202.35 119,958.69 119,958.69
PUR 7/14/10 60 SAMSUNG ELECTRONICS CO 1,149.00 1,960.20 945,093,797.00 945,093,797.00
239489 7/16/10 KRW 820484. 1202.35 786,038.84 786,038.84
PUR 7/14/10 60 SAMSUNG FIRE + MARINE 589.00 246.67 118,930,235.00 118,930,235.00
239491 7/16/10 KRW 201415. 1202.35 98,914.82 98,914.82
PUR 7/14/10 60 SHINHAN FINANCIAL GROU 4,800.00 490.10 236,298,928.00 236,298,928.00
239492 7/16/10 KRW 49106.1 1202.35 196,530.90 196,530.90
PUR 7/16/10 60 KT CORP KRW 440.00 38.18 18,428,710.00 18,428,710.00
251186 7/20/10 KRW 41779.0 1203.45 15,313.23 15,313.23
PUR 7/20/10 60 HYUNDAI ENGINEERING & 434.00 55.46 26,822,452.00 26,822,452.00
247012 7/22/10 KRW 61648.7 1205.85 22,243.61 22,243.61
PUR 7/20/10 60 HYUNDAI MOTOR CO 2,662.00 754.36 364,771,142.00 364,771,142.00
250853 7/22/10 KRW 136687. 1205.85 302,501.26 302,501.26
PUR 7/20/10 60 KB FINANCIAL GROUP 420.00 42.70 20,649,263.00 20,649,263.00
244142 7/22/10 KRW 49042.3 1205.85 17,124.24 17,124.24
PUR 7/20/10 60 KB FINANCIAL GROUP 2,480.00 252.38 122,039,198.00 122,039,198.00
244142 7/22/10 KRW 49086.6 1205.85 101,205.95 101,205.95
PUR 7/20/10 60 SAMSUNG FIRE + MARINE 247.00 99.10 47,923,423.00 47,923,423.00
239491 7/22/10 KRW 193538. 1205.85 39,742.44 39,742.44
PUR 7/21/10 60 HYUNDAI MOTOR CO 4,094.00 1,162.77 561,602,192.00 561,602,192.00
250853 7/23/10 KRW 136834. 1204.45 466,272.73 466,272.73
PUR 7/21/10 60 SAMSUNG FIRE + MARINE 678.00 272.12 131,432,498.00 131,432,498.00
239491 7/23/10 KRW 193369. 1204.45 109,122.42 109,122.42
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: 56
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/22/10 60 HYUNDAI ENGINEERING & 1,087.00 138.01 66,633,107.00 66,633,107.00
247012 7/26/10 KRW 61147.1 1203.95 55,345.41 55,345.41
PUR 7/22/10 60 SAMSUNG FIRE + MARINE 916.00 373.79 180,458,447.00 180,458,447.00
239491 7/26/10 KRW 196515. 1203.95 149,888.66 149,888.66
PUR 7/23/10 60 HYUNDAI ENGINEERING & 4,788.00 629.34 302,601,919.00 302,601,919.00
247012 7/27/10 KRW 63042.4 1199.05 252,368.06 252,368.06
PUR 7/23/10 60 KB FINANCIAL GROUP 3,200.00 337.30 162,183,935.00 162,183,935.00
244142 7/27/10 KRW 50556.0 1199.05 135,260.36 135,260.36
PUR 7/23/10 60 SAMSUNG FIRE + MARINE 643.00 266.97 128,364,864.00 128,364,864.00
239491 7/27/10 KRW 199136. 1199.05 107,055.47 107,055.47
PUR 7/26/10 60 HYUNDAI ENGINEERING & 1,661.00 218.73 104,480,458.00 104,480,458.00
247012 7/28/10 KRW 62745.2 1191.15 87,713.94 87,713.94
PUR 7/26/10 60 KB FINANCIAL GROUP 4,590.00 488.96 233,554,112.00 233,554,112.00
244142 7/28/10 KRW 50756.3 1191.15 196,074.48 196,074.48
PUR 7/26/10 60 SAMSUNG FIRE + MARINE 193.00 80.43 38,422,022.00 38,422,022.00
239491 7/28/10 KRW 198581. 1191.15 32,256.24 32,256.24
PUR 7/27/10 60 HYUNDAI ENGINEERING & 1,810.00 242.36 114,824,269.00 114,824,269.00
247012 7/29/10 KRW 63280.6 1181.45 97,189.28 97,189.28
PUR 7/27/10 60 KB FINANCIAL GROUP 2,060.00 222.13 105,236,879.00 105,236,879.00
244142 7/29/10 KRW 50958.4 1181.45 89,074.34 89,074.34
PUR 7/27/10 60 SAMSUNG FIRE + MARINE 62.00 26.03 12,333,778.00 12,333,778.00
239491 7/29/10 KRW 198435. 1181.45 10,439.53 10,439.53
PUR 7/28/10 60 KB FINANCIAL GROUP 4,650.00 507.12 240,806,045.00 240,806,045.00
244142 7/30/10 KRW 51657.1 1184.15 203,357.72 203,357.72
PUR 7/28/10 60 SAMSUNG FIRE + MARINE 44.00 18.27 8,677,697.00 8,677,697.00
239491 7/30/10 KRW 196728. 1184.15 7,328.21 7,328.21
---------------- --------- ---------------- ------------ ---------------- --------------
44,492.00 9,228.014,439,394,164.00 4,439,394,164.00
3,700,477.00 3,700,477.00
26 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: 57
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/19/10 60 INDOSAT TBK PT IDR 100 35,500.00 65.58 173,837,370.00 173,837,370.00
251027 7/22/10 IDR 4880.09 9059.99 19,187.35 19,187.35
PUR 7/19/10 60 PT ASTRA AGRO LESTARI 140,000.00 991.302,650,714,089.00 2,650,714,089.00
252740 7/22/10 IDR 18869.5 9060.00 292,573.30 292,573.30
PUR 7/20/10 60 INDOSAT TBK PT IDR 100 16,000.00 29.81 78,897,529.00 78,897,529.00
251027 7/23/10 IDR 4914.24 9047.49 8,720.37 8,720.37
PUR 7/20/10 60 PT ASTRA AGRO LESTARI 140,000.00 1,052.652,786,440,211.00 2,786,440,211.00
252740 7/23/10 IDR 19835.1 9047.50 307,979.02 307,979.02
PUR 7/20/10 60 PT ASTRA AGRO LESTARI 140,000.00 1,054.292,816,087,346.00 2,816,087,346.00
252740 7/23/10 IDR 20046.7 9047.50 311,255.85 311,255.85
PUR 7/21/10 60 INDOSAT TBK PT IDR 100 30,000.00 55.63 147,518,910.00 147,518,910.00
251027 7/26/10 IDR 4900.49 9063.00 16,277.05 16,277.05
PUR 7/22/10 60 INDOSAT TBK PT IDR 100 66,500.00 124.01 328,342,427.00 328,342,427.00
251027 7/27/10 IDR 4920.60 9050.00 36,280.93 36,280.93
PUR 7/23/10 60 INDOSAT TBK PT IDR 100 67,500.00 126.71 335,304,462.00 335,304,462.00
251027 7/28/10 IDR 4950.49 9044.99 37,070.70 37,070.70
PUR 7/26/10 60 INDOSAT TBK PT IDR 100 33,000.00 61.71 163,098,714.00 163,098,714.00
251027 7/29/10 IDR 4925.49 9033.99 18,053.88 18,053.88
PUR 7/27/10 60 INDOSAT TBK PT IDR 100 105,500.00 198.42 523,355,848.00 523,355,848.00
251027 7/30/10 IDR 4943.76 9015.00 58,053.89 58,053.89
---------------- --------- ---------------- ------------ ---------------- --------------
774,000.00 3,760.11 10003596906.00 10003596906.00
1,105,452.34 1,105,452.34
10 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 7/21/10 60 COMMERCIAL INTERNATION 6,721.00 123.97 236,215.75 236,215.75
250262 7/25/10 EGP 35.041 5.699 41,448.63 41,448.63
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 7/01/10 THROUGH 7/31/10 ** 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 7/22/10 60 NATIONAL SOCIETE GENER 102.00 2.16 3,378.34 3,378.34
252757 7/26/10 EGP 33.000 5.702 592.48 592.48
PUR 7/25/10 60 COMMERCIAL INTERNATION 2,151.00 41.32 78,779.61 78,779.61
250262 7/27/10 EGP 36.515 5.702 13,816.14 13,816.14
PUR 7/25/10 60 NATIONAL SOCIETE GENER 2,057.00 42.41 69,148.88 69,148.88
252757 7/27/10 EGP 33.499 5.702 12,127.13 12,127.13
PUR 7/26/10 60 COMMERCIAL INTERNATION 1,882.00 36.28 69,175.81 69,175.81
250262 7/28/10 EGP 36.647 5.703 12,129.62 12,129.62
PUR 7/26/10 60 NATIONAL SOCIETE GENER 1,105.00 19.47 37,128.55 37,128.55
252757 7/28/10 EGP 33.500 5.703 6,510.30 6,510.30
PUR 7/26/10 60 NATIONAL SOCIETE GENER 590.00 12.18 19,834.48 19,834.48
252757 7/28/10 EGP 33.500 5.703 3,477.87 3,477.87
PUR 7/27/10 60 COMMERCIAL INTERNATION 2,919.00 56.01 106,778.52 106,778.52
250262 7/29/10 EGP 36.471 5.703 18,724.20 18,724.20
---------------- --------- ---------------- ------------ ---------------- --------------
17,527.00 333.80 620,439.94 620,439.94
108,826.37 108,826.37
8 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 6/25/10 60 CLICKS GROUP 500.00 6.87 17,551.82 17,551.82
252033 7/02/10 ZAR N20100 34.999 7.647 2,295.11 2,295.11
PUR 6/28/10 60 CLICKS GROUP 2,200.00 30.20 76,229.89 76,229.89
252033 7/05/10 ZAR N20100 34.546 7.549 10,097.74 10,097.74
PUR 6/29/10 60 CLICKS GROUP 3,600.00 48.66 124,416.24 124,416.24
252033 7/06/10 ZAR N20100 34.457 7.648 16,268.03 16,268.03
PUR 6/30/10 60 CLICKS GROUP 4,400.00 58.62 150,127.92 150,127.92
252033 7/07/10 ZAR N20100 34.018 7.661 19,596.90 19,596.90
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 59
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/08/10 60 CLICKS GROUP 200.00 2.84 7,193.03 7,193.03
252033 7/15/10 ZAR 35.858 7.574 949.68 949.68
PUR 7/09/10 60 CLICKS GROUP 500.00 7.11 18,051.61 18,051.61
252033 7/16/10 ZAR 35.995 7.588 2,378.83 2,378.83
PUR 7/09/10 60 CLICKS GROUP 11,500.00 245.27 415,286.24 415,286.24
252033 7/16/10 ZAR 35.950 7.588 54,726.10 54,726.10
PUR 7/13/10 60 CLICKS GROUP 4,300.00 62.48 157,607.05 157,607.05
252033 7/20/10 ZAR 36.543 7.551 20,873.72 20,873.72
PUR 7/14/10 60 CLICKS GROUP 8,544.00 124.15 312,529.11 312,529.11
252033 7/21/10 ZAR 36.469 7.535 41,478.92 41,478.92
PUR 7/15/10 60 CLICKS GROUP 1,200.00 17.14 43,273.20 43,273.20
252033 7/22/10 ZAR 35.953 7.552 5,730.22 5,730.22
PUR 7/16/10 60 PICK N PAY STORES LIMI 1,100.00 28.87 48,879.01 48,879.01
252737 7/23/10 ZAR 44.236 7.585 6,444.17 6,444.17
PUR 7/19/10 60 ANGLOVAAL INDS ORD R0. 3,000.00 40.54 69,310.64 69,310.64
251190 7/26/10 ZAR 23.000 7.663 9,044.61 9,044.61
PUR 7/19/10 60 CLICKS GROUP 2,800.00 39.93 102,301.22 102,301.22
252033 7/26/10 ZAR 36.427 7.663 13,349.67 13,349.67
PUR 7/19/10 60 PICK N PAY STORES LIMI 2,200.00 57.59 98,508.50 98,508.50
252737 7/26/10 ZAR 44.576 7.663 12,854.75 12,854.75
PUR 7/20/10 60 ANGLOVAAL INDS ORD R0. 4,300.00 59.38 100,932.18 100,932.18
251190 7/27/10 ZAR 23.367 7.618 13,249.69 13,249.69
PUR 7/20/10 60 CLICKS GROUP 7,256.00 104.35 265,762.13 265,762.13
252033 7/27/10 ZAR 36.517 7.618 34,887.45 34,887.45
PUR 7/20/10 60 PICK N PAY STORES LIMI 4,700.00 123.79 210,410.27 210,410.27
252737 7/27/10 ZAR 44.568 7.618 27,621.23 27,621.23
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 7/01/10 THROUGH 7/31/10 ** 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 7/21/10 60 ANGLOVAAL INDS ORD R0. 100.00 1.43 2,408.17 2,408.17
251190 7/28/10 ZAR 23.974 7.537 319.53 319.53
PUR 7/21/10 60 PICK N PAY STORES LIMI 8,500.00 228.39 384,221.25 384,221.25
252737 7/28/10 ZAR 45.000 7.537 50,981.39 50,981.39
PUR 7/21/10 60 PICK N PAY STORES LIMI 7,100.00 190.81 320,863.50 320,863.50
252737 7/28/10 ZAR 44.990 7.537 42,574.60 42,574.60
PUR 7/22/10 60 PICK N PAY STORES LIMI 2,719.00 74.59 123,986.33 123,986.33
252737 7/29/10 ZAR 45.396 7.450 16,643.24 16,643.24
PUR 7/23/10 60 PICK N PAY STORES LIMI 2,300.00 42.62 106,158.10 106,158.10
252737 7/30/10 ZAR 46.018 7.450 14,249.12 14,249.12
PUR 7/23/10 60 PICK N PAY STORES LIMI 22,400.00 620.64 1,032,145.44 1,032,145.44
252737 7/30/10 ZAR 45.872 7.450 138,540.22 138,540.22
---------------- --------- ---------------- ------------ ---------------- --------------
105,419.00 2,216.27 4,188,152.85 4,188,152.85
555,154.92 555,154.92
23 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 6/28/10 60 BANCO MACRO BANSUD S A 3,300.00 115.50 100,930.50 100,930.50
252500 7/01/10 USD N20100 30.550 1.000 100,930.50 100,930.50
PUR 6/29/10 60 BANCO MACRO BANSUD S A 100.00 2.00 2,899.68 2,899.68
252500 7/02/10 USD N20100 28.977 1.000 2,899.68 2,899.68
PUR 6/30/10 60 BANCO MACRO BANSUD S A 100.00 2,945.43 2,945.43
252500 7/06/10 USD 29.454 1.000 2,945.43 2,945.43
PUR 7/01/10 60 BANCO MACRO BANSUD S A 400.00 14.00 11,729.08 11,729.08
252500 7/07/10 USD 29.288 1.000 11,729.08 11,729.08
PUR 7/02/10 60 BANCO MACRO BANSUD S A 200.00 7.00 5,882.82 5,882.82
252500 7/08/10 USD 29.379 1.000 5,882.82 5,882.82
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 61
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/06/10 60 BANCO MACRO BANSUD S A 400.00 14.00 11,944.60 11,944.60
252500 7/09/10 USD 29.827 1.000 11,944.60 11,944.60
PUR 7/07/10 60 BANCO MACRO BANSUD S A 200.00 7.00 6,143.74 6,143.74
252500 7/12/10 USD 30.684 1.000 6,143.74 6,143.74
PUR 7/08/10 60 BANCO MACRO BANSUD S A 100.00 3.50 3,081.02 3,081.02
252500 7/13/10 USD 30.775 1.000 3,081.02 3,081.02
PUR 7/09/10 60 BANCO MACRO BANSUD S A 200.00 7.00 6,307.00 6,307.00
252500 7/14/10 USD 31.500 1.000 6,307.00 6,307.00
PUR 7/12/10 60 BANCO MACRO BANSUD S A 400.00 14.00 12,716.20 12,716.20
252500 7/15/10 USD 31.756 1.000 12,716.20 12,716.20
PUR 7/13/10 60 BANCO MACRO BANSUD S A 500.00 17.50 15,887.50 15,887.50
252500 7/16/10 USD 31.740 1.000 15,887.50 15,887.50
PUR 7/13/10 60 BANCO MACRO BANSUD S A 200.00 7.00 6,364.22 6,364.22
252500 7/16/10 USD 31.786 1.000 6,364.22 6,364.22
PUR 7/15/10 60 BANCO MACRO BANSUD S A 500.00 17.50 16,392.65 16,392.65
252500 7/20/10 USD 32.750 1.000 16,392.65 16,392.65
PUR 7/16/10 60 BANCO MACRO BANSUD S A 100.00 3.50 3,265.71 3,265.71
252500 7/21/10 USD 32.622 1.000 3,265.71 3,265.71
PUR 7/19/10 60 BANCO MACRO BANSUD S A 100.00 3.50 3,298.58 3,298.58
252500 7/22/10 USD 32.951 1.000 3,298.58 3,298.58
PUR 7/20/10 60 BANCO MACRO BANSUD S A 300.00 10.50 10,440.21 10,440.21
252500 7/23/10 USD 34.766 1.000 10,440.21 10,440.21
PUR 7/26/10 60 BANCO MACRO BANSUD S A 400.00 14.00 14,401.36 14,401.36
252500 7/29/10 USD 35.968 1.000 14,401.36 14,401.36
PUR 7/27/10 60 BANCO MACRO BANSUD S A 700.00 24.50 25,983.79 25,983.79
252500 7/30/10 USD 37.085 1.000 25,983.79 25,983.79
---------------- --------- ---------------- ------------ ---------------- --------------
8,200.00 282.00 260,614.09 260,614.09
260,614.09 260,614.09
18 TRANSACTIONS IN COUNTRY: ARGENTINA (6800)
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 7/01/10 THROUGH 7/31/10 ** 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 7/01/10 60 BANCO DO BRASIL SA 77,900.00 1,920,235.00 1,920,235.00
252604 7/06/10 BRL 24.650 1.805 1,064,136.88 1,064,136.88
PUR 7/07/10 60 BANCO DO BRASIL SA 12,500.00 648.10 343,893.99 343,893.99
252604 7/13/10 BRL N20100 27.420 1.769 194,400.22 194,400.22
PUR 7/08/10 60 BANCO DO BRASIL SA 3,000.00 140.37 82,970.17 82,970.17
252604 7/14/10 BRL N20100 27.574 1.768 46,928.83 46,928.83
PUR 7/08/10 60 BANCO DO BRASIL SA 5,300.00 277.82 147,332.99 147,332.99
252604 7/14/10 BRL N20100 27.706 1.768 83,333.14 83,333.14
PUR 7/08/10 60 BANCO DO BRASIL SA 8,800.00 414.37 244,932.60 244,932.60
252604 7/14/10 BRL N20100 27.750 1.768 138,536.54 138,536.54
---------------- --------- ---------------- ------------ ---------------- --------------
107,500.00 1,480.66 2,739,364.75 2,739,364.75
1,527,335.61 1,527,335.61
5 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 6/28/10 60 EMPRESAS ICA S.A.B 4,700.00 29.13 147,713.36 147,713.36
252178 7/01/10 MXN N20100 31.350 12.645 11,681.93 11,681.93
PUR 6/28/10 60 EMPRESAS ICA S.A.B 4,600.00 28.42 144,095.08 144,095.08
252178 7/01/10 MXN N20100 31.247 12.645 11,395.78 11,395.78
PUR 6/28/10 60 GENOMMA LAB INTERNACIO 6,200.00 53.91 273,340.91 273,340.91
252179 7/01/10 MXN N20100 43.977 12.645 21,617.20 21,617.20
PUR 6/28/10 60 GENOMMA LAB INTERNACIO 4,000.00 34.78 176,359.80 176,359.80
252179 7/01/10 MXN N20100 43.980 12.645 13,947.44 13,947.44
PUR 6/29/10 60 EMPRESAS ICA S.A.B 9,900.00 58.97 303,514.73 303,514.73
252178 7/02/10 MXN N20100 30.582 12.835 23,647.43 23,647.43
PUR 6/29/10 60 GENOMMA LAB INTERNACIO 6,500.00 54.36 279,784.97 279,784.97
252179 7/02/10 MXN N20100 42.937 12.835 21,798.60 21,798.60
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: 63
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 6/30/10 60 EMPRESAS ICA S.A.B 4,200.00 24.77 127,973.09 127,973.09
252178 7/05/10 MXN 30.394 12.883 9,933.49 9,933.49
PUR 6/30/10 60 EMPRESAS ICA S.A.B 5,500.00 32.35 167,121.76 167,121.76
252178 7/05/10 MXN 30.310 12.883 12,972.27 12,972.27
PUR 6/30/10 60 GENOMMA LAB INTERNACIO 20,700.00 173.21 894,813.38 894,813.38
252179 7/05/10 MXN 43.120 12.883 69,456.91 69,456.91
PUR 7/01/10 60 EMPRESAS ICA S.A.B 10,300.00 58.72 306,406.31 306,406.31
252178 7/06/10 MXN 29.674 13.014 23,544.72 23,544.72
