S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 6/01/10 THROUGH 6/30/10 ** 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 6/24/10 60 VANGUARD EMERGING MARK 101,100.00 4,004,571.00 4,004,571.00
252289 6/29/10 USD S27526 39.610 1.000 4,004,571.00 4,004,571.00
101,100.00 4,004,571.00 4,004,571.00
4,004,571.00 4,004,571.00
1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
101,100.00 4,004,571.00 4,004,571.00
4,004,571.00 4,004,571.00
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
101,100.00 4,004,571.00 4,004,571.00
4,004,571.00 4,004,571.00
1 "PUR " TRANSACTION IN FUND: COMMON D - EMERGING EQUITIES (5143)
101,100.00 4,004,571.00 4,004,571.00
4,004,571.00 4,004,571.00
1 TRANSACTION WITHIN FUND: COMMON D - EMERGING EQUITIES (5143)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 2
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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-EMERGING MARKETS (1700)
--------------------------------
PUR 6/04/10 60 ISHARES TR MSCI EMERGI 600,000.00 6,000.00 22,527,900.00 22,527,900.00
251349 6/09/10 USD S27454 37.537 1.000 22,527,900.00 22,527,900.00
PUR 6/04/10 60 VANGUARD I SHS VANGUAR 600,000.00 6,000.00 22,548,960.00 22,548,960.00
250587 6/09/10 USD S27455 37.572 1.000 22,548,960.00 22,548,960.00
---------------- --------- ---------------- ------------ ---------------- --------------
1,200,000.00 12,000.00 45,076,860.00 45,076,860.00
45,076,860.00 45,076,860.00
2 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
1,200,000.00 12,000.00 45,076,860.00 45,076,860.00
45,076,860.00 45,076,860.00
2 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
COMMON STOCK (2215)
--------------------------------
PUR 5/28/10 60 TEVA PHARMACEUTICAL IN 43,951.00 2,409,393.82 2,409,393.82
252141 6/02/10 USD S27437 54.820 1.000 2,409,393.82 2,409,393.82
PUR 6/10/10 60 TEVA PHARMACEUTICAL IN 83,896.00 4,416,285.44 4,416,285.44
252141 6/15/10 USD S27476 52.640 1.000 4,416,285.44 4,416,285.44
PUR 6/21/10 60 TEVA PHARMACEUTICAL IN 68,300.00 3,602,825.00 3,602,825.00
252141 6/24/10 USD S27507 52.750 1.000 3,602,825.00 3,602,825.00
PUR 6/28/10 60 TEVA PHARMACEUTICAL IN 133,900.00 6,869,070.00 6,869,070.00
252141 6/30/10 USD S27530 51.300 1.000 6,869,070.00 6,869,070.00
---------------- --------- ---------------- ------------ ---------------- --------------
330,047.00 17,297,574.26 17,297,574.26
17,297,574.26 17,297,574.26
4 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
---------------- --------- ---------------- ------------ ---------------- --------------
330,047.00 17,297,574.26 17,297,574.26
17,297,574.26 17,297,574.26
4 TRANSACTIONS IN CATEGORY: COMMON STOCK (2215)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 6/01/10 THROUGH 6/30/10 ** 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 5/26/10 60 BANK MONTREAL QUE NPV 1,604.00 95,149.28 95,149.28
248006 6/04/10 CAD 27462 59.320 1.063 89,526.99 89,526.99
PUR 5/28/10 60 SHAW COMMUNICATIONS IN 324.00 6,233.76 6,233.76
239707 6/08/10 CAD 27472 19.240 1.051 5,929.57 5,929.57
PUR 5/31/10 60 BROOKFIELD ASSET MGMT 367.00 9,211.92 9,211.92
247918 6/08/10 CAD 27471 25.101 1.049 8,780.78 8,780.78
PUR 6/01/10 60 CANADIAN TIRE CORP 52.00 2,933.27 2,933.27
230201 6/04/10 CAD 27463 56.409 1.046 2,805.08 2,805.08
PUR 6/07/10 60 CGI GROUP 9,500.00 269.38 154,651.45 154,651.45
230203 6/10/10 CAD S27465 16.249 1.058 146,173.39 146,173.39
PUR 6/07/10 60 EMERA INC 2,700.00 102.08 66,306.06 66,306.06
252210 6/10/10 CAD S27465 24.518 1.058 62,671.13 62,671.13
PUR 6/07/10 60 ENCANA CORP 20,000.00 756.14 697,260.00 697,260.00
230210 6/10/10 CAD S27465 34.823 1.058 659,035.92 659,035.92
PUR 6/07/10 60 GOLDCORP INC 40,000.00 1,512.29 1,879,564.00 1,879,564.00
230216 6/10/10 CAD S27465 46.949 1.058 1,776,525.52 1,776,525.52
PUR 6/07/10 60 LOBLAW COMPANIES LTD 10,000.00 378.07 396,261.00 396,261.00
230224 6/10/10 CAD S27465 39.586 1.058 374,537.81 374,537.81
PUR 6/07/10 60 PAN AMERN SILVER CORP 30,000.00 1,134.22 794,673.00 794,673.00
249885 6/10/10 CAD S27465 26.449 1.058 751,108.70 751,108.70
PUR 6/07/10 60 TRANSCANADA CORP 30,000.00 1,134.22 1,066,695.00 1,066,695.00
230256 6/10/10 CAD S27465 35.517 1.058 1,008,218.34 1,008,218.34
PUR 6/08/10 60 CGI GROUP 70,500.00 2,002.65 1,155,029.70 1,155,029.70
230203 6/11/10 CAD S27470 16.353 1.056 1,093,674.56 1,093,674.56
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 4
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/08/10 60 EMERA INC 17,300.00 655.24 426,360.23 426,360.23
252210 6/11/10 CAD S27470 24.605 1.056 403,711.99 403,711.99
PUR 6/08/10 60 ENCANA CORP 20,000.00 757.50 687,618.00 687,618.00
230210 6/11/10 CAD S27470 34.341 1.056 651,091.75 651,091.75
PUR 6/08/10 60 LOBLAW COMPANIES LTD 10,000.00 378.75 385,422.00 385,422.00
230224 6/11/10 CAD S27470 38.502 1.056 364,948.40 364,948.40
PUR 6/08/10 60 PAN AMERN SILVER CORP 10,000.00 378.75 267,750.00 267,750.00
249885 6/11/10 CAD S27470 26.735 1.056 253,527.13 253,527.13
PUR 6/08/10 60 TRANSCANADA CORP 30,000.00 852.19 1,062,573.00 1,062,573.00
230256 6/11/10 CAD S27470 35.389 1.056 1,006,129.15 1,006,129.15
PUR 6/09/10 60 EMERA INC 20,000.00 770.86 497,176.00 497,176.00
252210 6/14/10 CAD S27474 24.819 1.038 479,067.26 479,067.26
PUR 6/10/10 60 CANADIAN UTILS LTD NPV 2,000.00 77.51 87,727.00 87,727.00
252240 6/15/10 CAD S27478 43.824 1.032 84,998.55 84,998.55
PUR 6/10/10 60 EMERA INC 20,000.00 775.12 498,924.00 498,924.00
252210 6/15/10 CAD S27478 24.906 1.032 483,406.65 483,406.65
PUR 6/10/10 60 EQUINOX MINERALS LTD N 130,000.00 5,038.27 502,333.00 502,333.00
252238 6/15/10 CAD S27478 3.824 1.032 486,709.62 486,709.62
PUR 6/10/10 60 LOBLAW COMPANIES LTD 24,000.00 930.14 960,592.80 960,592.80
230224 6/15/10 CAD S27478 39.985 1.032 930,716.79 930,716.79
PUR 6/10/10 60 SHAW COMMUNICATIONS IN 60,000.00 2,325.36 1,193,712.00 1,193,712.00
239707 6/15/10 CAD S27478 19.855 1.032 1,156,585.60 1,156,585.60
PUR 6/10/10 60 SUN LIFE FINL SVCS CDA 60,000.00 2,325.36 1,782,942.00 1,782,942.00
247136 6/15/10 CAD S27478 29.676 1.032 1,727,489.58 1,727,489.58
PUR 6/10/10 60 SUNCOR ENERGY INC 80,000.00 3,100.47 2,656,440.00 2,656,440.00
248036 6/15/10 CAD S27478 33.166 1.032 2,573,820.37 2,573,820.37
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: 5
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/10/10 60 THOMSON REUTERS GRP(FM 30,000.00 1,162.68 1,122,042.00 1,122,042.00
230253 6/15/10 CAD S27478 37.361 1.032 1,087,144.66 1,087,144.66
PUR 6/11/10 60 BANK OF NOVA SCOTIA 40,000.00 1,158.75 1,993,524.00 1,993,524.00
230194 6/16/10 CAD S27481 49.808 1.036 1,924,994.21 1,924,994.21
PUR 6/11/10 60 BCE INC 40,000.00 1,545.00 1,253,656.00 1,253,656.00
234654 6/16/10 CAD S27481 31.301 1.036 1,210,560.06 1,210,560.06
PUR 6/11/10 60 CANADIAN NATIONAL RAIL 40,000.00 386.25 2,474,116.00 2,474,116.00
230199 6/16/10 CAD S27481 61.843 1.036 2,389,065.28 2,389,065.28
PUR 6/11/10 60 CANADIAN PAC RY LTD NP 20,000.00 193.12 1,185,526.00 1,185,526.00
232198 6/16/10 CAD S27481 59.266 1.036 1,144,772.11 1,144,772.11
PUR 6/11/10 60 CANADIAN UTILS LTD NPV 24,000.00 927.00 1,047,727.20 1,047,727.20
252240 6/16/10 CAD S27481 43.615 1.036 1,011,710.31 1,011,710.31
PUR 6/11/10 60 ENBRIDGE INC 20,000.00 772.50 974,938.00 974,938.00
230209 6/16/10 CAD S27481 48.707 1.036 941,423.33 941,423.33
PUR 6/11/10 60 IAMGOLD CORP NPV 80,000.00 772.50 1,461,072.00 1,461,072.00
248800 6/16/10 CAD S27481 18.253 1.036 1,410,845.89 1,410,845.89
PUR 6/11/10 60 LOBLAW COMPANIES LTD 26,000.00 1,004.25 1,030,174.60 1,030,174.60
230224 6/16/10 CAD S27481 39.582 1.036 994,761.10 994,761.10
PUR 6/11/10 60 ROGERS COMMUNICATIONS 40,000.00 1,545.00 1,478,172.00 1,478,172.00
230243 6/16/10 CAD S27481 36.914 1.036 1,427,358.05 1,427,358.05
PUR 6/11/10 60 SHAW COMMUNICATIONS IN 60,000.00 2,317.50 1,193,100.00 1,193,100.00
239707 6/16/10 CAD S27481 19.845 1.036 1,152,085.75 1,152,085.75
PUR 6/11/10 60 SUNCOR ENERGY INC 40,000.00 1,545.00 1,353,372.00 1,353,372.00
248036 6/16/10 CAD S27481 33.794 1.036 1,306,848.20 1,306,848.20
PUR 6/11/10 60 THOMSON REUTERS GRP(FM 30,000.00 202.78 1,136,736.00 1,136,736.00
230253 6/16/10 CAD S27481 37.884 1.036 1,097,659.33 1,097,659.33
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: 6
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/11/10 60 TRANSALTA CORP 20,000.00 772.50 420,444.00 420,444.00
230255 6/16/10 CAD S27481 20.982 1.036 405,990.73 405,990.73
PUR 6/11/10 60 TRANSCANADA CORP 40,000.00 386.25 1,440,560.00 1,440,560.00
230256 6/16/10 CAD S27481 36.004 1.036 1,391,039.01 1,391,039.01
PUR 6/14/10 60 BANK MONTREAL QUE NPV 40,000.00 1,564.18 2,479,240.00 2,479,240.00
248006 6/17/10 CAD S27483 61.941 1.023 2,423,736.44 2,423,736.44
PUR 6/14/10 60 BANK OF NOVA SCOTIA 40,000.00 273.73 2,003,348.00 2,003,348.00
230194 6/17/10 CAD S27483 50.077 1.023 1,958,498.39 1,958,498.39
PUR 6/14/10 60 CANADIAN NATIONAL RAIL 40,000.00 1,564.18 2,491,536.00 2,491,536.00
230199 6/17/10 CAD S27483 62.248 1.023 2,435,757.16 2,435,757.16
PUR 6/14/10 60 CANADIAN NATURAL RESOU 50,000.00 342.16 1,867,015.00 1,867,015.00
230200 6/17/10 CAD S27483 37.333 1.023 1,825,217.52 1,825,217.52
PUR 6/14/10 60 CANADIAN PAC RY LTD NP 28,700.00 196.40 1,719,985.26 1,719,985.26
232198 6/17/10 CAD S27483 59.923 1.023 1,681,479.38 1,681,479.38
PUR 6/14/10 60 CANADIAN UTILS LTD NPV 1,300.00 50.84 56,799.99 56,799.99
252240 6/17/10 CAD S27483 43.652 1.023 55,528.39 55,528.39
PUR 6/14/10 60 ENBRIDGE INC 60,000.00 2,346.27 2,959,596.00 2,959,596.00
230209 6/17/10 CAD S27483 49.287 1.023 2,893,338.55 2,893,338.55
PUR 6/14/10 60 FIRST QUANTUM MINERALS 30,000.00 1,173.14 1,695,174.00 1,695,174.00
237378 6/17/10 CAD S27483 56.466 1.023 1,657,223.58 1,657,223.58
PUR 6/14/10 60 FORTIS INC NPV 40,000.00 1,564.18 1,117,240.00 1,117,240.00
252272 6/17/10 CAD S27483 27.891 1.023 1,092,227.98 1,092,227.98
PUR 6/14/10 60 KINROSS GOLD CORP CAD 60,000.00 2,346.27 1,066,302.00 1,066,302.00
248874 6/17/10 CAD S27483 17.732 1.023 1,042,430.35 1,042,430.35
PUR 6/14/10 60 SHAW COMMUNICATIONS IN 40,000.00 1,564.18 799,956.00 799,956.00
239707 6/17/10 CAD S27483 19.959 1.023 782,047.12 782,047.12
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 7
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/14/10 60 SILVER WHEATON CORP NP 60,000.00 2,346.27 1,212,348.00 1,212,348.00
243069 6/17/10 CAD S27483 20.166 1.023 1,185,206.77 1,185,206.77
PUR 6/14/10 60 SUN LIFE FINL SVCS CDA 40,000.00 1,564.18 1,200,956.00 1,200,956.00
247136 6/17/10 CAD S27483 29.984 1.023 1,174,069.80 1,174,069.80
PUR 6/14/10 60 SUN LIFE FINL SVCS CDA 60,000.00 2,346.27 1,808,304.00 1,808,304.00
247136 6/17/10 CAD S27483 30.098 1.023 1,767,820.90 1,767,820.90
PUR 6/14/10 60 SUNCOR ENERGY INC 80,000.00 3,128.36 2,704,816.00 2,704,816.00
248036 6/17/10 CAD S27483 33.770 1.023 2,644,262.39 2,644,262.39
PUR 6/14/10 60 TECK RESOURCES LTD. 60,000.00 2,346.27 2,107,986.00 2,107,986.00
241893 6/17/10 CAD S27483 35.093 1.023 2,060,793.82 2,060,793.82
PUR 6/14/10 60 TECK RESOURCES LTD. 60,000.00 2,346.27 2,171,064.00 2,171,064.00
241893 6/17/10 CAD S27483 36.144 1.023 2,122,459.67 2,122,459.67
PUR 6/14/10 60 TELUS CORP NON-VOTE 4,600.00 179.88 170,746.94 170,746.94
230252 6/17/10 CAD S27483 37.079 1.023 166,924.37 166,924.37
PUR 6/14/10 60 TORONTO DOMINION BK ON 30,000.00 1,173.14 2,140,515.00 2,140,515.00
242764 6/17/10 CAD S27483 71.311 1.023 2,092,594.58 2,092,594.58
PUR 6/14/10 60 TORONTO DOMINION BK ON 20,000.00 782.09 1,431,712.00 1,431,712.00
242764 6/17/10 CAD S27483 71.546 1.023 1,399,659.79 1,399,659.79
PUR 6/14/10 60 TRANSALTA CORP 40,000.00 1,564.18 854,440.00 854,440.00
230255 6/17/10 CAD S27483 21.321 1.023 835,311.37 835,311.37
PUR 6/14/10 60 TRANSCANADA CORP 60,000.00 2,346.27 2,191,596.00 2,191,596.00
230256 6/17/10 CAD S27483 36.487 1.023 2,142,532.02 2,142,532.02
PUR 6/14/10 60 WESTON (GEORGE) COM 10,000.00 391.05 747,400.00 747,400.00
230257 6/17/10 CAD S27483 74.700 1.023 730,667.71 730,667.71
PUR 6/15/10 60 BANK MONTREAL QUE NPV 50,000.00 340.27 3,144,670.00 3,144,670.00
248006 6/18/10 CAD S27486 62.886 1.029 3,057,233.13 3,057,233.13
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: 8
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/15/10 60 BANK OF NOVA SCOTIA 40,000.00 272.21 2,049,856.00 2,049,856.00
230194 6/18/10 CAD S27486 51.239 1.029 1,992,860.20 1,992,860.20
PUR 6/15/10 60 CAN IMPERIAL BK OF COM 30,000.00 874.98 2,244,492.00 2,244,492.00
243055 6/18/10 CAD S27486 74.786 1.029 2,182,084.39 2,182,084.39
PUR 6/15/10 60 CANADIAN PAC RY LTD NP 11,300.00 76.90 686,583.48 686,583.48
232198 6/18/10 CAD S27486 60.753 1.029 667,493.18 667,493.18
PUR 6/15/10 60 CANADIAN UTILS LTD NPV 12,700.00 493.88 556,654.97 556,654.97
252240 6/18/10 CAD S27486 43.791 1.029 541,177.30 541,177.30
PUR 6/15/10 60 ENBRIDGE INC 40,000.00 1,555.51 1,997,544.00 1,997,544.00
230209 6/18/10 CAD S27486 49.899 1.029 1,942,002.72 1,942,002.72
PUR 6/15/10 60 EQUINOX MINERALS LTD N 280,000.00 5,444.29 1,142,400.00 1,142,400.00
252238 6/18/10 CAD S27486 4.060 1.029 1,110,635.82 1,110,635.82
PUR 6/15/10 60 FIRST QUANTUM MINERALS 40,000.00 1,166.63 2,384,988.00 2,384,988.00
237378 6/18/10 CAD S27486 59.595 1.029 2,318,673.93 2,318,673.93
PUR 6/15/10 60 RONA INC NPV 10,000.00 388.88 159,656.00 159,656.00
252316 6/18/10 CAD S27486 15.926 1.029 155,216.80 155,216.80
PUR 6/15/10 60 SUNCOR ENERGY INC 40,000.00 1,166.63 1,373,208.00 1,373,208.00
248036 6/18/10 CAD S27486 34.300 1.029 1,335,026.25 1,335,026.25
PUR 6/15/10 60 TECK RESOURCES LTD. 60,000.00 1,749.95 2,156,232.00 2,156,232.00
241893 6/18/10 CAD S27486 35.907 1.029 2,096,278.44 2,096,278.44
PUR 6/15/10 60 TECK RESOURCES LTD. 60,000.00 408.32 2,186,976.00 2,186,976.00
241893 6/18/10 CAD S27486 36.443 1.029 2,126,167.61 2,126,167.61
PUR 6/15/10 60 TELUS CORP NON-VOTE 35,400.00 1,376.63 1,325,981.34 1,325,981.34
230252 6/18/10 CAD S27486 37.417 1.029 1,289,112.72 1,289,112.72
PUR 6/15/10 60 THOMSON REUTERS GRP(FM 837.00 32,332.47 32,332.47
230253 6/15/10 CAD 27506 38.629 1.029 31,433.47 31,433.47
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 9
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/15/10 60 TIM HORTON COM 524.00 18,196.99 18,196.99
250848 6/23/10 CAD 27529 34.727 1.029 17,691.03 17,691.03
PUR 6/15/10 60 TORONTO DOMINION BK ON 20,000.00 136.11 1,465,382.00 1,465,382.00
242764 6/18/10 CAD S27486 73.262 1.029 1,424,637.37 1,424,637.37
PUR 6/16/10 60 RONA INC NPV 10,000.00 390.32 158,925.00 158,925.00
252316 6/21/10 CAD S27489 15.853 1.025 155,079.04 155,079.04
PUR 6/17/10 60 RONA INC NPV 20,000.00 775.72 318,572.00 318,572.00
252316 6/22/10 CAD S27498 15.889 1.031 308,903.33 308,903.33
PUR 6/18/10 60 BARRICK GOLD CORP 30,000.00 205.00 1,422,474.00 1,422,474.00
230195 6/23/10 CAD S27501 47.409 1.024 1,388,592.35 1,388,592.35
PUR 6/18/10 60 CAMECO CORP 60,000.00 2,342.83 1,463,010.00 1,463,010.00
230197 6/23/10 CAD S27501 24.344 1.024 1,428,162.83 1,428,162.83
PUR 6/18/10 60 KINROSS GOLD CORP CAD 40,000.00 273.33 771,988.00 771,988.00
248874 6/23/10 CAD S27501 19.293 1.024 753,600.16 753,600.16
PUR 6/18/10 60 ROYAL BANK OF CANADA 30,000.00 205.00 1,654,944.00 1,654,944.00
230244 6/23/10 CAD S27501 55.158 1.024 1,615,525.19 1,615,525.19
PUR 6/18/10 60 ROYAL BANK OF CANADA 40,000.00 1,561.89 2,208,296.00 2,208,296.00
230244 6/23/10 CAD S27501 55.167 1.024 2,155,696.99 2,155,696.99
PUR 6/22/10 60 BARRICK GOLD CORP 40,000.00 1,567.86 1,841,980.00 1,841,980.00
230195 6/25/10 CAD S27514 46.010 1.021 1,804,977.95 1,804,977.95
PUR 6/22/10 60 ELDORADO GOLD CORPORAT 80,000.00 2,351.79 1,472,056.00 1,472,056.00
243131 6/25/10 CAD S27514 18.371 1.020 1,442,485.06 1,442,485.06
PUR 6/22/10 60 IAMGOLD CORP NPV 17,300.00 508.57 320,437.52 320,437.52
248800 6/25/10 CAD S27514 18.492 1.020 314,000.51 314,000.51
PUR 6/22/10 60 KINROSS GOLD CORP CAD 13,900.00 408.62 258,243.93 258,243.93
248874 6/25/10 CAD S27514 18.549 1.020 253,056.28 253,056.28
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 10
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/22/10 60 POTASH CORP SASK COM 9,300.00 273.40 931,199.70 931,199.70
230239 6/25/10 CAD S27514 100.099 1.021 912,493.58 912,493.58
PUR 6/22/10 60 RESEARCH IN MOTION 30,000.00 1,175.89 1,814,736.00 1,814,736.00
230321 6/25/10 CAD S27514 60.451 1.021 1,778,281.23 1,778,281.23
PUR 6/23/10 60 IAMGOLD CORP NPV 62,700.00 1,801.55 1,163,517.63 1,163,517.63
248800 6/28/10 CAD S27518 18.527 1.044 1,114,373.75 1,114,373.75
PUR 6/23/10 60 KINROSS GOLD CORP CAD 66,100.00 1,899.24 1,233,088.89 1,233,088.89
248874 6/28/10 CAD S27518 18.625 1.044 1,181,006.50 1,181,006.50
PUR 6/23/10 60 POTASH CORP SASK COM 10,700.00 307.44 1,078,956.97 1,078,956.97
230239 6/28/10 CAD S27518 100.807 1.044 1,033,384.70 1,033,384.70
PUR 6/25/10 60 SUNCOR ENERGY INC 1,512.00 51,967.44 51,967.44
248036 6/29/10 CAD 27549 34.370 1.041 49,935.08 49,935.08
---------------- --------- ---------------- ------------ ---------------- --------------
3,495,220.00 105,345.05 114,986,320.79 114,986,320.79
111,624,515.59 111,624,515.59
96 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 6/17/10 60 NATIXIS EUR 1.6 500,000.00 3,493.39 1,887,527.05 1,887,527.05
252345 6/22/10 EUR S27497 3.769 .809 2,332,416.91 2,332,416.91
PUR 6/17/10 60 NATIXIS EUR 1.6 2,500,000.00 17,468.32 9,438,386.38 9,438,386.38
252345 6/22/10 EUR S27497 3.770 .809 11,663,012.73 11,663,012.73
PUR 6/17/10 60 SOCIETE GENERALE EUR 1 500,000.00 34,116.17 18,433,458.78 18,433,458.78
245186 6/22/10 EUR S27497 36.812 .809 22,778,222.44 22,778,222.44
PUR 6/18/10 60 NATIXIS EUR 1.6 500,000.00 3,559.08 1,918,673.70 1,918,673.70
252345 6/23/10 EUR S27500 3.832 .807 2,376,278.38 2,376,278.38
PUR 6/25/10 60 CFAO SA NPV 66,354.00 1,437,227.64 1,437,227.64
249871 6/30/10 EUR S27527 21.660 .813 1,766,927.47 1,766,927.47
---------------- --------- ---------------- ------------ ---------------- --------------
4,066,354.00 58,636.96 33,115,273.55 33,115,273.55
40,916,857.93 40,916,857.93
5 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: 11
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/07/10 60 FAST RETAILING CO LTD 100,000.00 16,870.951,290,487,729.00 1,290,487,729.00
241347 6/10/10 JPY S27460 12889.4 91.680 14,076,000.53 14,076,000.53
---------------- --------- ---------------- ------------ ---------------- --------------
100,000.00 16,870.951,290,487,729.00 1,290,487,729.00
14,076,000.53 14,076,000.53
1 TRANSACTION IN COUNTRY: JAPAN ( 500)
PUR 6/04/10 60 ASML HOLDING NV 200,000.00 4,777.12 4,964,428.37 4,964,428.37
251583 6/09/10 EUR S27450 24.802 .831 5,976,177.23 5,976,177.23
PUR 6/17/10 60 ASML HOLDING NV 250,000.00 11,615.55 6,276,049.98 6,276,049.98
251583 6/22/10 EUR S27497 25.067 .809 7,755,314.08 7,755,314.08
---------------- --------- ---------------- ------------ ---------------- --------------
450,000.00 16,392.67 11,240,478.35 11,240,478.35
13,731,491.31 13,731,491.31
2 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
PUR 6/23/10 60 NORDIC SEMICONDUCTOR A 52,341.00 326.07 1,416,155.04 1,416,155.04
252420 6/28/10 NOK S27516 27.016 6.505 217,709.24 217,709.24
PUR 6/24/10 60 NORDIC SEMICONDUCTOR A 47,659.00 303.18 1,314,383.10 1,314,383.10
252420 6/29/10 NOK S27522 27.538 6.493 202,421.43 202,421.43
---------------- --------- ---------------- ------------ ---------------- --------------
100,000.00 629.25 2,730,538.14 2,730,538.14
420,130.67 420,130.67
2 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
PUR 5/27/10 60 LINDAB INTERNATIONAL A 45,420.00 277.16 3,659,408.19 3,659,408.19
251508 6/01/10 SEK S27435 80.520 7.917 462,209.90 462,209.90
PUR 6/01/10 60 LINDAB INTERNATIONAL A 12,580.00 78.61 1,019,591.39 1,019,591.39
251508 6/04/10 SEK S27438 81.000 7.777 131,096.69 131,096.69
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: 12
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/04/10 60 ATLAS COPCO AB NPV RFD 500,000.00 10,995.47 58,447,840.45 58,447,840.45
251445 6/09/10 SEK S27446 116.721 7.962 7,341,310.11 7,341,310.11
PUR 6/04/10 60 SKANDINAVISKA ENSKILDA 1,500,000.00 11,532.33 61,301,564.63 61,301,564.63
251308 6/09/10 SEK S27446 40.807 7.961 7,699,750.63 7,699,750.63
PUR 6/17/10 60 SKANDINAVISKA ENSKILDA 1,000,000.00 8,443.71 43,719,481.00 43,719,481.00
251308 6/22/10 SEK S27493 43.654 7.755 5,637,586.20 5,637,586.20
PUR 6/21/10 60 TELIASONERA AB 2,200,000.00 22,205.01 113,839,443.40 113,839,443.40
252381 6/24/10 SEK S27503 51.668 7.679 14,825,546.77 14,825,546.77
PUR 6/22/10 60 TELIASONERA AB 1,500,000.00 14,792.10 76,669,882.57 76,669,882.57
252381 6/28/10 SEK S27512 51.037 7.763 9,876,194.12 9,876,194.12
PUR 6/24/10 60 TELIASONERA AB 1,550,000.00 15,082.30 78,349,257.87 78,349,257.87
252381 6/30/10 SEK S27523 50.472 7.780 10,069,951.53 10,069,951.53
---------------- --------- ---------------- ------------ ---------------- --------------
8,308,000.00 83,406.69 437,006,469.50 437,006,469.50
56,043,645.95 56,043,645.95
8 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
PUR 6/04/10 60 BRITISH LAND CO PLC 659,938.00 27,331.01 3,046,236.87 3,046,236.87
251352 6/09/10 UKP S27452 4.588 .687 4,435,322.09 4,435,322.09
PUR 6/04/10 60 BRITISH LAND CO PLC 225,838.00 9,290.13 1,035,343.68 1,035,343.68
251352 6/09/10 UKP S27452 4.556 .687 1,507,460.81 1,507,460.81
PUR 6/07/10 60 BRITISH LAND CO PLC 100,000.00 4,009.17 448,655.52 448,655.52
251352 6/10/10 UKP S27457 4.459 .690 650,415.80 650,415.80
---------------- --------- ---------------- ------------ ---------------- --------------
985,776.00 40,630.31 4,530,236.07 4,530,236.07
6,593,198.70 6,593,198.70
3 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 13
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/04/10 60 PRAKTIKER BAU- UND HEI 171,462.00 1,992.93 1,105,339.28 1,105,339.28
233903 6/08/10 EUR S27451 6.437 .831 1,330,607.06 1,330,607.06
PUR 6/07/10 60 PRAKTIKER BAU- UND HEI 272,126.00 3,008.18 1,683,252.91 1,683,252.91
233903 6/09/10 EUR S27459 6.176 .838 2,008,458.50 2,008,458.50
PUR 6/08/10 60 PRAKTIKER BAU- UND HEI 56,412.00 629.81 351,889.18 351,889.18
233903 6/10/10 EUR S27469 6.228 .837 420,507.61 420,507.61
PUR 6/17/10 60 PRAKTIKER BAU- UND HEI 200,000.00 2,321.39 1,254,278.60 1,254,278.60
233903 6/21/10 EUR S27492 6.262 .809 1,549,911.89 1,549,911.89
---------------- --------- ---------------- ------------ ---------------- --------------
700,000.00 7,952.31 4,394,759.97 4,394,759.97
5,309,485.06 5,309,485.06
4 TRANSACTIONS IN COUNTRY: GERMANY (1100)
PUR 6/04/10 60 OUTOTEC OYJ NPV 250,000.00 11,900.19 6,600,235.52 6,600,235.52
251448 6/09/10 EUR S27450 26.361 .831 7,945,361.34 7,945,361.34
PUR 6/04/10 60 RAUTARUUKKI OYJ NPV 250,000.00 5,893.13 3,268,520.44 3,268,520.44
251449 6/09/10 EUR S27450 13.055 .831 3,934,643.83 3,934,643.83
PUR 6/17/10 60 RAUTARUUKKI OYJ NPV 250,000.00 6,163.79 3,330,388.10 3,330,388.10
251449 6/22/10 EUR S27497 13.302 .809 4,115,360.11 4,115,360.11
---------------- --------- ---------------- ------------ ---------------- --------------
750,000.00 23,957.11 13,199,144.06 13,199,144.06
15,995,365.28 15,995,365.28
3 TRANSACTIONS IN COUNTRY: FINLAND (1200)
PUR 6/17/10 60 VIENNA INSURANCE GROUP 30,000.00 1,945.45 1,051,151.37 1,051,151.37
249922 6/22/10 EUR S27497 34.986 .809 1,298,907.60 1,298,907.60
PUR 6/18/10 60 VIENNA INSURANCE GROUP 43,000.00 2,825.22 1,523,053.56 1,523,053.56
249922 6/23/10 EUR S27500 35.367 .807 1,886,302.63 1,886,302.63
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: 14
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/21/10 60 VIENNA INSURANCE GROUP 17,000.00 1,129.70 609,160.47 609,160.47
249922 6/24/10 EUR S27505 35.779 .808 754,262.46 754,262.46
PUR 6/22/10 60 VIENNA INSURANCE GROUP 10,000.00 663.34 360,539.00 360,539.00
249922 6/25/10 EUR S27511 36.000 .814 442,886.15 442,886.15
---------------- --------- ---------------- ------------ ---------------- --------------
100,000.00 6,563.71 3,543,904.40 3,543,904.40
4,382,358.84 4,382,358.84
4 TRANSACTIONS IN COUNTRY: AUSTRIA (1300)
PUR 6/04/10 60 VESTAS WIND SYSTEMS 100,000.00 7,128.72 29,410,579.79 29,410,579.79
222191 6/09/10 DKK S27447 293.665 6.179 4,759,609.62 4,759,609.62
PUR 6/17/10 60 VESTAS WIND SYSTEMS 200,000.00 14,833.92 59,621,758.69 59,621,758.69
222191 6/22/10 DKK S27495 297.662 6.020 9,904,111.15 9,904,111.15
---------------- --------- ---------------- ------------ ---------------- --------------
300,000.00 21,962.64 89,032,338.48 89,032,338.48
14,663,720.77 14,663,720.77
2 TRANSACTIONS IN COUNTRY: DENMARK (1400)
PUR 6/17/10 60 BANCO SANTANDER SA EUR 1,250,000.00 20,604.99 11,133,174.75 11,133,174.75
252341 6/22/10 EUR S27497 8.893 .809 13,757,262.48 13,757,262.48
PUR 6/17/10 60 SOL MELIA SA EUR 0.2 75,000.00 779.89 421,381.13 421,381.13
252343 6/22/10 EUR S27497 5.610 .809 520,700.60 520,700.60
PUR 6/18/10 60 SOL MELIA SA EUR 0.2 275,000.00 2,853.27 1,538,178.81 1,538,178.81
252343 6/23/10 EUR S27500 5.585 .807 1,905,035.26 1,905,035.26
PUR 6/18/10 60 SOL MELIA SA EUR 0.2 250,000.00 864.63 1,396,948.13 1,396,948.13
252343 6/23/10 EUR S27500 5.585 .807 1,730,120.99 1,730,120.99
PUR 6/18/10 60 SOL MELIA SA EUR 0.2 70,470.00 731.82 394,518.19 394,518.19
252343 6/23/10 EUR S27500 5.590 .807 488,610.98 488,610.98
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 15
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/21/10 60 SOL MELIA SA EUR 0.2 44,355.00 472.79 254,944.06 254,944.06
252343 6/24/10 EUR S27505 5.739 .808 315,671.72 315,671.72
PUR 6/22/10 60 SOL MELIA SA EUR 0.2 86,854.00 919.32 499,672.51 499,672.51
252343 6/25/10 EUR S27511 5.744 .814 613,797.77 613,797.77
PUR 6/23/10 60 SOL MELIA SA EUR 0.2 28,321.00 298.55 162,834.75 162,834.75
252343 6/28/10 EUR S27515 5.741 .817 199,325.95 199,325.95
PUR 6/24/10 60 SOL MELIA SA EUR 0.2 85,000.00 881.07 477,565.27 477,565.27
252343 6/29/10 EUR S27524 5.610 .812 588,264.97 588,264.97
PUR 6/24/10 60 SOL MELIA SA EUR 0.2 85,000.00 881.45 477,769.58 477,769.58
252343 6/29/10 EUR S27524 5.612 .812 588,516.64 588,516.64
