S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
ETF-INTERNATIONAL (1600)
PUR 4/29/10 60 ISHARES S+P/TSX 60 IND 3,000,000.00 29,880.48 54,009,900.00 54,009,900.00
251354 5/04/10 CAD S27325 17.993 1.004 53,794,721.12 53,794,721.12
PUR 4/30/10 60 ISHARES S+P/TSX 60 IND 1,000,000.00 9,875.57 18,029,700.00 18,029,700.00
251354 5/05/10 CAD S27333 18.020 1.013 17,805,352.56 17,805,352.56
PUR 4/30/10 60 ISHARES S+P/TSX 60 IND 1,000,000.00 9,875.57 18,096,600.00 18,096,600.00
251354 5/05/10 CAD S27333 18.087 1.013 17,871,420.11 17,871,420.11
PUR 4/30/10 60 ISHARES S+P/TSX 60 IND 1,000,000.00 9,875.57 18,108,900.00 18,108,900.00
251354 5/05/10 CAD S27333 18.099 1.013 17,883,567.06 17,883,567.06
6,000,000.00 59,507.19 108,245,100.00 108,245,100.00
107,355,060.85 107,355,060.85
4 TRANSACTIONS IN COUNTRY: CANADA ( 300)
6,000,000.00 59,507.19 108,245,100.00 108,245,100.00
107,355,060.85 107,355,060.85
4 TRANSACTIONS IN CATEGORY: ETF-INTERNATIONAL (1600)
ETF-EMERGING MARKETS (1700)
PUR 4/29/10 60 VANGUARD I SHS VANGUAR 197,300.00 8,404,980.00 8,404,980.00
250587 5/05/10 USD S27331 42.600 1.000 8,404,980.00 8,404,980.00
PUR 4/30/10 60 ISHARES TR MSCI EMERGI 1,200,000.00 12,000.00 50,793,120.00 50,793,120.00
251349 5/05/10 USD S27332 42.318 1.000 50,793,120.00 50,793,120.00
PUR 4/30/10 60 VANGUARD I SHS VANGUAR 1,002,700.00 10,027.00 42,372,999.03 42,372,999.03
250587 5/05/10 USD S27334 42.249 1.000 42,372,999.03 42,372,999.03
PUR 5/06/10 60 ISHARES TR MSCI EMERGI 1,000,000.00 10,000.00 38,235,600.00 38,235,600.00
251349 5/11/10 USD S27357 38.226 1.000 38,235,600.00 38,235,600.00
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: 2
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/06/10 60 VANGUARD I SHS VANGUAR 1,000,000.00 10,000.00 38,497,100.00 38,497,100.00
250587 5/11/10 USD S27356 38.487 1.000 38,497,100.00 38,497,100.00
PUR 5/14/10 60 ISHARES TR MSCI EMERGI 650,000.00 6,500.00 25,611,300.00 25,611,300.00
251349 5/19/10 USD S27383 39.392 1.000 25,611,300.00 25,611,300.00
PUR 5/14/10 60 VANGUARD I SHS VANGUAR 650,000.00 6,500.00 25,683,515.00 25,683,515.00
250587 5/19/10 USD S27384 39.503 1.000 25,683,515.00 25,683,515.00
PUR 5/18/10 60 ISHARES TR MSCI EMERGI 650,000.00 6,500.00 25,106,770.00 25,106,770.00
251349 5/21/10 USD S27395 38.616 1.000 25,106,770.00 25,106,770.00
PUR 5/18/10 60 VANGUARD I SHS VANGUAR 650,000.00 6,500.00 25,205,115.00 25,205,115.00
250587 5/21/10 USD S27396 38.767 1.000 25,205,115.00 25,205,115.00
PUR 5/20/10 60 ISHARES TR MSCI EMERGI 700,000.00 7,000.00 25,495,050.00 25,495,050.00
251349 5/25/10 USD S27407 36.412 1.000 25,495,050.00 25,495,050.00
PUR 5/20/10 60 VANGUARD I SHS VANGUAR 700,000.00 7,000.00 25,585,700.00 25,585,700.00
250587 5/25/10 USD S27408 36.541 1.000 25,585,700.00 25,585,700.00
PUR 5/25/10 60 ISHARES TR MSCI EMERGI 700,000.00 7,000.00 25,031,580.00 25,031,580.00
251349 5/28/10 USD S27428 35.749 1.000 25,031,580.00 25,031,580.00
PUR 5/25/10 60 VANGUARD I SHS VANGUAR 700,000.00 7,000.00 25,093,810.00 25,093,810.00
250587 5/28/10 USD S27429 35.838 1.000 25,093,810.00 25,093,810.00
---------------- --------- ---------------- ------------ ---------------- --------------
9,800,000.00 96,027.00 381,116,639.03 381,116,639.03
381,116,639.03 381,116,639.03
13 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
9,800,000.00 96,027.00 381,116,639.03 381,116,639.03
381,116,639.03 381,116,639.03
13 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
DEV MKT COMMON STOCK (2220)
--------------------------------
PUR 4/28/10 60 BARRICK GOLD CORP 80,000.00 2,373.42 3,428,184.00 3,428,184.00
230195 5/03/10 CAD S27316 42.822 1.011 3,390,213.61 3,390,213.61
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: 3
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 4/28/10 60 CANADIAN NATURAL RESOU 40,000.00 1,186.71 3,057,412.00 3,057,412.00
230200 5/03/10 CAD S27316 76.405 1.011 3,023,548.26 3,023,548.26
PUR 4/28/10 60 ENCANA CORP 120,000.00 3,560.13 3,919,200.00 3,919,200.00
230210 5/03/10 CAD S27316 32.630 1.011 3,875,791.14 3,875,791.14
PUR 4/28/10 60 GILDAN ACTIVEWEAR INC 40,000.00 1,186.71 1,191,540.00 1,191,540.00
248122 5/03/10 CAD S27316 29.759 1.011 1,178,342.56 1,178,342.56
PUR 4/28/10 60 IMPERIAL OIL LTD NPV 40,000.00 1,186.71 1,723,076.00 1,723,076.00
246211 5/03/10 CAD S27316 43.047 1.011 1,703,991.30 1,703,991.30
PUR 4/28/10 60 MANITOBA TEL SYS NPV 40,000.00 1,582.28 1,297,212.00 1,297,212.00
251753 5/03/10 CAD S27316 32.390 1.011 1,282,844.15 1,282,844.15
PUR 4/28/10 60 METRO INC A 20,000.00 593.35 894,078.00 894,078.00
248021 5/03/10 CAD S27316 44.674 1.011 884,175.24 884,175.24
PUR 4/28/10 60 POTASH CORP SASK COM 40,000.00 1,186.71 4,417,364.00 4,417,364.00
230239 5/03/10 CAD S27316 110.404 1.011 4,368,437.50 4,368,437.50
PUR 4/28/10 60 RESEARCH IN MOTION 40,000.00 1,186.71 2,906,608.00 2,906,608.00
230321 5/03/10 CAD S27316 72.635 1.011 2,874,414.56 2,874,414.56
PUR 4/28/10 60 SILVER WHEATON CORP NP 80,000.00 2,373.42 1,506,376.00 1,506,376.00
243069 5/03/10 CAD S27316 18.800 1.011 1,489,691.46 1,489,691.46
PUR 4/28/10 60 TALISMAN ENERGY INC 80,000.00 3,164.56 1,363,088.00 1,363,088.00
230249 5/03/10 CAD S27316 16.999 1.011 1,347,990.51 1,347,990.51
PUR 4/28/10 60 TIM HORTON COM 40,000.00 1,186.71 1,353,592.00 1,353,592.00
250848 5/03/10 CAD S27316 33.810 1.011 1,338,599.68 1,338,599.68
PUR 4/29/10 60 BANK MONTREAL QUE NPV 60,000.00 1,195.22 3,816,882.00 3,816,882.00
248006 5/04/10 CAD S27323 63.595 1.004 3,801,675.30 3,801,675.30
PUR 4/29/10 60 BANK MONTREAL QUE NPV 60,000.00 1,792.83 3,835,884.00 3,835,884.00
248006 5/04/10 CAD S27323 63.901 1.004 3,820,601.59 3,820,601.59
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: 4
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 4/29/10 60 BANK OF NOVA SCOTIA 60,000.00 1,195.22 3,094,302.00 3,094,302.00
230194 5/04/10 CAD S27323 51.552 1.004 3,081,974.10 3,081,974.10
PUR 4/29/10 60 BANK OF NOVA SCOTIA 40,000.00 1,195.22 2,072,100.00 2,072,100.00
230194 5/04/10 CAD S27323 51.773 1.004 2,063,844.62 2,063,844.62
PUR 4/29/10 60 BOMBARDIER INC CLASS B 400,000.00 3,984.06 2,174,160.00 2,174,160.00
237461 5/04/10 CAD S27323 5.425 1.004 2,165,498.01 2,165,498.01
PUR 4/29/10 60 CAN IMPERIAL BK OF COM 40,000.00 1,195.22 3,040,332.00 3,040,332.00
243055 5/04/10 CAD S27323 75.978 1.004 3,028,219.12 3,028,219.12
PUR 4/29/10 60 CANADIAN NATURAL RESOU 40,000.00 796.81 3,102,800.00 3,102,800.00
230200 5/04/10 CAD S27323 77.550 1.004 3,090,438.25 3,090,438.25
PUR 4/29/10 60 CANADIAN TIRE CORP 20,000.00 597.61 1,123,956.00 1,123,956.00
230201 5/04/10 CAD S27323 56.168 1.004 1,119,478.09 1,119,478.09
PUR 4/29/10 60 CENOVUS ENERGY INC 130,000.00 1,294.82 3,925,987.00 3,925,987.00
249997 5/04/10 CAD S27323 30.190 1.004 3,910,345.62 3,910,345.62
PUR 4/29/10 60 ENBRIDGE INC 40,000.00 796.81 1,965,476.00 1,965,476.00
230209 5/04/10 CAD S27323 49.117 1.004 1,957,645.42 1,957,645.42
PUR 4/29/10 60 ENCANA CORP 60,000.00 1,792.83 1,980,792.00 1,980,792.00
230210 5/04/10 CAD S27323 32.983 1.004 1,972,900.40 1,972,900.40
PUR 4/29/10 60 GOLDCORP INC 60,000.00 1,792.83 2,580,498.00 2,580,498.00
230216 5/04/10 CAD S27323 42.978 1.004 2,570,217.13 2,570,217.13
PUR 4/29/10 60 MAGNA INT CLASS A 10,900.00 217.13 731,885.95 731,885.95
230225 5/04/10 CAD S27323 67.126 1.004 728,970.07 728,970.07
PUR 4/29/10 60 MANITOBA TEL SYS NPV 20,000.00 796.81 651,360.00 651,360.00
251753 5/04/10 CAD S27323 32.528 1.004 648,764.94 648,764.94
PUR 4/29/10 60 NATIONAL BANK OF CANAD 40,000.00 796.81 2,506,960.00 2,506,960.00
230230 5/04/10 CAD S27323 62.654 1.004 2,496,972.11 2,496,972.11
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: 5
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 4/29/10 60 ROGERS COMMUNICATIONS 40,000.00 1,195.22 1,434,644.00 1,434,644.00
230243 5/04/10 CAD S27323 35.836 1.004 1,428,928.29 1,428,928.29
PUR 4/29/10 60 ROYAL BANK OF CANADA 60,000.00 1,792.83 3,747,006.00 3,747,006.00
230244 5/04/10 CAD S27323 62.420 1.004 3,732,077.69 3,732,077.69
PUR 4/29/10 60 ROYAL BANK OF CANADA 40,000.00 1,195.22 2,496,944.00 2,496,944.00
230244 5/04/10 CAD S27323 62.394 1.004 2,486,996.02 2,486,996.02
PUR 4/29/10 60 SAPUTO INC NPV 40,000.00 1,593.63 1,153,164.00 1,153,164.00
251776 5/04/10 CAD S27323 28.789 1.004 1,148,569.72 1,148,569.72
PUR 4/29/10 60 SHAW COMMUNICATIONS IN 325.00 6,240.00 6,240.00
239707 5/07/10 CAD 27342 19.200 1.004 6,215.14 6,215.14
PUR 4/29/10 60 SHOPPERS DRUG MART COR 60,000.00 2,390.44 2,117,898.00 2,117,898.00
230404 5/04/10 CAD S27323 35.258 1.004 2,109,460.16 2,109,460.16
PUR 4/29/10 60 SUNCOR ENERGY INC 120,000.00 3,585.66 4,119,564.00 4,119,564.00
248036 5/04/10 CAD S27323 34.300 1.004 4,103,151.39 4,103,151.39
PUR 4/29/10 60 TORONTO DOMINION BK ON 40,000.00 1,195.22 3,030,204.00 3,030,204.00
242764 5/04/10 CAD S27323 75.725 1.004 3,018,131.47 3,018,131.47
PUR 4/29/10 60 TORONTO DOMINION BK ON 40,000.00 1,195.22 3,047,032.00 3,047,032.00
242764 5/04/10 CAD S27323 76.146 1.004 3,034,892.43 3,034,892.43
PUR 4/29/10 60 WESTON (GEORGE) COM 9,700.00 289.84 720,182.32 720,182.32
230257 5/04/10 CAD S27323 74.216 1.004 717,313.07 717,313.07
PUR 4/30/10 60 LOBLAW COMPANIES LTD 40,000.00 1,185.07 1,492,584.00 1,492,584.00
230224 5/05/10 CAD S27333 37.285 1.013 1,474,011.46 1,474,011.46
PUR 4/30/10 60 MAGNA INT CLASS A 29,100.00 574.76 1,954,041.72 1,954,041.72
230225 5/05/10 CAD S27333 67.129 1.013 1,929,727.16 1,929,727.16
PUR 4/30/10 60 ROGERS COMMUNICATIONS 60,000.00 1,777.60 2,174,940.00 2,174,940.00
230243 5/05/10 CAD S27333 36.219 1.013 2,147,876.75 2,147,876.75
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: 6
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 4/30/10 60 TIM HORTON COM 60,000.00 1,777.60 2,021,334.00 2,021,334.00
250848 5/05/10 CAD S27333 33.659 1.013 1,996,182.11 1,996,182.11
PUR 4/30/10 60 TORONTO DOMINION BK ON 1,133.00 85,358.57 85,358.57
242764 5/19/10 CAD 27420 75.339 1.013 84,296.43 84,296.43
PUR 4/30/10 60 WESTON (GEORGE) COM 10,300.00 305.16 754,016.65 754,016.65
230257 5/05/10 CAD S27333 73.176 1.013 744,634.26 744,634.26
PUR 5/01/10 60 NATIONAL BANK OF CANAD 254.00 15,495.00 15,495.00
230230 5/19/10 CAD 27422 61.004 1.013 15,302.19 15,302.19
PUR 5/06/10 60 POTASH CORP SASK COM 67.00 7,305.35 7,305.35
230239 5/27/10 CAD 27441 109.035 1.036 7,051.50 7,051.50
PUR 5/20/10 60 TELUS CORP NON-VOTE 40,000.00 1,495.89 1,475,200.00 1,475,200.00
230252 5/26/10 CAD S27412 36.840 1.070 1,379,207.18 1,379,207.18
PUR 5/21/10 60 ROYAL BANK OF CANADA 2,800.00 169,979.88 169,979.88
230244 5/27/10 CAD 27442 60.707 1.062 160,041.31 160,041.31
---------------- --------- ---------------- ------------ ---------------- --------------
2,434,579.00 61,757.01 95,684,238.44 95,684,238.44
94,939,650.47 94,939,650.47
47 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 5/11/10 60 SANOFI-AVENTIS SA EUR 150,000.00 14,478.40 7,616,407.50 7,616,407.50
250067 5/14/10 EUR S27365 50.700 .788 9,666,743.03 9,666,743.03
---------------- --------- ---------------- ------------ ---------------- --------------
150,000.00 14,478.40 7,616,407.50 7,616,407.50
9,666,743.03 9,666,743.03
1 TRANSACTION IN COUNTRY: FRANCE ( 400)
PUR 5/11/10 60 AJINOMOTO CO INC NPV 7,000.00 15.59 5,783,445.00 5,783,445.00
245406 5/14/10 JPY S27364 826.000 92.670 62,409.03 62,409.03
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 7
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/11/10 60 ASAHI BREWERIES LTD 18,800.00 81.56 30,240,319.00 30,240,319.00
243254 5/14/10 JPY S27364 1608.12 92.670 326,322.64 326,322.64
PUR 5/11/10 60 ASTELLAS PHARMA INC 105,600.00 910.84 337,720,407.00 337,720,407.00
244460 5/14/10 JPY S27364 3197.31 92.670 3,644,333.73 3,644,333.73
PUR 5/11/10 60 CANON INC. 4,300.00 47.72 17,694,922.00 17,694,922.00
14464 5/14/10 JPY S27364 4114.07 92.670 190,945.53 190,945.53
PUR 5/11/10 60 DAI-ICHI LIFE INSURANC 15,060.00 6,452.872,392,546,986.00 2,392,546,986.00
251928 5/14/10 JPY S27364 158827. 92.670 25,817,923.66 25,817,923.66
PUR 5/11/10 60 DAIICHI SANKYO CO LTD 393,400.00 1,727.71 640,594,811.00 640,594,811.00
241711 5/14/10 JPY S27364 1627.94 92.670 6,912,644.99 6,912,644.99
PUR 5/11/10 60 DAIWA SECURITIES GROUP 142,000.00 168.49 62,478,617.00 62,478,617.00
225427 5/14/10 JPY S27364 439.880 92.670 674,205.43 674,205.43
PUR 5/11/10 60 DENSO CORP 1,600.00 11.36 4,215,459.00 4,215,459.00
231704 5/14/10 JPY S27364 2634.00 92.670 45,488.93 45,488.93
PUR 5/11/10 60 FAST RETAILING CO LTD 7,600.00 273.25 101,318,990.00 101,318,990.00
241347 5/14/10 JPY S27364 13328.1 92.670 1,093,331.07 1,093,331.07
PUR 5/11/10 60 HITACHI LTD 3,885,000.00 4,114.131,525,405,372.00 1,525,405,372.00
241346 5/14/10 JPY S27364 392.542 92.670 16,460,616.94 16,460,616.94
PUR 5/11/10 60 JX HOLDINGS INC 363,000.00 508.26 188,451,796.00 188,451,796.00
251348 5/14/10 JPY S27364 519.021 92.670 2,033,579.32 2,033,579.32
PUR 5/11/10 60 KANSAI ELECTRIC POWER 6,500.00 36.69 13,604,900.00 13,604,900.00
241670 5/14/10 JPY S27364 2092.53 92.670 146,810.19 146,810.19
PUR 5/11/10 60 KDDI CORP 910.00 1,071.82 397,405,326.00 397,405,326.00
241277 5/14/10 JPY S27364 436600. 92.670 4,288,392.42 4,288,392.42
PUR 5/11/10 60 KEYENCE CORP 1,900.00 111.15 41,212,300.00 41,212,300.00
244669 5/14/10 JPY S27364 21685.2 92.670 444,721.05 444,721.05
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: 8
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/11/10 60 KUBOTA CORP Y50 73,000.00 154.03 57,110,275.00 57,110,275.00
242022 5/14/10 JPY S27364 782.137 92.670 616,275.76 616,275.76
PUR 5/11/10 60 KYOCERA CORP 31,800.00 760.71 282,057,186.00 282,057,186.00
244666 5/14/10 JPY S27364 8867.50 92.670 3,043,673.10 3,043,673.10
PUR 5/11/10 60 KYUSHU ELECTRIC POWER 1,700.00 8.68 3,222,904.00 3,222,904.00
245391 5/14/10 JPY S27364 1895.35 92.670 34,778.29 34,778.29
PUR 5/11/10 60 MITSUBISHI HEAVY INDUS 1,347,000.00 1,304.62 483,719,896.00 483,719,896.00
245069 5/14/10 JPY S27364 359.019 92.670 5,219,811.11 5,219,811.11
PUR 5/11/10 60 MITSUBISHI UFJ FINANCI 2,826,500.00 3,566.971,322,540,117.00 1,322,540,117.00
219545 5/14/10 JPY S27364 467.790 92.670 14,271,502.29 14,271,502.29
PUR 5/11/10 60 MITSUI OSK LINES LTD 319,000.00 568.60 210,824,190.00 210,824,190.00
244665 5/14/10 JPY S27364 660.726 92.670 2,274,999.35 2,274,999.35
PUR 5/11/10 60 MIZUHO FINANCIAL GROUP 4,334,600.00 1,935.12 717,496,244.00 717,496,244.00
230461 5/14/10 JPY S27364 165.486 92.670 7,742,486.72 7,742,486.72
PUR 5/11/10 60 MS&AD INSURANCE GROUP 2,100.00 13.99 5,188,296.00 5,188,296.00
251355 5/14/10 JPY S27364 2470.00 92.670 55,986.79 55,986.79
PUR 5/11/10 60 MURATA MANUFACTURING C 19,000.00 256.31 95,037,269.00 95,037,269.00
244667 5/14/10 JPY S27364 5000.71 92.670 1,025,545.15 1,025,545.15
PUR 5/11/10 60 NEC CORP JPY 50.0 2,881,000.00 2,260.76 838,237,090.00 838,237,090.00
245160 5/14/10 JPY S27364 290.881 92.670 9,045,398.62 9,045,398.62
PUR 5/11/10 60 NGK INSULATORS LTD JPY 11,000.00 53.22 19,739,932.00 19,739,932.00
245421 5/14/10 JPY S27364 1794.09 92.670 213,013.19 213,013.19
PUR 5/11/10 60 NIPPON STEEL CORP NPV 526,000.00 480.05 177,989,497.00 177,989,497.00
227689 5/14/10 JPY S27364 338.299 92.670 1,920,680.88 1,920,680.88
PUR 5/11/10 60 NKSJ HOLDINGS INC 363,000.00 618.41 229,295,765.00 229,295,765.00
251351 5/14/10 JPY S27364 631.511 92.670 2,474,325.73 2,474,325.73
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/11/10 60 NOMURA HOLDINGS INC NP 1,460,100.00 2,405.78 892,004,571.00 892,004,571.00
245071 5/14/10 JPY S27364 610.768 92.670 9,625,602.36 9,625,602.36
PUR 5/11/10 60 PANASONIC CORP 369,200.00 1,271.71 471,519,424.00 471,519,424.00
243112 5/14/10 JPY S27364 1276.81 92.670 5,088,156.08 5,088,156.08
PUR 5/11/10 60 RICOH CO LTD 411,000.00 1,687.44 625,661,180.00 625,661,180.00
245256 5/14/10 JPY S27364 1521.91 92.670 6,751,496.49 6,751,496.49
PUR 5/11/10 60 SECOM CO LTD 27,700.00 294.50 109,199,290.00 109,199,290.00
245149 5/14/10 JPY S27364 3941.22 92.670 1,178,367.22 1,178,367.22
PUR 5/11/10 60 SEVEN + I HOLDINGS CO 254,900.00 1,610.26 597,047,024.00 597,047,024.00
243214 5/14/10 JPY S27364 2341.69 92.670 6,442,721.74 6,442,721.74
PUR 5/11/10 60 SHIN-ETSU CHEMICAL 65,600.00 910.86 337,723,968.00 337,723,968.00
220990 5/14/10 JPY S27364 5146.94 92.670 3,644,372.16 3,644,372.16
PUR 5/11/10 60 SHIZUOKA BANK LTD/THE 86,000.00 176.67 65,510,369.00 65,510,369.00
244529 5/14/10 JPY S27364 761.558 92.670 706,921.00 706,921.00
PUR 5/11/10 60 SMC CORP/JAPAN JPY 50. 100.00 3.45 1,284,030.00 1,284,030.00
245351 5/14/10 JPY S27364 12837.1 92.670 13,855.94 13,855.94
PUR 5/11/10 60 SUMITOMO ELECTRIC INDU 7,400.00 22.45 8,323,080.00 8,323,080.00
221169 5/14/10 JPY S27364 1124.45 92.670 89,814.18 89,814.18
PUR 5/11/10 60 SUMITOMO MITSUI FINANC 547,000.00 4,240.091,572,112,425.00 1,572,112,425.00
231251 5/14/10 JPY S27364 2873.34 92.670 16,964,631.76 16,964,631.76
PUR 5/11/10 60 T&D HOLDINGS INC 122,200.00 745.71 276,493,558.00 276,493,558.00
232920 5/14/10 JPY S27364 2262.06 92.670 2,983,636.11 2,983,636.11
PUR 5/11/10 60 TOHOKU ELECTRIC POWER 1,500.00 7.54 2,800,399.00 2,800,399.00
245286 5/14/10 JPY S27364 1866.46 92.670 30,219.05 30,219.05
PUR 5/11/10 60 TOKYO ELECTRIC POWER C 151,300.00 954.65 353,959,770.00 353,959,770.00
241669 5/14/10 JPY S27364 2338.87 92.670 3,819,572.35 3,819,572.35
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: 10
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/11/10 60 TORAY INDUSTRIES INC N 155,000.00 225.20 83,502,861.00 83,502,861.00
245308 5/14/10 JPY S27364 538.593 92.670 901,077.60 901,077.60
PUR 5/11/10 60 TOSHIBA CORP 524,000.00 720.66 267,204,342.00 267,204,342.00
220991 5/14/10 JPY S27364 509.805 92.670 2,883,396.37 2,883,396.37
PUR 5/11/10 60 TOYOTA MOTOR CORP 316,900.00 3,013.081,117,175,209.00 1,117,175,209.00
220989 5/14/10 JPY S27364 3524.44 92.670 12,055,413.93 12,055,413.93
PUR 5/11/10 60 WEST JAPAN RAILWAY CO 80.00 71.06 26,350,085.00 26,350,085.00
245431 5/14/10 JPY S27364 329293. 92.670 284,343.21 284,343.21
PUR 5/11/10 60 YAMATO HOLDINGS CO LTD 50,500.00 174.48 64,694,271.00 64,694,271.00
245354 5/14/10 JPY S27364 1280.75 92.670 698,114.50 698,114.50
---------------- --------- ---------------- ------------ ---------------- --------------
22,238,850.00 46,048.50 17073698167.00 17073698167.00
184,241,913.96 184,241,913.96
45 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
PUR 4/28/10 60 LINDAB INTERNATIONAL A 16,602.00 105.00 1,277,205.65 1,277,205.65
251508 5/03/10 SEK S27313 76.885 7.294 175,098.80 175,098.80
PUR 4/29/10 60 LINDAB INTERNATIONAL A 23,398.00 156.15 1,888,028.75 1,888,028.75
251508 5/04/10 SEK S27321 80.643 7.250 260,406.98 260,406.98
PUR 4/30/10 60 LINDAB INTERNATIONAL A 25,195.00 168.68 2,038,479.97 2,038,479.97
251508 5/05/10 SEK S27329 80.860 7.247 281,297.69 281,297.69
PUR 5/03/10 60 LINDAB INTERNATIONAL A 1,509.00 10.06 122,302.34 122,302.34
251508 5/06/10 SEK S27335 81.000 7.290 16,776.04 16,776.04
PUR 5/04/10 60 LINDAB INTERNATIONAL A 11,556.00 76.21 936,201.01 936,201.01
251508 5/07/10 SEK S27340 80.966 7.366 127,088.99 127,088.99
PUR 5/05/10 60 LINDAB INTERNATIONAL A 46,740.00 292.60 3,660,609.63 3,660,609.63
251508 5/10/10 SEK S27345 78.272 7.502 487,951.16 487,951.16
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: 11
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/06/10 60 LINDAB INTERNATIONAL A 43,000.00 257.82 3,278,006.62 3,278,006.62
251508 5/11/10 SEK S27350 76.187 7.624 429,953.26 429,953.26
PUR 5/07/10 60 LINDAB INTERNATIONAL A 115,051.00 652.58 8,420,880.58 8,420,880.58
251508 5/12/10 SEK S27358 73.149 7.738 1,088,292.46 1,088,292.46
PUR 5/10/10 60 LINDAB INTERNATIONAL A 15,000.00 233.93 1,175,510.63 1,175,510.63
251508 5/14/10 SEK S27359 78.250 7.526 156,184.98 156,184.98
PUR 5/10/10 60 LINDAB INTERNATIONAL A 56,949.00 359.88 4,517,084.33 4,517,084.33
251508 5/14/10 SEK S27359 79.270 7.526 600,165.33 600,165.33
PUR 5/11/10 60 LINDAB INTERNATIONAL A 27,827.00 167.26 2,127,049.56 2,127,049.56
251508 5/17/10 SEK S27367 76.393 7.626 278,928.05 278,928.05
PUR 5/12/10 60 LINDAB INTERNATIONAL A 9,400.00 58.06 729,274.76 729,274.76
251508 5/18/10 SEK S27370 77.536 7.532 96,819.66 96,819.66
PUR 5/14/10 60 LINDAB INTERNATIONAL A 27,773.00 164.04 2,113,712.40 2,113,712.40
251508 5/19/10 SEK S27381 76.061 7.727 273,559.53 273,559.53
PUR 5/14/10 60 LINDAB INTERNATIONAL A 91,000.00 1,348.85 6,958,545.18 6,958,545.18
251508 5/19/10 SEK S27381 76.353 7.727 900,584.36 900,584.36
PUR 5/17/10 60 LINDAB INTERNATIONAL A 22,500.00 133.96 1,738,535.25 1,738,535.25
251508 5/20/10 SEK S27386 77.222 7.782 223,393.20 223,393.20
PUR 5/18/10 60 LINDAB INTERNATIONAL A 15,735.00 97.50 1,254,850.84 1,254,850.84
251508 5/21/10 SEK S27390 79.701 7.717 162,600.21 162,600.21
PUR 5/19/10 60 LINDAB INTERNATIONAL A 35,000.00 211.99 2,770,752.95 2,770,752.95
251508 5/24/10 SEK S27400 79.117 7.837 353,529.61 353,529.61
PUR 5/20/10 60 LINDAB INTERNATIONAL A 23,000.00 132.13 1,753,992.16 1,753,992.16
251508 5/25/10 SEK S27410 76.215 7.960 220,356.31 220,356.31
PUR 5/21/10 60 LINDAB INTERNATIONAL A 26,867.00 155.50 2,027,393.20 2,027,393.20
251508 5/26/10 SEK S27417 75.415 7.818 259,317.13 259,317.13
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: 12
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/24/10 60 LINDAB INTERNATIONAL A 21,898.00 129.93 1,698,422.20 1,698,422.20
251508 5/27/10 SEK S27426 77.514 7.838 216,688.00 216,688.00
PUR 5/25/10 60 LINDAB INTERNATIONAL A 19,903.00 110.13 1,474,850.80 1,474,850.80
251508 5/28/10 SEK S27427 74.057 8.031 183,656.16 183,656.16
PUR 5/26/10 60 LINDAB INTERNATIONAL A 16,097.00 92.83 1,230,838.61 1,230,838.61
251508 5/31/10 SEK S27432 76.418 7.951 154,802.99 154,802.99
---------------- --------- ---------------- ------------ ---------------- --------------
692,000.00 5,115.09 53,192,527.42 53,192,527.42
6,947,450.90 6,947,450.90
22 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
PUR 5/11/10 60 BANQUE CANTONALE VAUDO 1,598.00 1,192.25 696,779.92 696,779.92
249914 5/17/10 CHF S27369 435.206 1.108 628,692.52 628,692.52
PUR 5/12/10 60 BANQUE CANTONALE VAUDO 2,210.00 1,671.85 976,277.76 976,277.76
249914 5/18/10 CHF S27374 440.917 1.107 881,594.51 881,594.51
PUR 5/14/10 60 BANQUE CANTONALE VAUDO 2,642.00 1,951.18 1,159,967.49 1,159,967.49
249914 5/19/10 CHF S27380 438.216 1.127 1,028,887.25 1,028,887.25
PUR 5/17/10 60 BANQUE CANTONALE VAUDO 1,850.00 1,325.75 793,467.16 793,467.16
249914 5/20/10 CHF S27387 428.088 1.135 699,090.01 699,090.01
PUR 5/18/10 60 BANQUE CANTONALE VAUDO 1,391.00 1,029.98 615,252.50 615,252.50
249914 5/21/10 CHF S27391 441.471 1.133 543,125.44 543,125.44
PUR 5/19/10 60 BANQUE CANTONALE VAUDO 924.00 527.24 405,839.60 405,839.60
249914 5/25/10 CHF S27397 438.563 1.153 352,016.31 352,016.31
PUR 5/19/10 60 BANQUE CANTONALE VAUDO 800.00 578.92 351,949.68 351,949.68
249914 5/25/10 CHF S27397 439.103 1.153 305,273.38 305,273.38
PUR 5/20/10 60 BANQUE CANTONALE VAUDO 3,585.00 2,036.44 1,568,104.91 1,568,104.91
249914 5/26/10 CHF S27405 436.752 1.153 1,359,667.83 1,359,667.83
---------------- --------- ---------------- ------------ ---------------- --------------
15,000.00 10,313.61 6,567,639.02 6,567,639.02
5,798,347.25 5,798,347.25
8 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/14/10 60 BRITISH LAND CO PLC 14,224.00 68,246.75 68,246.75
251352 5/14/10 UKP 27394 4.798 .687 99,353.55 99,353.55
PUR 5/19/10 60 BRITISH LAND CO PLC 1,300,000.00 51,784.23 5,848,598.87 5,848,598.87
251352 5/24/10 UKP S27401 4.471 .696 8,403,847.54 8,403,847.54
PUR 5/20/10 60 BRITISH LAND CO PLC 700,000.00 27,949.13 3,170,446.64 3,170,446.64
251352 5/25/10 UKP S27403 4.501 .699 4,535,643.62 4,535,643.62
---------------- --------- ---------------- ------------ ---------------- --------------
2,014,224.00 79,733.36 9,087,292.26 9,087,292.26
13,038,844.71 13,038,844.71
3 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
PUR 5/19/10 60 PRAKTIKER BAU- UND HEI 307,800.00 3,742.63 2,025,310.20 2,025,310.20
233903 5/21/10 EUR S27399 6.570 .811 2,498,828.13 2,498,828.13
PUR 5/20/10 60 PRAKTIKER BAU- UND HEI 192,200.00 2,336.81 1,264,763.62 1,264,763.62
233903 5/24/10 EUR S27409 6.571 .811 1,560,211.52 1,560,211.52
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 6,079.44 3,290,073.82 3,290,073.82