PUR 7/01/10 60 EMPRESAS ICA S.A.B 1,600.00 9.15 47,754.45 47,754.45
252178 7/06/10 MXN 29.772 13.014 3,669.52 3,669.52
PUR 7/01/10 60 GENOMMA LAB INTERNACIO 3,200.00 26.00 135,698.40 135,698.40
252179 7/06/10 MXN 42.300 13.014 10,427.27 10,427.27
PUR 7/01/10 60 GENOMMA LAB INTERNACIO 1,400.00 11.37 59,360.05 59,360.05
252179 7/06/10 MXN 42.294 13.014 4,561.32 4,561.32
PUR 7/02/10 60 EMPRESAS ICA S.A.B 3,100.00 18.05 94,474.05 94,474.05
252178 7/07/10 MXN 30.400 13.055 7,236.62 7,236.62
PUR 7/02/10 60 EMPRESAS ICA S.A.B 1,800.00 10.35 54,207.54 54,207.54
252178 7/07/10 MXN 30.040 13.055 4,152.24 4,152.24
PUR 7/02/10 60 GENOMMA LAB INTERNACIO 3,200.00 26.06 136,434.96 136,434.96
252179 7/07/10 MXN 42.530 13.055 10,450.78 10,450.78
PUR 7/06/10 60 EMPRESAS ICA S.A.B 7,900.00 46.81 242,532.84 242,532.84
252178 7/09/10 MXN 30.624 12.920 18,771.96 18,771.96
PUR 7/06/10 60 GENOMMA LAB INTERNACIO 6,400.00 54.06 280,054.55 280,054.55
252179 7/09/10 MXN 43.649 12.920 21,676.13 21,676.13
PUR 7/06/10 60 GENOMMA LAB INTERNACIO 4,800.00 40.29 208,745.52 208,745.52
252179 7/09/10 MXN 43.380 12.920 16,156.84 16,156.84
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: 64
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/07/10 60 EMPRESAS ICA S.A.B 4,200.00 24.82 128,457.30 128,457.30
252178 7/12/10 MXN 30.509 12.907 9,952.57 9,952.57
PUR 7/07/10 60 GENOMMA LAB INTERNACIO 8,000.00 67.48 349,270.20 349,270.20
252179 7/12/10 MXN 43.550 12.907 27,060.63 27,060.63
PUR 7/08/10 60 EMPRESAS ICA S.A.B 4,700.00 28.31 145,429.58 145,429.58
252178 7/13/10 MXN 30.865 12.811 11,351.71 11,351.71
PUR 7/08/10 60 EMPRESAS ICA S.A.B 3,200.00 19.26 98,936.64 98,936.64
252178 7/13/10 MXN 30.841 12.811 7,722.64 7,722.64
PUR 7/08/10 60 GENOMMA LAB INTERNACIO 3,200.00 27.32 140,353.85 140,353.85
252179 7/13/10 MXN 43.751 12.811 10,955.52 10,955.52
PUR 7/09/10 60 EMPRESAS ICA S.A.B 400.00 2.39 12,270.60 12,270.60
252178 7/14/10 MXN 30.600 12.791 959.35 959.35
PUR 7/09/10 60 GENOMMA LAB INTERNACIO 600.00 5.13 26,306.18 26,306.18
252179 7/14/10 MXN 43.734 12.790 2,056.70 2,056.70
PUR 7/12/10 60 EMPRESAS ICA S.A.B 4,900.00 29.53 151,788.53 151,788.53
252178 7/15/10 MXN 30.900 12.820 11,839.75 11,839.75
PUR 7/12/10 60 EMPRESAS ICA S.A.B 1,600.00 9.67 49,724.00 49,724.00
252178 7/15/10 MXN 31.000 12.820 3,878.55 3,878.55
PUR 7/12/10 60 GENOMMA LAB INTERNACIO 1,800.00 15.30 78,634.34 78,634.34
252179 7/15/10 MXN 43.577 12.820 6,133.60 6,133.60
PUR 7/13/10 60 EMPRESAS ICA S.A.B 3,100.00 18.86 96,262.56 96,262.56
252178 7/16/10 MXN 30.975 12.730 7,562.07 7,562.07
PUR 7/13/10 60 EMPRESAS ICA S.A.B 2,700.00 16.47 84,067.87 84,067.87
252178 7/16/10 MXN 31.059 12.730 6,604.10 6,604.10
PUR 7/13/10 60 GENOMMA LAB INTERNACIO 4,800.00 41.64 212,560.48 212,560.48
252179 7/16/10 MXN 44.173 12.730 16,698.06 16,698.06
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 7/01/10 THROUGH 7/31/10 ** 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 7/14/10 60 EMPRESAS ICA S.A.B 6,300.00 38.35 195,598.78 195,598.78
252178 7/19/10 MXN 30.970 12.718 15,380.10 15,380.10
PUR 7/14/10 60 EMPRESAS ICA S.A.B 3,000.00 18.27 93,179.57 93,179.57
252178 7/19/10 MXN 30.982 12.718 7,326.79 7,326.79
PUR 7/14/10 60 GENOMMA LAB INTERNACIO 4,800.00 42.22 215,332.67 215,332.67
252179 7/19/10 MXN 44.749 12.718 16,931.80 16,931.80
PUR 7/15/10 60 EMPRESAS ICA S.A.B 5,500.00 33.44 170,960.99 170,960.99
252178 7/20/10 MXN 31.006 12.749 13,409.91 13,409.91
PUR 7/15/10 60 GENOMMA LAB INTERNACIO 4,800.00 42.02 214,799.02 214,799.02
252179 7/20/10 MXN 44.638 12.749 16,848.50 16,848.50
PUR 7/16/10 60 EMPRESAS ICA S.A.B 6,300.00 37.95 195,859.62 195,859.62
252178 7/21/10 MXN 31.011 12.872 15,216.36 15,216.36
PUR 7/16/10 60 GENOMMA LAB INTERNACIO 7,900.00 68.13 351,673.33 351,673.33
252179 7/21/10 MXN 44.405 12.872 27,321.54 27,321.54
PUR 7/19/10 60 EMPRESAS ICA S.A.B 800.00 4.78 24,789.66 24,789.66
252178 7/22/10 MXN 30.910 12.929 1,917.35 1,917.35
PUR 7/20/10 60 EMPRESAS ICA S.A.B 29,300.00 174.14 899,309.05 899,309.05
252178 7/23/10 MXN 30.617 12.879 69,829.18 69,829.18
PUR 7/21/10 60 EMPRESAS ICA S.A.B 21,600.00 130.62 669,491.88 669,491.88
252178 7/26/10 MXN 30.918 12.782 52,377.71 52,377.71
---------------- --------- ---------------- ------------ ---------------- --------------
243,500.00 1,686.86 8,685,442.45 8,685,442.45
676,432.94 676,432.94
42 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 6/28/10 60 PROTEK NPV 3,700.00 24.20 12,123.20 12,123.20
251825 7/05/10 USD N20100 3.270 1.000 12,123.20 12,123.20
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: 66
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 6/28/10 60 SBERBANK-CLS 87,200.00 448.82 224,858.02 224,858.02
250612 7/05/10 USD N20100 2.574 1.000 224,858.02 224,858.02
PUR 6/29/10 60 PROTEK NPV 2,000.00 13.07 6,548.47 6,548.47
251825 7/06/10 USD N20100 3.268 1.000 6,548.47 6,548.47
PUR 6/29/10 60 SBERBANK-CLS 30,600.00 154.00 77,155.84 77,155.84
250612 7/06/10 USD N20100 2.516 1.000 77,155.84 77,155.84
PUR 6/30/10 60 PROTEK NPV 7,400.00 47.58 23,838.58 23,838.58
251825 7/07/10 USD N20100 3.215 1.000 23,838.58 23,838.58
PUR 7/01/10 60 PROTEK NPV 4,400.00 27.72 13,887.72 13,887.72
251825 7/08/10 USD 3.150 1.000 13,887.72 13,887.72
PUR 7/13/10 60 PROTEK NPV 3,700.00 26.64 13,346.64 13,346.64
251825 7/20/10 USD 3.600 1.000 13,346.64 13,346.64
PUR 7/15/10 60 PROTEK NPV 3,800.00 27.36 13,707.36 13,707.36
251825 7/26/10 USD 3.600 1.000 13,707.36 13,707.36
PUR 7/21/10 60 PROTEK NPV 14,400.00 108.00 54,108.00 54,108.00
251825 7/28/10 USD N20100 3.750 1.000 54,108.00 54,108.00
PUR 7/21/10 60 PROTEK NPV 1,900.00 6,092.16 6,092.16
251825 7/28/10 USD 3.206 1.000 6,092.16 6,092.16
PUR 7/22/10 60 PROTEK NPV 14,000.00 105.00 52,605.00 52,605.00
251825 7/29/10 USD N20100 3.750 1.000 52,605.00 52,605.00
---------------- --------- ---------------- ------------ ---------------- --------------
173,100.00 982.39 498,270.99 498,270.99
498,270.99 498,270.99
11 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
PUR 7/01/10 60 HDFC BANK LTD ADR REPS 5,500.00 192.50 787,782.05 787,782.05
239502 7/07/10 USD 143.198 1.000 787,782.05 787,782.05
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 67
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/01/10 60 ICICI BK LTD USD 10.0 6,100.00 213.50 218,761.25 218,761.25
248420 7/07/10 USD 35.828 1.000 218,761.25 218,761.25
PUR 7/05/10 60 AXIS BANK LTD- GDR 9,538.00 250,086.36 250,086.36
250852 7/08/10 USD 26.220 1.000 250,086.36 250,086.36
PUR 7/26/10 60 DR REDDYS LABS ADR 21,900.00 766.50 610,298.25 610,298.25
248690 7/29/10 USD 27.833 1.000 610,298.25 610,298.25
PUR 7/27/10 60 TATA STEEL LTD GDR REG 19,723.00 224,842.20 224,842.20
252812 7/30/10 USD 11.400 1.000 224,842.20 224,842.20
---------------- --------- ---------------- ------------ ---------------- --------------
62,761.00 1,172.50 2,091,770.11 2,091,770.11
2,091,770.11 2,091,770.11
5 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
5,664,226.00 40,064.58 14480221270.14 14480221270.14
13,811,764.17 13,811,764.17
165 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
5,664,226.00 40,064.58 14480221270.14 14480221270.14
13,811,764.17 13,811,764.17
165 "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: 68
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/08/10 60 IPATH ETNS LKD MSCI IN 6,000.00 126.49 384,128.51 326,860.63 57,267.88
247826 7/13/10 USD 64.043 1.000 384,128.51 326,860.63 57,267.88
SALE 7/19/10 60 IPATH ETNS LKD MSCI IN 6,000.00 126.53 386,346.67 326,860.63 59,486.04
247826 7/22/10 USD 64.412 1.000 386,346.67 326,860.63 59,486.04
SALE 7/26/10 60 IPATH ETNS LKD MSCI IN 7,000.00 252.76 459,176.84 381,337.40 77,839.44
247826 7/29/10 USD 65.633 1.000 459,176.84 381,337.40 77,839.44
---------------- --------- ---------------- ------------ ---------------- --------------
19,000.00 505.78 1,229,652.02 1,035,058.66 194,593.36
1,229,652.02 1,035,058.66 194,593.36
3 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
19,000.00 505.78 1,229,652.02 1,035,058.66 194,593.36
1,229,652.02 1,035,058.66 194,593.36
3 TRANSACTIONS IN CATEGORY: ETN - EMERGING MARKET (1750)
EM COMMON STOCK (2225)
--------------------------------
SALE 6/30/10 60 GOLDEN AGRI-RESOUR 2,778,000.00 3,480.88 1,424,144.59 1,376,367.22 47,777.37
249891 7/05/10 SGD H20100 .514 1.396 1,020,307.06 995,260.46 25,046.60
---------------- --------- ---------------- ------------ ---------------- --------------
2,778,000.00 3,480.88 1,424,144.59 1,376,367.22 47,777.37
1,020,307.06 995,260.46 25,046.60
1 TRANSACTION IN COUNTRY: SINGAPORE (1900)
SALE 7/27/10 60 BANK ZACHODNI WBK SA 441.00 82.52 84,650.70 64,018.58 20,632.12
240025 7/30/10 PLN 192.529 3.087 27,423.89 26,627.24 796.65
SALE 7/27/10 60 BK HANDLOWY W WARS PLN 6,847.00 513.34 526,602.61 312,982.26 213,620.35
246234 7/30/10 PLN 77.141 3.087 170,600.99 95,164.68 75,436.31
---------------- --------- ---------------- ------------ ---------------- --------------
7,288.00 595.86 611,253.31 377,000.84 234,252.47
198,024.88 121,791.92 76,232.96
2 TRANSACTIONS IN COUNTRY: POLAND (2300)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 69
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/14/10 60 TURKCELL ILETISIM HIZM 20,870.00 222.61 171,339.51 178,781.59 -7,442.08
240463 7/16/10 TRY 8.226 1.542 111,082.70 119,967.55 -8,884.85
SALE 7/15/10 60 TURKCELL ILETISIM HIZM 39,516.00 419.41 321,411.29 338,511.41 -17,100.12
240463 7/19/10 TRY 8.150 1.536 209,286.21 227,150.82 -17,864.61
SALE 7/16/10 60 TURKCELL ILETISIM HIZM 5,137.00 54.09 41,526.48 44,005.80 -2,479.32
240463 7/20/10 TRY 8.100 1.539 26,989.78 29,529.15 -2,539.37
SALE 7/19/10 60 TURKCELL ILETISIM HIZM 4,511.00 47.17 36,240.92 38,643.21 -2,402.29
240463 7/21/10 TRY 8.050 1.540 23,536.12 25,930.70 -2,394.58
SALE 7/20/10 60 TURKCELL ILETISIM HIZM 4,816.00 50.53 38,691.26 41,255.97 -2,564.71
240463 7/22/10 TRY 8.050 1.535 25,213.42 27,683.93 -2,470.51
SALE 7/22/10 60 TURKCELL ILETISIM HIZM 49,395.00 532.29 402,996.51 423,139.26 -20,142.75
240463 7/26/10 TRY 8.175 1.517 265,609.83 283,938.53 -18,328.70
SALE 7/22/10 60 TURKCELL ILETISIM HIZM 26,698.00 282.41 213,814.95 228,706.79 -14,891.84
240463 7/26/10 TRY 8.025 1.517 140,922.69 153,468.79 -12,546.10
---------------- --------- ---------------- ------------ ---------------- --------------
150,943.00 1,608.51 1,226,020.92 1,293,044.03 -67,023.11
802,640.75 867,669.47 -65,028.72
7 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 7/12/10 60 IND & COMMERCIAL BANK 330,000.00 121.11 1,918,234.55 1,588,633.64 329,600.91
239287 7/14/10 HKD 5.816 7.773 246,788.10 204,238.01 42,550.09
---------------- --------- ---------------- ------------ ---------------- --------------
330,000.00 121.11 1,918,234.55 1,588,633.64 329,600.91
246,788.10 204,238.01 42,550.09
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 7/26/10 60 CHINA MOBILE LTD 7,500.00 193.02 588,060.68 745,523.83 -157,463.15
239295 7/28/10 HKD 78.608 7.766 75,718.08 95,739.27 -20,021.19
---------------- --------- ---------------- ------------ ---------------- --------------
7,500.00 193.02 588,060.68 745,523.83 -157,463.15
75,718.08 95,739.27 -20,021.19
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
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: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 6/29/10 60 LG TELECOM LTD KRW 500 690.00 23.87 5,253,254.00 6,002,314.10 -749,060.10
250385 7/01/10 KRW H20100 7655.50 1216.89 4,316.92 5,031.27 -714.35
SALE 6/30/10 60 LG TELECOM LTD KRW 500 760.00 26.20 5,789,486.00 6,611,244.51 -821,758.51
250385 7/02/10 KRW H20100 7659.86 1221.80 4,738.49 5,541.69 -803.20
SALE 7/01/10 60 LG TELECOM LTD KRW 500 340.00 5.34 2,610,366.00 2,957,662.02 -347,296.02
250385 7/05/10 KRW 7696.84 1228.70 2,124.49 2,479.18 -354.69
SALE 7/02/10 60 LG TELECOM LTD KRW 500 770.00 12.19 5,962,534.00 6,698,234.57 -735,700.57
250385 7/06/10 KRW 7763.00 1229.24 4,850.55 5,614.61 -764.06
SALE 7/05/10 60 LG TELECOM LTD KRW 500 550.00 8.72 4,267,008.00 4,784,453.27 -517,445.27
250385 7/07/10 KRW 7777.68 1229.25 3,471.23 4,010.43 -539.20
SALE 7/06/10 60 LG TELECOM LTD KRW 500 810.00 12.77 6,215,232.00 7,046,194.81 -830,962.81
250385 7/08/10 KRW 7692.41 1222.70 5,083.20 5,906.28 -823.08
SALE 7/07/10 60 LG TELECOM LTD KRW 500 720.00 11.28 5,488,254.00 6,263,284.28 -775,030.28
250385 7/09/10 KRW 7641.72 1222.82 4,488.19 5,250.02 -761.83
SALE 7/08/10 60 LG TELECOM LTD KRW 500 460.00 7.31 3,517,548.00 4,001,542.73 -483,994.73
250385 7/12/10 KRW 7666.06 1209.39 2,908.51 3,354.18 -445.67
SALE 7/09/10 60 LG TELECOM LTD KRW 500 450.00 7.22 3,440,482.00 3,914,552.67 -474,070.67
250385 7/13/10 KRW 7664.71 1195.89 2,876.90 3,281.26 -404.36
SALE 7/12/10 60 LG TELECOM LTD KRW 500 740.00 11.86 5,670,146.00 6,437,264.40 -767,118.40
250385 7/14/10 KRW 7681.61 1201.90 4,717.65 5,395.86 -678.21
SALE 7/13/10 60 LG TELECOM LTD KRW 500 830.00 13.32 6,426,664.00 7,220,174.93 -793,510.93
250385 7/15/10 KRW 7762.42 1212.34 5,301.00 6,052.11 -751.11
SALE 7/14/10 60 HYNIX SEMICONDUCTOR IN 20,900.00 1,096.46 524,433,533.00 585,836,478.14 -61,402,945.14
252405 7/16/10 KRW 25155.5 1202.35 436,173.77 487,115.74 -50,941.97
SALE 7/14/10 60 KIA MOTORS CORP 11,680.00 771.66 369,084,979.00 223,830,041.67 145,254,937.33
249234 7/16/10 KRW 31679.1 1202.35 306,969.67 194,886.95 112,082.72
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: 71
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/14/10 60 LG TELECOM LTD KRW 500 2,100.00 34.67 16,581,500.00 18,267,912.47 -1,686,412.47
250385 7/16/10 KRW 7915.80 1202.35 13,790.91 15,312.57 -1,521.66
SALE 7/15/10 60 HYNIX SEMICONDUCTOR IN 16,820.00 885.73 423,673,624.00 471,472,227.86 -47,798,603.86
252405 7/19/10 KRW 25252.0 1202.45 352,341.99 392,023.29 -39,681.30
SALE 7/15/10 60 KIA MOTORS CORP 6,740.00 441.17 211,029,043.00 129,162,198.71 81,866,844.29
249234 7/19/10 KRW 31388.6 1202.45 175,499.22 112,460.45 63,038.77
SALE 7/15/10 60 LG TELECOM LTD KRW 500 1,120.00 18.65 8,923,552.00 9,742,886.65 -819,334.65
250385 7/19/10 KRW 7987.48 1202.45 7,421.14 8,166.70 -745.56
SALE 7/16/10 60 KIA MOTORS CORP 5,430.00 346.12 165,700,867.00 104,057,973.14 61,642,893.86
249234 7/20/10 KRW 30592.5 1203.45 137,688.20 90,602.41 47,085.79
SALE 7/16/10 60 LG TELECOM LTD KRW 500 1,229.00 20.37 9,755,479.00 10,691,078.30 -935,599.30
250385 7/20/10 KRW 7957.68 1203.45 8,106.26 8,961.50 -855.24
SALE 7/20/10 60 KIA MOTORS CORP 2,230.00 141.92 68,078,240.00 42,734,674.05 25,343,565.95
249234 7/22/10 KRW 30605.0 1205.85 56,456.64 37,208.72 19,247.92
SALE 7/20/10 60 LG DISPLAY CO LTD KRW 6,440.00 487.80 233,990,703.00 240,164,787.95 -6,174,084.95
248301 7/22/10 KRW 36425.2 1205.85 194,046.28 202,875.19 -8,828.91
SALE 7/20/10 60 SAMSUNG LIFE INSURANCE 660.00 145.69 69,889,093.00 72,600,000.00 -2,710,907.00