PUR 6/25/10 60 SOL MELIA SA EUR 0.2 163,000.00 1,686.36 915,834.29 915,834.29
252343 6/30/10 EUR S27525 5.610 .813 1,125,926.56 1,125,926.56
---------------- --------- ---------------- ------------ ---------------- --------------
2,413,000.00 30,974.14 17,672,821.47 17,672,821.47
21,833,233.92 21,833,233.92
11 TRANSACTIONS IN COUNTRY: SPAIN (1500)
PUR 6/04/10 60 SANTOS LTD NPV 1,000,000.00 21,290.39 12,846,541.80 12,846,541.80
251708 6/09/10 AUD S27448 12.821 1.204 10,666,483.28 10,666,483.28
PUR 6/17/10 60 SANTOS LTD NPV 1,000,000.00 23,401.33 13,586,819.40 13,586,819.40
251708 6/22/10 AUD S27496 13.560 1.159 11,724,064.81 11,724,064.81
---------------- --------- ---------------- ------------ ---------------- --------------
2,000,000.00 44,691.72 26,433,361.20 26,433,361.20
22,390,548.09 22,390,548.09
2 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
PUR 6/15/10 60 CAPITALAND 400,000.00 3,121.53 1,506,796.10 1,506,796.10
221703 6/18/10 SGD S27484 3.756 1.395 1,079,753.57 1,079,753.57
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: 16
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/24/10 60 NOBLE GROUP LTD 800,000.00 3,092.05 1,490,630.32 1,490,630.32
246172 6/29/10 SGD S27521 1.858 1.394 1,069,318.74 1,069,318.74
PUR 6/24/10 60 SINGAPORE AIRPORT TERM 360,000.00 2,015.20 971,497.19 971,497.19
248444 6/29/10 SGD S27521 2.691 1.394 696,913.34 696,913.34
---------------- --------- ---------------- ------------ ---------------- --------------
1,560,000.00 8,228.78 3,968,923.61 3,968,923.61
2,845,985.65 2,845,985.65
3 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
PUR 6/02/10 60 JARDINE MATHESON HOLDI 20,000.00 2,041.79 706,105.79 706,105.79
225870 6/07/10 USD S27445 35.203 1.000 706,105.79 706,105.79
PUR 6/15/10 60 MTR CORP 28,090.00 822,475.20 822,475.20
225598 6/15/10 HKD 27490 29.280 7.791 105,565.99 105,565.99
---------------- --------- ---------------- ------------ ---------------- --------------
48,090.00 2,041.79 1,528,580.99 1,528,580.99
811,671.78 811,671.78
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 6/28/10 60 BEZEQ ISRAELI TELECOMM 1,618,702.00 13,694,218.92 13,694,218.92
252490 6/30/10 ILS S27531 8.460 3.881 3,528,710.30 3,528,710.30
---------------- --------- ---------------- ------------ ---------------- --------------
1,618,702.00 13,694,218.92 13,694,218.92
3,528,710.30 3,528,710.30
1 TRANSACTION IN COUNTRY: ISRAEL (9600)
---------------- --------- ---------------- ------------ ---------------- --------------
26,995,142.00 468,284.082,067,565,098.50 2,067,565,098.50
335,166,920.37 335,166,920.37
149 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
UNIT TRUST (2230)
--------------------------------
PUR 6/20/10 60 ENERPLUS RESOURCES FUN 493.00 10,871.29 10,871.29
251755 6/28/10 CAD 27537 22.051 1.024 10,612.35 10,612.35
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 17
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
493.00 10,871.29 10,871.29
10,612.35 10,612.35
1 TRANSACTION IN COUNTRY: CANADA ( 300)
---------------- --------- ---------------- ------------ ---------------- --------------
493.00 10,871.29 10,871.29
10,612.35 10,612.35
1 TRANSACTION IN CATEGORY: UNIT TRUST (2230)
---------------- --------- ---------------- ------------ ---------------- --------------
28,525,682.00 480,284.082,129,950,404.05 2,129,950,404.05
397,551,966.98 397,551,966.98
156 "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: 18
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/07/10 60 ISHARES S+P/TSX 60 IND 116,600.00 1,102.08 1,986,269.34 2,087,709.93 -101,440.59
251354 6/10/10 CAD S27465 17.045 1.058 1,877,381.23 2,077,747.37 -200,366.14
SALE 6/08/10 60 ISHARES S+P/TSX 60 IND 483,400.00 4,577.22 8,191,744.74 8,655,222.80 -463,478.06
251354 6/11/10 CAD S27470 16.956 1.056 7,756,599.51 8,613,920.06 -857,320.55
SALE 6/10/10 60 ISHARES S+P/TSX 60 IND 600,000.00 17,440.17 10,270,380.00 10,742,932.73 -472,552.73
251354 6/15/10 CAD S27478 17.147 1.032 9,950,954.36 10,691,667.44 -740,713.08
SALE 6/11/10 60 ISHARES S+P/TSX 60 IND 1,000,000.00 6,759.37 17,249,900.00 17,904,887.88 -654,987.88
251354 6/16/10 CAD S27481 17.257 1.036 16,656,913.87 17,819,445.72 -1,162,531.85
SALE 6/14/10 60 ISHARES S+P/TSX 60 IND 1,100,000.00 8,065.30 19,099,410.00 19,695,376.67 -595,966.67
251354 6/17/10 CAD S27483 17.371 1.023 18,671,825.20 19,601,390.30 -929,565.10
SALE 6/15/10 60 ISHARES S+P/TSX 60 IND 2,100,000.00 15,312.07 36,799,770.00 37,600,264.54 -800,494.54
251354 6/18/10 CAD S27486 17.531 1.029 35,776,560.37 37,420,836.01 -1,644,275.64
SALE 6/18/10 60 ISHARES S+P/TSX 60 IND 200,000.00 1,952.36 3,543,100.00 3,580,977.58 -37,877.58
251354 6/23/10 CAD S27501 17.726 1.024 3,458,707.54 3,563,889.15 -105,181.61
SALE 6/18/10 60 ISHARES S+P/TSX 60 IND 200,000.00 1,952.36 3,547,700.00 3,580,977.58 -33,277.58
251354 6/23/10 CAD S27501 17.749 1.024 3,463,197.97 3,563,889.15 -100,691.18
SALE 6/22/10 60 ISHARES S+P/TSX 60 IND 162,000.00 1,111.22 2,834,060.40 2,900,591.84 -66,531.44
251354 6/25/10 CAD S27514 17.501 1.021 2,777,129.25 2,886,750.21 -109,620.96
SALE 6/23/10 60 ISHARES S+P/TSX 60 IND 288,000.00 1,930.85 5,034,124.80 5,156,607.71 -122,482.91
251354 6/28/10 CAD S27518 17.487 1.044 4,821,496.79 5,132,000.37 -310,503.58
---------------- --------- ---------------- ------------ ---------------- --------------
6,250,000.00 60,203.00 108,556,459.28 111,905,549.26 -3,349,089.98
105,210,766.09 111,371,535.78 -6,160,769.69
10 TRANSACTIONS IN COUNTRY: CANADA ( 300)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 19
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/23/10 60 ISHARES IN MSCI SINGAP 100,000.00 2,019.36 1,143,230.64 843,050.83 300,179.81
246507 6/28/10 USD S27519 11.453 1.000 1,143,230.64 843,050.83 300,179.81
---------------- --------- ---------------- ------------ ---------------- --------------
100,000.00 2,019.36 1,143,230.64 843,050.83 300,179.81
1,143,230.64 843,050.83 300,179.81
1 TRANSACTION IN COUNTRY: SINGAPORE (1900)
---------------- --------- ---------------- ------------ ---------------- --------------
6,350,000.00 62,222.36 109,699,689.92 112,748,600.09 -3,048,910.17
106,353,996.73 112,214,586.61 -5,860,589.88
11 TRANSACTIONS IN CATEGORY: ETF-INTERNATIONAL (1600)
DEV MKT COMMON STOCK (2220)
--------------------------------
SALE 6/04/10 60 ESSILOR INTL SA CIE GE 250,000.00 21,270.83 11,762,155.26 10,317,437.24 1,444,718.03
238510 6/09/10 EUR S27450 47.119 .831 14,159,278.63 14,503,425.39 -344,146.76
SALE 6/04/10 60 MICHELIN EUR 2.0 REGD 250,000.00 13,381.46 13,883,908.98 11,656,424.69 2,227,484.29
240580 6/09/10 EUR S27450 55.580 .831 16,713,445.05 17,024,246.84 -310,801.79
SALE 6/04/10 60 THEOLIA EUR 1.0 25,931.00 108.22 59,844.42 605,966.41 -546,121.99
237272 6/09/10 EUR S27450 2.311 .831 72,040.69 823,588.37 -751,547.68
SALE 6/04/10 60 TRIGANO SA EUR 4.25678 11,409.00 305.33 168,842.57 443,418.15 -274,575.58
236573 6/09/10 EUR S27450 14.821 .831 203,252.63 598,349.96 -395,097.33
SALE 6/07/10 60 THEOLIA EUR 1.0 25,284.00 101.39 56,563.83 590,847.04 -534,283.21
237272 6/10/10 EUR S27458 2.240 .838 67,492.00 803,039.15 -735,547.15
SALE 6/08/10 60 THEOLIA EUR 1.0 26,269.00 103.32 57,552.98 613,864.93 -556,311.95
237272 6/11/10 EUR S27467 2.194 .837 68,775.82 834,323.50 -765,547.68
SALE 6/08/10 60 TRIGANO SA EUR 4.25678 275.00 7.15 3,981.52 10,688.05 -6,706.53
236573 6/11/10 EUR S27467 14.500 .837 4,757.92 14,422.49 -9,664.57
SALE 6/09/10 60 THEOLIA EUR 1.0 44,813.00 177.76 98,123.02 1,047,208.85 -949,085.83
237272 6/14/10 EUR S27473 2.193 .829 118,326.57 1,423,295.11 -1,304,968.54
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 20
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/10/10 60 THEOLIA EUR 1.0 39,074.00 153.35 84,304.45 913,097.51 -828,793.06
237272 6/15/10 EUR S27477 2.161 .826 102,075.86 1,241,020.09 -1,138,944.23
SALE 6/10/10 60 TRIGANO SA EUR 4.25678 140.00 3.68 2,026.96 5,441.19 -3,414.23
236573 6/15/10 EUR S27477 14.500 .826 2,454.24 7,342.36 -4,888.12
SALE 6/11/10 60 THEOLIA EUR 1.0 45,666.00 181.06 99,653.34 1,067,142.11 -967,488.77
237272 6/16/10 EUR S27480 2.185 .827 120,530.70 1,450,387.05 -1,329,856.35
SALE 6/14/10 60 THEOLIA EUR 1.0 61,678.00 249.90 135,475.74 1,441,317.19 -1,305,841.45
237272 6/17/10 EUR S27482 2.200 .814 166,350.57 1,958,940.39 -1,792,589.82
SALE 6/14/10 60 TRIGANO SA EUR 4.25678 3,769.00 102.36 55,486.78 146,484.62 -90,997.84
236573 6/17/10 EUR S27482 14.744 .814 68,132.18 197,666.85 -129,534.67
SALE 6/15/10 60 THEOLIA EUR 1.0 43,955.00 178.73 96,648.12 1,027,158.75 -930,510.63
237272 6/18/10 EUR S27485 2.202 .812 118,973.79 1,396,044.38 -1,277,070.59
SALE 6/15/10 60 TRIGANO SA EUR 4.25678 5,108.00 138.23 74,750.05 198,525.72 -123,775.67
236573 6/18/10 EUR S27485 14.656 .812 92,017.28 267,891.28 -175,874.00
SALE 6/16/10 60 THEOLIA EUR 1.0 80,857.00 336.06 181,606.92 1,889,500.05 -1,707,893.13
237272 6/21/10 EUR S27488 2.249 .812 223,703.43 2,568,080.08 -2,344,376.65
SALE 6/16/10 60 TRIGANO SA EUR 4.25678 2,196.00 59.77 32,295.49 85,348.96 -53,053.47
236573 6/21/10 EUR S27488 14.729 .812 39,781.59 115,170.18 -75,388.59
SALE 6/17/10 60 THEOLIA EUR 1.0 12,688.00 51.96 27,992.09 296,498.47 -268,506.38
237272 6/22/10 EUR S27497 2.210 .809 34,589.82 402,980.57 -368,390.75
SALE 6/17/10 60 TRIGANO SA EUR 4.25678 5,993.00 161.88 87,205.59 232,921.81 -145,716.22
236573 6/22/10 EUR S27497 14.573 .809 107,759.94 314,305.49 -206,545.55
SALE 6/18/10 60 TRIGANO SA EUR 4.25678 1,029.00 27.74 14,909.52 39,992.75 -25,083.23
236573 6/23/10 EUR S27500 14.511 .807 18,465.45 53,966.35 -35,500.90
SALE 6/21/10 60 TRIGANO SA EUR 4.25678 5,320.00 144.46 77,665.99 206,765.23 -129,099.24
236573 6/24/10 EUR S27505 14.621 .808 96,166.02 279,009.71 -182,843.69
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: 21
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/22/10 60 TRIGANO SA EUR 4.25678 6,331.00 169.24 91,709.85 246,058.40 -154,348.55
236573 6/25/10 EUR S27511 14.508 .814 112,656.39 332,032.04 -219,375.65
SALE 6/23/10 60 TRIGANO SA EUR 4.25678 3,190.00 84.98 46,209.51 123,981.41 -77,771.90
236573 6/28/10 EUR S27515 14.508 .817 56,565.04 167,300.94 -110,735.90
SALE 6/24/10 60 TRIGANO SA EUR 4.25678 2,706.00 72.50 39,184.09 105,170.44 -65,986.35
236573 6/29/10 EUR S27524 14.502 .812 48,266.97 141,917.35 -93,650.38
SALE 6/25/10 60 TRIGANO SA EUR 4.25678 30,576.00 820.89 444,479.09 1,188,355.96 -743,876.87
236573 6/30/10 EUR S27525 14.559 .813 546,442.54 1,603,571.59 -1,057,129.05
---------------- --------- ---------------- ------------ ---------------- --------------
984,257.00 38,392.25 27,682,576.16 34,499,615.93 -6,817,039.76
33,362,301.12 48,522,317.51 -15,160,016.39
25 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
SALE 6/17/10 60 FAST RETAILING CO LTD 100,000.00 18,531.451,400,375,530.00 1,346,180,674.27 54,194,855.73
241347 6/22/10 JPY S27494 14020.5 90.790 15,424,336.71 14,681,645.99 742,690.72
SALE 6/18/10 60 AEON CO LTD 95,700.00 92,789,658.00 85,208,672.76 7,580,985.24
245452 6/23/10 JPY S27499 969.589 90.810 1,021,800.00 898,702.52 123,097.48
SALE 6/18/10 60 AJINOMOTO CO INC NPV 99,200.00 81,205,259.00 86,874,044.95 -5,668,785.95
245406 6/23/10 JPY S27499 818.601 90.810 894,232.56 962,785.81 -68,553.25
SALE 6/18/10 60 ASAHI BREWERIES LTD 57,700.00 90,499,398.00 93,304,110.47 -2,804,712.47
243254 6/23/10 JPY S27499 1568.44 90.810 996,579.65 1,030,170.89 -33,591.24
SALE 6/18/10 60 ASAHI GLASS CO LTD JPY 131,100.00 123,425,904.00 94,273,358.54 29,152,545.46
245073 6/23/10 JPY S27499 941.464 90.810 1,359,166.44 1,043,397.53 315,768.91
SALE 6/18/10 60 ASAHI KASEI CORP 188,500.00 92,935,401.00 83,432,308.38 9,503,092.62
249124 6/23/10 JPY S27499 493.026 90.810 1,023,404.92 929,307.04 94,097.88
SALE 6/18/10 60 ASTELLAS PHARMA INC 47,900.00 144,617,721.00 162,686,911.29 -18,069,190.29
244460 6/23/10 JPY S27499 3019.15 90.810 1,592,530.79 1,718,442.84 -125,912.05
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: 22
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/18/10 60 BANK OF YOKOHAMA LTD/T 183,600.00 76,677,859.00 86,532,823.80 -9,854,964.80
244586 6/23/10 JPY S27499 417.635 90.810 844,376.82 917,056.53 -72,679.71
SALE 6/18/10 60 BRIDGESTONE CORP 91,200.00 136,580,509.00 145,407,164.51 -8,826,655.51
210757 6/23/10 JPY S27499 1497.59 90.810 1,504,024.99 1,543,862.20 -39,837.21
SALE 6/18/10 60 CANON INC. 68,600.00 261,364,216.00 247,785,290.22 13,578,925.78
14464 6/23/10 JPY S27499 3809.97 90.810 2,878,143.55 2,551,670.99 326,472.56
SALE 6/18/10 60 CENTRAL JAPAN RAILWAY 200.00 150,269,776.00 134,452,628.65 15,817,147.35
241712 6/23/10 JPY S27499 751348. 90.810 1,654,771.24 1,473,029.03 181,742.21
SALE 6/18/10 60 CHUBU ELECTRIC POWER C 45,600.00 100,062,433.00 100,992,031.73 -929,598.73
241668 6/23/10 JPY S27499 2194.35 90.810 1,101,887.82 1,102,710.29 -822.47
SALE 6/18/10 60 CHUGOKU ELECTRIC POWER 41,600.00 75,838,331.00 82,844,556.81 -7,006,225.81
245395 6/23/10 JPY S27499 1823.03 90.810 835,131.93 916,684.57 -81,552.64
SALE 6/18/10 60 DAI NIPPON PRINTING CO 83,800.00 91,717,106.00 103,496,554.63 -11,779,448.63
249051 6/23/10 JPY S27499 1094.47 90.810 1,009,989.05 1,087,744.66 -77,755.61
SALE 6/18/10 60 DAI-ICHI LIFE INSURANC 800.00 108,024,376.00 127,094,129.40 -19,069,753.40
251928 6/23/10 JPY S27499 135030. 90.810 1,189,564.76 1,371,470.05 -181,905.29
SALE 6/18/10 60 DAIICHI SANKYO CO LTD 100,500.00 161,547,378.00 180,365,645.60 -18,818,267.60
241711 6/23/10 JPY S27499 1607.43 90.810 1,778,960.22 1,975,920.03 -196,959.81
SALE 6/18/10 60 DAIKIN INDUSTRIES LTD 26,800.00 79,450,007.00 84,702,050.06 -5,252,043.06
245450 6/23/10 JPY S27499 2964.55 90.810 874,903.72 936,553.58 -61,649.86
SALE 6/18/10 60 DAIWA SECURITIES GROUP 248,100.00 97,600,878.00 122,746,468.86 -25,145,590.86
225427 6/23/10 JPY S27499 393.393 90.810 1,074,781.17 1,329,309.19 -254,528.02
SALE 6/18/10 60 DENSO CORP 72,600.00 189,535,157.00 185,140,358.44 4,394,798.56
231704 6/23/10 JPY S27499 2610.67 90.810 2,087,161.73 1,988,308.10 98,853.63
SALE 6/18/10 60 EAST JAPAN RAILWAY 48,800.00 288,473,475.00 312,414,677.17 -23,941,202.17
212437 6/23/10 JPY S27499 5911.34 90.810 3,176,670.80 3,432,216.11 -255,545.31
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 23
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/18/10 60 EISAI CO LTD NPV 37,700.00 112,494,195.00 127,174,576.44 -14,680,381.44
249125 6/23/10 JPY S27499 2983.93 90.810 1,238,786.42 1,416,158.12 -177,371.70
SALE 6/18/10 60 FANUC LTD 12,700.00 137,200,521.00 101,241,040.85 35,959,480.15
220993 6/23/10 JPY S27499 10803.1 90.810 1,510,852.56 1,051,195.27 459,657.29
SALE 6/18/10 60 FAST RETAILING CO LTD 7,100.00 99,688,058.00 95,578,827.87 4,109,230.13
241347 6/23/10 JPY S27499 14040.5 90.810 1,097,765.20 1,042,396.87 55,368.33
SALE 6/18/10 60 FUJIFILM HOLDINGS CORP 32,200.00 87,258,046.00 87,684,313.93 -426,267.93
245420 6/23/10 JPY S27499 2709.87 90.810 960,885.87 926,514.44 34,371.43
SALE 6/18/10 60 FUJITSU LTD 207,900.00 124,875,779.00 122,468,685.24 2,407,093.76
244550 6/23/10 JPY S27499 600.653 90.810 1,375,132.46 1,358,820.92 16,311.54
SALE 6/18/10 60 HITACHI LTD 408,000.00 142,975,481.00 158,027,730.53 -15,052,249.53
241346 6/23/10 JPY S27499 350.430 90.810 1,574,446.44 1,657,611.58 -83,165.14
SALE 6/18/10 60 HONDA MOTOR CO LTD 153,500.00 414,343,318.00 429,501,969.44 -15,158,651.44
9605 6/23/10 JPY S27499 2699.30 90.810 4,562,749.90 4,610,377.43 -47,627.53
SALE 6/18/10 60 HOYA CORP 61,700.00 125,272,842.00 123,806,180.42 1,466,661.58
245255 6/23/10 JPY S27499 2030.35 90.810 1,379,504.92 1,303,281.66 76,223.26
SALE 6/18/10 60 JAPAN TOBACCO INC JPY 200.00 59,713,055.00 59,325,953.75 387,101.25
233920 6/23/10 JPY S27499 298565. 90.810 657,560.35 639,268.45 18,291.90
SALE 6/18/10 60 JFE HOLDINGS INC 58,800.00 169,711,776.00 200,664,521.35 -30,952,745.35
223579 6/23/10 JPY S27499 2886.25 90.810 1,868,866.60 2,113,360.26 -244,493.66
SALE 6/18/10 60 JX HOLDINGS INC 231,900.00 107,488,734.00 108,540,562.55 -1,051,828.55
251348 6/23/10 JPY S27499 463.513 90.810 1,183,666.27 1,197,521.32 -13,855.05
SALE 6/18/10 60 KANSAI ELECTRIC POWER 55,500.00 120,054,087.00 120,519,932.77 -465,845.77
241670 6/23/10 JPY S27499 2163.13 90.810 1,322,035.98 1,312,895.58 9,140.40
SALE 6/18/10 60 KAO CORP 66,000.00 140,314,819.00 150,271,015.74 -9,956,196.74
243356 6/23/10 JPY S27499 2125.98 90.810 1,545,147.22 1,661,278.28 -116,131.06
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: 24
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/18/10 60 KDDI CORP 400.00 173,003,416.00 209,095,329.79 -36,091,913.79
241277 6/23/10 JPY S27499 432508. 90.810 1,905,114.15 2,294,473.44 -389,359.29
SALE 6/18/10 60 KEYENCE CORP 6,200.00 136,473,822.00 118,997,139.94 17,476,682.06
244669 6/23/10 JPY S27499 22011.9 90.810 1,502,850.15 1,262,749.94 240,100.21
SALE 6/18/10 60 KINTETSU CORP NPV 243,900.00 64,753,548.00 86,101,550.74 -21,348,002.74
245432 6/23/10 JPY S27499 265.492 90.810 713,066.27 952,901.70 -239,835.43
SALE 6/18/10 60 KIRIN HOLDINGS COMPANY 84,500.00 99,330,468.00 106,765,900.24 -7,435,432.24
245416 6/23/10 JPY S27499 1175.50 90.810 1,093,827.42 1,121,914.84 -28,087.42
SALE 6/18/10 60 KOMATSU LTD 71,300.00 122,541,385.00 119,153,982.23 3,387,402.77
231469 6/23/10 JPY S27499 1718.67 90.810 1,349,426.11 1,246,424.49 103,001.62
SALE 6/18/10 60 KUBOTA CORP Y50 163,100.00 119,323,210.00 120,362,834.39 -1,039,624.39
242022 6/23/10 JPY S27499 731.595 90.810 1,313,987.56 1,265,942.90 48,044.66
SALE 6/18/10 60 KYOCERA CORP 12,600.00 100,270,847.00 96,062,475.73 4,208,371.27
244666 6/23/10 JPY S27499 7958.00 90.810 1,104,182.88 1,021,041.14 83,141.74
SALE 6/18/10 60 KYUSHU ELECTRIC POWER 56,600.00 112,580,824.00 115,121,397.13 -2,540,573.13
245391 6/23/10 JPY S27499 1989.06 90.810 1,239,740.38 1,273,281.84 -33,541.46
SALE 6/18/10 60 MARUBENI CORP JPY 50.0 247,100.00 122,908,603.00 117,061,625.95 5,846,977.05
237450 6/23/10 JPY S27499 497.404 90.810 1,353,469.92 1,219,071.14 134,398.78
SALE 6/18/10 60 MITSUBISHI CORP 99,800.00 190,804,466.00 189,855,576.60 948,889.40
230635 6/23/10 JPY S27499 1911.86 90.810 2,101,139.37 1,974,330.31 126,809.06
SALE 6/18/10 60 MITSUBISHI ELECTRIC CO 156,100.00 119,764,743.00 101,277,547.43 18,487,195.57
221125 6/23/10 JPY S27499 767.231 90.810 1,318,849.72 1,047,426.55 271,423.17
SALE 6/18/10 60 MITSUBISHI ESTATE 140,600.00 189,571,078.00 212,549,841.32 -22,978,763.32
231470 6/23/10 JPY S27499 1348.30 90.810 2,087,557.30 2,271,041.01 -183,483.71
SALE 6/18/10 60 MITSUBISHI HEAVY INDUS 453,200.00 148,098,373.00 162,312,050.50 -14,213,677.50
245069 6/23/10 JPY S27499 326.784 90.810 1,630,859.74 1,715,344.26 -84,484.52
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: 25
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/18/10 60 MITSUBISHI UFJ FINANCI 847,000.00 354,900,962.00 521,952,431.44 -167051469.44
219545 6/23/10 JPY S27499 419.009 90.810 3,908,170.49 5,382,147.64 -1,473,977.15
SALE 6/18/10 60 MITSUI FUDOSAN CO LTD 126,400.00 170,757,539.00 201,897,433.87 -31,139,894.87
229918 6/23/10 JPY S27499 1350.93 90.810 1,880,382.55 2,162,870.32 -282,487.77
SALE 6/18/10 60 MITSUI OSK LINES LTD 171,100.00 110,021,834.00 105,087,250.73 4,934,583.27
244665 6/23/10 JPY S27499 643.026 90.810 1,211,560.78 1,125,276.91 86,283.87
SALE 6/18/10 60 MIZUHO FINANCIAL GROUP 1,204,600.00 185,411,791.00 276,300,793.60 -90,889,002.60
230461 6/23/10 JPY S27499 153.920 90.810 2,041,755.21 2,877,534.33 -835,779.12
SALE 6/18/10 60 MS&AD INSURANCE GROUP 53,700.00 111,277,355.00 132,490,453.91 -21,213,098.91
251355 6/23/10 JPY S27499 2072.20 90.810 1,225,386.58 1,457,033.00 -231,646.42
SALE 6/18/10 60 MURATA MANUFACTURING C 31,900.00 146,253,152.00 131,914,396.61 14,338,755.39
244667 6/23/10 JPY S27499 4584.73 90.810 1,610,540.16 1,466,506.91 144,033.25
SALE 6/18/10 60 NGK INSULATORS LTD JPY 37,800.00 59,058,985.00 74,553,387.95 -15,494,402.95
245421 6/23/10 JPY S27499 1562.40 90.810 650,357.72 823,349.10 -172,991.38
SALE 6/18/10 60 NIDEC CORP NPV 12,000.00 100,270,780.00 82,671,706.30 17,599,073.70
245266 6/23/10 JPY S27499 8355.89 90.810 1,104,182.14 915,684.28 188,497.86
SALE 6/18/10 60 NINTENDO CO LTD JPY 50 10,000.00 282,324,524.00 245,937,836.04 36,386,687.96
233668 6/23/10 JPY S27499 28232.4 90.810 3,108,958.53 2,652,212.19 456,746.34
SALE 6/18/10 60 NIPPON STEEL CORP NPV 605,700.00 188,758,410.00 222,826,157.86 -34,067,747.86
227689 6/23/10 JPY S27499 311.637 90.810 2,078,608.19 2,330,397.52 -251,789.33
SALE 6/18/10 60 NIPPON TELEGRAPH & TEL 22,300.00 81,615,326.00 92,264,257.49 -10,648,931.49
14460 6/23/10 JPY S27499 3659.88 90.810 898,748.22 1,011,561.26 -112,813.04
SALE 6/18/10 60 NISSAN MOTOR CO LTD NP 295,800.00 198,930,203.00 195,129,289.47 3,800,913.53
245070 6/23/10 JPY S27499 672.516 90.810 2,190,620.01 2,155,572.63 35,047.38
SALE 6/18/10 60 NKSJ HOLDINGS INC 154,800.00 87,514,895.00 92,947,463.91 -5,432,568.91
251351 6/23/10 JPY S27499 565.342 90.810 963,714.29 1,023,695.90 -59,981.61
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: 26
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/18/10 60 NOMURA HOLDINGS INC NP 288,100.00 154,328,803.00 197,644,504.87 -43,315,701.87
245071 6/23/10 JPY S27499 535.678 90.810 1,699,469.25 2,097,734.28 -398,265.03
SALE 6/18/10 60 NTT DOCOMO INC 1,200.00 162,445,804.00 176,597,447.75 -14,151,643.75
238741 6/23/10 JPY S27499 135371. 90.810 1,788,853.69 1,919,235.38 -130,381.69
SALE 6/18/10 60 OLYMPUS CORP JPY 50.0 23,100.00 53,243,548.00 55,013,811.83 -1,770,263.83
249126 6/23/10 JPY S27499 2304.91 90.810 586,318.11 612,397.07 -26,078.96
SALE 6/18/10 60 ORIX CORP 15,800.00 105,609,573.00 86,049,464.74 19,560,108.26
244531 6/23/10 JPY S27499 6684.15 90.810 1,162,972.94 955,403.66 207,569.28
SALE 6/18/10 60 OSAKA GAS CO LTD JPY 5 290,300.00 93,458,834.00 91,714,800.62 1,744,033.38
245147 6/23/10 JPY S27499 321.939 90.810 1,029,168.97 1,016,029.80 13,139.17
SALE 6/18/10 60 PANASONIC CORP 240,700.00 293,346,482.00 343,461,042.90 -50,114,560.90
243112 6/23/10 JPY S27499 1218.72 90.810 3,230,332.36 3,631,159.42 -400,827.06
SALE 6/18/10 60 RESONA HOLDINGS INC 72,900.00 78,070,170.00 83,505,023.38 -5,434,853.38
249127 6/23/10 JPY S27499 1070.92 90.810 859,708.95 930,372.93 -70,663.98
SALE 6/18/10 60 RICOH CO LTD 49,300.00 63,106,618.00 67,672,999.37 -4,566,381.37
245256 6/23/10 JPY S27499 1280.05 90.810 694,930.27 718,226.55 -23,296.28
SALE 6/18/10 60 ROHM CO LTD JPY 50.0 12,400.00 71,259,967.00 78,372,848.69 -7,112,881.69
245118 6/23/10 JPY S27499 5746.77 90.810 784,714.98 826,800.09 -42,085.11
SALE 6/18/10 60 SECOM CO LTD 31,300.00 126,106,173.00 137,882,438.91 -11,776,265.91
245149 6/23/10 JPY S27499 4028.95 90.810 1,388,681.57 1,524,326.02 -135,644.45
SALE 6/18/10 60 SEVEN + I HOLDINGS CO 67,600.00 145,539,008.00 156,855,138.29 -11,316,130.29
243214 6/23/10 JPY S27499 2152.94 90.810 1,602,676.00 1,695,588.25 -92,912.25
SALE 6/18/10 60 SHARP CORP NPV 149,800.00 149,941,007.00 155,213,357.22 -5,272,350.22
244727 6/23/10 JPY S27499 1000.94 90.810 1,651,150.83 1,673,326.62 -22,175.79
SALE 6/18/10 60 SHIN-ETSU CHEMICAL 54,100.00 261,572,678.00 288,317,832.95 -26,745,154.95
220990 6/23/10 JPY S27499 4834.98 90.810 2,880,439.14 3,038,811.51 -158,372.37
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: 27
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/18/10 60 SHIONOGI + CO LTD NPV 44,600.00 75,459,900.00 92,422,885.70 -16,962,985.70
245124 6/23/10 JPY S27499 1691.92 90.810 830,964.65 1,024,181.31 -193,216.66
SALE 6/18/10 60 SHISEIDO CO LTD JPY 50 47,900.00 94,547,487.00 81,247,607.51 13,299,879.49
243357 6/23/10 JPY S27499 1973.85 90.810 1,041,157.22 886,064.20 155,093.02
SALE 6/18/10 60 SHIZUOKA BANK LTD/THE 90,100.00 69,083,977.00 82,905,871.36 -13,821,894.36
244529 6/23/10 JPY S27499 766.748 90.810 760,752.97 872,941.67 -112,188.70
SALE 6/18/10 60 SMC CORP/JAPAN JPY 50. 8,000.00 105,298,685.00 84,403,399.84 20,895,285.16
245351 6/23/10 JPY S27499 13162.3 90.810 1,159,549.44 898,370.68 261,178.76
SALE 6/18/10 60 SOFTBANK CORP NPV 57,500.00 141,287,931.00 108,416,832.11 32,871,098.89
245151 6/23/10 JPY S27499 2457.18 90.810 1,555,863.13 1,198,247.29 357,615.84
SALE 6/18/10 60 SUMITOMO CHEMICAL CO L 236,600.00 89,817,051.00 97,747,843.57 -7,930,792.57
241278 6/23/10 JPY S27499 379.616 90.810 989,065.64 1,061,586.81 -72,521.17
SALE 6/18/10 60 SUMITOMO ELECTRIC INDU 40,000.00 44,873,600.00 47,655,478.91 -2,781,878.91
221169 6/23/10 JPY S27499 1121.84 90.810 494,148.22 512,578.11 -18,429.89
SALE 6/18/10 60 SUMITOMO METAL IND JPY 503,400.00 108,819,676.00 118,269,594.00 -9,449,918.00
231548 6/23/10 JPY S27499 216.169 90.810 1,198,322.61 1,290,027.29 -91,704.68
SALE 6/18/10 60 SUMITOMO METAL MINING 78,300.00 95,195,762.00 113,317,527.56 -18,121,765.56
245154 6/23/10 JPY S27499 1215.78 90.810 1,048,296.02 1,254,120.69 -205,824.67
SALE 6/18/10 60 SUMITOMO MITSUI FINANC 110,000.00 291,443,658.00 401,570,297.63 -110126639.63
231251 6/23/10 JPY S27499 2649.48 90.810 3,209,378.46 4,231,524.36 -1,022,145.90
SALE 6/18/10 60 SUMITOMO REALTY 57,400.00 93,887,033.00 99,446,826.91 -5,559,793.91
229917 6/23/10 JPY S27499 1635.66 90.810 1,033,884.30 1,084,635.07 -50,750.77
SALE 6/18/10 60 SUMITOMO TRUST & BANKI 212,900.00 98,844,190.00 105,962,356.81 -7,118,166.81
223107 6/23/10 JPY S27499 464.275 90.810 1,088,472.53 1,150,272.79 -61,800.26
SALE 6/18/10 60 SUZUKI MOTOR CORP 52,700.00 98,885,605.00 109,506,796.36 -10,621,191.36
244719 6/23/10 JPY S27499 1876.38 90.810 1,088,928.59 1,160,846.82 -71,918.23
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: 28
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/18/10 60 T&D HOLDINGS INC 42,100.00 85,888,555.00 113,864,358.10 -27,975,803.10
232920 6/23/10 JPY S27499 2040.10 90.810 945,805.03 1,219,883.26 -274,078.23
SALE 6/18/10 60 TAKEDA PHARMACEUTICAL 55,700.00 216,895,544.00 223,813,043.55 -6,917,499.55
12313 6/23/10 JPY S27499 3893.99 90.810 2,388,454.40 2,404,323.05 -15,868.65