4,059,039.65 4,059,039.65
2 TRANSACTIONS IN COUNTRY: GERMANY (1100)
PUR 5/11/10 60 DSV A/S 250,000.00 6,137.52 24,026,335.53 24,026,335.53
249200 5/18/10 DKK S27362 95.961 5.863 4,097,819.54 4,097,819.54
PUR 5/11/10 60 FLSMIDTH + CO A/S DKK 100,000.00 9,965.90 39,013,132.05 39,013,132.05
248776 5/18/10 DKK S27362 389.547 5.863 6,653,897.54 6,653,897.54
PUR 5/11/10 60 VESTAS WIND SYSTEMS 100,000.00 7,953.05 31,133,510.32 31,133,510.32
222191 5/18/10 DKK S27362 310.869 5.863 5,309,986.07 5,309,986.07
---------------- --------- ---------------- ------------ ---------------- --------------
450,000.00 24,056.47 94,172,977.90 94,172,977.90
16,061,703.15 16,061,703.15
3 TRANSACTIONS IN COUNTRY: DENMARK (1400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 14
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/06/10 60 GAS NATURAL SDG SA EUR 519,918.00 12,187.46 6,401,667.98 6,401,667.98
250608 5/11/10 EUR S27351 12.294 .787 8,137,161.83 8,137,161.83
PUR 5/06/10 60 GAS NATURAL SDG SA EUR 180,082.00 4,185.30 2,198,402.20 2,198,402.20
250608 5/11/10 EUR S27351 12.190 .787 2,794,389.61 2,794,389.61
---------------- --------- ---------------- ------------ ---------------- --------------
700,000.00 16,372.76 8,600,070.18 8,600,070.18
10,931,551.44 10,931,551.44
2 TRANSACTIONS IN COUNTRY: SPAIN (1500)
PUR 5/11/10 60 PIAGGIO + C SPA EUR 0. 362,045.00 1,576.55 829,347.69 829,347.69
234518 5/14/10 EUR S27365 2.287 .788 1,052,607.94 1,052,607.94
PUR 5/12/10 60 PIAGGIO + C SPA EUR 0. 167,955.00 735.07 386,993.69 386,993.69
234518 5/17/10 EUR S27375 2.301 .789 490,785.50 490,785.50
PUR 5/13/10 60 PIAGGIO + C SPA EUR 0. 125,000.00 553.59 294,090.48 294,090.48
234518 5/18/10 EUR S27376 2.349 .796 369,612.70 369,612.70
PUR 5/14/10 60 PIAGGIO + C SPA EUR 0. 480,000.00 2,065.88 1,109,934.41 1,109,934.41
234518 5/19/10 EUR S27382 2.309 .805 1,379,316.26 1,379,316.26
PUR 5/17/10 60 PIAGGIO + C SPA EUR 0. 215,000.00 907.37 491,064.49 491,064.49
234518 5/20/10 EUR S27388 2.281 .811 605,826.13 605,826.13
PUR 5/18/10 60 PIAGGIO + C SPA EUR 0. 227,000.00 968.55 522,564.87 522,564.87
234518 5/21/10 EUR S27389 2.299 .808 646,673.88 646,673.88
PUR 5/19/10 60 PIAGGIO + C SPA EUR 0. 220,000.00 921.11 498,452.56 498,452.56
234518 5/24/10 EUR S27398 2.262 .811 614,990.87 614,990.87
PUR 5/20/10 60 PIAGGIO + C SPA EUR 0. 203,000.00 879.77 476,159.47 476,159.47
234518 5/25/10 EUR S27411 2.342 .811 587,389.99 587,389.99
---------------- --------- ---------------- ------------ ---------------- --------------
2,000,000.00 8,607.89 4,608,607.66 4,608,607.66
5,747,203.27 5,747,203.27
8 TRANSACTIONS IN COUNTRY: ITALY (1700)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 4/30/10 60 SANTOS LTD NPV 1,630,440.00 42,076.66 22,640,316.90 22,640,316.90
251708 5/05/10 AUD S27330 13.858 1.074 21,080,408.81 21,080,408.81
PUR 5/03/10 60 SANTOS LTD NPV 369,560.00 9,191.15 4,981,893.27 4,981,893.27
251708 5/06/10 AUD S27336 13.454 1.082 4,604,763.17 4,604,763.17
---------------- --------- ---------------- ------------ ---------------- --------------
2,000,000.00 51,267.81 27,622,210.17 27,622,210.17
25,685,171.98 25,685,171.98
2 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
PUR 5/13/10 60 ASM PACIFIC THCH 60,000.00 1,601.67 4,045,831.74 4,045,831.74
222577 5/17/10 HKD S27377 67.223 7.782 519,916.18 519,916.18
PUR 5/24/10 60 HANG LUNG PROPERTIES L 400,000.00 4,520.84 11,448,065.75 11,448,065.75
221642 5/26/10 HKD S27425 28.532 7.801 1,467,569.03 1,467,569.03
---------------- --------- ---------------- ------------ ---------------- --------------
460,000.00 6,122.51 15,493,897.49 15,493,897.49
1,987,485.21 1,987,485.21
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
33,654,653.00 329,952.85 17399634108.86 17399634108.86
379,105,105.02 379,105,105.02
145 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
UNIT TRUST (2230)
--------------------------------
PUR 4/28/10 60 CANADIAN OIL SANDS TR 80,000.00 3,164.56 2,520,184.00 2,520,184.00
251757 5/03/10 CAD S27316 31.462 1.011 2,492,270.57 2,492,270.57
PUR 4/28/10 60 ENERPLUS RESOURCES FUN 60,000.00 2,373.42 1,468,716.00 1,468,716.00
251755 5/03/10 CAD S27316 24.439 1.011 1,452,448.58 1,452,448.58
PUR 4/29/10 60 CANADIAN OIL SANDS TR 140,000.00 1,394.42 4,397,638.00 4,397,638.00
251757 5/04/10 CAD S27323 31.402 1.004 4,380,117.53 4,380,117.53
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 16
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/14/10 60 PENN WEST ENERGY TRUST 734.00 13,485.64 13,485.64
230930 5/20/10 CAD 27423 18.373 1.032 13,072.55 13,072.55
PUR 5/17/10 60 ARC ENERGY TRUST-UNITS 200.00 3,985.52 3,985.52
250346 5/19/10 CAD 27421 19.928 1.033 3,857.08 3,857.08
PUR 5/20/10 60 ENERPLUS RESOURCES FUN 474.00 10,786.96 10,786.96
251755 5/26/10 CAD 27440 22.757 1.070 10,085.04 10,085.04
---------------- --------- ---------------- ------------ ---------------- --------------
281,408.00 6,932.40 8,414,796.12 8,414,796.12
8,351,851.35 8,351,851.35
6 TRANSACTIONS IN COUNTRY: CANADA ( 300)
---------------- --------- ---------------- ------------ ---------------- --------------
281,408.00 6,932.40 8,414,796.12 8,414,796.12
8,351,851.35 8,351,851.35
6 TRANSACTIONS IN CATEGORY: UNIT TRUST (2230)
---------------- --------- ---------------- ------------ ---------------- --------------
49,736,061.00 492,419.44 17897410644.01 17897410644.01
875,928,656.25 875,928,656.25
168 "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: 17
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-INTERNATIONAL (1600)
--------------------------------
SALE 5/20/10 60 ISHARES MSCI HONG KONG 100,000.00 1,024.39 1,441,705.61 1,255,546.45 186,159.16
246294 5/25/10 USD S27416 14.427 1.000 1,441,705.61 1,255,546.45 186,159.16
---------------- --------- ---------------- ------------ ---------------- --------------
100,000.00 1,024.39 1,441,705.61 1,255,546.45 186,159.16
1,441,705.61 1,255,546.45 186,159.16
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
100,000.00 1,024.39 1,441,705.61 1,255,546.45 186,159.16
1,441,705.61 1,255,546.45 186,159.16
1 TRANSACTION IN CATEGORY: ETF-INTERNATIONAL (1600)
DEV MKT COMMON STOCK (2220)
--------------------------------
SALE 4/29/10 60 TRANSCANADA CORP 60,000.00 1,792.83 2,137,896.00 1,703,369.11 434,526.89
230256 5/04/10 CAD S27323 35.662 1.004 2,129,378.49 1,367,042.80 762,335.69
SALE 5/20/10 60 TECK RESOURCES LTD. 40,000.00 1,495.89 1,263,488.00 1,067,578.67 195,909.33
241893 5/26/10 CAD S27412 31.627 1.070 1,181,271.50 992,197.21 189,074.29
---------------- --------- ---------------- ------------ ---------------- --------------
100,000.00 3,288.72 3,401,384.00 2,770,947.78 630,436.22
3,310,649.99 2,359,240.01 951,409.98
2 TRANSACTIONS IN COUNTRY: CANADA ( 300)
SALE 5/03/10 60 ESSILOR INTL SA CIE GE 11,000.00 1,022.06 516,317.86 453,967.24 62,350.62
238510 5/06/10 EUR S27337 47.009 .759 680,352.12 638,150.72 42,201.40
SALE 5/04/10 60 ESSILOR INTL SA CIE GE 12,426.00 1,142.11 583,248.95 512,817.90 70,431.05
238510 5/07/10 EUR S27339 47.008 .767 760,265.33 720,878.25 39,387.08
SALE 5/11/10 60 AXA 1,000,000.00 26,623.31 13,963,323.55 14,365,569.04 -402,245.49
226044 5/14/10 EUR S27365 13.984 .788 17,722,247.74 18,682,058.31 -959,810.57
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: 18
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/11/10 60 MICHELIN EUR 2.0 REGD 250,000.00 25,573.69 13,412,825.54 11,656,424.69 1,756,400.85
240580 5/14/10 EUR S27365 53.732 .788 17,023,555.76 17,024,246.84 -691.08
SALE 5/12/10 60 AXA 803,114.00 22,003.46 11,549,418.92 11,537,189.62 12,229.30
226044 5/17/10 EUR S27375 14.402 .789 14,646,976.08 15,003,822.59 -356,846.51
SALE 5/12/10 60 ESSILOR INTL SA CIE GE 70,000.00 6,241.76 3,276,244.25 2,888,882.43 387,361.82
238510 5/17/10 EUR S27375 46.874 .789 4,154,933.81 4,060,959.11 93,974.70
SALE 5/13/10 60 AXA 128,399.00 3,485.75 1,846,236.29 1,844,524.70 1,711.59
226044 5/18/10 EUR S27376 14.401 .796 2,320,348.44 2,398,757.61 -78,409.17
SALE 5/13/10 60 ESSILOR INTL SA CIE GE 22,900.00 2,029.43 1,074,893.63 945,077.25 129,816.38
238510 5/18/10 EUR S27376 47.009 .796 1,350,925.54 1,328,513.76 22,411.78
SALE 5/20/10 60 AXA 68,487.00 1,600.90 863,871.13 983,854.73 -119,983.60
226044 5/25/10 EUR S27411 12.633 .811 1,065,670.82 1,279,478.13 -213,807.31
SALE 5/21/10 60 MICHELIN EUR 2.0 REGD 121,623.00 12,069.82 6,397,391.84 5,670,757.36 726,634.48
240580 5/26/10 EUR S27418 52.679 .796 8,034,481.79 8,282,159.89 -247,678.10
SALE 5/21/10 60 MICHELIN EUR 2.0 REGD 206,377.00 20,397.12 10,811,121.89 9,622,471.83 1,188,650.06
240580 5/26/10 EUR S27418 52.464 .796 13,577,683.55 14,053,651.95 -475,968.40
SALE 5/21/10 60 MICHELIN EUR 2.0 REGD 172,000.00 16,981.73 9,000,860.83 8,019,620.18 981,240.65
240580 5/26/10 EUR S27418 52.409 .796 11,304,177.43 11,712,681.81 -408,504.38
---------------- --------- ---------------- ------------ ---------------- --------------
2,866,326.00 139,171.14 73,295,754.68 68,501,156.97 4,794,597.71
92,641,618.41 95,185,358.97 -2,543,740.56
12 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
SALE 5/11/10 60 AEON CO LTD 39,500.00 110.87 41,086,924.00 35,169,723.86 5,917,200.14
245452 5/14/10 JPY S27364 1040.43 92.670 443,368.12 370,937.82 72,430.30
SALE 5/11/10 60 ASAHI GLASS CO LTD JPY 528,000.00 1,507.80 558,770,290.00 379,682,176.28 179,088,113.72
245073 5/14/10 JPY S27364 1058.54 92.670 6,029,678.32 4,202,241.77 1,827,436.55
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: 19
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/11/10 60 ASAHI KASEI CORP 13,000.00 18.29 6,776,305.00 5,753,952.30 1,022,352.70
249124 5/14/10 JPY S27364 521.385 92.670 73,122.96 64,090.14 9,032.82
SALE 5/11/10 60 BANK OF YOKOHAMA LTD/T 217,000.00 272.69 101,053,721.00 102,274,633.79 -1,220,912.79
244586 5/14/10 JPY S27364 465.802 92.670 1,090,468.56 1,083,884.90 6,583.66
SALE 5/11/10 60 BRIDGESTONE CORP 49,400.00 215.40 79,823,540.00 78,762,214.11 1,061,325.89
210757 5/14/10 JPY S27364 1616.26 92.670 861,374.12 836,258.69 25,115.43
SALE 5/11/10 60 CENTRAL JAPAN RAILWAY 10.00 20.32 7,531,117.00 6,722,631.43 808,485.57
241712 5/14/10 JPY S27364 753300. 92.670 81,268.12 73,651.45 7,616.67
SALE 5/11/10 60 CHUBU ELECTRIC POWER C 285,200.00 1,653.67 612,830,451.00 631,643,145.84 -18,812,694.84
241668 5/14/10 JPY S27364 2149.31 92.670 6,613,040.37 6,896,775.78 -283,735.41
SALE 5/11/10 60 CHUGOKU ELECTRIC POWER 6,400.00 30.67 11,365,858.00 12,745,316.43 -1,379,458.43
245395 5/14/10 JPY S27364 1776.35 92.670 122,648.73 141,028.39 -18,379.66
SALE 5/11/10 60 DAI NIPPON PRINTING CO 40,000.00 133.07 49,317,668.00 49,401,696.72 -84,028.72
249051 5/14/10 JPY S27364 1233.25 92.670 532,185.91 519,209.86 12,976.05
SALE 5/11/10 60 DAIKIN INDUSTRIES LTD 82,500.00 733.06 271,664,569.00 260,743,251.12 10,921,317.88
245450 5/14/10 JPY S27364 3293.72 92.670 2,931,526.59 2,883,047.39 48,479.20
SALE 5/11/10 60 EAST JAPAN RAILWAY 22,800.00 379.52 140,641,831.00 145,964,234.42 -5,322,403.42
212437 5/14/10 JPY S27364 6170.04 92.670 1,517,663.01 1,603,576.38 -85,913.37
SALE 5/11/10 60 EISAI CO LTD NPV 7,500.00 63.53 23,539,113.00 25,299,982.05 -1,760,869.05
249125 5/14/10 JPY S27364 3139.33 92.670 254,010.07 281,729.07 -27,719.00
SALE 5/11/10 60 FANUC LTD 9,900.00 271.09 100,465,878.00 78,920,181.45 21,545,696.55
220993 5/14/10 JPY S27364 10150.6 92.670 1,084,125.15 819,435.68 264,689.47
SALE 5/11/10 60 FUJIFILM HOLDINGS CORP 104,500.00 848.89 314,589,037.00 284,565,552.98 30,023,484.02
245420 5/14/10 JPY S27364 3011.17 92.670 3,394,723.61 3,006,855.88 387,867.73
SALE 5/11/10 60 FUJITSU LTD 1,042,000.00 1,820.35 674,599,352.00 613,816,113.64 60,783,238.36
244550 5/14/10 JPY S27364 647.570 92.670 7,279,587.27 6,810,444.46 469,142.81
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: 20
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/11/10 60 HONDA MOTOR CO LTD 19,600.00 159.90 59,259,382.00 54,841,945.28 4,417,436.72
9605 5/14/10 JPY S27364 3024.19 92.670 639,466.73 588,686.63 50,780.10
SALE 5/11/10 60 HOYA CORP 11,600.00 75.97 28,151,060.00 23,276,364.55 4,874,695.45
245255 5/14/10 JPY S27364 2427.42 92.670 303,777.49 245,025.40 58,752.09
SALE 5/11/10 60 JAPAN TOBACCO INC JPY 960.00 815.24 302,118,952.00 284,764,577.99 17,354,374.01
233920 5/14/10 JPY S27364 314785. 92.670 3,260,159.19 3,068,488.57 191,670.62
SALE 5/11/10 60 JFE HOLDINGS INC 24,100.00 208.70 77,339,161.00 82,245,152.46 -4,905,991.46
223579 5/14/10 JPY S27364 3209.89 92.670 834,565.24 866,190.17 -31,624.93
SALE 5/11/10 60 KAO CORP 210,400.00 1,227.84 455,023,622.00 479,045,783.50 -24,022,161.50
243356 5/14/10 JPY S27364 2163.20 92.670 4,910,150.23 5,295,953.80 -385,803.57
SALE 5/11/10 60 KINTETSU CORP NPV 344,000.00 267.24 99,038,222.00 121,438,841.56 -22,400,619.56
245432 5/14/10 JPY S27364 287.974 92.670 1,068,719.35 1,343,985.99 -275,266.64
SALE 5/11/10 60 KIRIN HOLDINGS COMPANY 208,000.00 729.16 270,212,434.00 262,808,369.83 7,404,064.17
245416 5/14/10 JPY S27364 1299.42 92.670 2,915,856.63 2,761,636.53 154,220.10
SALE 5/11/10 60 KOMATSU LTD 430,400.00 2,042.14 756,794,487.00 719,268,919.41 37,525,567.59
231469 5/14/10 JPY S27364 1758.79 92.670 8,166,553.22 7,523,998.59 642,554.63
SALE 5/11/10 60 MARUBENI CORP JPY 50.0 190,000.00 276.48 102,460,379.00 90,010,962.89 12,449,416.11
237450 5/14/10 JPY S27364 539.400 92.670 1,105,647.77 937,367.53 168,280.24
SALE 5/11/10 60 MITSUBISHI CORP 505,400.00 2,887.331,070,011,744.00 961,452,990.13 108,558,753.87
230635 5/14/10 JPY S27364 2117.68 92.670 11,546,473.98 9,998,261.93 1,548,212.05
SALE 5/11/10 60 MITSUBISHI ELECTRIC CO 258,000.00 546.20 202,409,389.00 167,390,180.89 35,019,208.11
221125 5/14/10 JPY S27364 784.729 92.670 2,184,195.41 1,731,172.65 453,022.76
SALE 5/11/10 60 MITSUBISHI ESTATE 632,000.00 2,686.20 995,471,052.00 955,416,071.94 40,054,980.06
231470 5/14/10 JPY S27364 1575.50 92.670 10,742,106.96 10,208,377.79 533,729.17
SALE 5/11/10 60 MITSUBISHI MOTORS CORP 1,831,000.00 609.20 225,766,634.00 294,580,774.63 -68,814,140.63
249188 5/14/10 JPY S27364 123.333 92.670 2,436,242.95 3,104,573.40 -668,330.45
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 21
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/11/10 60 MITSUI FUDOSAN CO LTD 375,000.00 1,566.29 580,447,852.00 598,983,684.36 -18,535,832.36
229918 5/14/10 JPY S27364 1548.24 92.670 6,263,600.43 6,416,743.42 -153,142.99
SALE 5/11/10 60 NIDEC CORP NPV 71,200.00 1,780.51 659,832,998.00 490,518,790.72 169,314,207.28
245266 5/14/10 JPY S27364 9269.63 92.670 7,120,243.85 5,433,060.06 1,687,183.79
SALE 5/11/10 60 NINTENDO CO LTD JPY 50 28,800.00 2,197.21 814,254,386.00 708,300,967.79 105,953,418.21
233668 5/14/10 JPY S27364 28279.7 92.670 8,786,601.77 7,638,371.12 1,148,230.65
SALE 5/11/10 60 NIPPON TELEGRAPH & TEL 88,000.00 889.90 329,789,035.00 364,092,137.18 -34,303,102.18
14460 5/14/10 JPY S27364 3748.54 92.670 3,558,746.47 3,991,811.24 -433,064.77
SALE 5/11/10 60 NISSAN MOTOR CO LTD NP 646,700.00 1,305.42 483,770,427.00 426,606,191.69 57,164,235.31
245070 5/14/10 JPY S27364 748.247 92.670 5,220,356.39 4,712,673.49 507,682.90
SALE 5/11/10 60 NTT DOCOMO INC 2,500.00 949.11 351,730,846.00 367,911,349.48 -16,180,503.48
238741 5/14/10 JPY S27364 140727. 92.670 3,795,520.08 3,998,407.05 -202,886.97
SALE 5/11/10 60 OLYMPUS CORP JPY 50.0 197,900.00 1,434.03 531,433,811.00 471,308,803.56 60,125,007.44
249126 5/14/10 JPY S27364 2686.03 92.670 5,734,690.96 5,246,466.72 488,224.24
SALE 5/11/10 60 ORIX CORP 37,010.00 809.94 300,153,442.00 201,562,701.89 98,590,740.11
244531 5/14/10 JPY S27364 8112.09 92.670 3,238,949.41 2,237,942.36 1,001,007.05
SALE 5/11/10 60 OSAKA GAS CO LTD JPY 5 91,000.00 80.19 29,716,572.00 28,749,730.82 966,841.18
245147 5/14/10 JPY S27364 326.637 92.670 320,670.90 318,493.67 2,177.23
SALE 5/11/10 60 RESONA HOLDINGS INC 87,000.00 255.98 94,866,482.00 99,656,200.74 -4,789,718.74
249127 5/14/10 JPY S27364 1090.69 92.670 1,023,702.19 1,110,321.60 -86,619.41
SALE 5/11/10 60 ROHM CO LTD JPY 50.0 35,600.00 648.82 240,444,873.00 225,005,920.42 15,438,952.58
245118 5/14/10 JPY S27364 6755.75 92.670 2,594,635.51 2,373,716.40 220,919.11
SALE 5/11/10 60 SHARP CORP NPV 159,000.00 480.60 178,103,467.00 164,745,819.74 13,357,647.26
244727 5/14/10 JPY S27364 1120.42 92.670 1,921,910.73 1,776,094.34 145,816.39
SALE 5/11/10 60 SHIONOGI + CO LTD NPV 21,300.00 95.83 35,518,618.00 44,139,180.84 -8,620,562.84
245124 5/14/10 JPY S27364 1667.95 92.670 383,280.65 489,126.95 -105,846.30
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 22
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/11/10 60 SHISEIDO CO LTD JPY 50 114,500.00 582.44 215,843,126.00 194,214,009.61 21,629,116.39
243357 5/14/10 JPY S27364 1885.56 92.670 2,329,158.58 2,118,044.91 211,113.67
SALE 5/11/10 60 SOFTBANK CORP NPV 298,600.00 1,769.20 655,644,151.00 563,013,322.91 92,630,828.09
245151 5/14/10 JPY S27364 2196.27 92.670 7,075,042.10 6,222,550.30 852,491.80
SALE 5/11/10 60 SUMITOMO CHEMICAL CO L 533,000.00 590.95 218,997,257.00 220,201,186.07 -1,203,929.07
241278 5/14/10 JPY S27364 410.979 92.670 2,363,194.74 2,391,486.77 -28,292.03
SALE 5/11/10 60 SUMITOMO METAL IND JPY 354,000.00 238.77 88,483,856.00 83,169,321.17 5,314,534.83
231548 5/14/10 JPY S27364 250.017 92.670 954,827.41 907,170.56 47,656.85
SALE 5/11/10 60 SUMITOMO METAL MINING 34,000.00 123.20 45,660,582.00 49,205,567.52 -3,544,985.52
245154 5/14/10 JPY S27364 1343.29 92.670 492,722.37 544,573.48 -51,851.11
SALE 5/11/10 60 SUMITOMO REALTY 152,000.00 740.85 274,550,338.00 263,343,513.76 11,206,824.24
229917 5/14/10 JPY S27364 1806.70 92.670 2,962,666.86 2,872,204.36 90,462.50
SALE 5/11/10 60 SUMITOMO TRUST & BANKI 102,000.00 147.33 54,595,352.00 50,766,371.04 3,828,980.96
223107 5/14/10 JPY S27364 535.382 92.670 589,137.28 551,093.59 38,043.69
SALE 5/11/10 60 SUZUKI MOTOR CORP 12,100.00 61.34 22,733,416.00 25,142,926.68 -2,409,510.68
244719 5/14/10 JPY S27364 1879.26 92.670 245,315.81 266,532.19 -21,216.38
SALE 5/11/10 60 TAKEDA PHARMACEUTICAL 13,500.00 144.90 53,699,571.00 54,245,531.20 -545,960.20
12313 5/14/10 JPY S27364 3978.74 92.670 579,470.93 582,735.39 -3,264.46
SALE 5/11/10 60 TDK CORP 35,400.00 576.13 213,506,611.00 165,629,061.36 47,877,549.64
244668 5/14/10 JPY S27364 6032.76 92.670 2,303,945.30 1,760,212.21 543,733.09
SALE 5/11/10 60 TERUMO CORP JPY 50.0 91,700.00 1,139.47 422,275,407.00 386,827,566.40 35,447,840.60
245260 5/14/10 JPY S27364 4606.11 92.670 4,556,764.94 4,069,847.75 486,917.19
SALE 5/11/10 60 TOKIO MARINE HOLDINGS 395,500.00 2,832.331,049,623,523.00 1,080,700,717.31 -31,077,194.31
245267 5/14/10 JPY S27364 2654.57 92.670 11,326,465.12 11,365,848.93 -39,383.81
SALE 5/11/10 60 TOKYO ELECTRON LTD 31,300.00 490.77 181,877,519.00 148,042,326.80 33,835,192.20
244532 5/14/10 JPY S27364 5812.23 92.670 1,962,636.44 1,574,640.56 387,995.88
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 23
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/11/10 60 TOKYO GAS CO LTD 753,000.00 807.39 299,208,192.00 284,809,445.04 14,398,746.96
243898 5/14/10 JPY S27364 397.454 92.670 3,228,749.24 3,156,325.12 72,424.12
SALE 5/11/10 60 YAMADA DENKI CO 1,050.00 20.51 7,602,099.00 6,409,894.96 1,192,204.04
228268 5/14/10 JPY S27364 7241.90 92.670 82,034.09 69,426.23 12,607.86
SALE 5/12/10 60 MITSUBISHI MOTORS CORP 2,686,080.00 880.37 327,628,697.00 432,150,479.04 -104521782.04
249188 5/17/10 JPY S27371 122.003 93.060 3,520,617.85 4,554,414.26 -1,033,796.41
SALE 5/13/10 60 MITSUBISHI MOTORS CORP 6,145,000.00 2,022.48 748,855,671.00 988,639,464.84 -239783793.84
249188 5/18/10 JPY S27378 121.895 92.590 8,087,867.71 10,419,226.39 -2,331,358.68
---------------- --------- ---------------- ------------ ---------------- --------------
20,706,910.00 46,273.08 17148960349.00 16396097926.42 752,862,422.58
185,046,232.17 176,436,448.06 8,609,784.11
58 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
SALE 5/10/10 60 REZIDOR HOTEL GRP 3,000,000.00 109,500,000.00 158,403,695.41 -48,903,695.41
235727 5/14/10 SEK S27359 36.500 7.526 14,548,788.27 23,056,541.90 -8,507,753.63
---------------- --------- ---------------- ------------ ---------------- --------------
3,000,000.00 109,500,000.00 158,403,695.41 -48,903,695.41
14,548,788.27 23,056,541.90 -8,507,753.63
1 TRANSACTION IN COUNTRY: SWEDEN ( 800)
SALE 4/29/10 60 BP PLC 10,000,000.00 103,212.35 56,228,443.80 50,826,927.17 5,401,516.63
214684 5/05/10 UKP S27327 5.630 .655 85,905,807.78 88,564,530.88 -2,658,723.10
SALE 5/06/10 60 BP PLC 5,000,000.00 50,440.83 28,036,814.40 25,413,463.58 2,623,350.81
214684 5/11/10 UKP S27355 5.614 .668 41,982,340.26 44,282,265.43 -2,299,925.17
SALE 5/11/10 60 BP PLC 5,000,000.00 48,088.30 26,910,667.40 25,413,463.59 1,497,203.81
214684 5/14/10 UKP S27366 5.389 .672 40,024,254.01 44,282,265.45 -4,258,011.44
SALE 5/11/10 60 PRUDENTIAL PLC 2,000,000.00 19,266.91 10,781,445.72 9,287,068.99 1,494,376.73
229287 5/14/10 UKP S27366 5.397 .672 16,035,251.58 16,948,100.57 -912,848.99
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: 24
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/11/10 60 ROYAL BANK OF SCOTLAND 5,000,000.00 4,447.33 2,488,009.80 8,560,709.94 -6,072,700.14
215793 5/14/10 UKP S27366 .498 .672 3,700,418.68 15,751,802.60 -12,051,383.92
SALE 5/12/10 60 PRUDENTIAL PLC 1,000,000.00 9,857.01 5,519,867.20 4,643,534.50 876,332.70
229287 5/17/10 UKP S27372 5.527 .673 8,203,077.42 8,474,050.29 -270,972.87
---------------- --------- ---------------- ------------ ---------------- --------------
28,000,000.00 235,312.73 129,965,248.32 124,145,167.77 5,820,080.54
195,851,149.73 218,303,015.22 -22,451,865.49
6 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
SALE 5/11/10 60 OUTOKUMPU OYJ 2,000.00 56.16 29,455.75 21,016.74 8,439.01
243316 5/17/10 EUR S27368 14.750 .788 37,385.23 29,478.94 7,906.29
SALE 5/12/10 60 OUTOKUMPU OYJ 5,000.00 140.30 73,639.37 52,541.84 21,097.53
243316 5/18/10 EUR S27373 14.750 .789 93,389.47 73,697.35 19,692.12
---------------- --------- ---------------- ------------ ---------------- --------------
7,000.00 196.46 103,095.12 73,558.58 29,536.54
130,774.70 103,176.29 27,598.41
2 TRANSACTIONS IN COUNTRY: FINLAND (1200)
SALE 4/30/10 60 BANCO POPULAR ESPANOL 3,000,000.00 32,083.14 16,060,073.70 16,446,512.82 -386,439.12
250973 5/05/10 EUR S27328 5.361 .752 21,356,679.73 22,185,829.15 -829,149.42
SALE 5/06/10 60 IBERDROLA SA 1,530,000.00 16,150.07 8,457,680.42 11,522,699.05 -3,065,018.63
238582 5/11/10 EUR S27351 5.536 .787 10,750,559.78 16,169,050.32 -5,418,490.54
SALE 5/11/10 60 ABERTIS INFRAESTRU 700,000.00 16,382.12 8,592,052.56 10,371,929.98 -1,779,877.42
240490 5/14/10 EUR S27365 12.293 .788 10,905,031.56 15,619,282.09 -4,714,250.53
SALE 5/11/10 60 IBERDROLA SA 1,500,000.00 16,415.41 8,609,516.33 11,296,763.77 -2,687,247.44
238582 5/14/10 EUR S27365 5.748 .788 10,927,196.58 15,852,010.11 -4,924,813.53
SALE 5/14/10 60 ABERTIS INFRAESTRU 500,000.00 11,165.29 5,980,815.30 7,408,521.42 -1,427,706.12
240490 5/19/10 EUR S27382 11.980 .805 7,432,363.30 11,156,630.07 -3,724,266.77
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 25
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/14/10 60 IBERDROLA SA 500,000.00 5,177.03 2,773,134.05 3,765,587.92 -992,453.87
238582 5/19/10 EUR S27382 5.555 .805 3,446,175.60 5,284,003.36 -1,837,827.76
---------------- --------- ---------------- ------------ ---------------- --------------
7,730,000.00 97,373.06 50,473,272.36 60,812,014.96 -10,338,742.60
64,818,006.55 86,266,805.10 -21,448,798.55
6 TRANSACTIONS IN COUNTRY: SPAIN (1500)
SALE 4/30/10 60 BENETTON GROUP SPA 105,449.00 1,368.02 684,801.01 1,159,054.80 -474,253.79
237715 5/05/10 EUR S27328 6.504 .752 910,648.12 1,629,116.79 -718,468.67
SALE 5/12/10 60 BENETTON GROUP SPA 144,551.00 1,763.58 925,687.22 1,588,848.92 -663,161.70
237715 5/17/10 EUR S27375 6.414 .789 1,173,956.77 2,233,216.63 -1,059,259.86
SALE 5/13/10 60 BENETTON GROUP SPA 1,344.00 16.21 8,588.70 14,772.73 -6,184.03
237715 5/18/10 EUR S27376 6.400 .796 10,794.27 20,763.90 -9,969.63
---------------- --------- ---------------- ------------ ---------------- --------------
251,344.00 3,147.81 1,619,076.93 2,762,676.45 -1,143,599.52