251798 7/22/10 KRW 106158. 1205.85 57,958.36 65,766.83 -7,808.47
SALE 7/20/10 60 WOORI FINANCE HOLDINGS 10,270.00 305.72 146,651,065.00 165,993,000.71 -19,341,935.71
251561 7/22/10 KRW 14315.4 1205.85 121,616.34 148,486.45 -26,870.11
SALE 7/21/10 60 LG DISPLAY CO LTD KRW 10,760.00 818.15 392,002,668.00 401,269,117.76 -9,266,449.76
248301 7/23/10 KRW 36523.0 1204.45 325,461.97 338,965.37 -13,503.40
SALE 7/21/10 60 SAMSUNG LIFE INSURANCE 990.00 220.14 105,477,423.00 108,900,000.00 -3,422,577.00
251798 7/23/10 KRW 106810. 1204.45 87,573.10 98,650.24 -11,077.14
SALE 7/21/10 60 WOORI FINANCE HOLDINGS 25,060.00 735.50 352,401,982.00 405,042,317.21 -52,640,335.21
251561 7/23/10 KRW 14097.6 1204.45 292,583.32 362,324.29 -69,740.97
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: 72
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/22/10 60 LG DISPLAY CO LTD KRW 2,410.00 180.08 86,248,637.00 89,875,332.14 -3,626,695.14
248301 7/26/10 KRW 35877.7 1203.95 71,638.06 75,920.68 -4,282.62
SALE 7/22/10 60 SAMSUNG LIFE INSURANCE 1,000.00 218.75 104,770,268.00 110,000,000.00 -5,229,732.00
251798 7/26/10 KRW 105033. 1203.95 87,022.11 99,646.71 -12,624.60
SALE 7/22/10 60 WOORI FINANCE HOLDINGS 11,790.00 341.32 163,470,837.00 190,560,611.33 -27,089,774.33
251561 7/26/10 KRW 13900.0 1203.95 135,778.76 170,463.02 -34,684.26
SALE 7/23/10 60 KIA MOTORS CORP 2,120.00 130.14 62,075,635.00 40,626,685.65 21,448,949.35
249234 7/27/10 KRW 29354.5 1199.05 51,770.68 35,373.32 16,397.36
SALE 7/23/10 60 SAMSUNG LIFE INSURANCE 600.00 131.48 62,715,136.00 66,000,000.00 -3,284,864.00
251798 7/27/10 KRW 104787. 1199.05 52,304.02 59,788.02 -7,484.00
SALE 7/26/10 60 KIA MOTORS CORP 7,240.00 457.73 216,891,672.00 138,743,964.19 78,147,707.81
249234 7/28/10 KRW 30032.7 1191.15 182,085.94 120,803.21 61,282.73
SALE 7/26/10 60 SAMSUNG LIFE INSURANCE 400.00 88.88 42,117,127.00 44,000,000.00 -1,882,873.00
251798 7/28/10 KRW 105557. 1191.15 35,358.37 39,858.68 -4,500.31
SALE 7/26/10 60 WOORI FINANCE HOLDINGS 4,240.00 132.22 62,649,397.00 68,530,703.31 -5,881,306.31
251561 7/28/10 KRW 14812.9 1191.15 52,595.72 61,303.07 -8,707.35
SALE 7/27/10 60 SAMSUNG LIFE INSURANCE 220.00 49.57 23,295,375.00 24,200,000.00 -904,625.00
251798 7/29/10 KRW 106154. 1181.45 19,717.61 21,922.28 -2,204.67
SALE 7/27/10 60 WOORI FINANCE HOLDINGS 1,170.00 37.01 17,395,297.00 18,910,595.02 -1,515,298.02
251561 7/29/10 KRW 14905.1 1181.45 14,723.68 16,916.18 -2,192.50
---------------- --------- ---------------- ------------ ---------------- --------------
160,739.00 8,377.013,993,944,106.00 3,843,149,508.55 150,794,597.45
3,321,559.25 3,317,718.76 3,840.49
36 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 7/19/10 60 BUMI RESOURCES TBK PT 378,500.00 62.34 640,540,385.00 1,792,406,708.28 -1151866323.28
239310 7/22/10 IDR 1693.80 9060.00 70,699.82 191,869.15 -121,169.33
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: 73
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/19/10 60 BUMI RESOURCES TBK PT 395,500.00 251.22 666,227,433.00 1,872,911,104.69 -1206683671.69
239310 7/22/10 IDR 1690.27 9060.00 73,535.04 200,486.79 -126,951.75
SALE 7/20/10 60 BUMI RESOURCES TBK PT 313,000.00 201.05 532,433,795.00 1,482,228,004.47 -949794209.47
239310 7/23/10 IDR 1706.87 9047.50 58,848.72 158,665.90 -99,817.18
SALE 7/20/10 60 BUMI RESOURCES TBK PT 181,000.00 30.09 308,710,947.00 857,135,044.12 -548424097.12
239310 7/23/10 IDR 1707.08 9047.50 34,121.13 91,752.49 -57,631.36
SALE 7/21/10 60 BUMI RESOURCES TBK PT 263,500.00 170.80 453,121,449.00 1,247,818,144.33 -794696695.33
239310 7/26/10 IDR 1725.50 9063.00 49,996.85 133,573.37 -83,576.52
SALE 7/21/10 60 BUMI RESOURCES TBK PT 345,500.00 224.32 595,274,737.00 1,636,133,468.19 -1040858731.19
239310 7/26/10 IDR 1728.82 9063.00 65,681.86 175,140.80 -109,458.94
SALE 7/22/10 60 BUMI RESOURCES TBK PT 288,000.00 48.58 498,622,484.00 1,363,839,186.22 -865216702.22
239310 7/27/10 IDR 1732.85 9050.00 55,096.41 145,992.91 -90,896.50
SALE 7/22/10 60 BUMI RESOURCES TBK PT 288,000.00 188.10 498,298,189.00 1,363,839,186.22 -865540997.22
239310 7/27/10 IDR 1736.11 9050.00 55,060.57 145,992.91 -90,932.34
SALE 7/23/10 60 BUMI RESOURCES TBK PT 238,000.00 156.41 414,105,725.00 1,127,061,549.72 -712955824.72
239310 7/28/10 IDR 1745.88 9045.00 45,782.83 120,646.92 -74,864.09
SALE 7/23/10 60 BUMI RESOURCES TBK PT 317,500.00 210.43 552,350,212.00 1,503,537,991.75 -951187779.75
239310 7/28/10 IDR 1745.68 9045.00 61,066.91 160,947.04 -99,880.13
SALE 7/26/10 60 BUMI RESOURCES TBK PT 436,500.00 283.26 742,663,060.00 2,067,068,766.61 -1324405706.61
239310 7/29/10 IDR 1707.26 9034.00 82,207.56 221,270.50 -139,062.94
SALE 7/27/10 60 BUMI RESOURCES TBK PT 336,000.00 219.97 575,514,851.00 1,591,145,717.25 -1015630866.25
239310 7/30/10 IDR 1718.74 9014.99 63,839.70 170,325.06 -106,485.36
---------------- --------- ---------------- ------------ ---------------- --------------
3,781,000.00 2,046.576,477,863,267.00 17905124871.85 -11427261604.8
715,937.40 1,916,663.84 -1,200,726.44
12 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 74
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/04/10 60 COMMERCIAL INTERNATION 991.00 35.00 66,260.55 54,693.75 11,566.80
250262 7/05/10 EGP 67.064 5.696 11,632.82 9,944.32 1,688.50
SALE 7/21/10 60 ORASCOM CONSTRUCTION I 970.00 137.01 219,837.64 257,796.46 -37,958.82
250263 7/22/10 EGP 227.442 5.699 38,574.77 46,908.26 -8,333.49
SALE 7/22/10 60 ORASCOM CONSTRUCTION I 1,088.00 153.52 247,088.30 289,157.27 -42,068.97
250263 7/25/10 EGP 227.908 5.702 43,333.62 52,614.63 -9,281.01
SALE 7/25/10 60 ORASCOM CONSTRUCTION I 709.00 102.22 163,124.19 188,430.61 -25,306.42
250263 7/26/10 EGP 230.899 5.702 28,608.24 34,286.55 -5,678.31
SALE 7/26/10 60 ORASCOM CONSTRUCTION I 1,188.00 170.12 271,522.31 315,734.23 -44,211.92
250263 7/27/10 EGP 229.371 5.703 47,610.02 57,450.53 -9,840.51
SALE 7/27/10 60 ORASCOM CONSTRUCTION I 553.00 79.77 129,213.86 146,970.56 -17,756.70
250263 7/28/10 EGP 234.482 5.703 22,658.37 26,742.55 -4,084.18
SALE 7/28/10 60 ORASCOM CONSTRUCTION I 480.00 59.59 112,941.46 127,569.38 -14,627.92
250263 7/29/10 EGP 236.003 5.703 19,803.87 23,212.34 -3,408.47
---------------- --------- ---------------- ------------ ---------------- --------------
5,979.00 737.23 1,209,988.31 1,380,352.26 -170,363.95
212,221.71 251,159.18 -38,937.47
7 TRANSACTIONS IN COUNTRY: EGYPT (5100)
SALE 6/24/10 60 TIGER BRANDS LTD ZAR 0 1,700.00 77.77 295,661.65 260,505.02 35,156.63
243220 7/01/10 ZAR N20100 174.268 7.627 38,766.66 31,678.33 7,088.33
SALE 6/25/10 60 TIGER BRANDS LTD ZAR 0 2,100.00 95.48 364,380.19 321,800.32 42,579.87
243220 7/02/10 ZAR N20100 173.862 7.647 47,646.97 39,132.05 8,514.92
SALE 6/29/10 60 TIGER BRANDS LTD ZAR 0 100.00 1.13 17,261.75 15,323.82 1,937.93
243220 7/06/10 ZAR N20100 172.704 7.648 2,257.06 1,863.43 393.63
SALE 7/01/10 60 TIGER BRANDS LTD ZAR 0 400.00 4.39 68,006.96 61,295.30 6,711.66
243220 7/08/10 ZAR 170.103 7.777 8,745.13 7,453.72 1,291.41
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: 75
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/02/10 60 TIGER BRANDS LTD ZAR 0 468.00 5.20 79,807.23 71,715.50 8,091.73
243220 7/09/10 ZAR 170.614 7.713 10,347.58 8,720.86 1,626.72
SALE 7/20/10 60 ANGLO PLATINUM LTD ZAR 600.00 110.26 419,106.65 313,751.61 105,355.04
245196 7/27/10 ZAR 699.911 7.618 55,017.48 37,473.75 17,543.73
SALE 7/21/10 60 ANGLO PLATINUM LTD ZAR 1,400.00 263.45 990,766.26 732,087.10 258,679.16
245196 7/28/10 ZAR 709.108 7.537 131,462.38 87,438.76 44,023.62
SALE 7/22/10 60 ANGLO PLATINUM LTD ZAR 2,200.00 429.27 1,595,763.62 1,150,422.58 445,341.04
245196 7/29/10 ZAR 726.801 7.450 214,206.52 137,403.76 76,802.76
SALE 7/23/10 60 ANGLO PLATINUM LTD ZAR 700.00 138.81 516,060.78 366,043.55 150,017.23
245196 7/30/10 ZAR 738.707 7.450 69,268.51 43,719.38 25,549.13
---------------- --------- ---------------- ------------ ---------------- --------------
9,668.00 1,125.76 4,346,815.09 3,292,944.80 1,053,870.29
577,718.29 394,884.04 182,834.25
9 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 7/01/10 60 BRF-BRASILFOODS 6,900.00 269.96 161,895.38 149,376.39 12,518.99
240130 7/06/10 BRL N20100 23.534 1.805 89,717.58 87,827.54 1,890.04
SALE 7/01/10 60 CIELO SA (FMLY COMP BR 9,000.00 228.20 136,850.81 145,770.55 -8,919.74
247599 7/06/10 BRL N20100 15.251 1.805 75,838.63 79,476.15 -3,637.52
SALE 7/01/10 60 COMPANHIA DE BEBIDAS D 2,100.00 77.07 210,997.71 99,579.92 111,417.79
243785 7/07/10 USD 100.512 1.000 210,997.71 99,579.92 111,417.79
SALE 7/01/10 60 COMPANHIA DE BEBIDAS D 900.00 33.04 90,682.91 42,677.11 48,005.80
243785 7/07/10 USD 100.796 1.000 90,682.91 42,677.11 48,005.80
SALE 7/01/10 60 OGX PETROLEO E GAS PAR 33,700.00 948.84 569,014.17 497,107.23 71,906.94
247978 7/06/10 BRL N20100 16.936 1.804 315,330.66 279,070.27 36,260.39
SALE 7/02/10 60 BRF-BRASILFOODS 4,300.00 171.70 101,055.09 93,089.63 7,965.46
240130 7/07/10 BRL N20100 23.572 1.771 57,061.03 54,733.11 2,327.92
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 76
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/02/10 60 CIELO SA (FMLY COMP BR 4,200.00 106.94 62,940.39 68,026.26 -5,085.87
247599 7/07/10 BRL N20100 15.031 1.771 35,539.46 37,088.87 -1,549.41
SALE 7/06/10 60 BRF-BRASILFOODS 1,800.00 72.25 42,362.07 38,967.75 3,394.32
240130 7/12/10 BRL N20100 23.605 1.764 24,010.70 22,911.53 1,099.17
SALE 7/06/10 60 CIELO SA (FMLY COMP BR 5,600.00 143.77 84,299.06 90,701.67 -6,402.61
247599 7/12/10 BRL N20100 15.099 1.764 47,780.46 49,451.83 -1,671.37
SALE 7/07/10 60 BRF-BRASILFOODS 2,400.00 96.27 56,595.46 51,957.00 4,638.46
240130 7/13/10 BRL N20100 23.652 1.769 31,992.91 30,548.71 1,444.20
SALE 7/07/10 60 CIELO SA (FMLY COMP BR 900.00 24.19 14,222.20 14,577.05 -354.85
247599 7/13/10 BRL N20100 15.850 1.769 8,039.68 7,947.61 92.07
SALE 7/07/10 60 CIELO SA (FMLY COMP BR 3,500.00 94.21 55,387.09 56,688.55 -1,301.46
247599 7/13/10 BRL N20100 15.873 1.769 31,309.83 30,907.39 402.44
SALE 7/08/10 60 BRF-BRASILFOODS 5,300.00 209.17 122,903.41 114,738.38 8,165.03
240130 7/14/10 BRL N20100 23.259 1.768 69,515.50 67,461.73 2,053.77
SALE 7/08/10 60 CIELO SA (FMLY COMP BR 1,500.00 40.72 23,923.36 24,295.09 -371.73
247599 7/14/10 BRL N20100 15.997 1.768 13,531.31 13,246.02 285.29
SALE 7/08/10 60 CIELO SA (FMLY COMP BR 4,400.00 119.01 69,925.59 71,265.60 -1,340.01
247599 7/14/10 BRL N20100 15.940 1.768 39,550.67 38,855.01 695.66
SALE 7/12/10 60 BRF-BRASILFOODS 1,900.00 75.65 44,321.13 41,132.63 3,188.50
240130 7/15/10 BRL N20100 23.397 1.763 25,142.46 24,184.40 958.06
SALE 7/12/10 60 CIELO SA (FMLY COMP BR 3,400.00 92.60 54,249.68 55,068.87 -819.19
247599 7/15/10 BRL N20100 16.004 1.763 30,774.72 30,024.32 750.40
SALE 7/13/10 60 CIELO SA (FMLY COMP BR 3,600.00 99.68 58,012.96 58,308.22 -295.26
247599 7/16/10 BRL N20100 16.163 1.751 33,127.55 31,790.46 1,337.09
---------------- --------- ---------------- ------------ ---------------- --------------
95,400.00 2,903.27 1,959,638.47 1,713,327.90 246,310.57
1,229,943.77 1,027,781.98 202,161.79
18 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: 77
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 6/29/10 60 CHINA ZHONGWANG HOLDIN 8,000.00 8.07 40,359.57 57,697.06 -17,337.49
246570 7/02/10 HKD H20100 5.053 7.784 5,184.81 7,444.70 -2,259.89
SALE 6/30/10 60 CHINA ZHONGWANG HOLDIN 11,000.00 10.86 54,669.03 79,333.46 -24,664.43
246570 7/05/10 HKD H20100 4.978 7.787 7,020.64 10,236.46 -3,215.82
SALE 7/02/10 60 CHINA ZHONGWANG HOLDIN 31,000.00 9.52 151,253.90 223,576.11 -72,322.21
246570 7/06/10 HKD 4.882 7.794 19,407.57 28,848.21 -9,440.64
SALE 7/05/10 60 CHINA ZHONGWANG HOLDIN 22,000.00 33.47 102,318.24 158,666.91 -56,348.67
246570 7/07/10 HKD 4.663 7.794 13,128.58 20,472.92 -7,344.34
SALE 7/06/10 60 CHINA ZHONGWANG HOLDIN 98,000.00 149.47 456,602.14 706,788.98 -250,186.84
246570 7/08/10 HKD 4.671 7.787 58,634.58 91,197.56 -32,562.98
SALE 7/07/10 60 CHINA ZHONGWANG HOLDIN 24,200.00 37.09 113,319.34 174,533.61 -61,214.27
246570 7/09/10 HKD 4.695 7.789 14,547.89 22,520.22 -7,972.33
SALE 7/28/10 60 CHINA DONGXIANG GROUP 795,200.00 1,118.29 3,407,083.86 3,739,920.87 -332,837.01
247495 7/30/10 HKD 4.295 7.766 438,689.74 482,507.53 -43,817.79
---------------- --------- ---------------- ------------ ---------------- --------------
989,400.00 1,366.77 4,325,606.08 5,140,517.00 -814,910.92
556,613.81 663,227.60 -106,613.79
7 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 7/01/10 60 DR REDDYS LABS ADR 1,900.00 67.47 57,167.94 42,976.32 14,191.62
248690 7/07/10 USD 30.124 1.000 57,167.94 42,976.32 14,191.62
SALE 7/02/10 60 WIPRO LTD ADR .52 4.11 5.40 -1.29
248465 7/02/10 USD 7.904 1.000 4.11 5.40 -1.29
SALE 7/26/10 60 INFOSYS TECHNOLOGIES L 8,300.00 298.95 499,639.10 356,793.32 142,845.78
239503 7/29/10 USD 60.234 1.000 499,639.10 356,793.32 142,845.78
---------------- --------- ---------------- ------------ ---------------- --------------
10,200.52 366.42 556,811.15 399,775.04 157,036.11
556,811.15 399,775.04 157,036.11
3 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
8,326,117.52 22,922.41 10489973946.15 21765581866.96 -11275607920.8
9,514,284.25 10,255,909.57 -741,625.32
104 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 7/01/10 THROUGH 7/31/10 ** 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 NON-CONV PREFERRED STO (2240)
--------------------------------
SALE 6/29/10 60 SAMSUNG ELCTRNCS N/VT 3.00 7.23 1,591,775.00 1,160,768.26 431,006.74
239490 7/01/10 KRW H20100 533525. 1216.89 1,308.06 1,085.34 222.72
SALE 6/30/10 60 SAMSUNG ELCTRNCS N/VT 15.00 35.38 7,817,234.00 5,803,841.32 2,013,392.68
239490 7/02/10 KRW H20100 524031. 1221.80 6,398.13 5,426.68 971.45
SALE 7/01/10 60 SAMSUNG ELCTRNCS N/VT 16.00 17.01 8,317,652.00 6,190,764.07 2,126,887.93
239490 7/05/10 KRW 521159. 1228.70 6,769.47 5,788.46 981.01
SALE 7/02/10 60 SAMSUNG ELCTRNCS N/VT 23.00 24.58 12,024,319.00 8,899,223.36 3,125,095.64
239490 7/06/10 KRW 524110. 1229.25 9,781.83 8,320.90 1,460.93
SALE 7/05/10 60 SAMSUNG ELCTRNCS N/VT 5.00 5.34 2,610,775.00 1,934,613.77 676,161.23
239490 7/07/10 KRW 523467. 1229.24 2,123.88 1,808.89 314.99
SALE 7/06/10 60 SAMSUNG ELCTRNCS N/VT 21.00 22.35 10,873,982.00 8,125,377.85 2,748,604.15
239490 7/08/10 KRW 519110. 1222.70 8,893.42 7,597.35 1,296.07
SALE 7/07/10 60 SAMSUNG ELCTRNCS N/VT 32.00 33.85 16,467,415.00 12,381,528.15 4,085,886.85
239490 7/09/10 KRW 515900. 1222.82 13,466.75 11,576.91 1,889.84
SALE 7/08/10 60 SAMSUNG ELCTRNCS N/VT 14.00 14.97 7,207,535.00 5,416,918.57 1,790,616.43
239490 7/12/10 KRW 516117. 1209.39 5,959.60 5,064.90 894.70
SALE 7/09/10 60 SAMSUNG ELCTRNCS N/VT 10.00 11.03 5,249,028.00 3,869,227.55 1,379,800.45
239490 7/13/10 KRW 526221. 1195.89 4,389.19 3,617.78 771.41
SALE 7/12/10 60 SAMSUNG ELCTRNCS N/VT 13.00 14.48 6,923,734.00 5,029,995.81 1,893,738.19