SALE 6/18/10 60 TDK CORP 11,000.00 59,035,252.00 51,466,657.49 7,568,594.51
244668 6/23/10 JPY S27499 5366.84 90.810 650,096.38 546,958.60 103,137.78
SALE 6/18/10 60 TERUMO CORP JPY 50.0 16,500.00 74,270,651.00 69,603,651.53 4,666,999.47
245260 6/23/10 JPY S27499 4501.25 90.810 817,868.64 732,306.30 85,562.34
SALE 6/18/10 60 TOHOKU ELECTRIC POWER 63,800.00 121,206,589.00 127,642,750.41 -6,436,161.41
245286 6/23/10 JPY S27499 1899.79 90.810 1,334,727.33 1,412,852.21 -78,124.88
SALE 6/18/10 60 TOKIO MARINE HOLDINGS 16,400.00 40,484,479.00 44,812,874.24 -4,328,395.24
245267 6/23/10 JPY S27499 2468.56 90.810 445,815.21 471,301.95 -25,486.74
SALE 6/18/10 60 TOKYO ELECTRIC POWER C 64,800.00 158,500,897.00 157,211,514.14 1,289,382.86
241669 6/23/10 JPY S27499 2446.00 90.810 1,745,412.37 1,700,391.52 45,020.85
SALE 6/18/10 60 TOKYO ELECTRON LTD 14,300.00 81,591,356.00 67,635,951.22 13,955,404.78
244532 6/23/10 JPY S27499 5705.68 90.810 898,484.26 719,404.47 179,079.79
SALE 6/18/10 60 TOKYO GAS CO LTD 285,900.00 117,663,546.00 108,136,813.19 9,526,732.81
243898 6/23/10 JPY S27499 411.555 90.810 1,295,711.33 1,198,397.55 97,313.78
SALE 6/18/10 60 TORAY INDUSTRIES INC N 198,800.00 91,966,351.00 96,998,523.03 -5,032,172.03
245308 6/23/10 JPY S27499 462.607 90.810 1,012,733.74 1,024,774.31 -12,040.57
SALE 6/18/10 60 TOSHIBA CORP 342,200.00 165,500,958.00 159,858,447.03 5,642,510.97
220991 6/23/10 JPY S27499 483.638 90.810 1,822,497.06 1,663,499.36 158,997.70
SALE 6/18/10 60 TOYOTA MOTOR CORP 246,900.00 797,705,531.00 917,762,765.97 -120057234.97
220989 6/23/10 JPY S27499 3230.88 90.810 8,784,335.77 9,762,073.70 -977,737.93
SALE 6/18/10 60 WEST JAPAN RAILWAY CO 300.00 97,731,575.00 99,615,721.36 -1,884,146.36
245431 6/23/10 JPY S27499 325771. 90.810 1,076,220.41 1,102,682.36 -26,461.95
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 29
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/18/10 60 YAMADA DENKI CO 13,000.00 78,437,610.00 79,360,604.23 -922,994.23
228268 6/23/10 JPY S27499 6033.66 90.810 863,755.20 859,562.85 4,192.35
SALE 6/18/10 60 YAMATO HOLDINGS CO LTD 59,400.00 75,613,996.00 74,300,503.97 1,313,492.03
245354 6/23/10 JPY S27499 1272.96 90.810 832,661.56 782,597.19 50,064.37
SALE 6/21/10 60 NEC CORP JPY 50.0 4,300,000.00 7,362.821,117,740,033.00 1,383,430,115.88 -265690082.88
245160 6/24/10 JPY S27502 260.096 91.140 12,263,989.83 14,679,220.96 -2,415,231.13
SALE 6/22/10 60 NEC CORP JPY 50.0 2,557,000.00 4,411.59 665,897,657.00 822,658,327.05 -156760670.05
245160 6/25/10 JPY S27510 260.578 90.620 7,348,241.64 8,729,015.81 -1,380,774.17
SALE 6/23/10 60 NEC CORP JPY 50.0 670,070.00 1,119.54 167,996,654.00 215,580,236.68 -47,583,582.68
245160 6/28/10 JPY S27517 250.866 90.090 1,864,764.72 2,287,466.42 -422,701.70
---------------- --------- ---------------- ------------ ---------------- --------------
20,168,170.00 31,425.40 16840502076.00 18156356771.45 -1315854695.45
185,436,650.62 194,792,974.22 -9,356,323.60
103 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
SALE 6/04/10 60 SYNTHES-STRATEC INC CH 75,000.00 11,676.08 9,012,066.59 9,913,715.34 -901,648.75
251649 6/09/10 CHF S27449 120.341 1.160 7,772,373.08 9,204,080.72 -1,431,707.64
---------------- --------- ---------------- ------------ ---------------- --------------
75,000.00 11,676.08 9,012,066.59 9,913,715.34 -901,648.75
7,772,373.08 9,204,080.72 -1,431,707.64
1 TRANSACTION IN COUNTRY: SWITZERLAND ( 900)
SALE 6/04/10 60 PRUDENTIAL PLC 2,200.00 22.79 12,194.35 10,215.78 1,978.57
229287 6/09/10 UKP S27456 5.550 .687 17,754.98 18,642.92 -887.94
SALE 6/04/10 60 PRUDENTIAL PLC 500,000.00 4,856.49 2,775,414.50 2,321,767.25 453,647.25
229287 6/09/10 UKP S27452 5.558 .687 4,041,004.61 4,237,025.15 -196,020.54
SALE 6/04/10 60 PRUDENTIAL PLC 2,356,792.00 23,156.19 13,236,573.13 10,943,844.95 2,292,728.18
229287 6/09/10 UKP S27452 5.623 .687 19,272,455.72 19,971,573.92 -699,118.20
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 6/01/10 THROUGH 6/30/10 ** 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 6/04/10 60 PRUDENTIAL PLC 1,548,204.00 15,033.00 8,592,889.95 7,189,138.68 1,403,751.27
229287 6/09/10 UKP S27452 5.557 .687 12,511,251.17 13,119,558.55 -608,307.38
SALE 6/07/10 60 PRUDENTIAL PLC 61,809.00 578.75 331,453.30 287,012.22 44,441.08
229287 6/10/10 UKP S27466 5.369 .690 480,507.77 523,772.57 -43,264.80
SALE 6/07/10 60 PRUDENTIAL PLC 2,985,000.00 28,105.01 16,135,433.22 13,860,950.47 2,274,482.75
229287 6/10/10 UKP S27457 5.412 .690 23,391,533.78 25,295,040.10 -1,903,506.32
SALE 6/08/10 60 PRUDENTIAL PLC 2,545,995.00 23,089.94 13,372,302.27 11,822,415.61 1,549,886.66
229287 6/11/10 UKP S27468 5.259 .696 19,217,330.08 21,574,889.66 -2,357,559.58
SALE 6/21/10 60 BT GROUP PLC 7,000,000.00 16,986.53 9,538,638.88 8,768,925.89 769,712.99
250974 6/24/10 UKP S27504 1.364 .675 14,137,223.08 13,309,518.08 827,705.00
SALE 6/22/10 60 BT GROUP PLC 5,000,000.00 12,019.16 6,760,876.20 6,263,518.49 497,357.71
250974 6/25/10 UKP S27513 1.354 .676 10,002,716.66 9,506,798.62 495,918.04
SALE 6/24/10 60 BT GROUP PLC 10,000.00 11.38 13,200.40 12,527.04 673.36
250974 6/29/10 UKP S27520 1.321 .668 19,763.65 19,013.60 750.05
SALE 6/24/10 60 BT GROUP PLC 4,990,000.00 11,858.92 6,591,853.27 6,250,991.45 340,861.82
250974 6/29/10 UKP S27520 1.323 .668 9,869,329.19 9,487,785.02 381,544.17
---------------- --------- ---------------- ------------ ---------------- --------------
27,000,000.00 135,718.16 77,360,829.47 67,731,307.83 9,629,521.64
112,960,870.69 117,063,618.19 -4,102,747.50
11 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
SALE 5/28/10 60 ABERTIS INFRA RTS(EXP6 2,500,000.00 2,688.90 1,451,319.75 .01 1,451,319.74
252083 6/02/10 EUR S27436 .581 .811 1,789,912.04 .01 1,789,912.03
SALE 6/23/10 60 IBERDROLA RTS EXP 6/2 7.00 1.42 1.42
252271 6/23/10 EUR 27487 .203 .816 1.74 1.74
SALE 6/23/10 60 IBERDROLA RTS EXP 6/2 11.00 2.23 2.23
252271 6/23/10 EUR 27487 .203 .817 2.73 2.73
---------------- --------- ---------------- ------------ ---------------- --------------
2,500,018.00 2,688.90 1,451,323.40 .01 1,451,323.39
1,789,916.51 .01 1,789,916.50
3 TRANSACTIONS IN COUNTRY: SPAIN (1500)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 6/01/10 THROUGH 6/30/10 ** 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 6/04/10 60 BENETTON GROUP SPA 98,656.00 1,070.18 591,777.05 1,084,388.76 -492,611.71
237715 6/09/10 EUR S27450 6.007 .831 712,381.02 1,524,169.47 -811,788.45
SALE 6/10/10 60 BENETTON GROUP SPA 5,000.00 54.49 29,955.00 54,958.07 -25,003.07
237715 6/15/10 EUR S27477 6.000 .826 36,269.52 77,246.66 -40,977.14
SALE 6/11/10 60 BENETTON GROUP SPA 18,100.00 197.31 108,588.91 198,948.23 -90,359.32
237715 6/16/10 EUR S27480 6.008 .827 131,338.28 279,632.94 -148,294.66
SALE 6/14/10 60 BENETTON GROUP SPA 40,000.00 442.53 239,903.60 439,664.59 -199,760.99
237715 6/17/10 EUR S27482 6.007 .814 294,577.47 617,973.34 -323,395.87
SALE 6/15/10 60 BENETTON GROUP SPA 28,500.00 316.12 170,945.55 313,261.02 -142,315.47
237715 6/18/10 EUR S27485 6.007 .812 210,433.89 440,306.01 -229,872.12
SALE 6/16/10 60 BENETTON GROUP SPA 25,752.00 285.77 154,426.80 283,056.07 -128,629.27
237715 6/21/10 EUR S27488 6.006 .812 190,222.96 397,851.25 -207,628.29
SALE 6/17/10 60 BENETTON GROUP SPA 465.00 5.17 2,785.82 5,111.10 -2,325.28
237715 6/22/10 EUR S27497 6.000 .809 3,442.44 7,183.94 -3,741.50
SALE 6/21/10 60 BENETTON GROUP SPA 30,732.00 343.17 184,486.71 337,794.31 -153,307.60
237715 6/24/10 EUR S27505 6.012 .808 228,431.44 474,788.93 -246,357.49
---------------- --------- ---------------- ------------ ---------------- --------------
247,205.00 2,714.74 1,482,869.44 2,717,182.15 -1,234,312.71
1,807,097.02 3,819,152.54 -2,012,055.52
8 TRANSACTIONS IN COUNTRY: ITALY (1700)
SALE 6/02/10 60 DBS GROUP HOLDINGS LTD 180,000.00 4,749.81 2,433,523.44 2,154,272.66 279,250.78
215149 6/07/10 SGD S27444 13.557 1.411 1,725,046.74 1,426,795.94 298,250.80
---------------- --------- ---------------- ------------ ---------------- --------------
180,000.00 4,749.81 2,433,523.44 2,154,272.66 279,250.78
1,725,046.74 1,426,795.94 298,250.80
1 TRANSACTION 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: 32
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/04/10 60 INTRALOT SA EUR 0.37 161,692.00 2,057.79 460,293.14 1,759,818.55 -1,299,525.41
233359 6/09/10 EUR S27450 2.857 .831 554,100.73 2,283,988.31 -1,729,887.58
SALE 6/04/10 60 OPAP(ORG OF FOOTB) 75,000.00 4,512.44 888,751.50 2,109,674.94 -1,220,923.44
235030 6/09/10 EUR S27450 11.900 .831 1,069,878.76 2,888,667.88 -1,818,789.12
SALE 6/04/10 60 OPAP(ORG OF FOOTB) 419,258.00 22,451.00 5,021,921.12 11,793,307.93 -6,771,386.81
235030 6/09/10 EUR S27450 12.023 .831 6,045,386.99 16,147,961.53 -10,102,574.54
SALE 6/07/10 60 INTRALOT SA EUR 0.37 80,061.00 965.01 217,773.78 871,365.52 -653,591.74
233359 6/10/10 EUR S27458 2.730 .838 259,847.82 1,130,905.60 -871,057.78
SALE 6/07/10 60 OPAP(ORG OF FOOTB) 440,189.00 21,104.75 4,762,721.01 12,382,076.02 -7,619,355.01
235030 6/10/10 EUR S27458 10.860 .838 5,682,881.90 16,954,130.97 -11,271,249.07
SALE 6/08/10 60 INTRALOT SA EUR 0.37 200,000.00 1,847.11 531,454.30 2,176,754.02 -1,645,299.72
233359 6/11/10 EUR S27467 2.665 .837 635,087.95 2,825,109.86 -2,190,021.91
SALE 6/08/10 60 INTRALOT SA EUR 0.37 85,063.00 997.55 224,777.82 925,806.14 -701,028.32
233359 6/11/10 EUR S27467 2.652 .837 268,609.52 1,201,561.60 -932,952.08
SALE 6/08/10 60 OPAP(ORG OF FOOTB) 65,553.00 3,137.14 706,894.23 1,843,940.28 -1,137,046.05
235030 6/11/10 EUR S27467 10.824 .837 844,738.69 2,524,811.26 -1,680,072.57
SALE 6/09/10 60 INTRALOT SA EUR 0.37 39,144.00 469.63 104,864.86 426,034.30 -321,169.44
233359 6/14/10 EUR S27473 2.689 .829 126,456.56 552,930.51 -426,473.95
SALE 6/10/10 60 INTRALOT SA EUR 0.37 132,672.00 1,572.74 349,764.45 1,443,971.54 -1,094,207.09
233359 6/15/10 EUR S27477 2.646 .826 423,494.91 1,874,064.87 -1,450,569.96
SALE 6/11/10 60 INTRALOT SA EUR 0.37 101,443.00 1,198.94 266,919.69 1,104,082.29 -837,162.60
233359 6/16/10 EUR S27480 2.641 .827 322,839.34 1,432,938.10 -1,110,098.76
SALE 6/14/10 60 INTRALOT SA EUR 0.37 199,925.00 2,347.61 514,814.27 2,175,937.73 -1,661,123.46
233359 6/17/10 EUR S27482 2.585 .814 632,140.11 2,824,050.43 -2,191,910.32
SALE 6/17/10 60 OPAP(ORG OF FOOTB) 200,000.00 13,139.07 2,300,867.10 5,625,799.83 -3,324,932.73
235030 6/22/10 EUR S27497 11.558 .809 2,843,181.15 7,703,114.32 -4,859,933.17
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 33
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/17/10 60 OPAP(ORG OF FOOTB) 300,000.00 15,496.06 3,470,879.69 8,438,699.75 -4,967,820.06
235030 6/22/10 EUR S27497 11.611 .809 4,288,965.55 11,554,671.49 -7,265,705.94
---------------- --------- ---------------- ------------ ---------------- --------------
2,500,000.00 91,296.84 19,822,696.96 53,077,268.84 -33,254,571.88
23,997,609.98 71,898,906.73 -47,901,296.75
14 TRANSACTIONS IN COUNTRY: GREECE (2400)
SALE 5/24/10 60 HUTCHISON TELECOMMUNIC 34,800.00 76,560.00 124,711.25 -48,151.25
228785 6/03/10 HKD 27434 2.200 7.801 9,814.50 15,991.29 -6,176.79
---------------- --------- ---------------- ------------ ---------------- --------------
34,800.00 76,560.00 124,711.25 -48,151.25
9,814.50 15,991.29 -6,176.79
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
53,689,450.00 318,662.18 16979824521.46 18326574845.46 -1346750323.99
368,861,680.26 446,743,837.15 -77,882,156.89
167 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
60,039,450.00 380,884.54 17089524211.38 18439323445.55 -1349799234.16
475,215,676.99 558,958,423.76 -83,742,746.77
178 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
---------------- --------- ---------------- ------------ ---------------- --------------
88,565,132.00 861,168.62 19219474615.43 20569273849.60 -1349799234.16
872,767,643.97 956,510,390.74 -83,742,746.77
334 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: 34
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PRIVATE EQUITY (3000)
--------------------------------
PUR 6/01/10 60 GLEACHER MEZZANINE II 1,753,708.00 1,753,708.00 1,753,708.00
236975 6/01/10 USD 63016 1.000 1.000 1,753,708.00 1,753,708.00
PUR 6/01/10 60 OCM MEZZANINE FUND II 1,475,000.00 1,475,000.00 1,475,000.00
233660 6/01/10 USD 63023 1.000 1.000 1,475,000.00 1,475,000.00
PUR 6/02/10 60 NJHL EUROPEAN BUYOUT S 406,291.97 406,291.97 406,291.97
241503 6/02/10 USD 63028 1.000 1.000 406,291.97 406,291.97
PUR 6/03/10 60 AVENUE ASIA SPEC SIT F 2,850,000.00 2,850,000.00 2,850,000.00
235204 6/03/10 USD 63024 1.000 1.000 2,850,000.00 2,850,000.00
PUR 6/03/10 60 ONEX PARTNERS II LP 278,399.00 278,399.00 278,399.00
235876 6/03/10 USD 63019 1.000 1.000 278,399.00 278,399.00
PUR 6/03/10 60 WLR RECOVERY FUND IV 1,712,516.00 1,712,516.00 1,712,516.00
238957 6/03/10 USD 63037 1.000 1.000 1,712,516.00 1,712,516.00
PUR 6/04/10 60 FAIRVIEW CAPSTONE PART 1,293,532.00 1,293,532.00 1,293,532.00
237796 6/04/10 USD 63040 1.000 1.000 1,293,532.00 1,293,532.00
PUR 6/04/10 60 TPF II 3,277,365.00 3,277,365.00 3,277,365.00
243334 6/04/10 USD 63020 1.000 1.000 3,277,365.00 3,277,365.00
PUR 6/04/10 60 TPG PARTNERS STAR 4,117,300.00 4,117,300.00 4,117,300.00
237192 6/04/10 USD 63025 1.000 1.000 4,117,300.00 4,117,300.00
PUR 6/07/10 60 JLL PARTNERS FUND VI 20,440,553.00 20,440,553.00 20,440,553.00
243861 6/07/10 USD 63026 1.000 1.000 20,440,553.00 20,440,553.00
PUR 6/09/10 60 MADISON DEARBORN CAP P 6,598,873.00 6,598,873.00 6,598,873.00
234853 6/09/10 USD 63047 1.000 1.000 6,598,873.00 6,598,873.00
PUR 6/09/10 60 NB/NJ SECONDARY FUND I 2,500,000.00 2,500,000.00 2,500,000.00
242111 6/09/10 USD 63027 1.000 1.000 2,500,000.00 2,500,000.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 35
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 6/09/10 60 NJHL EUROPEAN BUYOUT S 7,050,806.16 7,050,806.16 7,050,806.16
241503 6/09/10 USD 63051 1.000 1.000 7,050,806.16 7,050,806.16
PUR 6/10/10 60 JLL PARTNERS FUND V 2,000,000.00 2,000,000.00 2,000,000.00
232839 6/10/10 USD 63061 1.000 1.000 2,000,000.00 2,000,000.00
PUR 6/10/10 60 WARBURG PINCUS PRIVATE 800,000.00 800,000.00 800,000.00
238843 6/10/10 USD 63042 1.000 1.000 800,000.00 800,000.00
PUR 6/10/10 60 WARBURG PINCUS PRIVATE 15,200,000.00 15,200,000.00 15,200,000.00
238843 6/10/10 USD 63041 1.000 1.000 15,200,000.00 15,200,000.00
PUR 6/14/10 60 BDCM OPPORTUNITY FUND 1,055,225.88 1,055,225.88 1,055,225.88
233806 6/14/10 USD 63044 1.000 1.000 1,055,225.88 1,055,225.88
PUR 6/14/10 60 BLACKSTONE CAPITAL PAR 858,948.00 858,948.00 858,948.00
233139 6/14/10 USD 63057 1.000 1.000 858,948.00 858,948.00
PUR 6/14/10 60 HFCP VI 374,750.00 374,750.00 374,750.00
237795 6/14/10 USD 63045 1.000 1.000 374,750.00 374,750.00
PUR 6/14/10 60 JP MORGAN VNTRE CAP IN 1,282,064.00 1,282,064.00 1,282,064.00
234637 6/14/10 USD 63052 1.000 1.000 1,282,064.00 1,282,064.00
PUR 6/14/10 60 NEWSTONE CAPITAL PARTN 1,156,069.00 1,156,069.00 1,156,069.00
236947 6/14/10 USD 63048 1.000 1.000 1,156,069.00 1,156,069.00
PUR 6/15/10 60 TPG FINANCIAL PARTNERS 993,516.00 993,516.00 993,516.00
242957 6/15/10 USD 63073 1.000 1.000 993,516.00 993,516.00
PUR 6/17/10 60 BDCM OPPORTUNITY FUND 161,103.19 161,103.19 161,103.19
233806 6/17/10 USD 63053 1.000 1.000 161,103.19 161,103.19
PUR 6/17/10 60 LINDSAY GOLDBERG&BESSE 458,546.00 458,546.00 458,546.00
234972 6/17/10 USD 63056 1.000 1.000 458,546.00 458,546.00
PUR 6/17/10 60 NJHL EUROPEAN BUYOUT S 180,933.20 180,933.20 180,933.20
241503 6/17/10 USD 63067 1.000 1.000 180,933.20 180,933.20
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: 36
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 6/18/10 60 CSFB-SERIES 2006 2,500,000.00 2,500,000.00 2,500,000.00
235211 6/18/10 USD 63078 1.000 1.000 2,500,000.00 2,500,000.00
PUR 6/18/10 60 CSFB/NJDI EMERG. OPP F 1,500,000.00 1,500,000.00 1,500,000.00
237463 6/18/10 USD 63079 1.000 1.000 1,500,000.00 1,500,000.00
PUR 6/18/10 60 CSFB/NJDI INVESTMENT F 3,000,000.00 3,000,000.00 3,000,000.00
241599 6/18/10 USD 63080 1.000 1.000 3,000,000.00 3,000,000.00
PUR 6/22/10 60 NB/NJ CUSTOM FUND 952,381.00 952,381.00 952,381.00
238282 6/22/10 USD 63068 1.000 1.000 952,381.00 952,381.00
PUR 6/22/10 60 ONEX PARTNERS III 918,952.00 918,952.00 918,952.00
245250 6/22/10 USD 63062 1.000 1.000 918,952.00 918,952.00
PUR 6/23/10 60 NEWSTONE CAPITAL PARTN 3,179,191.00 3,179,191.00 3,179,191.00
236947 6/23/10 USD 63070 1.000 1.000 3,179,191.00 3,179,191.00
PUR 6/23/10 60 NJHL EUROPEAN BUYOUT I 1,662,065.20 1,662,065.20 1,662,065.20
233641 6/23/10 USD 63083 1.000 1.000 1,662,065.20 1,662,065.20
PUR 6/23/10 60 NJHL EUROPEAN BUYOUT I 136,557.41 136,557.41 136,557.41
233641 6/23/10 USD 63082 1.000 1.000 136,557.41 136,557.41
PUR 6/23/10 60 TPG PARTNERS V 1,637,217.00 1,637,217.00 1,637,217.00
235460 6/23/10 USD 235460 1.000 1.000 1,637,217.00 1,637,217.00
PUR 6/24/10 60 OAK HILL CAPITAL PARTN 5,843,751.37 5,843,751.37 5,843,751.37
239026 6/24/10 USD 63074 1.000 1.000 5,843,751.37 5,843,751.37
PUR 6/28/10 60 CSFB-SERIES 2006 3,000,000.00 3,000,000.00 3,000,000.00
235211 6/28/10 USD 63092 1.000 1.000 3,000,000.00 3,000,000.00
PUR 6/28/10 60 CSFB/NJDI INVESTMENT F 3,000,000.00 3,000,000.00 3,000,000.00
232433 6/28/10 USD 63091 1.000 1.000 3,000,000.00 3,000,000.00
PUR 6/28/10 60 GTCR FUND IX 8,611,308.00 8,611,308.00 8,611,308.00
236173 6/28/10 USD 63086 1.000 1.000 8,611,308.00 8,611,308.00
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: 37
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 6/28/10 60 NJHL EUROPEAN BUYOUT I 68,336.69 68,336.69 68,336.69
233641 6/28/10 USD 63088 1.000 1.000 68,336.69 68,336.69
PUR 6/28/10 60 NJHL EUROPEAN BUYOUT S 273,625.00 273,625.00 273,625.00
244345 6/28/10 USD 63093 1.000 1.000 273,625.00 273,625.00
PUR 6/29/10 60 CARLYLE MEZZANINE PART 656,250.00 656,250.00 656,250.00
240635 6/29/10 USD 63084 1.000 1.000 656,250.00 656,250.00
PUR 6/30/10 60 NJHL EUROPEAN BUYOUT S 111,230.05 111,230.05 111,230.05
241503 6/30/10 USD 63089 1.000 1.000 111,230.05 111,230.05
---------------- --------- ---------------- ------------ ---------------- --------------
115,326,364.12 115,326,364.12 115,326,364.12
115,326,364.12 115,326,364.12
42 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
PUR 6/21/10 60 PARTNERS GROUP SECONDA 3,770,000.00 3,770,000.00 3,770,000.00
243683 6/21/10 EUR 63075 1.000 .807 4,671,262.10 4,671,262.10
---------------- --------- ---------------- ------------ ---------------- --------------
3,770,000.00 3,770,000.00 3,770,000.00
4,671,262.10 4,671,262.10
1 TRANSACTION IN COUNTRY: CHANNEL ISLANDS (3600)
---------------- --------- ---------------- ------------ ---------------- --------------
119,096,364.12 119,096,364.12 119,096,364.12
119,997,626.22 119,997,626.22
43 TRANSACTIONS IN CATEGORY: PRIVATE EQUITY (3000)
COMMODITY FUND (3005)
--------------------------------
PUR 6/10/10 60 BARCLAYS CAPITAL MULTI 100,000,000.00 100,000,000.00 100,000,000.00
252189 6/10/10 USD 63054 1.000 1.000 100,000,000.00 100,000,000.00
---------------- --------- ---------------- ------------ ---------------- --------------
100,000,000.00 100,000,000.00 100,000,000.00
100,000,000.00 100,000,000.00
1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
100,000,000.00 100,000,000.00 100,000,000.00
100,000,000.00 100,000,000.00
1 TRANSACTION IN CATEGORY: COMMODITY FUND (3005)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 38
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
REAL ESTATE (3010)
--------------------------------
PUR 6/01/10 60 ARA ASIA DRAGON LIMITE 2,559,000.00 2,559,000.00 2,559,000.00
238842 6/01/10 USD 63034 1.000 1.000 2,559,000.00 2,559,000.00
PUR 6/01/10 60 WESTBROOK REAL ESTATE 10,980,414.00 10,980,414.00 10,980,414.00
250226 6/01/10 USD 63035 1.000 1.000 10,980,414.00 10,980,414.00
PUR 6/03/10 60 MACFARLANE URBAN RE FU 981,497.52 981,497.52 981,497.52
236474 6/03/10 USD 63036 1.000 1.000 981,497.52 981,497.52
PUR 6/11/10 60 PLA RESIDENTIAL FUND I 1,439,263.00 1,439,263.00 1,439,263.00
240486 6/11/10 USD 63064 1.000 1.000 1,439,263.00 1,439,263.00
PUR 6/15/10 60 TA REALTY ASSOCIATES I 25,000,000.00 25,000,000.00 25,000,000.00
251640 6/15/10 USD 63069 1.000 1.000 25,000,000.00 25,000,000.00
PUR 6/18/10 60 MACFARLANE URBAN RE FU 6,496,596.53 6,496,596.53 6,496,596.53
236474 6/18/10 USD 63081 1.000 1.000 6,496,596.53 6,496,596.53
PUR 6/28/10 60 NJDOI/GMAM CT HIGH GRA 7,279,407.79 7,279,407.79 7,279,407.79
241490 6/28/10 USD 63096 1.000 1.000 7,279,407.79 7,279,407.79
PUR 6/30/10 60 PRUDENTIAL PROP INV SE 6,780,000.00 6,780,000.00 6,780,000.00
237801 6/30/10 USD 63104 1.000 1.000 6,780,000.00 6,780,000.00
---------------- --------- ---------------- ------------ ---------------- --------------
61,516,178.84 61,516,178.84 61,516,178.84
61,516,178.84 61,516,178.84
8 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
61,516,178.84 61,516,178.84 61,516,178.84
61,516,178.84 61,516,178.84
8 TRANSACTIONS IN CATEGORY: REAL ESTATE (3010)
---------------- --------- ---------------- ------------ ---------------- --------------
280,612,542.96 280,612,542.96 280,612,542.96
281,513,805.06 281,513,805.06
52 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD E (5146)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 39
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
HEDGE FUNDS ( 300)
--------------------------------
SALE 6/30/10 60 BLACKSTONE EMERGING MK 100,000,000.00 74,155,631.00 100,000,000.00 -25,844,369.00
237800 6/30/10 USD 6.30.1 .742 1.000 74,155,631.00 100,000,000.00 -25,844,369.00
SALE 6/30/10 60 BLACKSTONE PACIFIC OPP 100,000,000.00 88,288,555.00 100,000,000.00 -11,711,445.00
237799 6/30/10 USD 6.30.1 .883 1.000 88,288,555.00 100,000,000.00 -11,711,445.00
---------------- --------- ---------------- ------------ ---------------- --------------
200,000,000.00 162,444,186.00 200,000,000.00 -37,555,814.00
162,444,186.00 200,000,000.00 -37,555,814.00
2 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
200,000,000.00 162,444,186.00 200,000,000.00 -37,555,814.00
162,444,186.00 200,000,000.00 -37,555,814.00
2 TRANSACTIONS IN CATEGORY: HEDGE FUNDS ( 300)
---------------- --------- ---------------- ------------ ---------------- --------------
200,000,000.00 162,444,186.00 200,000,000.00 -37,555,814.00
162,444,186.00 200,000,000.00 -37,555,814.00
2 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD E (5146)
---------------- --------- ---------------- ------------ ---------------- --------------
480,612,542.96 443,056,728.96 480,612,542.96 -37,555,814.00
443,957,991.06 481,513,805.06 -37,555,814.00
54 TRANSACTIONS WITHIN FUND: COMMON PENSION FD E (5146)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 40
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 5/26/10 60 CREDICORP COM STK 400.00 16.00 33,358.24 33,358.24
252095 6/01/10 USD N20100 83.356 1.000 33,358.24 33,358.24
PUR 5/27/10 60 CREDICORP COM STK 700.00 28.00 61,443.34 61,443.34
252095 6/02/10 USD N20100 87.736 1.000 61,443.34 61,443.34
PUR 5/28/10 60 CREDICORP COM STK 200.00 8.00 17,408.76 17,408.76
252095 6/03/10 USD N20100 87.004 1.000 17,408.76 17,408.76
PUR 6/08/10 60 CREDICORP COM STK 50.00 1.75 4,399.12 4,399.12
252095 6/11/10 USD N20100 87.947 1.000 4,399.12 4,399.12
PUR 6/09/10 60 CREDICORP COM STK 1,000.00 35.00 90,777.20 90,777.20
252095 6/14/10 USD N20100 90.742 1.000 90,777.20 90,777.20
PUR 6/10/10 60 CREDICORP COM STK 300.00 6.00 27,732.48 27,732.48
252095 6/15/10 USD N20100 92.422 1.000 27,732.48 27,732.48
PUR 6/15/10 60 CREDICORP COM STK 400.00 8.00 37,771.52 37,771.52
252095 6/18/10 USD N20100 94.409 1.000 37,771.52 37,771.52
PUR 6/16/10 60 CREDICORP COM STK 1,100.00 22.00 105,325.99 105,325.99
252095 6/21/10 USD N20100 95.731 1.000 105,325.99 105,325.99
PUR 6/17/10 60 CREDICORP COM STK 400.00 8.00 38,028.12 38,028.12
252095 6/22/10 USD N20100 95.050 1.000 38,028.12 38,028.12
---------------- --------- ---------------- ------------ ---------------- --------------
4,550.00 132.75 416,244.77 416,244.77
416,244.77 416,244.77
9 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
PUR 6/11/10 60 MOL MAGYAR OLAJ ES GAZ 873.00 198.95 15,498,456.30 15,498,456.30
247887 6/16/10 HUF N20100 17700.0 233.005 66,515.44 66,515.44
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 41
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/11/10 60 MOL MAGYAR OLAJ ES GAZ 1,222.00 278.19 21,671,794.78 21,671,794.78
247887 6/16/10 HUF N20100 17681.6 233.005 93,009.84 93,009.84
PUR 6/11/10 60 MOL MAGYAR OLAJ ES GAZ 291.00 66.62 5,189,985.01 5,189,985.01
247887 6/16/10 HUF N20100 17781.6 233.005 22,274.10 22,274.10
PUR 6/11/10 60 OTP BANK PLC 7,910.00 499.94 38,946,045.87 38,946,045.87
248687 6/16/10 HUF N20100 4908.92 233.005 167,146.54 167,146.54
PUR 6/14/10 60 MOL MAGYAR OLAJ ES GAZ 316.00 74.86 5,702,464.71 5,702,464.71
247887 6/17/10 HUF N20100 17991.7 227.828 25,029.69 25,029.69
PUR 6/15/10 60 MOL MAGYAR OLAJ ES GAZ 582.00 140.08 10,626,615.50 10,626,615.50
247887 6/18/10 HUF N20100 18204.1 226.905 46,832.88 46,832.88
PUR 6/16/10 60 MOL MAGYAR OLAJ ES GAZ 1,437.00 350.60 26,644,795.80 26,644,795.80
247887 6/21/10 HUF N20100 18486.5 227.310 117,218.08 117,218.08
PUR 6/16/10 60 MOL MAGYAR OLAJ ES GAZ 342.00 83.29 6,329,660.51 6,329,660.51
247887 6/21/10 HUF N20100 18452.4 227.310 27,845.99 27,845.99
PUR 6/17/10 60 MOL MAGYAR OLAJ ES GAZ 575.00 139.38 10,582,903.75 10,582,903.75
247887 6/22/10 HUF N20100 18350.0 227.102 46,599.78 46,599.78
PUR 6/17/10 60 MOL MAGYAR OLAJ ES GAZ 287.00 69.96 5,311,589.01 5,311,589.01
247887 6/22/10 HUF N20100 18451.9 227.102 23,388.56 23,388.56
PUR 6/17/10 60 MOL MAGYAR OLAJ ES GAZ 891.00 218.14 16,563,241.71 16,563,241.71
247887 6/22/10 HUF N20100 18533.8 227.102 72,933.05 72,933.05
PUR 6/18/10 60 MOL MAGYAR OLAJ ES GAZ 158.00 39.61 2,985,617.89 2,985,617.89
247887 6/23/10 HUF N20100 18839.7 225.426 13,244.34 13,244.34
PUR 6/18/10 60 MOL MAGYAR OLAJ ES GAZ 718.00 179.50 13,528,092.89 13,528,092.89