2,095,399.16 3,883,097.32 -1,787,698.16
3 TRANSACTIONS IN COUNTRY: ITALY (1700)
SALE 5/11/10 60 NEWCREST MINING 388,101.00 6,594.28 12,250,582.46 8,131,676.94 4,118,905.52
236336 5/14/10 AUD S27363 31.584 1.115 10,983,867.90 6,526,623.80 4,457,244.10
SALE 5/11/10 60 WESFARMERS 500,000.00 7,703.40 14,311,058.21 10,789,603.63 3,521,454.58
234285 5/14/10 AUD S27363 28.639 1.115 12,831,289.72 7,863,077.00 4,968,212.72
---------------- --------- ---------------- ------------ ---------------- --------------
888,101.00 14,297.68 26,561,640.67 18,921,280.57 7,640,360.10
23,815,157.62 14,389,700.80 9,425,456.82
2 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
SALE 5/20/10 60 WILMAR INTERNATIONAL L 400,000.00 4,353.15 2,214,249.00 1,485,613.47 728,635.53
246511 5/25/10 SGD S27404 5.551 1.413 1,567,055.20 1,011,833.13 555,222.07
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: 26
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/21/10 60 WILMAR INTERNATIONAL L 300,000.00 3,357.74 1,648,626.60 1,114,210.11 534,416.49
246511 5/26/10 SGD S27419 5.511 1.410 1,169,487.55 758,874.85 410,612.70
---------------- --------- ---------------- ------------ ---------------- --------------
700,000.00 7,710.89 3,862,875.60 2,599,823.58 1,263,052.02
2,736,542.75 1,770,707.98 965,834.77
2 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
SALE 4/28/10 60 BRISA 350,000.00 3,410.41 1,719,067.53 2,533,052.28 -813,984.75
224313 5/03/10 EUR S27314 4.919 .757 2,270,199.27 3,642,122.10 -1,371,922.83
SALE 4/30/10 60 ENERGIAS DE PORTUGAL S 1,250,000.00 6,716.66 3,362,199.12 4,335,221.46 -973,022.34
238546 5/05/10 EUR S27328 2.694 .752 4,471,051.08 6,151,605.49 -1,680,554.41
SALE 4/30/10 60 ENERGIAS DE PORTUGAL S 5,100,000.00 27,403.94 13,717,772.43 17,687,703.54 -3,969,931.11
238546 5/05/10 EUR S27328 2.694 .752 18,241,888.44 25,098,550.38 -6,856,661.94
SALE 5/03/10 60 ENERGIAS DE PORTUGAL S 3,200,000.00 17,158.35 8,667,938.56 11,098,166.93 -2,430,228.37
238546 5/06/10 EUR S27337 2.713 .759 11,421,743.84 15,748,110.04 -4,326,366.20
SALE 5/04/10 60 ENERGIAS DE PORTUGAL S 450,000.00 2,399.91 1,225,578.87 1,560,679.72 -335,100.85
238546 5/07/10 EUR S27339 2.728 .767 1,597,542.73 2,214,577.97 -617,035.24
SALE 5/11/10 60 BRISA 175,000.00 1,716.07 900,037.91 1,266,526.14 -366,488.23
224313 5/14/10 EUR S27365 5.151 .788 1,142,327.95 1,821,061.05 -678,733.10
SALE 5/11/10 60 ENERGIAS DE PORTUGAL S 400,000.00 2,010.41 1,054,416.00 1,387,270.87 -332,854.87
238546 5/14/10 EUR S27365 2.640 .788 1,338,264.60 1,968,513.76 -630,249.16
SALE 5/11/10 60 ENERGIAS DE PORTUGAL S 3,814,570.00 19,277.44 10,110,587.40 13,229,604.56 -3,119,017.16
238546 5/14/10 EUR S27365 2.654 .788 12,832,355.71 18,772,583.78 -5,940,228.07
SALE 5/12/10 60 BRISA 315,000.00 3,146.58 1,651,615.36 2,279,747.05 -628,131.69
224313 5/17/10 EUR S27375 5.251 .789 2,094,579.03 3,277,909.89 -1,183,330.86
SALE 5/13/10 60 BRISA 190,000.00 1,829.87 969,197.02 1,375,085.52 -405,888.50
224313 5/18/10 EUR S27376 5.109 .796 1,218,086.12 1,977,151.99 -759,065.87
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: 27
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/13/10 60 BRISA 320,000.00 3,127.02 1,656,231.92 2,315,933.51 -659,701.59
224313 5/18/10 EUR S27376 5.184 .796 2,081,551.08 3,329,940.20 -1,248,389.12
---------------- --------- ---------------- ------------ ---------------- --------------
15,564,570.00 88,196.66 45,034,642.12 59,068,991.58 -14,034,349.46
58,709,589.85 84,002,126.65 -25,292,536.80
11 TRANSACTIONS IN COUNTRY: PORTUGAL (3100)
SALE 5/20/10 60 CHINA MERCHANTS HOLDIN 400,000.00 3,710.61 9,340,248.37 8,590,567.23 749,681.14
246175 5/25/10 HKD S27406 23.423 7.802 1,197,099.40 1,108,018.95 89,080.45
---------------- --------- ---------------- ------------ ---------------- --------------
400,000.00 3,710.61 9,340,248.37 8,590,567.23 749,681.14
1,197,099.40 1,108,018.95 89,080.45
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
80,214,251.00 638,678.84 17602117587.17 16902747807.30 699,369,779.86
644,901,008.60 706,864,237.25 -61,963,228.65
106 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
EM COMMON STOCK (2225)
--------------------------------
SALE 5/13/10 60 SHANGRI-LA ASIA LTD 200,000.00 1,133.52 2,845,579.30 1,266,855.19 1,578,724.11
224441 5/17/10 HKD S27377 14.272 7.782 365,675.79 162,431.53 203,244.26
---------------- --------- ---------------- ------------ ---------------- --------------
200,000.00 1,133.52 2,845,579.30 1,266,855.19 1,578,724.11
365,675.79 162,431.53 203,244.26
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
200,000.00 1,133.52 2,845,579.30 1,266,855.19 1,578,724.11
365,675.79 162,431.53 203,244.26
1 TRANSACTION IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
80,514,251.00 640,836.75 17606404872.08 16905270208.94 701,134,663.13
646,708,390.00 708,282,215.23 -61,573,825.23
108 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
---------------- --------- ---------------- ------------ ---------------- --------------
130,250,312.00 1133256.19 35503815516.09 34802680852.95 701,134,663.13
1,522,637,046.25 1,584,210,871.48 -61,573,825.23
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 5/01/10 THROUGH 5/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
276 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: 29
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** 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)
--------------------------------
PUR 5/06/10 60 RC WOODLEY PARK LP 169,860.88 169,860.88 169,860.88
235102 5/06/10 USD 62998 1.000 1.000 169,860.88 169,860.88
---------------- --------- ---------------- ------------ ---------------- --------------
169,860.88 169,860.88 169,860.88
169,860.88 169,860.88
1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
169,860.88 169,860.88 169,860.88
169,860.88 169,860.88
1 TRANSACTION IN CATEGORY: HEDGE FUNDS ( 300)
PRIVATE EQUITY (3000)
--------------------------------
PUR 5/03/10 60 CENTERBRIDGE PARTNERS 4,749,866.00 4,749,866.00 4,749,866.00
234969 5/03/10 USD 62937 1.000 1.000 4,749,866.00 4,749,866.00
PUR 5/03/10 60 GOLDMAN SACHS PRIVATE 3,807,805.00 3,807,805.00 3,807,805.00
234026 5/03/10 USD 62952 1.000 1.000 3,807,805.00 3,807,805.00
PUR 5/03/10 60 TPG PARTNERS STAR 2,223,330.00 2,223,330.00 2,223,330.00
237192 5/03/10 USD 62948 1.000 1.000 2,223,330.00 2,223,330.00
PUR 5/03/10 60 WELSH, CARSON, ANDERSO 10,145,085.00 10,145,085.00 10,145,085.00
244629 5/03/10 USD 62949 1.000 1.000 10,145,085.00 10,145,085.00
PUR 5/04/10 60 CSFB-SERIES 2006 3,000,000.00 3,000,000.00 3,000,000.00
235211 5/04/10 USD 62965 1.000 1.000 3,000,000.00 3,000,000.00
PUR 5/04/10 60 LEXINGTON CAPITAL PART 267,121.00 267,121.00 267,121.00
234543 5/04/10 USD 62951 1.000 1.000 267,121.00 267,121.00
PUR 5/05/10 60 FAIRVIEW CAPSTONE PART 1,492,537.00 1,492,537.00 1,492,537.00
237796 5/05/10 USD 62959 1.000 1.000 1,492,537.00 1,492,537.00
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: 30
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** 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 5/07/10 60 JP MORGAN VNTRE CAP IN 137,500.00 137,500.00 137,500.00
234637 5/07/10 USD 62966 1.000 1.000 137,500.00 137,500.00
PUR 5/07/10 60 NJHL EUROPEAN BUYOUT S 775,183.57 775,183.57 775,183.57
241503 5/07/10 USD 62976 1.000 1.000 775,183.57 775,183.57
PUR 5/11/10 60 GLEACHER MEZZANINE II 584,569.00 584,569.00 584,569.00
236975 5/11/10 USD 62960 1.000 1.000 584,569.00 584,569.00
PUR 5/11/10 60 NJHL EUROPEAN BUYOUT S 2,606,904.95 2,606,904.95 2,606,904.95
244345 5/11/10 USD 62989 1.000 1.000 2,606,904.95 2,606,904.95
PUR 5/12/10 60 GLEACHER MEZZANINE II 2,590,893.00 2,590,893.00 2,590,893.00
236975 5/12/10 USD 62967 1.000 1.000 2,590,893.00 2,590,893.00
PUR 5/12/10 60 LINDSAY GOLDBERG&BESSE 406,054.00 406,054.00 406,054.00
234972 5/12/10 USD 62961 1.000 1.000 406,054.00 406,054.00
PUR 5/13/10 60 NJHL EUROPEAN BUYOUT S 88,608.65 88,608.65 88,608.65
244345 5/13/10 USD 62978 1.000 1.000 88,608.65 88,608.65
PUR 5/14/10 60 OAK HILL CAPITAL PARTN 13,298,932.25 13,298,932.25 13,298,932.25
239026 5/14/10 USD 62968 1.000 1.000 13,298,932.25 13,298,932.25
PUR 5/17/10 60 WARBURG PINCUS PRIVATE 6,000,000.00 6,000,000.00 6,000,000.00
238843 5/17/10 USD 62969 1.000 1.000 6,000,000.00 6,000,000.00
PUR 5/18/10 60 TPG PARTNERS STAR 2,676,245.00 2,676,245.00 2,676,245.00
237192 5/18/10 USD 62979 1.000 1.000 2,676,245.00 2,676,245.00
PUR 5/19/10 60 NJHL EUROPEAN BUYOUT I 218,829.16 218,829.16 218,829.16
233641 5/19/10 USD 62990 1.000 1.000 218,829.16 218,829.16
PUR 5/20/10 60 NJHL EUROPEAN BUYOUT S 1,532,300.00 1,532,300.00 1,532,300.00
244345 5/20/10 USD 63003 1.000 1.000 1,532,300.00 1,532,300.00
PUR 5/24/10 60 GOLDMAN SACHS PE PRTNR 8,087,912.00 8,087,912.00 8,087,912.00
238376 5/24/10 EUR 63010 1.000 .808 10,012,840.54 10,012,840.54
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: 31
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** 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 5/24/10 60 SONJ PRVATE OPP 326,825.00 326,825.00 326,825.00
236473 5/24/10 USD 63014 1.000 1.000 326,825.00 326,825.00
PUR 5/24/10 60 TPG PARTNERS V 4,878,906.00 4,878,906.00 4,878,906.00
235460 5/24/10 USD 63006 1.000 1.000 4,878,906.00 4,878,906.00
PUR 5/24/10 60 TPG PARTNERS VI 6,703,661.00 6,703,661.00 6,703,661.00
242558 5/24/10 USD 63005 1.000 1.000 6,703,661.00 6,703,661.00
PUR 5/25/10 60 H.I.G. BAYSIDE DEBT & 5,000,000.00 5,000,000.00 5,000,000.00
241596 5/25/10 USD 63001 1.000 1.000 5,000,000.00 5,000,000.00
PUR 5/26/10 60 HFCP VI 3,130,520.00 3,130,520.00 3,130,520.00
237795 5/26/10 USD 63002 1.000 1.000 3,130,520.00 3,130,520.00
PUR 5/26/10 60 OAK HILL CAPITAL PARTN 15,747,772.63 15,747,772.63 15,747,772.63
239026 5/26/10 USD 63007 1.000 1.000 15,747,772.63 15,747,772.63
PUR 5/26/10 60 SONJ PRIVATE OPP SIDE 566,289.00 566,289.00 566,289.00
241741 5/26/10 USD 63022 1.000 1.000 566,289.00 566,289.00
PUR 5/28/10 60 TPG PARTNERS VI 1,915,332.00 1,915,332.00 1,915,332.00
242558 5/28/10 USD 63015 1.000 1.000 1,915,332.00 1,915,332.00
---------------- --------- ---------------- ------------ ---------------- --------------
102,958,981.21 102,958,981.21 102,958,981.21
104,883,909.75 104,883,909.75
28 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
PUR 5/04/10 60 PARTNERS GROUP SECONDA 1,450,000.00 1,450,000.00 1,450,000.00
243683 5/04/10 EUR 62950 1.000 .767 1,890,075.80 1,890,075.80
---------------- --------- ---------------- ------------ ---------------- --------------
1,450,000.00 1,450,000.00 1,450,000.00
1,890,075.80 1,890,075.80
1 TRANSACTION IN COUNTRY: CHANNEL ISLANDS (3600)
---------------- --------- ---------------- ------------ ---------------- --------------
104,408,981.21 104,408,981.21 104,408,981.21
106,773,985.55 106,773,985.55
29 TRANSACTIONS IN CATEGORY: PRIVATE EQUITY (3000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 32
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
COMMODITY FUND (3005)
--------------------------------
PUR 5/13/10 60 JP MORGAN CONTAG BETA 150,000,000.00 150,000,000.00 150,000,000.00
251907 5/13/10 USD 251907 1.000 1.000 150,000,000.00 150,000,000.00
---------------- --------- ---------------- ------------ ---------------- --------------
150,000,000.00 150,000,000.00 150,000,000.00
150,000,000.00 150,000,000.00
1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
150,000,000.00 150,000,000.00 150,000,000.00
150,000,000.00 150,000,000.00
1 TRANSACTION IN CATEGORY: COMMODITY FUND (3005)
REAL ESTATE (3010)
--------------------------------
PUR 5/06/10 60 PLA RESIDENTIAL FUND I 1,439,263.00 1,439,263.00 1,439,263.00
240486 5/06/10 USD 62972 1.000 1.000 1,439,263.00 1,439,263.00
PUR 5/10/10 60 ARA ASIA DRAGON LIMITE 883,000.00 883,000.00 883,000.00
238842 5/10/10 USD 62971 1.000 1.000 883,000.00 883,000.00
PUR 5/21/10 60 WALTON STREET MEXICO I 2,500,000.00 2,500,000.00 2,500,000.00
245051 5/21/10 USD 63009 1.000 1.000 2,500,000.00 2,500,000.00
PUR 5/26/10 60 CITIGROUP CPI CAP PRT 944,000.00 944,000.00 944,000.00
236190 5/26/10 EUR 63017 1.000 .818 1,153,756.37 1,153,756.37
PUR 5/28/10 60 WALTON STREET VI 6,000,000.00 6,000,000.00 6,000,000.00
246304 5/28/10 USD 63033 1.000 1.000 6,000,000.00 6,000,000.00
---------------- --------- ---------------- ------------ ---------------- --------------
11,766,263.00 11,766,263.00 11,766,263.00
11,976,019.37 11,976,019.37
5 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
11,766,263.00 11,766,263.00 11,766,263.00
11,976,019.37 11,976,019.37
5 TRANSACTIONS IN CATEGORY: REAL ESTATE (3010)
---------------- --------- ---------------- ------------ ---------------- --------------
266,345,105.09 266,345,105.09 266,345,105.09
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: 33
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
268,919,865.80 268,919,865.80
36 "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: 34
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF- EQUITY / COMMODITY (1500)
--------------------------------
SALE 5/03/10 60 SPIDER GOLD TRUST 41,392.00 370.89 4,801,208.73 3,531,634.06 1,269,574.67
242510 5/06/10 USD 62962 116.003 1.000 4,801,208.73 3,531,634.06 1,269,574.67
SALE 5/04/10 60 SPIDER GOLD TRUST 200,000.00 1,793.57 23,286,006.23 17,064,331.57 6,221,674.66
242510 5/07/10 USD 62970 116.439 1.000 23,286,006.23 17,064,331.57 6,221,674.66
SALE 5/04/10 60 SPIDER GOLD TRUST 8,308.00 74.50 966,229.81 708,852.33 257,377.48
242510 5/07/10 USD 62963 116.310 1.000 966,229.81 708,852.33 257,377.48
SALE 5/06/10 60 SPIDER GOLD TRUST 200,000.00 1,795.64 23,408,524.36 17,064,331.57 6,344,192.79
242510 5/11/10 USD 62980 117.052 1.000 23,408,524.36 17,064,331.57 6,344,192.79
SALE 5/06/10 60 SPIDER GOLD TRUST 200,000.00 1,792.16 23,202,467.84 17,064,331.57 6,138,136.27
242510 5/11/10 USD 62974 116.021 1.000 23,202,467.84 17,064,331.57 6,138,136.27
SALE 5/11/10 60 SPIDER GOLD TRUST 75,000.00 676.03 8,935,956.47 6,399,124.34 2,536,832.13
242510 5/14/10 USD 62993 119.155 1.000 8,935,956.47 6,399,124.34 2,536,832.13
SALE 5/11/10 60 SPIDER GOLD TRUST 125,000.00 1,127.05 14,912,935.45 10,665,207.23 4,247,728.22
242510 5/14/10 USD 62992 119.313 1.000 14,912,935.45 10,665,207.23 4,247,728.22
---------------- --------- ---------------- ------------ ---------------- --------------
849,700.00 7,629.84 99,513,328.89 72,497,812.67 27,015,516.22
99,513,328.89 72,497,812.67 27,015,516.22
7 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
849,700.00 7,629.84 99,513,328.89 72,497,812.67 27,015,516.22
99,513,328.89 72,497,812.67 27,015,516.22
7 TRANSACTIONS IN CATEGORY: ETF- EQUITY / COMMODITY (1500)
COMMON STOCK (2215)
--------------------------------
SALE 4/29/10 60 ALLIANT ENERGY CORP 49,000.00 199.74 1,670,234.76 1,486,366.00 183,868.76
250077 5/04/10 USD S27324 34.091 1.000 1,670,234.76 1,486,366.00 183,868.76
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 35
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/29/10 60 AMEREN CORP 81,000.00 319.96 2,157,017.84 2,272,503.60 -115,485.76
250071 5/04/10 USD S27324 26.634 1.000 2,157,017.84 2,272,503.60 -115,485.76
SALE 4/29/10 60 AMERICAN ELECTRIC POWE 127,000.00 517.30 4,307,005.20 4,444,479.30 -137,474.10
250092 5/04/10 USD S27324 33.918 1.000 4,307,005.20 4,444,479.30 -137,474.10
SALE 4/29/10 60 AQUA AMER INC 62,000.00 236.30 1,141,493.70 1,068,495.60 72,998.10
250091 5/04/10 USD S27324 18.415 1.000 1,141,493.70 1,068,495.60 72,998.10
SALE 4/29/10 60 CENTERPOINT ENERGY INC 260,000.00 973.29 3,743,624.71 3,774,342.00 -30,717.29
250098 5/04/10 USD S27324 14.402 1.000 3,743,624.71 3,774,342.00 -30,717.29
SALE 4/29/10 60 CMS ENERGY CORP 97,000.00 366.28 1,583,905.62 1,503,713.40 80,192.22
250070 5/04/10 USD S27324 16.333 1.000 1,583,905.62 1,503,713.40 80,192.22
SALE 4/29/10 60 CONSOLIDATED EDISON IN 116,000.00 494.68 5,246,336.12 5,229,755.60 16,580.52
250095 5/04/10 USD S27324 45.231 1.000 5,246,336.12 5,229,755.60 16,580.52
SALE 4/29/10 60 CONSTELLATION ENERGY G 66,000.00 272.76 2,470,232.64 2,315,451.60 154,781.04
250072 5/04/10 USD S27324 37.432 1.000 2,470,232.64 2,315,451.60 154,781.04
SALE 4/29/10 60 DOMINION RES INC VA NE 192,000.00 806.17 7,937,760.23 7,529,011.20 408,749.03
250096 5/04/10 USD S27324 41.347 1.000 7,937,760.23 7,529,011.20 408,749.03
SALE 4/29/10 60 DTE ENERGY CO 96,000.00 414.41 4,638,977.59 4,206,009.60 432,967.99
250090 5/04/10 USD S27324 48.327 1.000 4,638,977.59 4,206,009.60 432,967.99
SALE 4/29/10 60 DUKE ENERGY CORP 463,000.00 1,750.42 7,685,484.88 8,182,969.40 -497,484.52
250097 5/04/10 USD S27324 16.603 1.000 7,685,484.88 8,182,969.40 -497,484.52
SALE 4/29/10 60 EDISON INTL 124,000.00 504.61 4,177,352.99 4,479,946.40 -302,593.41
250084 5/04/10 USD S27324 33.692 1.000 4,177,352.99 4,479,946.40 -302,593.41
SALE 4/29/10 60 ENTERGY CORP NEW COM 63,000.00 306.31 5,076,762.89 5,222,504.70 -145,741.81
250099 5/04/10 USD S27324 80.588 1.000 5,076,762.89 5,222,504.70 -145,741.81
SALE 4/29/10 60 EQT CORP 36,000.00 152.71 1,579,865.69 1,571,745.60 8,120.09
250080 5/04/10 USD S27324 43.889 1.000 1,579,865.69 1,571,745.60 8,120.09
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: 36
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/29/10 60 EXELON CORP 145,000.00 613.93 6,296,605.57 7,410,674.50 -1,114,068.93
250102 5/04/10 USD S27324 43.429 1.000 6,296,605.57 7,410,674.50 -1,114,068.93
SALE 4/29/10 60 FIRSTENERGY CORP 112,000.00 463.27 4,216,493.53 5,278,448.00 -1,061,954.47
250100 5/04/10 USD S27324 37.651 1.000 4,216,493.53 5,278,448.00 -1,061,954.47
SALE 4/29/10 60 FPL GROUP INC 80,000.00 348.65 4,061,723.35 4,437,064.00 -375,340.65
250073 5/04/10 USD S27324 50.776 1.000 4,061,723.35 4,437,064.00 -375,340.65
SALE 4/29/10 60 INTEGRYS ENERGY GROUP 35,000.00 152.23 1,758,611.77 1,478,522.50 280,089.27
250078 5/04/10 USD S27324 50.250 1.000 1,758,611.77 1,478,522.50 280,089.27
SALE 4/29/10 60 NATIONAL FUEL GAS COMP 32,000.00 140.46 1,683,657.94 1,578,371.20 105,286.74
250083 5/04/10 USD S27324 52.619 1.000 1,683,657.94 1,578,371.20 105,286.74
SALE 4/29/10 60 NISOURCE INC 97,000.00 366.37 1,589,182.33 1,496,758.50 92,423.83
250076 5/04/10 USD S27324 16.387 1.000 1,589,182.33 1,496,758.50 92,423.83
SALE 4/29/10 60 NORTHEAST UTILITIES CO 59,000.00 233.90 1,621,033.00 1,520,306.10 100,726.90
250088 5/04/10 USD S27324 27.479 1.000 1,621,033.00 1,520,306.10 100,726.90
SALE 4/29/10 60 NSTAR 43,000.00 177.31 1,585,873.39 1,512,181.00 73,692.39
250081 5/04/10 USD S27324 36.885 1.000 1,585,873.39 1,512,181.00 73,692.39
SALE 4/29/10 60 ONEOK INC NEW 35,000.00 151.74 1,729,975.26 1,499,988.00 229,987.26
250079 5/04/10 USD S27324 49.432 1.000 1,729,975.26 1,499,988.00 229,987.26
SALE 4/29/10 60 PEPCO HLDGS INC 129,000.00 487.71 2,142,073.29 2,219,780.40 -77,707.11
250103 5/04/10 USD S27324 16.609 1.000 2,142,073.29 2,219,780.40 -77,707.11
SALE 4/29/10 60 PG&E CORP 134,000.00 567.97 5,855,272.23 6,027,346.80 -172,074.57
250101 5/04/10 USD S27324 43.700 1.000 5,855,272.23 6,027,346.80 -172,074.57
SALE 4/29/10 60 PINNACLE WEST CAP CORP 40,000.00 165.35 1,499,618.65 1,498,356.00 1,262.65
250093 5/04/10 USD S27324 37.495 1.000 1,499,618.65 1,498,356.00 1,262.65
SALE 4/29/10 60 PPL CORP 139,000.00 546.24 3,534,307.16 4,482,430.30 -948,123.14
250089 5/04/10 USD S27324 25.431 1.000 3,534,307.16 4,482,430.30 -948,123.14
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: 37
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/29/10 60 PROGRESS ENERGY INC 143,000.00 595.96 5,647,475.04 5,923,117.20 -275,642.16
250094 5/04/10 USD S27324 39.497 1.000 5,647,475.04 5,923,117.20 -275,642.16
SALE 4/29/10 60 PUBLIC SERVICE ENTERPR 135,000.00 545.24 4,303,160.26 4,530,073.50 -226,913.24
250068 5/04/10 USD S27324 31.879 1.000 4,303,160.26 4,530,073.50 -226,913.24
SALE 4/29/10 60 SCANA CORP NEW 40,000.00 166.42 1,562,617.58 1,496,296.00 66,321.58
250082 5/04/10 USD S27324 39.070 1.000 1,562,617.58 1,496,296.00 66,321.58
SALE 4/29/10 60 SEMPRA ENERGY 81,000.00 351.19 4,004,669.51 4,492,486.80 -487,817.29
250087 5/04/10 USD S27324 49.445 1.000 4,004,669.51 4,492,486.80 -487,817.29
SALE 4/29/10 60 SOUTHERN CO 263,000.00 1,074.60 9,116,846.10 8,956,280.90 160,565.20
250085 5/04/10 USD S27324 34.669 1.000 9,116,846.10 8,956,280.90 160,565.20
SALE 4/29/10 60 SPECTRA ENERGY CORP 223,000.00 868.83 5,225,515.27 4,573,328.60 652,186.67
250075 5/04/10 USD S27324 23.437 1.000 5,225,515.27 4,573,328.60 652,186.67
SALE 4/29/10 60 WILLIAMS CO INC 230,000.00 897.70 5,484,280.30 4,741,174.00 743,106.30
250086 5/04/10 USD S27324 23.849 1.000 5,484,280.30 4,741,174.00 743,106.30
SALE 4/29/10 60 WISCONSIN ENERGY CORP 31,000.00 135.72 1,609,939.18 1,487,023.50 122,915.68
250069 5/04/10 USD S27324 51.938 1.000 1,609,939.18 1,487,023.50 122,915.68
SALE 4/29/10 60 XCEL ENERGY INC 105,000.00 405.70 2,259,540.80 2,252,638.50 6,902.30
250074 5/04/10 USD S27324 21.523 1.000 2,259,540.80 2,252,638.50 6,902.30
SALE 5/04/10 60 BARRETT BILL CORP 50,172.00 1,732,940.88 1,691,260.31 41,680.57
251079 5/07/10 USD 62973 34.540 1.000 1,732,940.88 1,691,260.31 41,680.57
---------------- --------- ---------------- ------------ ---------------- --------------
4,213,172.00 16,771.43 131,937,467.25 133,871,200.61 -1,933,733.36
131,937,467.25 133,871,200.61 -1,933,733.36
37 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
4,213,172.00 16,771.43 131,937,467.25 133,871,200.61 -1,933,733.36
131,937,467.25 133,871,200.61 -1,933,733.36
37 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: 38
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
DEV MKT COMMON STOCK (2220)
--------------------------------
SALE 4/29/10 60 ENBRIDGE INC NPV 132,000.00 460.16 6,493,845.60 6,392,997.60 100,848.00
250124 5/04/10 CAD S27326 49.199 1.004 6,467,973.71 6,032,837.22 435,136.49
SALE 4/29/10 60 FORTIS INC NPV 57,000.00 198.71 1,579,578.30 1,619,655.00 -40,076.70
250123 5/04/10 CAD S27326 27.715 1.004 1,573,285.16 1,528,408.98 44,876.18
SALE 4/29/10 60 TRANSALTA CORP NPV 108,000.00 376.49 2,252,620.80 2,492,132.40 -239,511.60
250122 5/04/10 CAD S27326 20.861 1.004 2,243,646.22 2,351,733.89 -108,087.67
SALE 4/29/10 60 TRANSCANADA CORP NPV 251,000.00 875.00 9,035,698.80 9,048,449.60 -12,750.80
250121 5/04/10 CAD S27326 36.002 1.004 8,999,700.00 8,538,689.82 461,010.18
---------------- --------- ---------------- ------------ ---------------- --------------
548,000.00 1,910.36 19,361,743.50 19,553,234.60 -191,491.10
19,284,605.09 18,451,669.91 832,935.18
4 TRANSACTIONS IN COUNTRY: CANADA ( 300)
SALE 4/29/10 60 EDF EUR 0.50 178,000.00 467.65 7,060,568.75 7,230,472.31 -169,903.56
250107 5/04/10 EUR S27320 39.668 .755 9,352,428.02 10,526,114.57 -1,173,686.55
SALE 4/29/10 60 VEOLIA 182,000.00 287.09 4,334,622.86 4,112,586.62 222,036.24
250111 5/04/10 EUR S27320 23.818 .755 5,741,640.62 5,987,099.61 -245,458.99
---------------- --------- ---------------- ------------ ---------------- --------------
360,000.00 754.74 11,395,191.61 11,343,058.93 52,132.68
15,094,068.64 16,513,214.18 -1,419,145.54
2 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
SALE 4/29/10 60 CENTRICA ORD GBP 0.061 1,744,000.00 398.66 5,198,603.06 4,649,322.10 549,280.96
250114 5/05/10 UKP S27322 2.981 .655 7,942,424.95 7,562,123.53 380,301.42
SALE 4/29/10 60 INTERNATIONAL POWER PL 771,000.00 196.32 2,549,799.80 2,329,485.99 220,313.81
250120 5/05/10 UKP S27322 3.307 .655 3,895,583.74 3,788,909.53 106,674.21
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 39
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/29/10 60 NATIONAL GRID 11.395P 713,000.00 344.47 4,489,179.03 4,663,781.35 -174,602.32
250119 5/05/10 UKP S27322 6.297 .655 6,858,567.03 7,585,641.50 -727,074.47
SALE 4/29/10 60 PENNON GROUP PLC 181,000.00 73.14 937,405.43 941,497.17 -4,091.74
250118 5/05/10 UKP S27322 5.179 .655 1,432,167.87 1,531,345.38 -99,177.51
SALE 4/29/10 60 SCOTTISH + SOUTHERN EN 332,000.00 280.69 3,654,239.88 3,730,305.18 -76,065.30
250117 5/05/10 UKP S27322 11.007 .655 5,582,947.13 6,067,342.28 -484,395.15
SALE 4/29/10 60 SEVERN TRENT PLC 97.89 88,000.00 79.89 1,025,834.11 940,828.31 85,005.80
250116 5/05/10 UKP S27322 11.658 .655 1,567,269.20 1,530,257.47 37,011.73
SALE 4/29/10 60 UNITED UTILITIES GROUP 367,000.00 152.12 1,971,240.93 1,889,673.60 81,567.33