239490 7/14/10 KRW 533933. 1201.89 5,760.66 4,703.12 1,057.54
---------------- --------- ---------------- ------------ ---------------- --------------
152.00 186.22 79,083,449.00 58,812,258.71 20,271,190.29
64,850.99 54,990.33 9,860.66
10 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: 79
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/01/10 60 ULTRAPAR PARTICIPACOES 800.00 114.91 68,912.64 36,902.05 32,010.59
243517 7/06/10 BRL N20100 86.400 1.804 38,189.33 16,844.57 21,344.76
SALE 7/02/10 60 ULTRAPAR PARTICIPACOES 1,900.00 279.94 164,762.24 87,642.36 77,119.88
243517 7/07/10 BRL N20100 86.978 1.771 93,033.45 40,005.85 53,027.60
SALE 7/06/10 60 ULTRAPAR PARTICIPACOES 600.00 89.50 52,478.83 27,676.54 24,802.29
243517 7/12/10 BRL N20100 87.728 1.764 29,744.84 12,633.43 17,111.41
---------------- --------- ---------------- ------------ ---------------- --------------
3,300.00 484.35 286,153.71 152,220.95 133,932.76
160,967.62 69,483.85 91,483.77
3 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
3,452.00 670.57 79,369,602.71 58,964,479.66 20,405,123.05
225,818.61 124,474.18 101,344.43
13 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
8,348,569.52 24,098.76 10570573200.88 21825581405.28 -11255008204.4
10,969,754.88 11,415,442.41 -445,687.53
120 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
---------------- --------- ---------------- ------------ ---------------- --------------
14,012,795.52 64,163.34 25050794471.02 36305802675.42 -11255008204.4
24,781,519.05 25,227,206.58 -445,687.53
285 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: 80
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 6/29/10 60 TURKCELL ILETISIM HIZM 948.00 12.49 7,935.59 7,935.59
239834 7/01/10 TRY GT2TB7 8.350 1.585 5,008.26 5,008.26
PUR 6/30/10 60 TURKCELL ILETISIM HIZM 23,309.00 303.71 192,780.00 192,780.00
239834 7/02/10 TRY GT2T9J 8.250 1.583 121,789.12 121,789.12
PUR 7/01/10 60 TURKCELL ILETISIM HIZM 20,301.00 261.15 165,866.78 165,866.78
239834 7/05/10 TRY 8.150 1.584 104,723.79 104,723.79
PUR 7/27/10 60 TURKCELL ILETISIM HIZM 38,965.00 548.78 332,948.48 332,948.48
239834 7/29/10 TRY 8.524 1.513 220,058.48 220,058.48
PUR 7/28/10 60 TURKCELL ILETISIM HIZM 24,011.00 346.62 210,200.25 210,200.25
239834 7/30/10 TRY 8.733 1.512 138,993.75 138,993.75
---------------- --------- ---------------- ------------ ---------------- --------------
107,534.00 1,472.75 909,731.10 909,731.10
590,573.40 590,573.40
5 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 6/29/10 60 KOREA LIFE INSURAN KRW 15,000.00 85.44 130,072,566.00 130,072,566.00
251089 7/01/10 KRW GT2T9H 8664.57 1216.90 106,888.46 106,888.46
PUR 6/30/10 60 KOREA LIFE INSURAN KRW 6,600.00 22.79 55,719,031.00 55,719,031.00
251089 7/02/10 KRW GT2T9J 8438.05 1221.80 45,604.05 45,604.05
PUR 7/01/10 60 KOREA LIFE INSURAN KRW 3,300.00 23.07 28,374,370.00 28,374,370.00
251089 7/05/10 KRW 8589.70 1228.70 23,093.00 23,093.00
PUR 7/02/10 60 KOREA LIFE INSURAN KRW 7,800.00 55.69 68,528,943.00 68,528,943.00
251089 7/06/10 KRW 8776.98 1229.25 55,748.58 55,748.58
PUR 7/05/10 60 KOREA LIFE INSURAN KRW 5,700.00 101.71 50,137,529.00 50,137,529.00
251089 7/07/10 KRW 8774.12 1229.25 40,787.09 40,787.09
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 7/01/10 THROUGH 7/31/10 ** 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 7/06/10 60 KOREA LIFE INSURAN KRW 5,500.00 39.25 48,037,603.00 48,037,603.00
251089 7/08/10 KRW 8725.38 1222.70 39,288.14 39,288.14
PUR 7/07/10 60 KOREA LIFE INSURAN KRW 10,000.00 72.50 88,738,341.00 88,738,341.00
251089 7/09/10 KRW 8864.96 1222.82 72,568.60 72,568.60
PUR 7/08/10 60 KOREA LIFE INSURAN KRW 6,200.00 113.01 54,804,233.00 54,804,233.00
251089 7/12/10 KRW 8817.34 1209.40 45,315.22 45,315.22
PUR 7/09/10 60 KOREA LIFE INSURAN KRW 21,100.00 398.12 190,918,980.00 190,918,980.00
251089 7/13/10 KRW 9025.72 1195.90 159,644.60 159,644.60
PUR 7/09/10 60 KOREA LIFE INSURAN KRW 1,600.00 30.13 14,447,197.00 14,447,197.00
251089 7/13/10 KRW 9006.98 1195.90 12,080.61 12,080.61
PUR 7/09/10 60 KOREA LIFE INSURAN KRW 5,300.00 100.05 47,978,650.00 47,978,650.00
251089 7/13/10 KRW 9030.00 1195.90 40,119.28 40,119.28
PUR 7/12/10 60 KOREA LIFE INSURAN KRW 9,100.00 169.76 81,819,337.00 81,819,337.00
251089 7/14/10 KRW 8968.71 1201.90 68,075.00 68,075.00
PUR 7/13/10 60 KOREA LIFE INSURAN KRW 17,600.00 321.63 156,363,083.00 156,363,083.00
251089 7/15/10 KRW 8862.11 1212.35 128,975.20 128,975.20
PUR 7/13/10 60 KOREA LIFE INSURAN KRW 3,000.00 54.69 26,586,300.00 26,586,300.00
251089 7/15/10 KRW 8840.00 1212.35 21,929.56 21,929.56
PUR 7/14/10 60 KOREA LIFE INSURAN KRW 30,999.00 556.79 268,449,939.00 268,449,939.00
251089 7/16/10 KRW 8638.35 1202.35 223,271.04 223,271.04
PUR 7/14/10 60 KOREA LIFE INSURAN KRW 6,557.00 117.24 56,526,116.00 56,526,116.00
251089 7/16/10 KRW 8599.23 1202.35 47,013.03 47,013.03
PUR 7/14/10 60 KOREA LIFE INSURAN KRW 4,035.00 73.24 35,313,610.00 35,313,610.00
251089 7/16/10 KRW 8730.00 1202.35 29,370.49 29,370.49
PUR 7/15/10 60 KOREA LIFE INSURAN KRW 8,306.00 29.36 70,627,057.00 70,627,057.00
251089 7/19/10 KRW 8498.88 1202.45 58,735.96 58,735.96
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 82
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/16/10 60 KOREA LIFE INSURAN KRW 9,580.00 170.46 82,261,760.00 82,261,760.00
251089 7/20/10 KRW 8565.40 1203.45 68,354.95 68,354.95
PUR 7/19/10 60 KOREA LIFE INSURAN KRW 4,070.00 70.97 34,594,857.00 34,594,857.00
251089 7/21/10 KRW 8478.76 1215.65 28,457.91 28,457.91
PUR 7/20/10 60 KOREA LIFE INSURAN KRW 5,860.00 102.86 49,739,272.00 49,739,272.00
251089 7/22/10 KRW 8466.76 1205.85 41,248.31 41,248.31
PUR 7/21/10 60 KOREA LIFE INSURAN KRW 15,000.00 52.23 125,878,316.00 125,878,316.00
251089 7/23/10 KRW 8387.69 1204.45 104,511.03 104,511.03
PUR 7/22/10 60 KOREA LIFE INSURAN KRW 15,280.00 260.55 125,791,826.00 125,791,826.00
251089 7/26/10 KRW 8211.92 1203.95 104,482.60 104,482.60
PUR 7/23/10 60 KOREA LIFE INSURAN KRW 3,000.00 51.52 24,776,092.00 24,776,092.00
251089 7/27/10 KRW 8238.10 1199.05 20,663.10 20,663.10
PUR 7/26/10 60 KOREA LIFE INSURAN KRW 9,000.00 32.00 76,287,056.00 76,287,056.00
251089 7/28/10 KRW 8472.10 1191.15 64,044.88 64,044.88
PUR 7/26/10 60 KOREA LIFE INSURAN KRW 400.00 1.43 3,409,700.00 3,409,700.00
251089 7/28/10 KRW 8520.00 1191.14 2,862.53 2,862.53
PUR 7/26/10 60 KOREA LIFE INSURAN KRW 500.00 3.58 4,264,260.00 4,264,260.00
251089 7/28/10 KRW 8520.00 1191.15 3,579.95 3,579.95
PUR 7/26/10 60 KOREA LIFE INSURAN KRW 3,000.00 21.44 25,559,561.00 25,559,561.00
251089 7/28/10 KRW 8511.34 1191.15 21,457.89 21,457.89
PUR 7/27/10 60 KOREA LIFE INSURAN KRW 7,200.00 130.36 61,758,097.00 61,758,097.00
251089 7/29/10 KRW 8556.12 1181.45 52,273.14 52,273.14
PUR 7/28/10 60 KOREA LIFE INSURAN KRW 2,400.00 25.94 20,509,441.00 20,509,441.00
251089 7/30/10 KRW 8532.80 1184.15 17,319.97 17,319.97
---------------- --------- ---------------- ------------ ---------------- --------------
242,987.00 3,287.812,108,273,123.00 2,108,273,123.00
1,747,764.17 1,747,764.17
30 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: 83
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 6/28/10 60 P T TELEKOMUNIKASI IND 100.00 3,550.49 3,550.49
240078 7/01/10 USD 35.505 1.000 3,550.49 3,550.49
PUR 6/29/10 60 P T TELEKOMUNIKASI IND 600.00 20,721.48 20,721.48
240078 7/02/10 USD 34.536 1.000 20,721.48 20,721.48
PUR 6/29/10 60 P T TELEKOMUNIKASI IND 1,900.00 65,937.60 65,937.60
240078 7/02/10 USD 34.704 1.000 65,937.60 65,937.60
PUR 6/30/10 60 P T TELEKOMUNIKASI IND 600.00 20,666.04 20,666.04
240078 7/06/10 USD 34.443 1.000 20,666.04 20,666.04
PUR 7/01/10 60 P T TELEKOMUNIKASI IND 400.00 4.00 13,699.56 13,699.56
240078 7/07/10 USD 34.239 1.000 13,699.56 13,699.56
PUR 7/02/10 60 P T TELEKOMUNIKASI IND 1,200.00 48.00 41,456.76 41,456.76
240078 7/08/10 USD 34.507 1.000 41,456.76 41,456.76
PUR 7/06/10 60 P T TELEKOMUNIKASI IND 100.00 1.00 3,488.57 3,488.57
240078 7/09/10 USD 34.876 1.000 3,488.57 3,488.57
PUR 7/07/10 60 P T TELEKOMUNIKASI IND 400.00 4.00 13,606.20 13,606.20
240078 7/12/10 USD 34.006 1.000 13,606.20 13,606.20
PUR 7/08/10 60 P T TELEKOMUNIKASI IND 700.00 28.00 24,097.29 24,097.29
240078 7/13/10 USD 34.385 1.000 24,097.29 24,097.29
PUR 7/13/10 60 P T TELEKOMUNIKASI IND 700.00 7.00 24,394.44 24,394.44
240078 7/16/10 USD 34.839 1.000 24,394.44 24,394.44
PUR 7/14/10 60 P T TELEKOMUNIKASI IND 2,500.00 87,304.00 87,304.00
240078 7/19/10 USD 34.922 1.000 87,304.00 87,304.00
PUR 7/15/10 60 P T TELEKOMUNIKASI IND 200.00 2.00 7,014.62 7,014.62
240078 7/20/10 USD 35.063 1.000 7,014.62 7,014.62
PUR 7/15/10 60 P T TELEKOMUNIKASI IND 500.00 17,531.40 17,531.40
240078 7/20/10 USD 35.063 1.000 17,531.40 17,531.40
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 7/01/10 THROUGH 7/31/10 ** 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 7/16/10 60 P T TELEKOMUNIKASI IND 600.00 6.00 21,109.92 21,109.92
240078 7/21/10 USD 35.173 1.000 21,109.92 21,109.92
PUR 7/16/10 60 P T TELEKOMUNIKASI IND 200.00 7,089.60 7,089.60
240078 7/21/10 USD 35.448 1.000 7,089.60 7,089.60
PUR 7/19/10 60 P T TELEKOMUNIKASI IND 600.00 24.00 21,211.20 21,211.20
240078 7/22/10 USD 35.312 1.000 21,211.20 21,211.20
PUR 7/20/10 60 P T TELEKOMUNIKASI IND 3,100.00 111,287.52 111,287.52
240078 7/23/10 USD 35.899 1.000 111,287.52 111,287.52
PUR 7/21/10 60 P T TELEKOMUNIKASI IND 600.00 6.00 21,441.18 21,441.18
240078 7/26/10 USD 35.725 1.000 21,441.18 21,441.18
PUR 7/21/10 60 P T TELEKOMUNIKASI IND 600.00 21,504.54 21,504.54
240078 7/26/10 USD 35.841 1.000 21,504.54 21,504.54
PUR 7/22/10 60 P T TELEKOMUNIKASI IND 1,300.00 46,566.65 46,566.65
240078 7/27/10 USD 35.821 1.000 46,566.65 46,566.65
PUR 7/27/10 60 P T TELEKOMUNIKASI IND 500.00 10.00 18,139.60 18,139.60
240078 7/30/10 USD 36.259 1.000 18,139.60 18,139.60
---------------- --------- ---------------- ------------ ---------------- --------------
17,400.00 140.00 611,818.66 611,818.66
611,818.66 611,818.66
21 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 6/23/10 60 BANCO DO BRASIL SA 121,317.00 2,990,464.05 2,990,464.05
240056 7/06/10 BRL LFY10- 24.650 1.796 1,664,698.31 1,664,698.31
PUR 6/29/10 60 ULTRAPAR PARTICIPACOES 2,300.00 275.61 199,137.71 199,137.71
251794 7/02/10 BRL GT2T9H 86.366 1.802 110,521.54 110,521.54
PUR 6/30/10 60 ULTRAPAR PARTICIPACOES 4,300.00 515.24 372,318.18 372,318.18
251794 7/05/10 BRL GT2T9J 86.370 1.802 206,613.86 206,613.86
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: 85
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/01/10 60 ULTRAPAR PARTICIPACOES 500.00 59.08 42,749.31 42,749.31
251794 7/06/10 BRL TAX 85.285 1.805 23,690.39 23,690.39
PUR 7/14/10 60 ULTRAPAR PARTICIPACOES 800.00 53.27 69,952.52 69,952.52
251794 7/19/10 BRL MDJ100 87.323 1.764 39,655.62 39,655.62
PUR 7/16/10 60 ULTRAPAR PARTICIPACOES 2,600.00 319.49 227,788.03 227,788.03
251794 7/21/10 BRL GT2UC5 87.392 1.778 128,114.75 128,114.75
PUR 7/20/10 60 ULTRAPAR PARTICIPACOES 1,700.00 208.62 148,944.12 148,944.12
251794 7/23/10 BRL GT2UWP 87.396 1.780 83,657.67 83,657.67
PUR 7/26/10 60 ULTRAPAR PARTICIPACOES 500.00 69.35 43,294.52 43,294.52
251794 7/29/10 BRL GT2VBP 86.343 1.771 24,446.37 24,446.37
PUR 7/27/10 60 CEMIG SA SPN ADR 12,900.00 129.00 193,552.89 193,552.89
248069 7/30/10 USD 14.994 1.000 193,552.89 193,552.89
---------------- --------- ---------------- ------------ ---------------- --------------
146,917.00 1,629.66 4,288,201.33 4,288,201.33
2,474,951.40 2,474,951.40
9 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 7/09/10 60 BRITISH AMERICAN TOBAC 1,000.00 16.49 43,868.89 43,868.89
239832 7/14/10 MYR 43.816 3.196 13,728.33 13,728.33
PUR 7/16/10 60 BRITISH AMERICAN TOBAC 1,000.00 15.13 43,573.50 43,573.50
239832 7/21/10 MYR 43.525 3.205 13,593.36 13,593.36
PUR 7/16/10 60 BRITISH AMERICAN TOBAC 1,000.00 14.82 43,567.50 43,567.50
239832 7/21/10 MYR 43.520 3.206 13,591.48 13,591.48
PUR 7/27/10 60 BRITISH AMERICAN TOBAC 300.00 4.17 13,153.88 13,153.88
239832 7/30/10 MYR 43.802 3.184 4,130.60 4,130.60
PUR 7/27/10 60 BRITISH AMERICAN TOBAC 300.00 4.13 13,159.14 13,159.14
239832 7/30/10 MYR 43.820 3.184 4,132.25 4,132.25
---------------- --------- ---------------- ------------ ---------------- --------------
3,600.00 54.74 157,322.91 157,322.91
49,176.02 49,176.02
5 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: 86
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 6/29/10 60 OIL + GAS DEVELOPMENT 900.00 4.77 126,985.20 126,985.20
249826 7/02/10 PKR GT2T9H 140.642 85.400 1,486.95 1,486.95
PUR 7/05/10 60 OIL + GAS DEVELOPMENT 100.00 .48 14,196.85 14,196.85
249826 7/07/10 PKR 141.558 85.431 166.18 166.18
PUR 7/06/10 60 OIL + GAS DEVELOPMENT 800.00 3.78 111,889.85 111,889.85
249826 7/08/10 PKR 139.458 85.600 1,307.12 1,307.12
PUR 7/07/10 60 OIL + GAS DEVELOPMENT 100.00 .47 14,023.15 14,023.15
249826 7/09/10 PKR 139.826 85.643 163.74 163.74
PUR 7/08/10 60 OIL + GAS DEVELOPMENT 1,800.00 8.68 257,107.43 257,107.43
249826 7/12/10 PKR 142.425 85.635 3,002.36 3,002.36
PUR 7/09/10 60 OIL + GAS DEVELOPMENT 44,900.00 218.66 6,486,347.16 6,486,347.16
249826 7/13/10 PKR 144.044 85.750 75,642.53 75,642.53
PUR 7/13/10 60 OIL + GAS DEVELOPMENT 22,300.00 110.13 3,266,283.68 3,266,283.68
249826 7/15/10 PKR 146.047 85.735 38,097.44 38,097.44
PUR 7/15/10 60 OIL + GAS DEVELOPMENT 200.00 .99 29,294.02 29,294.02
249826 7/19/10 PKR 146.047 85.600 342.22 342.22
PUR 7/23/10 60 OIL + GAS DEVELOPMENT 4,300.00 21.69 641,858.88 641,858.88
249826 7/27/10 PKR 148.838 85.530 7,504.49 7,504.49
PUR 7/26/10 60 OIL + GAS DEVELOPMENT 4,700.00 24.19 716,491.01 716,491.01
249826 7/28/10 PKR 152.004 85.605 8,369.73 8,369.73
PUR 7/27/10 60 OIL + GAS DEVELOPMENT 1,800.00 9.27 274,355.31 274,355.31
249826 7/29/10 PKR 151.979 85.550 3,206.96 3,206.96
PUR 7/28/10 60 OIL + GAS DEVELOPMENT 1,800.00 9.27 274,480.45 274,480.45
249826 7/30/10 PKR 152.048 85.615 3,205.99 3,205.99
---------------- --------- ---------------- ------------ ---------------- --------------
83,700.00 412.38 12,213,312.99 12,213,312.99
142,495.71 142,495.71
12 TRANSACTIONS IN COUNTRY: PAKISTAN (8950)
---------------- --------- ---------------- ------------ ---------------- --------------
602,138.00 6,997.342,126,453,509.99 2,126,453,509.99
5,616,779.36 5,616,779.36
82 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: 87
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
602,138.00 6,997.342,126,453,509.99 2,126,453,509.99
5,616,779.36 5,616,779.36
82 "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: 88
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/15/10 60 HUABAO INTERNATIONAL H 1.00 8.88 6.90 1.98
247100 7/19/10 HKD 8.900 7.789 1.14 .89 .25
---------------- --------- ---------------- ------------ ---------------- --------------
1.00 8.88 6.90 1.98