247887 6/23/10 HUF N20100 18785.0 225.426 60,011.26 60,011.26
PUR 6/21/10 60 MOL MAGYAR OLAJ ES GAZ 287.00 72.84 5,477,801.39 5,477,801.39
247887 6/24/10 HUF N20100 19029.3 224.939 24,352.34 24,352.34
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 42
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/22/10 60 MOL MAGYAR OLAJ ES GAZ 153.00 38.30 2,911,966.93 2,911,966.93
247887 6/25/10 HUF N20100 18975.5 227.426 12,804.03 12,804.03
PUR 6/23/10 60 MOL MAGYAR OLAJ ES GAZ 199.00 49.08 3,761,353.77 3,761,353.77
247887 6/28/10 HUF N20100 18844.7 229.205 16,410.43 16,410.43
PUR 6/23/10 60 MOL MAGYAR OLAJ ES GAZ 718.00 178.32 13,664,922.15 13,664,922.15
247887 6/28/10 HUF N20100 18975.0 229.205 59,618.75 59,618.75
PUR 6/24/10 60 MOL MAGYAR OLAJ ES GAZ 17.00 4.14 318,569.51 318,569.51
247887 6/29/10 HUF N20100 18683.3 230.273 1,383.44 1,383.44
PUR 6/25/10 60 MOL MAGYAR OLAJ ES GAZ 451.00 108.57 8,392,198.96 8,392,198.96
247887 6/30/10 HUF N20100 18552.3 231.202 36,298.09 36,298.09
---------------- --------- ---------------- ------------ ---------------- --------------
17,427.00 2,790.37 214,108,076.44 214,108,076.44
932,916.63 932,916.63
19 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
PUR 5/26/10 60 KT CORP ADR 1,500.00 30.00 28,136.25 28,136.25
251912 6/01/10 USD H20100 18.738 1.000 28,136.25 28,136.25
PUR 5/27/10 60 KT CORP ADR 2,200.00 44.00 41,741.04 41,741.04
251912 6/02/10 USD H20100 18.953 1.000 41,741.04 41,741.04
PUR 6/16/10 60 HYNIX SEMICONDUCTOR IN 5,980.00 338.53 164,327,145.00 164,327,145.00
252405 6/18/10 KRW H20100 27410.9 1210.50 135,751.46 135,751.46
PUR 6/16/10 60 HYUNDAI ENGINEERING & 557.00 66.58 32,320,492.00 32,320,492.00
247012 6/18/10 KRW H20100 57881.3 1210.50 26,700.12 26,700.12
PUR 6/16/10 60 SHINSEGAE CO LTD KRW 5 42.00 46.13 22,391,770.00 22,391,770.00
247496 6/18/10 KRW H20100 531807. 1210.50 18,497.95 18,497.95
PUR 6/17/10 60 HYNIX SEMICONDUCTOR IN 7,450.00 429.01 208,731,481.00 208,731,481.00
252405 6/21/10 KRW H20100 27947.7 1213.30 172,036.17 172,036.17
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 43
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/17/10 60 HYUNDAI ENGINEERING & 575.00 67.07 32,637,192.00 32,637,192.00
247012 6/21/10 KRW H20100 56618.8 1213.30 26,899.52 26,899.52
PUR 6/17/10 60 SHINSEGAE CO LTD KRW 5 39.00 7.58 20,435,819.00 20,435,819.00
247496 6/21/10 KRW H20100 523759. 1213.30 16,843.17 16,843.17
PUR 6/18/10 60 HYNIX SEMICONDUCTOR IN 8,150.00 473.20 228,163,728.00 228,163,728.00
252405 6/22/10 KRW H20100 27925.7 1202.40 189,756.93 189,756.93
PUR 6/18/10 60 HYNIX SEMICONDUCTOR IN 12,430.00 437.28 351,051,789.00 351,051,789.00
252405 6/22/10 KRW H20100 28200.0 1202.40 291,959.24 291,959.24
PUR 6/18/10 60 HYUNDAI ENGINEERING & 4,522.00 549.03 264,723,654.00 264,723,654.00
247012 6/22/10 KRW H20100 58395.2 1202.40 220,162.72 220,162.72
PUR 6/18/10 60 SHINSEGAE CO LTD KRW 5 74.00 14.32 38,271,012.00 38,271,012.00
247496 6/22/10 KRW H20100 516943. 1202.40 31,828.85 31,828.85
PUR 6/21/10 60 HYNIX SEMICONDUCTOR IN 3,710.00 223.53 105,034,563.00 105,034,563.00
252405 6/23/10 KRW H20100 28240.6 1171.80 89,635.23 89,635.23
PUR 6/21/10 60 HYUNDAI ENGINEERING & 2,166.00 270.55 127,130,987.00 127,130,987.00
247012 6/23/10 KRW H20100 58547.5 1171.80 108,492.05 108,492.05
PUR 6/21/10 60 SHINSEGAE CO LTD KRW 5 76.00 15.49 40,355,551.00 40,355,551.00
247496 6/23/10 KRW H20100 530755. 1171.80 34,438.94 34,438.94
PUR 6/22/10 60 SHINSEGAE CO LTD KRW 5 53.00 10.89 28,621,031.00 28,621,031.00
247496 6/24/10 KRW H20100 539776. 1181.90 24,216.12 24,216.12
---------------- --------- ---------------- ------------ ---------------- --------------
49,524.00 3,023.191,664,266,091.29 1,664,266,091.29
1,457,095.76 1,457,095.76
16 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 5/26/10 60 INDOSAT TBK PT IDR 100 49,000.00 246,533,553.00 246,533,553.00
251027 6/01/10 IDR H20100 5031.29 9310.00 26,480.51 26,480.51
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 44
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 5/27/10 60 INDOSAT TBK PT IDR 100 46,000.00 88.60 233,120,019.00 233,120,019.00
251027 6/02/10 IDR H20100 5050.00 9255.00 25,188.55 25,188.55
PUR 5/27/10 60 INDOSAT TBK PT IDR 100 11,500.00 58,191,992.00 58,191,992.00
251027 6/02/10 IDR H20100 5060.17 9254.99 6,287.63 6,287.63
PUR 5/31/10 60 INDOSAT TBK PT IDR 100 8,000.00 41,264,337.00 41,264,337.00
251027 6/03/10 IDR H20100 5158.04 9169.99 4,499.93 4,499.93
PUR 5/31/10 60 INDOSAT TBK PT IDR 100 47,500.00 93.77 244,437,721.00 244,437,721.00
251027 6/03/10 IDR H20100 5127.95 9170.00 26,656.24 26,656.24
PUR 6/01/10 60 INDOSAT TBK PT IDR 100 8,000.00 4.30 40,482,605.00 40,482,605.00
251027 6/04/10 IDR H20100 5055.37 9209.99 4,395.51 4,395.51
PUR 6/01/10 60 INDOSAT TBK PT IDR 100 23,500.00 119,100,108.00 119,100,108.00
251027 6/04/10 IDR H20100 5068.09 9209.99 12,931.61 12,931.61
PUR 6/02/10 60 INDOSAT TBK PT IDR 100 51,500.00 261,088,231.00 261,088,231.00
251027 6/07/10 IDR H20100 5069.67 9215.00 28,332.96 28,332.96
PUR 6/03/10 60 INDOSAT TBK PT IDR 100 30,000.00 59.35 154,980,775.00 154,980,775.00
251027 6/08/10 IDR H20100 5147.85 9184.99 16,873.25 16,873.25
PUR 6/04/10 60 INDOSAT TBK PT IDR 100 3,000.00 1.62 15,164,848.00 15,164,848.00
251027 6/09/10 IDR H20100 5050.00 9175.02 1,652.84 1,652.84
PUR 6/07/10 60 INDOSAT TBK PT IDR 100 2,000.00 9,808,208.00 9,808,208.00
251027 6/10/10 IDR H20100 4904.10 9240.03 1,061.49 1,061.49
PUR 6/08/10 60 INDOSAT TBK PT IDR 100 24,500.00 123,675,582.00 123,675,582.00
251027 6/11/10 IDR H20100 5047.98 9240.00 13,384.80 13,384.80
PUR 6/09/10 60 INDOSAT TBK PT IDR 100 23,000.00 116,292,275.00 116,292,275.00
251027 6/14/10 IDR H20100 5056.18 9244.99 12,578.94 12,578.94
PUR 6/10/10 60 INDOSAT TBK PT IDR 100 9,000.00 44,855,128.00 44,855,128.00
251027 6/15/10 IDR H20100 4983.90 9230.00 4,859.71 4,859.71
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: 45
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/11/10 60 INDOSAT TBK PT IDR 100 50,000.00 96.86 253,044,173.00 253,044,173.00
251027 6/16/10 IDR H20100 5043.08 9190.00 27,534.73 27,534.73
PUR 6/14/10 60 INDOSAT TBK PT IDR 100 11,500.00 22.35 57,763,467.00 57,763,467.00
251027 6/17/10 IDR H20100 5005.10 9163.00 6,303.99 6,303.99
PUR 6/15/10 60 INDOSAT TBK PT IDR 100 40,000.00 77.85 201,364,029.00 201,364,029.00
251027 6/18/10 IDR H20100 5016.25 9170.00 21,959.00 21,959.00
---------------- --------- ---------------- ------------ ---------------- --------------
438,000.00 444.702,221,167,051.00 2,221,167,051.00
240,981.69 240,981.69
17 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 6/14/10 60 JUHAYNA FOOD INDUSTRIE 1,063,687.00 428.48 5,214,498.38 5,214,498.38
252368 6/15/10 EGP N20100 4.900 5.676 918,692.46 918,692.46
---------------- --------- ---------------- ------------ ---------------- --------------
1,063,687.00 428.48 5,214,498.38 5,214,498.38
918,692.46 918,692.46
1 TRANSACTION IN COUNTRY: EGYPT (5100)
PUR 5/25/10 60 CLICKS GROUP 7,800.00 133.21 237,012.25 237,012.25
252033 6/01/10 ZAR N20100 30.250 7.974 29,722.39 29,722.39
PUR 5/25/10 60 CLICKS GROUP 900.00 15.36 27,334.66 27,334.66
252033 6/01/10 ZAR N20100 30.236 7.974 3,427.89 3,427.89
PUR 5/26/10 60 CLICKS GROUP 3,500.00 63.43 108,488.31 108,488.31
252033 6/02/10 ZAR N20100 30.858 7.663 14,158.34 14,158.34
PUR 5/27/10 60 CLICKS GROUP 200.00 3.68 6,296.17 6,296.17
252033 6/03/10 ZAR N20100 31.340 7.659 822.02 822.02
PUR 5/28/10 60 CLICKS GROUP 6,400.00 121.52 205,786.30 205,786.30
252033 6/04/10 ZAR N20100 32.010 7.590 27,113.89 27,113.89
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/01/10 60 CLICKS GROUP 600.00 7.72 19,827.38 19,827.38
252033 6/08/10 ZAR N20100 32.947 7.685 2,579.98 2,579.98
PUR 6/02/10 60 CLICKS GROUP 100.00 1.29 3,329.76 3,329.76
252033 6/09/10 ZAR N20100 33.198 7.695 432.74 432.74
PUR 6/02/10 60 CLICKS GROUP 176,000.00 3,422.47 5,878,457.76 5,878,457.76
252033 6/09/10 ZAR N20100 33.251 7.695 763,971.85 763,971.85
PUR 6/03/10 60 CLICKS GROUP 7,100.00 138.96 237,083.13 237,083.13
252033 6/10/10 ZAR N20100 33.242 7.643 31,018.02 31,018.02
PUR 6/17/10 60 CLICKS GROUP 9,200.00 126.64 321,071.64 321,071.64
252033 6/24/10 ZAR N20100 34.795 7.583 42,339.86 42,339.86
PUR 6/22/10 60 CLICKS GROUP 44,200.00 917.88 1,547,301.67 1,547,301.67
252033 6/29/10 ZAR N20100 34.850 7.552 204,891.77 204,891.77
PUR 6/23/10 60 CLICKS GROUP 46,200.00 964.87 1,624,279.73 1,624,279.73
252033 6/30/10 ZAR N20100 35.000 7.545 215,284.66 215,284.66
---------------- --------- ---------------- ------------ ---------------- --------------
302,200.00 5,917.03 10,216,268.76 10,216,268.76
1,335,763.41 1,335,763.41
12 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 6/24/10 60 BANCO MACRO BANSUD S A 300.00 10.50 9,196.56 9,196.56
252500 6/29/10 USD N20100 30.620 1.000 9,196.56 9,196.56
PUR 6/24/10 60 BANCO MACRO BANSUD S A 400.00 14.00 12,238.00 12,238.00
252500 6/29/10 USD N20100 30.560 1.000 12,238.00 12,238.00
PUR 6/25/10 60 BANCO MACRO BANSUD S A 500.00 17.50 15,391.30 15,391.30
252500 6/30/10 USD N20100 30.748 1.000 15,391.30 15,391.30
---------------- --------- ---------------- ------------ ---------------- --------------
1,200.00 42.00 36,825.86 36,825.86
36,825.86 36,825.86
3 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: 47
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 5/27/10 60 PDG REALTY SA EMPREEND 1,400.00 35.31 21,618.08 21,618.08
242987 6/01/10 BRL N20100 15.395 1.831 11,804.77 11,804.77
PUR 5/27/10 60 PDG REALTY SA EMPREEND 11,600.00 293.17 179,499.37 179,499.37
242987 6/01/10 BRL N20100 15.428 1.831 98,017.46 98,017.46
PUR 5/28/10 60 PDG REALTY SA EMPREEND 2,500.00 64.97 39,610.15 39,610.15
242987 6/02/10 BRL N20100 15.797 1.824 21,719.66 21,719.66
PUR 5/28/10 60 PDG REALTY SA EMPREEND 12,300.00 317.97 193,875.62 193,875.62
242987 6/02/10 BRL N20100 15.715 1.824 106,308.94 106,308.94
PUR 5/31/10 60 PDG REALTY SA EMPREEND 1,500.00 37.84 22,943.63 22,943.63
242987 6/04/10 BRL N20100 15.250 1.814 12,651.57 12,651.57
PUR 6/01/10 60 PDG REALTY SA EMPREEND 6,600.00 164.45 100,049.67 100,049.67
242987 6/07/10 BRL N20100 15.114 1.820 54,981.41 54,981.41
PUR 6/02/10 60 PDG REALTY SA EMPREEND 6,900.00 171.59 105,159.34 105,159.34
242987 6/08/10 BRL N20100 15.195 1.833 57,370.07 57,370.07
---------------- --------- ---------------- ------------ ---------------- --------------
42,800.00 1,085.30 662,755.86 662,755.86
362,853.88 362,853.88
7 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 5/28/10 60 EMPRESAS ICA S.A.B 34,500.00 202.23 1,044,093.17 1,044,093.17
252178 6/02/10 MXN N20100 30.188 12.875 81,093.99 81,093.99
PUR 5/28/10 60 GENOMMA LAB INTERNACIO 9,600.00 76.61 395,546.40 395,546.40
252179 6/02/10 MXN N20100 41.100 12.875 30,721.81 30,721.81
PUR 5/28/10 60 GENOMMA LAB INTERNACIO 24,100.00 192.33 992,983.86 992,983.86
252179 6/02/10 MXN N20100 41.100 12.875 77,124.36 77,124.36
PUR 6/01/10 60 EMPRESAS ICA S.A.B 17,000.00 99.09 511,179.56 511,179.56
252178 6/04/10 MXN N20100 29.994 12.864 39,735.98 39,735.98
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 48
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/01/10 60 GENOMMA LAB INTERNACIO 7,800.00 61.85 319,035.60 319,035.60
252179 6/04/10 MXN N20100 40.800 12.864 24,799.88 24,799.88
PUR 6/01/10 60 GENOMMA LAB INTERNACIO 6,900.00 54.39 280,585.10 280,585.10
252179 6/04/10 MXN N20100 40.563 12.864 21,810.97 21,810.97
PUR 6/02/10 60 GENOMMA LAB INTERNACIO 2,700.00 21.54 111,255.27 111,255.27
252179 6/07/10 MXN N20100 41.103 12.877 8,639.51 8,639.51
PUR 6/03/10 60 EMPRESAS ICA S.A.B 16,400.00 96.69 494,223.04 494,223.04
252178 6/08/10 MXN N20100 30.060 12.747 38,772.93 38,772.93
PUR 6/03/10 60 GENOMMA LAB INTERNACIO 1,600.00 13.06 66,766.50 66,766.50
252179 6/08/10 MXN N20100 41.625 12.747 5,237.99 5,237.99
PUR 6/04/10 60 EMPRESAS ICA S.A.B 8,000.00 45.62 234,811.97 234,811.97
252178 6/09/10 MXN N20100 29.278 12.836 18,292.95 18,292.95
PUR 6/04/10 60 GENOMMA LAB INTERNACIO 3,100.00 25.35 130,509.96 130,509.96
252179 6/09/10 MXN N20100 41.995 12.836 10,167.34 10,167.34
PUR 6/07/10 60 EMPRESAS ICA S.A.B 3,500.00 19.59 101,696.21 101,696.21
252178 6/10/10 MXN N20100 28.984 12.943 7,857.48 7,857.48
PUR 6/07/10 60 EMPRESAS ICA S.A.B 6,000.00 33.61 174,435.00 174,435.00
252178 6/10/10 MXN N20100 29.000 12.943 13,477.59 13,477.59
PUR 6/07/10 60 GENOMMA LAB INTERNACIO 1,600.00 12.86 66,729.29 66,729.29
252179 6/10/10 MXN N20100 41.602 12.943 5,155.79 5,155.79
PUR 6/08/10 60 EMPRESAS ICA S.A.B 10,800.00 60.41 313,244.60 313,244.60
252178 6/11/10 MXN N20100 28.932 12.931 24,224.13 24,224.13
PUR 6/08/10 60 EMPRESAS ICA S.A.B 3,100.00 17.38 90,119.16 90,119.16
252178 6/11/10 MXN N20100 28.998 12.931 6,969.18 6,969.18
PUR 6/08/10 60 GENOMMA LAB INTERNACIO 1,900.00 15.42 79,970.55 79,970.55
252179 6/11/10 MXN N20100 41.985 12.931 6,184.36 6,184.36
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: 49
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/09/10 60 EMPRESAS ICA S.A.B 9,100.00 20.71 265,405.47 265,405.47
252178 6/14/10 MXN N20100 29.136 12.805 20,727.19 20,727.19
PUR 6/09/10 60 GENOMMA LAB INTERNACIO 8,400.00 70.17 360,305.12 360,305.12
252179 6/14/10 MXN N20100 42.787 12.805 28,138.51 28,138.51
PUR 6/10/10 60 EMPRESAS ICA S.A.B 3,100.00 17.93 91,657.49 91,657.49
252178 6/15/10 MXN N20100 29.493 12.751 7,188.48 7,188.48
PUR 6/10/10 60 GENOMMA LAB INTERNACIO 3,900.00 33.01 168,805.41 168,805.41
252179 6/15/10 MXN N20100 43.176 12.751 13,239.02 13,239.02
PUR 6/11/10 60 EMPRESAS ICA S.A.B 7,700.00 45.56 231,561.29 231,561.29
252178 6/16/10 MXN N20100 29.998 12.675 18,268.70 18,268.70
PUR 6/11/10 60 GENOMMA LAB INTERNACIO 4,700.00 40.63 206,538.62 206,538.62
252179 6/16/10 MXN N20100 43.835 12.675 16,294.57 16,294.57
PUR 6/14/10 60 EMPRESAS ICA S.A.B 7,700.00 46.41 234,195.87 234,195.87
252178 6/17/10 MXN N20100 30.339 12.585 18,609.28 18,609.28
PUR 6/14/10 60 GENOMMA LAB INTERNACIO 6,700.00 58.87 297,089.24 297,089.24
252179 6/17/10 MXN N20100 44.231 12.585 23,606.80 23,606.80
PUR 6/15/10 60 EMPRESAS ICA S.A.B 5,300.00 32.32 163,113.59 163,113.59
252178 6/18/10 MXN N20100 30.699 12.587 12,959.10 12,959.10
PUR 6/15/10 60 GENOMMA LAB INTERNACIO 3,700.00 32.96 166,339.46 166,339.46
252179 6/18/10 MXN N20100 44.845 12.587 13,215.39 13,215.39
PUR 6/16/10 60 EMPRESAS ICA S.A.B 5,400.00 32.96 166,681.12 166,681.12
252178 6/21/10 MXN N20100 30.790 12.612 13,215.97 13,215.97
PUR 6/16/10 60 GENOMMA LAB INTERNACIO 5,800.00 52.78 266,924.51 266,924.51
252179 6/21/10 MXN N20100 45.907 12.612 21,164.16 21,164.16
PUR 6/17/10 60 EMPRESAS ICA S.A.B 6,200.00 37.54 189,688.36 189,688.36
252178 6/22/10 MXN N20100 30.519 12.602 15,052.00 15,052.00
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: 50
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/17/10 60 GENOMMA LAB INTERNACIO 800.00 7.27 36,764.40 36,764.40
252179 6/22/10 MXN N20100 45.841 12.602 2,917.30 2,917.30
PUR 6/18/10 60 EMPRESAS ICA S.A.B 5,400.00 33.12 166,503.56 166,503.56
252178 6/23/10 MXN N20100 30.757 12.538 13,280.34 13,280.34
PUR 6/18/10 60 EMPRESAS ICA S.A.B 7,700.00 47.18 237,212.55 237,212.55
252178 6/23/10 MXN N20100 30.730 12.538 18,920.09 18,920.09
PUR 6/18/10 60 GENOMMA LAB INTERNACIO 7,800.00 72.45 364,251.08 364,251.08
252179 6/23/10 MXN N20100 46.582 12.538 29,052.70 29,052.70
PUR 6/21/10 60 EMPRESAS ICA S.A.B 1,400.00 8.76 43,740.50 43,740.50
252178 6/24/10 MXN N20100 31.165 12.458 3,510.90 3,510.90
PUR 6/21/10 60 GENOMMA LAB INTERNACIO 3,900.00 36.72 183,434.52 183,434.52
252179 6/24/10 MXN N20100 46.917 12.459 14,723.64 14,723.64
PUR 6/22/10 60 EMPRESAS ICA S.A.B 3,900.00 9.68 121,337.51 121,337.51
252178 6/25/10 MXN N20100 31.081 12.524 9,688.32 9,688.32
PUR 6/22/10 60 EMPRESAS ICA S.A.B 5,400.00 33.50 168,240.21 168,240.21
252178 6/25/10 MXN N20100 31.078 12.524 13,433.32 13,433.32
PUR 6/22/10 60 GENOMMA LAB INTERNACIO 1,800.00 16.61 83,395.69 83,395.69
252179 6/25/10 MXN N20100 46.215 12.524 6,658.82 6,658.82
PUR 6/22/10 60 GENOMMA LAB INTERNACIO 5,500.00 51.59 259,081.19 259,081.19
252179 6/25/10 MXN N20100 46.988 12.524 20,686.61 20,686.61
PUR 6/23/10 60 EMPRESAS ICA S.A.B 5,200.00 31.23 158,720.73 158,720.73
252178 6/28/10 MXN N20100 30.447 12.676 12,521.46 12,521.46
PUR 6/23/10 60 EMPRESAS ICA S.A.B 4,100.00 24.66 125,356.87 125,356.87
252178 6/28/10 MXN N20100 30.499 12.676 9,889.39 9,889.39
PUR 6/23/10 60 GENOMMA LAB INTERNACIO 3,100.00 27.01 137,284.86 137,284.86
252179 6/28/10 MXN N20100 44.175 12.676 10,830.38 10,830.38
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 51
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/23/10 60 GENOMMA LAB INTERNACIO 4,900.00 42.78 217,466.78 217,466.78
252179 6/28/10 MXN N20100 44.270 12.676 17,155.92 17,155.92
PUR 6/24/10 60 GENOMMA LAB INTERNACIO 800.00 2.76 35,221.11 35,221.11
252179 6/29/10 MXN N20100 43.982 12.730 2,766.87 2,766.87
PUR 6/24/10 60 GENOMMA LAB INTERNACIO 1,600.00 13.82 70,543.92 70,543.92
252179 6/29/10 MXN N20100 43.980 12.730 5,541.72 5,541.72
PUR 6/25/10 60 EMPRESAS ICA S.A.B 4,400.00 27.29 139,176.75 139,176.75
252178 6/30/10 MXN N20100 31.552 12.717 10,944.06 10,944.06
PUR 6/25/10 60 GENOMMA LAB INTERNACIO 1,600.00 5.53 70,439.49 70,439.49
252179 6/30/10 MXN N20100 43.981 12.717 5,538.96 5,538.96
PUR 6/25/10 60 GENOMMA LAB INTERNACIO 3,700.00 32.00 163,163.97 163,163.97
252179 6/30/10 MXN N20100 43.988 12.717 12,830.28 12,830.28
---------------- --------- ---------------- ------------ ---------------- --------------
309,300.00 2,093.84 10,996,826.48 10,996,826.48
862,836.49 862,836.49
49 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 6/23/10 60 RUSHYDRO CLS 1,481,259.00 55,047.60 55,047.60
242612 6/23/10 USD MFY10- .037 1.000 55,047.60 55,047.60
---------------- --------- ---------------- ------------ ---------------- --------------
1,481,259.00 55,047.60 55,047.60
55,047.60 55,047.60
1 TRANSACTION IN COUNTRY: RUSSIA (9800)
PUR 6/04/10 60 STATE BK OF INDIA GDR- 4,600.00 184.00 459,122.32 459,122.32
251748 6/09/10 USD H20100 99.769 1.000 459,122.32 459,122.32
PUR 6/07/10 60 STATE BK OF INDIA GDR- 2,010.00 193,563.00 193,563.00
251748 6/10/10 USD H20100 96.300 1.000 193,563.00 193,563.00
---------------- --------- ---------------- ------------ ---------------- --------------
6,610.00 184.00 652,685.32 652,685.32
652,685.32 652,685.32
2 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
3,716,557.00 16,141.664,127,792,371.76 4,127,792,371.76
7,271,943.87 7,271,943.87
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 52
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
136 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240)
--------------------------------
PUR 6/16/10 60 NET SERVICOS DE COMUNI 12,500.00 401.42 240,207.22 240,207.22
239596 6/21/10 BRL N20100 19.159 1.790 134,208.97 134,208.97
PUR 6/17/10 60 NET SERVICOS DE COMUNI 7,500.00 239.12 142,568.68 142,568.68
239596 6/22/10 BRL N20100 18.952 1.783 79,946.55 79,946.55
PUR 6/18/10 60 NET SERVICOS DE COMUNI 6,800.00 220.63 130,774.35 130,774.35
239596 6/23/10 BRL N20100 19.174 1.773 73,762.96 73,762.96
PUR 6/18/10 60 NET SERVICOS DE COMUNI 1,900.00 61.73 36,589.44 36,589.44
239596 6/23/10 BRL N20100 19.200 1.773 20,638.19 20,638.19
PUR 6/22/10 60 NET SERVICOS DE COMUNI 8,500.00 269.45 158,876.10 158,876.10
239596 6/25/10 BRL N20100 18.635 1.764 90,086.24 90,086.24
PUR 6/23/10 60 NET SERVICOS DE COMUNI 3,300.00 102.38 61,490.66 61,490.66
239596 6/28/10 BRL N20100 18.578 1.796 34,229.94 34,229.94
---------------- --------- ---------------- ------------ ---------------- --------------
40,500.00 1,294.73 770,506.45 770,506.45
432,872.85 432,872.85
6 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
40,500.00 1,294.73 770,506.45 770,506.45
432,872.85 432,872.85
6 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
3,757,057.00 17,436.394,128,562,878.21 4,128,562,878.21
7,704,816.72 7,704,816.72
142 "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: 53
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/03/10 60 IPATH ETNS LKD MSCI IN 3,600.00 129.75 221,402.73 196,116.37 25,286.36
247826 6/08/10 USD H20100 61.537 1.000 221,402.73 196,116.37 25,286.36
SALE 6/04/10 60 IPATH ETNS LKD MSCI IN 7,400.00 266.56 446,762.26 403,128.10 43,634.16
247826 6/09/10 USD H20100 60.409 1.000 446,762.26 403,128.10 43,634.16
---------------- --------- ---------------- ------------ ---------------- --------------
11,000.00 396.31 668,164.99 599,244.47 68,920.52
668,164.99 599,244.47 68,920.52
2 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
11,000.00 396.31 668,164.99 599,244.47 68,920.52
668,164.99 599,244.47 68,920.52
2 TRANSACTIONS IN CATEGORY: ETN - EMERGING MARKET (1750)
EM COMMON STOCK (2225)
--------------------------------
SALE 6/21/10 60 GOME ELECTRICAL APPLIA 2,276,000.00 2,766.05 5,964,390.57 6,532,887.34 -568,496.77
239292 6/23/10 HKD H20100 2.630 7.769 767,716.64 838,475.89 -70,759.25
---------------- --------- ---------------- ------------ ---------------- --------------
2,276,000.00 2,766.05 5,964,390.57 6,532,887.34 -568,496.77
767,716.64 838,475.89 -70,759.25
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
SALE 6/09/10 60 HYUNDAI MOTOR CO 55.00 33.07 7,465,844.00 6,465,308.19 1,000,535.81
250853 6/11/10 KRW H20100 136493. 1248.60 5,979.37 5,615.14 364.23
SALE 6/09/10 60 KIA MOTORS CORP 620.00 89.73 20,258,824.00 11,881,389.20 8,377,434.80
249234 6/11/10 KRW H20100 32856.2 1248.60 16,225.23 10,345.03 5,880.20
SALE 6/09/10 60 LG CHEM LTD KRW 5000.0 27.00 34.05 7,687,688.00 2,855,872.38 4,831,815.62
239483 6/11/10 KRW H20100 286303. 1248.59 6,157.05 2,573.63 3,583.42
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: 54
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/09/10 60 LG DISPLAY CO LTD KRW 3,850.00 690.24 155,837,199.00 143,576,775.40 12,260,423.60
248301 6/11/10 KRW H20100 40701.0 1248.60 124,809.55 121,284.08 3,525.47
SALE 6/09/10 60 LG TELECOM LTD KRW 500 370.00 13.19 2,977,936.00 3,218,632.20 -240,696.20
250385 6/11/10 KRW H20100 8092.97 1248.60 2,385.02 2,697.93 -312.91
SALE 6/09/10 60 NCSOFT CORP 44.00 37.57 8,484,319.00 6,537,830.71 1,946,488.29
248978 6/11/10 KRW H20100 193891. 1248.59 6,795.07 5,604.18 1,190.89
SALE 6/10/10 60 HYUNDAI MOTOR CO 198.00 118.18 26,725,528.00 23,275,109.48 3,450,418.52
250853 6/14/10 KRW H20100 135723. 1250.70 21,368.46 20,214.49 1,153.97
SALE 6/10/10 60 KIA MOTORS CORP 3,720.00 538.82 121,854,042.00 71,288,335.19 50,565,706.81
249234 6/14/10 KRW H20100 32937.6 1250.70 97,428.67 62,070.16 35,358.51
SALE 6/10/10 60 LG CHEM LTD KRW 5000.0 115.00 145.51 32,906,180.00 12,163,900.90 20,742,279.10
239483 6/14/10 KRW H20100 287723. 1250.70 26,310.21 10,961.75 15,348.46
SALE 6/10/10 60 LG DISPLAY CO LTD KRW 2,220.00 399.58 90,364,740.00 82,789,725.04 7,575,014.96
248301 6/14/10 KRW H20100 40929.9 1250.70 72,251.33 69,935.23 2,316.10
SALE 6/10/10 60 LG TELECOM LTD KRW 500 3,070.00 108.60 24,560,570.00 26,705,948.23 -2,145,378.23
250385 6/14/10 KRW H20100 8044.43 1250.70 19,637.46 22,385.51 -2,748.05
SALE 6/10/10 60 NCSOFT CORP 98.00 83.52 18,890,220.00 14,561,532.04 4,328,687.96
248978 6/14/10 KRW H20100 193823. 1250.70 15,103.72 12,482.03 2,621.69
SALE 6/11/10 60 HYUNDAI MOTOR CO 155.00 93.65 21,097,290.00 18,220,413.99 2,876,876.01
250853 6/15/10 KRW H20100 136864. 1245.90 16,933.37 15,824.48 1,108.89
SALE 6/11/10 60 KIA MOTORS CORP 1,120.00 159.81 36,002,280.00 21,463,154.68 14,539,125.32
249234 6/15/10 KRW H20100 32322.6 1245.90 28,896.60 18,687.79 10,208.81
SALE 6/11/10 60 LG CHEM LTD KRW 5000.0 116.00 147.97 33,336,314.00 12,269,673.95 21,066,640.05
239483 6/15/10 KRW H20100 288971. 1245.90 26,756.81 11,057.07 15,699.74
SALE 6/11/10 60 LG DISPLAY CO LTD KRW 5,610.00 1,020.74 229,953,178.00 209,211,872.73 20,741,305.27
248301 6/15/10 KRW H20100 41216.5 1245.90 184,567.93 176,728.23 7,839.70
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: 55
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/11/10 60 LG TELECOM LTD KRW 500 1,480.00 51.76 11,661,512.00 12,874,528.79 -1,213,016.79
250385 6/15/10 KRW H20100 7922.97 1245.90 9,359.91 10,791.71 -1,431.80
SALE 6/11/10 60 NCSOFT CORP 83.00 16,021,041.00 12,332,726.11 3,688,314.89
248978 6/15/10 KRW H20100 193024. 1245.90 12,859.01 10,571.51 2,287.50
SALE 6/14/10 60 HYUNDAI MOTOR CO 51.00 32.28 7,133,194.00 5,995,103.96 1,138,090.04
250853 6/16/10 KRW H20100 140640. 1222.00 5,837.31 5,206.76 630.55
SALE 6/14/10 60 LG CHEM LTD KRW 5000.0 107.00 139.06 30,727,315.00 11,317,716.49 19,409,598.51
239483 6/16/10 KRW H20100 288759. 1222.00 25,145.10 10,199.19 14,945.91
SALE 6/14/10 60 LG TELECOM LTD KRW 500 600.00 21.30 4,706,174.00 5,219,403.56 -513,229.56
250385 6/16/10 KRW H20100 7887.00 1221.99 3,851.21 4,375.02 -523.81
SALE 6/14/10 60 NCSOFT CORP 79.00 68.97 15,239,889.00 11,738,377.87 3,501,511.13
248978 6/16/10 KRW H20100 193976. 1222.00 12,471.27 10,062.04 2,409.23
SALE 6/15/10 60 LG CHEM LTD KRW 5000.0 130.00 170.37 37,812,971.00 13,750,496.67 24,062,474.33
239483 6/17/10 KRW H20100 292477. 1227.40 30,807.37 12,391.54 18,415.83
SALE 6/15/10 60 LG TELECOM LTD KRW 500 820.00 28.77 6,384,690.00 7,133,184.87 -748,494.87
250385 6/17/10 KRW H20100 7829.26 1227.40 5,201.80 5,979.19 -777.39
SALE 6/15/10 60 NCSOFT CORP 67.00 12,969,359.00 9,955,333.13 3,014,025.87
248978 6/17/10 KRW H20100 193572. 1227.40 10,566.53 8,533.63 2,032.90
SALE 6/16/10 60 KIA MOTORS CORP 4,240.00 618.35 135,345,581.00 81,253,371.29 54,092,209.71
249234 6/18/10 KRW H20100 32097.6 1210.50 111,809.65 70,746.63 41,063.02
SALE 6/16/10 60 LG CHEM LTD KRW 5000.0 74.00 100.41 21,978,754.00 7,827,205.80 14,151,548.20
239483 6/18/10 KRW H20100 298652. 1210.50 18,156.76 7,053.65 11,103.11
SALE 6/16/10 60 LG TELECOM LTD KRW 500 1,090.00 38.19 8,361,168.00 9,481,916.47 -1,120,748.47
250385 6/18/10 KRW H20100 7713.21 1210.50 6,907.20 7,947.95 -1,040.75
SALE 6/16/10 60 NCSOFT CORP 204.00 189.73 41,529,352.00 30,311,760.56 11,217,591.44