250115 5/05/10 UKP S27322 5.372 .655 3,011,661.59 3,073,554.57 -61,892.98
---------------- --------- ---------------- ------------ ---------------- --------------
4,196,000.00 1,525.29 19,826,302.24 19,144,893.70 681,408.54
30,290,621.51 31,139,174.26 -848,552.75
7 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
SALE 4/29/10 60 E ON AG NPV 276,000.00 510.95 7,714,476.66 7,695,347.55 19,129.11
250105 5/03/10 EUR S27319 27.952 .755 10,218,594.32 11,202,879.50 -984,285.18
SALE 4/29/10 60 RWE AG NPV 119,000.00 481.88 7,275,415.21 7,756,974.43 -481,559.22
250113 5/03/10 EUR S27319 61.141 .755 9,637,013.60 11,292,595.85 -1,655,582.25
---------------- --------- ---------------- ------------ ---------------- --------------
395,000.00 992.83 14,989,891.87 15,452,321.98 -462,430.11
19,855,607.92 22,495,475.35 -2,639,867.43
2 TRANSACTIONS IN COUNTRY: GERMANY (1100)
SALE 4/29/10 60 FORTUM OYJ 290,000.00 359.66 5,430,181.48 5,134,938.73 295,242.75
250110 5/04/10 EUR S27320 18.726 .755 7,192,817.36 7,475,438.82 -282,621.46
---------------- --------- ---------------- ------------ ---------------- --------------
290,000.00 359.66 5,430,181.48 5,134,938.73 295,242.75
7,192,817.36 7,475,438.82 -282,621.46
1 TRANSACTION IN COUNTRY: FINLAND (1200)
S T A T E O F N E W J E R S E Y
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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 40
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/29/10 60 VERBUND - OESTERREICHI 140,000.00 256.84 3,877,876.10 4,112,212.15 -234,336.05
250112 5/04/10 EUR S27320 27.701 .755 5,136,633.95 5,993,702.45 -857,068.50
---------------- --------- ---------------- ------------ ---------------- --------------
140,000.00 256.84 3,877,876.10 4,112,212.15 -234,336.05
5,136,633.95 5,993,702.45 -857,068.50
1 TRANSACTION IN COUNTRY: AUSTRIA (1300)
SALE 4/29/10 60 ABERTIS INFRAESTRU 206,000.00 181.71 2,743,391.42 3,094,841.00 -351,449.58
250029 5/04/10 EUR S27320 13.318 .755 3,633,895.75 4,505,466.53 -871,570.78
SALE 4/29/10 60 ENAGAS EUR 1.5 136,000.00 132.70 2,003,587.82 2,071,342.76 -67,754.94
250106 5/04/10 EUR S27320 14.733 .755 2,653,952.05 3,015,458.78 -361,506.73
SALE 4/29/10 60 GAS NATURAL SDG SA EUR 285,000.00 235.92 3,562,093.89 4,112,841.13 -550,747.24
250109 5/04/10 EUR S27320 12.499 .755 4,718,348.89 5,987,470.13 -1,269,121.24
SALE 4/29/10 60 IBERDROLA SA EUR 0.75 1,188,000.00 467.11 7,052,446.96 7,683,298.95 -630,851.99
250108 5/04/10 EUR S27320 5.937 .755 9,341,669.89 11,185,339.16 -1,843,669.27
---------------- --------- ---------------- ------------ ---------------- --------------
1,815,000.00 1,017.44 15,361,520.09 16,962,323.84 -1,600,803.75
20,347,866.58 24,693,734.60 -4,345,868.02
4 TRANSACTIONS IN COUNTRY: SPAIN (1500)
SALE 4/29/10 60 A2A SPA EUR 0.52 1,488,000.00 125.13 1,889,367.93 2,103,988.39 -214,620.46
250163 5/04/10 EUR S27320 1.270 .755 2,502,656.40 3,062,984.26 -560,327.86
SALE 4/29/10 60 ATLANTIA SPA EUR 1 172,000.00 182.69 2,758,329.28 3,093,867.09 -335,537.81
250161 5/04/10 EUR S27320 16.038 .755 3,653,682.44 4,504,048.71 -850,366.27
SALE 4/29/10 60 ENEL SPA EUR 1.0 1,377,000.00 360.20 5,438,327.27 5,556,059.69 -117,732.42
250158 5/04/10 EUR S27320 3.950 .755 7,203,607.27 8,088,506.31 -884,899.04
SALE 4/29/10 60 SNAM RETE GAS SPA EUR 1,168,000.00 274.50 4,144,440.77 4,112,266.40 32,174.37
250166 5/04/10 EUR S27320 3.549 .755 5,489,725.46 5,986,633.44 -496,907.98
S T A T E O F N E W J E R S E Y
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REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 41
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/29/10 60 TERNA RETE ELETTRICA N 708,000.00 142.17 2,146,407.07 2,049,408.47 96,998.60
250165 5/04/10 EUR S27320 3.032 .755 2,843,130.40 2,983,526.86 -140,396.46
---------------- --------- ---------------- ------------ ---------------- --------------
4,913,000.00 1,084.69 16,376,872.32 16,915,590.04 -538,717.72
21,692,801.97 24,625,699.58 -2,932,897.61
5 TRANSACTIONS IN COUNTRY: ITALY (1700)
SALE 4/29/10 60 AGL ENERGY LTD 299,000.00 207.51 4,471,590.51 4,086,338.31 385,252.20
250028 5/04/10 AUD S27317 14.956 1.077 4,150,083.54 3,715,298.84 434,784.70
---------------- --------- ---------------- ------------ ---------------- --------------
299,000.00 207.51 4,471,590.51 4,086,338.31 385,252.20
4,150,083.54 3,715,298.84 434,784.70
1 TRANSACTION IN COUNTRY: AUSTRALIA (1800)
SALE 4/29/10 60 BRISA AUTO-ESTRADAS DE 299,000.00 102.64 1,549,699.31 2,078,241.27 -528,541.96
250160 5/04/10 EUR S27320 5.183 .755 2,052,731.41 3,027,484.88 -974,753.47
SALE 4/29/10 60 EDP - ENERGIAS DE PORT 1,325,000.00 235.02 3,548,437.57 4,091,407.06 -542,969.49
250159 5/04/10 EUR S27320 2.678 .755 4,700,259.73 5,956,266.43 -1,256,006.70
---------------- --------- ---------------- ------------ ---------------- --------------
1,624,000.00 337.66 5,098,136.88 6,169,648.33 -1,071,511.45
6,752,991.14 8,983,751.31 -2,230,760.17
2 TRANSACTIONS IN COUNTRY: PORTUGAL (3100)
SALE 4/29/10 60 HONG KONG + CHINA GAS 1,807,000.00 5,082.66 34,577,054.98 35,236,147.64 -659,092.66
250025 5/03/10 HKD S27318 19.157 7.764 4,453,338.35 4,544,723.16 -91,384.81
---------------- --------- ---------------- ------------ ---------------- --------------
1,807,000.00 5,082.66 34,577,054.98 35,236,147.64 -659,092.66
4,453,338.35 4,544,723.16 -91,384.81
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
16,387,000.00 13,529.68 150,766,361.58 154,110,708.25 -3,344,346.67
154,251,436.05 168,631,882.46 -14,380,446.41
30 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
21,449,872.00 37,930.95 382,217,157.72 360,479,721.53 21,737,436.19
385,702,232.19 375,000,895.74 10,701,336.45
74 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD E (5146)
S T A T E O F N E W J E R S E Y
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REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 42
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
287,794,977.09 37,930.95 648,562,262.81 626,824,826.62 21,737,436.19
654,622,097.99 643,920,761.54 10,701,336.45
110 TRANSACTIONS WITHIN FUND: COMMON PENSION FD E (5146)
S T A T E O F N E W J E R S E Y
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REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 43
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 5/20/10 60 CREDICORP COM STK USD5 1,700.00 68.00 138,764.20 138,764.20
252095 5/25/10 USD N20100 81.586 1.000 138,764.20 138,764.20
PUR 5/21/10 60 CREDICORP COM STK USD5 700.00 28.00 58,148.37 58,148.37
252095 5/26/10 USD N20100 83.029 1.000 58,148.37 58,148.37
PUR 5/24/10 60 CREDICORP COM STK USD5 300.00 12.00 25,140.39 25,140.39
252095 5/27/10 USD N20100 83.761 1.000 25,140.39 25,140.39
PUR 5/25/10 60 CREDICORP COM STK USD5 2,100.00 84.00 172,905.18 172,905.18
252095 5/28/10 USD N20100 82.296 1.000 172,905.18 172,905.18
PUR 5/25/10 60 CREDICORP COM STK USD5 700.00 28.00 57,487.99 57,487.99
252095 5/28/10 USD N20100 82.086 1.000 57,487.99 57,487.99
---------------- --------- ---------------- ------------ ---------------- --------------
5,500.00 220.00 452,446.13 452,446.13
452,446.13 452,446.13
5 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
PUR 5/12/10 60 POWSZECHNY ZAKLAD UBEZ 5,474.00 1,850.01 1,934,236.69 1,934,236.69
252014 5/17/10 PLN N20100 352.293 3.127 618,520.30 618,520.30
PUR 5/12/10 60 POWSZECHNY ZAKLAD UBEZ 5,500.00 1,648.84 1,723,906.25 1,723,906.25
252014 5/17/10 PLN N20100 312.500 3.127 551,261.91 551,261.91
PUR 5/17/10 60 POWSZECHNY ZAKLAD UBEZ 1,151.00 370.76 403,031.32 403,031.32
252014 5/20/10 PLN N20100 349.110 3.251 123,956.24 123,956.24
---------------- --------- ---------------- ------------ ---------------- --------------
12,125.00 3,869.61 4,061,174.26 4,061,174.26
1,293,738.45 1,293,738.45
3 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: 44
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 4/29/10 60 TAV HAVALIMANLARI HOLD 2,778.00 26.23 19,484.89 19,484.89
250735 5/03/10 TRY N20100 7.000 1.483 13,140.61 13,140.61
PUR 4/29/10 60 TUPRAS TURKIYE PETROL 1,293.00 57.28 42,556.89 42,556.89
251658 5/03/10 TRY N20100 32.848 1.483 28,700.36 28,700.36
PUR 4/29/10 60 TURK TELEKOMUNIKASYON 52,599.00 389.31 289,214.28 289,214.28
244498 5/03/10 TRY N20100 5.487 1.483 195,046.05 195,046.05
PUR 4/29/10 60 TURK TELEKOMUNIKASYON 7,890.00 58.00 43,086.50 43,086.50
244498 5/03/10 TRY N20100 5.450 1.483 29,057.53 29,057.53
PUR 4/30/10 60 TURK TELEKOMUNIKASYON 13,150.00 97.43 72,469.65 72,469.65
244498 5/04/10 TRY N20100 5.500 1.485 48,814.26 48,814.26
PUR 4/30/10 60 TURK TELEKOMUNIKASYON 2,630.00 19.49 14,493.93 14,493.93
244498 5/04/10 TRY N20100 5.500 1.485 9,762.85 9,762.85
PUR 5/03/10 60 ANADOLU EFES BIRACILIK 1,254.00 31.04 23,237.86 23,237.86
242900 5/05/10 TRY N20100 18.494 1.494 15,554.12 15,554.12
PUR 5/03/10 60 TURK TELEKOMUNIKASYON 26,299.00 193.63 144,933.79 144,933.79
244498 5/05/10 TRY N20100 5.500 1.494 97,010.57 97,010.57
PUR 5/04/10 60 ANADOLU EFES BIRACILIK 12,453.00 306.20 232,089.05 232,089.05
242900 5/06/10 TRY N20100 18.600 1.513 153,406.74 153,406.74
PUR 5/04/10 60 ANADOLU EFES BIRACILIK 2,490.00 60.80 46,082.28 46,082.28
242900 5/06/10 TRY N20100 18.470 1.513 30,459.57 30,459.57
PUR 5/04/10 60 TURK TELEKOMUNIKASYON 12,978.00 94.36 71,521.76 71,521.76
244498 5/06/10 TRY N20100 5.500 1.513 47,274.61 47,274.61
PUR 5/04/10 60 TURK TELEKOMUNIKASYON 3,375.00 12.16 18,412.14 18,412.14
244498 5/06/10 TRY N20100 5.450 1.513 12,170.10 12,170.10
PUR 5/05/10 60 ANADOLU EFES BIRACILIK 2,310.00 55.22 42,357.55 42,357.55
242900 5/07/10 TRY N20100 18.300 1.531 27,664.78 27,664.78
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REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 45
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/05/10 60 TAV HAVALIMANLARI HOLD 10,716.00 95.34 73,134.80 73,134.80
250735 5/07/10 TRY N20100 6.811 1.531 47,766.18 47,766.18
PUR 5/05/10 60 TURK TELEKOMUNIKASYON 7,787.00 27.72 42,481.59 42,481.59
244498 5/07/10 TRY N20100 5.450 1.531 27,745.80 27,745.80
PUR 5/06/10 60 TAV HAVALIMANLARI HOLD 7,427.00 64.46 49,909.54 49,909.54
250735 5/10/10 TRY N20100 6.707 1.545 32,293.46 32,293.46
PUR 5/06/10 60 TURK TELEKOMUNIKASYON 3,573.00 24.85 19,241.14 19,241.14
244498 5/10/10 TRY N20100 5.374 1.546 12,449.78 12,449.78
PUR 5/07/10 60 ANADOLU EFES BIRACILIK 4,272.00 97.29 76,632.44 76,632.44
242900 5/11/10 TRY N20100 17.903 1.572 48,742.17 48,742.17
PUR 5/07/10 60 TAV HAVALIMANLARI HOLD 27,287.00 217.92 171,650.40 171,650.40
250735 5/11/10 TRY N20100 6.278 1.572 109,178.48 109,178.48
PUR 5/07/10 60 TURK TELEKOMUNIKASYON 9,084.00 61.49 48,436.28 48,436.28
244498 5/11/10 TRY N20100 5.321 1.572 30,807.96 30,807.96
PUR 5/10/10 60 ANADOLU EFES BIRACILIK 3,713.00 86.91 66,454.99 66,454.99
242900 5/12/10 TRY N20100 17.862 1.526 43,542.78 43,542.78
PUR 5/10/10 60 TURK TELEKOMUNIKASYON 13,326.00 96.48 73,773.40 73,773.40
244498 5/12/10 TRY N20100 5.525 1.526 48,337.96 48,337.96
PUR 5/11/10 60 ANADOLU EFES BIRACILIK 455.00 10.66 8,199.91 8,199.91
242900 5/13/10 TRY N20100 17.986 1.536 5,339.87 5,339.87
PUR 5/11/10 60 ANADOLU EFES BIRACILIK 2,579.00 60.63 46,644.05 46,644.05
242900 5/13/10 TRY N20100 18.050 1.536 30,375.13 30,375.13
PUR 5/11/10 60 TURK TELEKOMUNIKASYON 419.00 1.52 2,327.78 2,327.78
244498 5/13/10 TRY N20100 5.550 1.536 1,515.88 1,515.88
PUR 5/13/10 60 ANADOLU EFES BIRACILIK 127.00 3.01 2,290.57 2,290.57
242900 5/17/10 TRY N20100 18.000 1.519 1,508.44 1,508.44
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: 46
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/17/10 60 ANADOLU EFES BIRACILIK 4,361.00 102.53 79,316.14 79,316.14
242900 5/20/10 TRY N20100 18.151 1.544 51,367.23 51,367.23
PUR 5/18/10 60 ANADOLU EFES BIRACILIK 3,266.00 77.70 60,042.46 60,042.46
242900 5/21/10 TRY N20100 18.347 1.542 38,927.94 38,927.94
PUR 5/20/10 60 ANADOLU EFES BIRACILIK 5,309.00 121.73 97,349.01 97,349.01
242900 5/24/10 TRY N20100 18.300 1.596 60,984.16 60,984.16
---------------- --------- ---------------- ------------ ---------------- --------------
245,200.00 2,551.39 1,977,825.07 1,977,825.07
1,298,945.37 1,298,945.37
29 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 4/29/10 60 CHINA RESOURCES POWER 2,000.00 6.30 31,427.55 31,427.55
239284 5/03/10 HKD H20100 15.689 7.764 4,047.70 4,047.70
PUR 4/29/10 60 CHINA RESOURCES POWER 26,000.00 188.80 409,548.93 409,548.93
239284 5/03/10 HKD H20100 15.696 7.764 52,747.70 52,747.70
PUR 4/30/10 60 CHINA RESOURCES POWER 30,000.00 220.37 478,101.86 478,101.86
239284 5/04/10 HKD H20100 15.880 7.764 61,581.70 61,581.70
PUR 4/30/10 60 CHINA RESOURCES POWER 8,000.00 58.82 127,656.65 127,656.65
239284 5/04/10 HKD H20100 15.900 7.764 16,442.76 16,442.76
---------------- --------- ---------------- ------------ ---------------- --------------
66,000.00 474.29 1,046,734.99 1,046,734.99
134,819.86 134,819.86
4 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 4/26/10 60 SAMSUNG LIFE INSURANCE 12,600.00 1,386,000,000.00 1,386,000,000.00
251798 5/11/10 KRW H20100 110000. 1103.90 1,255,548.51 1,255,548.51
PUR 4/29/10 60 POSCO KRW 318.00 365.52 163,387,246.00 163,387,246.00
251795 5/03/10 KRW H20100 512515. 1114.70 146,575.08 146,575.08
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: 47
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 4/30/10 60 POSCO KRW 464.00 528.03 234,650,099.00 234,650,099.00
251795 5/04/10 KRW H20100 504450. 1108.20 211,739.85 211,739.85
PUR 5/03/10 60 POSCO KRW 153.00 167.48 75,111,147.00 75,111,147.00
251795 5/06/10 KRW H20100 489698. 1118.40 67,159.47 67,159.47
PUR 5/04/10 60 KT CORP ADR 400.00 16.00 8,724.28 8,724.28
251912 5/07/10 USD H20100 21.771 1.000 8,724.28 8,724.28
PUR 5/04/10 60 KT CORP KRW 50.00 5.43 2,430,839.00 2,430,839.00
251186 5/07/10 KRW H20100 48495.5 1115.20 2,179.73 2,179.73
PUR 5/05/10 60 KT CORP ADR 400.00 16.00 8,571.52 8,571.52
251912 5/10/10 USD H20100 21.389 1.000 8,571.52 8,571.52
PUR 5/06/10 60 KT CORP ADR 1,200.00 48.00 25,501.56 25,501.56
251912 5/11/10 USD H20100 21.211 1.000 25,501.56 25,501.56
PUR 5/06/10 60 KT CORP ADR 100.00 2.00 2,137.00 2,137.00
251912 5/11/10 USD H20100 21.350 1.000 2,137.00 2,137.00
PUR 5/06/10 60 KT CORP KRW 470.00 49.32 22,565,510.00 22,565,510.00
251186 5/10/10 KRW H20100 47892.0 1140.90 19,778.69 19,778.69
PUR 5/06/10 60 POSCO KRW 92.00 97.05 44,402,545.00 44,402,545.00
251795 5/10/10 KRW H20100 481432. 1140.90 38,918.88 38,918.88
PUR 5/07/10 60 KT CORP ADR 1,100.00 22.00 22,965.58 22,965.58
251912 5/12/10 USD H20100 20.858 1.000 22,965.58 22,965.58
PUR 5/07/10 60 POSCO KRW 224.00 230.01 106,557,795.00 106,557,795.00
251795 5/11/10 KRW H20100 474518. 1155.30 92,233.87 92,233.87
PUR 5/10/10 60 KT CORP ADR 700.00 14.00 15,064.84 15,064.84
251912 5/13/10 USD H20100 21.501 1.000 15,064.84 15,064.84
PUR 5/10/10 60 POSCO KRW 152.00 72,980,010.00 72,980,010.00
251795 5/12/10 KRW H20100 480131. 1131.80 64,481.37 64,481.37
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: 48
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/11/10 60 KT CORP ADR 800.00 16.00 16,857.04 16,857.04
251912 5/14/10 USD H20100 21.051 1.000 16,857.04 16,857.04
PUR 5/11/10 60 POSCO KRW 168.00 176.85 80,533,120.00 80,533,120.00
251795 5/13/10 KRW H20100 478168. 1135.60 70,916.80 70,916.80
PUR 5/13/10 60 KT CORP ADR 300.00 6.00 6,356.97 6,356.97
251912 5/18/10 USD H20100 21.170 1.000 6,356.97 6,356.97
PUR 5/14/10 60 KT CORP ADR 400.00 8.00 8,554.12 8,554.12
251912 5/19/10 USD H20100 21.365 1.000 8,554.12 8,554.12
PUR 5/17/10 60 KT CORP ADR 800.00 16.00 16,390.88 16,390.88
251912 5/20/10 USD H20100 20.469 1.000 16,390.88 16,390.88
PUR 5/18/10 60 KT CORP ADR 900.00 18.00 18,795.42 18,795.42
251912 5/21/10 USD H20100 20.864 1.000 18,795.42 18,795.42
PUR 5/19/10 60 KT CORP ADR 400.00 8.00 8,153.28 8,153.28
251912 5/24/10 USD H20100 20.363 1.000 8,153.28 8,153.28
PUR 5/19/10 60 KT CORP KRW 490.00 49.33 23,038,925.00 23,038,925.00
251186 5/24/10 KRW H20100 46900.9 1164.70 19,781.00 19,781.00
PUR 5/20/10 60 KT CORP ADR 1,000.00 20.00 19,370.90 19,370.90
251912 5/25/10 USD H20100 19.351 1.000 19,370.90 19,370.90
PUR 5/21/10 60 KT CORP ADR 300.00 6.00 5,823.21 5,823.21
251912 5/26/10 USD H20100 19.391 1.000 5,823.21 5,823.21
PUR 5/24/10 60 KT CORP ADR 1,000.00 20.00 19,787.80 19,787.80
251912 5/27/10 USD H20100 19.768 1.000 19,787.80 19,787.80
PUR 5/25/10 60 KT CORP ADR 1,300.00 26.00 24,089.91 24,089.91
251912 5/28/10 USD H20100 18.511 1.000 24,089.91 24,089.91
PUR 5/26/10 60 KT CORP KRW 460.00 42.00 21,088,073.00 21,088,073.00
251186 5/28/10 KRW H20100 45729.3 1251.90 16,844.85 16,844.85
---------------- --------- ---------------- ------------ ---------------- --------------
26,741.00 1,973.022,232,972,453.31 2,232,972,453.31
2,233,302.41 2,233,302.41
28 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: 49
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 4/28/10 60 INDOSAT TBK PT IDR 100 52,000.00 119.16 305,276,868.00 305,276,868.00
251027 5/03/10 IDR H20100 5850.00 9036.99 33,780.78 33,780.78
PUR 4/29/10 60 INDOSAT TBK PT IDR 100 48,500.00 111.39 284,729,385.00 284,729,385.00
251027 5/04/10 IDR H20100 5850.00 9017.00 31,576.95 31,576.95
PUR 4/30/10 60 INDOSAT TBK PT IDR 100 24,000.00 55.57 141,980,839.00 141,980,839.00
251027 5/05/10 IDR H20100 5895.00 9013.00 15,752.89 15,752.89
PUR 5/03/10 60 INDOSAT TBK PT IDR 100 8,500.00 19.62 50,327,030.00 50,327,030.00
251027 5/06/10 IDR H20100 5900.00 9025.00 5,576.40 5,576.40
PUR 5/04/10 60 INDOSAT TBK PT IDR 100 35,500.00 81.97 210,183,306.00 210,183,306.00
251027 5/07/10 IDR H20100 5899.83 9019.99 23,301.92 23,301.92
PUR 5/05/10 60 INDOSAT TBK PT IDR 100 35,500.00 202,798,614.00 202,798,614.00
251027 5/10/10 IDR H20100 5712.63 9084.99 22,322.36 22,322.36
PUR 5/06/10 60 INDOSAT TBK PT IDR 100 23,500.00 129,774,556.00 129,774,556.00
251027 5/11/10 IDR H20100 5522.32 9184.99 14,128.97 14,128.97
PUR 5/07/10 60 INDOSAT TBK PT IDR 100 27,500.00 153,885,708.00 153,885,708.00
251027 5/12/10 IDR H20100 5595.84 9185.00 16,754.02 16,754.02
PUR 5/10/10 60 INDOSAT TBK PT IDR 100 12,500.00 27.32 70,247,800.00 70,247,800.00
251027 5/14/10 IDR H20100 5600.00 9070.00 7,745.07 7,745.07
PUR 5/11/10 60 INDOSAT TBK PT IDR 100 14,000.00 30.41 78,361,032.00 78,361,032.00
251027 5/17/10 IDR H20100 5577.47 9089.99 8,620.58 8,620.58
PUR 5/12/10 60 INDOSAT TBK PT IDR 100 20,500.00 44.48 114,505,652.00 114,505,652.00
251027 5/18/10 IDR H20100 5565.93 9080.00 12,610.75 12,610.75
PUR 5/14/10 60 INDOSAT TBK PT IDR 100 9,000.00 19.30 49,745,337.00 49,745,337.00
251027 5/19/10 IDR H20100 5507.76 9090.00 5,472.53 5,472.53
PUR 5/17/10 60 INDOSAT TBK PT IDR 100 17,500.00 92,143,609.00 92,143,609.00
251027 5/20/10 IDR H20100 5265.34 9119.99 10,103.47 10,103.47
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: 50
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/18/10 60 INDOSAT TBK PT IDR 100 27,500.00 56.42 145,951,594.00 145,951,594.00
251027 5/21/10 IDR H20100 5288.66 9099.99 16,038.64 16,038.64
PUR 5/19/10 60 INDOSAT TBK PT IDR 100 8,000.00 15.88 41,316,132.00 41,316,132.00
251027 5/24/10 IDR H20100 5146.35 9150.00 4,515.42 4,515.42
PUR 5/20/10 60 INDOSAT TBK PT IDR 100 11,000.00 54,990,717.00 54,990,717.00
251027 5/25/10 IDR H20100 4999.15 9239.99 5,951.38 5,951.38
PUR 5/21/10 60 INDOSAT TBK PT IDR 100 30,000.00 54.60 143,333,725.00 143,333,725.00
251027 5/26/10 IDR H20100 4760.93 9260.00 15,478.80 15,478.80
PUR 5/24/10 60 INDOSAT TBK PT IDR 100 14,500.00 27.93 72,903,471.00 72,903,471.00
251027 5/27/10 IDR H20100 5010.00 9254.99 7,877.20 7,877.20
PUR 5/24/10 60 INDOSAT TBK PT IDR 100 17,000.00 85,261,174.00 85,261,174.00
251027 5/27/10 IDR H20100 5015.36 9255.00 9,212.44 9,212.44
PUR 5/25/10 60 INDOSAT TBK PT IDR 100 24,500.00 46.03 121,945,470.00 121,945,470.00
251027 5/31/10 IDR H20100 4959.80 9345.00 13,049.27 13,049.27
---------------- --------- ---------------- ------------ ---------------- --------------
461,000.00 710.082,549,662,019.00 2,549,662,019.00
279,869.84 279,869.84
20 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 4/28/10 60 ANGLOVAAL INDS ORD R0. 3,200.00 46.06 76,663.44 76,663.44
251190 5/05/10 ZAR N20100 23.850 7.456 10,282.53 10,282.53
PUR 4/30/10 60 ANGLOVAAL INDS ORD R0. 2,100.00 20.58 50,550.88 50,550.88
251190 5/07/10 ZAR N20100 24.000 7.353 6,874.77 6,874.77
PUR 5/03/10 60 ANGLOVAAL INDS ORD R0. 2,900.00 28.09 69,749.89 69,749.89
251190 5/10/10 ZAR N20100 23.980 7.432 9,385.46 9,385.46
PUR 5/04/10 60 ANGLOVAAL INDS ORD R0. 600.00 5.70 14,437.46 14,437.46
251190 5/11/10 ZAR N20100 23.990 7.576 1,905.63 1,905.63
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: 51
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/05/10 60 ANGLOVAAL INDS ORD R0. 1,000.00 9.23 23,505.06 23,505.06
251190 5/12/10 ZAR N20100 23.435 7.621 3,084.09 3,084.09
PUR 5/06/10 60 ANGLOVAAL INDS ORD R0. 17,200.00 233.79 400,038.26 400,038.26
251190 5/13/10 ZAR N20100 23.154 7.669 52,165.07 52,165.07
PUR 5/06/10 60 ANGLOVAAL INDS ORD R0. 1,200.00 10.85 27,788.29 27,788.29
251190 5/13/10 ZAR N20100 23.088 7.669 3,623.60 3,623.60
PUR 5/13/10 60 CLICKS GROUP 73,300.00 1,409.00 2,352,039.30 2,352,039.30
252033 5/20/10 ZAR N20100 31.944 7.478 314,519.44 314,519.44
PUR 5/14/10 60 CLICKS GROUP 1,900.00 23.88 60,247.53 60,247.53
252033 5/21/10 ZAR N20100 31.614 7.546 7,983.82 7,983.82
PUR 5/17/10 60 CLICKS GROUP 2,600.00 32.54 82,218.31 82,218.31
252033 5/24/10 ZAR N20100 31.528 7.557 10,880.19 10,880.19
PUR 5/18/10 60 CLICKS GROUP 1,900.00 24.20 61,184.31 61,184.31
252033 5/25/10 ZAR N20100 32.106 7.563 8,090.17 8,090.17
PUR 5/19/10 60 CLICKS GROUP 800.00 9.89 25,853.46 25,853.46
252033 5/26/10 ZAR N20100 32.220 7.819 3,306.53 3,306.53
PUR 5/20/10 60 CLICKS GROUP 8,800.00 105.41 281,645.30 281,645.30
252033 5/27/10 ZAR N20100 31.909 7.992 35,242.23 35,242.23
PUR 5/21/10 60 CLICKS GROUP 10,600.00 124.59 327,459.44 327,459.44
252033 5/28/10 ZAR N20100 30.800 7.861 41,655.15 41,655.15
PUR 5/24/10 60 CLICKS GROUP 5,400.00 96.69 169,238.50 169,238.50
252033 5/31/10 ZAR N20100 31.200 7.845 21,574.16 21,574.16
PUR 5/24/10 60 CLICKS GROUP 1,200.00 14.18 37,168.93 37,168.93
252033 5/31/10 ZAR N20100 30.881 7.844 4,738.22 4,738.22
---------------- --------- ---------------- ------------ ---------------- --------------
134,700.00 2,194.68 4,059,788.36 4,059,788.36
535,311.06 535,311.06
16 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: 52
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/04/10 60 SIAM COMMERCIAL BANK-F 45,300.00 386.94 3,989,124.49 3,989,124.49
240469 5/10/10 THB H20100 87.785 32.270 123,617.12 123,617.12
PUR 5/06/10 60 SIAM COMMERCIAL BANK-F 30,000.00 250.57 2,588,787.35 2,588,787.35
240469 5/11/10 THB H20100 86.023 32.340 80,049.08 80,049.08
PUR 5/07/10 60 SIAM COMMERCIAL BANK-F 26,000.00 210.06 2,168,912.67 2,168,912.67
240469 5/12/10 THB H20100 83.159 32.320 67,107.45 67,107.45
PUR 5/10/10 60 SIAM COMMERCIAL BANK-F 19,200.00 159.76 1,647,532.74 1,647,532.74
240469 5/13/10 THB H20100 85.540 32.280 51,038.81 51,038.81
PUR 5/11/10 60 SIAM COMMERCIAL BANK-F 25,000.00 207.71 2,145,312.69 2,145,312.69
240469 5/14/10 THB H20100 85.544 32.330 66,356.72 66,356.72
---------------- --------- ---------------- ------------ ---------------- --------------
145,500.00 1,215.04 12,539,669.94 12,539,669.94
388,169.18 388,169.18
5 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 4/28/10 60 METRO PACIFIC INVESTME 693,000.00 148.21 2,148,077.76 2,148,077.76
248762 5/04/10 PHP H20100 3.090 44.790 47,958.87 47,958.87
PUR 4/29/10 60 METRO PACIFIC INVESTME 394,000.00 93.57 1,232,471.21 1,232,471.21
248762 5/05/10 PHP H20100 3.118 44.630 27,615.31 27,615.31
PUR 4/30/10 60 METRO PACIFIC INVESTME 394,000.00 93.58 1,227,529.45 1,227,529.45
248762 5/06/10 PHP H20100 3.105 44.450 27,615.96 27,615.96
PUR 4/30/10 60 METROPOLITAN BANK + TR 197,800.00 1,089.35 9,542,821.44 9,542,821.44
250897 5/06/10 PHP H20100 48.000 44.450 214,686.65 214,686.65
---------------- --------- ---------------- ------------ ---------------- --------------
1,678,800.00 1,424.71 14,150,899.86 14,150,899.86
317,876.79 317,876.79
4 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 53