1.14 .89 .25
1 TRANSACTION IN COUNTRY: BERMUDA ( 250)
SALE 7/06/10 60 KOC HOLDING AS 18,954.00 167.54 103,986.38 76,068.84 27,917.54
247977 7/08/10 TRY 5.500 1.556 66,848.63 50,849.69 15,998.94
SALE 7/07/10 60 KOC HOLDING AS 3,782.00 33.38 20,749.00 15,178.45 5,570.55
247977 7/09/10 TRY 5.500 1.558 13,317.72 10,146.33 3,171.39
SALE 7/08/10 60 KOC HOLDING AS 47,380.00 420.25 260,141.75 190,152.04 69,989.71
247977 7/12/10 TRY 5.504 1.551 167,681.93 127,110.81 40,571.12
SALE 7/12/10 60 KOC HOLDING AS 1,895.00 16.77 10,396.44 7,605.28 2,791.16
247977 7/14/10 TRY 5.500 1.554 6,688.39 5,083.90 1,604.49
SALE 7/13/10 60 KOC HOLDING AS 58,903.00 527.89 326,335.27 236,397.75 89,937.52
247977 7/15/10 TRY 5.554 1.549 210,627.21 158,024.65 52,602.56
SALE 7/14/10 60 KOC HOLDING AS 60,403.00 548.24 337,411.16 242,417.76 94,993.40
247977 7/16/10 TRY 5.600 1.542 218,750.14 162,048.85 56,701.29
SALE 7/15/10 60 KOC HOLDING AS 4,740.00 43.21 26,477.64 19,023.23 7,454.41
247977 7/19/10 TRY 5.600 1.536 17,240.85 12,716.45 4,524.40
SALE 7/16/10 60 KOC HOLDING AS 3,792.00 34.19 20,992.99 15,218.58 5,774.41
247977 7/20/10 TRY 5.550 1.539 13,644.22 10,173.15 3,471.07
SALE 7/19/10 60 KOC HOLDING AS 753.00 6.72 4,131.15 3,022.04 1,109.11
247977 7/21/10 TRY 5.500 1.540 2,682.91 2,020.14 662.77
SALE 7/20/10 60 KOC HOLDING AS 4,740.00 42.47 26,004.82 19,023.23 6,981.59
247977 7/22/10 TRY 5.500 1.535 16,946.22 12,716.45 4,229.77
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: 89
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/21/10 60 KOC HOLDING AS 50,765.00 466.17 284,454.39 203,737.19 80,717.20
247977 7/23/10 TRY 5.617 1.529 186,003.00 136,192.07 49,810.93
SALE 7/22/10 60 KOC HOLDING AS 1,126.00 10.48 6,346.00 4,519.02 1,826.98
247977 7/26/10 TRY 5.650 1.517 4,182.57 3,020.83 1,161.74
SALE 7/23/10 60 TURKIYE IS BANKASI-C 73,026.00 694.85 422,491.92 246,113.37 176,378.55
239835 7/27/10 TRY 5.800 1.524 277,243.86 173,239.37 104,004.49
SALE 7/23/10 60 TURKIYE IS BANKASI-C 146,052.00 1,399.49 850,942.44 492,226.73 358,715.71
239835 7/27/10 TRY 5.841 1.524 558,397.82 346,478.74 211,919.08
SALE 7/26/10 60 KOC HOLDING AS 14,219.00 130.00 78,718.16 57,065.68 21,652.48
247977 7/28/10 TRY 5.550 1.518 51,868.45 38,146.66 13,721.79
SALE 7/26/10 60 TURKIYE IS BANKASI-C 36,513.00 345.84 209,424.88 123,056.68 86,368.20
239835 7/28/10 TRY 5.750 1.518 137,992.87 86,619.68 51,373.19
SALE 7/27/10 60 TURKIYE IS BANKASI-C 118,668.00 1,147.07 692,472.28 399,936.75 292,535.53
239835 7/29/10 TRY 5.850 1.513 457,681.61 281,515.76 176,165.85
SALE 7/27/10 60 TURKIYE IS BANKASI-C 67,549.00 652.94 394,173.75 227,654.70 166,519.05
239835 7/29/10 TRY 5.850 1.513 260,524.62 160,246.30 100,278.32
---------------- --------- ---------------- ------------ ---------------- --------------
713,260.00 6,687.50 4,075,650.42 2,578,417.32 1,497,233.10
2,668,323.02 1,776,349.83 891,973.19
18 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 6/29/10 60 HYUNDAI MOBIS KRW 5000 1,100.00 737.00 223,316,949.00 182,046,279.72 41,270,669.28
251607 7/01/10 KRW GT2T9J 203830. 1216.90 183,512.98 163,219.33 20,293.65
SALE 6/29/10 60 WOONGJIN COWAY CO LTD 1,060.00 144.43 43,764,525.00 33,470,249.99 10,294,275.01
240084 7/01/10 KRW GT2TB5 41453.1 1216.90 35,963.95 30,959.63 5,004.32
SALE 6/30/10 60 HYUNDAI MOBIS KRW 5000 600.00 546.26 120,682,580.00 99,297,970.75 21,384,609.25
251607 7/02/10 KRW GT2TB5 202250. 1221.80 98,774.41 89,028.72 9,745.69
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: 90
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 6/30/10 60 HYUNDAI MOBIS KRW 5000 700.00 643.00 142,054,357.00 115,847,632.55 26,206,724.45
251607 7/02/10 KRW GT2TB5 204057. 1221.80 116,266.46 103,866.85 12,399.61
SALE 6/30/10 60 WOONGJIN COWAY CO LTD 640.00 84.94 25,842,433.00 20,208,452.82 5,633,980.18
240084 7/02/10 KRW GT2TB7 40540.9 1221.80 21,151.12 18,692.60 2,458.52
SALE 7/01/10 60 HYUNDAI MOBIS KRW 5000 906.00 118.52 181,344,422.00 149,939,935.84 31,404,486.16
251607 7/05/10 KRW 200320. 1228.70 147,590.48 134,433.37 13,157.11
SALE 7/01/10 60 WOONGJIN COWAY CO LTD 780.00 25.53 31,247,879.00 24,629,051.88 6,618,827.12
240084 7/05/10 KRW 40101.6 1228.70 25,431.66 22,781.61 2,650.05
SALE 7/02/10 60 WOONGJIN COWAY CO LTD 710.00 59.29 28,993,247.00 22,418,752.35 6,574,494.65
240084 7/06/10 KRW 40938.2 1229.25 23,586.13 20,737.11 2,849.02
SALE 7/05/10 60 WOONGJIN COWAY CO LTD 1,020.00 83.48 40,823,068.00 32,207,221.69 8,615,846.31
240084 7/07/10 KRW 40123.2 1229.25 33,209.74 29,791.34 3,418.40
SALE 7/06/10 60 WOONGJIN COWAY CO LTD 1,060.00 34.08 41,501,029.00 33,470,249.99 8,030,779.01
240084 7/08/10 KRW 39191.2 1222.70 33,942.12 30,959.63 2,982.49
SALE 7/07/10 60 WOONGJIN COWAY CO LTD 1,540.00 123.08 59,873,213.00 48,626,589.61 11,246,623.39
240084 7/09/10 KRW 38976.4 1222.82 48,963.23 44,979.08 3,984.15
SALE 7/08/10 60 WOONGJIN COWAY CO LTD 390.00 32.12 15,455,931.00 12,314,525.94 3,141,405.06
240084 7/12/10 KRW 39730.2 1209.40 12,779.83 11,390.81 1,389.02
---------------- --------- ---------------- ------------ ---------------- --------------
10,506.00 2,631.73 954,899,633.00 774,476,913.13 180,422,719.87
781,172.11 700,840.08 80,332.03
12 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 7/27/10 60 SEMEN GRESIK PERSERO T 27,400.00 93.82 247,648,953.00 195,695,939.12 51,953,013.88
251402 7/30/10 IDR 9069.15 9014.99 27,470.77 21,525.96 5,944.81
---------------- --------- ---------------- ------------ ---------------- --------------
27,400.00 93.82 247,648,953.00 195,695,939.12 51,953,013.88
27,470.77 21,525.96 5,944.81
1 TRANSACTION IN COUNTRY: INDONESIA (4600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 91
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 6/24/10 60 SANLAM LTD 4,260.00 5.39 102,245.75 82,615.21 19,630.54
239837 7/01/10 ZAR GT2SJF 24.011 7.627 13,406.29 10,608.07 2,798.22
SALE 6/25/10 60 SANLAM LTD 22,755.00 28.67 545,161.22 441,293.21 103,868.01
239837 7/02/10 ZAR GT2SL5 23.967 7.648 71,286.20 56,663.53 14,622.67
SALE 6/28/10 60 NEDBANK GROUP LTD 405.00 2.74 51,421.77 42,740.65 8,681.12
239838 7/05/10 ZAR GT2T9H 127.018 7.549 6,811.55 5,482.84 1,328.71
SALE 6/28/10 60 SANLAM LTD 15,048.00 19.25 361,336.24 291,829.50 69,506.74
239837 7/05/10 ZAR GT2T9J 24.022 7.549 47,864.18 37,471.89 10,392.29
SALE 6/28/10 60 TIGER BRANDS LTD ZAR 0 698.00 6.51 122,100.89 103,740.08 18,360.81
247237 7/05/10 ZAR GT2T9H 175.000 7.549 16,174.02 13,217.26 2,956.76
SALE 6/30/10 60 SANLAM LTD 7,245.00 8.97 170,813.33 140,504.03 30,309.30
239837 7/07/10 ZAR GT2T9H 23.586 7.661 22,297.06 18,041.19 4,255.87
SALE 7/01/10 60 SANLAM LTD 1,696.00 2.05 39,622.97 32,890.94 6,732.03
239837 7/08/10 ZAR 23.372 7.777 5,095.19 4,223.31 871.88
SALE 7/02/10 60 SANLAM LTD 4,350.00 5.29 101,476.45 84,360.60 17,115.85
239837 7/09/10 ZAR 23.337 7.713 13,157.14 10,832.19 2,324.95
SALE 7/05/10 60 SANLAM LTD 681.00 .83 15,855.75 13,206.80 2,648.95
239837 7/12/10 ZAR 23.292 7.713 2,055.81 1,695.80 360.01
SALE 7/06/10 60 NEDBANK GROUP LTD 10,970.00 72.83 1,378,343.96 1,157,691.14 220,652.82
239838 7/13/10 ZAR 125.697 7.612 181,087.03 148,510.44 32,576.59
SALE 7/06/10 60 SANLAM LTD 5,906.00 7.36 139,222.85 114,536.48 24,686.37
239837 7/13/10 ZAR 23.583 7.611 18,291.12 14,706.87 3,584.25
SALE 7/06/10 60 TIGER BRANDS LTD ZAR 0 843.00 7.71 145,944.02 123,014.57 22,929.45
247237 7/13/10 ZAR 173.194 7.611 19,174.15 15,672.98 3,501.17
SALE 7/07/10 60 NEDBANK GROUP LTD 7,474.00 50.00 946,686.43 788,749.64 157,936.79
239838 7/14/10 ZAR 126.715 7.615 124,313.74 101,182.04 23,131.70
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: 92
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/07/10 60 SANLAM LTD 9,646.00 12.07 228,579.04 187,067.21 41,511.83
239837 7/14/10 ZAR 23.706 7.615 30,015.76 24,020.06 5,995.70
SALE 7/07/10 60 TIGER BRANDS LTD ZAR 0 30,960.00 279.48 5,292,112.21 4,517,830.33 774,281.88
247237 7/14/10 ZAR 171.003 7.615 694,931.55 575,605.34 119,326.21
SALE 7/08/10 60 NEDBANK GROUP LTD 2,664.00 18.72 352,577.14 281,138.49 71,438.65
239838 7/15/10 ZAR 132.402 7.574 46,550.06 36,064.89 10,485.17
SALE 7/08/10 60 SANLAM LTD 9,051.00 11.55 217,614.38 175,528.23 42,086.15
239837 7/15/10 ZAR 24.053 7.574 28,731.19 22,538.42 6,192.77
SALE 7/08/10 60 TIGER BRANDS LTD ZAR 0 2,187.00 19.94 375,464.50 319,137.43 56,327.07
247237 7/15/10 ZAR 171.749 7.574 49,571.83 40,660.49 8,911.34
SALE 7/09/10 60 NEDBANK GROUP LTD 2,793.00 19.57 369,215.43 294,752.18 74,463.25
239838 7/16/10 ZAR 132.246 7.588 48,654.92 37,811.27 10,843.65
SALE 7/09/10 60 SANLAM LTD 1,214.00 1.55 29,177.80 23,543.40 5,634.40
239837 7/16/10 ZAR 24.044 7.588 3,845.03 3,023.05 821.98
SALE 7/12/10 60 NEDBANK GROUP LTD 24,660.00 171.67 3,250,722.79 2,602,430.59 648,292.20
239838 7/19/10 ZAR 131.875 7.615 426,858.92 333,843.89 93,015.03
SALE 7/12/10 60 SANLAM LTD 8,955.00 11.32 214,389.61 173,666.48 40,723.13
239837 7/19/10 ZAR 23.950 7.615 28,151.93 22,299.36 5,852.57
SALE 7/13/10 60 NEDBANK GROUP LTD 13,214.00 92.63 1,739,148.33 1,394,506.00 344,642.33
239838 7/20/10 ZAR 131.667 7.550 230,335.52 178,889.42 51,446.10
SALE 7/13/10 60 SANLAM LTD 12,672.00 16.17 303,596.59 245,751.16 57,845.43
239837 7/20/10 ZAR 23.968 7.550 40,208.81 31,555.28 8,653.53
SALE 7/14/10 60 NEDBANK GROUP LTD 3,133.00 111.27 418,357.01 330,633.21 87,723.80
239838 7/21/10 ZAR 133.800 7.535 55,524.41 42,414.15 13,110.26
SALE 7/14/10 60 SANLAM LTD 35,570.00 227.54 855,522.53 689,817.60 165,704.93
239837 7/21/10 ZAR 24.100 7.535 113,545.09 88,574.90 24,970.19
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: 93
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/14/10 60 SANLAM LTD 7,924.00 10.24 191,790.64 153,672.05 38,118.59
239837 7/21/10 ZAR 24.213 7.535 25,454.49 19,732.01 5,722.48
SALE 7/15/10 60 NEDBANK GROUP LTD 3,306.00 23.32 437,912.52 348,890.33 89,022.19
239838 7/22/10 ZAR 132.513 7.552 57,988.22 44,756.20 13,232.02
SALE 7/15/10 60 SANLAM LTD 47,592.00 305.15 1,149,907.39 922,963.15 226,944.24
239837 7/22/10 ZAR 24.210 7.552 152,270.32 118,511.58 33,758.74
SALE 7/15/10 60 SANLAM LTD 12,804.00 16.45 308,969.42 248,311.06 60,658.36
239837 7/22/10 ZAR 24.140 7.552 40,913.62 31,883.98 9,029.64
SALE 7/16/10 60 NEDBANK GROUP LTD 1,281.00 9.00 169,778.23 135,187.09 34,591.14
239838 7/23/10 ZAR 132.589 7.585 22,383.42 17,342.01 5,041.41
SALE 7/16/10 60 SANLAM LTD 3,971.00 5.08 95,739.64 77,010.56 18,729.08
239837 7/23/10 ZAR 24.119 7.585 12,622.23 9,888.42 2,733.81
SALE 7/19/10 60 SANLAM LTD 9,496.00 12.00 228,675.22 184,158.22 44,517.00
239837 7/26/10 ZAR 24.091 7.663 29,840.70 23,646.54 6,194.16
SALE 7/20/10 60 SANLAM LTD 9,572.00 60.44 229,746.18 185,632.11 44,114.07
239837 7/27/10 ZAR 24.050 7.618 30,159.52 23,835.79 6,323.73
SALE 7/20/10 60 SANLAM LTD 3,340.00 4.24 80,260.65 64,773.43 15,487.22
239837 7/27/10 ZAR 24.040 7.618 10,536.07 8,317.13 2,218.94
SALE 7/21/10 60 NEDBANK GROUP LTD 3,688.00 26.03 490,335.08 389,203.73 101,131.35
239838 7/28/10 ZAR 133.007 7.536 65,061.38 49,927.67 15,133.71
SALE 7/21/10 60 SANLAM LTD 19,374.00 124.94 469,848.55 375,724.66 94,123.89
239837 7/28/10 ZAR 24.300 7.537 62,343.07 48,244.31 14,098.76
SALE 7/21/10 60 SANLAM LTD 8,922.00 11.50 216,580.53 173,026.50 43,554.03
239837 7/28/10 ZAR 24.285 7.536 28,737.55 22,217.19 6,520.36
SALE 7/22/10 60 NEDBANK GROUP LTD 3,479.00 25.10 467,329.71 367,147.45 100,182.26
239838 7/29/10 ZAR 134.383 7.450 62,731.77 47,098.25 15,633.52
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: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/22/10 60 SANLAM LTD 21,376.00 28.49 530,436.25 414,549.93 115,886.32
239837 7/29/10 ZAR 24.824 7.450 71,202.84 53,229.61 17,973.23
SALE 7/23/10 60 NEDBANK GROUP LTD 5,208.00 39.29 719,418.78 549,613.08 169,805.70
239838 7/30/10 ZAR 138.193 7.363 97,701.98 70,505.23 27,196.75
SALE 7/23/10 60 NEDBANK GROUP LTD 1,638.00 11.97 222,868.17 172,862.18 50,005.99
239838 7/30/10 ZAR 136.116 7.450 29,914.59 22,175.03 7,739.56
SALE 7/23/10 60 SANLAM LTD 9,572.00 12.86 239,507.59 185,632.11 53,875.48
239837 7/30/10 ZAR 25.032 7.450 32,148.02 23,835.79 8,312.23
---------------- --------- ---------------- ------------ ---------------- --------------
411,593.00 1,937.18 24,015,813.54 19,601,332.80 4,414,480.74
3,169,948.29 2,510,755.67 659,192.62
43 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 6/28/10 60 SOUZA CRUZ SA 800.00 88.31 55,048.54 40,579.38 14,469.16
240069 7/01/10 BRL GT2T9J 69.007 1.778 30,952.23 22,735.06 8,217.17
SALE 6/30/10 60 SOUZA CRUZ SA 1,000.00 109.02 68,861.34 50,724.23 18,137.11
240069 7/05/10 BRL 69.058 1.802 38,213.84 28,418.83 9,795.01
SALE 7/01/10 60 SOUZA CRUZ SA 200.00 10.19 13,651.61 10,144.85 3,506.76
240069 7/06/10 BRL 68.350 1.805 7,565.31 5,683.77 1,881.54
SALE 7/06/10 60 SOUZA CRUZ SA 1,000.00 111.87 69,177.83 50,724.23 18,453.60
240069 7/12/10 BRL 69.375 1.764 39,209.79 28,418.83 10,790.96
SALE 7/07/10 60 BANCO DO BRASIL SA 12,500.00 648.10 343,893.99 294,675.83 49,218.16
240056 7/13/10 BRL N20100 27.603 1.769 194,400.22 161,288.42 33,111.80
SALE 7/07/10 60 CIELO SA (FMLY COMP BR 900.00 24.19 14,222.20 14,889.91 -667.71
247595 7/13/10 BRL N20100 15.850 1.769 8,039.68 7,918.89 120.79
SALE 7/07/10 60 CIELO SA (FMLY COMP BR 3,500.00 94.21 55,387.09 57,905.22 -2,518.13
247595 7/13/10 BRL N20100 15.873 1.769 31,309.83 30,795.67 514.16
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: 95
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/07/10 60 SOUZA CRUZ SA 1,800.00 176.31 124,446.10 91,303.61 33,142.49
240069 7/13/10 BRL 69.310 1.769 70,348.28 51,153.89 19,194.39
SALE 7/12/10 60 CIELO SA (FMLY COMP BR 3,400.00 92.60 54,249.68 56,250.78 -2,001.10
247595 7/15/10 BRL N20100 16.004 1.763 30,774.72 29,915.79 858.93
SALE 7/12/10 60 SOUZA CRUZ SA 3,300.00 176.03 230,398.64 167,389.94 63,008.70
240069 7/15/10 BRL 69.912 1.763 130,700.39 93,782.13 36,918.26
---------------- --------- ---------------- ------------ ---------------- --------------
28,400.00 1,530.83 1,029,337.02 834,587.98 194,749.04
581,514.29 460,111.28 121,403.01
10 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 6/29/10 60 ISRAEL CHEMICALS LIMIT 135,599.00 3,703.44 5,734,101.63 6,155,392.58 -421,290.95
239829 7/01/10 ILS GT2T9J 42.393 3.881 1,477,670.82 1,664,452.66 -186,781.84
SALE 7/12/10 60 DELEK AUTOMOTIVE SYSTE 1.00 .03 41.46 37.24 4.22
240256 7/14/10 ILS 41.560 3.868 10.72 10.28 .44
---------------- --------- ---------------- ------------ ---------------- --------------
135,600.00 3,703.47 5,734,143.09 6,155,429.82 -421,286.73
1,477,681.54 1,664,462.94 -186,781.40
2 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
---------------- --------- ---------------- ------------ ---------------- --------------
1,326,760.00 16,584.531,237,403,538.95 999,342,627.07 238,060,911.88
8,706,111.16 7,134,046.65 1,572,064.51