248978 6/18/10 KRW H20100 204701. 1210.50 34,307.60 25,982.99 8,324.61
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: 56
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/16/10 60 SAMSUNG ELECTRONICS CO 304.00 1,127.17 246,714,840.00 179,168,645.78 67,546,194.22
239489 6/18/10 KRW H20100 816050. 1210.50 203,812.34 164,033.87 39,778.47
SALE 6/17/10 60 KIA MOTORS CORP 3,400.00 499.26 109,530,703.00 65,156,005.28 44,374,697.72
249234 6/21/10 KRW H20100 32393.0 1213.30 90,275.04 56,730.79 33,544.25
SALE 6/17/10 60 LG TELECOM LTD KRW 500 760.00 26.57 5,828,168.00 6,611,244.51 -783,076.51
250385 6/21/10 KRW H20100 7711.05 1213.29 4,803.57 5,541.69 -738.12
SALE 6/17/10 60 NCSOFT CORP 220.00 207.84 45,599,258.00 32,689,153.55 12,910,104.45
248978 6/21/10 KRW H20100 208415. 1213.30 37,582.84 28,020.88 9,561.96
SALE 6/18/10 60 KIA MOTORS CORP 2,440.00 356.58 77,527,032.00 46,759,015.55 30,768,016.45
249234 6/22/10 KRW H20100 31949.0 1202.40 64,476.91 40,712.68 23,764.23
SALE 6/18/10 60 LG TELECOM LTD KRW 500 470.00 16.74 3,641,066.00 4,088,532.79 -447,466.79
250385 6/22/10 KRW H20100 7789.78 1202.39 3,028.17 3,427.10 -398.93
SALE 6/18/10 60 NCSOFT CORP 141.00 137.01 29,790,777.00 20,950,775.68 8,840,001.32
248978 6/22/10 KRW H20100 212450. 1202.40 24,776.10 17,958.83 6,817.27
SALE 6/21/10 60 KIA MOTORS CORP 4,290.00 639.82 135,567,680.00 82,211,547.84 53,356,132.16
249234 6/23/10 KRW H20100 31775.6 1171.80 115,691.82 71,580.91 44,110.91
SALE 6/21/10 60 LG TELECOM LTD KRW 500 950.00 34.76 7,366,768.00 8,264,055.64 -897,287.64
250385 6/23/10 KRW H20100 7797.36 1171.80 6,286.71 6,927.11 -640.40
SALE 6/21/10 60 NCSOFT CORP 92.00 92.38 19,574,232.00 13,670,009.67 5,904,222.33
248978 6/23/10 KRW H20100 213940. 1171.80 16,704.41 11,717.82 4,986.59
SALE 6/22/10 60 KIA MOTORS CORP 4,160.00 626.46 133,882,076.00 79,720,288.81 54,161,787.19
249234 6/24/10 KRW H20100 32361.1 1181.90 113,276.99 69,411.79 43,865.20
SALE 6/22/10 60 LG TELECOM LTD KRW 500 660.00 24.22 5,178,070.00 5,741,343.92 -563,273.92
250385 6/24/10 KRW H20100 7888.93 1181.90 4,381.14 4,812.52 -431.38
SALE 6/22/10 60 NCSOFT CORP 89.00 86.71 18,533,423.00 13,224,248.48 5,309,174.52
248978 6/24/10 KRW H20100 209392. 1181.90 15,681.04 11,335.72 4,345.32
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 57
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/23/10 60 KIA MOTORS CORP 2,610.00 389.05 83,535,509.00 50,016,815.82 33,518,693.18
249234 6/25/10 KRW H20100 32182.9 1187.47 70,347.47 43,549.22 26,798.25
SALE 6/23/10 60 LG TELECOM LTD KRW 500 810.00 29.50 6,335,270.00 7,046,194.81 -710,924.81
250385 6/25/10 KRW H20100 7864.56 1187.47 5,335.10 5,906.28 -571.18
SALE 6/24/10 60 KIA MOTORS CORP 2,810.00 417.21 89,667,534.00 53,849,522.01 35,818,011.99
249234 6/28/10 KRW H20100 32086.6 1188.60 75,439.62 46,886.33 28,553.29
SALE 6/24/10 60 LG TELECOM LTD KRW 500 690.00 25.08 5,390,688.00 6,002,314.10 -611,626.10
250385 6/28/10 KRW H20100 7855.79 1188.59 4,535.33 5,031.27 -495.94
SALE 6/25/10 60 KIA MOTORS CORP 2,730.00 399.11 87,689,591.00 52,316,439.53 35,373,151.47
249234 6/29/10 KRW H20100 32298.3 1215.10 72,166.56 45,551.49 26,615.07
SALE 6/25/10 60 LG TELECOM LTD KRW 500 1,080.00 37.72 8,287,670.00 9,394,926.41 -1,107,256.41
250385 6/29/10 KRW H20100 7716.20 1215.09 6,820.57 7,875.03 -1,054.46
SALE 6/28/10 60 LG TELECOM LTD KRW 500 440.00 15.42 3,351,370.00 3,827,562.61 -476,192.61
250385 6/30/10 KRW H20100 7658.86 1201.69 2,788.86 3,208.35 -419.49
---------------- --------- ---------------- ------------ ---------------- --------------
59,559.00 10,362.032,311,264,877.00 1,626,385,242.67 684,879,634.33
1,897,097.16 1,408,528.22 488,568.94
49 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 6/14/10 60 COMMERCIAL INTERNATION 6,593.00 240.50 453,655.45 363,870.71 89,784.74
250262 6/15/10 EGP N20100 69.016 5.676 79,925.20 66,158.31 13,766.89
SALE 6/15/10 60 COMMERCIAL INTERNATION 9,910.00 361.25 681,725.79 546,937.47 134,788.32
250262 6/16/10 EGP N20100 68.999 5.679 120,053.85 99,443.18 20,610.67
SALE 6/16/10 60 COMMERCIAL INTERNATION 8,735.00 323.06 609,615.65 482,088.68 127,526.97
250262 6/17/10 EGP N20100 70.000 5.678 107,364.50 87,652.49 19,712.01
SALE 6/17/10 60 COMMERCIAL INTERNATION 14,450.00 545.84 1,030,350.65 797,502.17 232,848.48
250262 6/21/10 EGP N20100 71.519 5.680 181,399.76 145,000.39 36,399.37
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: 58
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/21/10 60 COMMERCIAL INTERNATION 2,900.00 111.11 209,507.65 160,052.34 49,455.31
250262 6/22/10 EGP N20100 72.461 5.674 36,924.15 29,100.43 7,823.72
SALE 6/21/10 60 COMMERCIAL INTERNATION 4,675.00 177.76 335,190.75 258,015.41 77,175.34
250262 6/21/10 EGP 71.914 5.674 59,074.86 46,911.89 12,162.97
SALE 6/22/10 60 COMMERCIAL INTERNATION 1,067.00 39.32 74,137.00 58,888.22 15,248.78
250262 6/23/10 EGP N20100 69.691 5.674 13,066.09 10,706.95 2,359.14
SALE 6/23/10 60 COMMERCIAL INTERNATION 542.00 20.04 37,826.18 29,913.23 7,912.95
250262 6/24/10 EGP N20100 70.000 5.678 6,661.30 5,438.77 1,222.53
SALE 6/24/10 60 COMMERCIAL INTERNATION 6,704.00 329.10 465,533.27 369,996.85 95,536.42
250262 6/28/10 EGP N20100 69.720 5.681 81,945.66 67,272.15 14,673.51
SALE 6/28/10 60 COMMERCIAL INTERNATION 766.00 37.44 53,011.54 42,275.89 10,735.65
250262 6/29/10 EGP N20100 69.484 5.687 9,321.53 7,686.53 1,635.00
SALE 6/29/10 60 COMMERCIAL INTERNATION 1,347.00 48.88 92,489.59 74,341.55 18,148.04
250262 6/30/10 EGP N20100 68.870 5.694 16,243.34 13,516.65 2,726.69
SALE 6/29/10 60 COMMERCIAL INTERNATION 674.00 32.60 46,219.28 37,198.37 9,020.91
250262 6/30/10 EGP N20100 68.850 5.694 8,117.19 6,763.34 1,353.85
---------------- --------- ---------------- ------------ ---------------- --------------
58,363.00 2,266.90 4,089,262.80 3,221,080.89 868,181.91
720,097.43 585,651.08 134,446.35
12 TRANSACTIONS IN COUNTRY: EGYPT (5100)
SALE 5/26/10 60 ANGLO PLATINUM LTD ZAR 1,000.00 194.59 744,045.63 522,919.36 221,126.27
245196 6/02/10 ZAR N20100 745.537 7.663 97,102.20 62,456.26 34,645.94
SALE 5/27/10 60 ANGLO PLATINUM LTD ZAR 300.00 60.41 230,902.88 156,875.81 74,027.07
245196 6/03/10 ZAR N20100 771.219 7.659 30,146.34 18,736.88 11,409.46
SALE 5/28/10 60 ANGLO PLATINUM LTD ZAR 100.00 20.46 77,493.28 52,291.94 25,201.34
245196 6/04/10 ZAR N20100 776.486 7.590 10,210.32 6,245.63 3,964.69
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: 59
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 5/31/10 60 ANGLO PLATINUM LTD ZAR 100.00 19.97 76,571.47 52,291.94 24,279.53
245196 6/07/10 ZAR N20100 767.249 7.685 9,963.89 6,245.63 3,718.26
SALE 6/01/10 60 ANGLO PLATINUM LTD ZAR 100.00 5.08 77,721.54 52,291.94 25,429.60
245196 6/08/10 ZAR N20100 777.606 7.685 10,113.28 6,245.63 3,867.65
SALE 6/02/10 60 ANGLO PLATINUM LTD ZAR 500.00 100.34 385,258.79 261,459.68 123,799.11
245196 6/09/10 ZAR N20100 772.062 7.695 50,068.72 31,228.13 18,840.59
SALE 6/02/10 60 NASPERS LTD ZAR 0.02 500.00 9.73 149,017.65 104,157.25 44,860.40
242613 6/09/10 ZAR N20100 298.185 7.695 19,366.52 13,202.56 6,163.96
SALE 6/03/10 60 NASPERS LTD ZAR 0.02 2,200.00 43.30 658,925.45 458,291.90 200,633.55
242613 6/10/10 ZAR N20100 299.662 7.643 86,208.42 58,091.26 28,117.16
SALE 6/14/10 60 ANGLO PLATINUM LTD ZAR 2,100.00 425.20 1,619,057.27 1,098,130.65 520,926.62
245196 6/22/10 ZAR N20100 772.525 7.631 212,176.77 131,158.14 81,018.63
SALE 6/14/10 60 TIGER BRANDS LTD ZAR 0 132.00 1.53 23,181.04 20,227.45 2,953.59
243220 6/22/10 ZAR N20100 175.702 7.631 3,037.87 2,459.73 578.14
SALE 6/14/10 60 TIGER BRANDS LTD ZAR 0 3,100.00 142.05 540,896.79 475,038.57 65,858.22
243220 6/22/10 ZAR N20100 174.833 7.631 70,884.30 57,766.36 13,117.94
SALE 6/15/10 60 ANGLO PLATINUM LTD ZAR 1,000.00 203.47 771,695.12 522,919.36 248,775.76
245196 6/23/10 ZAR N20100 773.242 7.600 101,533.49 62,456.26 39,077.23
SALE 6/15/10 60 TIGER BRANDS LTD ZAR 0 1,600.00 74.06 280,885.74 245,181.20 35,704.54
243220 6/23/10 ZAR N20100 175.905 7.600 36,956.70 29,814.90 7,141.80
SALE 6/17/10 60 TIGER BRANDS LTD ZAR 0 1,200.00 56.04 212,058.67 183,885.90 28,172.77
243220 6/24/10 ZAR N20100 177.070 7.583 27,964.27 22,361.17 5,603.10
SALE 6/23/10 60 TIGER BRANDS LTD ZAR 0 3,100.00 144.77 544,507.71 475,038.57 69,469.14
243220 6/30/10 ZAR N20100 176.000 7.545 72,169.93 57,766.36 14,403.57
---------------- --------- ---------------- ------------ ---------------- --------------
17,032.00 1,501.00 6,392,219.03 4,681,001.52 1,711,217.51
837,903.02 566,234.90 271,668.12
15 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: 60
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 5/27/10 60 MRV ENGENHARIA E PARTI 17,200.00 339.35 206,528.47 145,149.05 61,379.42
247598 6/01/10 BRL N20100 12.044 1.831 112,776.97 74,055.83 38,721.14
SALE 5/28/10 60 MRV ENGENHARIA E PARTI 6,400.00 124.61 75,523.79 54,008.95 21,514.84
247598 6/02/10 BRL N20100 11.836 1.824 41,412.40 27,555.66 13,856.74
SALE 5/31/10 60 MRV ENGENHARIA E PARTI 800.00 15.55 9,371.80 6,751.12 2,620.68
247598 6/04/10 BRL N20100 11.750 1.813 5,167.80 3,444.46 1,723.34
SALE 6/01/10 60 MRV ENGENHARIA E PARTI 8,800.00 169.77 102,666.91 74,262.31 28,404.60
247598 6/07/10 BRL N20100 11.702 1.820 56,419.69 37,889.03 18,530.66
SALE 6/02/10 60 MRV ENGENHARIA E PARTI 14,600.00 282.03 171,805.37 123,207.92 48,597.45
247598 6/08/10 BRL N20100 11.803 1.833 93,729.06 62,861.35 30,867.71
SALE 6/16/10 60 CIA DE CONCESSOES RODO 3,100.00 193.63 115,173.39 123,722.45 -8,549.06
251281 6/21/10 BRL N20100 37.265 1.790 64,349.87 69,409.33 -5,059.46
SALE 6/16/10 60 CIA DE CONCESSOES RODO 4,500.00 280.89 167,074.12 179,597.10 -12,522.98
251281 6/21/10 BRL N20100 37.239 1.790 93,347.93 100,755.48 -7,407.55
SALE 6/17/10 60 CIA DE CONCESSOES RODO 10,900.00 682.81 404,666.74 435,024.09 -30,357.35
251281 6/22/10 BRL N20100 37.237 1.783 226,920.17 244,052.16 -17,131.99
SALE 6/18/10 60 CIA DE CONCESSOES RODO 1,500.00 95.26 56,129.41 59,865.70 -3,736.29
251281 6/23/10 BRL N20100 37.532 1.773 31,659.66 33,585.16 -1,925.50
SALE 6/23/10 60 CIA DE CONCESSOES RODO 2,400.00 140.56 83,912.86 95,785.12 -11,872.26
251281 6/28/10 BRL N20100 35.069 1.796 46,711.68 53,736.25 -7,024.57
SALE 6/24/10 60 CIA DE CONCESSOES RODO 1,500.00 89.02 53,013.83 59,865.70 -6,851.87
251281 6/29/10 BRL N20100 35.449 1.792 29,583.61 33,585.16 -4,001.55
SALE 6/25/10 60 CIA DE CONCESSOES RODO 5,600.00 335.47 199,174.52 223,498.62 -24,324.10
251281 6/30/10 BRL N20100 35.674 1.786 111,488.68 125,384.60 -13,895.92
---------------- --------- ---------------- ------------ ---------------- --------------
77,300.00 2,748.95 1,645,041.21 1,580,738.13 64,303.08
913,567.52 866,314.47 47,253.05
12 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: 61
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/10/10 60 CHINA ZHONGWANG HOLDIN 415,200.00 975.60 2,109,917.62 2,994,477.41 -884,559.79
246570 6/14/10 HKD H20100 5.100 7.792 270,762.61 386,379.88 -115,617.27
SALE 6/21/10 60 CHINA ZHONGWANG HOLDIN 47,000.00 49.33 248,270.23 338,970.23 -90,700.00
246570 6/23/10 HKD H20100 5.291 7.769 31,956.52 43,737.61 -11,781.09
SALE 6/22/10 60 CHINA ZHONGWANG HOLDIN 16,000.00 16.97 84,978.44 115,394.12 -30,415.68
246570 6/24/10 HKD H20100 5.319 7.777 10,927.45 14,889.40 -3,961.95
SALE 6/22/10 60 CHINA ZHONGWANG HOLDIN 130,000.00 318.22 686,590.33 937,577.22 -250,986.89
246570 6/24/10 HKD H20100 5.301 7.777 88,289.27 120,976.36 -32,687.09
SALE 6/23/10 60 CHINA ZHONGWANG HOLDIN 10,000.00 10.44 52,093.82 72,121.32 -20,027.50
246570 6/25/10 HKD H20100 5.218 7.779 6,696.81 9,305.87 -2,609.06
SALE 6/24/10 60 CHINA ZHONGWANG HOLDIN 9,000.00 9.30 46,823.98 64,909.19 -18,085.21
246570 6/28/10 HKD H20100 5.211 7.778 6,019.74 8,375.29 -2,355.55
SALE 6/25/10 60 CHINA ZHONGWANG HOLDIN 8,000.00 8.29 41,558.73 57,697.06 -16,138.33
246570 6/29/10 HKD H20100 5.203 7.778 5,343.04 7,444.70 -2,101.66
SALE 6/28/10 60 CHINA ZHONGWANG HOLDIN 15,800.00 16.22 81,847.29 113,951.69 -32,104.40
246570 6/30/10 HKD H20100 5.188 7.783 10,516.43 14,703.28 -4,186.85
---------------- --------- ---------------- ------------ ---------------- --------------
651,000.00 1,404.37 3,352,080.44 4,695,098.24 -1,343,017.80
430,511.87 605,812.39 -175,300.52
8 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 6/11/10 60 CESKY TELECOM CZK100 2,900.00 162.72 1,149,935.64 1,100,698.60 49,237.04
243597 6/16/10 CZK N20100 397.723 21.265 54,076.45 55,694.64 -1,618.19
SALE 6/11/10 60 CESKY TELECOM CZK100 3,300.00 184.90 1,306,696.12 1,252,519.10 54,177.02
243597 6/16/10 CZK N20100 397.160 21.265 61,448.21 63,376.66 -1,928.45
SALE 6/14/10 60 CESKY TELECOM CZK100 2,100.00 119.81 828,581.77 797,057.61 31,524.16
243597 6/17/10 CZK N20100 395.750 20.809 39,817.48 40,330.60 -513.12
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 62
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/14/10 60 CESKY TELECOM CZK100 1,300.00 74.12 512,607.55 493,416.62 19,190.93
243597 6/17/10 CZK N20100 395.500 20.810 24,633.34 24,966.56 -333.22
SALE 6/15/10 60 CESKY TELECOM CZK100 2,300.00 130.74 904,798.28 872,967.86 31,830.42
243597 6/18/10 CZK N20100 394.574 20.824 43,448.74 44,171.61 -722.87
SALE 6/15/10 60 CESKY TELECOM CZK100 4,300.00 244.35 1,691,094.18 1,632,070.34 59,023.84
243597 6/18/10 CZK N20100 394.461 20.825 81,206.95 82,581.71 -1,374.76
SALE 6/16/10 60 CESKY TELECOM CZK100 5,900.00 335.13 2,325,534.36 2,239,352.33 86,182.03
243597 6/21/10 CZK N20100 395.344 20.880 111,376.17 113,309.79 -1,933.62
SALE 6/16/10 60 CESKY TELECOM CZK100 1,300.00 74.25 515,199.75 493,416.61 21,783.14
243597 6/21/10 CZK N20100 397.500 20.880 24,674.32 24,966.56 -292.24
SALE 6/17/10 60 CESKY TELECOM CZK100 800.00 45.52 315,052.00 303,640.99 11,411.01
243597 6/22/10 CZK N20100 395.000 20.828 15,126.44 15,364.04 -237.60
SALE 6/17/10 60 CESKY TELECOM CZK100 5,200.00 298.85 2,068,575.60 1,973,666.46 94,909.14
243597 6/22/10 CZK N20100 399.000 20.828 99,317.53 99,866.26 -548.73
SALE 6/17/10 60 CESKY TELECOM CZK100 1,000.00 56.95 394,188.87 379,551.24 14,637.63
243597 6/22/10 CZK N20100 395.375 20.828 18,926.00 19,205.05 -279.05
SALE 6/17/10 60 CESKY TELECOM CZK100 5,200.00 297.35 2,058,206.80 1,973,666.46 84,540.34
243597 6/22/10 CZK N20100 397.000 20.828 98,819.70 99,866.26 -1,046.56
SALE 6/18/10 60 CESKY TELECOM CZK100 2,700.00 156.43 1,080,537.00 1,024,788.36 55,748.64
243597 6/23/10 CZK N20100 401.403 20.785 51,986.88 51,853.63 133.25
SALE 6/18/10 60 CESKY TELECOM CZK100 2,645.00 152.71 1,054,826.00 1,003,913.04 50,912.96
243597 6/23/10 CZK N20100 400.000 20.785 50,749.87 50,797.36 -47.49
---------------- --------- ---------------- ------------ ---------------- --------------
40,945.00 2,333.83 16,205,833.92 15,540,725.62 665,108.30
775,608.08 786,350.73 -10,742.65
14 TRANSACTIONS IN COUNTRY: THE CZECH REPUBLIC (9700)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/17/10 60 HDFC BANK LTD ADR REPS 1,500.00 56.35 227,549.00 149,360.70 78,188.30
239502 6/22/10 USD H20100 151.737 1.000 227,549.00 149,360.70 78,188.30
SALE 6/18/10 60 STATE BK OF INDIA GDR- 1,915.00 195,138.50 191,737.84 3,400.66
251748 6/23/10 USD H20100 101.900 1.000 195,138.50 191,737.84 3,400.66
---------------- --------- ---------------- ------------ ---------------- --------------
3,415.00 56.35 422,687.50 341,098.54 81,588.96
422,687.50 341,098.54 81,588.96
2 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
3,183,614.00 23,439.482,349,336,392.47 1,662,977,872.95 686,358,519.52
6,765,189.22 5,998,466.22 766,723.00
113 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240)
--------------------------------
SALE 6/16/10 60 SAMSUNG ELCTRNCS N/VT 19.00 48.42 10,597,653.00 7,351,532.34 3,246,120.66
239490 6/18/10 KRW H20100 560855. 1210.50 8,754.77 6,873.79 1,880.98
SALE 6/17/10 60 SAMSUNG ELCTRNCS N/VT 12.00 29.91 6,562,007.00 4,643,073.06 1,918,933.94
239490 6/21/10 KRW H20100 549857. 1213.29 5,408.40 4,341.34 1,067.06
SALE 6/18/10 60 SAMSUNG ELCTRNCS N/VT 10.00 24.94 5,423,507.00 3,869,227.55 1,554,279.45
239490 6/22/10 KRW H20100 545349. 1202.39 4,510.57 3,617.78 892.79
SALE 6/21/10 60 SAMSUNG ELCTRNCS N/VT 10.00 25.86 5,480,185.00 3,869,227.55 1,610,957.45
239490 6/23/10 KRW H20100 551048. 1171.80 4,676.72 3,617.78 1,058.94
SALE 6/21/10 60 SAMSUNG ELCTRNCS N/VT 10.00 25.86 5,480,185.00 3,869,227.55 1,610,957.45
239490 6/23/10 KRW H20100 551048. 1171.80 4,676.72 3,617.78 1,058.94
SALE 6/22/10 60 SAMSUNG ELCTRNCS N/VT 10.00 25.10 5,365,731.00 3,869,227.55 1,496,503.45
239490 6/24/10 KRW H20100 539539. 1181.90 4,539.92 3,617.78 922.14
SALE 6/23/10 60 SAMSUNG ELCTRNCS N/VT 13.00 31.91 6,852,663.00 5,029,995.81 1,822,667.19
239490 6/25/10 KRW H20100 530042. 1187.47 5,770.81 4,703.12 1,067.69
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: 64
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/24/10 60 SAMSUNG ELCTRNCS N/VT 14.00 34.86 7,494,221.00 5,416,918.57 2,077,302.43
239490 6/28/10 KRW H20100 538261. 1188.60 6,305.08 5,064.90 1,240.18
SALE 6/25/10 60 SAMSUNG ELCTRNCS N/VT 11.00 26.62 5,849,594.00 4,256,150.30 1,593,443.70
239490 6/29/10 KRW H20100 534721. 1215.10 4,814.08 3,979.56 834.52
SALE 6/28/10 60 SAMSUNG ELCTRNCS N/VT 14.00 34.11 7,414,466.00 5,416,918.57 1,997,547.43
239490 6/30/10 KRW H20100 532533. 1201.70 6,169.98 5,064.90 1,105.08
---------------- --------- ---------------- ------------ ---------------- --------------
123.00 307.59 66,520,212.00 47,591,498.85 18,928,713.15
55,627.05 44,498.73 11,128.32
10 TRANSACTIONS IN COUNTRY: KOREA (4500)
---------------- --------- ---------------- ------------ ---------------- --------------
123.00 307.59 66,520,212.00 47,591,498.85 18,928,713.15
55,627.05 44,498.73 11,128.32
10 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
3,194,737.00 24,143.382,416,524,769.46 1,711,168,616.27 705,356,153.19
7,488,981.26 6,642,209.42 846,771.84
125 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
---------------- --------- ---------------- ------------ ---------------- --------------
6,951,794.00 41,579.776,545,087,647.67 5,839,731,494.48 705,356,153.19
15,193,797.98 14,347,026.14 846,771.84
267 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: 65
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 5/27/10 60 FIRST QUANTUM MINERALS 3,000.00 14.23 171,609.60 171,609.60
248466 6/01/10 CAD GT2PNX 57.198 1.054 162,802.01 162,802.01
PUR 5/28/10 60 FIRST QUANTUM MINERALS 1,900.00 54.22 106,300.82 106,300.82
248466 6/02/10 CAD GT2PQP 55.918 1.051 101,113.69 101,113.69
PUR 6/01/10 60 FIRST QUANTUM MINERALS 2,400.00 68.85 131,391.84 131,391.84
248466 6/04/10 CAD GT2QCJ 54.717 1.046 125,649.65 125,649.65
PUR 6/02/10 60 FIRST QUANTUM MINERALS 1,200.00 34.46 65,500.32 65,500.32
248466 6/07/10 CAD GT2QCH 54.554 1.045 62,703.73 62,703.73
PUR 6/04/10 60 FIRST QUANTUM MINERALS 2,300.00 65.72 127,128.13 127,128.13
248466 6/09/10 CAD GT2RHL 55.243 1.050 121,085.94 121,085.94
---------------- --------- ---------------- ------------ ---------------- --------------
10,800.00 237.48 601,930.71 601,930.71
573,355.02 573,355.02
5 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 6/08/10 60 OTP BANK PLC 38,235.00 3,558.74 189,117,818.30 189,117,818.30
252266 6/11/10 HUF GT2RHN 4924.03 238.067 794,389.39 794,389.39
PUR 6/09/10 60 OTP BANK PLC 59,267.00 859.03 286,160,893.10 286,160,893.10
252266 6/14/10 HUF GT2RFL 4824.95 233.021 1,228,047.66 1,228,047.66
PUR 6/09/10 60 OTP BANK PLC 25,099.00 2,346.56 122,057,288.30 122,057,288.30
252266 6/14/10 HUF GT2RFL 4841.24 233.021 523,803.81 523,803.81
PUR 6/10/10 60 OTP BANK PLC 2,057.00 190.87 9,795,953.05 9,795,953.05
252266 6/15/10 HUF GT2RHL 4740.91 229.922 42,605.47 42,605.47
PUR 6/11/10 60 OTP BANK PLC 3,000.00 282.60 14,698,543.33 14,698,543.33
252266 6/16/10 HUF GT2RHL 4877.56 233.005 63,082.41 63,082.41
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: 66
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/14/10 60 OTP BANK PLC 3,125.00 311.40 15,836,570.31 15,836,570.31
252266 6/17/10 HUF GT2RUZ 5045.00 227.828 69,511.08 69,511.08
PUR 6/15/10 60 OTP BANK PLC 1,828.00 182.28 9,232,709.41 9,232,709.41
252266 6/18/10 HUF GT2RSV 5028.09 226.905 40,689.76 40,689.76
PUR 6/16/10 60 OTP BANK PLC 3,594.00 362.17 18,376,852.43 18,376,852.43
252266 6/21/10 HUF GT2RUZ 5090.29 227.310 80,845.03 80,845.03
PUR 6/17/10 60 OTP BANK PLC 4,642.00 310.28 23,558,985.56 23,558,985.56
252266 6/22/10 HUF GT2RSV 5060.00 227.102 103,737.46 103,737.46
PUR 6/17/10 60 OTP BANK PLC 4,131.00 414.17 20,996,193.78 20,996,193.78
252266 6/22/10 HUF GT2RSV 5059.82 227.102 92,452.70 92,452.70
PUR 6/23/10 60 OTP BANK PLC 5,226.00 348.85 26,732,557.80 26,732,557.80
252266 6/28/10 HUF GT2SJD 5100.00 229.205 116,631.60 116,631.60
PUR 6/24/10 60 OTP BANK PLC 6,061.00 399.75 30,775,863.94 30,775,863.94
252266 6/29/10 HUF GT2SJF 5062.50 230.273 133,649.58 133,649.58
PUR 6/24/10 60 OTP BANK PLC 9,774.00 970.76 49,898,957.04 49,898,957.04
252266 6/29/10 HUF GT2SL5 5082.40 230.273 216,694.97 216,694.97
PUR 6/25/10 60 OTP BANK PLC 10,580.00 1,030.55 53,185,908.25 53,185,908.25
252266 6/30/10 HUF GT2SL1 5004.50 231.202 230,040.67 230,040.67
---------------- --------- ---------------- ------------ ---------------- --------------
176,619.00 11,568.01 870,425,094.60 870,425,094.60
3,736,181.59 3,736,181.59
14 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
PUR 5/28/10 60 TURKCELL ILETISIM HIZM 2,722.00 36.49 22,921.96 22,921.96
239834 6/01/10 TRY GT2PNX 8.400 1.567 14,632.59 14,632.59
PUR 5/31/10 60 TURKCELL ILETISIM HIZM 3,711.00 49.56 31,250.33 31,250.33
239834 6/02/10 TRY GT2QCJ 8.400 1.573 19,873.02 19,873.02
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 67
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/01/10 60 TURKCELL ILETISIM HIZM 3,806.00 50.68 32,050.33 32,050.33
239834 6/03/10 TRY GT2QCH 8.400 1.577 20,319.74 20,319.74
PUR 6/02/10 60 TURKCELL ILETISIM HIZM 24,489.00 322.74 204,802.87 204,802.87
239834 6/04/10 TRY GT2QEJ 8.342 1.582 129,417.30 129,417.30
PUR 6/03/10 60 TURKCELL ILETISIM HIZM 11,419.00 153.07 96,991.63 96,991.63
239834 6/07/10 TRY GT2QEJ 8.473 1.580 61,383.22 61,383.22
PUR 6/04/10 60 TURKCELL ILETISIM HIZM 3,426.00 45.54 29,193.80 29,193.80
239834 6/08/10 TRY GT2QCJ 8.500 1.599 18,262.10 18,262.10
PUR 6/07/10 60 TURKCELL ILETISIM HIZM 3,616.00 47.85 30,812.84 30,812.84
239834 6/09/10 TRY GT2RHN 8.500 1.606 19,187.27 19,187.27
PUR 6/08/10 60 TURKCELL ILETISIM HIZM 385.00 5.09 3,280.68 3,280.68
239834 6/10/10 TRY GT2RFJ 8.500 1.608 2,040.22 2,040.22
PUR 6/10/10 60 TURKCELL ILETISIM HIZM 15,441.00 206.73 131,576.62 131,576.62
239834 6/14/10 TRY GT2RFL 8.500 1.587 82,898.58 82,898.58
PUR 6/11/10 60 TURKCELL ILETISIM HIZM 20,875.00 280.84 177,881.09 177,881.09
239834 6/15/10 TRY GT2RFL 8.500 1.579 112,618.61 112,618.61
PUR 6/15/10 60 TURKCELL ILETISIM HIZM 9,480.00 128.43 80,781.45 80,781.45
239834 6/17/10 TRY GT2RSX 8.500 1.569 51,499.08 51,499.08
PUR 6/16/10 60 TURKCELL ILETISIM HIZM 7,499.00 102.10 64,088.80 64,088.80
239834 6/18/10 TRY GT2RUZ 8.525 1.565 40,940.85 40,940.85
PUR 6/16/10 60 TURKCELL ILETISIM HIZM 41,146.00 558.55 350,615.35 350,615.35
239834 6/18/10 TRY GT2RSX 8.500 1.565 223,978.12 223,978.12
PUR 6/17/10 60 TURKCELL ILETISIM HIZM 15,534.00 210.61 132,052.97 132,052.97
239834 6/21/10 TRY GT2RSV 8.480 1.564 84,454.44 84,454.44
PUR 6/18/10 60 TURKCELL ILETISIM HIZM 35,674.00 486.07 303,092.99 303,092.99
239834 6/22/10 TRY GT2SJD 8.475 1.555 194,915.11 194,915.11
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: 68
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/18/10 60 TURKCELL ILETISIM HIZM 27,907.00 376.84 234,979.66 234,979.66
239834 6/22/10 TRY GT2RUX 8.399 1.555 151,112.32 151,112.32
PUR 6/18/10 60 TURKCELL ILETISIM HIZM 5,837.00 79.77 49,738.54 49,738.54
239834 6/22/10 TRY GT2RSV 8.500 1.555 31,986.20 31,986.20
PUR 6/21/10 60 TURKCELL ILETISIM HIZM 12,937.00 174.58 108,518.38 108,518.38
239834 6/23/10 TRY GT2SL5 8.367 1.550 70,007.34 70,007.34
PUR 6/22/10 60 TURKCELL ILETISIM HIZM 4,073.00 54.48 34,094.57 34,094.57
239834 6/24/10 TRY GT2SJD 8.350 1.561 21,845.69 21,845.69
PUR 6/23/10 60 TURKCELL ILETISIM HIZM 4,354.00 57.64 36,446.79 36,446.79
239834 6/25/10 TRY GT2SL1 8.350 1.577 23,112.94 23,112.94
PUR 6/24/10 60 TURKCELL ILETISIM HIZM 4,354.00 57.56 36,446.79 36,446.79
239834 6/28/10 TRY GT2SJD 8.350 1.579 23,080.74 23,080.74
PUR 6/25/10 60 TURKCELL ILETISIM HIZM 3,626.00 47.91 30,352.79 30,352.79
239834 6/29/10 TRY GT2SL5 8.350 1.580 19,213.06 19,213.06
---------------- --------- ---------------- ------------ ---------------- --------------
262,311.00 3,533.13 2,221,971.23 2,221,971.23
1,416,778.54 1,416,778.54
22 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 6/03/10 60 KOREA LIFE INSURAN KRW 3,232.00 52.85 25,380,174.00 25,380,174.00
251089 6/07/10 KRW GT2QCJ 7833.19 1197.63 21,192.00 21,192.00
PUR 6/04/10 60 KOREA LIFE INSURAN KRW 1,100.00 7.19 8,642,563.00 8,642,563.00
251089 6/08/10 KRW GT2QCH 7849.02 1201.50 7,193.14 7,193.14
PUR 6/04/10 60 KOREA LIFE INSURAN KRW 13,100.00 216.70 104,405,360.00 104,405,360.00
251089 6/08/10 KRW GT2QCJ 7950.00 1201.50 86,895.85 86,895.85
PUR 6/07/10 60 KOREA LIFE INSURAN KRW 12,000.00 108.48 89,442,691.00 89,442,691.00
251089 6/09/10 KRW GT2RFL 7442.39 1234.90 72,429.10 72,429.10
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 69
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/08/10 60 KOREA LIFE INSURAN KRW 12,500.00 75.50 93,210,916.00 93,210,916.00
251089 6/10/10 KRW GT2RFJ 7449.42 1233.40 75,572.33 75,572.33
PUR 6/08/10 60 KOREA LIFE INSURAN KRW 7,400.00 53.77 55,336,925.00 55,336,925.00
251089 6/10/10 KRW GT2RHN 7469.00 1233.40 44,865.35 44,865.35
PUR 6/09/10 60 KOREA LIFE INSURAN KRW 8,000.00 38.59 60,275,288.00 60,275,288.00
251089 6/11/10 KRW GT2RHN 7528.38 1248.60 48,274.30 48,274.30
PUR 6/09/10 60 KOREA LIFE INSURAN KRW 16,200.00 117.88 122,797,380.00 122,797,380.00
251089 6/11/10 KRW GT2RFL 7571.00 1248.60 98,348.05 98,348.05