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 4/28/10 60 PROTEK NPV 41,000.00 307.50 154,057.50 154,057.50
251825 5/06/10 USD N20100 3.750 1.000 154,057.50 154,057.50
PUR 4/28/10 60 PROTEK NPV 12,300.00 92.25 46,217.25 46,217.25
251825 5/06/10 USD N20100 3.750 1.000 46,217.25 46,217.25
PUR 4/28/10 60 SYNERGY CO 5,500.00 361.88 181,299.78 181,299.78
251827 5/06/10 USD N20100 32.898 1.000 181,299.78 181,299.78
PUR 4/29/10 60 SYNERGY CO 1,722.00 113.32 56,771.08 56,771.08
251827 5/07/10 USD N20100 32.902 1.000 56,771.08 56,771.08
PUR 4/30/10 60 PROTEK NPV 19,700.00 153.66 76,983.66 76,983.66
251825 5/11/10 USD N20100 3.900 1.000 76,983.66 76,983.66
PUR 4/30/10 60 PROTEK NPV 19,170.00 149.53 74,912.53 74,912.53
251825 5/11/10 USD N20100 3.900 1.000 74,912.53 74,912.53
PUR 4/30/10 60 PROTEK NPV 45,300.00 353.34 177,023.34 177,023.34
251825 5/11/10 USD N20100 3.900 1.000 177,023.34 177,023.34
PUR 5/04/10 60 PROTEK NPV 15,200.00 117.34 58,789.34 58,789.34
251825 5/12/10 USD N20100 3.860 1.000 58,789.34 58,789.34
PUR 5/04/10 60 SYNERGY CO 4,278.00 291.34 145,962.80 145,962.80
251827 5/12/10 USD N20100 34.051 1.000 145,962.80 145,962.80
PUR 5/05/10 60 PROTEK NPV 69,600.00 535.92 268,495.92 268,495.92
251825 5/13/10 USD N20100 3.850 1.000 268,495.92 268,495.92
PUR 5/05/10 60 PROTEK NPV 2,500.00 58.10 9,608.10 9,608.10
251825 5/13/10 USD N20100 3.820 1.000 9,608.10 9,608.10
PUR 5/05/10 60 PROTEK NPV 12,600.00 97.02 48,607.02 48,607.02
251825 5/13/10 USD N20100 3.850 1.000 48,607.02 48,607.02
PUR 5/05/10 60 SYNERGY CO 25,500.00 1,713.75 858,587.70 858,587.70
251827 5/13/10 USD N20100 33.603 1.000 858,587.70 858,587.70
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: 54
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/06/10 60 PROTEK NPV 32,830.00 638.19 124,735.59 124,735.59
251825 5/14/10 USD N20100 3.780 1.000 124,735.59 124,735.59
PUR 5/06/10 60 SYNERGY CO 34,500.00 2,225.25 1,114,850.25 1,114,850.25
251827 5/14/10 USD 32.250 1.000 1,114,850.25 1,114,850.25
---------------- --------- ---------------- ------------ ---------------- --------------
341,700.00 7,208.39 3,396,901.86 3,396,901.86
3,396,901.86 3,396,901.86
15 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
PUR 5/04/10 60 DR REDDYS LABS ADR 4,900.00 196.00 136,037.72 136,037.72
248690 5/07/10 USD H20100 27.723 1.000 136,037.72 136,037.72
---------------- --------- ---------------- ------------ ---------------- --------------
4,900.00 196.00 136,037.72 136,037.72
136,037.72 136,037.72
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
3,122,166.00 22,037.214,824,455,950.50 4,824,455,950.50
10,467,418.67 10,467,418.67
130 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
RECEIPT - EM (2235)
--------------------------------
PUR 4/28/10 60 SIAM CEMENT PCL THB 1. 12,800.00 60.72 3,328,220.42 3,328,220.42
248686 5/04/10 THB H20100 259.864 32.320 102,977.12 102,977.12
PUR 5/04/10 60 BANPU PUBLIC CO LTD-NV 2,000.00 24.85 1,359,909.08 1,359,909.08
249893 5/10/10 THB H20100 679.554 32.270 42,141.59 42,141.59
PUR 5/04/10 60 BANPU PUBLIC CO LTD-NV 3,400.00 222.22 2,290,970.85 2,290,970.85
249893 5/10/10 THB H20100 671.706 32.270 70,993.83 70,993.83
PUR 5/04/10 60 KASIKORNBANK PCL-NVDR 17,200.00 30.66 1,678,134.00 1,678,134.00
240466 5/10/10 THB H20100 97.508 32.270 52,002.91 52,002.91
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: 55
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/04/10 60 KASIKORNBANK PCL-NVDR 26,000.00 245.85 2,534,559.01 2,534,559.01
240466 5/10/10 THB H20100 97.178 32.270 78,542.27 78,542.27
PUR 5/04/10 60 SIAM CEMENT PCL THB 1. 13,000.00 65.02 3,558,255.93 3,558,255.93
248686 5/10/10 THB H20100 273.551 32.270 110,265.14 110,265.14
PUR 5/06/10 60 BANPU PUBLIC CO LTD-NV 3,800.00 245.21 2,533,417.25 2,533,417.25
249893 5/11/10 THB H20100 664.602 32.340 78,336.96 78,336.96
PUR 5/06/10 60 KASIKORNBANK PCL-NVDR 28,100.00 256.67 2,651,856.04 2,651,856.04
240466 5/11/10 THB H20100 94.077 32.340 81,999.26 81,999.26
PUR 5/06/10 60 SIAM CEMENT PCL THB 1. 11,600.00 56.78 3,114,122.05 3,114,122.05
248686 5/11/10 THB H20100 268.301 32.340 96,293.20 96,293.20
PUR 5/07/10 60 BANPU PUBLIC CO LTD-NV 3,300.00 205.98 2,126,825.82 2,126,825.82
249893 5/12/10 THB H20100 642.475 32.320 65,805.25 65,805.25
PUR 5/07/10 60 KASIKORNBANK PCL-NVDR 23,400.00 205.12 2,117,955.41 2,117,955.41
240466 5/12/10 THB H20100 90.228 32.320 65,530.80 65,530.80
PUR 5/07/10 60 SIAM CEMENT PCL THB 1. 4,300.00 20.26 1,110,487.81 1,110,487.81
248686 5/12/10 THB H20100 258.101 32.320 34,359.15 34,359.15
PUR 5/10/10 60 BANPU PUBLIC CO LTD-NV 2,500.00 1,616,819.42 1,616,819.42
249893 5/13/10 THB H20100 646.728 32.280 50,087.34 50,087.34
PUR 5/10/10 60 KASIKORNBANK PCL-NVDR 17,800.00 1,629,264.44 1,629,264.44
240466 5/13/10 THB H20100 91.532 32.280 50,472.88 50,472.88
PUR 5/10/10 60 SIAM CEMENT PCL THB 1. 5,300.00 25.51 1,396,576.38 1,396,576.38
248686 5/13/10 THB H20100 263.350 32.280 43,264.45 43,264.45
PUR 5/11/10 60 BANPU PUBLIC CO LTD-NV 3,200.00 195.56 2,042,552.25 2,042,552.25
249893 5/14/10 THB H20100 636.322 32.330 63,178.23 63,178.23
PUR 5/11/10 60 KASIKORNBANK PCL-NVDR 24,300.00 217.89 2,250,493.33 2,250,493.33
240466 5/14/10 THB H20100 92.323 32.330 69,610.06 69,610.06
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: 56
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/11/10 60 SIAM CEMENT PCL THB 1. 7,700.00 194.29 2,029,300.94 2,029,300.94
248686 5/14/10 THB H20100 262.730 32.330 62,768.36 62,768.36
---------------- --------- ---------------- ------------ ---------------- --------------
209,700.00 2,272.59 39,369,720.43 39,369,720.43
1,218,628.80 1,218,628.80
18 TRANSACTIONS IN COUNTRY: THAILAND (6550)
---------------- --------- ---------------- ------------ ---------------- --------------
209,700.00 2,272.59 39,369,720.43 39,369,720.43
1,218,628.80 1,218,628.80
18 TRANSACTIONS IN CATEGORY: RECEIPT - EM (2235)
---------------- --------- ---------------- ------------ ---------------- --------------
3,331,866.00 24,309.804,863,825,670.93 4,863,825,670.93
11,686,047.47 11,686,047.47
148 "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: 57
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
SALE 4/28/10 60 X5 RETAIL GROUP N V NP 508.00 10.16 17,578.08 7,887.71 9,690.37
246236 5/04/10 USD N20100 34.623 1.000 17,578.08 7,887.71 9,690.37
SALE 4/28/10 60 X5 RETAIL GROUP N V NP 2,478.00 99.12 85,367.10 38,475.89 46,891.21
246236 5/03/10 USD N20100 34.490 1.000 85,367.10 38,475.89 46,891.21
SALE 4/29/10 60 X5 RETAIL GROUP N V NP 2,479.00 99.16 86,665.84 38,491.42 48,174.42
246236 5/04/10 USD N20100 35.000 1.000 86,665.84 38,491.42 48,174.42
SALE 5/04/10 60 X5 RETAIL GROUP N V NP 202.00 4.04 7,173.02 3,136.45 4,036.57
246236 5/07/10 USD N20100 35.530 1.000 7,173.02 3,136.45 4,036.57
SALE 5/04/10 60 X5 RETAIL GROUP N V NP 20.00 .40 709.60 310.54 399.06
246236 5/07/10 USD N20100 35.500 1.000 709.60 310.54 399.06
SALE 5/06/10 60 X5 RETAIL GROUP N V NP 72.00 1.44 2,399.96 1,117.94 1,282.02
246236 5/11/10 USD N20100 33.353 1.000 2,399.96 1,117.94 1,282.02
SALE 5/07/10 60 X5 RETAIL GROUP N V NP 642.00 25.68 19,560.84 9,968.33 9,592.51
246236 5/12/10 USD N20100 30.509 1.000 19,560.84 9,968.33 9,592.51
SALE 5/10/10 60 X5 RETAIL GROUP N V NP 2,199.00 43.98 70,972.06 34,143.86 36,828.20
246236 5/13/10 USD N20100 32.295 1.000 70,972.06 34,143.86 36,828.20
---------------- --------- ---------------- ------------ ---------------- --------------
8,600.00 283.98 290,426.50 133,532.14 156,894.36
290,426.50 133,532.14 156,894.36
8 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
SALE 4/28/10 60 BK HANDLOWY W WARS PLN 2,045.00 159.89 158,012.04 93,478.71 64,533.33
246234 5/04/10 PLN N20100 77.500 2.974 53,138.30 28,422.93 24,715.37
---------------- --------- ---------------- ------------ ---------------- --------------
2,045.00 159.89 158,012.04 93,478.71 64,533.33
53,138.30 28,422.93 24,715.37
1 TRANSACTION 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: 58
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/29/10 60 TURKIYE HALK BANKASI A 25,992.00 410.23 303,537.10 118,662.06 184,875.04
243418 5/03/10 TRY N20100 11.702 1.483 204,705.35 79,802.64 124,902.71
SALE 4/30/10 60 TURKIYE HALK BANKASI A 10,532.00 165.82 122,845.52 48,082.06 74,763.46
243418 5/04/10 TRY N20100 11.687 1.485 82,746.54 32,336.16 50,410.38
SALE 4/30/10 60 TURKIYE HALK BANKASI A 6,498.00 101.85 75,446.53 29,665.51 45,781.02
243418 5/04/10 TRY N20100 11.634 1.485 50,819.43 19,950.66 30,868.77
SALE 5/03/10 60 TURKIYE HALK BANKASI A 10,107.00 155.74 116,107.99 46,141.79 69,966.20
243418 5/05/10 TRY N20100 11.511 1.494 77,716.19 31,031.29 46,684.90
SALE 5/04/10 60 TURKIYE HALK BANKASI A 4,038.00 60.86 45,941.13 18,434.80 27,506.33
243418 5/06/10 TRY N20100 11.400 1.513 30,366.27 12,397.78 17,968.49
SALE 5/05/10 60 TURKIYE HALK BANKASI A 11,573.00 167.08 127,658.23 52,834.57 74,823.66
243418 5/07/10 TRY N20100 11.053 1.531 83,376.81 35,532.32 47,844.49
---------------- --------- ---------------- ------------ ---------------- --------------
68,740.00 1,061.58 791,536.50 313,820.79 477,715.71
529,730.59 211,050.85 318,679.74
6 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 4/29/10 60 CHINA LONGYUAN POWER G 51,000.00 195.77 421,652.48 420,359.05 1,293.43
250002 5/03/10 HKD H20100 8.298 7.764 54,306.57 54,241.28 65.29
SALE 4/30/10 60 CHINA LONGYUAN POWER G 38,000.00 145.56 313,582.09 313,208.71 373.38
250002 5/04/10 HKD H20100 8.282 7.764 40,390.80 40,415.07 -24.27
SALE 5/03/10 60 CHINA LONGYUAN POWER G 57,000.00 211.99 456,520.34 469,813.06 -13,292.72
250002 5/05/10 HKD H20100 8.038 7.763 58,808.72 60,622.60 -1,813.88
SALE 5/13/10 60 CHINA CITIC BANK C 273,000.00 242.20 1,262,869.67 1,257,452.26 5,417.41
247241 5/17/10 HKD H20100 4.633 7.782 162,287.12 162,228.28 58.84
SALE 5/13/10 60 DONGFENG MOTOR GROUP C 138,000.00 271.10 1,413,397.80 563,165.12 850,232.68
240999 5/17/10 HKD H20100 10.257 7.782 181,630.98 72,310.14 109,320.84
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 59
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/14/10 60 PING AN INSURANCE 98,500.00 1,159.02 6,044,002.02 4,292,240.41 1,751,761.61
243411 5/18/10 HKD H20100 61.452 7.782 776,624.44 552,823.12 223,801.32
---------------- --------- ---------------- ------------ ---------------- --------------
655,500.00 2,225.64 9,912,024.40 7,316,238.61 2,595,785.79
1,274,048.63 942,640.49 331,408.14
6 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 5/13/10 60 CHINA LIFE INS 39,000.00 259.96 1,355,028.85 1,069,429.34 285,599.51
241827 5/17/10 HKD H20100 34.796 7.782 174,130.18 137,368.16 36,762.02
SALE 5/13/10 60 CNOOC LTD HKD 0.02 490,000.00 1,235.39 6,442,265.58 5,905,102.61 537,162.97
250259 5/17/10 HKD H20100 13.167 7.782 827,873.80 761,673.54 66,200.26
SALE 5/13/10 60 GOME ELECTRICAL APPLIA 539,000.00 236.60 1,233,223.42 1,547,111.72 -313,888.30
239292 5/17/10 HKD H20100 2.291 7.782 158,477.38 198,567.01 -40,089.63
SALE 5/13/10 60 SHANGHAI INDUSTRIAL HL 46,000.00 271.07 1,412,979.41 1,327,091.88 85,887.53
239283 5/17/10 HKD H20100 30.763 7.782 181,577.21 170,316.19 11,261.02
---------------- --------- ---------------- ------------ ---------------- --------------
1,114,000.00 2,003.02 10,443,497.26 9,848,735.55 594,761.71
1,342,058.57 1,267,924.90 74,133.67
4 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 4/29/10 60 AMOREPACIFIC CORP 12.00 49.38 9,953,116.00 7,416,169.58 2,536,946.42
239473 5/03/10 KRW H20100 834013. 1114.70 8,928.96 7,186.43 1,742.53
SALE 4/29/10 60 HYUNDAI ENGINEERING & 740.00 199.81 40,274,250.00 48,948,366.69 -8,674,116.69
247012 5/03/10 KRW H20100 54725.6 1114.70 36,130.12 39,577.00 -3,446.88
SALE 4/29/10 60 KB FINANCIAL GROUP 980.00 260.60 52,526,329.00 37,056,199.05 15,470,129.95
244142 5/03/10 KRW H20100 53894.7 1114.70 47,121.49 27,863.49 19,258.00
SALE 4/29/10 60 KIA MOTORS CORP 4,860.00 645.43 130,092,371.00 93,134,760.49 36,957,610.51
249234 5/03/10 KRW H20100 26916.0 1114.70 116,706.17 81,091.66 35,614.51
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: 60
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/29/10 60 KOREA EXCHANGE BANK KR 1,110.00 75.22 15,161,035.00 15,835,357.95 -674,322.95
248891 5/03/10 KRW H20100 13734.1 1114.70 13,601.00 13,554.74 46.26
SALE 4/29/10 60 NHN CORP 123.00 114.20 23,018,342.00 21,196,519.51 1,821,822.49
239486 5/03/10 KRW H20100 188175. 1114.70 20,649.81 19,440.89 1,208.92
SALE 4/29/10 60 SHINHAN FINANCIAL GROU 280.00 13,218,425.00 9,449,309.99 3,769,115.01
239492 5/03/10 KRW H20100 47208.6 1114.70 11,858.28 7,902.76 3,955.52
SALE 4/30/10 60 AMOREPACIFIC CORP 10.00 41.58 8,332,775.00 6,180,141.31 2,152,633.69
239473 5/04/10 KRW H20100 837885. 1108.20 7,519.20 5,988.69 1,530.51
SALE 4/30/10 60 KB FINANCIAL GROUP 730.00 200.31 40,139,224.00 27,603,087.05 12,536,136.95
244142 5/04/10 KRW H20100 55289.3 1108.20 36,220.20 20,755.45 15,464.75
SALE 4/30/10 60 KIA MOTORS CORP 470.00 63.82 12,789,240.00 9,006,859.55 3,782,380.45
249234 5/04/10 KRW H20100 27361.6 1108.20 11,540.55 7,842.20 3,698.35
SALE 4/30/10 60 KOREA EXCHANGE BANK KR 590.00 40.91 8,197,906.00 8,416,992.06 -219,086.06
248891 5/04/10 KRW H20100 13971.6 1108.20 7,397.50 7,204.77 192.73
SALE 4/30/10 60 NHN CORP 79.00 73.72 14,772,290.00 13,614,024.73 1,158,265.27
239486 5/04/10 KRW H20100 188025. 1108.20 13,329.99 12,486.43 843.56
SALE 5/03/10 60 AMOREPACIFIC CORP 6.00 25.15 5,086,419.00 3,708,084.79 1,378,334.21
239473 5/06/10 KRW H20100 852423. 1118.40 4,547.94 3,593.21 954.73
SALE 5/03/10 60 KB FINANCIAL GROUP 315.00 84.07 17,001,041.00 11,910,921.12 5,090,119.88
244142 5/06/10 KRW H20100 54270.0 1118.40 15,201.22 8,956.12 6,245.10
SALE 5/03/10 60 KIA MOTORS CORP 610.00 82.90 16,765,137.00 11,689,753.89 5,075,383.11
249234 5/06/10 KRW H20100 27635.8 1118.40 14,990.29 10,178.17 4,812.12
SALE 5/03/10 60 KOREA EXCHANGE BANK KR 570.00 38.94 7,875,445.00 8,131,670.30 -256,225.30
248891 5/06/10 KRW H20100 13892.9 1118.40 7,041.71 6,960.54 81.17
SALE 5/03/10 60 NHN CORP 165.00 147.31 29,790,716.00 28,434,355.44 1,356,360.56
239486 5/06/10 KRW H20100 181548. 1118.40 26,636.91 26,079.25 557.66
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 61
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/04/10 60 AMOREPACIFIC CORP 4.00 16.95 3,419,699.00 2,472,056.53 947,642.47
239473 5/07/10 KRW H20100 859651. 1115.20 3,066.44 2,395.48 670.96
SALE 5/04/10 60 KOREA EXCHANGE BANK KR 800.00 54.59 11,007,053.00 11,412,870.59 -405,817.59
248891 5/07/10 KRW H20100 13834.9 1115.20 9,870.03 9,769.18 100.85
SALE 5/04/10 60 NHN CORP 173.00 149.85 30,216,182.00 29,812,990.86 403,191.14
239486 5/07/10 KRW H20100 175625. 1115.20 27,094.85 27,343.69 -248.84
SALE 5/06/10 60 AMOREPACIFIC CORP 1.00 4.14 854,711.00 618,014.13 236,696.87
239473 5/10/10 KRW H20100 859429. 1140.89 749.16 598.87 150.29
SALE 5/06/10 60 KOREA EXCHANGE BANK KR 830.00 53.51 11,038,110.00 11,840,853.24 -802,743.24
248891 5/10/10 KRW H20100 13372.4 1140.90 9,674.91 10,135.52 -460.61
SALE 5/07/10 60 KOREA EXCHANGE BANK KR 690.00 42.67 8,913,929.00 9,843,600.89 -929,671.89
248891 5/11/10 KRW H20100 12990.1 1155.30 7,715.68 8,425.92 -710.24
SALE 5/10/10 60 KOREA EXCHANGE BANK KR 860.00 11,318,934.00 12,268,835.88 -949,901.88
248891 5/12/10 KRW H20100 13161.5 1131.79 10,000.83 10,501.87 -501.04
SALE 5/11/10 60 KOREA EXCHANGE BANK KR 690.00 44.03 9,040,479.00 9,843,600.89 -803,121.89
248891 5/13/10 KRW H20100 13174.6 1135.60 7,960.97 8,425.92 -464.95
SALE 5/12/10 60 KOREA EXCHANGE BANK KR 600.00 36.89 7,626,274.00 8,559,652.94 -933,378.94
248891 5/14/10 KRW H20100 12780.7 1143.40 6,669.82 7,326.88 -657.06
SALE 5/20/10 60 NCSOFT CORP 567.00 301.37 103,929,903.00 84,248,863.92 19,681,039.08
248978 5/25/10 KRW H20100 183932. 1193.90 87,050.76 72,217.44 14,833.32
SALE 5/24/10 60 NCSOFT CORP 235.00 123.03 43,155,501.00 34,917,959.47 8,237,541.53
248978 5/26/10 KRW H20100 184276. 1214.24 35,541.16 29,931.39 5,609.77
SALE 5/25/10 60 LG DISPLAY CO LTD KRW 200.00 35.72 8,081,488.00 7,458,533.79 622,954.21
248301 5/27/10 KRW H20100 40630.8 1250.90 6,460.54 6,300.47 160.07
SALE 5/25/10 60 LG TELECOM LTD KRW 500 150.00 4.83 1,092,864.00 1,304,850.89 -211,986.89
250385 5/27/10 KRW H20100 7326.00 1250.90 873.66 1,093.75 -220.09
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: 62
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/25/10 60 NCSOFT CORP 76.00 37.47 13,541,034.00 11,292,616.68 2,248,417.32
248978 5/27/10 KRW H20100 178788. 1250.90 10,825.03 9,679.94 1,145.09
---------------- --------- ---------------- ------------ ---------------- --------------
17,526.00 3,048.40 708,230,222.00 597,627,874.20 110,602,347.80
622,975.18 510,808.12 112,167.06
31 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 4/23/10 60 KUMBA IRON ORE LTD 1,000.00 96.21 356,679.61 311,052.23 45,627.38
250000 5/03/10 ZAR N20100 357.394 7.430 48,007.27 41,615.27 6,392.00
SALE 4/26/10 60 KUMBA IRON ORE LTD 11,700.00 1,146.19 4,200,912.32 3,639,311.12 561,601.20
250000 5/04/10 ZAR N20100 359.773 7.352 571,373.90 486,898.61 84,475.29
SALE 4/28/10 60 KUMBA IRON ORE LTD 11,800.00 1,129.28 4,197,178.27 3,670,416.35 526,761.92
250000 5/05/10 ZAR N20100 356.407 7.456 562,948.92 491,060.14 71,888.78
SALE 4/30/10 60 KUMBA IRON ORE LTD 1,900.00 181.52 665,350.98 590,999.24 74,351.74
250000 5/07/10 ZAR N20100 350.887 7.353 90,485.78 79,069.01 11,416.77
SALE 5/03/10 60 KUMBA IRON ORE LTD 2,600.00 245.32 908,827.40 808,735.81 100,091.59
250000 5/10/10 ZAR N20100 350.250 7.432 122,290.65 108,199.69 14,090.96
SALE 5/04/10 60 KUMBA IRON ORE LTD 3,100.00 282.67 1,067,561.81 964,261.92 103,299.89
250000 5/11/10 ZAR N20100 345.066 7.576 140,909.93 129,007.32 11,902.61
SALE 5/12/10 60 NASPERS LTD ZAR 0.02 6,700.00 530.49 1,979,651.51 1,395,707.14 583,944.37
242613 5/19/10 ZAR N20100 296.063 7.478 264,712.38 176,914.29 87,798.09
SALE 5/12/10 60 NASPERS LTD ZAR 0.02 4,000.00 79.47 1,187,992.76 833,257.99 354,734.77
242613 5/19/10 ZAR N20100 297.147 7.478 158,854.42 105,620.47 53,233.95
SALE 5/12/10 60 NASPERS LTD ZAR 0.02 6,200.00 484.20 1,806,940.08 1,291,549.89 515,390.19
242613 5/19/10 ZAR N20100 292.026 7.479 241,617.98 163,711.73 77,906.25
SALE 5/13/10 60 ANGLO PLATINUM LTD ZAR 400.00 83.46 311,448.37 209,167.74 102,280.63
245196 5/20/10 ZAR N20100 780.181 7.478 41,647.50 24,982.50 16,665.00
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: 63
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/13/10 60 ANGLO PLATINUM LTD ZAR 1,000.00 209.25 780,845.18 522,919.36 257,925.82
245196 5/20/10 ZAR N20100 782.410 7.478 104,416.19 62,456.26 41,959.93
SALE 5/13/10 60 IMPERIAL HOLDINGS LTD 700.00 18.61 69,436.30 51,370.38 18,065.92
247827 5/20/10 ZAR N20100 99.394 7.478 9,285.16 6,571.03 2,714.13
SALE 5/13/10 60 NASPERS LTD ZAR 0.02 3,100.00 63.19 944,578.99 645,774.94 298,804.05
242613 5/20/10 ZAR N20100 304.855 7.478 126,311.01 81,855.86 44,455.15
SALE 5/13/10 60 NASPERS LTD ZAR 0.02 2,000.00 165.64 618,096.33 416,629.00 201,467.33
242613 5/20/10 ZAR N20100 309.668 7.478 82,653.09 52,810.24 29,842.85
SALE 5/14/10 60 ANGLO PLATINUM LTD ZAR 500.00 101.79 383,306.85 261,459.68 121,847.17
245196 5/21/10 ZAR N20100 768.150 7.546 50,794.68 31,228.13 19,566.55
SALE 5/14/10 60 NASPERS LTD ZAR 0.02 700.00 57.33 215,895.55 145,820.15 70,075.40
242613 5/21/10 ZAR N20100 309.040 7.546 28,609.84 18,483.58 10,126.26
SALE 5/17/10 60 ANGLO PLATINUM LTD ZAR 500.00 100.01 377,123.64 261,459.68 115,663.96
245196 5/24/10 ZAR N20100 755.759 7.557 49,905.86 31,228.13 18,677.73
SALE 5/18/10 60 ANGLO PLATINUM LTD ZAR 100.00 20.36 76,847.71 52,291.94 24,555.77
245196 5/25/10 ZAR N20100 770.017 7.563 10,161.28 6,245.63 3,915.65
SALE 5/24/10 60 ANGLO PLATINUM LTD ZAR 400.00 73.85 289,085.95 209,167.74 79,918.21
245196 5/31/10 ZAR N20100 724.163 7.844 36,852.06 24,982.50 11,869.56
---------------- --------- ---------------- ------------ ---------------- --------------
58,400.00 5,068.84 20,437,759.61 16,281,352.30 4,156,407.31
2,741,837.90 2,122,940.39 618,897.51
19 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 5/13/10 60 CHINA ZHONGWANG HOLDIN 73,000.00 215.20 464,576.41 526,485.67 -61,909.26
246570 5/17/10 HKD H20100 6.387 7.782 59,701.15 67,932.88 -8,231.73
SALE 5/14/10 60 CHINA ZHONGWANG HOLDIN 35,000.00 102.65 221,545.63 252,424.64 -30,879.01
246570 5/18/10 HKD H20100 6.353 7.782 28,467.52 32,570.56 -4,103.04
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 64
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/17/10 60 CHINA ZHONGWANG HOLDIN 71,200.00 199.50 431,745.59 513,503.83 -81,758.24
246570 5/19/10 HKD H20100 6.086 7.801 55,346.32 66,257.82 -10,911.50
---------------- --------- ---------------- ------------ ---------------- --------------
179,200.00 517.35 1,117,867.63 1,292,414.14 -174,546.51
143,514.99 166,761.26 -23,246.27
3 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 4/28/10 60 OJSC POLYUS GOLD USD 1 1,590.00 63.60 39,871.48 33,270.61 6,600.87
244929 5/04/10 USD N20100 25.116 1.000 39,871.48 33,270.61 6,600.87
SALE 4/28/10 60 OJSC POLYUS GOLD USD 1 3,055.00 122.76 75,793.99 63,925.60 11,868.39
244929 5/03/10 USD N20100 24.850 1.000 75,793.99 63,925.60 11,868.39
SALE 4/28/10 60 RUSHYDRO CLS 2,752,800.00 304.73 152,060.00 143,793.31 8,266.69
242612 5/06/10 USD N20100 .055 1.000 152,060.00 143,793.31 8,266.69
SALE 4/28/10 60 SBERBANK-CLS 100,500.00 551.03 274,963.79 110,698.36 164,265.43
250612 5/06/10 USD N20100 2.741 1.000 274,963.79 110,698.36 164,265.43
SALE 4/29/10 60 OJSC POLYUS GOLD USD 1 1,200.00 48.52 30,130.16 25,109.89 5,020.27
244929 5/04/10 USD N20100 25.149 1.000 30,130.16 25,109.89 5,020.27
SALE 4/29/10 60 RUSHYDRO CLS 561,500.00 62.86 31,369.35 29,330.12 2,039.23
242612 5/07/10 USD N20100 .056 1.000 31,369.35 29,330.12 2,039.23
SALE 4/30/10 60 OJSC POLYUS GOLD USD 1 43.00 .88 1,083.56 899.77 183.79
244929 5/05/10 USD N20100 25.220 1.000 1,083.56 899.77 183.79
SALE 5/05/10 60 OJSC POLYUS GOLD USD 1 4,365.00 163.39 100,886.36 91,337.24 9,549.12
244929 5/10/10 USD N20100 23.150 1.000 100,886.36 91,337.24 9,549.12
SALE 5/05/10 60 RUSHYDRO CLS 559,800.00 61.16 30,516.80 29,241.32 1,275.48
242612 5/13/10 USD N20100 .055 1.000 30,516.80 29,241.32 1,275.48
SALE 5/06/10 60 OJSC POLYUS GOLD USD 1 609.00 12.43 14,563.07 12,743.27 1,819.80
244929 5/11/10 USD N20100 23.933 1.000 14,563.07 12,743.27 1,819.80
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 65
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/06/10 60 OJSC POLYUS GOLD USD 1 764.00 29.07 18,138.85 15,986.63 2,152.22
244929 5/11/10 USD N20100 23.780 1.000 18,138.85 15,986.63 2,152.22
SALE 5/06/10 60 RUSHYDRO CLS 883,900.00 92.26 46,035.83 46,170.77 -134.94
242612 5/14/10 USD N20100 .052 1.000 46,035.83 46,170.77 -134.94
SALE 5/07/10 60 OJSC POLYUS GOLD USD 1 871.00 17.42 20,266.71 18,225.60 2,041.11
244929 5/12/10 USD N20100 23.288 1.000 20,266.71 18,225.60 2,041.11
SALE 5/10/10 60 OJSC POLYUS GOLD USD 1 506.00 10.12 13,066.82 10,588.00 2,478.82
244929 5/13/10 USD N20100 25.844 1.000 13,066.82 10,588.00 2,478.82
SALE 5/11/10 60 OJSC POLYUS GOLD USD 1 1,021.00 20.42 25,066.99 21,364.34 3,702.65
244929 5/14/10 USD N20100 24.571 1.000 25,066.99 21,364.34 3,702.65
SALE 5/12/10 60 OJSC POLYUS GOLD USD 1 546.00 10.92 13,561.49 11,425.00 2,136.49
244929 5/17/10 USD N20100 24.858 1.000 13,561.49 11,425.00 2,136.49
SALE 5/12/10 60 OJSC POLYUS GOLD USD 1 831.00 33.24 20,783.31 17,388.60 3,394.71
244929 5/17/10 USD N20100 25.050 1.000 20,783.31 17,388.60 3,394.71
---------------- --------- ---------------- ------------ ---------------- --------------
4,873,901.00 1,604.81 908,158.56 681,498.43 226,660.13
908,158.56 681,498.43 226,660.13
17 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
SALE 5/03/10 60 MAHINDRA +MAHINDRA GDR 33,900.00 398,325.00 189,496.11 208,828.89
239209 5/06/10 USD H20100 11.750 1.000 398,325.00 189,496.11 208,828.89
SALE 5/11/10 60 MAHINDRA +MAHINDRA GDR 29,076.00 359,088.60 162,530.64 196,557.96
239209 5/14/10 USD H20100 12.350 1.000 359,088.60 162,530.64 196,557.96
---------------- --------- ---------------- ------------ ---------------- --------------
62,976.00 757,413.60 352,026.75 405,386.85
757,413.60 352,026.75 405,386.85
2 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