87 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
1,326,760.00 16,584.531,237,403,538.95 999,342,627.07 238,060,911.88
8,706,111.16 7,134,046.65 1,572,064.51
87 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
---------------- --------- ---------------- ------------ ---------------- --------------
1,928,898.00 23,581.873,363,857,048.94 3,125,796,137.06 238,060,911.88
14,322,890.52 12,750,826.01 1,572,064.51
169 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: 96
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
DEV MKT COMMON STOCK (2220)
--------------------------------
PUR 7/27/10 60 YANZHOU COAL MINING CO 578,000.00 751.62 9,909,357.24 9,909,357.24
252818 7/29/10 HKD 17.134 7.766 1,275,951.36 1,275,951.36
---------------- --------- ---------------- ------------ ---------------- --------------
578,000.00 751.62 9,909,357.24 9,909,357.24
1,275,951.36 1,275,951.36
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 7/27/10 60 LENOVO GROUP LTD COMMO 1,470,000.00 541.42 7,138,185.84 7,138,185.84
252816 7/29/10 HKD 4.853 7.766 919,129.03 919,129.03
---------------- --------- ---------------- ------------ ---------------- --------------
1,470,000.00 541.42 7,138,185.84 7,138,185.84
919,129.03 919,129.03
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
PUR 7/26/10 60 LG CHEM LTD COMMON STO 4,502.00 849.101,445,879,410.00 1,445,879,410.00
252795 7/28/10 KRW 320939. 1191.15 1,213,851.66 1,213,851.66
---------------- --------- ---------------- ------------ ---------------- --------------
4,502.00 849.101,445,879,410.00 1,445,879,410.00
1,213,851.66 1,213,851.66
1 TRANSACTION IN COUNTRY: KOREA (4500)
PUR 7/23/10 60 WALMART DE MEXICO SER 835,600.00 5,967.70 25,483,223.93 25,483,223.93
252791 7/28/10 MXN 30.406 12.772 1,995,202.41 1,995,202.41
---------------- --------- ---------------- ------------ ---------------- --------------
835,600.00 5,967.70 25,483,223.93 25,483,223.93
1,995,202.41 1,995,202.41
1 TRANSACTION IN COUNTRY: MEXICO (7800)
---------------- --------- ---------------- ------------ ---------------- --------------
2,888,102.00 8,109.841,488,410,177.01 1,488,410,177.01
5,404,134.46 5,404,134.46
4 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
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 7/01/10 THROUGH 7/31/10 ** 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 7/07/10 60 POWSZECHNY ZAKLAD UBEZ 13,129.00 4,320.43 4,686,270.75 4,686,270.75
252013 7/12/10 PLN 355.873 3.244 1,444,462.83 1,444,462.83
---------------- --------- ---------------- ------------ ---------------- --------------
13,129.00 4,320.43 4,686,270.75 4,686,270.75
1,444,462.83 1,444,462.83
1 TRANSACTION IN COUNTRY: POLAND (2300)
PUR 7/08/10 60 AGRICULTURAL BANK OF C 3,937,000.00 16,239.93 12,725,517.86 12,725,517.86
252610 7/16/10 HKD 3.200 7.789 1,633,843.63 1,633,843.63
PUR 7/08/10 60 CHINA CITIC BANK C 2,798,000.00 3,681.82 14,100,589.45 14,100,589.45
239771 7/12/10 HKD 5.029 7.789 1,810,390.62 1,810,390.62
PUR 7/27/10 60 BANK OF CHINA LTD H 2,433,000.00 703.75 10,137,373.55 10,137,373.55
244492 7/29/10 HKD 4.164 7.766 1,305,311.26 1,305,311.26
---------------- --------- ---------------- ------------ ---------------- --------------
9,168,000.00 20,625.50 36,963,480.86 36,963,480.86
4,749,545.51 4,749,545.51
3 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 7/08/10 60 CJ CHEILJEDANG CORP CO 6,000.00 2,928.371,479,197,570.00 1,479,197,570.00
252596 7/12/10 KRW 245942. 1209.40 1,223,083.82 1,223,083.82
PUR 7/08/10 60 SK ENERGY CO LTD COMMO 17,468.00 1,121.851,939,592,761.00 1,939,592,761.00
252595 7/12/10 KRW 110959. 1209.40 1,603,764.48 1,603,764.48
PUR 7/16/10 60 HYUNDAI ENGINEERING + 45,952.00 453.912,731,839,057.00 2,731,839,057.00
252742 7/20/10 KRW 59437.9 1203.45 2,270,006.28 2,270,006.28
PUR 7/16/10 60 SAMSUNG HEAVY INDUSTRI 20,610.00 83.11 500,226,660.00 500,226,660.00
252498 7/20/10 KRW 24266.2 1203.45 415,660.53 415,660.53
---------------- --------- ---------------- ------------ ---------------- --------------
90,030.00 4,587.246,650,856,048.00 6,650,856,048.00
5,512,515.11 5,512,515.11
4 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: 98
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/27/10 60 TELEKOMUNIKASI INDONES 381,000.00 1,140.103,115,428,046.00 3,115,428,046.00
244926 7/30/10 IDR 8150.00 9015.00 345,582.70 345,582.70
---------------- --------- ---------------- ------------ ---------------- --------------
381,000.00 1,140.103,115,428,046.00 3,115,428,046.00
345,582.70 345,582.70
1 TRANSACTION IN COUNTRY: INDONESIA (4600)
PUR 6/23/10 60 BANCO DO BRASIL SA 22,834.00 562,858.10 562,858.10
239759 7/06/10 BRL PFY10- 24.650 1.796 313,325.60 313,325.60
PUR 6/28/10 60 VALE S A NPV ADR 97,485.00 676.82 2,256,742.93 2,256,742.93
252527 7/01/10 USD 835150 23.143 1.000 2,256,742.93 2,256,742.93
PUR 6/29/10 60 ENERGIAS DO BRASIL COM 43,300.00 2,577.02 1,552,401.78 1,552,401.78
252620 7/02/10 BRL 835175 35.745 1.802 861,583.85 861,583.85
PUR 6/29/10 60 LIGHT SA NPV 64,240.00 2,285.99 1,377,081.87 1,377,081.87
252615 7/02/10 BRL 835177 21.372 1.802 764,281.20 764,281.20
PUR 6/29/10 60 VALE S A NPV ADR 78,498.00 508.79 1,696,473.78 1,696,473.78
252527 7/02/10 USD 835167 21.605 1.000 1,696,473.78 1,696,473.78
PUR 7/01/10 60 BANCO DO BRASIL SA 155,000.00 3,820,750.00 3,820,750.00
239759 7/06/10 BRL 835097 24.650 1.804 2,117,345.53 2,117,345.53
PUR 7/23/10 60 VALE S A NPV ADR 57,257.00 2,738.51 1,371,993.86 1,371,993.86
252527 7/28/10 USD 23.914 1.000 1,371,993.86 1,371,993.86
---------------- --------- ---------------- ------------ ---------------- --------------
518,614.00 8,787.13 12,638,302.32 12,638,302.32
9,381,746.75 9,381,746.75
7 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 7/27/10 60 CHINA HIGH SPEED TRANS 571,000.00 773.15 10,193,286.79 10,193,286.79
252813 7/29/10 HKD 17.841 7.766 1,312,510.77 1,312,510.77
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: 99
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/27/10 60 CHINA RESOURCES LAND L 720,000.00 916.32 12,080,834.38 12,080,834.38
252814 7/29/10 HKD 16.769 7.766 1,555,555.69 1,555,555.69
---------------- --------- ---------------- ------------ ---------------- --------------
1,291,000.00 1,689.47 22,274,121.17 22,274,121.17
2,868,066.46 2,868,066.46
2 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 7/07/10 60 AMERICA MOVIL ADR 43,769.00 4,303.87 2,156,237.39 2,156,237.39
252591 7/12/10 USD 49.166 1.000 2,156,237.39 2,156,237.39
PUR 7/23/10 60 MEXICHEM SA DE CV 230,700.00 1,941.79 8,291,820.21 8,291,820.21
250639 7/28/10 MXN 35.835 12.772 649,205.91 649,205.91
PUR 7/23/10 60 URBI DESARROLLOS URBAN 790,600.00 4,620.57 19,730,724.33 19,730,724.33
252793 7/28/10 MXN 24.882 12.772 1,544,811.94 1,544,811.94
---------------- --------- ---------------- ------------ ---------------- --------------
1,065,069.00 10,866.23 30,178,781.93 30,178,781.93
4,350,255.24 4,350,255.24
3 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 7/08/10 60 GENTING BHD MYR 0.1 671,800.00 4,697.30 5,032,317.37 5,032,317.37
252593 7/13/10 MYR 7.468 3.203 1,570,881.03 1,570,881.03
---------------- --------- ---------------- ------------ ---------------- --------------
671,800.00 4,697.30 5,032,317.37 5,032,317.37
1,570,881.03 1,570,881.03
1 TRANSACTION IN COUNTRY: MALAYSIA (8700)
PUR 7/07/10 60 JSC VTB BANK OJSC GDR 187,510.00 1,832.24 917,949.85 917,949.85
250636 7/12/10 USD 4.886 1.000 917,949.85 917,949.85
PUR 7/27/10 60 MECHEL GROUP OAO RUB 1 20,000.00 896.01 448,902.01 448,902.01
251185 7/30/10 USD 22.400 1.000 448,902.01 448,902.01
---------------- --------- ---------------- ------------ ---------------- --------------
207,510.00 2,728.25 1,366,851.86 1,366,851.86
1,366,851.86 1,366,851.86
2 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
13,406,152.00 59,441.659,879,424,220.26 9,879,424,220.26
31,589,907.49 31,589,907.49
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 7/01/10 THROUGH 7/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
24 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
16,294,254.00 67,551.49 11367834397.27 11367834397.27
36,994,041.95 36,994,041.95
28 "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: 101
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/07/10 60 KGHM POLSKA MIEDZ PLN1 56,463.00 4,760.89 5,133,144.18 5,410,374.61 -277,230.43
250839 7/12/10 PLN 91.185 3.244 1,582,203.92 1,838,400.51 -256,196.59
---------------- --------- ---------------- ------------ ---------------- --------------
56,463.00 4,760.89 5,133,144.18 5,410,374.61 -277,230.43
1,582,203.92 1,838,400.51 -256,196.59
1 TRANSACTION IN COUNTRY: POLAND (2300)
SALE 7/07/10 60 EVRAZ GROUP S A NPV GD 27,619.00 1,274.59 636,020.03 743,158.45 -107,138.42
248807 7/12/10 USD 23.075 1.000 636,020.03 743,158.45 -107,138.42
SALE 7/08/10 60 EVRAZ GROUP S A NPV GD 15,602.00 738.75 368,635.48 419,810.94 -51,175.46
248807 7/13/10 USD 23.675 1.000 368,635.48 419,810.94 -51,175.46
---------------- --------- ---------------- ------------ ---------------- --------------
43,221.00 2,013.34 1,004,655.51 1,162,969.39 -158,313.88
1,004,655.51 1,162,969.39 -158,313.88
2 TRANSACTIONS IN COUNTRY: LUXEMBOURG (2700)
SALE 7/06/10 60 CHINA CONSTRUCTION 1,300,000.00 553.41 7,968,010.38 8,419,269.28 -451,258.90
247574 7/08/10 HKD 6.133 7.787 1,023,212.35 1,083,983.64 -60,771.29
SALE 7/08/10 60 CHINA CONSTRUCTION 2,186,000.00 3,587.56 13,654,932.14 14,157,325.10 -502,392.96
247574 7/12/10 HKD 6.259 7.789 1,753,172.18 1,822,760.18 -69,588.00
---------------- --------- ---------------- ------------ ---------------- --------------
3,486,000.00 4,140.97 21,622,942.52 22,576,594.38 -953,651.86
2,776,384.53 2,906,743.82 -130,359.29
2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 7/16/10 60 CHINA LIFE INS 433,000.00 444.45 14,378,374.78 12,535,117.57 1,843,257.21
243217 7/20/10 HKD 33.214 7.774 1,849,487.06 1,613,464.30 236,022.76
SALE 7/27/10 60 CHINA O/SE HKD0.10 592,000.00 753.40 9,901,296.54 9,359,756.09 541,540.45
252497 7/29/10 HKD 16.735 7.766 1,274,913.44 1,203,300.95 71,612.49
---------------- --------- ---------------- ------------ ---------------- --------------
1,025,000.00 1,197.85 24,279,671.32 21,894,873.66 2,384,797.66
3,124,400.50 2,816,765.25 307,635.25
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
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 7/01/10 THROUGH 7/31/10 ** 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 7/08/10 60 SAMSUNG ELECTRONICS CO 1,587.00 3,776.891,229,965,230.00 955,818,955.73 274,146,274.27
239564 7/12/10 KRW 777903. 1209.40 1,017,004.49 844,973.24 172,031.25
SALE 7/16/10 60 HYUNDAI DEVELOPMENT CO 100,730.00 7,162.622,685,083,647.00 3,266,860,859.00 -581777212.00
246230 7/20/10 KRW 26741.8 1203.45 2,231,155.13 2,562,657.66 -331,502.53
SALE 7/16/10 60 HYUNDAI MOTOR CO 6,661.00 2,375.13 890,378,821.00 593,015,161.31 297,363,659.69
241565 7/20/10 KRW 134099. 1203.45 739,855.27 549,703.70 190,151.57
SALE 7/16/10 60 SAMSUNG FIRE + MARINE 15,494.00 7,887.132,956,687,232.00 3,127,515,500.97 -170828268.97
239565 7/20/10 KRW 191440. 1203.45 2,456,842.60 2,738,463.71 -281,621.11
SALE 7/27/10 60 KOREA EXCHANGE BANK KR 229,050.00 13,031.002,835,618,528.00 2,395,100,939.36 440,517,588.64
247488 7/29/10 KRW 12447.1 1181.45 2,400,117.25 1,912,561.64 487,555.61
SALE 7/28/10 60 SK ENERGY CO LTD COMMO 8,000.00 4,546.53 991,610,952.00 888,295,287.84 103,315,664.16
252595 7/30/10 KRW 124624. 1184.15 837,403.16 734,492.55 102,910.61
---------------- --------- ---------------- ------------ ---------------- --------------
361,522.00 38,779.30 11589344410.00 11226606704.21 362,737,705.79
9,682,377.90 9,342,852.50 339,525.40
6 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 7/27/10 60 BANK MANDIRI 1,081,000.00 3,152.596,565,679,429.00 2,781,405,757.04 3784273671.96
240115 7/30/10 IDR 6100.00 9015.00 728,306.09 273,535.27 454,770.82
---------------- --------- ---------------- ------------ ---------------- --------------
1,081,000.00 3,152.596,565,679,429.00 2,781,405,757.04 3784273671.96
728,306.09 273,535.27 454,770.82
1 TRANSACTION IN COUNTRY: INDONESIA (4600)
SALE 6/28/10 60 MAGNESITA REFRATARIOS 16,000.00 302.55 178,820.32 223,365.69 -44,545.37
251280 7/01/10 BRL 835140 11.210 1.779 100,545.58 126,775.46 -26,229.88
SALE 7/15/10 60 TIM PARTICIPACOES S A 65,939.00 3,515.79 1,739,647.61 1,818,967.99 -79,320.38
250176 7/20/10 USD 26.436 1.000 1,739,647.61 1,818,967.99 -79,320.38
---------------- --------- ---------------- ------------ ---------------- --------------
81,939.00 3,818.34 1,918,467.93 2,042,333.68 -123,865.75
1,840,193.19 1,945,743.45 -105,550.26
2 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: 103
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/16/10 60 CHINA DONGXIANG GROUP 812,000.00 1,020.28 3,876,165.50 3,871,922.94 4,242.56
249597 7/20/10 HKD 4.783 7.774 498,590.28 499,363.02 -772.74
SALE 7/16/10 60 CHINA DONGXIANG GROUP 403,727.00 59.61 1,928,414.15 1,925,122.95 3,291.20
249597 7/20/10 HKD 4.778 7.774 248,051.47 248,283.66 -232.19
SALE 7/19/10 60 CHINA DONGXIANG GROUP 222,389.00 279.35 1,061,374.95 1,060,434.82 940.13
249597 7/21/10 HKD 4.782 7.775 136,513.00 136,764.58 -251.58
SALE 7/19/10 60 CHINA DONGXIANG GROUP 287,228.00 361.52 1,373,575.21 1,369,611.68 3,963.53
249597 7/21/10 HKD 4.792 7.775 176,667.89 176,639.21 28.68
SALE 7/20/10 60 CHINA DONGXIANG GROUP 588,000.00 740.84 2,814,733.38 2,803,806.27 10,927.11
249597 7/22/10 HKD 4.797 7.775 362,035.23 361,607.70 427.53
SALE 7/20/10 60 WANT WANT CHINA HO 475,000.00 786.04 2,986,472.92 2,819,484.29 166,988.63
251621 7/22/10 HKD 6.300 7.775 384,124.62 363,302.83 20,821.79
SALE 7/21/10 60 CHINA DONGXIANG GROUP 454,000.00 569.69 2,164,318.55 2,164,843.61 -525.06
249597 7/23/10 HKD 4.777 7.774 278,397.59 279,200.50 -802.91
SALE 7/22/10 60 CHINA DONGXIANG GROUP 218,000.00 271.73 1,032,299.80 1,039,506.40 -7,206.60
249597 7/26/10 HKD 4.745 7.774 132,789.61 134,065.44 -1,275.83
SALE 7/23/10 60 CHINA DONGXIANG GROUP 89,677.00 110.26 418,570.19 427,613.84 -9,043.65
249597 7/27/10 HKD 4.677 7.768 53,881.83 55,149.48 -1,267.65
SALE 7/23/10 60 CHINA DONGXIANG GROUP 707,977.00 871.05 3,306,693.63 3,375,901.95 -69,208.32
249597 7/27/10 HKD 4.680 7.768 425,665.03 435,391.05 -9,726.02
SALE 7/26/10 60 CHINA DONGXIANG GROUP 208,002.00 241.18 915,365.98 991,832.16 -76,466.18
249597 7/28/10 HKD 4.410 7.766 117,861.57 127,916.88 -10,055.31
SALE 7/26/10 60 PERFECT WORLD CO LTD A 13,678.00 645.70 319,491.99 487,205.74 -167,713.75
248244 7/29/10 USD 23.405 1.000 319,491.99 487,205.74 -167,713.75
SALE 7/26/10 60 WANT WANT CHINA HO 370,000.00 172.47 2,266,709.51 2,196,229.87 70,479.64
251621 7/28/10 HKD 6.130 7.766 291,859.15 282,993.78 8,865.37
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: 104