PUR 6/10/10 60 KOREA LIFE INSURAN KRW 5,500.00 49.91 41,681,205.00 41,681,205.00
251089 6/14/10 KRW GT2RHN 7567.05 1250.70 33,326.30 33,326.30
PUR 6/11/10 60 KOREA LIFE INSURAN KRW 8,600.00 55.07 68,681,999.00 68,681,999.00
251089 6/15/10 KRW GT2RFL 7978.30 1245.90 55,126.41 55,126.41
PUR 6/14/10 60 KOREA LIFE INSURAN KRW 4,200.00 27.30 33,399,349.00 33,399,349.00
251089 6/16/10 KRW GT2RUX 7944.28 1222.00 27,331.71 27,331.71
PUR 6/15/10 60 KOREA LIFE INSURAN KRW 7,300.00 118.95 58,546,000.00 58,546,000.00
251089 6/17/10 KRW GT2RSX 8000.00 1227.40 47,699.20 47,699.20
PUR 6/15/10 60 KOREA LIFE INSURAN KRW 1,200.00 7.79 9,573,990.00 9,573,990.00
251089 6/17/10 KRW GT2RUZ 7970.35 1227.40 7,800.22 7,800.22
PUR 6/16/10 60 KOREA LIFE INSURAN KRW 2,600.00 17.19 20,824,951.00 20,824,951.00
251089 6/18/10 KRW GT2RUZ 8001.59 1210.50 17,203.59 17,203.59
PUR 6/17/10 60 KOREA LIFE INSURAN KRW 11,800.00 193.35 94,072,724.00 94,072,724.00
251089 6/21/10 KRW GT2RUX 7952.38 1213.30 77,534.59 77,534.59
PUR 6/17/10 60 KOREA LIFE INSURAN KRW 10,300.00 169.78 82,606,000.00 82,606,000.00
251089 6/21/10 KRW GT2RUZ 8000.00 1213.30 68,083.74 68,083.74
PUR 6/18/10 60 KOREA LIFE INSURAN KRW 4,100.00 21.54 32,405,666.00 32,405,666.00
251089 6/22/10 KRW GT2RSV 7897.50 1202.40 26,950.82 26,950.82
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: 70
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/21/10 60 KOREA LIFE INSURAN KRW 15,650.00 268.32 126,086,023.00 126,086,023.00
251089 6/23/10 KRW GT2SJN 8036.52 1171.80 107,600.29 107,600.29
PUR 6/22/10 60 KOREA LIFE INSURAN KRW 3,580.00 24.77 29,309,865.00 29,309,865.00
251089 6/24/10 KRW GT2SL5 8178.93 1181.90 24,798.94 24,798.94
PUR 6/23/10 60 KOREA LIFE INSURAN KRW 3,000.00 20.81 24,731,660.00 24,731,660.00
251089 6/25/10 KRW GT2SJF 8235.65 1187.47 20,827.19 20,827.19
PUR 6/24/10 60 KOREA LIFE INSURAN KRW 4,500.00 31.86 37,910,185.00 37,910,185.00
251089 6/28/10 KRW GT2SJF 8416.07 1188.60 31,894.82 31,894.82
PUR 6/25/10 60 KOREA LIFE INSURAN KRW 6,700.00 48.29 58,731,233.00 58,731,233.00
251089 6/29/10 KRW GT2SJD 8757.09 1215.10 48,334.49 48,334.49
PUR 6/28/10 60 KOREA LIFE INSURAN KRW 12,300.00 90.47 108,822,612.00 108,822,612.00
251089 6/30/10 KRW GT2T9H 8838.52 1201.70 90,557.22 90,557.22
---------------- --------- ---------------- ------------ ---------------- --------------
174,862.00 1,816.361,386,874,759.00 1,386,874,759.00
1,139,839.65 1,139,839.65
23 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 5/26/10 60 P T TELEKOMUNIKASI IND 9,700.00 310,874.33 310,874.33
240078 6/01/10 USD 32.049 1.000 310,874.33 310,874.33
PUR 5/27/10 60 P T TELEKOMUNIKASI IND 2,600.00 84,986.46 84,986.46
240078 6/02/10 USD 32.687 1.000 84,986.46 84,986.46
PUR 6/01/10 60 P T TELEKOMUNIKASI IND 3,000.00 98,544.60 98,544.60
240078 6/04/10 USD 32.848 1.000 98,544.60 98,544.60
PUR 6/03/10 60 P T TELEKOMUNIKASI IND 7,100.00 247,865.26 247,865.26
240078 6/08/10 USD 34.911 1.000 247,865.26 247,865.26
PUR 6/15/10 60 P T TELEKOMUNIKASI IND 100.00 3,499.31 3,499.31
240078 6/18/10 USD 34.993 1.000 3,499.31 3,499.31
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 71
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/21/10 60 P T TELEKOMUNIKASI IND 2,300.00 80,214.34 80,214.34
240078 6/24/10 USD 34.876 1.000 80,214.34 80,214.34
PUR 6/23/10 60 P T TELEKOMUNIKASI IND 400.00 14,093.40 14,093.40
240078 6/28/10 USD 35.234 1.000 14,093.40 14,093.40
PUR 6/25/10 60 P T TELEKOMUNIKASI IND 800.00 28,037.44 28,037.44
240078 6/30/10 USD 35.047 1.000 28,037.44 28,037.44
---------------- --------- ---------------- ------------ ---------------- --------------
26,000.00 868,115.14 868,115.14
868,115.14 868,115.14
8 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 5/26/10 60 CIA SIDERBURGICA NACL 11,100.00 160,148.58 160,148.58
250732 6/01/10 USD 14.428 1.000 160,148.58 160,148.58
PUR 5/26/10 60 VALE SA ADR 15,000.00 397,683.00 397,683.00
250850 6/01/10 USD 26.512 1.000 397,683.00 397,683.00
PUR 5/27/10 60 BANCO DO BRASIL SA 4,300.00 176.74 114,093.07 114,093.07
240056 6/01/10 BRL GT2PQR 26.458 1.831 62,301.68 62,301.68
PUR 5/27/10 60 BANCO DO BRASIL SA 3,700.00 123.87 96,967.89 96,967.89
240056 6/01/10 BRL GT2PQR 26.146 1.831 52,950.30 52,950.30
PUR 5/27/10 60 CIA SIDERBURGICA NACL 15,100.00 228,034.16 228,034.16
250732 6/02/10 USD 15.102 1.000 228,034.16 228,034.16
PUR 5/27/10 60 CIELO SA (FMLY COMP BR 3,700.00 150.45 97,116.35 97,116.35
247595 6/01/10 BRL GT2PNX 26.173 1.831 53,031.37 53,031.37
PUR 5/27/10 60 VALE SA ADR 11,200.00 301,430.08 301,430.08
250850 6/02/10 USD 26.913 1.000 301,430.08 301,430.08
PUR 5/28/10 60 CIA SIDERBURGICA NACL 7,600.00 114,544.16 114,544.16
250732 6/03/10 USD 15.072 1.000 114,544.16 114,544.16
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: 72
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 5/28/10 60 ULTRAPAR PARTICIPACOES 2,000.00 222.02 162,361.69 162,361.69
251794 6/02/10 BRL GT2PNX 80.978 1.824 89,028.73 89,028.73
PUR 6/01/10 60 BANCO DO BRASIL SA 7,100.00 291.03 186,672.41 186,672.41
240056 6/07/10 BRL GT2QEJ 26.217 1.820 102,584.17 102,584.17
PUR 6/01/10 60 CIA SIDERBURGICA NACL 4,400.00 65,681.00 65,681.00
250732 6/04/10 USD 14.928 1.000 65,681.00 65,681.00
PUR 6/02/10 60 BANCO DO BRASIL SA 2,400.00 97.44 62,953.00 62,953.00
240056 6/08/10 BRL GT2QCH 26.156 1.833 34,344.24 34,344.24
PUR 6/04/10 60 BANCO DO BRASIL SA 2,400.00 99.05 64,208.88 64,208.88
240056 6/09/10 BRL GT2RFL 26.678 1.839 34,915.11 34,915.11
PUR 6/04/10 60 CIA SIDERBURGICA NACL 4,300.00 63,238.38 63,238.38
250732 6/09/10 USD 14.707 1.000 63,238.38 63,238.38
PUR 6/04/10 60 CIA SIDERBURGICA NACL 40,200.00 579,921.18 579,921.18
250732 6/09/10 USD 14.426 1.000 579,921.18 579,921.18
PUR 6/04/10 60 ULTRAPAR PARTICIPACOES 900.00 100.30 73,964.11 73,964.11
251794 6/09/10 BRL GT2QCJ 81.977 1.839 40,219.74 40,219.74
PUR 6/04/10 60 VALE SA ADR 2,400.00 63,816.72 63,816.72
250850 6/09/10 USD 26.590 1.000 63,816.72 63,816.72
PUR 6/07/10 60 BANCO DO BRASIL SA 5,900.00 240.11 158,236.74 158,236.74
240056 6/10/10 BRL GT2RHL 26.744 1.870 84,636.68 84,636.68
PUR 6/07/10 60 CIA SIDERBURGICA NACL 11,100.00 156,443.40 156,443.40
250732 6/10/10 USD 14.094 1.000 156,443.40 156,443.40
PUR 6/08/10 60 BANCO DO BRASIL SA 4,500.00 181.48 119,783.32 119,783.32
240056 6/11/10 BRL GT2RFJ 26.543 1.873 63,969.73 63,969.73
PUR 6/09/10 60 ULTRAPAR PARTICIPACOES 1,800.00 202.77 149,672.09 149,672.09
251794 6/14/10 BRL GT2RFJ 82.944 1.841 81,308.18 81,308.18
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 73
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/10/10 60 BANCO DO BRASIL SA 800.00 15.84 21,454.42 21,454.42
240056 6/15/10 BRL GT2RFL 26.782 1.819 11,794.62 11,794.62
PUR 6/11/10 60 BANCO DO BRASIL SA 3,800.00 159.59 101,656.05 101,656.05
240056 6/16/10 BRL GT2RHL 26.676 1.807 56,253.69 56,253.69
PUR 6/14/10 60 ULTRAPAR PARTICIPACOES 1,900.00 222.66 160,779.95 160,779.95
251794 6/17/10 BRL GT2RUZ 84.410 1.801 89,287.47 89,287.47
PUR 6/15/10 60 BANCO DO BRASIL SA 2,000.00 87.02 55,020.49 55,020.49
240056 6/18/10 BRL GT2RSV 27.432 1.794 30,672.59 30,672.59
PUR 6/16/10 60 BANCO DO BRASIL SA 600.00 26.16 16,507.71 16,507.71
240056 6/21/10 BRL GT2RUZ 27.435 1.790 9,223.21 9,223.21
PUR 6/16/10 60 ULTRAPAR PARTICIPACOES 100.00 11.69 8,390.93 8,390.93
251794 6/21/10 BRL GT2RUX 83.700 1.790 4,688.19 4,688.19
PUR 6/17/10 60 BANCO DO BRASIL SA 1,500.00 65.59 41,232.57 41,232.57
240056 6/22/10 BRL GT2RUZ 27.410 1.783 23,121.50 23,121.50
PUR 6/17/10 60 ULTRAPAR PARTICIPACOES 2,500.00 291.96 208,780.90 208,780.90
251794 6/22/10 BRL GT2RSV 83.304 1.783 117,075.59 117,075.59
PUR 6/18/10 60 BANCO DO BRASIL SA 700.00 30.76 19,221.37 19,221.37
240056 6/23/10 BRL GT2RSV 27.381 1.773 10,841.77 10,841.77
PUR 6/23/10 60 BANCO DO BRASIL SA 500.00 21.84 13,824.83 13,824.83
240056 6/28/10 BRL GT2SJD 27.571 1.796 7,695.85 7,695.85
PUR 6/24/10 60 BANCO DO BRASIL SA 200.00 8.65 5,463.20 5,463.20
240056 6/29/10 BRL GT2SJD 27.239 1.792 3,048.66 3,048.66
PUR 6/24/10 60 ULTRAPAR PARTICIPACOES 400.00 48.06 34,534.96 34,534.96
251794 6/29/10 BRL GT2SJD 86.122 1.792 19,271.74 19,271.74
PUR 6/25/10 60 BANCO DO BRASIL SA 1,300.00 56.62 35,656.42 35,656.42
240056 6/30/10 BRL GT2SL1 27.350 1.787 19,958.81 19,958.81
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 74
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/25/10 60 ULTRAPAR PARTICIPACOES 500.00 60.59 43,409.75 43,409.75
251794 6/30/10 BRL GT2SJF 86.603 1.786 24,298.77 24,298.77
---------------- --------- ---------------- ------------ ---------------- --------------
177,900.00 2,992.29 4,182,903.76 4,182,903.76
3,257,463.05 3,257,463.05
35 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 5/27/10 60 GPO MEXICO SA SER B 35,000.00 167.82 1,081,706.09 1,081,706.09
247974 6/01/10 MXN GT2PNX 30.844 12.865 84,078.05 84,078.05
PUR 5/27/10 60 GPO MEXICO SA SER B 35,000.00 209.14 1,078,944.13 1,078,944.13
247974 6/01/10 MXN GT2PNT 30.750 12.865 83,863.37 83,863.37
PUR 5/28/10 60 GPO MEXICO SA SER B 19,300.00 92.16 594,489.84 594,489.84
247974 6/02/10 MXN GT2PNX 30.741 12.875 46,173.61 46,173.61
PUR 5/28/10 60 GPO MEXICO SA SER B 14,500.00 41.91 450,180.22 450,180.22
247974 6/02/10 MXN GT2PNX 31.010 12.875 34,965.18 34,965.18
PUR 6/01/10 60 GPO MEXICO SA SER B 43,500.00 204.31 1,316,789.42 1,316,789.42
247974 6/04/10 MXN GT2QEL 30.211 12.864 102,359.18 102,359.18
PUR 6/04/10 60 GPO MEXICO SA SER B 41,500.00 239.26 1,231,566.69 1,231,566.69
247974 6/09/10 MXN GT2QEJ 29.602 12.836 95,944.80 95,944.80
PUR 6/04/10 60 GPO MEXICO SA SER B 23,200.00 108.14 695,430.00 695,430.00
247974 6/09/10 MXN GT2QCJ 29.916 12.836 54,177.25 54,177.25
PUR 6/07/10 60 GPO MEXICO SA SER B 21,400.00 119.32 619,274.59 619,274.59
247974 6/10/10 MXN GT2RHN 28.866 12.943 47,847.77 47,847.77
---------------- --------- ---------------- ------------ ---------------- --------------
233,400.00 1,182.06 7,068,380.98 7,068,380.98
549,409.21 549,409.21
8 TRANSACTIONS IN COUNTRY: MEXICO (7800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 75
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 5/26/10 60 BRITISH AMERICAN TOBAC 4,700.00 73.32 201,457.73 201,457.73
239832 6/01/10 MYR GT2PQP 42.812 3.317 60,734.92 60,734.92
PUR 5/27/10 60 BRITISH AMERICAN TOBAC 700.00 20.28 29,869.59 29,869.59
239832 6/02/10 MYR GT2PQR 42.575 3.294 9,067.88 9,067.88
PUR 6/11/10 60 BRITISH AMERICAN TOBAC 300.00 7.27 13,252.05 13,252.05
239832 6/16/10 MYR GT2RFL 44.094 3.281 4,039.03 4,039.03
PUR 6/11/10 60 BRITISH AMERICAN TOBAC 300.00 7.27 13,245.74 13,245.74
239832 6/16/10 MYR GT2RUX 44.073 3.281 4,037.10 4,037.10
PUR 6/16/10 60 BRITISH AMERICAN TOBAC 600.00 18.06 26,480.21 26,480.21
239832 6/21/10 MYR GT2RSX 44.036 3.259 8,125.26 8,125.26
PUR 6/17/10 60 BRITISH AMERICAN TOBAC 400.00 12.40 17,631.71 17,631.71
239832 6/22/10 MYR GT2RUX 43.978 3.265 5,400.22 5,400.22
PUR 6/17/10 60 BRITISH AMERICAN TOBAC 700.00 19.72 30,843.38 30,843.38
239832 6/22/10 MYR GT2RUX 43.970 3.265 9,446.67 9,446.67
---------------- --------- ---------------- ------------ ---------------- --------------
7,700.00 158.32 332,780.41 332,780.41
100,851.08 100,851.08
7 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
PUR 5/28/10 60 OIL + GAS DEVELOPMENT 43,700.00 220.69 5,854,081.23 5,854,081.23
249826 6/01/10 PKR GT2PNX 133.531 85.140 68,758.29 68,758.29
PUR 5/31/10 60 OIL + GAS DEVELOPMENT 1,300.00 6.52 173,050.75 173,050.75
249826 6/02/10 PKR GT2QCH 132.689 85.220 2,030.64 2,030.64
PUR 6/01/10 60 OIL + GAS DEVELOPMENT 1,800.00 8.84 235,041.86 235,041.86
249826 6/03/10 PKR GT2QCH 130.160 85.320 2,754.83 2,754.83
PUR 6/02/10 60 OIL + GAS DEVELOPMENT 8,800.00 44.49 1,182,956.41 1,182,956.41
249826 6/04/10 PKR GT2QEL 133.995 85.350 13,860.06 13,860.06
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: 76
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/03/10 60 OIL + GAS DEVELOPMENT 4,400.00 22.44 595,204.64 595,204.64
249826 6/07/10 PKR GT2QCJ 134.840 85.150 6,990.07 6,990.07
PUR 6/04/10 60 OIL + GAS DEVELOPMENT 1,500.00 7.63 203,108.26 203,108.26
249826 6/08/10 PKR GT2QCH 134.971 85.400 2,378.32 2,378.32
PUR 6/14/10 60 OIL + GAS DEVELOPMENT 16,300.00 76.39 2,031,086.69 2,031,086.69
249826 6/16/10 PKR GT2RUZ 124.207 85.340 23,799.94 23,799.94
PUR 6/15/10 60 OIL + GAS DEVELOPMENT 1,500.00 7.19 191,317.77 191,317.77
249826 6/17/10 PKR GT2RSV 127.136 85.350 2,241.57 2,241.57
PUR 6/16/10 60 OIL + GAS DEVELOPMENT 500.00 2.41 64,168.01 64,168.01
249826 6/18/10 PKR GT2RSV 127.924 85.350 751.82 751.82
PUR 6/21/10 60 OIL + GAS DEVELOPMENT 2,700.00 13.58 361,272.34 361,272.34
249826 6/23/10 PKR GT2SJD 133.375 85.400 4,230.36 4,230.36
---------------- --------- ---------------- ------------ ---------------- --------------
82,500.00 410.18 10,891,287.96 10,891,287.96
127,795.90 127,795.90
10 TRANSACTIONS IN COUNTRY: PAKISTAN (8950)
PUR 5/27/10 60 URALKALI JSC NPV GDR 1,178.00 24.01 20,030.34 20,030.34
248070 6/02/10 USD GT2PNX 16.983 1.000 20,030.34 20,030.34
---------------- --------- ---------------- ------------ ---------------- --------------
1,178.00 24.01 20,030.34 20,030.34
20,030.34 20,030.34
1 TRANSACTION IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
1,153,270.00 21,921.842,283,487,254.13 2,283,487,254.13
11,789,819.52 11,789,819.52
133 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240)
--------------------------------
PUR 5/28/10 60 USINAS SIDER MINAS GER 11,900.00 482.00 309,851.82 309,851.82
245414 6/02/10 BRL GT2PQP 25.964 1.824 169,902.85 169,902.85
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 77
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
11,900.00 482.00 309,851.82 309,851.82
169,902.85 169,902.85
1 TRANSACTION IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
11,900.00 482.00 309,851.82 309,851.82
169,902.85 169,902.85
1 TRANSACTION IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
1,165,170.00 22,403.842,283,797,105.95 2,283,797,105.95
11,959,722.37 11,959,722.37
134 "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: 78
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
SALE 6/25/10 60 CFAO SA NPV 66,354.00 1,437,227.64 1,836,593.64 -399,366.00
249999 6/30/10 EUR S27527 21.660 .813 1,766,927.47 2,703,218.49 -936,291.02
---------------- --------- ---------------- ------------ ---------------- --------------
66,354.00 1,437,227.64 1,836,593.64 -399,366.00
1,766,927.47 2,703,218.49 -936,291.02
1 TRANSACTION IN COUNTRY: FRANCE ( 400)
SALE 6/23/10 60 KOC HOLDING AS 45,031.00 397.01 249,795.84 180,724.70 69,071.14
247977 6/25/10 TRY GT2SL5 5.561 1.577 158,409.44 120,808.93 37,600.51
SALE 6/23/10 60 KOC HOLDING AS 6,070.00 53.89 33,907.02 24,360.97 9,546.05
247977 6/25/10 TRY GT2SL5 5.600 1.577 21,502.33 16,284.56 5,217.77
SALE 6/24/10 60 KOC HOLDING AS 3,796.00 33.06 20,825.80 15,234.64 5,591.16
247977 6/28/10 TRY GT2SJD 5.500 1.579 13,188.40 10,183.89 3,004.51
SALE 6/28/10 60 KOC HOLDING AS 20,446.00 178.94 112,171.87 82,056.74 30,115.13
247977 6/30/10 TRY GT2T9J 5.500 1.571 71,397.03 54,852.42 16,544.61
---------------- --------- ---------------- ------------ ---------------- --------------
75,343.00 662.90 416,700.53 302,377.05 114,323.48
264,497.20 202,129.80 62,367.40
4 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 6/18/10 60 WOONGJIN COWAY CO LTD 1,070.00 198.06 43,062,459.00 33,786,007.07 9,276,451.93
240084 6/22/10 KRW GT2RUZ 40467.8 1202.40 35,813.75 31,251.70 4,562.05
SALE 6/21/10 60 WOONGJIN COWAY CO LTD 2,360.00 457.59 96,955,521.00 74,518,669.79 22,436,851.21
240084 6/23/10 KRW GT2SJN 41310.0 1171.80 82,740.67 68,928.98 13,811.69
SALE 6/22/10 60 WOONGJIN COWAY CO LTD 1,920.00 368.96 78,850,492.00 60,625,358.47 18,225,133.53
240084 6/24/10 KRW GT2SL5 41295.0 1181.90 66,715.03 56,077.81 10,637.22
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 79
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/23/10 60 WOONGJIN COWAY CO LTD 370.00 70.26 15,086,575.00 11,683,011.79 3,403,563.21
240084 6/25/10 KRW GT2SL5 41000.0 1187.47 12,704.81 10,806.66 1,898.15
SALE 6/24/10 60 HYUNDAI MOBIS KRW 5000 1,400.00 1,309.18 281,370,123.00 231,695,265.10 49,674,857.90
251607 6/28/10 KRW GT2SL1 202090. 1188.60 236,723.98 207,733.69 28,990.29
SALE 6/24/10 60 WOONGJIN COWAY CO LTD 350.00 66.21 14,229,689.00 11,051,497.64 3,178,191.36
240084 6/28/10 KRW GT2SL1 40881.1 1188.60 11,971.81 10,222.52 1,749.29
SALE 6/24/10 60 WOONGJIN COWAY CO LTD 380.00 72.10 15,496,410.00 11,998,768.86 3,497,641.14
240084 6/28/10 KRW GT2SJD 41005.5 1188.60 13,037.53 11,098.73 1,938.80
SALE 6/25/10 60 HYUNDAI MOBIS KRW 5000 1,700.00 1,559.77 342,701,300.00 281,344,250.47 61,357,049.53
251607 6/29/10 KRW GT2SJF 202703. 1215.10 282,035.47 252,248.05 29,787.42
SALE 6/25/10 60 WOONGJIN COWAY CO LTD 690.00 126.43 27,777,920.00 21,787,238.20 5,990,681.80
240084 6/29/10 KRW GT2SJF 40480.4 1215.10 22,860.60 20,152.96 2,707.64
SALE 6/28/10 60 HYUNDAI MOBIS KRW 5000 600.00 406.42 121,610,627.00 99,297,970.75 22,312,656.25
251607 6/30/10 KRW GT2T9J 203498. 1201.70 101,198.82 89,028.72 12,170.10
SALE 6/28/10 60 WOONGJIN COWAY CO LTD 960.00 131.71 39,410,065.00 30,312,679.24 9,097,385.76
240084 6/30/10 KRW GT2T9H 41217.0 1201.70 32,795.26 28,038.91 4,756.35
---------------- --------- ---------------- ------------ ---------------- --------------
11,800.00 4,766.691,076,551,181.00 868,100,717.38 208,450,463.62
898,597.73 785,588.73 113,009.00
11 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 5/26/10 60 INDOFOOD SUKSES MAKMUR 41,000.00 141,023,845.00 139,133,910.46 1,889,934.54
249825 6/01/10 IDR GT2PQR 3439.60 9309.99 15,147.57 14,832.03 315.54
SALE 5/27/10 60 INDOFOOD SUKSES MAKMUR 41,000.00 143,881,354.00 139,133,910.46 4,747,443.54
249825 6/02/10 IDR GT2PNX 3509.30 9254.99 15,546.34 14,832.03 714.31
SALE 5/31/10 60 INDOFOOD SUKSES MAKMUR 129,500.00 466,959,569.00 439,459,546.45 27,500,022.55
249825 6/03/10 IDR GT2QCH 3605.86 9169.99 50,922.53 46,847.51 4,075.02
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 80
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 5/31/10 60 INDOFOOD SUKSES MAKMUR 76,000.00 136.83 274,032,441.00 257,906,760.85 16,125,680.15
249825 6/03/10 IDR GT2QEL 3622.20 9170.00 29,883.58 27,493.52 2,390.06
SALE 6/01/10 60 INDOFOOD SUKSES MAKMUR 1,500.00 2.69 5,450,198.00 5,090,265.02 359,932.98
249825 6/04/10 IDR GT2QEL 3650.00 9209.99 591.77 542.64 49.13
SALE 6/01/10 60 INDOFOOD SUKSES MAKMUR 17,000.00 30.33 61,005,663.00 57,689,670.19 3,315,992.81
249825 6/04/10 IDR GT2QEJ 3605.00 9210.00 6,623.85 6,149.87 473.98
SALE 6/03/10 60 INDOFOOD SUKSES MAKMUR 45,500.00 164,346,930.00 154,404,705.51 9,942,224.49
249825 6/08/10 IDR GT2QEL 3612.02 9185.00 17,892.97 16,459.94 1,433.03
SALE 6/03/10 60 INDOFOOD SUKSES MAKMUR 46,000.00 80.49 166,135,905.00 156,101,460.51 10,034,444.49
249825 6/08/10 IDR GT2QEJ 3627.72 9185.00 18,087.74 16,640.81 1,446.93
SALE 6/03/10 60 INDOFOOD SUKSES MAKMUR 68,500.00 247,528,593.00 232,455,435.77 15,073,157.23
249825 6/08/10 IDR GT2QEL 3613.55 9185.00 26,949.22 24,780.34 2,168.88
SALE 6/04/10 60 INDOFOOD SUKSES MAKMUR 30,500.00 53.75 110,831,830.00 103,502,055.34 7,329,774.66
249825 6/09/10 IDR GT2QEJ 3650.00 9175.00 12,079.76 11,033.58 1,046.18
SALE 6/04/10 60 INDOFOOD SUKSES MAKMUR 68,500.00 123.45 248,892,387.00 232,455,435.77 16,436,951.23
249825 6/09/10 IDR GT2QCJ 3650.00 9174.99 27,127.24 24,780.34 2,346.90
SALE 6/08/10 60 INDOFOOD SUKSES MAKMUR 41,000.00 148,972,086.00 139,133,910.46 9,838,175.54
249825 6/11/10 IDR GT2RHN 3633.46 9240.00 16,122.52 14,832.03 1,290.49
SALE 6/09/10 60 INDOFOOD SUKSES MAKMUR 76,500.00 281,767,784.00 259,603,515.86 22,164,268.14
249825 6/14/10 IDR GT2RFJ 3683.23 9244.99 30,477.86 27,674.40 2,803.46
SALE 6/09/10 60 INDOFOOD SUKSES MAKMUR 46,000.00 83.40 169,428,994.00 156,101,460.51 13,327,533.49
249825 6/14/10 IDR GT2RFJ 3700.00 9245.00 18,326.55 16,640.81 1,685.74
SALE 6/09/10 60 INDOFOOD SUKSES MAKMUR 34,000.00 62.02 125,226,604.00 115,379,340.38 9,847,263.62
249825 6/14/10 IDR GT2RFJ 3700.00 9245.00 13,545.33 12,299.73 1,245.60
SALE 6/10/10 60 INDOFOOD SUKSES MAKMUR 181,000.00 680,242,683.00 614,225,312.02 66,017,370.98
249825 6/15/10 IDR GT2RFJ 3758.24 9230.00 73,699.10 65,477.99 8,221.11
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: 81
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/10/10 60 INDOFOOD SUKSES MAKMUR 30,500.00 56.77 114,430,283.00 103,502,055.34 10,928,227.66
249825 6/15/10 IDR GT2RHN 3768.99 9229.99 12,397.65 11,033.58 1,364.07
SALE 6/11/10 60 INDOFOOD SUKSES MAKMUR 45,500.00 84.73 174,988,927.00 154,404,705.51 20,584,221.49
249825 6/16/10 IDR GT2RFJ 3863.02 9190.00 19,041.23 16,459.94 2,581.29
SALE 6/11/10 60 INDOFOOD SUKSES MAKMUR 30,500.00 58.44 117,285,189.00 103,502,055.34 13,783,133.66
249825 6/16/10 IDR GT2RFJ 3863.02 9190.00 12,762.26 11,033.58 1,728.68
SALE 6/11/10 60 INDOFOOD SUKSES MAKMUR 122,000.00 468,521,066.00 414,008,221.36 54,512,844.64
249825 6/16/10 IDR GT2RFL 3840.33 9190.00 50,981.62 44,134.33 6,847.29
SALE 6/14/10 60 INDOFOOD SUKSES MAKMUR 87,300.00 336,298,183.00 296,253,423.98 40,044,759.02
249825 6/17/10 IDR GT2RUZ 3852.21 9162.99 36,701.76 31,581.37 5,120.39
---------------- --------- ---------------- ------------ ---------------- --------------
1,259,300.00 772.904,647,250,514.00 4,273,447,157.09 373,803,356.91
504,908.45 455,560.37 49,348.08
21 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 5/25/10 60 NEDBANK GROUP LTD 3,216.00 21.58 427,895.84 339,392.41 88,503.43
239838 6/01/10 ZAR GT2PNX 133.106 7.974 53,660.03 43,537.79 10,122.24
SALE 5/25/10 60 SANLAM LTD 22,976.00 26.66 528,534.13 445,579.12 82,955.01
239837 6/01/10 ZAR GT2PQP 23.013 7.974 66,280.52 57,213.86 9,066.66
SALE 5/25/10 60 STANDARD BANK GROUP LT 9,842.00 52.24 1,035,924.34 983,127.87 52,796.47
247879 6/01/10 ZAR GT2PQR 105.298 7.974 129,909.50 125,815.54 4,093.96
SALE 5/26/10 60 NEDBANK GROUP LTD 18,990.00 132.71 2,528,570.74 2,004,061.51 524,509.23
239838 6/02/10 ZAR GT2PNT 133.206 7.662 329,992.92 257,084.16 72,908.76
SALE 5/26/10 60 SANLAM LTD 95,100.00 115.35 2,197,780.59 1,844,297.27 353,483.32
239837 6/02/10 ZAR GT2PNT 23.120 7.662 286,822.92 236,813.98 50,008.94
SALE 5/26/10 60 STANDARD BANK GROUP LT 44,160.00 245.59 4,679,263.66 4,411,189.47 268,074.19
247879 6/02/10 ZAR GT2PNX 106.004 7.663 610,670.62 564,520.87 46,149.75
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: 82
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 5/27/10 60 NEDBANK GROUP LTD 4,639.00 32.58 620,542.35 489,565.11 130,977.24
239838 6/03/10 ZAR GT2PNX 133.820 7.659 81,017.10 62,802.18 18,214.92
SALE 5/27/10 60 SANLAM LTD 34,496.00 42.26 804,826.77 668,989.26 135,837.51
239837 6/03/10 ZAR GT2PNT 23.340 7.659 105,077.00 85,900.47 19,176.53
SALE 5/27/10 60 STANDARD BANK GROUP LT 26,183.00 146.36 2,787,449.67 2,615,447.78 172,001.89
247879 6/03/10 ZAR GT2PNT 106.503 7.659 363,925.33 334,711.28 29,214.05
SALE 5/28/10 60 NEDBANK GROUP LTD 3,282.00 23.42 442,019.56 346,357.55 95,662.01
239838 6/04/10 ZAR GT2PQP 134.734 7.590 58,239.40 44,431.29 13,808.11
SALE 5/28/10 60 SANLAM LTD 22,766.00 28.68 541,182.88 441,506.54 99,676.34
239837 6/04/10 ZAR GT2PNX 23.781 7.590 71,304.91 56,690.93 14,613.98
SALE 5/28/10 60 STANDARD BANK GROUP LT 8,069.00 46.00 868,060.08 806,021.01 62,039.07
247879 6/04/10 ZAR GT2PNX 107.623 7.590 114,373.44 103,150.34 11,223.10
SALE 5/31/10 60 SANLAM LTD 3,354.00 4.17 79,652.64 65,044.93 14,607.71
239837 6/07/10 ZAR GT2QCH 23.758 7.685 10,364.82 8,351.99 2,012.83
SALE 5/31/10 60 STANDARD BANK GROUP LT 7,495.00 41.49 792,900.95 748,683.54 44,217.41
247879 6/07/10 ZAR GT2QCJ 105.833 7.685 103,176.48 95,812.59 7,363.89
SALE 6/01/10 60 NEDBANK GROUP LTD 1,221.00 8.42 160,859.94 128,855.14 32,004.80
239838 6/08/10 ZAR GT2QCH 131.797 7.685 20,931.40 16,529.74 4,401.66
SALE 6/01/10 60 SANLAM LTD 10,970.00 13.26 253,373.11 212,743.86 40,629.25
239837 6/08/10 ZAR GT2QEL 23.106 7.685 32,969.40 27,317.03 5,652.37
SALE 6/01/10 60 STANDARD BANK GROUP LT 10,257.00 56.28 1,075,492.93 1,024,582.66 50,910.27
247879 6/08/10 ZAR GT2QCJ 104.897 7.685 139,945.21 131,120.71 8,824.50
SALE 6/02/10 60 NEDBANK GROUP LTD 446.00 3.08 58,848.42 47,067.48 11,780.94
239838 6/09/10 ZAR GT2QEJ 132.000 7.695 7,648.02 6,037.89 1,610.13
SALE 6/02/10 60 SANLAM LTD 32,929.00 39.90 763,313.24 638,600.05 124,713.19
239837 6/09/10 ZAR GT2QEL 23.190 7.695 99,201.16 81,998.40 17,202.76
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: 83
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/02/10 60 STANDARD BANK GROUP LT 22,877.00 127.51 2,439,699.64 2,285,207.91 154,491.73
247879 6/09/10 ZAR GT2QCJ 106.687 7.695 317,066.47 292,448.91 24,617.56
SALE 6/03/10 60 NEDBANK GROUP LTD 1,370.00 9.59 182,268.48 144,579.48 37,689.00
239838 6/10/10 ZAR GT2QCJ 133.096 7.643 23,846.52 18,546.88 5,299.64
SALE 6/03/10 60 SANLAM LTD 15,874.00 19.66 373,733.20 307,848.32 65,884.88
239837 6/10/10 ZAR GT2QEL 23.553 7.643 48,896.20 39,528.76 9,367.44
SALE 6/03/10 60 STANDARD BANK GROUP LT 12,217.00 69.61 1,322,911.15 1,220,369.15 102,542.00
247879 6/10/10 ZAR GT2QCJ 108.328 7.643 173,078.89 156,176.44 16,902.45
SALE 6/04/10 60 NEDBANK GROUP LTD 1,431.00 9.82 189,436.16 151,016.96 38,419.20
239838 6/11/10 ZAR GT2QCJ 132.434 7.758 24,419.11 19,372.69 5,046.42
SALE 6/04/10 60 SANLAM LTD 13,177.00 16.00 308,551.09 255,544.74 53,006.35
239837 6/11/10 ZAR GT2QCH 23.425 7.758 39,773.53 32,812.81 6,960.72
SALE 6/04/10 60 STANDARD BANK GROUP LT 3,422.00 18.97 365,926.77 341,827.23 24,099.54
247879 6/11/10 ZAR GT2QEL 106.977 7.758 47,169.49 43,745.25 3,424.24
SALE 6/07/10 60 SANLAM LTD 1,223.00 1.45 28,153.99 23,717.93 4,436.06
239837 6/14/10 ZAR GT2RHN 23.030 7.811 3,604.63 3,045.46 559.17
SALE 6/07/10 60 STANDARD BANK GROUP LT 468.00 2.51 48,652.57 46,749.02 1,903.55
247879 6/14/10 ZAR GT2RHL 104.000 7.811 6,229.12 5,982.69 246.43
SALE 6/08/10 60 SANLAM LTD 23,668.00 27.25 525,395.82 458,999.24 66,396.58
239837 6/15/10 ZAR GT2RFL 22.208 7.752 67,771.15 58,937.05 8,834.10