7,040,888.00 15,973.51 753,046,918.10 633,940,971.62 119,105,946.48
8,663,302.82 6,417,606.26 2,245,696.56
97 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 66
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
RECEIPT - EM (2235)
--------------------------------
SALE 5/04/10 60 BANGKOK BANK PUBLIC CO 126,300.00 1,510.04 15,470,092.90 13,511,776.30 1,958,316.60
240465 5/10/10 THB H20100 122.873 32.270 479,395.50 408,094.02 71,301.48
SALE 5/06/10 60 BANGKOK BANK PUBLIC CO 69,800.00 814.24 8,359,795.54 7,467,315.80 892,479.74
240465 5/11/10 THB H20100 120.145 32.340 258,497.08 225,534.14 32,962.94
SALE 5/07/10 60 BANGKOK BANK PUBLIC CO 72,300.00 821.21 8,426,174.38 7,734,769.80 691,404.58
240465 5/12/10 THB H20100 116.912 32.320 260,710.84 233,612.01 27,098.83
SALE 5/10/10 60 BANGKOK BANK PUBLIC CO 68,400.00 794.61 8,143,136.29 7,317,541.56 825,594.73
240465 5/13/10 THB H20100 119.427 32.280 252,265.68 221,010.54 31,255.14
SALE 5/11/10 60 BANGKOK BANK PUBLIC CO 68,400.00 803.17 8,243,586.76 7,317,541.56 926,045.20
240465 5/14/10 THB H20100 120.900 32.330 254,982.58 221,010.54 33,972.04
---------------- --------- ---------------- ------------ ---------------- --------------
405,200.00 4,743.27 48,642,785.87 43,348,945.02 5,293,840.85
1,505,851.68 1,309,261.25 196,590.43
5 TRANSACTIONS IN COUNTRY: THAILAND (6550)
---------------- --------- ---------------- ------------ ---------------- --------------
405,200.00 4,743.27 48,642,785.87 43,348,945.02 5,293,840.85
1,505,851.68 1,309,261.25 196,590.43
5 TRANSACTIONS IN CATEGORY: RECEIPT - EM (2235)
---------------- --------- ---------------- ------------ ---------------- --------------
7,446,088.00 20,716.78 801,689,703.97 677,289,916.64 124,399,787.33
10,169,154.50 7,726,867.51 2,442,286.99
102 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
---------------- --------- ---------------- ------------ ---------------- --------------
10,777,954.00 45,026.585,665,515,374.90 5,541,115,587.57 124,399,787.33
21,855,201.97 19,412,914.98 2,442,286.99
250 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: 67
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 5/17/10 60 FIRST QUANTUM MINERALS 5,900.00 57.10 382,132.97 382,132.97
248466 5/20/10 CAD GT2OYO 64.758 1.033 369,818.03 369,818.03
PUR 5/26/10 60 FIRST QUANTUM MINERALS 3,100.00 14.58 176,262.96 176,262.96
248466 5/31/10 CAD GT2PNX 56.854 1.063 165,847.72 165,847.72
PUR 5/26/10 60 FIRST QUANTUM MINERALS 3,100.00 87.50 173,968.90 173,968.90
248466 5/31/10 CAD GT2PQP 56.089 1.063 163,689.22 163,689.22
---------------- --------- ---------------- ------------ ---------------- --------------
12,100.00 159.18 732,364.83 732,364.83
699,354.97 699,354.97
3 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 4/30/10 60 ORIFLAME COSMETICS SA- 1,316.00 29.94 542,532.50 542,532.50
239833 5/05/10 SEK GT2MWC 412.094 7.247 74,866.15 74,866.15
PUR 5/03/10 60 ORIFLAME COSMETICS SA- 641.00 14.70 268,065.82 268,065.82
239833 5/06/10 SEK GT2NOG 418.032 7.290 36,770.20 36,770.20
PUR 5/04/10 60 ORIFLAME COSMETICS SA- 1,790.00 40.71 749,962.43 749,962.43
239833 5/07/10 SEK GT2NMO 418.806 7.366 101,807.16 101,807.16
PUR 5/05/10 60 ORIFLAME COSMETICS SA- 4,001.00 88.83 1,666,609.96 1,666,609.96
239833 5/10/10 SEK GT2NMO 416.382 7.502 222,155.42 222,155.42
PUR 5/06/10 60 ORIFLAME COSMETICS SA- 1,443.00 31.50 600,670.16 600,670.16
239833 5/11/10 SEK GT2NMM 416.098 7.624 78,785.71 78,785.71
PUR 5/18/10 60 ORIFLAME COSMETICS SA- 6,800.00 179.17 2,766,880.87 2,766,880.87
239833 5/21/10 SEK GT2OWS 406.691 7.717 358,525.00 358,525.00
---------------- --------- ---------------- ------------ ---------------- --------------
15,991.00 384.85 6,594,721.74 6,594,721.74
872,909.64 872,909.64
6 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 4/30/10 60 TURKCELL ILETISIM HIZM 15,306.00 244.86 145,770.52 145,770.52
239834 5/04/10 TRY GT2MWC 9.500 1.485 98,188.41 98,188.41
PUR 5/05/10 60 TURKCELL ILETISIM HIZM 2,846.00 44.14 27,104.59 27,104.59
239834 5/07/10 TRY GT2NMM 9.500 1.531 17,702.69 17,702.69
PUR 5/06/10 60 TURKCELL ILETISIM HIZM 12,107.00 185.89 115,205.73 115,205.73
239834 5/10/10 TRY GT2NMO 9.492 1.546 74,542.69 74,542.69
PUR 5/18/10 60 AKBANK TAS TRY 1.0 130,900.00 1,032.90 1,063,689.56 1,063,689.56
244496 5/21/10 TRY GT2OYO 8.114 1.542 689,632.75 689,632.75
PUR 5/18/10 60 KOC HOLDING AS 180,100.00 969.77 998,673.45 998,673.45
247977 5/21/10 TRY GT2OWS 5.537 1.542 647,480.19 647,480.19
PUR 5/18/10 60 TURKCELL ILETISIM HIZM 127,300.00 1,031.89 1,062,649.82 1,062,649.82
239834 5/21/10 TRY GT2OWS 8.335 1.542 688,958.65 688,958.65
PUR 5/18/10 60 TURKIYE IS BANKASI-C 400,900.00 1,939.61 1,997,429.07 1,997,429.07
239835 5/21/10 TRY GT2OWS 4.975 1.542 1,295,013.66 1,295,013.66
PUR 5/25/10 60 TURKCELL ILETISIM HIZM 29,264.00 371.30 237,853.96 237,853.96
239834 5/27/10 TRY GT2PQP 8.108 1.597 148,891.37 148,891.37
PUR 5/27/10 60 TURKCELL ILETISIM HIZM 14,362.00 189.10 118,782.72 118,782.72
239834 5/31/10 TRY GT2PNT 8.250 1.567 75,826.82 75,826.82
---------------- --------- ---------------- ------------ ---------------- --------------
913,085.00 6,009.46 5,767,159.42 5,767,159.42
3,736,237.23 3,736,237.23
9 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 5/17/10 60 ADVANCED SEMICOND EN T 48,400.00 212,166.24 212,166.24
239874 5/20/10 USD 4.384 1.000 212,166.24 212,166.24
PUR 5/17/10 60 TAIWAN SEMICONDUCT ADS 209,500.00 2,079,664.60 2,079,664.60
240081 5/20/10 USD 9.927 1.000 2,079,664.60 2,079,664.60
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 69
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/18/10 60 ADVANCED SEMICOND EN T 80,000.00 348,832.00 348,832.00
239874 5/21/10 USD 4.360 1.000 348,832.00 348,832.00
PUR 5/18/10 60 HON HAI PRECISION IND 87,100.00 839,739.81 839,739.81
239871 5/21/10 USD GT2OWS 9.641 1.000 839,739.81 839,739.81
PUR 5/18/10 60 HTC CORP 12,200.00 668,880.86 668,880.86
244137 5/21/10 USD GT2OWU 54.826 1.000 668,880.86 668,880.86
---------------- --------- ---------------- ------------ ---------------- --------------
437,200.00 4,149,283.51 4,149,283.51
4,149,283.51 4,149,283.51
5 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 5/05/10 60 CHINA CONSTRUCTION 442,000.00 1,086.49 2,739,246.81 2,739,246.81
251606 5/07/10 HKD GT2NMM 6.178 7.767 352,700.29 352,700.29
PUR 5/07/10 60 CHINA CONSTRUCTION 1,214,000.00 3,022.57 7,634,083.08 7,634,083.08
251606 5/11/10 HKD GT2NOG 6.269 7.781 981,181.55 981,181.55
PUR 5/18/10 60 CHINA CONSTRUCTION 617,100.00 784.32 3,851,882.20 3,851,882.20
251606 5/20/10 HKD GT2OWU 6.232 7.797 494,046.40 494,046.40
---------------- --------- ---------------- ------------ ---------------- --------------
2,273,100.00 4,893.38 14,225,212.09 14,225,212.09
1,827,928.24 1,827,928.24
3 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 4/29/10 60 HYUNDAI MOBIS KRW 5000 500.00 82.61 92,181,445.00 92,181,445.00
251607 5/03/10 KRW GT2MWC 184178. 1114.70 82,696.19 82,696.19
PUR 4/30/10 60 HYUNDAI MOBIS KRW 5000 500.00 84.13 93,329,423.00 93,329,423.00
251607 5/04/10 KRW GT2MWC 186472. 1108.20 84,217.13 84,217.13
PUR 4/30/10 60 HYUNDAI MOBIS KRW 5000 500.00 208.83 92,807,154.00 92,807,154.00
251607 5/04/10 KRW GT2MWC 185151. 1108.20 83,745.85 83,745.85
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: 70
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/03/10 60 HYUNDAI MOBIS KRW 5000 473.00 196.23 88,006,487.00 88,006,487.00
251607 5/06/10 KRW GT2NMM 185596. 1118.40 78,689.63 78,689.63
PUR 5/18/10 60 HITE BREWERY 2,400.00 737.65 339,136,220.00 339,136,220.00
242505 5/20/10 KRW GT2OYM 140954. 1146.50 295,801.33 295,801.33
PUR 5/18/10 60 HYUNDAI MOBIS KRW 5000 2,900.00 485.60 557,297,240.00 557,297,240.00
251607 5/20/10 KRW GT2OWU 191979. 1146.50 486,085.69 486,085.69
PUR 5/18/10 60 KOREA LIFE INSURAN KRW 45,700.00 330.65 379,470,891.00 379,470,891.00
251089 5/20/10 KRW GT2OYO 8295.22 1146.50 330,982.02 330,982.02
PUR 5/18/10 60 KT+G CORP KRW 5000.0 16,000.00 825.64 947,556,000.00 947,556,000.00
247575 5/20/10 KRW GT2OYM 59163.0 1146.50 826,477.10 826,477.10
PUR 5/18/10 60 NHN CORP 5,600.00 869.48 997,857,860.00 997,857,860.00
244927 5/20/10 KRW GT2OYO 178010. 1146.50 870,351.38 870,351.38
PUR 5/18/10 60 SAMSUNG ELECTRONICS CO 1,400.00 964.061,106,399,290.00 1,106,399,290.00
240066 5/20/10 KRW GT2OWS 789495. 1146.50 965,023.37 965,023.37
PUR 5/18/10 60 SHINHAN FINANCIAL GROU 32,700.00 1,245.561,429,463,530.00 1,429,463,530.00
240067 5/20/10 KRW GT2OYM 43670.8 1146.50 1,246,806.39 1,246,806.39
---------------- --------- ---------------- ------------ ---------------- --------------
108,673.00 6,030.446,123,505,540.00 6,123,505,540.00
5,350,876.08 5,350,876.08
11 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 5/17/10 60 P T TELEKOMUNIKASI IND 7,900.00 262,269.73 262,269.73
240078 5/20/10 USD 33.199 1.000 262,269.73 262,269.73
PUR 5/18/10 60 BANK MANDIRI 612,000.00 3,365,632,582.00 3,365,632,582.00
240057 5/21/10 IDR GT2OWU 5499.40 9100.00 369,849.73 369,849.73
PUR 5/18/10 60 P T TELEKOMUNIKASI IND 15,000.00 501,807.00 501,807.00
240078 5/21/10 USD 33.454 1.000 501,807.00 501,807.00
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: 71
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/18/10 60 SEMEN GRESIK PERSERO T 510,000.00 869.324,171,485,767.00 4,171,485,767.00
251402 5/21/10 IDR GT2OYM 8163.87 9100.00 458,405.03 458,405.03
PUR 5/18/10 60 TAMBANG BATUBARA BUKIT 184,000.00 3,309,501,131.00 3,309,501,131.00
247976 5/21/10 IDR GT2OYM 17986.4 9100.00 363,681.44 363,681.44
PUR 5/18/10 60 UNITED TRACTORS TBK PT 237,000.00 4,290,611,711.00 4,290,611,711.00
242799 5/21/10 IDR GT2OWU 18103.8 9100.00 471,495.79 471,495.79
PUR 5/25/10 60 P T TELEKOMUNIKASI IND 2,900.00 89,511.98 89,511.98
240078 5/28/10 USD 30.866 1.000 89,511.98 89,511.98
PUR 5/25/10 60 P T TELEKOMUNIKASI IND 500.00 15,442.90 15,442.90
240078 5/28/10 USD 30.886 1.000 15,442.90 15,442.90
---------------- --------- ---------------- ------------ ---------------- --------------
1,569,300.00 869.32 15138100222.61 15138100222.61
2,532,463.60 2,532,463.60
8 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 5/18/10 60 COMMERCIAL INTERNATION 39,000.00 777.03 2,917,701.60 2,917,701.60
247491 5/20/10 EGP GT2OWS 74.701 5.624 518,748.62 518,748.62
PUR 5/18/10 60 EASTERN TOBACCO CO EGP 3,982.00 314.70 507,495.59 507,495.59
240085 5/20/10 EGP GT2OWU 127.003 5.624 90,229.46 90,229.46
PUR 5/18/10 60 MOBINIL EGP 10.0 7,000.00 333.79 1,253,197.38 1,253,197.38
240076 5/20/10 EGP GT2OWS 178.760 5.625 222,810.45 222,810.45
PUR 5/18/10 60 ORASCOM CONSTRUCTION I 17,400.00 1,148.19 4,311,515.53 4,311,515.53
240086 5/20/10 EGP GT2OWS 247.417 5.624 766,559.79 766,559.79
PUR 5/19/10 60 EASTERN TOBACCO CO EGP 3,082.00 238.95 386,598.38 386,598.38
240085 5/24/10 EGP GT2OYO 125.000 5.643 68,509.37 68,509.37
PUR 5/20/10 60 EASTERN TOBACCO CO EGP 3,127.00 242.31 392,243.06 392,243.06
240085 5/24/10 EGP GT2OYO 125.000 5.646 69,472.73 69,472.73
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/24/10 60 EASTERN TOBACCO CO EGP 1,309.00 101.40 164,197.69 164,197.69
240085 5/26/10 EGP GT2PNT 125.000 5.648 29,071.83 29,071.83
---------------- --------- ---------------- ------------ ---------------- --------------
74,900.00 3,156.37 9,932,949.23 9,932,949.23
1,765,402.25 1,765,402.25
7 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 5/18/10 60 KUMBA IRON ORE LTD 17,100.00 2,982.02 5,660,653.63 5,660,653.63
239842 5/25/10 ZAR GT2OWS 329.714 7.563 748,486.49 748,486.49
PUR 5/18/10 60 MASSMART ZAR0.01 24,300.00 1,557.05 2,955,692.58 2,955,692.58
239844 5/25/10 ZAR GT2OYM 121.149 7.563 390,819.88 390,819.88
PUR 5/18/10 60 MURRAY + ROBERTS HOLDI 108,700.00 2,314.34 4,393,230.43 4,393,230.43
240206 5/25/10 ZAR GT2OWS 40.255 7.563 580,899.99 580,899.99
PUR 5/18/10 60 NEDBANK GROUP LTD 51,900.00 3,851.48 7,311,128.46 7,311,128.46
239838 5/25/10 ZAR GT2OWS 140.308 7.563 966,722.44 966,722.44
PUR 5/18/10 60 PRETORIA PORTLAND CEME 111,700.00 1,907.27 3,620,499.96 3,620,499.96
239841 5/25/10 ZAR GT2OWS 32.284 7.563 478,724.81 478,724.81
PUR 5/18/10 60 SANLAM LTD 353,800.00 4,543.19 8,624,165.77 8,624,165.77
239837 5/25/10 ZAR GT2OYM 24.279 7.563 1,140,340.32 1,140,340.32
PUR 5/18/10 60 SHOPRITE HOLDINGS LTD 35,000.00 1,452.20 2,756,653.38 2,756,653.38
248759 5/25/10 ZAR GT2OWS 78.448 7.563 364,501.69 364,501.69
PUR 5/18/10 60 STANDARD BANK GROUP LT 59,900.00 3,524.13 6,689,723.43 6,689,723.43
247879 5/25/10 ZAR GT2OYM 111.237 7.563 884,556.44 884,556.44
PUR 5/18/10 60 TRUWORTHS INTERNAT ZAR 58,600.00 1,677.28 3,183,923.87 3,183,923.87
239843 5/25/10 ZAR GT2OYM 54.117 7.563 420,998.03 420,998.03
---------------- --------- ---------------- ------------ ---------------- --------------
821,000.00 23,808.96 45,195,671.51 45,195,671.51
5,976,050.09 5,976,050.09
9 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: 73
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/18/10 60 BANPU PUBLIC CO LTD-FO 18,100.00 902.42 11,070,148.24 11,070,148.24
242472 5/21/10 THB GT2OWU 610.000 32.300 342,729.05 342,729.05
PUR 5/18/10 60 KASIKORNBANK PCL-FOREI 130,500.00 587.25 11,584,987.52 11,584,987.52
246231 5/21/10 THB GT2OYM 88.629 32.300 358,668.34 358,668.34
---------------- --------- ---------------- ------------ ---------------- --------------
148,600.00 1,489.67 22,655,135.76 22,655,135.76
701,397.39 701,397.39
2 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 4/28/10 60 ULTRAPAR PARTICIPACOES 2,200.00 153.22 179,781.77 179,781.77
251794 5/03/10 BRL GT2MY4 81.597 1.757 102,305.68 102,305.68
PUR 4/29/10 60 ULTRAPAR PARTICIPACOES 2,600.00 184.07 212,666.50 212,666.50
251794 5/04/10 BRL GT2MY4 81.672 1.730 122,900.20 122,900.20
PUR 4/30/10 60 CIA SIDERBURGICA NACL 12,900.00 244,773.63 244,773.63
250732 5/05/10 USD 18.975 1.000 244,773.63 244,773.63
PUR 4/30/10 60 ULTRAPAR PARTICIPACOES 2,700.00 191.08 220,727.82 220,727.82
251794 5/05/10 BRL GT2NOI 81.629 1.730 127,573.59 127,573.59
PUR 4/30/10 60 VALE SA ADR 57,800.00 1,802,290.70 1,802,290.70
250850 5/05/10 USD 31.182 1.000 1,802,290.70 1,802,290.70
PUR 5/03/10 60 ULTRAPAR PARTICIPACOES 5,200.00 367.53 425,501.21 425,501.21
251794 5/06/10 BRL GT2NMW 81.705 1.734 245,387.09 245,387.09
PUR 5/04/10 60 ULTRAPAR PARTICIPACOES 5,200.00 597.61 420,567.64 420,567.64
251794 5/07/10 BRL GT2NMM 80.677 1.755 239,639.68 239,639.68
PUR 5/04/10 60 ULTRAPAR PARTICIPACOES 1,100.00 85.61 88,789.07 88,789.07
251794 5/07/10 BRL GT2NOI 80.581 1.755 50,592.06 50,592.06
PUR 5/05/10 60 ULTRAPAR PARTICIPACOES 869.00 98.35 70,480.81 70,480.81
251794 5/10/10 BRL GT2NOG 80.903 1.787 39,440.86 39,440.86
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 74
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/05/10 60 ULTRAPAR PARTICIPACOES 31.00 3.51 2,514.28 2,514.28
251794 5/10/10 BRL GT2NOG 80.904 1.787 1,406.98 1,406.98
PUR 5/06/10 60 ULTRAPAR PARTICIPACOES 4,200.00 467.47 338,807.57 338,807.57
251794 5/11/10 BRL GT2NOG 80.467 1.807 187,455.78 187,455.78
PUR 5/07/10 60 ULTRAPAR PARTICIPACOES 1,200.00 130.26 96,581.41 96,581.41
251794 5/12/10 BRL GT2NOI 80.284 1.849 52,234.40 52,234.40
PUR 5/07/10 60 VALE SA ADR 13,200.00 360,113.16 360,113.16
250850 5/12/10 USD 27.281 1.000 360,113.16 360,113.16
PUR 5/10/10 60 ULTRAPAR PARTICIPACOES 1,400.00 160.47 114,999.98 114,999.98
251794 5/13/10 BRL GT2ODS 81.938 1.787 64,350.05 64,350.05
PUR 5/10/10 60 VALE SA ADR 8,300.00 243,550.22 243,550.22
250850 5/13/10 USD 29.343 1.000 243,550.22 243,550.22
PUR 5/11/10 60 ULTRAPAR PARTICIPACOES 600.00 69.50 49,681.73 49,681.73
251794 5/14/10 BRL GT2ODQ 82.596 1.782 27,871.94 27,871.94
PUR 5/11/10 60 VALE SA ADR 26,700.00 783,615.63 783,615.63
250850 5/14/10 USD 29.349 1.000 783,615.63 783,615.63
PUR 5/11/10 60 VALE SA ADR 4,900.00 143,395.56 143,395.56
250850 5/14/10 USD 29.264 1.000 143,395.56 143,395.56
PUR 5/12/10 60 ULTRAPAR PARTICIPACOES 600.00 38.00 50,091.99 50,091.99
251794 5/17/10 BRL GT2ODS 83.375 1.771 28,284.58 28,284.58
PUR 5/13/10 60 ULTRAPAR PARTICIPACOES 1,600.00 185.48 131,795.39 131,795.39
251794 5/18/10 BRL GT2OLK 82.167 1.772 74,376.63 74,376.63
PUR 5/14/10 60 ULTRAPAR PARTICIPACOES 1,300.00 148.22 106,637.26 106,637.26
251794 5/19/10 BRL 81.824 1.794 59,437.75 59,437.75
PUR 5/17/10 60 BANCO DO BRASIL SA 86,500.00 3,621.02 2,306,301.02 2,306,301.02
240056 5/20/10 BRL GT2OWS 26.587 1.807 1,276,385.53 1,276,385.53
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 75
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/17/10 60 CEMIG SA SPN ADR 33,600.00 504,087.36 504,087.36
248069 5/20/10 USD 15.003 1.000 504,087.36 504,087.36
PUR 5/17/10 60 CIA DE CONCESSOES RODO 15,800.00 592.69 581,537.66 581,537.66
240087 5/20/10 BRL GT2OYM 36.738 1.807 321,842.75 321,842.75
PUR 5/17/10 60 CIA SIDERBURGICA NACL 19,800.00 295,083.36 295,083.36
250732 5/20/10 USD 14.903 1.000 295,083.36 295,083.36
PUR 5/17/10 60 CIELO SA (FMLY COMP BR 102,800.00 2,354.76 1,818,672.82 1,818,672.82
247595 5/20/10 BRL GT2OWS 17.650 1.807 1,006,515.48 1,006,515.48
PUR 5/17/10 60 FERTILIZANTES FOSFATAD 10,100.00 148.01 145,217.59 145,217.59
247577 5/20/10 BRL GT2OWU 14.352 1.807 80,368.36 80,368.36
PUR 5/17/10 60 NATURA COSMETICOS SA N 28,600.00 1,126.11 1,104,882.22 1,104,882.22
248071 5/20/10 BRL GT2OYM 38.561 1.807 611,479.45 611,479.45
PUR 5/17/10 60 REDECARD SA 97,600.00 4,218.03 3,056,245.40 3,056,245.40
240065 5/20/10 BRL GT2OWU 31.236 1.807 1,691,430.29 1,691,430.29
PUR 5/17/10 60 SOUZA CRUZ SA 23,900.00 2,521.93 1,606,229.71 1,606,229.71
240069 5/20/10 BRL GT2OYO 67.016 1.807 888,942.23 888,942.23
PUR 5/17/10 60 ULTRAPAR PARTICIPACOES 500.00 30.62 41,199.33 41,199.33
251794 5/20/10 BRL GT2OWU 82.288 1.807 22,801.11 22,801.11
PUR 5/17/10 60 VALE SA ADR 43,200.00 1,141,525.44 1,141,525.44
250850 5/20/10 USD 26.424 1.000 1,141,525.44 1,141,525.44
PUR 5/18/10 60 CIELO SA (FMLY COMP BR 33,000.00 759.13 582,804.48 582,804.48
247595 5/21/10 BRL GT2OWS 17.619 1.796 324,483.31 324,483.31
PUR 5/18/10 60 FERTILIZANTES FOSFATAD 11,400.00 173.68 169,385.35 169,385.35
247577 5/21/10 BRL GT2OWU 14.831 1.796 94,307.30 94,307.30
PUR 5/18/10 60 ULTRAPAR PARTICIPACOES 2,000.00 124.64 166,659.26 166,659.26
251794 5/21/10 BRL GT2OWU 83.218 1.796 92,789.52 92,789.52
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: 76
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/18/10 60 VALE SA ADR 18,200.00 485,142.84 485,142.84
250850 5/21/10 USD 26.656 1.000 485,142.84 485,142.84
PUR 5/18/10 60 VALE SA ADR 40,000.00 1,102,536.00 1,102,536.00
250850 5/21/10 USD 27.563 1.000 1,102,536.00 1,102,536.00
PUR 5/19/10 60 ULTRAPAR PARTICIPACOES 3,700.00 412.98 304,214.51 304,214.51
251794 5/24/10 BRL GT2OWS 82.015 1.837 165,603.98 165,603.98
PUR 5/20/10 60 CIA SIDERBURGICA NACL 17,800.00 241,084.98 241,084.98
250732 5/25/10 USD 13.544 1.000 241,084.98 241,084.98
PUR 5/20/10 60 CIA SIDERBURGICA NACL 29,700.00 404,487.27 404,487.27
250732 5/25/10 USD 13.619 1.000 404,487.27 404,487.27
PUR 5/20/10 60 ULTRAPAR PARTICIPACOES 4,000.00 225.55 316,696.18 316,696.18
251794 5/25/10 BRL GT2OWU 79.068 1.886 167,919.50 167,919.50
PUR 5/20/10 60 ULTRAPAR PARTICIPACOES 2,000.00 209.31 158,294.75 158,294.75
251794 5/25/10 BRL GT2OYO 78.950 1.886 83,931.47 83,931.47
PUR 5/21/10 60 CIA SIDERBURGICA NACL 16,300.00 230,566.76 230,566.76
250732 5/26/10 USD 14.145 1.000 230,566.76 230,566.76
PUR 5/21/10 60 ULTRAPAR PARTICIPACOES 400.00 23.04 32,124.51 32,124.51
251794 5/26/10 BRL GT2OYM 80.203 1.872 17,155.95 17,155.95
PUR 5/21/10 60 VALE SA ADR 40,000.00 955,492.00 955,492.00
250850 5/26/10 USD 23.887 1.000 955,492.00 955,492.00
PUR 5/24/10 60 CIA SIDERBURGICA NACL 23,700.00 342,479.22 342,479.22
250732 5/27/10 USD 14.451 1.000 342,479.22 342,479.22
PUR 5/25/10 60 BANCO DO BRASIL SA 13,100.00 407.91 328,838.07 328,838.07
240056 5/28/10 BRL GT2PQR 25.043 1.886 174,357.41 174,357.41
PUR 5/25/10 60 CIA SIDERBURGICA NACL 15,600.00 211,716.96 211,716.96
250732 5/28/10 USD 13.572 1.000 211,716.96 211,716.96
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 77
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/25/10 60 ULTRAPAR PARTICIPACOES 4,100.00 433.70 327,999.18 327,999.18
251794 5/28/10 BRL GT2PNX 79.800 1.886 173,912.61 173,912.61
PUR 5/25/10 60 VALE SA ADR 13,900.00 339,478.31 339,478.31
250850 5/28/10 USD 24.423 1.000 339,478.31 339,478.31
PUR 5/25/10 60 VALE SA ADR 8,800.00 220,335.28 220,335.28
250850 5/28/10 USD 25.038 1.000 220,335.28 220,335.28
PUR 5/26/10 60 BANCO DO BRASIL SA 17,400.00 569.81 448,175.74 448,175.74
240056 5/31/10 BRL GT2PQP 25.697 1.840 243,560.53 243,560.53
PUR 5/26/10 60 ULTRAPAR PARTICIPACOES 2,200.00 240.50 177,459.60 177,459.60
251794 5/31/10 BRL GT2PNX 80.462 1.840 96,440.19 96,440.19
---------------- --------- ---------------- ------------ ---------------- --------------
934,300.00 21,073.80 26,234,316.49 26,234,316.49
19,009,238.92 19,009,238.92
53 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 5/17/10 60 NETEASE COM INC USD 0. 18,800.00 607,426.12 607,426.12
247975 5/20/10 USD 32.310 1.000 607,426.12 607,426.12
---------------- --------- ---------------- ------------ ---------------- --------------
18,800.00 607,426.12 607,426.12
607,426.12 607,426.12
1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 5/17/10 60 AMERICA MOVIL ADR 14,100.00 678,999.60 678,999.60
243935 5/20/10 USD 48.156 1.000 678,999.60 678,999.60
PUR 5/17/10 60 DESARROLLADORA HOMEX A 12,500.00 344,353.75 344,353.75
240080 5/20/10 USD 27.548 1.000 344,353.75 344,353.75
PUR 5/17/10 60 FOMENTO ECONOMICO MEXI 12,800.00 560,445.44 560,445.44
240074 5/20/10 USD 43.785 1.000 560,445.44 560,445.44
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: 78
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/17/10 60 GPO MEXICO SA SER B 180,500.00 638.65 5,399,242.68 5,399,242.68
247974 5/20/10 MXN GT2OYM 29.868 12.662 426,403.00 426,403.00
PUR 5/17/10 60 GRUPO TELEVISA SA ADR 29,100.00 544,856.76 544,856.76
239875 5/20/10 USD 18.724 1.000 544,856.76 544,856.76
PUR 5/17/10 60 KIMBERLY-CLARK DE MEXI 38,100.00 307.46 2,599,333.74 2,599,333.74
239830 5/20/10 MXN GT2OYO 68.122 12.662 205,281.33 205,281.33
PUR 5/18/10 60 KIMBERLY-CLARK DE MEXI 22,000.00 183.45 1,542,250.51 1,542,250.51
239830 5/21/10 MXN GT2OYM 69.997 12.592 122,482.49 122,482.49
PUR 5/25/10 60 GPO MEXICO SA SER B 61,100.00 320.69 1,701,466.64 1,701,466.64
247974 5/28/10 MXN GT2PQR 27.778 13.231 128,597.95 128,597.95
PUR 5/26/10 60 GPO MEXICO SA SER B 71,300.00 410.31 2,130,559.35 2,130,559.35
247974 5/31/10 MXN GT2PNT 29.807 12.949 164,534.66 164,534.66
---------------- --------- ---------------- ------------ ---------------- --------------
441,500.00 1,860.56 15,501,508.47 15,501,508.47
3,175,954.98 3,175,954.98
9 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 5/20/10 60 BRITISH AMERICAN TOBAC 800.00 23.16 34,384.37 34,384.37
239832 5/25/10 MYR GT2OWU 42.886 3.273 10,505.46 10,505.46
PUR 5/24/10 60 BRITISH AMERICAN TOBAC 1,300.00 29.26 55,862.23 55,862.23
239832 5/27/10 MYR GT2PNT 42.896 3.317 16,841.19 16,841.19
PUR 5/25/10 60 BRITISH AMERICAN TOBAC 400.00 16.67 17,216.06 17,216.06
239832 5/31/10 MYR GT2PNT 42.900 3.362 5,120.78 5,120.78
PUR 5/25/10 60 BRITISH AMERICAN TOBAC 500.00 20.00 21,517.23 21,517.23
239832 5/31/10 MYR GT2PQP 42.900 3.362 6,400.13 6,400.13
PUR 5/25/10 60 BRITISH AMERICAN TOBAC 1,000.00 25.40 42,917.08 42,917.08
239832 5/31/10 MYR GT2PQR 42.832 3.362 12,765.34 12,765.34
---------------- --------- ---------------- ------------ ---------------- --------------
4,000.00 114.49 171,896.97 171,896.97
51,632.90 51,632.90
5 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 79
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/17/10 60 PHILIPPINE LONG DIST - 4,100.00 226,386.83 226,386.83
240079 5/20/10 USD 55.216 1.000 226,386.83 226,386.83
PUR 5/18/10 60 PHILIPPINE LONG DIST - 18,000.00 996,298.20 996,298.20
240079 5/21/10 USD 55.350 1.000 996,298.20 996,298.20
---------------- --------- ---------------- ------------ ---------------- --------------
22,100.00 1,222,685.03 1,222,685.03
1,222,685.03 1,222,685.03
2 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
PUR 4/29/10 60 OIL + GAS DEVELOPMENT 5,500.00 28.15 736,389.16 736,389.16