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/27/10 60 PERFECT WORLD CO LTD A 59,660.00 2,907.80 1,438,805.93 2,125,069.07 -686,263.14
248244 7/30/10 USD 24.166 1.000 1,438,805.93 2,125,069.07 -686,263.14
SALE 7/27/10 60 TENCENT HOLDINGS LTD 96,200.00 1,004.87 13,206,208.19 5,083,691.15 8,122,517.04
244134 7/29/10 HKD 137.360 7.766 1,700,461.38 655,932.05 1,044,529.33
---------------- --------- ---------------- ------------ ---------------- --------------
5,005,538.00 10,042.39 39,109,199.88 31,742,276.74 7,366,923.14
6,565,196.57 6,368,884.99 196,311.58
15 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 7/23/10 60 GRUPO TELEVISA SA ADR 94,209.00 3,544.55 1,753,877.24 1,850,521.02 -96,643.78
249680 7/28/10 USD 18.654 1.000 1,753,877.24 1,850,521.02 -96,643.78
---------------- --------- ---------------- ------------ ---------------- --------------
94,209.00 3,544.55 1,753,877.24 1,850,521.02 -96,643.78
1,753,877.24 1,850,521.02 -96,643.78
1 TRANSACTION IN COUNTRY: MEXICO (7800)
SALE 7/08/10 60 CIMB GROUP(fmrly BUMIP 437,000.00 2,980.30 3,070,053.82 2,106,541.69 963,512.13
239575 7/13/10 MYR 7.047 3.204 958,343.63 645,665.27 312,678.36
---------------- --------- ---------------- ------------ ---------------- --------------
437,000.00 2,980.30 3,070,053.82 2,106,541.69 963,512.13
958,343.63 645,665.27 312,678.36
1 TRANSACTION IN COUNTRY: MALAYSIA (8700)
SALE 7/16/10 60 AYALA LAND INC 530,000.00 1,364.59 7,638,068.01 6,025,567.00 1,612,501.01
240110 7/21/10 PHP 14.531 46.277 165,049.28 139,206.92 25,842.36
SALE 7/19/10 60 AYALA LAND INC 30,000.00 76.84 431,433.00 341,069.83 90,363.17
240110 7/22/10 PHP 14.500 46.420 9,294.12 7,879.64 1,414.48
SALE 7/20/10 60 AYALA LAND INC 80,000.00 203.30 1,141,069.87 909,519.55 231,550.32
240110 7/23/10 PHP 14.381 46.405 24,589.37 21,012.36 3,577.01
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: 105
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/21/10 60 AYALA LAND INC 784,900.00 2,026.09 11,387,835.84 8,923,523.66 2,464,312.18
240110 7/26/10 PHP 14.629 46.470 245,057.80 206,157.56 38,900.24
SALE 7/22/10 60 AYALA LAND INC 570,600.00 533.96 8,488,816.20 6,487,148.17 2,001,668.03
240110 7/27/10 PHP 14.921 46.485 182,614.09 149,870.69 32,743.40
SALE 7/23/10 60 AYALA LAND INC 90,000.00 85.46 1,353,801.05 1,023,209.49 330,591.56
240110 7/28/10 PHP 15.086 46.317 29,228.72 23,638.91 5,589.81
SALE 7/26/10 60 AYALA LAND INC 228,000.00 212.27 3,349,194.73 2,592,130.71 757,064.02
240110 7/29/10 PHP 14.732 46.135 72,595.53 59,885.24 12,710.29
SALE 7/27/10 60 AYALA LAND INC 113,700.00 343.52 1,682,249.50 1,292,654.66 389,594.84
240110 7/30/10 PHP 14.934 45.970 36,594.51 29,863.82 6,730.69
---------------- --------- ---------------- ------------ ---------------- --------------
2,427,200.00 4,846.03 35,472,468.20 27,594,823.07 7,877,645.13
765,023.42 637,515.14 127,508.28
8 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
---------------- --------- ---------------- ------------ ---------------- --------------
14,099,092.00 79,276.55 18288388319.60 14124393769.49 4163994550.11
30,780,962.50 29,789,596.61 991,365.89
41 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240)
--------------------------------
SALE 6/28/10 60 VALE SA - PREF A 99,133.00 1,483.81 4,088,798.04 4,275,150.08 -186,352.04
239762 7/01/10 BRL 835150 41.272 1.779 2,299,014.92 2,437,086.61 -138,071.69
SALE 6/29/10 60 VALE SA - PREF A 80,367.00 1,125.56 3,142,194.21 3,465,858.87 -323,664.66
239762 7/02/10 BRL 835167 39.123 1.802 1,743,919.53 1,975,743.10 -231,823.57
---------------- --------- ---------------- ------------ ---------------- --------------
179,500.00 2,609.37 7,230,992.25 7,741,008.95 -510,016.70
4,042,934.45 4,412,829.71 -369,895.26
2 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
179,500.00 2,609.37 7,230,992.25 7,741,008.95 -510,016.70
4,042,934.45 4,412,829.71 -369,895.26
2 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
14,278,592.00 81,885.92 18295619311.85 14132134778.44 4163484533.41
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: 106
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
34,823,896.95 34,202,426.32 621,470.63
43 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
---------------- --------- ---------------- ------------ ---------------- --------------
30,572,846.00 149,437.41 29663453709.12 25499969175.71 4163484533.41
71,817,938.90 71,196,468.27 621,470.63
71 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: 107
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/21/10 60 AQUARIUS PLATINUM LTD 79,849.00 381.90 210,511.73 210,511.73
252744 7/26/10 UKP 2.633 .657 320,230.32 320,230.32
PUR 7/21/10 60 AQUARIUS PLATINUM LTD 28,572.00 79.56 75,134.05 75,134.05
252744 7/26/10 UKP 2.628 .657 114,293.87 114,293.87
PUR 7/21/10 60 AQUARIUS PLATINUM LTD 52,388.00 249.51 137,529.53 137,529.53
252744 7/26/10 UKP 2.622 .657 209,209.84 209,209.84
PUR 7/22/10 60 AQUARIUS PLATINUM LTD 16,151.00 77.94 42,831.13 42,831.13
252744 7/27/10 UKP 2.649 .655 65,356.02 65,356.02
PUR 7/23/10 60 AQUARIUS PLATINUM LTD 12,116.00 60.74 33,063.51 33,063.51
252744 7/28/10 UKP 2.726 .649 50,929.39 50,929.39
---------------- --------- ---------------- ------------ ---------------- --------------
189,076.00 849.65 499,069.95 499,069.95
760,019.44 760,019.44
5 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
PUR 7/26/10 60 POWSZECHNA KASA OSZCZE 46,692.00 2,123.88 1,896,051.50 1,896,051.50
252443 7/29/10 PLN 40.466 3.114 608,948.18 608,948.18
PUR 7/27/10 60 POWSZECHNA KASA OSZCZE 36,358.00 1,692.86 1,498,208.54 1,498,208.54
252443 7/30/10 PLN 41.063 3.087 485,367.63 485,367.63
---------------- --------- ---------------- ------------ ---------------- --------------
83,050.00 3,816.74 3,394,260.04 3,394,260.04
1,094,315.81 1,094,315.81
2 TRANSACTIONS IN COUNTRY: POLAND (2300)
PUR 7/02/10 60 CHINA COAL ENERGY H 2,409,000.00 5,915.59 23,122,950.81 23,122,950.81
252578 7/06/10 HKD 9.579 7.794 2,966,934.30 2,966,934.30
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: 108
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/08/10 60 AGRICULTURAL BANK OF C 4,506,000.00 18,512.97 14,564,689.73 14,564,689.73
252598 7/16/10 HKD 3.200 7.789 1,869,976.98 1,869,976.98
---------------- --------- ---------------- ------------ ---------------- --------------
6,915,000.00 24,428.56 37,687,640.54 37,687,640.54
4,836,911.28 4,836,911.28
2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 6/29/10 60 UNITED LABORATORIES LT 52,000.00 220.60 557,436.02 557,436.02
252445 7/02/10 HKD TID955 10.687 7.784 71,611.22 71,611.22
PUR 6/30/10 60 UNITED LABORATORIES LT 34,000.00 140.68 355,603.26 355,603.26
252445 7/05/10 HKD TID955 10.427 7.787 45,666.86 45,666.86
PUR 7/02/10 60 UNITED LABORATORIES LT 208,000.00 533.39 2,084,925.02 2,084,925.02
252445 7/06/10 HKD 10.004 7.794 267,519.30 267,519.30
PUR 7/05/10 60 CHINA UNICOM HONG KONG 1,698,000.00 4,665.22 18,235,472.12 18,235,472.12
252580 7/07/10 HKD 10.718 7.794 2,339,815.89 2,339,815.89
PUR 7/05/10 60 UNITED LABORATORIES LT 100,000.00 250.82 980,420.21 980,420.21
252445 7/07/10 HKD 9.785 7.794 125,798.92 125,798.92
PUR 7/23/10 60 CHINA UNICOM HONG KONG 362,000.00 1,004.37 3,913,184.57 3,913,184.57
252580 7/27/10 HKD 10.788 7.768 503,737.57 503,737.57
PUR 7/23/10 60 CHINA UNICOM HONG KONG 452,000.00 624.72 4,863,131.16 4,863,131.16
252580 7/27/10 HKD 10.748 7.768 626,022.57 626,022.57
PUR 7/26/10 60 CHINA UNICOM HONG KONG 562,000.00 1,528.27 5,952,945.93 5,952,945.93
252580 7/28/10 HKD 10.571 7.766 766,495.11 766,495.11
PUR 7/27/10 60 CHINA UNICOM HONG KONG 240,000.00 649.99 2,531,783.13 2,531,783.13
252580 7/29/10 HKD 10.528 7.766 325,998.15 325,998.15
PUR 7/27/10 60 CHINA UNICOM HONG KONG 38,000.00 51.23 398,691.66 398,691.66
252580 7/29/10 HKD 10.481 7.766 51,336.44 51,336.44
---------------- --------- ---------------- ------------ ---------------- --------------
3,746,000.00 9,669.29 39,873,593.08 39,873,593.08
5,124,002.03 5,124,002.03
10 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 109
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/07/10 60 NHN CORP 9,040.00 3,642.881,786,293,090.00 1,786,293,090.00
252589 7/09/10 KRW 197106. 1222.82 1,460,798.07 1,460,798.07
PUR 7/23/10 60 GREEN CROSS CORP/SOUTH 502.00 135.93 65,361,714.00 65,361,714.00
252441 7/27/10 KRW 129877. 1199.05 54,511.25 54,511.25
PUR 7/23/10 60 NHN CORP 5,250.00 2,115.701,017,272,698.00 1,017,272,698.00
252589 7/27/10 KRW 193283. 1199.05 848,398.90 848,398.90
PUR 7/26/10 60 MIRAE ASSET SECURITIES 4,272.00 524.81 250,681,013.00 250,681,013.00
252797 7/28/10 KRW 58533.6 1191.15 210,452.93 210,452.93
PUR 7/26/10 60 NHN CORP 3,625.00 1,489.59 711,508,459.00 711,508,459.00
252589 7/28/10 KRW 195788. 1191.15 597,329.02 597,329.02
PUR 7/27/10 60 MIRAE ASSET SECURITIES 3,542.00 443.01 209,886,014.00 209,886,014.00
252797 7/29/10 KRW 59108.5 1181.45 177,651.20 177,651.20
PUR 7/28/10 60 MIRAE ASSET SECURITIES 2,832.00 357.12 169,578,429.00 169,578,429.00
252797 7/30/10 KRW 59730.0 1184.15 143,206.88 143,206.88
---------------- --------- ---------------- ------------ ---------------- --------------
29,063.00 8,709.044,210,581,417.00 4,210,581,417.00
3,492,348.25 3,492,348.25
7 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 6/24/10 60 LIFE HEALTHCARE GROUP 1,896.00 15.33 26,092.09 26,092.09
252319 7/01/10 ZAR TID953 13.700 7.627 3,421.15 3,421.15
PUR 6/28/10 60 LIFE HEALTHCARE GROUP 88,122.00 730.15 1,230,407.83 1,230,407.83
252319 7/05/10 ZAR TID954 13.900 7.549 162,985.19 162,985.19
PUR 7/22/10 60 ANGLOGOLD LTD NPV ADR 58,700.00 587.00 2,369,096.78 2,369,096.78
248878 7/27/10 USD 40.349 1.000 2,369,096.78 2,369,096.78
---------------- --------- ---------------- ------------ ---------------- --------------
148,718.00 1,332.48 3,625,596.70 3,625,596.70
2,535,503.12 2,535,503.12
3 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: 110
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 6/28/10 60 ADVANCED INFO SERVICE- 53,600.00 432.66 4,523,122.26 4,523,122.26
252495 7/02/10 THB TID954 84.125 32.360 139,775.10 139,775.10
PUR 6/29/10 60 ADVANCED INFO SERVICE- 141,000.00 1,151.47 11,933,396.68 11,933,396.68
252495 7/05/10 THB TID955 84.369 32.440 367,860.56 367,860.56
PUR 6/30/10 60 ADVANCED INFO SERVICE- 171,000.00 1,427.78 14,765,110.73 14,765,110.73
252495 7/06/10 THB TID955 86.075 32.370 456,135.64 456,135.64
PUR 7/23/10 60 ADVANCED INFO SERVICE- 382,300.00 3,269.11 35,247,792.23 35,247,792.23
252495 7/29/10 THB 91.924 32.245 1,093,124.27 1,093,124.27
---------------- --------- ---------------- ------------ ---------------- --------------
747,900.00 6,281.02 66,469,421.90 66,469,421.90
2,056,895.57 2,056,895.57
4 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 7/06/10 60 COMPANHIA DE BEBIDAS D 9,600.00 96.00 1,007,965.44 1,007,965.44
252255 7/09/10 USD 104.986 1.000 1,007,965.44 1,007,965.44
PUR 7/23/10 60 TOTVS SA NPV 700.00 131.89 93,332.29 93,332.29
252833 7/28/10 BRL TID966 133.000 1.761 52,990.57 52,990.57
PUR 7/26/10 60 TOTVS SA NPV 2,500.00 468.49 333,372.94 333,372.94
252833 7/29/10 BRL TID967 133.017 1.771 188,239.94 188,239.94
PUR 7/27/10 60 NATURA COSMETICOS SA N 14,400.00 865.80 614,421.97 614,421.97
252442 7/30/10 BRL TID968 42.562 1.766 347,877.91 347,877.91
PUR 7/27/10 60 TOTVS SA NPV 500.00 93.94 66,665.92 66,665.92
252833 7/30/10 BRL TID968 133.000 1.766 37,745.40 37,745.40
---------------- --------- ---------------- ------------ ---------------- --------------
27,700.00 1,656.12 2,115,758.56 2,115,758.56
1,634,819.26 1,634,819.26
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: 111
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/07/10 60 CTRIP.COM INTERNATIONA 35,800.00 358.00 1,219,043.70 1,219,043.70
252587 7/12/10 USD 34.042 1.000 1,219,043.70 1,219,043.70
PUR 7/22/10 60 E HOUSE CHINA HOLDINGS 1,500.00 15.00 24,453.00 24,453.00
252759 7/27/10 USD 16.292 1.000 24,453.00 24,453.00
PUR 7/22/10 60 E HOUSE CHINA HOLDINGS 16,700.00 334.00 272,878.00 272,878.00
252759 7/27/10 USD 16.320 1.000 272,878.00 272,878.00
PUR 7/27/10 60 E HOUSE CHINA HOLDINGS 3,900.00 39.00 64,566.84 64,566.84
252759 7/30/10 USD 16.546 1.000 64,566.84 64,566.84
---------------- --------- ---------------- ------------ ---------------- --------------
57,900.00 746.00 1,580,941.54 1,580,941.54
1,580,941.54 1,580,941.54
4 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 7/07/10 60 BANCOLOMBIA SA SPONSOR 1,790.00 17.90 93,460.55 93,460.55
252439 7/12/10 USD 52.203 1.000 93,460.55 93,460.55
PUR 7/07/10 60 BANCOLOMBIA SA SPONSOR 1,400.00 56.00 72,359.98 72,359.98
252439 7/12/10 USD 51.646 1.000 72,359.98 72,359.98
PUR 7/07/10 60 BANCOLOMBIA SA SPONSOR 700.00 28.00 36,284.71 36,284.71
252439 7/12/10 USD 51.795 1.000 36,284.71 36,284.71
PUR 7/07/10 60 BANCOLOMBIA SA SPONSOR 400.00 16.00 20,607.76 20,607.76
252439 7/12/10 USD 51.479 1.000 20,607.76 20,607.76
PUR 7/08/10 60 BANCOLOMBIA SA SPONSOR 310.00 15.50 16,631.50 16,631.50
252439 7/13/10 USD 53.600 1.000 16,631.50 16,631.50
PUR 7/08/10 60 BANCOLOMBIA SA SPONSOR 1,600.00 16.00 84,702.72 84,702.72
252439 7/13/10 USD 52.929 1.000 84,702.72 84,702.72
---------------- --------- ---------------- ------------ ---------------- --------------
6,200.00 149.40 324,047.22 324,047.22
324,047.22 324,047.22
6 TRANSACTIONS IN COUNTRY: COLOMBIA (7700)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 112
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 6/28/10 60 AMMB HOLDINGS BHD MYR 40,000.00 236.72 201,473.99 201,473.99
252496 7/01/10 MYR TID954 5.018 3.219 62,589.00 62,589.00
PUR 6/29/10 60 AMMB HOLDINGS BHD MYR 69,100.00 360.41 347,429.63 347,429.63
252496 7/02/10 MYR TID955 5.011 3.245 107,066.14 107,066.14
PUR 6/30/10 60 AMMB HOLDINGS BHD MYR 58,900.00 316.25 294,975.30 294,975.30
252496 7/05/10 MYR TID955 4.991 3.235 91,182.47 91,182.47
PUR 7/01/10 60 AMMB HOLDINGS BHD MYR 369,400.00 1,426.68 1,850,630.56 1,850,630.56
252496 7/06/10 MYR 4.997 3.233 572,330.47 572,330.47
PUR 7/02/10 60 AMMB HOLDINGS BHD MYR 123,000.00 476.01 615,688.57 615,688.57
252496 7/07/10 MYR 4.993 3.224 191,000.02 191,000.02
PUR 7/05/10 60 AMMB HOLDINGS BHD MYR 211,000.00 817.49 1,057,223.01 1,057,223.01
252496 7/08/10 MYR 4.998 3.224 327,973.63 327,973.63
PUR 7/05/10 60 AMMB HOLDINGS BHD MYR 19,900.00 77.01 99,591.10 99,591.10
252496 7/08/10 MYR 4.992 3.224 30,895.33 30,895.33
PUR 7/06/10 60 AMMB HOLDINGS BHD MYR 175,500.00 683.92 879,576.23 879,576.23
252496 7/09/10 MYR 4.999 3.206 274,395.95 274,395.95
PUR 7/06/10 60 AMMB HOLDINGS BHD MYR 81,400.00 316.72 407,433.53 407,433.53
252496 7/09/10 MYR 4.993 3.205 127,104.52 127,104.52
PUR 7/07/10 60 AMMB HOLDINGS BHD MYR 186,000.00 721.71 932,225.79 932,225.79
252496 7/12/10 MYR 4.999 3.219 289,556.08 289,556.08