SALE 6/09/10 60 SANLAM LTD 5,642.00 6.62 127,242.51 109,416.67 17,825.84
239837 6/17/10 ZAR GT2RFJ 22.562 7.724 16,472.59 14,049.47 2,423.12
SALE 6/09/10 60 STANDARD BANK GROUP LT 2,046.00 10.97 210,654.10 204,377.12 6,276.98
247879 6/17/10 ZAR GT2RHN 103.000 7.725 27,270.90 26,155.11 1,115.79
SALE 6/10/10 60 NEDBANK GROUP LTD 258.00 1.71 32,797.19 27,227.38 5,569.81
239838 6/18/10 ZAR GT2RFL 127.172 7.707 4,255.67 3,492.77 762.90
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: 84
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/10/10 60 SANLAM LTD 6,994.00 8.39 160,774.26 135,636.33 25,137.93
239837 6/18/10 ZAR GT2RHN 22.997 7.707 20,861.62 17,416.16 3,445.46
SALE 6/10/10 60 STANDARD BANK GROUP LT 9,429.00 50.82 973,828.67 941,872.86 31,955.81
247879 6/18/10 ZAR GT2RFJ 103.322 7.707 126,361.31 120,535.94 5,825.37
SALE 6/11/10 60 SANLAM LTD 3,049.00 3.65 70,101.25 59,129.99 10,971.26
239837 6/21/10 ZAR GT2RHL 23.001 7.716 9,084.94 7,592.49 1,492.45
SALE 6/11/10 60 STANDARD BANK GROUP LT 2,770.00 15.00 287,839.32 276,698.25 11,141.07
247879 6/21/10 ZAR GT2RFL 103.955 7.716 37,303.25 35,410.39 1,892.86
SALE 6/14/10 60 NEDBANK GROUP LTD 6,798.00 45.49 863,047.86 717,409.70 145,638.16
239838 6/22/10 ZAR GT2RUX 127.007 7.631 113,102.06 92,030.44 21,071.62
SALE 6/14/10 60 SANLAM LTD 17,541.00 21.45 407,087.44 340,176.85 66,910.59
239837 6/22/10 ZAR GT2RSV 23.217 7.631 53,348.64 43,679.85 9,668.79
SALE 6/14/10 60 STANDARD BANK GROUP LT 4,652.00 44.68 486,746.70 464,693.24 22,053.46
247879 6/22/10 ZAR GT2RSX 104.705 7.631 63,787.95 59,469.00 4,318.95
SALE 6/14/10 60 STANDARD BANK GROUP LT 20,540.00 113.61 2,155,617.43 2,051,762.49 103,854.94
247879 6/22/10 ZAR GT2RUX 104.990 7.631 282,492.75 262,573.79 19,918.96
SALE 6/15/10 60 NEDBANK GROUP LTD 5,009.00 33.90 640,630.89 528,612.12 112,018.77
239838 6/23/10 ZAR GT2RSV 127.947 7.600 84,289.10 67,811.19 16,477.91
SALE 6/15/10 60 SANLAM LTD 32,631.00 40.71 769,446.06 632,820.86 136,625.20
239837 6/23/10 ZAR GT2RSV 23.590 7.600 101,237.57 81,256.33 19,981.24
SALE 6/15/10 60 STANDARD BANK GROUP LT 24,180.00 134.88 2,549,026.70 2,415,365.97 133,660.73
247879 6/23/10 ZAR GT2RSX 105.461 7.600 335,380.60 309,105.86 26,274.74
SALE 6/17/10 60 NEDBANK GROUP LTD 7,984.00 54.23 1,022,494.88 842,571.20 179,923.68
239838 6/24/10 ZAR GT2RSV 128.120 7.583 134,836.86 108,086.36 26,750.50
SALE 6/17/10 60 SANLAM LTD 39,128.00 49.57 934,693.31 758,818.76 175,874.55
239837 6/24/10 ZAR GT2RSV 23.898 7.583 123,258.43 97,434.88 25,823.55
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 85
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/17/10 60 STANDARD BANK GROUP LT 25,122.00 142.25 2,682,375.42 2,509,463.35 172,912.07
247879 6/24/10 ZAR GT2RSX 106.817 7.583 353,726.05 321,147.94 32,578.11
SALE 6/18/10 60 NEDBANK GROUP LTD 597.00 4.10 76,444.60 63,002.88 13,441.72
239838 6/25/10 ZAR GT2RSV 128.099 7.503 10,188.67 8,082.11 2,106.56
SALE 6/18/10 60 SANLAM LTD 19,065.00 24.33 454,004.82 369,732.15 84,272.67
239837 6/25/10 ZAR GT2RUX 23.823 7.503 60,510.58 47,474.85 13,035.73
SALE 6/18/10 60 STANDARD BANK GROUP LT 13,804.00 78.11 1,457,280.60 1,378,896.27 78,384.33
247879 6/25/10 ZAR GT2RSV 105.612 7.503 194,228.98 176,463.91 17,765.07
SALE 6/21/10 60 NEDBANK GROUP LTD 5,214.00 35.90 667,610.50 550,246.27 117,364.23
239838 6/28/10 ZAR GT2SL5 128.093 7.479 89,259.90 70,586.46 18,673.44
SALE 6/21/10 60 SANLAM LTD 17,879.00 22.97 427,139.91 346,731.77 80,408.14
239837 6/28/10 ZAR GT2SJD 23.900 7.479 57,108.85 44,521.53 12,587.32
SALE 6/22/10 60 NEDBANK GROUP LTD 4,275.00 29.13 547,022.75 451,151.29 95,871.46
239838 6/29/10 ZAR GT2SJF 128.010 7.552 72,436.07 57,874.40 14,561.67
SALE 6/22/10 60 SANLAM LTD 74,944.00 94.96 1,783,159.93 1,453,407.09 329,752.84
239837 6/29/10 ZAR GT2SL1 23.803 7.552 236,123.83 186,622.36 49,501.47
SALE 6/23/10 60 NEDBANK GROUP LTD 451.00 3.08 57,729.77 47,595.14 10,134.63
239838 6/30/10 ZAR GT2SJD 128.055 7.545 7,651.60 6,105.58 1,546.02
SALE 6/23/10 60 SANLAM LTD 77,039.00 489.36 1,842,354.95 1,494,035.94 348,319.01
239837 6/30/10 ZAR GT2SJD 23.963 7.545 244,188.71 191,839.25 52,349.46
SALE 6/23/10 60 SANLAM LTD 31,351.00 40.03 751,021.55 607,997.52 143,024.03
239837 6/30/10 ZAR GT2SL5 23.965 7.545 99,541.61 78,068.93 21,472.68
---------------- --------- ---------------- ------------ ---------------- --------------
914,510.00 2,982.30 48,869,394.08 43,275,822.00 5,593,572.08
6,395,674.38 5,545,325.33 850,349.05
56 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: 86
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/11/10 60 SOUZA CRUZ SA 2,900.00 303.88 192,475.72 147,100.25 45,375.47
240069 6/16/10 BRL GT2RHN 66.560 1.807 106,510.83 82,414.60 24,096.23
SALE 6/14/10 60 SOUZA CRUZ SA 900.00 95.37 60,191.26 45,651.80 14,539.46
240069 6/17/10 BRL GT2RUX 67.070 1.801 33,426.59 25,576.94 7,849.65
SALE 6/15/10 60 SOUZA CRUZ SA 1,800.00 168.32 120,472.66 91,303.61 29,169.05
240069 6/18/10 BRL GT2RSX 67.097 1.794 67,160.59 51,153.89 16,006.70
SALE 6/15/10 60 SOUZA CRUZ SA 2,100.00 223.99 140,829.29 106,520.87 34,308.42
240069 6/18/10 BRL GT2RUX 67.253 1.794 78,508.91 59,679.53 18,829.38
SALE 6/16/10 60 SOUZA CRUZ SA 3,900.00 417.47 261,884.27 197,824.48 64,059.79
240069 6/21/10 BRL GT2RSX 67.341 1.790 146,320.41 110,833.42 35,486.99
SALE 6/17/10 60 SOUZA CRUZ SA 4,000.00 438.52 274,095.58 202,896.90 71,198.68
240069 6/22/10 BRL GT2RSV 68.719 1.783 153,701.33 113,675.31 40,026.02
SALE 6/18/10 60 SOUZA CRUZ SA 2,700.00 300.45 186,697.22 136,955.41 49,741.81
240069 6/23/10 BRL GT2RUX 69.344 1.773 105,306.12 76,730.83 28,575.29
SALE 6/21/10 60 SOUZA CRUZ SA 2,200.00 247.16 152,750.62 111,593.30 41,157.32
240069 6/24/10 BRL GT2SJD 69.630 1.763 86,627.70 62,521.42 24,106.28
SALE 6/22/10 60 SOUZA CRUZ SA 2,300.00 259.98 160,702.96 116,665.72 44,037.24
240069 6/25/10 BRL GT2SL1 70.070 1.764 91,122.11 65,363.30 25,758.81
SALE 6/23/10 60 SOUZA CRUZ SA 300.00 33.21 20,910.34 15,217.27 5,693.07
240069 6/28/10 BRL GT2SJF 69.900 1.796 11,640.14 8,525.65 3,114.49
---------------- --------- ---------------- ------------ ---------------- --------------
23,100.00 2,488.35 1,571,009.92 1,171,729.61 399,280.31
880,324.73 656,474.89 223,849.84
10 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 5/26/10 60 CELLCOM ISRAEL LTD 9,200.00 250,490.60 266,247.68 -15,757.08
247007 6/01/10 USD 27.227 1.000 250,490.60 266,247.68 -15,757.08
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: 87
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/17/10 60 ISRAEL CHEMICALS LIMIT 23,942.00 328.80 1,047,047.29 1,086,825.19 -39,777.90
239829 6/21/10 ILS GT2RUX 43.785 3.826 273,666.31 293,883.62 -20,217.31
SALE 6/17/10 60 ISRAEL CHEMICALS LIMIT 109,308.00 3,110.54 4,748,462.49 4,961,936.68 -213,474.19
239829 6/21/10 ILS GT2RSX 43.550 3.826 1,241,103.63 1,341,735.49 -100,631.86
SALE 6/28/10 60 ISRAEL CHEMICALS LIMIT 350,000.00 9,787.24 15,154,942.64 15,887,929.89 -732,987.25
239829 6/30/10 ILS GT2T9H 43.408 3.881 3,905,107.87 4,296,185.31 -391,077.44
---------------- --------- ---------------- ------------ ---------------- --------------
492,450.00 13,226.58 21,200,943.02 22,202,939.44 -1,001,996.42
5,670,368.41 6,198,052.10 -527,683.69
4 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
---------------- --------- ---------------- ------------ ---------------- --------------
2,842,857.00 24,899.725,797,296,970.19 5,210,337,336.21 586,959,633.98
16,381,298.37 16,546,349.71 -165,051.34
107 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
2,842,857.00 24,899.725,797,296,970.19 5,210,337,336.21 586,959,633.98
16,381,298.37 16,546,349.71 -165,051.34
107 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
---------------- --------- ---------------- ------------ ---------------- --------------
4,008,027.00 47,303.568,081,094,076.14 7,494,134,442.16 586,959,633.98
28,341,020.74 28,506,072.08 -165,051.34
241 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: 88
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/24/10 60 CHINA NATIONAL BUILDIN 380,000.00 1,004.21 4,919,957.17 4,919,957.17
244805 6/28/10 HKD 835092 12.927 7.778 632,515.32 632,515.32
---------------- --------- ---------------- ------------ ---------------- --------------
380,000.00 1,004.21 4,919,957.17 4,919,957.17
632,515.32 632,515.32
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 6/24/10 60 CHINA O/SE HKD0.10 592,000.00 1,910.22 9,359,756.09 9,359,756.09
252497 6/28/10 HKD 835092 15.785 7.778 1,203,300.95 1,203,300.95
---------------- --------- ---------------- ------------ ---------------- --------------
592,000.00 1,910.22 9,359,756.09 9,359,756.09
1,203,300.95 1,203,300.95
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
PUR 6/07/10 60 HYUNDAI DEVELOPMENT CO 51,530.00 2,443.691,260,399,710.00 1,260,399,710.00
246230 6/09/10 KRW 834856 24400.9 1234.90 1,020,649.21 1,020,649.21
PUR 6/07/10 60 POSCO 707.00 178.35 314,868,750.00 314,868,750.00
239562 6/09/10 KRW 834856 445047. 1234.90 254,975.10 254,975.10
PUR 6/24/10 60 SAMSUNG HEAVY INDUSTRI 64,770.00 3,169.041,573,232,215.00 1,573,232,215.00
252498 6/28/10 KRW 835092 24231.3 1188.60 1,323,601.06 1,323,601.06
---------------- --------- ---------------- ------------ ---------------- --------------
117,007.00 5,791.083,148,500,675.00 3,148,500,675.00
2,599,225.37 2,599,225.37
3 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 6/24/10 60 ADARO ENERGY TBK PT ID 2,519,000.00 5,058,544,505.00 5,058,544,505.00
252063 6/29/10 IDR 835092 2008.15 9040.00 559,573.51 559,573.51
---------------- --------- ---------------- ------------ ---------------- --------------
2,519,000.00 5,058,544,505.00 5,058,544,505.00
559,573.51 559,573.51
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: 89
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 5/26/10 60 ITAU UNIBA PFD 144A 165,605.00 2,649,680.00 2,649,680.00
252198 6/01/10 USD 834752 16.000 1.000 2,649,680.00 2,649,680.00
PUR 6/04/10 60 BROOKFIELD INCORPORACO 209,400.00 2,613.30 1,606,757.73 1,606,757.73
252235 6/09/10 BRL 834856 7.650 1.839 873,712.74 873,712.74
PUR 6/04/10 60 OGX PETROLEO E GAS PAR 49,300.00 1,304.73 802,198.23 802,198.23
241566 6/09/10 BRL 834856 16.223 1.839 436,214.37 436,214.37
PUR 6/04/10 60 USINAS SIDERURGICAS DE 36,700.00 2,630.34 1,617,237.02 1,617,237.02
252129 6/09/10 BRL 834856 43.935 1.839 879,411.10 879,411.10
PUR 6/21/10 60 BROOKFIELD INCORPORACO 5,300.00 70.50 41,561.84 41,561.84
252235 6/24/10 BRL 835059 7.818 1.763 23,570.49 23,570.49
PUR 6/25/10 60 BROOKFIELD INCORPORACO 10,700.00 138.04 82,448.29 82,448.29
252235 6/30/10 BRL 835085 7.682 1.786 46,150.74 46,150.74
---------------- --------- ---------------- ------------ ---------------- --------------
477,005.00 6,756.91 6,799,883.11 6,799,883.11
4,908,739.44 4,908,739.44
6 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 5/26/10 60 MINDRAY ME USD 0.001 A 10,626.00 632.82 317,042.16 317,042.16
252030 6/01/10 USD 834714 29.777 1.000 317,042.16 317,042.16
PUR 6/23/10 60 MINDRAY ME USD 0.001 A 12,972.00 800.91 401,254.33 401,254.33
252030 6/28/10 USD 835092 30.871 1.000 401,254.33 401,254.33
---------------- --------- ---------------- ------------ ---------------- --------------
23,598.00 1,433.73 718,296.49 718,296.49
718,296.49 718,296.49
2 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 6/04/10 60 GENOMMA LAB INTERNACIO 236,600.00 2,316.97 9,943,446.74 9,943,446.74
251015 6/09/10 MXN 834856 41.901 12.836 774,640.99 774,640.99
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: 90
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/04/10 60 GRUPO FINANCIERO BANOR 107,100.00 1,247.72 5,354,661.77 5,354,661.77
243594 6/09/10 MXN 834856 49.847 12.836 417,153.19 417,153.19
PUR 6/21/10 60 GRUPO TELEVISA SA ADR 63,709.00 2,443.81 1,224,350.58 1,224,350.58
249680 6/24/10 USD 835056 19.180 1.000 1,224,350.58 1,224,350.58
---------------- --------- ---------------- ------------ ---------------- --------------
407,409.00 6,008.50 16,522,459.09 16,522,459.09
2,416,144.76 2,416,144.76
3 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 5/27/10 60 TENAGA NASIONAL BHD MY 710,700.00 5,300.53 5,824,589.66 5,824,589.66
252166 6/02/10 MYR 834714 8.171 3.294 1,768,242.16 1,768,242.16
---------------- --------- ---------------- ------------ ---------------- --------------
710,700.00 5,300.53 5,824,589.66 5,824,589.66
1,768,242.16 1,768,242.16
1 TRANSACTION IN COUNTRY: MALAYSIA (8700)
---------------- --------- ---------------- ------------ ---------------- --------------
5,226,719.00 28,205.188,251,190,121.61 8,251,190,121.61
14,806,038.00 14,806,038.00
18 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
5,226,719.00 28,205.188,251,190,121.61 8,251,190,121.61
14,806,038.00 14,806,038.00
18 "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: 91
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/16/10 60 OTP BANK PLC 70,000.00 4,755.37 359,233,005.00 189,748,798.44 169,484,206.56
246373 6/21/10 HUF 834988 5147.34 227.310 1,580,368.82 859,092.08 721,276.74
---------------- --------- ---------------- ------------ ---------------- --------------
70,000.00 4,755.37 359,233,005.00 189,748,798.44 169,484,206.56
1,580,368.82 859,092.08 721,276.74
1 TRANSACTION IN COUNTRY: HUNGARY (2800)
SALE 5/28/10 60 SAMSUNG CO KSWN5000 48,574.00 11,014.692,423,332,361.00 2,293,036,211.92 130,296,149.08
239563 6/01/10 KRW 834755 50160.3 1194.50 2,028,742.04 1,888,209.78 140,532.26
---------------- --------- ---------------- ------------ ---------------- --------------
48,574.00 11,014.692,423,332,361.00 2,293,036,211.92 130,296,149.08
2,028,742.04 1,888,209.78 140,532.26
1 TRANSACTION IN COUNTRY: KOREA (4500)
SALE 6/17/10 60 NASPERS LTD ZAR 0.02 66,366.00 4,752.29 17,937,481.28 13,619,892.27 4,317,589.01
244867 6/24/10 ZAR 834988 270.824 7.583 2,365,423.74 1,597,051.14 768,372.60
---------------- --------- ---------------- ------------ ---------------- --------------
66,366.00 4,752.29 17,937,481.28 13,619,892.27 4,317,589.01
2,365,423.74 1,597,051.14 768,372.60
1 TRANSACTION IN COUNTRY: SOUTH AFRICA (6200)
SALE 6/04/10 60 BANCO DO BRASIL SA 65,800.00 2,872.15 1,755,348.45 1,805,057.09 -49,708.64
239759 6/09/10 BRL 834856 26.757 1.839 954,512.48 1,046,420.56 -91,908.08
SALE 6/04/10 60 PETROL BRASILEIROS SPO 81,259.00 5,184.44 2,565,314.01 3,809,292.73 -1,243,978.72
239561 6/09/10 USD 834856 31.633 1.000 2,565,314.01 3,809,292.73 -1,243,978.72
SALE 6/22/10 60 MAGNESITA REFRATARIOS 19,295.00 377.68 221,359.56 269,365.07 -48,005.51
251280 6/25/10 BRL 835058 11.507 1.764 125,515.74 152,883.29 -27,367.55
SALE 6/23/10 60 MAGNESITA REFRATARIOS 14,595.00 273.02 162,996.89 203,751.39 -40,754.50
251280 6/28/10 BRL 835085 11.202 1.796 90,735.30 115,642.99 -24,907.69
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: 92
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/24/10 60 MAGNESITA REFRATARIOS 8,600.00 160.68 95,687.21 120,059.06 -24,371.85
251280 6/29/10 BRL 835010 11.160 1.792 53,396.88 68,141.81 -14,744.93
SALE 6/25/10 60 MAGNESITA REFRATARIOS 14,700.00 273.50 162,381.51 205,217.23 -42,835.72
251280 6/30/10 BRL 835121 11.080 1.787 90,893.65 116,474.96 -25,581.31
---------------- --------- ---------------- ------------ ---------------- --------------
204,249.00 9,141.47 4,963,087.63 6,412,742.57 -1,449,654.94
3,880,368.06 5,308,856.34 -1,428,488.28
6 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 5/28/10 60 TEVA PHARMACEUTICAL SP 43,951.00 2,409,393.82 2,138,622.64 270,771.18
239572 6/02/10 USD 834755 54.820 1.000 2,409,393.82 2,138,622.64 270,771.18
SALE 6/10/10 60 TEVA PHARMACEUTICAL SP 83,896.00 4,416,285.44 4,082,316.33 333,969.11
239572 6/15/10 USD 834921 52.640 1.000 4,416,285.44 4,082,316.33 333,969.11
---------------- --------- ---------------- ------------ ---------------- --------------
127,847.00 6,825,679.26 6,220,938.97 604,740.29
6,825,679.26 6,220,938.97 604,740.29
2 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
---------------- --------- ---------------- ------------ ---------------- --------------
517,036.00 29,663.822,812,291,614.17 2,509,038,584.17 303,253,030.00
16,680,581.92 15,874,148.31 806,433.61
11 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240)
--------------------------------
SALE 6/21/10 60 PAO DE ACUKAR CIA PFD 17,400.00 1,799.51 1,054,522.46 1,109,214.71 -54,692.25
250173 6/24/10 BRL 835056 60.787 1.763 598,039.17 630,235.63 -32,196.46
---------------- --------- ---------------- ------------ ---------------- --------------
17,400.00 1,799.51 1,054,522.46 1,109,214.71 -54,692.25
598,039.17 630,235.63 -32,196.46
1 TRANSACTION IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
17,400.00 1,799.51 1,054,522.46 1,109,214.71 -54,692.25
598,039.17 630,235.63 -32,196.46
1 TRANSACTION IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
534,436.00 31,463.332,813,346,136.63 2,510,147,798.88 303,198,337.75
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: 93
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
17,278,621.09 16,504,383.94 774,237.15
12 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
---------------- --------- ---------------- ------------ ---------------- --------------
5,761,155.00 59,668.51 11064536258.24 10761337920.49 303,198,337.75
32,084,659.09 31,310,421.94 774,237.15
30 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: 94
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/22/10 60 X5 RETAIL GROUP N V NP 2,232.00 89.28 81,925.34 81,925.34
248881 6/25/10 USD TID952 36.665 1.000 81,925.34 81,925.34
PUR 6/23/10 60 X5 RETAIL GROUP N V NP 4,470.00 178.80 164,068.67 164,068.67
248881 6/28/10 USD TID952 36.664 1.000 164,068.67 164,068.67
---------------- --------- ---------------- ------------ ---------------- --------------
6,702.00 268.08 245,994.01 245,994.01
245,994.01 245,994.01
2 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
PUR 6/09/10 60 POWSZECHNY ZAKLAD UBEZ 5,750.00 2,023.26 1,980,050.13 1,980,050.13
252011 6/14/10 PLN TID946 343.156 3.413 580,098.48 580,098.48
PUR 6/10/10 60 POWSZECHNY ZAKLAD UBEZ 2,688.00 972.38 943,720.56 943,720.56
252011 6/15/10 PLN TID946 349.862 3.385 278,794.85 278,794.85
PUR 6/21/10 60 POWSZECHNA KASA OSZCZE 54,754.00 2,215.09 2,071,818.72 2,071,818.72
252443 6/24/10 PLN TID951 37.707 3.262 635,098.62 635,098.62
PUR 6/22/10 60 POWSZECHNA KASA OSZCZE 57,371.00 2,297.91 2,176,225.49 2,176,225.49
252443 6/25/10 PLN TID952 37.800 3.303 658,843.36 658,843.36
PUR 6/23/10 60 POWSZECHNA KASA OSZCZE 28,643.00 1,139.31 1,087,239.32 1,087,239.32
252443 6/28/10 PLN TID952 37.826 3.328 326,655.25 326,655.25
PUR 6/24/10 60 POWSZECHNA KASA OSZCZE 20,089.00 788.90 755,246.43 755,246.43
252443 6/29/10 PLN TID953 37.464 3.339 226,189.41 226,189.41
PUR 6/25/10 60 POWSZECHNA KASA OSZCZE 7,799.00 308.07 296,166.63 296,166.63
252443 6/30/10 PLN TID953 37.843 3.353 88,328.85 88,328.85
---------------- --------- ---------------- ------------ ---------------- --------------
177,094.00 9,744.92 9,310,467.28 9,310,467.28
2,794,008.82 2,794,008.82
7 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: 95
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/17/10 60 DELTA ELECTRS INC NPV 66,891.00 2,675.64 1,043,499.60 1,043,499.60
248140 6/22/10 USD TID950 15.560 1.000 1,043,499.60 1,043,499.60
PUR 6/17/10 60 HON HAI PRECISION IND 73,395.00 202.48 578,709.21 578,709.21
239195 6/22/10 USD TID950 7.882 1.000 578,709.21 578,709.21
---------------- --------- ---------------- ------------ ---------------- --------------
140,286.00 2,878.12 1,622,208.81 1,622,208.81
1,622,208.81 1,622,208.81
2 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 5/28/10 60 BELLE INTERNATIONAL H 432,000.00 810.71 4,547,107.11 4,547,107.11
252128 6/01/10 HKD TID941 10.511 7.786 584,033.18 584,033.18
PUR 6/07/10 60 HUANENG POWER INTERNAT 648,000.00 1,049.25 2,657,924.75 2,657,924.75
252009 6/09/10 HKD TID944 4.089 7.804 340,602.38 340,602.38
PUR 6/10/10 60 CHINA MOBILE LTD HKD 0 458,500.00 13,978.15 35,359,642.70 35,359,642.70
252317 6/14/10 HKD TID111 76.883 7.793 4,537,650.65 4,537,650.65
PUR 6/17/10 60 CHINA LIFE INS 115,000.00 742.90 4,022,515.87 4,022,515.87
239268 6/21/10 HKD TID950 34.928 7.786 516,621.18 516,621.18
PUR 6/21/10 60 CHINA MOBILE LTD HKD 0 256,500.00 8,053.13 20,309,802.63 20,309,802.63
252317 6/23/10 HKD TID951 78.937 7.769 2,614,210.66 2,614,210.66
PUR 6/21/10 60 UNITED LABORATORIES LT 46,000.00 127.74 475,712.45 475,712.45
252445 6/23/10 HKD TID951 10.320 7.769 61,232.13 61,232.13
PUR 6/21/10 60 UNITED LABORATORIES LT 118,000.00 475.06 1,197,827.15 1,197,827.15
252445 6/23/10 HKD TID951 10.120 7.769 154,180.35 154,180.35
PUR 6/22/10 60 UNITED LABORATORIES LT 44,000.00 185.34 467,612.50 467,612.50
252445 6/24/10 HKD TID952 10.595 7.777 60,130.71 60,130.71
PUR 6/22/10 60 UNITED LABORATORIES LT 24,000.00 68.48 255,172.56 255,172.56
252445 6/24/10 HKD TID952 10.610 7.777 32,812.87 32,812.87
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 96
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/23/10 60 CHINA MOBILE LTD HKD 0 248,500.00 7,844.08 19,808,045.97 19,808,045.97
252317 6/25/10 HKD TID952 79.465 7.779 2,546,381.36 2,546,381.36
PUR 6/23/10 60 UNITED LABORATORIES LT 26,000.00 109.77 276,877.69 276,877.69
252445 6/25/10 HKD TID952 10.616 7.779 35,593.42 35,593.42
PUR 6/25/10 60 UNITED LABORATORIES LT 46,000.00 190.83 481,825.47 481,825.47
252445 6/29/10 HKD TID953 10.442 7.778 61,946.42 61,946.42
PUR 6/28/10 60 UNITED LABORATORIES LT 46,000.00 196.51 496,457.16 496,457.16
252445 6/30/10 HKD TID954 10.759 7.783 63,789.02 63,789.02
---------------- --------- ---------------- ------------ ---------------- --------------
2,508,500.00 33,831.95 90,356,524.01 90,356,524.01
11,609,184.33 11,609,184.33
13 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 5/31/10 60 SHINHAN FINANCIAL GROU 9,160.00 816.62 393,580,593.00 393,580,593.00
248414 6/03/10 KRW TID942 42860.1 1201.90 327,465.34 327,465.34
PUR 6/07/10 60 SAMSUNG SDI CO LTD KRW 11,261.00 4,044.892,003,012,540.00 2,003,012,540.00
251885 6/09/10 KRW TID944 177428. 1234.90 1,622,003.84 1,622,003.84
PUR 6/10/10 60 SK TELECOM CO LTD KRW 32,100.00 1,284.00 503,109.72 503,109.72
250889 6/15/10 USD TID946 15.633 1.000 503,109.72 503,109.72
PUR 6/21/10 60 GREEN CROSS CORP/SOUTH 2,469.00 703.49 330,565,341.00 330,565,341.00
252441 6/23/10 KRW TID951 133552. 1171.80 282,100.48 282,100.48
PUR 6/22/10 60 GREEN CROSS CORP/SOUTH 1,121.00 326.32 154,659,429.00 154,659,429.00
252441 6/24/10 KRW TID952 137621. 1181.90 130,856.61 130,856.61
---------------- --------- ---------------- ------------ ---------------- --------------
56,111.00 7,175.322,882,321,012.72 2,882,321,012.72
2,865,535.99 2,865,535.99
5 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: 97
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 5/28/10 60 NASPERS LTD ZAR 0.02 26,745.00 4,764.20 8,067,885.63 8,067,885.63
252061 6/04/10 ZAR TID111 300.308 7.590 1,063,004.55 1,063,004.55
PUR 6/07/10 60 CLICKS GROUP 437,586.00 8,095.43 14,114,203.37 14,114,203.37
252254 6/14/10 ZAR TID944 32.110 7.811 1,807,080.64 1,807,080.64
PUR 6/08/10 60 CLICKS GROUP 14,535.00 272.09 470,863.14 470,863.14
252254 6/15/10 ZAR TID945 32.250 7.753 60,736.94 60,736.94
PUR 6/09/10 60 CLICKS GROUP 30,178.00 571.26 985,013.61 985,013.61
252254 6/17/10 ZAR TID946 32.494 7.724 127,518.11 127,518.11
PUR 6/10/10 60 CLICKS GROUP 21,750.00 421.15 724,510.49 724,510.49
252254 6/18/10 ZAR TID946 33.162 7.707 94,010.47 94,010.47
PUR 6/10/10 60 LIFE HEALTHCARE GROUP 139,095.00 1,108.38 1,906,757.53 1,906,757.53
252319 6/18/10 ZAR TID946 13.647 7.707 247,415.56 247,415.56
PUR 6/10/10 60 LIFE HEALTHCARE GROUP 152,204.00 1,211.78 2,084,640.39 2,084,640.39
252319 6/18/10 ZAR TID946 13.635 7.707 270,497.15 270,497.15
PUR 6/11/10 60 CLICKS GROUP 35,789.00 696.01 1,198,829.93 1,198,829.93
252254 6/21/10 ZAR TID948 33.347 7.716 155,365.33 155,365.33
PUR 6/14/10 60 CLICKS GROUP 38,095.00 763.48 1,300,461.58 1,300,461.58
252254 6/22/10 ZAR TID948 33.984 7.631 170,424.94 170,424.94
PUR 6/14/10 60 LIFE HEALTHCARE GROUP 53,762.00 438.05 746,156.09 746,156.09
252319 6/22/10 ZAR TID948 13.817 7.631 97,783.44 97,783.44
PUR 6/15/10 60 CLICKS GROUP 29,641.00 602.84 1,022,773.92 1,022,773.92
252254 6/23/10 ZAR TID949 34.351 7.600 134,568.43 134,568.43
PUR 6/15/10 60 LIFE HEALTHCARE GROUP 34,790.00 284.90 483,356.29 483,356.29
252319 6/23/10 ZAR TID949 13.831 7.600 63,596.16 63,596.16
PUR 6/15/10 60 LIFE HEALTHCARE GROUP 50,946.00 417.46 708,250.20 708,250.20
252319 6/23/10 ZAR TID949 13.840 7.600 93,185.91 93,185.91
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: 98
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/17/10 60 CLICKS GROUP 48,075.00 995.89 1,685,787.81 1,685,787.81
252254 6/24/10 ZAR TID950 34.909 7.583 222,305.60 222,305.60
PUR 6/17/10 60 LIFE HEALTHCARE GROUP 91,438.00 753.84 1,276,055.52 1,276,055.52
252319 6/24/10 ZAR TID950 13.893 7.583 168,274.02 168,274.02
PUR 6/18/10 60 LIFE HEALTHCARE GROUP 17,661.00 146.54 245,421.72 245,421.72
252319 6/25/10 ZAR TID951 13.834 7.503 32,710.25 32,710.25
PUR 6/21/10 60 LIFE HEALTHCARE GROUP 133,242.00 1,102.27 1,840,321.85 1,840,321.85
252319 6/28/10 ZAR TID951 13.750 7.479 246,052.07 246,052.07
PUR 6/22/10 60 LIFE HEALTHCARE GROUP 102,454.00 839.80 1,415,678.74 1,415,678.74
252319 6/29/10 ZAR TID952 13.756 7.552 187,462.42 187,462.42
PUR 6/23/10 60 LIFE HEALTHCARE GROUP 13,869.00 70.51 190,537.31 190,537.31
252319 6/30/10 ZAR TID952 13.700 7.545 25,254.12 25,254.12
PUR 6/23/10 60 LIFE HEALTHCARE GROUP 16,545.00 135.19 227,686.50 227,686.50
252319 6/30/10 ZAR TID952 13.700 7.545 30,177.94 30,177.94
---------------- --------- ---------------- ------------ ---------------- --------------
1,488,400.00 23,691.07 40,695,191.62 40,695,191.62
5,297,424.05 5,297,424.05
20 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 6/23/10 60 ADVANCED INFO SERVICE- 53,100.00 429.82 4,490,703.06 4,490,703.06