249826 5/03/10 PKR GT2MWA 133.459 83.960 8,770.71 8,770.71
PUR 5/05/10 60 OIL + GAS DEVELOPMENT 70,600.00 364.59 9,560,875.31 9,560,875.31
249826 5/07/10 PKR GT2NMO 134.989 84.170 113,590.06 113,590.06
PUR 5/10/10 60 OIL + GAS DEVELOPMENT 800.00 4.13 108,334.68 108,334.68
249826 5/12/10 PKR GT2OFK 134.984 84.150 1,287.40 1,287.40
PUR 5/11/10 60 OIL + GAS DEVELOPMENT 800.00 4.15 108,324.96 108,324.96
249826 5/13/10 PKR GT2OFK 134.972 83.820 1,292.35 1,292.35
PUR 5/12/10 60 OIL + GAS DEVELOPMENT 1,400.00 7.23 189,512.09 189,512.09
249826 5/14/10 PKR GT2ODQ 134.931 84.100 2,253.41 2,253.41
PUR 5/18/10 60 OIL + GAS DEVELOPMENT 5,300.00 27.65 727,421.95 727,421.95
249826 5/20/10 PKR GT2OYM 136.809 84.450 8,613.64 8,613.64
PUR 5/18/10 60 PAKISTAN PETROLEUM LTD 137,900.00 1,016.21 26,737,655.39 26,737,655.39
241890 5/20/10 PKR GT2OYO 193.269 84.450 316,609.30 316,609.30
PUR 5/19/10 60 OIL + GAS DEVELOPMENT 2,900.00 14.98 394,272.90 394,272.90
249826 5/21/10 PKR GT2OYM 135.520 84.460 4,668.16 4,668.16
PUR 5/20/10 60 OIL + GAS DEVELOPMENT 1,300.00 6.68 175,358.89 175,358.89
249826 5/24/10 PKR GT2OYM 134.459 84.250 2,081.41 2,081.41
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: 80
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/21/10 60 OIL + GAS DEVELOPMENT 4,000.00 20.21 532,156.44 532,156.44
249826 5/25/10 PKR GT2OWS 132.612 84.500 6,297.71 6,297.71
PUR 5/24/10 60 OIL + GAS DEVELOPMENT 5,500.00 27.35 719,980.04 719,980.04
249826 5/26/10 PKR GT2PNX 130.485 84.500 8,520.47 8,520.47
PUR 5/25/10 60 OIL + GAS DEVELOPMENT 6,300.00 30.60 807,173.84 807,173.84
249826 5/27/10 PKR GT2PQR 127.712 84.670 9,533.17 9,533.17
PUR 5/26/10 60 OIL + GAS DEVELOPMENT 3,800.00 18.50 491,516.92 491,516.92
249826 5/28/10 PKR GT2PQR 128.931 85.260 5,764.92 5,764.92
PUR 5/27/10 60 OIL + GAS DEVELOPMENT 43,300.00 213.23 5,646,882.12 5,646,882.12
249826 5/31/10 PKR GT2PQR 129.994 85.000 66,433.91 66,433.91
---------------- --------- ---------------- ------------ ---------------- --------------
289,400.00 1,783.66 46,935,854.69 46,935,854.69
555,716.62 555,716.62
14 TRANSACTIONS IN COUNTRY: PAKISTAN (8950)
PUR 5/20/10 60 ISRAEL CHEMICALS LIMIT 59,500.00 1,013.10 2,597,692.59 2,597,692.59
239829 5/24/10 ILS GT2OWS 43.593 3.840 676,411.99 676,411.99
---------------- --------- ---------------- ------------ ---------------- --------------
59,500.00 1,013.10 2,597,692.59 2,597,692.59
676,411.99 676,411.99
1 TRANSACTION IN COUNTRY: ISRAEL (9600)
PUR 5/17/10 60 MOBILE TELESYSTEMS OJS 32,700.00 642,244.35 642,244.35
240075 5/20/10 USD 19.641 1.000 642,244.35 642,244.35
PUR 5/18/10 60 MAGNIT OJSC NPV GDR 18,900.00 173.75 345,575.03 345,575.03
249598 5/21/10 USD GT2OWS 18.275 1.000 345,575.03 345,575.03
PUR 5/18/10 60 TNK-BP HOLDING OJS 169,300.00 347,065.00 347,065.00
240991 5/25/10 USD 2.050 1.000 347,065.00 347,065.00
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: 81
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/18/10 60 URALKALI JSC NPV GDR 20,000.00 189.60 377,459.60 377,459.60
248070 5/21/10 USD GT2OYM 18.864 1.000 377,459.60 377,459.60
PUR 5/25/10 60 URALKALI JSC NPV GDR 7,684.00 138.63 115,659.89 115,659.89
248070 5/28/10 USD GT2PNT 15.034 1.000 115,659.89 115,659.89
---------------- --------- ---------------- ------------ ---------------- --------------
248,584.00 501.98 1,828,003.87 1,828,003.87
1,828,003.87 1,828,003.87
5 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
PUR 5/17/10 60 INFOSYS TECHNOLOGIES L 5,700.00 325,731.63 325,731.63
247492 5/20/10 USD 57.146 1.000 325,731.63 325,731.63
---------------- --------- ---------------- ------------ ---------------- --------------
5,700.00 325,731.63 325,731.63
325,731.63 325,731.63
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
8,397,833.00 73,149.22 21466283376.56 21466283376.56
55,064,705.06 55,064,705.06
154 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240)
--------------------------------
PUR 5/17/10 60 ELETROPAULO METROP PRF 13,000.00 414.21 406,383.54 406,383.54
243786 5/20/10 BRL GT2OYM 31.203 1.807 224,906.49 224,906.49
PUR 5/17/10 60 USINAS SIDER MINAS GER 68,200.00 4,524.59 3,278,365.48 3,278,365.48
245414 5/20/10 BRL GT2OWS 47.950 1.807 1,814,359.11 1,814,359.11
---------------- --------- ---------------- ------------ ---------------- --------------
81,200.00 4,938.80 3,684,749.02 3,684,749.02
2,039,265.60 2,039,265.60
2 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
81,200.00 4,938.80 3,684,749.02 3,684,749.02
2,039,265.60 2,039,265.60
2 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
8,479,033.00 78,088.02 21469968125.58 21469968125.58
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 82
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
57,103,970.66 57,103,970.66
156 "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: 83
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
SALE 4/29/10 60 AKBANK TAS TRY 1.0 9,624.00 120.07 71,039.56 43,555.45 27,484.11
244496 5/03/10 TRY GT2MWC 7.400 1.483 47,909.06 27,874.55 20,034.51
SALE 4/30/10 60 AKBANK TAS TRY 1.0 35,266.00 442.15 261,913.06 159,603.74 102,309.32
244496 5/04/10 TRY GT2MWC 7.445 1.485 176,419.95 102,142.95 74,277.00
SALE 4/30/10 60 AKBANK TAS TRY 1.0 28,873.00 360.61 213,607.02 130,670.87 82,936.15
244496 5/04/10 TRY GT2MWC 7.417 1.485 143,881.87 83,626.53 60,255.34
SALE 5/03/10 60 AKBANK TAS TRY 1.0 25,968.00 325.23 193,871.61 117,523.68 76,347.93
244496 5/05/10 TRY GT2NOI 7.485 1.494 129,766.81 75,212.62 54,554.19
SALE 5/04/10 60 AKBANK TAS TRY 1.0 9,179.00 113.76 68,670.39 41,541.51 27,128.88
244496 5/06/10 TRY GT2NOI 7.500 1.513 45,389.91 26,585.67 18,804.24
SALE 5/05/10 60 AKBANK TAS TRY 1.0 44,066.00 532.44 325,273.18 199,430.00 125,843.18
244496 5/07/10 TRY GT2NMM 7.400 1.531 212,444.11 127,630.89 84,813.22
SALE 5/10/10 60 AKBANK TAS TRY 1.0 50,129.00 607.65 370,027.21 226,869.39 143,157.82
244496 5/12/10 TRY GT2ODS 7.400 1.526 242,450.01 145,191.51 97,258.50
SALE 5/10/10 60 AKBANK TAS TRY 1.0 24,062.00 292.33 178,014.49 108,897.67 69,116.82
244496 5/12/10 TRY GT2OFM 7.417 1.526 116,639.03 69,692.16 46,946.87
SALE 5/11/10 60 AKBANK TAS TRY 1.0 60,869.00 735.16 450,433.85 275,475.54 174,958.31
244496 5/13/10 TRY GT2ODS 7.419 1.536 293,327.59 176,298.39 117,029.20
SALE 5/12/10 60 AKBANK TAS TRY 1.0 30,197.00 372.75 226,823.99 136,662.91 90,161.08
244496 5/14/10 TRY GT2ODQ 7.530 1.525 148,727.29 87,461.31 61,265.98
SALE 5/25/10 60 AKBANK TAS TRY 1.0 19,782.00 229.53 146,303.01 96,538.44 49,764.57
244496 5/27/10 TRY GT2PQR 7.414 1.597 91,582.48 61,914.83 29,667.65
SALE 5/25/10 60 KOC HOLDING AS 19,192.00 156.66 99,853.29 77,024.02 22,829.27
247977 5/27/10 TRY GT2PNT 5.216 1.598 62,505.97 51,488.20 11,017.77
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 84
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/26/10 60 AKBANK TAS TRY 1.0 78,234.00 941.26 590,945.89 381,790.92 209,154.97
244496 5/28/10 TRY GT2PQR 7.572 1.573 375,561.42 244,861.22 130,700.20
SALE 5/26/10 60 KOC HOLDING AS 160,219.00 1,347.91 846,254.69 643,013.28 203,241.41
247977 5/28/10 TRY GT2PQP 5.295 1.574 537,816.77 429,834.68 107,982.09
---------------- --------- ---------------- ------------ ---------------- --------------
595,660.00 6,577.51 4,043,031.24 2,638,597.42 1,404,433.82
2,624,422.27 1,709,815.51 914,606.76
14 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 5/25/10 60 HTC CORP 53,265.00 3,410.01 2,838,261.76 2,330,644.98 507,616.78
244137 5/28/10 USD GT2PQR 53.350 1.000 2,838,261.76 2,330,644.98 507,616.78
---------------- --------- ---------------- ------------ ---------------- --------------
53,265.00 3,410.01 2,838,261.76 2,330,644.98 507,616.78
2,838,261.76 2,330,644.98 507,616.78
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
SALE 4/29/10 60 SHOUGANG CONCORD INTER 276,000.00 85.97 394,316.07 420,304.36 -25,988.29
241650 5/03/10 HKD GT2MWA 1.431 7.764 50,785.78 54,065.61 -3,279.83
SALE 4/30/10 60 SHOUGANG CONCORD INTER 216,000.00 67.45 309,328.35 328,933.85 -19,605.50
241650 5/04/10 HKD GT2MY6 1.435 7.764 39,842.90 42,312.22 -2,469.32
---------------- --------- ---------------- ------------ ---------------- --------------
492,000.00 153.42 703,644.42 749,238.21 -45,593.79
90,628.68 96,377.83 -5,749.15
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 4/29/10 60 WOONGJIN COWAY CO LTD 40.00 5.19 1,441,467.00 1,263,028.30 178,438.70
240084 5/03/10 KRW GT2MWA 36181.4 1114.70 1,293.14 1,168.29 124.85
SALE 4/30/10 60 WOONGJIN COWAY CO LTD 290.00 38.19 10,538,737.00 9,156,955.19 1,381,781.81
240084 5/04/10 KRW GT2MY6 36486.4 1108.20 9,509.78 8,470.09 1,039.69
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: 85
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/03/10 60 WOONGJIN COWAY CO LTD 400.00 49.46 14,502,815.00 12,630,283.02 1,872,531.98
240084 5/06/10 KRW GT2NMM 36395.3 1118.40 12,967.47 11,682.88 1,284.59
SALE 5/04/10 60 WOONGJIN COWAY CO LTD 400.00 57.91 14,286,984.00 12,630,283.02 1,656,700.98
240084 5/07/10 KRW GT2NOI 35878.9 1115.20 12,811.14 11,682.88 1,128.26
---------------- --------- ---------------- ------------ ---------------- --------------
1,130.00 150.75 40,770,003.00 35,680,549.53 5,089,453.47
36,581.53 33,004.14 3,577.39
4 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 4/30/10 60 INDOFOOD SUKSES MAKMUR 12,000.00 23.32 45,989,790.00 40,722,120.13 5,267,669.87
249825 5/05/10 IDR GT2MWC 3850.00 9012.99 5,102.61 4,341.08 761.53
SALE 4/30/10 60 INDOFOOD SUKSES MAKMUR 228,500.00 876,388,121.00 775,417,037.55 100,971,083.45
249825 5/05/10 IDR GT2MWA 3835.39 9013.00 97,236.01 82,661.44 14,574.57
SALE 5/03/10 60 INDOFOOD SUKSES MAKMUR 129,000.00 502,078,833.00 437,762,791.44 64,316,041.56
249825 5/06/10 IDR GT2NOI 3892.08 9025.00 55,632.00 46,666.63 8,965.37
SALE 5/03/10 60 INDOFOOD SUKSES MAKMUR 61,000.00 121.46 236,679,093.00 207,004,110.68 29,674,982.32
249825 5/06/10 IDR GT2NMO 3897.95 9025.00 26,224.83 22,067.17 4,157.66
SALE 5/03/10 60 INDOFOOD SUKSES MAKMUR 68,000.00 264,280,696.00 230,758,680.76 33,522,015.24
249825 5/06/10 IDR GT2NMO 3886.48 9025.00 29,283.18 24,599.47 4,683.71
SALE 5/11/10 60 INDOFOOD SUKSES MAKMUR 45,500.00 82.78 162,477,790.00 154,404,705.51 8,073,084.49
249825 5/17/10 IDR GT2ODS 3587.47 9090.00 17,874.34 16,459.94 1,414.40
SALE 5/12/10 60 INDOFOOD SUKSES MAKMUR 130,500.00 469,551,587.00 442,853,056.46 26,698,530.54
249825 5/18/10 IDR GT2OFK 3598.09 9080.00 51,712.73 47,209.27 4,503.46
SALE 5/14/10 60 INDOFOOD SUKSES MAKMUR 125,500.00 459,047,949.00 425,885,506.40 33,162,442.60
249825 5/19/10 IDR GT2OLM 3657.75 9090.00 50,500.32 45,400.48 5,099.84
SALE 5/18/10 60 INDOFOOD SUKSES MAKMUR 76,000.00 135.97 278,062,701.00 257,906,760.85 20,155,940.15
249825 5/21/10 IDR GT2OYO 3675.00 9100.00 30,556.34 27,493.52 3,062.82
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: 86
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/18/10 60 INDOFOOD SUKSES MAKMUR 40,000.00 73.18 146,334,090.00 135,740,400.45 10,593,689.55
249825 5/21/10 IDR GT2OWS 3675.00 9100.00 16,080.67 14,470.27 1,610.40
---------------- --------- ---------------- ------------ ---------------- --------------
916,000.00 436.713,440,890,650.00 3,108,455,170.23 332,435,479.77
380,203.03 331,369.27 48,833.76
10 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 5/10/10 60 COMMERCIAL INTERNATION 4,641.00 213.69 340,344.15 237,461.13 102,883.02
247491 5/11/10 EGP GT2ODS 73.592 5.594 60,840.93 42,707.17 18,133.76
SALE 5/11/10 60 COMMERCIAL INTERNATION 3,943.00 174.13 277,714.25 201,747.31 75,966.94
247491 5/12/10 EGP GT2ODS 70.680 5.602 49,578.55 36,284.07 13,294.48
---------------- --------- ---------------- ------------ ---------------- --------------
8,584.00 387.82 618,058.40 439,208.44 178,849.96
110,419.48 78,991.24 31,428.24
2 TRANSACTIONS IN COUNTRY: EGYPT (5100)
SALE 4/26/10 60 NEDBANK GROUP LTD 5,861.00 43.91 802,672.87 595,673.82 206,999.05
239838 5/04/10 ZAR GT2MY6 137.007 7.352 109,173.03 76,054.63 33,118.40
SALE 4/26/10 60 NEDBANK GROUP LTD 18,609.00 242.79 2,548,306.70 1,891,297.41 657,009.29
239838 5/04/10 ZAR GT2MY6 137.035 7.352 346,599.93 241,477.66 105,122.27
SALE 4/26/10 60 TIGER BRANDS LTD ZAR 0 597.00 6.14 112,216.43 88,728.98 23,487.45
247237 5/04/10 ZAR GT2MY4 188.043 7.352 15,262.77 11,304.73 3,958.04
SALE 4/26/10 60 TIGER BRANDS LTD ZAR 0 927.00 47.41 173,927.45 137,775.15 36,152.30
247237 5/04/10 ZAR GT2MY6 188.000 7.352 23,656.20 17,553.58 6,102.62
SALE 4/26/10 60 TIGER BRANDS LTD ZAR 0 4,637.00 82.99 871,076.27 689,172.98 181,903.29
247237 5/04/10 ZAR GT2MWC 187.985 7.352 118,476.70 87,805.79 30,670.91
SALE 4/28/10 60 MURRAY + ROBERTS HOLDI 3,093.00 7.01 130,593.28 177,574.90 -46,981.62
240206 5/05/10 ZAR GT2MWC 42.239 7.456 17,515.90 21,424.32 -3,908.42
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: 87
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/29/10 60 MURRAY + ROBERTS HOLDI 417.00 .96 17,574.32 23,940.75 -6,366.43
240206 5/06/10 ZAR GT2MY4 42.162 7.344 2,393.15 2,888.44 -495.29
SALE 4/29/10 60 TIGER BRANDS LTD ZAR 0 106.00 1.09 19,923.01 15,754.22 4,168.79
247237 5/06/10 ZAR GT2MY4 188.028 7.344 2,712.98 2,007.21 705.77
SALE 4/29/10 60 TIGER BRANDS LTD ZAR 0 1,855.00 94.98 348,042.52 275,698.92 72,343.60
247237 5/06/10 ZAR GT2MWC 188.000 7.344 47,393.99 35,126.10 12,267.89
SALE 4/30/10 60 TIGER BRANDS LTD ZAR 0 927.00 47.40 173,927.45 137,775.15 36,152.30
247237 5/07/10 ZAR GT2MY4 188.000 7.353 23,653.62 17,553.58 6,100.04
SALE 4/30/10 60 TIGER BRANDS LTD ZAR 0 1,478.00 15.22 278,274.27 219,667.38 58,606.89
247237 5/07/10 ZAR GT2MWA 188.353 7.353 37,844.48 27,987.27 9,857.21
SALE 4/30/10 60 TIGER BRANDS LTD ZAR 0 2,343.00 119.85 439,743.33 348,227.79 91,515.54
247237 5/07/10 ZAR GT2MWA 188.060 7.353 59,803.80 44,366.82 15,436.98
SALE 5/07/10 60 NEDBANK GROUP LTD 5,419.00 36.27 698,558.49 550,751.82 147,806.67
239838 5/14/10 ZAR GT2NMM 128.961 7.708 90,631.25 70,319.06 20,312.19
SALE 5/10/10 60 STANDARD BANK GROUP LT 35,731.00 209.55 3,899,085.16 3,522,527.68 376,557.48
247879 5/17/10 ZAR GT2ODQ 109.167 7.483 521,059.09 448,914.79 72,144.30
SALE 5/10/10 60 STANDARD BANK GROUP LT 10,234.00 105.16 1,123,400.57 1,008,915.18 114,485.39
247879 5/17/10 ZAR GT2ODQ 109.848 7.483 150,127.03 128,577.26 21,549.77
SALE 5/11/10 60 STANDARD BANK GROUP LT 6,726.00 39.17 735,959.57 663,080.27 72,879.30
247879 5/18/10 ZAR GT2ODS 109.464 7.557 97,391.66 84,503.68 12,887.98
SALE 5/12/10 60 NEDBANK GROUP LTD 59,437.00 445.74 8,288,972.01 6,040,789.08 2,248,182.93
239838 5/19/10 ZAR GT2OFK 139.514 7.478 1,108,373.61 771,277.76 337,095.85
---------------- --------- ---------------- ------------ ---------------- --------------
158,397.00 1,545.64 20,662,253.70 16,387,351.48 4,274,902.22
2,772,069.19 2,089,142.68 682,926.51
17 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: 88
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/07/10 60 BANPU PUBLIC CO LTD-FO 7,100.00 373.92 4,565,562.62 2,527,612.67 2,037,949.95
242472 5/12/10 THB GT2NMO 644.739 32.320 141,261.22 74,411.94 66,849.28
SALE 5/10/10 60 BANPU PUBLIC CO LTD-FO 10,700.00 562.82 6,863,606.66 3,809,219.10 3,054,387.56
242472 5/13/10 THB GT2ODQ 643.157 32.280 212,627.22 112,141.94 100,485.28
SALE 5/11/10 60 BANPU PUBLIC CO LTD-FO 6,200.00 320.78 3,917,998.09 2,207,211.07 1,710,787.02
242472 5/14/10 THB GT2OFK 633.608 32.330 121,187.69 64,979.44 56,208.25
SALE 5/12/10 60 BANPU PUBLIC CO LTD-FO 6,500.00 333.02 4,061,174.47 2,314,011.60 1,747,162.87
242472 5/17/10 THB GT2ODS 626.450 32.280 125,810.86 68,123.61 57,687.25
---------------- --------- ---------------- ------------ ---------------- --------------
30,500.00 1,590.54 19,408,341.84 10,858,054.44 8,550,287.40
600,886.99 319,656.93 281,230.06
4 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 4/29/10 60 FERTILIZANTES FOSFATAD 300.00 4.20 4,831.35 4,958.46 -127.11
247577 5/04/10 BRL GT2MWA 16.129 1.730 2,792.04 2,686.53 105.51
---------------- --------- ---------------- ------------ ---------------- --------------
300.00 4.20 4,831.35 4,958.46 -127.11
2,792.04 2,686.53 105.51
1 TRANSACTION IN COUNTRY: BRAZIL (6900)
SALE 4/29/10 60 CELLCOM ISRAEL LTD 1,800.00 54,755.07 52,091.94 2,663.13
247007 5/04/10 USD 30.419 1.000 54,755.07 52,091.94 2,663.13
SALE 4/30/10 60 CELLCOM ISRAEL LTD 1,000.00 30,532.48 28,939.96 1,592.52
247007 5/05/10 USD 30.532 1.000 30,532.48 28,939.96 1,592.52
SALE 5/11/10 60 CELLCOM ISRAEL LTD 700.00 20,087.63 20,257.98 -170.35
247007 5/14/10 USD 28.697 1.000 20,087.63 20,257.98 -170.35
SALE 5/12/10 60 CELLCOM ISRAEL LTD 600.00 17,274.96 17,363.98 -89.02
247007 5/17/10 USD 28.792 1.000 17,274.96 17,363.98 -89.02
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: 89
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/13/10 60 CELLCOM ISRAEL LTD 800.00 22,919.69 23,151.97 -232.28
247007 5/18/10 USD 28.650 1.000 22,919.69 23,151.97 -232.28
SALE 5/17/10 60 CELLCOM ISRAEL LTD 1,100.00 31,371.03 31,833.96 -462.93
247007 5/20/10 USD 28.519 1.000 31,371.03 31,833.96 -462.93
SALE 5/18/10 60 CELLCOM ISRAEL LTD 900.00 25,558.66 26,045.97 -487.31
247007 5/21/10 USD 28.399 1.000 25,558.66 26,045.97 -487.31
SALE 5/19/10 60 CELLCOM ISRAEL LTD 2,400.00 67,711.73 69,455.92 -1,744.19
247007 5/24/10 USD 28.213 1.000 67,711.73 69,455.92 -1,744.19
SALE 5/20/10 60 CELLCOM ISRAEL LTD 1,500.00 40,834.70 43,409.95 -2,575.25
247007 5/25/10 USD 27.223 1.000 40,834.70 43,409.95 -2,575.25
SALE 5/20/10 60 CELLCOM ISRAEL LTD 3,000.00 81,384.72 86,819.89 -5,435.17
247007 5/25/10 USD 27.128 1.000 81,384.72 86,819.89 -5,435.17
SALE 5/21/10 60 CELLCOM ISRAEL LTD 1,400.00 38,209.27 40,515.95 -2,306.68
247007 5/26/10 USD 27.292 1.000 38,209.27 40,515.95 -2,306.68
SALE 5/24/10 60 CELLCOM ISRAEL LTD 1,900.00 52,331.00 54,985.93 -2,654.93
247007 5/27/10 USD 27.543 1.000 52,331.00 54,985.93 -2,654.93
SALE 5/25/10 60 CELLCOM ISRAEL LTD 1,600.00 41,601.53 46,303.94 -4,702.41
247007 5/28/10 USD 26.001 1.000 41,601.53 46,303.94 -4,702.41
---------------- --------- ---------------- ------------ ---------------- --------------
18,700.00 524,572.47 541,177.34 -16,604.87
524,572.47 541,177.34 -16,604.87
13 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
---------------- --------- ---------------- ------------ ---------------- --------------
2,274,536.00 14,256.603,530,463,648.18 3,178,084,950.53 352,378,697.65
9,980,837.44 7,532,866.45 2,447,970.99
68 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240)
--------------------------------
SALE 4/28/10 60 AES TIETE SA PFD 700.00 12.96 13,414.42 10,931.93 2,482.49
240053 5/03/10 BRL GT2MY6 19.196 1.757 7,633.54 6,293.33 1,340.21
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 90
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/29/10 60 AES TIETE SA PFD 2,700.00 75.69 52,258.48 42,166.02 10,092.46
240053 5/04/10 BRL GT2MY4 19.404 1.730 30,200.23 24,274.28 5,925.95
SALE 4/29/10 60 AES TIETE SA PFD 600.00 11.39 11,609.58 9,370.23 2,239.35
240053 5/04/10 BRL GT2MY6 19.382 1.730 6,709.19 5,394.29 1,314.90
SALE 4/30/10 60 AES TIETE SA PFD 3,300.00 68.33 63,959.20 51,536.24 12,422.96
240053 5/05/10 BRL GT2MY6 19.417 1.730 36,966.36 29,668.56 7,297.80
SALE 5/03/10 60 AES TIETE SA PFD 600.00 12.14 11,388.25 9,370.23 2,018.02
240053 5/06/10 BRL GT2NOG 19.016 1.734 6,567.62 5,394.29 1,173.33
SALE 5/05/10 60 AES TIETE SA PFD 2,200.00 58.45 41,673.55 34,357.50 7,316.05
240053 5/10/10 BRL GT2NMO 18.990 1.787 23,320.40 19,779.05 3,541.35
SALE 5/07/10 60 AES TIETE SA PFD 5,500.00 138.18 101,942.21 85,893.74 16,048.47
240053 5/12/10 BRL GT2NMO 18.581 1.849 55,133.70 49,447.61 5,686.09
SALE 5/10/10 60 AES TIETE SA PFD 4,100.00 108.06 77,052.53 64,029.88 13,022.65
240053 5/13/10 BRL GT2OFK 18.840 1.787 43,115.96 36,860.94 6,255.02
SALE 5/11/10 60 AES TIETE SA PFD 3,500.00 93.28 66,342.83 54,659.65 11,683.18
240053 5/14/10 BRL GT2OFM 19.003 1.782 37,218.98 31,466.66 5,752.32
SALE 5/14/10 60 AES TIETE SA PFD 6,400.00 170.46 122,020.58 99,949.08 22,071.50
240053 5/19/10 BRL GT20LK 19.114 1.794 68,012.14 57,539.03 10,473.11
SALE 5/14/10 60 AES TIETE SA PFD 2,200.00 31.50 41,965.68 34,357.50 7,608.18
240053 5/19/10 BRL GT2OLM 19.101 1.794 23,390.94 19,779.05 3,611.89
SALE 5/20/10 60 AES TIETE SA PFD 7,700.00 185.63 139,688.26 120,251.23 19,437.03
240053 5/25/10 BRL GT2OWU 18.187 1.886 74,065.89 69,226.65 4,839.24
SALE 5/20/10 60 AES TIETE SA PFD 1,600.00 38.43 28,919.52 24,987.27 3,932.25
240053 5/25/10 BRL GT2OYO 18.120 1.886 15,333.79 14,384.76 949.03
SALE 5/21/10 60 AES TIETE SA PFD 3,600.00 100.49 65,947.08 56,221.36 9,725.72
240053 5/26/10 BRL GT2OWS 18.371 1.873 35,218.73 32,365.71 2,853.02
---------------- --------- ---------------- ------------ ---------------- --------------
44,700.00 1,104.99 838,182.17 698,081.86 140,100.31
462,887.47 401,874.21 61,013.26
14 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
44,700.00 1,104.99 838,182.17 698,081.86 140,100.31
462,887.47 401,874.21 61,013.26
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 91
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
14 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
2,319,236.00 15,361.593,531,301,830.35 3,178,783,032.39 352,518,797.96
10,443,724.91 7,934,740.66 2,508,984.25
82 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
---------------- --------- ---------------- ------------ ---------------- --------------
10,798,269.00 93,449.61 25001269955.93 24648751157.97 352,518,797.96
67,547,695.57 65,038,711.32 2,508,984.25
238 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: 92
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 5/12/10 60 POWSZECHNY ZAKLAD UBEZ 6,346.00 1,902.46 1,989,074.38 1,989,074.38
252013 5/17/10 PLN 834392 312.500 3.127 636,056.02 636,056.02
---------------- --------- ---------------- ------------ ---------------- --------------
6,346.00 1,902.46 1,989,074.38 1,989,074.38
636,056.02 636,056.02
1 TRANSACTION IN COUNTRY: POLAND (2300)
PUR 4/28/10 60 HON HAI PRECISION IND 100,000.00 2,070.92 1,037,530.92 1,037,530.92
251823 5/04/10 USD 834227 10.355 1.000 1,037,530.92 1,037,530.92
PUR 4/29/10 60 HON HAI PRECISION IND 148,018.00 3,041.41 1,523,748.74 1,523,748.74
251823 5/05/10 USD 834245 10.274 1.000 1,523,748.74 1,523,748.74
PUR 5/13/10 60 HON HAI PRECISION IND 35,601.00 690.66 346,020.36 346,020.36
251823 5/18/10 USD 834505 9.700 1.000 346,020.36 346,020.36
---------------- --------- ---------------- ------------ ---------------- --------------
283,619.00 5,802.99 2,907,300.02 2,907,300.02
2,907,300.02 2,907,300.02
3 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 5/12/10 60 CHINA CONSTRUCTION 2,877,000.00 3,685.32 18,062,573.10 18,062,573.10
247574 5/14/10 HKD 834464 6.268 7.781 2,321,488.46 2,321,488.46
PUR 5/13/10 60 CHINA CONSTRUCTION 4,382,000.00 5,699.04 27,936,216.39 27,936,216.39
247574 5/17/10 HKD 834502 6.365 7.782 3,589,988.87 3,589,988.87
---------------- --------- ---------------- ------------ ---------------- --------------
7,259,000.00 9,384.36 45,998,789.49 45,998,789.49
5,911,477.33 5,911,477.33
2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 93
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/03/10 60 CHINA MOBILE LTD 139,000.00 2,180.92 10,664,524.68 10,664,524.68
239773 5/05/10 HKD 834292 76.601 7.763 1,373,798.72 1,373,798.72
PUR 5/12/10 60 CHINA MOBILE LTD 251,500.00 3,862.08 18,928,865.90 18,928,865.90
239773 5/14/10 HKD 834464 75.144 7.781 2,432,828.56 2,432,828.56
---------------- --------- ---------------- ------------ ---------------- --------------
390,500.00 6,043.00 29,593,390.58 29,593,390.58
3,806,627.28 3,806,627.28
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 4/29/10 60 HYUNDAI MOTOR CO 8,779.00 740.321,179,727,730.00 1,179,727,730.00
241565 5/03/10 KRW 834227 134286. 1114.70 1,058,336.53 1,058,336.53
---------------- --------- ---------------- ------------ ---------------- --------------
8,779.00 740.321,179,727,730.00 1,179,727,730.00
1,058,336.53 1,058,336.53
1 TRANSACTION IN COUNTRY: KOREA (4500)
PUR 5/17/10 60 ADARO ENERGY TBK PT ID 864,000.00 1,751,630,045.00 1,751,630,045.00
252063 5/20/10 IDR 834511 2027.35 9120.00 192,064.70 192,064.70
PUR 5/19/10 60 ADARO ENERGY TBK PT ID 3,745,500.00 7,464,495,398.00 7,464,495,398.00
252063 5/24/10 IDR 834536 1992.92 9150.00 815,791.85 815,791.85