PUR 7/08/10 60 AMMB HOLDINGS BHD MYR 85,900.00 337.03 433,280.09 433,280.09
252496 7/13/10 MYR 5.031 3.203 135,252.10 135,252.10
---------------- --------- ---------------- ------------ ---------------- --------------
1,420,100.00 5,769.95 7,119,527.80 7,119,527.80
2,209,345.71 2,209,345.71
11 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
---------------- --------- ---------------- ------------ ---------------- --------------
13,370,707.00 63,408.254,373,271,274.33 4,373,271,274.33
25,649,149.23 25,649,149.23
59 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
13,370,707.00 63,408.254,373,271,274.33 4,373,271,274.33
25,649,149.23 25,649,149.23
59 "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: 113
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 114
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
SALE 7/23/10 60 ISHARES BSE SENSEX IND 1,544,400.00 998.18 26,098,132.55 22,501,835.53 3,596,297.02
239277 7/27/10 HKD 16.904 7.768 3,359,568.06 2,894,315.02 465,253.04
---------------- --------- ---------------- ------------ ---------------- --------------
1,544,400.00 998.18 26,098,132.55 22,501,835.53 3,596,297.02
3,359,568.06 2,894,315.02 465,253.04
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
1,544,400.00 998.18 26,098,132.55 22,501,835.53 3,596,297.02
3,359,568.06 2,894,315.02 465,253.04
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
SALE 7/21/10 60 HIKMA PHARMACEUTICALS 4,632.00 61.73 33,772.02 22,333.13 11,438.89
239225 7/26/10 UKP 7.300 .657 51,373.98 39,397.26 11,976.72
SALE 7/22/10 60 HIKMA PHARMACEUTICALS 3,450.00 46.20 25,199.61 16,634.13 8,565.48
239225 7/27/10 UKP 7.313 .655 38,452.08 29,343.81 9,108.27
SALE 7/23/10 60 HIKMA PHARMACEUTICALS 2,286.00 30.87 16,677.73 11,021.92 5,655.81
239225 7/28/10 UKP 7.304 .649 25,689.55 19,443.47 6,246.08
SALE 7/23/10 60 HIKMA PHARMACEUTICALS 7,484.00 100.99 54,566.64 36,084.01 18,482.63
239225 7/28/10 UKP 7.300 .649 84,051.74 63,654.81 20,396.93
SALE 7/26/10 60 HIKMA PHARMACEUTICALS 3,303.00 44.94 24,173.35 15,925.37 8,247.98
239225 7/29/10 UKP 7.327 .646 37,404.64 28,093.51 9,311.13
SALE 7/27/10 60 HIKMA PHARMACEUTICALS 2,216.00 30.25 16,189.37 10,684.42 5,504.95
239225 7/30/10 UKP 7.314 .643 25,181.75 18,848.09 6,333.66
---------------- --------- ---------------- ------------ ---------------- --------------
23,371.00 314.98 170,578.72 112,682.98 57,895.74
262,153.74 198,780.95 63,372.79
6 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: 115
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 6/30/10 60 EVRAZ GROUP S A NPV GD 25,831.00 1,033.24 623,224.54 936,089.56 -312,865.02
251277 7/06/10 USD TID955 24.167 1.000 623,224.54 936,089.56 -312,865.02
SALE 7/02/10 60 EVRAZ GROUP S A NPV GD 72,156.00 2,886.24 1,572,950.29 2,614,861.15 -1,041,910.86
251277 7/07/10 USD 21.839 1.000 1,572,950.29 2,614,861.15 -1,041,910.86
SALE 7/05/10 60 EVRAZ GROUP S A NPV GD 17,752.00 710.08 392,530.45 643,314.69 -250,784.24
251277 7/08/10 USD 22.152 1.000 392,530.45 643,314.69 -250,784.24
SALE 7/06/10 60 EVRAZ GROUP S A NPV GD 29,742.00 1,189.68 683,236.20 1,077,820.28 -394,584.08
251277 7/09/10 USD 23.012 1.000 683,236.20 1,077,820.28 -394,584.08
---------------- --------- ---------------- ------------ ---------------- --------------
145,481.00 5,819.24 3,271,941.48 5,272,085.68 -2,000,144.20
3,271,941.48 5,272,085.68 -2,000,144.20
4 TRANSACTIONS IN COUNTRY: LUXEMBOURG (2700)
SALE 6/29/10 60 HURRIYET GAZETE 125,773.00 255.99 161,841.55 185,937.36 -24,095.81
248758 7/01/10 TRY TID955 1.290 1.585 102,140.45 125,032.99 -22,892.54
SALE 6/30/10 60 HURRIYET GAZETE 122,749.00 250.36 158,121.76 181,466.81 -23,345.05
248758 7/02/10 TRY TID955 1.291 1.583 99,893.71 122,026.79 -22,133.08
SALE 7/02/10 60 HURRIYET GAZETE 195,970.00 400.60 250,214.50 289,713.57 -39,499.07
248758 7/06/10 TRY 1.280 1.565 159,840.62 194,816.98 -34,976.36
SALE 7/06/10 60 HURRIYET GAZETE 34,981.00 71.96 44,663.74 51,714.40 -7,050.66
248758 7/08/10 TRY 1.280 1.556 28,712.51 34,775.19 -6,062.68
SALE 7/07/10 60 HURRIYET GAZETE 84,230.00 175.16 108,889.18 124,521.99 -15,632.81
248758 7/09/10 TRY 1.296 1.558 69,890.36 83,734.42 -13,844.06
SALE 7/08/10 60 HURRIYET GAZETE 219,485.00 462.70 286,412.45 324,477.13 -38,064.68
248758 7/12/10 TRY 1.308 1.551 184,615.48 218,193.62 -33,578.14
---------------- --------- ---------------- ------------ ---------------- --------------
783,188.00 1,616.77 1,010,143.18 1,157,831.26 -147,688.08
645,093.13 778,579.99 -133,486.86
6 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: 116
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/20/10 60 HON HAI PRECISION IND 226,000.00 9,040.00 1,721,848.80 1,864,963.88 -143,115.08
239195 7/23/10 USD 7.659 1.000 1,721,848.80 1,864,963.88 -143,115.08
SALE 7/21/10 60 HON HAI PRECISION IND 230,520.00 9,220.80 1,749,370.18 1,902,263.15 -152,892.97
239195 7/26/10 USD 7.629 1.000 1,749,370.18 1,902,263.15 -152,892.97
SALE 7/22/10 60 HON HAI PRECISION IND 108,480.00 4,339.20 822,278.40 895,182.66 -72,904.26
239195 7/27/10 USD 7.620 1.000 822,278.40 895,182.66 -72,904.26
---------------- --------- ---------------- ------------ ---------------- --------------
565,000.00 22,600.00 4,293,497.38 4,662,409.69 -368,912.31
4,293,497.38 4,662,409.69 -368,912.31
3 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
SALE 7/23/10 60 CHINA MOBILE LTD HKD 0 105,500.00 320.02 8,275,252.96 8,264,530.70 10,722.26
252317 7/27/10 HKD 78.462 7.768 1,065,259.19 1,061,924.86 3,334.33
SALE 7/26/10 60 CHINA MOBILE LTD HKD 0 131,500.00 2,652.27 10,267,544.22 10,301,287.08 -33,742.86
252317 7/28/10 HKD 78.237 7.766 1,322,038.28 1,323,631.46 -1,593.18
---------------- --------- ---------------- ------------ ---------------- --------------
237,000.00 2,972.29 18,542,797.18 18,565,817.78 -23,020.60
2,387,297.47 2,385,556.32 1,741.15
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 7/07/10 60 SAMSUNG CARD CO 2,140.00 204.90 99,672,718.00 100,784,425.69 -1,111,707.69
246994 7/09/10 KRW 46693.1 1222.82 81,510.54 84,181.61 -2,671.07
SALE 7/08/10 60 SAMSUNG CARD CO 2,960.00 289.54 139,297,832.00 139,402,757.03 -104,925.03
246994 7/12/10 KRW 47178.3 1209.40 115,179.29 116,438.12 -1,258.83
SALE 7/09/10 60 SAMSUNG CARD CO 3,710.00 373.61 177,739,175.00 174,724,401.55 3,014,773.45
246994 7/13/10 KRW 48028.5 1195.90 148,623.78 145,941.02 2,682.76
SALE 7/12/10 60 SAMSUNG CARD CO 2,190.00 220.15 105,258,037.00 103,139,201.99 2,118,835.01
246994 7/14/10 KRW 48183.8 1201.90 87,576.37 86,148.47 1,427.90
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 117
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/13/10 60 SAMSUNG CARD CO 2,600.00 259.02 124,920,548.00 122,448,367.66 2,472,180.34
246994 7/15/10 KRW 48167.1 1212.35 103,040.00 102,276.73 763.27
SALE 7/14/10 60 SAMSUNG CARD CO 1,490.00 152.02 72,711,413.00 70,172,333.78 2,539,079.22
246994 7/16/10 KRW 48922.2 1202.35 60,474.42 58,612.43 1,861.99
SALE 7/23/10 60 SAMSUNG CARD CO 7,810.00 781.39 372,710,552.00 367,816,058.25 4,894,493.75
246994 7/27/10 KRW 47842.1 1199.05 310,838.21 307,223.55 3,614.66
SALE 7/26/10 60 SAMSUNG CARD CO 6,180.00 632.20 299,560,275.00 291,050,350.83 8,509,924.17
246994 7/28/10 KRW 48594.3 1191.15 251,488.29 243,103.91 8,384.38
SALE 7/27/10 60 SAMSUNG CARD CO 3,010.00 312.74 146,985,546.00 141,757,533.33 5,228,012.67
246994 7/29/10 KRW 48955.1 1181.45 124,411.14 118,404.98 6,006.16
SALE 7/28/10 60 SAMSUNG CARD CO 4,970.00 517.82 243,925,978.00 234,064,764.34 9,861,213.66
246994 7/30/10 KRW 49203.0 1184.15 205,992.47 195,505.90 10,486.57
---------------- --------- ---------------- ------------ ---------------- --------------
37,060.00 3,743.391,782,782,074.00 1,745,360,194.45 37,421,879.55
1,489,134.51 1,457,836.72 31,297.79
10 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 6/24/10 60 IMPERIAL HOLDINGS LTD 15,188.00 356.92 1,358,324.71 1,207,255.58 151,069.13
248300 7/01/10 ZAR TID953 89.613 7.627 178,101.24 158,217.45 19,883.79
SALE 6/25/10 60 IMPERIAL HOLDINGS LTD 8,562.00 201.36 768,405.67 680,571.66 87,834.01
248300 7/02/10 ZAR TID954 89.926 7.648 100,478.02 89,192.64 11,285.38
SALE 6/28/10 60 IMPERIAL HOLDINGS LTD 6,042.00 143.93 542,178.69 480,263.25 61,915.44
248300 7/05/10 ZAR TID954 89.915 7.549 71,819.36 62,941.13 8,878.23
SALE 6/29/10 60 IMPERIAL HOLDINGS LTD 9,106.00 209.49 799,492.70 723,812.83 75,679.87
248300 7/06/10 ZAR TID955 87.974 7.648 104,537.55 94,859.63 9,677.92
SALE 6/30/10 60 IMPERIAL HOLDINGS LTD 14,389.00 324.98 1,242,317.17 1,143,745.10 98,572.07
248300 7/07/10 ZAR TID955 86.511 7.661 162,165.46 149,894.05 12,271.41
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: 118
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/01/10 60 IMPERIAL HOLDINGS LTD 11,747.00 258.14 1,001,695.05 933,739.22 67,955.83
248300 7/08/10 ZAR 85.443 7.777 128,809.70 122,371.63 6,438.07
---------------- --------- ---------------- ------------ ---------------- --------------
65,034.00 1,494.82 5,712,413.99 5,169,387.64 543,026.35
745,911.33 677,476.53 68,434.80
6 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 7/23/10 60 IRPC PCL FOREIGN 3,582,600.00 1,271.07 13,619,466.69 15,333,183.83 -1,713,717.14
249995 7/29/10 THB 3.813 32.245 422,374.53 462,721.84 -40,347.31
SALE 7/27/10 60 IRPC PCL FOREIGN 2,838,000.00 1,029.48 11,015,443.51 12,146,367.36 -1,130,923.85
249995 7/30/10 THB 3.893 32.200 342,094.52 366,550.71 -24,456.19
---------------- --------- ---------------- ------------ ---------------- --------------
6,420,600.00 2,300.55 24,634,910.20 27,479,551.19 -2,844,640.99
764,469.05 829,272.55 -64,803.50
2 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 7/09/10 60 VALE SA ADR 36,700.00 382.81 935,100.19 956,126.48 -21,026.29
247279 7/12/10 USD 25.490 1.000 935,100.19 956,126.48 -21,026.29
SALE 7/19/10 60 HYPERMARCAS SA NPV 16,500.00 423.94 351,048.80 393,042.90 -41,994.10
251422 7/22/10 BRL 21.322 1.785 196,688.03 222,734.47 -26,046.44
SALE 7/20/10 60 HYPERMARCAS SA NPV 14,800.00 378.74 312,940.27 352,547.57 -39,607.30
251422 7/23/10 BRL 21.190 1.781 175,720.29 199,786.07 -24,065.78
SALE 7/21/10 60 HYPERMARCAS SA NPV 27,100.00 706.17 579,993.14 645,543.19 -65,550.05
251422 7/26/10 BRL 21.448 1.774 326,867.19 365,824.49 -38,957.30
SALE 7/21/10 60 HYPERMARCAS SA NPV 8,500.00 221.54 182,381.37 202,476.65 -20,095.28
251422 7/26/10 BRL TID965 21.503 1.774 102,784.81 114,742.00 -11,957.19
SALE 7/21/10 60 HYPERMARCAS SA NPV 27,100.00 706.17 579,993.14 645,543.19 -65,550.05
251422 7/26/10 BRL TID965 21.448 1.774 326,867.19 365,824.49 -38,957.30
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: 119
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/22/10 60 HYPERMARCAS SA NPV 53,000.00 1,411.65 1,153,421.31 1,262,501.44 -109,080.13
251422 7/27/10 BRL 21.810 1.761 654,943.68 715,450.11 -60,506.43
SALE 7/22/10 60 VALE SA ADR 24,300.00 254.20 662,209.97 633,075.57 29,134.40
247279 7/27/10 USD 27.262 1.000 662,209.97 633,075.57 29,134.40
SALE 7/23/10 60 HYPERMARCAS SA NPV 35,000.00 943.10 770,669.37 833,727.36 -63,057.99
251422 7/28/10 BRL 22.067 1.761 437,557.13 472,467.05 -34,909.92
SALE 7/26/10 60 HYPERMARCAS SA NPV 2,000.00 44,479.15 47,641.56 -3,162.41
251422 7/29/10 BRL 22.240 1.771 25,109.60 26,998.12 -1,888.52
SALE 7/26/10 60 LOJAS RENNER SA NPV 4,500.00 231,047.45 142,861.61 88,185.84
247972 7/29/10 BRL 51.344 1.771 130,432.12 77,710.70 52,721.42
SALE 7/27/10 60 LOJAS RENNER SA NPV 18,900.00 1,200.97 984,118.48 600,018.77 384,099.71
247972 7/30/10 BRL TID968 52.182 1.766 557,195.38 326,384.94 230,810.44
SALE 7/27/10 60 LOJAS RENNER SA NPV 24,200.00 1,534.77 1,257,650.12 768,278.00 489,372.12
247972 7/30/10 BRL TID968 52.081 1.766 712,065.52 417,910.87 294,154.65
---------------- --------- ---------------- ------------ ---------------- --------------
292,600.00 8,164.06 8,045,052.76 7,483,384.29 561,668.47
5,243,541.10 4,895,035.36 348,505.74
13 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 7/26/10 60 CTRIP.COM INTERNATIONA 3,900.00 158.66 156,957.52 132,800.85 24,156.67
252587 7/29/10 USD 40.286 1.000 156,957.52 132,800.85 24,156.67
SALE 7/27/10 60 CTRIP.COM INTERNATIONA 1,200.00 48.82 48,013.34 40,861.80 7,151.54
252587 7/30/10 USD 40.052 1.000 48,013.34 40,861.80 7,151.54
---------------- --------- ---------------- ------------ ---------------- --------------
5,100.00 207.48 204,970.86 173,662.65 31,308.21
204,970.86 173,662.65 31,308.21
2 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: 120
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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 7/08/10 60 GRUPO COMERCIAL CHEDRA 76,100.00 499.94 2,555,539.69 2,587,400.00 -31,860.31
251884 7/13/10 MXN 33.666 12.811 199,476.22 211,269.79 -11,793.57
SALE 7/08/10 60 GRUPO COMERCIAL CHEDRA 67,800.00 445.21 2,275,766.33 2,305,200.00 -29,433.67
251884 7/13/10 MXN 33.650 12.811 177,638.12 188,227.23 -10,589.11
SALE 7/13/10 60 GRUPO COMERCIAL CHEDRA 9,400.00 63.58 322,926.66 319,600.00 3,326.66
251884 7/16/10 MXN 34.440 12.730 25,368.07 26,096.40 -728.33
SALE 7/14/10 60 GRUPO COMERCIAL CHEDRA 127,300.00 858.33 4,355,474.02 4,328,200.00 27,274.02
251884 7/19/10 MXN 34.300 12.718 342,474.75 353,411.88 -10,937.13
SALE 7/22/10 60 GPO MEXICO SA SER B 407,200.00 2,583.72 13,152,173.16 12,436,039.98 716,133.18
249888 7/27/10 MXN 32.380 12.758 1,030,904.24 968,100.15 62,804.09
---------------- --------- ---------------- ------------ ---------------- --------------
687,800.00 4,450.78 22,661,879.86 21,976,439.98 685,439.88
1,775,861.40 1,747,105.45 28,755.95
5 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 7/02/10 60 JSC MMC NORILSK NICKEL 84,897.00 848.97 1,192,743.42 1,466,064.92 -273,321.50
250633 7/07/10 USD 14.059 1.000 1,192,743.42 1,466,064.92 -273,321.50
---------------- --------- ---------------- ------------ ---------------- --------------
84,897.00 848.97 1,192,743.42 1,466,064.92 -273,321.50
1,192,743.42 1,466,064.92 -273,321.50
1 TRANSACTION IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
9,347,131.00 54,533.331,872,523,003.03 1,838,879,512.51 33,643,490.52
22,276,614.87 24,543,866.81 -2,267,251.94
60 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
10,891,531.00 55,531.511,898,621,135.58 1,861,381,348.04 37,239,787.54
25,636,182.93 27,438,181.83 -1,801,998.90
61 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
24,262,238.00 118,939.766,271,892,409.91 6,234,652,622.37 37,239,787.54
51,285,332.16 53,087,331.06 -1,801,998.90
120 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: 121
TRANS-TYPE: SALE SETTLEMENTS FROM 7/01/10 THROUGH 7/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
259,056,582.52 4628110.58 170012721045.51 186739633000.81 -16726911955.2
2,589,204,284.26 2,602,690,019.16 -13,485,734.90
1242 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****