252495 6/28/10 THB TID952 84.309 32.340 138,859.09 138,859.09
PUR 6/24/10 60 ADVANCED INFO SERVICE- 133,400.00 1,083.17 11,334,264.05 11,334,264.05
252495 6/29/10 THB TID953 84.702 32.390 349,930.97 349,930.97
PUR 6/25/10 60 ADVANCED INFO SERVICE- 39,300.00 315.31 3,298,413.36 3,298,413.36
252495 6/30/10 THB TID953 83.669 32.380 101,865.76 101,865.76
---------------- --------- ---------------- ------------ ---------------- --------------
225,800.00 1,828.30 19,123,380.47 19,123,380.47
590,655.82 590,655.82
3 TRANSACTIONS IN COUNTRY: THAILAND (6550)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 6/01/10 THROUGH 6/30/10 ** 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 5/25/10 60 ITAU UNIBA PFD 144A 56,200.00 899,200.00 899,200.00
252397 6/01/10 USD 16.000 1.000 899,200.00 899,200.00
PUR 5/27/10 60 JULIO SIMOES LOGISTICA 13,400.00 100,751.26 100,751.26
251688 6/01/10 BRL TID941 7.519 1.831 55,016.25 55,016.25
PUR 5/28/10 60 CENTRAIS ELETRICAS BRA 44,500.00 1,177.70 1,001,455.11 1,001,455.11
251678 6/02/10 BRL TID942 22.456 1.824 549,133.69 549,133.69
PUR 5/28/10 60 ITAU UNIBANCO HLD-PREF 13,500.00 67.50 247,716.90 247,716.90
246136 6/03/10 USD TID941 18.344 1.000 247,716.90 247,716.90
PUR 6/07/10 60 COMPANHIA DE BEBIDAS D 16,900.00 676.00 1,617,787.99 1,617,787.99
252255 6/10/10 USD TID945 95.687 1.000 1,617,787.99 1,617,787.99
PUR 6/08/10 60 COMPANHIA DE BEBIDAS D 2,600.00 26.00 251,514.90 251,514.90
252255 6/11/10 USD TID945 96.727 1.000 251,514.90 251,514.90
PUR 6/09/10 60 COMPANHIA DE BEBIDAS D 12,700.00 508.00 1,253,637.32 1,253,637.32
252255 6/14/10 USD TID946 98.672 1.000 1,253,637.32 1,253,637.32
PUR 6/16/10 60 OGX PETROLEO E GAS PAR 110,400.00 380.36 1,946,412.14 1,946,412.14
251994 6/21/10 BRL TID950 17.624 1.790 1,087,502.59 1,087,502.59
PUR 6/21/10 60 NATURA COSMETICOS SA N 31,400.00 1,802.04 1,274,196.16 1,274,196.16
252442 6/24/10 BRL TID952 40.478 1.763 722,620.18 722,620.18
PUR 6/22/10 60 COMPANHIA DE BEBIDAS D 12,600.00 126.00 1,368,458.28 1,368,458.28
252255 6/25/10 USD TID952 108.598 1.000 1,368,458.28 1,368,458.28
PUR 6/22/10 60 NATURA COSMETICOS SA N 17,800.00 1,063.48 752,099.28 752,099.28
252442 6/25/10 BRL TID952 42.147 1.764 426,456.84 426,456.84
PUR 6/22/10 60 OGX PETROLEO E GAS PAR 92,700.00 656.04 1,665,909.95 1,665,909.95
251994 6/25/10 BRL TID952 17.959 1.764 944,607.59 944,607.59
PUR 6/22/10 60 OGX PETROLEO E GAS PAR 92,700.00 656.04 1,665,909.95 1,665,909.95
251994 6/25/10 BRL TID952 17.959 1.764 944,607.59 944,607.59
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 100
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/23/10 60 NATURA COSMETICOS SA N 18,100.00 1,024.92 738,306.63 738,306.63
252442 6/28/10 BRL TID953 40.689 1.796 410,992.33 410,992.33
PUR 6/23/10 60 NATURA COSMETICOS SA N 19,600.00 1,109.35 799,124.83 799,124.83
252442 6/28/10 BRL TID953 40.670 1.796 444,847.93 444,847.93
PUR 6/24/10 60 NATURA COSMETICOS SA N 20,400.00 1,154.74 829,791.14 829,791.14
252442 6/29/10 BRL TID953 40.575 1.792 463,053.09 463,053.09
---------------- --------- ---------------- ------------ ---------------- --------------
575,500.00 10,428.17 16,412,271.84 16,412,271.84
11,687,153.47 11,687,153.47
16 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 6/01/10 60 ENERSIS S NPV ADR 1,300.00 13.00 24,535.16 24,535.16
250314 6/04/10 USD TID942 18.863 1.000 24,535.16 24,535.16
PUR 6/01/10 60 ENERSIS S NPV ADR 15,800.00 632.00 299,252.00 299,252.00
250314 6/04/10 USD TID942 18.900 1.000 299,252.00 299,252.00
PUR 6/02/10 60 ENERSIS S NPV ADR 1,300.00 52.00 24,505.00 24,505.00
250314 6/07/10 USD TID943 18.810 1.000 24,505.00 24,505.00
PUR 6/04/10 60 ENERSIS S NPV ADR 3,000.00 30.00 57,017.10 57,017.10
250314 6/09/10 USD TID944 18.996 1.000 57,017.10 57,017.10
PUR 6/07/10 60 ENERSIS S NPV ADR 2,200.00 22.00 41,790.32 41,790.32
250314 6/10/10 USD TID945 18.986 1.000 41,790.32 41,790.32
PUR 6/08/10 60 ENERSIS S NPV ADR 1,300.00 13.00 24,545.82 24,545.82
250314 6/11/10 USD TID945 18.871 1.000 24,545.82 24,545.82
PUR 6/09/10 60 ENERSIS S NPV ADR 2,200.00 22.00 42,393.78 42,393.78
250314 6/14/10 USD TID946 19.260 1.000 42,393.78 42,393.78
PUR 6/10/10 60 ENERSIS S NPV ADR 1,700.00 17.00 33,360.12 33,360.12
250314 6/15/10 USD TID947 19.614 1.000 33,360.12 33,360.12
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 101
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/10/10 60 ENERSIS S NPV ADR 1,600.00 64.00 31,536.00 31,536.00
250314 6/15/10 USD TID947 19.670 1.000 31,536.00 31,536.00
PUR 6/11/10 60 ENERSIS S NPV ADR 2,300.00 23.00 45,419.48 45,419.48
250314 6/16/10 USD TID948 19.738 1.000 45,419.48 45,419.48
PUR 6/14/10 60 ENERSIS S NPV ADR 4,000.00 40.00 80,414.00 80,414.00
250314 6/17/10 USD TID949 20.094 1.000 80,414.00 80,414.00
PUR 6/15/10 60 ENERSIS S NPV ADR 2,700.00 27.00 54,720.36 54,720.36
250314 6/18/10 USD TID949 20.257 1.000 54,720.36 54,720.36
---------------- --------- ---------------- ------------ ---------------- --------------
39,400.00 955.00 759,489.14 759,489.14
759,489.14 759,489.14
12 TRANSACTIONS IN COUNTRY: CHILE (7000)
PUR 5/31/10 60 HENGAN INTL GROUP CO L 73,500.00 737.94 4,139,496.42 4,139,496.42
251791 6/02/10 HKD TID942 56.242 7.787 531,604.31 531,604.31
PUR 6/22/10 60 HENGAN INTL GROUP CO L 29,000.00 734.66 1,854,596.57 1,854,596.57
251791 6/24/10 HKD TID952 63.755 7.777 238,484.24 238,484.24
PUR 6/22/10 60 HENGAN INTL GROUP CO L 3,500.00 60.20 224,468.16 224,468.16
251791 6/24/10 HKD TID952 64.000 7.777 28,864.56 28,864.56
---------------- --------- ---------------- ------------ ---------------- --------------
106,000.00 1,532.80 6,218,561.15 6,218,561.15
798,953.11 798,953.11
3 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 6/21/10 60 BANCOLOMBIA SA SPONSOR 3,100.00 31.00 159,126.41 159,126.41
252439 6/24/10 USD TID952 51.321 1.000 159,126.41 159,126.41
PUR 6/22/10 60 BANCOLOMBIA SA SPONSOR 600.00 6.00 31,102.14 31,102.14
252439 6/25/10 USD TID952 51.827 1.000 31,102.14 31,102.14
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: 102
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/22/10 60 BANCOLOMBIA SA SPONSOR 7,400.00 296.00 380,730.00 380,730.00
252439 6/25/10 USD TID952 51.410 1.000 380,730.00 380,730.00
PUR 6/23/10 60 BANCOLOMBIA SA SPONSOR 22,700.00 908.00 1,163,148.00 1,163,148.00
252439 6/28/10 USD TID952 51.200 1.000 1,163,148.00 1,163,148.00
PUR 6/23/10 60 BANCOLOMBIA SA SPONSOR 2,400.00 96.00 122,306.40 122,306.40
252439 6/28/10 USD TID953 50.921 1.000 122,306.40 122,306.40
PUR 6/24/10 60 BANCOLOMBIA SA SPONSOR 3,400.00 34.00 171,559.92 171,559.92
252439 6/29/10 USD TID953 50.449 1.000 171,559.92 171,559.92
PUR 6/25/10 60 BANCOLOMBIA SA SPONSOR 6,900.00 138.00 352,245.00 352,245.00
252439 6/30/10 USD TID954 51.030 1.000 352,245.00 352,245.00
PUR 6/25/10 60 BANCOLOMBIA SA SPONSOR 700.00 7.00 35,422.03 35,422.03
252439 6/30/10 USD TID954 50.593 1.000 35,422.03 35,422.03
---------------- --------- ---------------- ------------ ---------------- --------------
47,200.00 1,516.00 2,415,639.90 2,415,639.90
2,415,639.90 2,415,639.90
8 TRANSACTIONS IN COUNTRY: COLOMBIA (7700)
PUR 6/10/10 60 AMERICA MOVIL ADR 18,300.00 183.00 900,962.07 900,962.07
239457 6/15/10 USD TID946 49.223 1.000 900,962.07 900,962.07
---------------- --------- ---------------- ------------ ---------------- --------------
18,300.00 183.00 900,962.07 900,962.07
900,962.07 900,962.07
1 TRANSACTION IN COUNTRY: MEXICO (7800)
PUR 5/26/10 60 AXIATA GROUP BHD 141,900.00 498.70 521,008.20 521,008.20
250996 6/01/10 MYR TID940 3.660 3.317 157,072.11 157,072.11
PUR 5/26/10 60 AXIATA GROUP BHD 79,200.00 304.43 290,224.45 290,224.45
250996 6/01/10 MYR TID940 3.652 3.317 87,496.07 87,496.07
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: 103
TRANS-TYPE: PUR SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/23/10 60 AMMB HOLDINGS BHD MYR 92,900.00 466.69 468,609.08 468,609.08
252496 6/28/10 MYR TID952 5.028 3.231 145,035.31 145,035.31
PUR 6/23/10 60 AMMB HOLDINGS BHD MYR 118,500.00 577.93 597,329.80 597,329.80
252496 6/28/10 MYR TID952 5.025 3.231 184,874.59 184,874.59
PUR 6/24/10 60 AMMB HOLDINGS BHD MYR 120,400.00 583.33 604,416.84 604,416.84
252496 6/29/10 MYR TID953 5.004 3.235 186,836.74 186,836.74
PUR 6/24/10 60 AMMB HOLDINGS BHD MYR 59,100.00 318.87 298,009.04 298,009.04
252496 6/29/10 MYR TID953 5.025 3.235 92,120.26 92,120.26
PUR 6/25/10 60 AMMB HOLDINGS BHD MYR 59,000.00 316.04 296,321.83 296,321.83
252496 6/30/10 MYR TID953 5.005 3.249 91,204.01 91,204.01
---------------- --------- ---------------- ------------ ---------------- --------------
671,000.00 3,065.99 3,075,919.24 3,075,919.24
944,639.09 944,639.09
7 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
PUR 6/07/10 60 UNITED SPIRITS LTD INR 6,446.00 257.84 83,915.96 83,915.96
246372 6/10/10 USD TID944 12.978 1.000 83,915.96 83,915.96
PUR 6/08/10 60 UNITED SPIRITS LTD INR 11,020.00 440.80 146,600.16 146,600.16
246372 6/11/10 USD TID945 13.263 1.000 146,600.16 146,600.16
PUR 6/09/10 60 UNITED SPIRITS LTD INR 4,244.00 169.76 55,952.90 55,952.90
246372 6/14/10 USD TID945 13.144 1.000 55,952.90 55,952.90
---------------- --------- ---------------- ------------ ---------------- --------------
21,710.00 868.40 286,469.02 286,469.02
286,469.02 286,469.02
3 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
6,082,003.00 97,967.123,073,744,091.28 3,073,744,091.28
42,818,317.63 42,818,317.63
102 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
6,082,003.00 97,967.123,073,744,091.28 3,073,744,091.28
42,818,317.63 42,818,317.63
102 "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: 104
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/24/10 60 VANGUARD I SHS VANGUAR 101,100.00 4,004,571.00 3,869,430.63 135,140.37
250705 6/29/10 USD 39.610 1.000 4,004,571.00 3,869,430.63 135,140.37
---------------- --------- ---------------- ------------ ---------------- --------------
101,100.00 4,004,571.00 3,869,430.63 135,140.37
4,004,571.00 3,869,430.63 135,140.37
1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
101,100.00 4,004,571.00 3,869,430.63 135,140.37
4,004,571.00 3,869,430.63 135,140.37
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
SALE 6/25/10 60 CENTRAL EUROPEAN DISTR 46,569.00 251.21 1,085,686.64 1,560,188.18 -474,501.54
250628 6/30/10 USD TID954 23.319 1.000 1,085,686.64 1,560,188.18 -474,501.54
---------------- --------- ---------------- ------------ ---------------- --------------
46,569.00 251.21 1,085,686.64 1,560,188.18 -474,501.54
1,085,686.64 1,560,188.18 -474,501.54
1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
SALE 6/25/10 60 PACIFIC RUBIALES ENERG 174,700.00 6,714.71 4,261,649.27 2,790,982.16 1,470,667.11
250383 6/30/10 CAD TID953 24.434 1.041 4,094,983.44 2,678,987.96 1,415,995.48
---------------- --------- ---------------- ------------ ---------------- --------------
174,700.00 6,714.71 4,261,649.27 2,790,982.16 1,470,667.11
4,094,983.44 2,678,987.96 1,415,995.48
1 TRANSACTION IN COUNTRY: CANADA ( 300)
SALE 6/23/10 60 EVRAZ GROUP S A NPV GD 17,742.00 709.68 473,001.72 642,952.30 -169,950.58
251277 6/28/10 USD TID952 26.700 1.000 473,001.72 642,952.30 -169,950.58
---------------- --------- ---------------- ------------ ---------------- --------------
17,742.00 709.68 473,001.72 642,952.30 -169,950.58
473,001.72 642,952.30 -169,950.58
1 TRANSACTION IN COUNTRY: LUXEMBOURG (2700)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 6/01/10 THROUGH 6/30/10 ** 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 6/21/10 60 RICHTER GEDEON VEG HUF 2,946.00 2,005.99 128,470,677.30 106,801,524.58 21,669,152.72
240231 6/24/10 HUF TID951 43761.6 224.939 571,134.61 585,238.17 -14,103.56
SALE 6/22/10 60 RICHTER GEDEON VEG HUF 867.00 585.17 37,890,331.02 31,431,405.91 6,458,925.11
240231 6/25/10 HUF TID952 43856.3 227.426 166,605.17 172,234.04 -5,628.87
SALE 6/23/10 60 RICHTER GEDEON VEG HUF 463.00 300.19 19,589,803.82 16,785,168.32 2,804,635.50
240231 6/28/10 HUF TID952 42459.1 229.205 85,468.45 91,977.35 -6,508.90
SALE 6/24/10 60 RICHTER GEDEON VEG HUF 257.00 163.90 10,745,403.27 9,317,037.28 1,428,365.99
240231 6/29/10 HUF TID953 41957.7 230.273 46,663.80 51,054.38 -4,390.58
SALE 6/25/10 60 RICHTER GEDEON VEG HUF 724.00 456.20 30,030,278.42 26,247,217.85 3,783,060.57
240231 6/30/10 HUF TID953 41623.9 231.202 129,887.51 143,826.35 -13,938.84
---------------- --------- ---------------- ------------ ---------------- --------------
5,257.00 3,511.45 226,726,493.83 190,582,353.94 36,144,139.89
999,759.54 1,044,330.29 -44,570.75
5 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
SALE 6/09/10 60 HURRIYET GAZETE 42,218.00 85.63 54,480.89 62,413.26 -7,932.37
248758 6/11/10 TRY TID946 1.294 1.594 34,168.01 41,969.60 -7,801.59
SALE 6/11/10 60 HURRIYET GAZETE 38,019.00 77.55 48,872.60 56,205.64 -7,333.04
248758 6/15/10 TRY TID948 1.289 1.579 30,941.82 37,795.31 -6,853.49
SALE 6/14/10 60 HURRIYET GAZETE 32,022.00 66.05 41,332.88 47,339.94 -6,007.06
248758 6/16/10 TRY TID948 1.294 1.568 26,353.53 31,833.59 -5,480.06
SALE 6/15/10 60 HURRIYET GAZETE 262,351.00 551.05 344,888.00 387,848.37 -42,960.37
248758 6/17/10 TRY TID949 1.318 1.569 219,869.95 260,807.42 -40,937.47
SALE 6/16/10 60 HURRIYET GAZETE 30,572.00 63.42 39,607.64 45,196.32 -5,588.68
248758 6/18/10 TRY TID949 1.299 1.565 25,301.93 30,392.12 -5,090.19
SALE 6/17/10 60 HURRIYET GAZETE 96,045.00 200.56 125,121.18 141,988.77 -16,867.59
248758 6/21/10 TRY TID950 1.306 1.564 80,021.22 95,479.90 -15,458.68
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 106
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/18/10 60 HURRIYET GAZETE 142,440.00 300.02 186,144.11 210,577.13 -24,433.02
248758 6/22/10 TRY TID951 1.310 1.555 119,706.82 141,601.93 -21,895.11
SALE 6/21/10 60 HURRIYET GAZETE 52,320.00 109.56 67,762.46 77,347.62 -9,585.16
248758 6/23/10 TRY TID951 1.298 1.550 43,714.90 52,012.16 -8,297.26
SALE 6/22/10 60 HURRIYET GAZETE 31,598.00 64.84 40,372.69 46,713.12 -6,340.43
248758 6/24/10 TRY TID952 1.281 1.561 25,868.32 31,412.09 -5,543.77
SALE 6/23/10 60 HURRIYET GAZETE 221,581.00 454.65 286,053.20 327,575.77 -41,522.57
248758 6/25/10 TRY TID952 1.294 1.577 181,402.24 220,277.30 -38,875.06
SALE 6/25/10 60 HURRIYET GAZETE 97,039.00 198.53 125,138.39 143,458.26 -18,319.87
248758 6/29/10 TRY TID953 1.293 1.580 79,211.54 96,468.06 -17,256.52
SALE 6/28/10 60 HURRIYET GAZETE 41,277.00 85.39 53,525.95 61,022.13 -7,496.18
248758 6/30/10 TRY TID954 1.300 1.571 34,069.09 41,034.14 -6,965.05
---------------- --------- ---------------- ------------ ---------------- --------------
1,087,482.00 2,257.25 1,413,299.99 1,607,686.33 -194,386.34
900,629.37 1,081,083.62 -180,454.25
12 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 6/03/10 60 YANZHOU COAL MININ ''H 618,000.00 4,292.49 10,789,036.26 12,144,280.91 -1,355,244.65
250381 6/07/10 HKD TID943 17.512 7.791 1,384,860.96 1,564,134.38 -179,273.42
SALE 6/03/10 60 YANZHOU COAL MININ ''H 232,000.00 1,604.23 4,032,027.54 4,559,018.08 -526,990.54
250381 6/07/10 HKD TID943 17.433 7.791 517,543.68 587,183.13 -69,639.45
SALE 6/04/10 60 YANZHOU COAL MININ ''H 370,000.00 2,490.57 6,260,493.96 7,270,847.79 -1,010,353.83
250381 6/08/10 HKD TID944 16.973 7.791 803,513.36 936,455.86 -132,942.50
SALE 6/04/10 60 YANZHOU COAL MININ ''H 466,000.00 3,117.56 7,836,570.61 9,157,338.03 -1,320,767.42
250381 6/08/10 HKD TID944 16.869 7.791 1,005,797.50 1,179,428.19 -173,630.69
---------------- --------- ---------------- ------------ ---------------- --------------
1,686,000.00 11,504.85 28,918,128.37 33,131,484.81 -4,213,356.44
3,711,715.50 4,267,201.56 -555,486.06
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: 107
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/21/10 60 LENOVO GROUP LTD HKD 0 1,652,000.00 2,868.85 7,190,674.31 8,963,038.79 -1,772,364.48
250523 6/23/10 HKD TID951 4.366 7.769 925,559.83 1,154,442.41 -228,882.58
SALE 6/21/10 60 LENOVO GROUP LTD HKD 0 488,000.00 829.94 2,080,045.02 2,647,677.32 -567,632.30
250523 6/23/10 HKD TID951 4.276 7.769 267,736.52 341,021.73 -73,285.21
SALE 6/23/10 60 BELLE INTERNATIONAL H 237,000.00 1,040.19 2,610,355.55 2,293,224.55 317,131.00
252128 6/25/10 HKD TID952 11.048 7.779 335,568.72 294,370.28 41,198.44
SALE 6/23/10 60 LENOVO GROUP LTD HKD 0 588,000.00 1,059.31 2,658,398.52 3,190,234.15 -531,835.63
250523 6/25/10 HKD TID952 4.535 7.779 341,744.79 410,903.23 -69,158.44
SALE 6/23/10 60 LENOVO GROUP LTD HKD 0 370,000.00 662.78 1,663,137.27 2,007,460.26 -344,322.99
250523 6/25/10 HKD TID952 4.509 7.779 213,801.09 258,561.56 -44,760.47
---------------- --------- ---------------- ------------ ---------------- --------------
3,335,000.00 6,461.07 16,202,610.67 19,101,635.07 -2,899,024.40
2,084,410.95 2,459,299.21 -374,888.26
5 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 6/07/10 60 LG ELECTRONICS INC 18,252.00 8,264.181,845,328,813.00 2,096,995,304.46 -251666491.46
239451 6/09/10 KRW TID944 101661. 1234.90 1,494,314.37 1,890,250.51 -395,936.14
SALE 6/08/10 60 LG ELECTRONICS INC 21,911.00 5,838.992,208,740,122.00 2,517,382,430.20 -308642308.20
239451 6/10/10 KRW TID945 101133. 1233.40 1,790,773.57 2,269,191.26 -478,417.69
SALE 6/09/10 60 LG ELECTRONICS INC 13,201.00 3,416.741,297,576,402.00 1,516,679,542.74 -219103140.74
239451 6/11/10 KRW TID945 98616.9 1248.60 1,039,225.05 1,367,148.64 -327,923.59
SALE 6/10/10 60 LG ELECTRONICS INC 3,351.00 857.02 324,755,023.00 385,000,617.21 -60,245,594.21
239451 6/14/10 KRW TID946 97232.7 1250.70 259,658.61 347,043.03 -87,384.42
SALE 6/10/10 60 LG ELECTRONICS INC 3,181.00 813.02 306,109,508.00 365,469,102.75 -59,359,594.75
239451 6/14/10 KRW TID946 96550.2 1250.70 244,750.55 329,437.15 -84,686.60
SALE 6/10/10 60 LG ELECTRONICS INC 723.00 187.27 70,743,137.00 83,066,382.05 -12,323,245.05
239451 6/14/10 KRW TID946 98170.6 1250.70 56,562.83 74,876.79 -18,313.96
---------------- --------- ---------------- ------------ ---------------- --------------
60,619.00 19,377.226,053,253,005.00 6,964,593,379.41 -911340374.41
4,885,284.98 6,277,947.38 -1,392,662.40
6 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: 108
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/03/10 60 ASPEN PHARMACARE HOLDI 13,415.00 274.92 1,048,552.10 644,244.45 404,307.65
239337 6/10/10 ZAR TID943 78.319 7.643 137,183.99 85,516.40 51,667.59
SALE 6/04/10 60 ASPEN PHARMACARE HOLDI 19,320.00 385.43 1,492,028.27 927,827.27 564,201.00
239337 6/11/10 ZAR TID944 77.382 7.758 192,328.69 123,158.92 69,169.77
SALE 6/07/10 60 ASPEN PHARMACARE HOLDI 32,222.00 629.79 2,454,557.31 1,547,435.32 907,121.99
239337 6/14/10 ZAR TID944 76.329 7.810 314,263.79 205,405.11 108,858.68
SALE 6/07/10 60 IMPERIAL HOLDINGS LTD 12,428.00 292.20 1,138,839.32 987,870.19 150,969.13
248300 6/14/10 ZAR TID944 91.819 7.811 145,808.76 129,465.79 16,342.97
SALE 6/08/10 60 ASPEN PHARMACARE HOLDI 8,537.00 167.75 648,945.73 409,982.48 238,963.25
239337 6/15/10 ZAR TID945 76.168 7.753 83,707.93 54,420.69 29,287.24
SALE 6/08/10 60 IMPERIAL HOLDINGS LTD 13,155.00 310.15 1,199,803.40 1,045,657.57 154,145.83
248300 6/15/10 ZAR TID945 91.388 7.752 154,763.42 137,039.15 17,724.27
SALE 6/09/10 60 IMPERIAL HOLDINGS LTD 7,660.00 182.27 702,554.51 608,873.96 93,680.55
248300 6/17/10 ZAR TID946 91.901 7.725 90,951.45 79,796.26 11,155.19
SALE 6/10/10 60 IMPERIAL HOLDINGS LTD 27,250.00 643.77 2,475,726.03 2,166,033.36 309,692.67
248300 6/18/10 ZAR TID946 91.034 7.707 321,243.34 283,870.52 37,372.82
SALE 6/11/10 60 IMPERIAL HOLDINGS LTD 11,520.00 271.27 1,044,496.52 915,695.57 128,800.95
248300 6/21/10 ZAR TID948 90.850 7.716 135,364.11 120,006.91 15,357.20
SALE 6/14/10 60 IMPERIAL HOLDINGS LTD 19,021.00 453.78 1,727,853.52 1,511,931.03 215,922.49
248300 6/22/10 ZAR TID948 91.021 7.631 226,434.47 198,146.83 28,287.64
SALE 6/21/10 60 IMPERIAL HOLDINGS LTD 8,271.00 200.92 749,886.97 657,440.80 92,446.17
248300 6/28/10 ZAR TID951 90.846 7.479 100,260.31 86,161.21 14,099.10
SALE 6/22/10 60 IMPERIAL HOLDINGS LTD 12,064.00 281.53 1,060,887.30 958,936.75 101,950.55
248300 6/29/10 ZAR TID952 88.115 7.552 140,481.38 125,673.91 14,807.47
SALE 6/23/10 60 IMPERIAL HOLDINGS LTD 22,174.00 523.34 1,970,289.22 1,762,555.00 207,734.22
248300 6/30/10 ZAR TID952 89.034 7.545 261,145.32 230,992.48 30,152.84
---------------- --------- ---------------- ------------ ---------------- --------------
207,037.00 4,617.12 17,714,420.20 14,144,483.75 3,569,936.45
2,303,936.96 1,859,654.18 444,282.78
13 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: 109
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 5/26/10 60 PTT CHEMICAL PCL-FOREI 101,100.00 876.98 9,056,823.50 6,328,145.90 2,728,677.60
248211 6/01/10 THB TID940 89.865 32.530 278,414.49 186,934.34 91,480.15
SALE 5/27/10 60 PTT CHEMICAL PCL-FOREI 354,100.00 3,083.41 31,843,411.84 22,164,158.89 9,679,252.95
248211 6/02/10 THB TID941 90.211 32.530 978,893.69 654,732.43 324,161.26
---------------- --------- ---------------- ------------ ---------------- --------------
455,200.00 3,960.39 40,900,235.34 28,492,304.79 12,407,930.55
1,257,308.18 841,666.77 415,641.41
2 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 6/23/10 60 VALE SA ADR 38,900.00 406.81 1,052,927.39 1,013,441.96 39,485.43
247279 6/28/10 USD TID952 27.078 1.000 1,052,927.39 1,013,441.96 39,485.43
---------------- --------- ---------------- ------------ ---------------- --------------
38,900.00 406.81 1,052,927.39 1,013,441.96 39,485.43
1,052,927.39 1,013,441.96 39,485.43
1 TRANSACTION IN COUNTRY: BRAZIL (6900)
SALE 6/21/10 60 SOCIEDAD QUIMICA Y MI 85,100.00 900.90 2,951,456.38 3,026,934.42 -75,478.04
250836 6/24/10 USD TID952 34.693 1.000 2,951,456.38 3,026,934.42 -75,478.04
---------------- --------- ---------------- ------------ ---------------- --------------
85,100.00 900.90 2,951,456.38 3,026,934.42 -75,478.04
2,951,456.38 3,026,934.42 -75,478.04
1 TRANSACTION IN COUNTRY: CHILE (7000)
SALE 5/26/10 60 DIGI COM BHD MYR1 63,700.00 1,277.30 1,437,472.57 1,439,430.01 -1,957.44
250837 6/01/10 MYR TID940 22.633 3.317 433,365.26 426,040.64 7,324.62
SALE 5/27/10 60 DIGI COM BHD MYR1 3,700.00 96.83 83,597.03 83,608.96 -11.93
250837 6/02/10 MYR TID941 22.680 3.294 25,378.58 24,746.47 632.11
SALE 5/31/10 60 DIGI COM BHD MYR1 11,400.00 285.45 259,984.65 257,606.00 2,378.65
250837 6/03/10 MYR TID942 22.887 3.260 79,749.89 76,245.89 3,504.00
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: 110
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 6/01/10 60 DIGI COM BHD MYR1 9,000.00 234.41 204,898.40 203,373.16 1,525.24
250837 6/04/10 MYR TID942 22.853 3.310 61,902.84 60,194.13 1,708.71
SALE 6/02/10 60 DIGI COM BHD MYR1 73,600.00 1,487.97 1,674,685.95 1,663,140.49 11,545.46
250837 6/07/10 MYR TID943 22.821 3.295 508,250.67 492,254.18 15,996.49
SALE 6/02/10 60 DIGI COM BHD MYR1 39,400.00 704.56 896,786.49 890,322.49 6,464.00
250837 6/07/10 MYR TID943 22.820 3.295 272,165.85 263,516.51 8,649.34
---------------- --------- ---------------- ------------ ---------------- --------------
200,800.00 4,086.52 4,557,425.09 4,537,481.11 19,943.98
1,380,813.09 1,342,997.82 37,815.27
6 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
SALE 6/21/10 60 TEVA PHARMACEUTICAL SP 68,300.00 3,602,825.00 3,615,255.95 -12,430.95
239858 6/24/10 USD 52.750 1.000 3,602,825.00 3,615,255.95 -12,430.95
SALE 6/28/10 60 BEZEQ THE ISRAELI TELE 1,618,702.00 13,694,218.92 11,482,910.73 2,211,308.19
243383 6/30/10 ILS 8.460 3.881 3,528,710.30 3,083,747.88 444,962.42
SALE 6/28/10 60 TEVA PHARMACEUTICAL SP 133,900.00 6,869,070.00 7,087,595.50 -218,525.50
239858 6/30/10 USD 51.300 1.000 6,869,070.00 7,087,595.50 -218,525.50
---------------- --------- ---------------- ------------ ---------------- --------------
1,820,902.00 24,166,113.92 22,185,762.18 1,980,351.74
14,000,605.30 13,786,599.33 214,005.97
3 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
---------------- --------- ---------------- ------------ ---------------- --------------
9,221,308.00 64,759.186,423,676,453.81 7,287,411,070.41 -863734616.60
41,182,519.44 41,883,284.98 -700,765.54
61 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
UNIT TRUST (2230)
--------------------------------
SALE 5/28/10 60 CEMEX SAB-CPO 768,500.00 2,113.72 10,858,511.34 9,730,593.49 1,127,917.85
244806 6/03/10 MXN TID942 14.165 12.875 843,372.97 721,857.88 121,515.09
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: 111
TRANS-TYPE: SALE SETTLEMENTS FROM 6/01/10 THROUGH 6/30/10 ** 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 5/31/10 60 CEMEX SAB-CPO 235,500.00 649.52 3,348,612.89 2,981,853.96 366,758.93
244806 6/03/10 MXN TID942 14.255 12.921 259,158.50 221,206.94 37,951.56
SALE 6/01/10 60 CEMEX SAB-CPO 529,384.00 1,470.26 7,546,671.60 6,702,954.46 843,717.14
244806 6/04/10 MXN TID942 14.291 12.864 586,632.23 497,254.41 89,377.82
---------------- --------- ---------------- ------------ ---------------- --------------
1,533,384.00 4,233.50 21,753,795.83 19,415,401.91 2,338,393.92
1,689,163.70 1,440,319.23 248,844.47
3 TRANSACTIONS IN COUNTRY: MEXICO (7800)
---------------- --------- ---------------- ------------ ---------------- --------------
1,533,384.00 4,233.50 21,753,795.83 19,415,401.91 2,338,393.92
1,689,163.70 1,440,319.23 248,844.47
3 TRANSACTIONS IN CATEGORY: UNIT TRUST (2230)
---------------- --------- ---------------- ------------ ---------------- --------------
10,855,792.00 68,992.686,449,434,820.64 7,310,695,902.95 -861261082.31
46,876,254.14 47,193,034.84 -316,780.70
65 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
16,937,795.00 166,959.809,523,178,911.92 10384439994.23 -861261082.31
89,694,571.77 90,011,352.47 -316,780.70
167 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
602,937,545.96 1176680.26 54880432809.36 55533534814.92 -653102005.55
1,486,044,255.61 1,606,203,639.43 -120159383.82
1094 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****