---------------- --------- ---------------- ------------ ---------------- --------------
4,609,500.00 9,216,125,443.00 9,216,125,443.00
1,007,856.55 1,007,856.55
2 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 4/26/10 60 KUMBA IRON ORE LTD ZAR 23,508.00 5,753.17 8,502,099.45 8,502,099.45
251793 5/04/10 ZAR 834195 359.869 7.352 1,156,386.36 1,156,386.36
PUR 4/28/10 60 KUMBA IRON ORE LTD ZAR 24,394.00 5,820.59 8,722,708.58 8,722,708.58
251793 5/05/10 ZAR 834198 355.797 7.456 1,169,938.25 1,169,938.25
---------------- --------- ---------------- ------------ ---------------- --------------
47,902.00 11,573.76 17,224,808.03 17,224,808.03
2,326,324.61 2,326,324.61
2 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 94
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 4/28/10 60 BRADESPAR SA - PREF NP 32,584.00 401.80 1,296,509.86 1,296,509.86
251819 5/03/10 BRL 834226 39.768 1.757 737,785.16 737,785.16
PUR 4/29/10 60 BRADESPAR SA - PREF NP 11,647.00 149.40 474,618.71 474,618.71
251819 5/04/10 BRL 834256 40.728 1.730 274,282.66 274,282.66
PUR 4/30/10 60 BANCO DO BRASIL SA 37,700.00 1,959.34 1,133,406.08 1,133,406.08
239759 5/05/10 BRL 834292 29.974 1.730 655,072.29 655,072.29
PUR 5/25/10 60 USINAS SIDERURGICAS DE 35,100.00 2,445.56 1,542,051.99 1,542,051.99
252129 5/28/10 BRL 834657 43.802 1.886 817,630.96 817,630.96
---------------- --------- ---------------- ------------ ---------------- --------------
117,031.00 4,956.10 4,446,586.64 4,446,586.64
2,484,771.07 2,484,771.07
4 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 4/29/10 60 EMPRESAS LA POLAR SA N 32,723.00 549.67 95,837,315.00 95,837,315.00
251848 5/03/10 CLP 834265 2919.98 521.500 183,772.42 183,772.42
PUR 5/04/10 60 EMPRESAS LA POLAR SA N 6,651.00 114.61 20,012,859.00 20,012,859.00
251848 5/06/10 CLP 834278 3000.00 522.300 38,316.79 38,316.79
PUR 5/05/10 60 EMPRESAS LA POLAR SA N 106,426.00 318,505,494.00 318,505,494.00
251848 5/07/10 CLP 834355 2992.74 526.500 604,948.71 604,948.71
---------------- --------- ---------------- ------------ ---------------- --------------
145,800.00 664.28 434,355,668.00 434,355,668.00
827,037.92 827,037.92
3 TRANSACTIONS IN COUNTRY: CHILE (7000)
PUR 5/13/10 60 MINDRAY ME USD 0.001 A 36,323.00 2,393.08 1,198,930.82 1,198,930.82
252030 5/18/10 USD 834505 32.942 1.000 1,198,930.82 1,198,930.82
---------------- --------- ---------------- ------------ ---------------- --------------
36,323.00 2,393.08 1,198,930.82 1,198,930.82
1,198,930.82 1,198,930.82
1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 95
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/12/10 60 EMPRESAS ICA S.A.B 751,700.00 5,851.87 24,315,655.14 24,315,655.14
252012 5/17/10 MXN 834502 32.251 12.428 1,956,474.75 1,956,474.75
---------------- --------- ---------------- ------------ ---------------- --------------
751,700.00 5,851.87 24,315,655.14 24,315,655.14
1,956,474.75 1,956,474.75
1 TRANSACTION IN COUNTRY: MEXICO (7800)
PUR 4/29/10 60 COMPANIA DE MINAS BUEN 59,700.00 3,938.07 1,972,975.41 1,972,975.41
251847 5/04/10 USD 834285 32.982 1.000 1,972,975.41 1,972,975.41
---------------- --------- ---------------- ------------ ---------------- --------------
59,700.00 3,938.07 1,972,975.41 1,972,975.41
1,972,975.41 1,972,975.41
1 TRANSACTION IN COUNTRY: PERU (8000)
---------------- --------- ---------------- ------------ ---------------- --------------
13,716,200.00 53,250.29 10959856351.51 10959856351.51
26,094,168.31 26,094,168.31
23 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
13,716,200.00 53,250.29 10959856351.51 10959856351.51
26,094,168.31 26,094,168.31
23 "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: 96
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
SALE 4/28/10 60 ISHARES MSCI TAIWAN IN 100,000.00 2,596.52 1,284,783.48 1,394,744.26 -109,960.78
240397 5/03/10 USD 834227 12.874 1.000 1,284,783.48 1,394,744.26 -109,960.78
---------------- --------- ---------------- ------------ ---------------- --------------
100,000.00 2,596.52 1,284,783.48 1,394,744.26 -109,960.78
1,284,783.48 1,394,744.26 -109,960.78
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
---------------- --------- ---------------- ------------ ---------------- --------------
100,000.00 2,596.52 1,284,783.48 1,394,744.26 -109,960.78
1,284,783.48 1,394,744.26 -109,960.78
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
SALE 5/24/10 60 SKYWORTH DIGITAL HOLDI 500,000.00 616.77 3,020,988.78 3,762,045.81 -741,057.03
251723 5/26/10 HKD 834589 6.052 7.801 387,271.50 484,589.44 -97,317.94
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 616.77 3,020,988.78 3,762,045.81 -741,057.03
387,271.50 484,589.44 -97,317.94
1 TRANSACTION IN COUNTRY: BERMUDA ( 250)
SALE 4/29/10 60 CHINA NATIONAL BUILDIN 78,000.00 406.65 1,018,642.62 854,754.24 163,888.38
244805 5/03/10 HKD 834254 13.100 7.764 131,195.68 110,134.87 21,060.81
SALE 5/03/10 60 CHINA CITIC BANK C 58,000.00 117.63 294,353.30 269,144.54 25,208.76
239771 5/05/10 HKD 834292 5.091 7.763 37,918.44 34,607.97 3,310.47
SALE 5/06/10 60 CHINA CITIC BANK C 556,000.00 1,032.29 2,587,996.92 2,580,075.24 7,921.68
239771 5/10/10 HKD 834320 4.669 7.772 333,002.68 331,759.18 1,243.50
SALE 5/12/10 60 BANK OF CHINA LTD H 4,511,000.00 3,627.09 17,720,759.70 11,753,446.98 5,967,312.72
244492 5/14/10 HKD 834464 3.935 7.781 2,277,556.96 1,516,198.26 761,358.70
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: 97
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/13/10 60 CHINA CITIC BANK C 1,864,000.00 1,765.33 8,625,716.32 8,649,748.63 -24,032.31
239771 5/17/10 HKD 834502 4.635 7.782 1,108,461.69 1,112,228.60 -3,766.91
---------------- --------- ---------------- ------------ ---------------- --------------
7,067,000.00 6,948.99 30,247,468.86 24,107,169.63 6,140,299.23
3,888,135.45 3,104,928.88 783,206.57
5 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 5/27/10 60 CNOOC LTD HKD 0.02 280,000.00 1,329.74 3,338,953.95 2,959,383.64 379,570.31
239779 5/31/10 HKD 834735 11.962 7.784 428,978.47 380,901.40 48,077.07
SALE 5/27/10 60 NINE DRAGONS PAPER HOL 466,000.00 2,031.58 5,101,333.16 4,682,908.12 418,425.04
250892 5/31/10 HKD 834714 10.981 7.784 655,403.50 602,931.43 52,472.07
---------------- --------- ---------------- ------------ ---------------- --------------
746,000.00 3,361.32 8,440,287.11 7,642,291.76 797,995.35
1,084,381.97 983,832.83 100,549.14
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 4/28/10 60 BANGKOK BANK PCL-FOREI 46,700.00 499.59 5,542,152.52 5,527,135.67 15,016.85
239803 5/04/10 THB 834205 119.021 32.320 171,477.49 167,848.22 3,629.27
SALE 4/28/10 60 KASIKORNBANK PCL-FOREI 29,900.00 252.31 2,798,887.33 2,270,825.84 528,061.49
239802 5/04/10 THB 834205 93.881 32.320 86,599.24 68,781.36 17,817.88
SALE 4/29/10 60 BANGKOK BANK PCL-FOREI 56,200.00 599.55 6,640,723.41 6,651,499.45 -10,776.04
239803 5/06/10 THB 834232 118.507 32.270 205,786.28 201,992.93 3,793.35
---------------- --------- ---------------- ------------ ---------------- --------------
132,800.00 1,351.45 14,981,763.26 14,449,460.96 532,302.30
463,863.01 438,622.51 25,240.50
3 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 4/29/10 60 BROOKFIELD INCORPORACO 261,100.00 3,494.30 2,009,462.70 1,951,191.61 58,271.09
249225 5/04/10 BRL 834256 7.719 1.730 1,161,270.63 1,328,156.73 -166,886.10
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: 98
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/29/10 60 HYPERMARCAS SA NPV 62,300.00 2,594.08 1,491,776.53 909,226.86 582,549.67
247870 5/04/10 BRL 834245 24.017 1.730 862,099.24 484,037.77 378,061.47
SALE 4/29/10 60 OGX PETROLEO E GAS PAR 49,443.00 1,474.31 847,828.91 719,643.41 128,185.50
241566 5/04/10 BRL 834303 17.199 1.730 489,961.23 401,451.40 88,509.83
SALE 4/30/10 60 OGX PETROLEO E GAS PAR 15,459.00 469.07 269,720.91 225,005.92 44,714.99
241566 5/05/10 BRL 834278 17.500 1.730 155,890.02 125,519.03 30,370.99
SALE 5/25/10 60 VIVO PARTICIPACOES SA 22,188.00 1,081.53 535,146.96 470,233.34 64,913.62
247236 5/28/10 USD 834657 24.168 1.000 535,146.96 470,233.34 64,913.62
---------------- --------- ---------------- ------------ ---------------- --------------
410,490.00 9,113.29 5,153,936.01 4,275,301.14 878,634.87
3,204,368.08 2,809,398.27 394,969.81
5 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 5/24/10 60 JSC VTB BANK OJSC GDR 48,819.00 437.08 218,101.17 248,370.16 -30,268.99
250636 5/27/10 USD 834640 4.476 1.000 218,101.17 248,370.16 -30,268.99
SALE 5/24/10 60 ROSNEFT OJSC GDR 82,601.00 1,108.52 553,152.45 666,262.17 -113,109.72
240202 5/27/10 USD 834640 6.710 1.000 553,152.45 666,262.17 -113,109.72
---------------- --------- ---------------- ------------ ---------------- --------------
131,420.00 1,545.60 771,253.62 914,632.33 -143,378.71
771,253.62 914,632.33 -143,378.71
2 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
8,987,710.00 22,937.42 62,615,697.64 55,150,901.63 7,464,796.01
9,799,273.63 8,736,004.26 1,063,269.37
18 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240)
--------------------------------
SALE 4/28/10 60 VALE SA - PREF A 27,961.00 403.34 1,299,871.96 1,205,829.25 94,042.71
239762 5/03/10 BRL 834227 46.514 1.757 739,698.38 687,393.49 52,304.89
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: 99
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/29/10 60 VALE SA - PREF A 1,701.00 25.25 80,219.01 73,356.30 6,862.71
239762 5/04/10 BRL 834256 47.186 1.730 46,358.65 41,817.40 4,541.25
SALE 5/04/10 60 VALE SA - PREF A 27,530.00 2,081.51 1,214,029.13 1,187,242.21 26,786.92
239762 5/07/10 BRL 834327 44.231 1.755 691,754.49 676,797.78 14,956.71
---------------- --------- ---------------- ------------ ---------------- --------------
57,192.00 2,510.10 2,594,120.10 2,466,427.76 127,692.34
1,477,811.52 1,406,008.67 71,802.85
3 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
57,192.00 2,510.10 2,594,120.10 2,466,427.76 127,692.34
1,477,811.52 1,406,008.67 71,802.85
3 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
9,144,902.00 28,044.04 66,494,601.22 59,012,073.65 7,482,527.57
12,561,868.63 11,536,757.19 1,025,111.44
22 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
---------------- --------- ---------------- ------------ ---------------- --------------
22,861,102.00 81,294.33 11026350952.73 11018868425.16 7,482,527.57
38,656,036.94 37,630,925.50 1,025,111.44
45 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: 100
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
PUR 5/17/10 60 ISHARES MSCI TAIWAN IN 146,200.00 616.09 1,760,864.09 1,760,864.09
242792 5/20/10 USD TID935 12.040 1.000 1,760,864.09 1,760,864.09
---------------- --------- ---------------- ------------ ---------------- --------------
146,200.00 616.09 1,760,864.09 1,760,864.09
1,760,864.09 1,760,864.09
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
PUR 5/17/10 60 ISHARES BSE SENSEX IND 1,257,800.00 1,014.63 20,302,643.73 20,302,643.73
239277 5/19/10 HKD TID935 16.135 7.801 2,602,636.11 2,602,636.11
---------------- --------- ---------------- ------------ ---------------- --------------
1,257,800.00 1,014.63 20,302,643.73 20,302,643.73
2,602,636.11 2,602,636.11
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
1,404,000.00 1,630.72 22,063,507.82 22,063,507.82
4,363,500.20 4,363,500.20
2 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
PUR 5/17/10 60 CENTRAL EUROPEAN MEDIA 22,800.00 228.00 580,747.92 580,747.92
248137 5/20/10 USD TID935 25.461 1.000 580,747.92 580,747.92
---------------- --------- ---------------- ------------ ---------------- --------------
22,800.00 228.00 580,747.92 580,747.92
580,747.92 580,747.92
1 TRANSACTION IN COUNTRY: BERMUDA ( 250)
PUR 5/17/10 60 PACIFIC RUBIALES ENERG 22,400.00 152.43 450,173.51 450,173.51
250383 5/20/10 CAD TID935 20.090 1.033 435,665.84 435,665.84
---------------- --------- ---------------- ------------ ---------------- --------------
22,400.00 152.43 450,173.51 450,173.51
435,665.84 435,665.84
1 TRANSACTION 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: 101
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/17/10 60 X5 RETAIL GROUP N V NP 14,703.00 181.14 517,726.74 517,726.74
248881 5/20/10 USD TID935 35.200 1.000 517,726.74 517,726.74
---------------- --------- ---------------- ------------ ---------------- --------------
14,703.00 181.14 517,726.74 517,726.74
517,726.74 517,726.74
1 TRANSACTION IN COUNTRY: NETHERLANDS ( 600)
PUR 5/17/10 60 HIKMA PHARMACEUTICALS 43,805.00 2,290.26 298,168.46 298,168.46
239225 5/20/10 UKP TID935 6.770 .693 430,376.14 430,376.14
---------------- --------- ---------------- ------------ ---------------- --------------
43,805.00 2,290.26 298,168.46 298,168.46
430,376.14 430,376.14
1 TRANSACTION IN COUNTRY: UNITED KINGDOM (1000)
PUR 5/12/10 60 POWSZECHNY ZAKLAD UBEZ 10,398.00 3,117.21 3,259,123.14 3,259,123.14
252011 5/17/10 PLN TID932 312.500 3.127 1,042,185.71 1,042,185.71
PUR 5/12/10 60 POWSZECHNY ZAKLAD UBEZ 10,398.00 3,117.21 3,259,123.14 3,259,123.14
252011 5/17/10 PLN TID932 312.500 3.127 1,042,185.71 1,042,185.71
PUR 5/19/10 60 POWSZECHNY ZAKLAD UBEZ 8,604.00 2,696.41 3,010,742.06 3,010,742.06
252011 5/24/10 PLN TID936 348.877 3.340 901,500.75 901,500.75
---------------- --------- ---------------- ------------ ---------------- --------------
29,400.00 8,930.83 9,528,988.34 9,528,988.34
2,985,872.17 2,985,872.17
3 TRANSACTIONS IN COUNTRY: POLAND (2300)
PUR 5/11/10 60 EVRAZ GROUP S A NPV GD 30,568.00 1,222.72 1,005,610.78 1,005,610.78
251277 5/14/10 USD TID931 32.858 1.000 1,005,610.78 1,005,610.78
PUR 5/17/10 60 EVRAZ GROUP S A NPV GD 23,057.00 237.26 678,113.06 678,113.06
251277 5/20/10 USD TID935 29.400 1.000 678,113.06 678,113.06
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: 102
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/18/10 60 EVRAZ GROUP S A NPV GD 12,150.00 486.00 372,221.33 372,221.33
251277 5/21/10 USD TID935 30.596 1.000 372,221.33 372,221.33
---------------- --------- ---------------- ------------ ---------------- --------------
65,775.00 1,945.98 2,055,945.17 2,055,945.17
2,055,945.17 2,055,945.17
3 TRANSACTIONS IN COUNTRY: LUXEMBOURG (2700)
PUR 5/17/10 60 RICHTER GEDEON VEG HUF 2,593.00 584.61 109,958,016.10 109,958,016.10
240231 5/20/10 HUF TID935 42354.8 225.436 487,757.78 487,757.78
---------------- --------- ---------------- ------------ ---------------- --------------
2,593.00 584.61 109,958,016.10 109,958,016.10
487,757.78 487,757.78
1 TRANSACTION IN COUNTRY: HUNGARY (2800)
PUR 5/17/10 60 HURRIYET GAZETE 239,772.00 274.26 353,319.91 353,319.91
248758 5/20/10 TRY TID935 1.472 1.544 228,819.32 228,819.32
PUR 5/17/10 60 TURKIYE IS BANKASI-C 79,616.00 304.42 392,180.77 392,180.77
250703 5/20/10 TRY TID935 4.920 1.544 253,986.64 253,986.64
---------------- --------- ---------------- ------------ ---------------- --------------
319,388.00 578.68 745,500.68 745,500.68
482,805.96 482,805.96
2 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 5/17/10 60 DELTA ELECTRS INC NPV 34,196.00 190.19 543,591.99 543,591.99
248140 5/20/10 USD TID935 15.891 1.000 543,591.99 543,591.99
PUR 5/17/10 60 HON HAI PRECISION IND 214,226.00 711.55 2,033,716.29 2,033,716.29
239195 5/20/10 USD TID935 9.490 1.000 2,033,716.29 2,033,716.29
PUR 5/17/10 60 TAIWAN SEMICONDUCT ADS 169,300.00 1,693.00 1,687,514.68 1,687,514.68
242791 5/20/10 USD TID935 9.958 1.000 1,687,514.68 1,687,514.68
---------------- --------- ---------------- ------------ ---------------- --------------
417,722.00 2,594.74 4,264,822.96 4,264,822.96
4,264,822.96 4,264,822.96
3 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 103
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/03/10 60 YANZHOU COAL MININ ''H 690,000.00 5,745.31 14,477,950.70 14,477,950.70
250381 5/05/10 HKD TID926 20.918 7.763 1,865,042.34 1,865,042.34
PUR 5/14/10 60 PING AN INSURANCE 40,500.00 969.66 2,449,696.25 2,449,696.25
252047 5/18/10 HKD TID934 60.300 7.782 314,773.88 314,773.88
PUR 5/14/10 60 PING AN INSURANCE 173,500.00 4,241.39 10,715,264.42 10,715,264.42
252047 5/18/10 HKD TID934 61.569 7.782 1,376,858.61 1,376,858.61
PUR 5/17/10 60 CHINA CONSTRUCTION 790,000.00 904.85 4,908,297.54 4,908,297.54
247484 5/19/10 HKD TID935 6.204 7.801 629,204.38 629,204.38
PUR 5/17/10 60 CHINA MERCHANTS BK - H 306,000.00 991.44 5,378,340.06 5,378,340.06
249678 5/19/10 HKD TID935 17.551 7.801 689,460.06 689,460.06
PUR 5/17/10 60 CHINA SHENHUA ENERGY C 152,500.00 835.47 4,532,214.05 4,532,214.05
239263 5/19/10 HKD TID935 29.677 7.801 580,993.49 580,993.49
PUR 5/17/10 60 CHINA SHIPPING DEV - H 562,000.00 1,109.95 6,021,046.86 6,021,046.86
248413 5/19/10 HKD TID935 10.698 7.801 771,849.92 771,849.92
PUR 5/17/10 60 INDUSTRIAL + COMME 929,000.00 962.82 5,222,916.78 5,222,916.78
251505 5/19/10 HKD TID935 5.614 7.801 669,536.05 669,536.05
PUR 5/17/10 60 PING AN INSURANCE 31,500.00 347.18 1,882,959.06 1,882,959.06
252047 5/19/10 HKD TID935 59.691 7.801 241,380.25 241,380.25
PUR 5/17/10 60 YANZHOU COAL MININ ''H 216,000.00 716.41 3,886,438.97 3,886,438.97
250381 5/19/10 HKD TID935 17.967 7.801 498,210.31 498,210.31
---------------- --------- ---------------- ------------ ---------------- --------------
3,891,000.00 16,824.48 59,475,124.69 59,475,124.69
7,637,309.29 7,637,309.29
10 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 5/12/10 60 HUANENG POWER INTERNAT 704,000.00 1,256.72 3,173,906.04 3,173,906.04
252009 5/14/10 HKD TID932 4.495 7.781 407,925.61 407,925.61
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: 104
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/13/10 60 HUANENG POWER INTERNAT 464,000.00 841.66 2,125,962.38 2,125,962.38
252009 5/17/10 HKD TID933 4.568 7.782 273,200.25 273,200.25
PUR 5/14/10 60 HUANENG POWER INTERNAT 504,000.00 915.96 2,313,986.73 2,313,986.73
252009 5/18/10 HKD TID934 4.577 7.782 297,335.88 297,335.88
PUR 5/17/10 60 CHINA LIFE INS 241,000.00 1,491.71 8,092,342.42 8,092,342.42
239268 5/19/10 HKD TID935 33.530 7.801 1,037,373.40 1,037,373.40
PUR 5/17/10 60 GOME ELECTRICAL APPLIA 1,787,000.00 752.73 4,082,912.39 4,082,912.39
249679 5/19/10 HKD TID935 2.282 7.801 523,396.62 523,396.62
PUR 5/17/10 60 HUANENG POWER INTERNAT 516,000.00 924.12 2,340,148.05 2,340,148.05
252009 5/19/10 HKD TID935 4.521 7.801 299,988.21 299,988.21
PUR 5/17/10 60 HUANENG POWER INTERNAT 322,000.00 269.47 1,461,470.52 1,461,470.52
252009 5/19/10 HKD TID935 4.532 7.801 187,348.80 187,348.80
PUR 5/17/10 60 LENOVO GROUP LTD HKD 0 924,000.00 916.70 4,973,004.17 4,973,004.17
250523 5/19/10 HKD TID935 5.374 7.801 637,499.25 637,499.25
PUR 5/17/10 60 SHANGRI-LA ASIA LTD 320,000.00 825.13 4,476,196.70 4,476,196.70
239298 5/19/10 HKD TID935 13.968 7.801 573,812.52 573,812.52
PUR 5/19/10 60 HUANENG POWER INTERNAT 1,664,000.00 3,066.58 7,765,015.28 7,765,015.28
252009 5/24/10 HKD TID936 4.652 7.800 995,450.97 995,450.97
PUR 5/25/10 60 BELLE INTERNATIONAL H 425,000.00 1,514.94 3,836,606.31 3,836,606.31
252128 5/27/10 HKD TID939 9.000 7.802 491,778.03 491,778.03
PUR 5/25/10 60 HUANENG POWER INTERNAT 1,040,000.00 1,847.01 4,677,665.46 4,677,665.46
252009 5/27/10 HKD TID939 4.484 7.801 599,585.40 599,585.40
PUR 5/26/10 60 BELLE INTERNATIONAL H 353,000.00 1,288.03 3,257,317.11 3,257,317.11
252128 5/28/10 HKD TID940 9.199 7.791 418,097.90 418,097.90
PUR 5/26/10 60 HUANENG POWER INTERNAT 148,000.00 122.86 665,077.61 665,077.61
252009 5/28/10 HKD TID940 4.487 7.791 85,367.05 85,367.05
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: 105
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/27/10 60 BELLE INTERNATIONAL H 358,000.00 1,397.58 3,531,020.50 3,531,020.50
252128 5/31/10 HKD TID941 9.833 7.783 453,654.59 453,654.59
---------------- --------- ---------------- ------------ ---------------- --------------
9,770,000.00 17,431.20 56,772,631.67 56,772,631.67
7,281,814.48 7,281,814.48
15 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 4/29/10 60 DOOSAN CORP KRW 5000.0 1,390.00 388.73 173,758,034.00 173,758,034.00
251456 5/03/10 KRW TID925 124694. 1114.70 155,878.74 155,878.74
PUR 4/29/10 60 DOOSAN CORP KRW 5000.0 3,680.00 1,072.44 479,374,806.00 479,374,806.00
251456 5/03/10 KRW TID925 129940. 1114.70 430,048.27 430,048.27
PUR 4/30/10 60 SAMSUNG SDI CO LTD KRW 14,351.00 4,779.582,123,987,764.00 2,123,987,764.00
251885 5/04/10 KRW TID925 147633. 1108.20 1,916,610.51 1,916,610.51
PUR 5/11/10 60 DOOSAN CORP KRW 5000.0 4,344.00 147.13 477,550,080.00 477,550,080.00
251456 5/13/10 KRW TID931 109894. 1135.60 420,526.66 420,526.66
PUR 5/11/10 60 SAMSUNG ELECTRONICS CO 879.00 219.98 713,997,810.00 713,997,810.00
250524 5/13/10 KRW TID931 812000. 1135.60 628,740.59 628,740.59
PUR 5/11/10 60 SAMSUNG SDI CO LTD KRW 4,228.00 187.65 609,045,090.00 609,045,090.00
251885 5/13/10 KRW TID931 144000. 1135.60 536,320.09 536,320.09
PUR 5/17/10 60 DONG-A PHARMACEUTICAL 4,361.00 160.89 530,511,114.00 530,511,114.00
246990 5/19/10 KRW TID935 121606. 1153.70 459,834.54 459,834.54
PUR 5/17/10 60 DOOSAN CORP KRW 5000.0 6,196.00 172.11 567,537,469.00 567,537,469.00
251456 5/19/10 KRW TID935 91565.3 1153.70 491,928.12 491,928.12
PUR 5/17/10 60 HANMI PHARM CO LTD KRW 4,021.00 99.55 328,267,653.00 328,267,653.00
248805 5/19/10 KRW TID935 81609.7 1153.70 284,534.67 284,534.67
PUR 5/17/10 60 LG ELECTRONICS INC 7,769.00 256.90 847,117,387.00 847,117,387.00
239451 5/19/10 KRW TID935 109000. 1153.70 734,261.41 734,261.41
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 106
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/17/10 60 SAMSUNG CARD CO 12,485.00 193.82 639,107,910.00 639,107,910.00
246994 5/19/10 KRW TID935 51172.1 1153.70 553,963.69 553,963.69
PUR 5/17/10 60 SAMSUNG ELECTRONICS CO 3,433.00 816.522,692,414,015.00 2,692,414,015.00
250524 5/19/10 KRW TID935 784000. 1153.70 2,333,721.08 2,333,721.08
PUR 5/17/10 60 SAMSUNG SDI CO LTD KRW 2,731.00 139.60 460,334,561.00 460,334,561.00
251885 5/19/10 KRW TID935 168500. 1153.70 399,007.16 399,007.16
PUR 5/17/10 60 SHINHAN FINANCIAL GROU 25,400.00 335.971,107,827,604.00 1,107,827,604.00
248414 5/19/10 KRW TID935 43600.0 1153.70 960,238.89 960,238.89
PUR 5/17/10 60 SK TELECOM CO LTD KRW 28,800.00 288.00 489,582.72 489,582.72
250889 5/20/10 USD TID935 16.989 1.000 489,582.72 489,582.72
---------------- --------- ---------------- ------------ ---------------- --------------
124,068.00 9,258.87 11751320879.72 11751320879.72
10,795,197.14 10,795,197.14
15 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 5/17/10 60 BANK MANDIRI 1,214,000.00 1,199.256,521,137,178.00 6,521,137,178.00
247479 5/20/10 IDR TID935 5362.60 9120.00 715,036.97 715,036.97
PUR 5/17/10 60 INDO TAMBANGRAYA MEGAH 154,500.00 1,056.175,743,107,245.00 5,743,107,245.00
248967 5/20/10 IDR TID935 37109.8 9120.00 629,726.67 629,726.67
---------------- --------- ---------------- ------------ ---------------- --------------
1,368,500.00 2,255.42 12264244423.00 12264244423.00
1,344,763.64 1,344,763.64
2 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 5/17/10 60 EFG-HERMES HOLDING SAE 178,009.00 3,964.09 5,596,309.67 5,596,309.67
244274 5/19/10 EGP TID935 31.313 5.625 994,987.94 994,987.94
---------------- --------- ---------------- ------------ ---------------- --------------
178,009.00 3,964.09 5,596,309.67 5,596,309.67
994,987.94 994,987.94
1 TRANSACTION IN COUNTRY: EGYPT (5100)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 107
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 4/26/10 60 NEDBANK GROUP LTD 15,783.00 1,320.74 2,167,587.45 2,167,587.45
251397 5/04/10 ZAR TID923 136.722 7.352 294,817.60 294,817.60
PUR 4/26/10 60 NEDBANK GROUP LTD 46,592.00 2,778.89 6,405,184.57 6,405,184.57
251397 5/04/10 ZAR TID923 137.035 7.352 871,181.07 871,181.07
PUR 5/17/10 60 ADCOCK INGRAM HOLDINGS 55,486.00 1,192.60 3,171,159.26 3,171,159.26
242793 5/24/10 ZAR TID935 56.990 7.557 419,648.69 419,648.69
PUR 5/17/10 60 AFRICAN BANK INVESTMEN 108,847.00 1,282.86 3,411,162.93 3,411,162.93
251085 5/24/10 ZAR TID935 31.250 7.557 451,409.07 451,409.07
PUR 5/17/10 60 ANGLOGOLD LTD NPV ADR 9,700.00 97.00 412,159.79 412,159.79
248878 5/20/10 USD TID935 42.481 1.000 412,159.79 412,159.79
PUR 5/17/10 60 ASPEN PHARMACARE HOLDI 44,263.00 1,347.85 3,583,979.94 3,583,979.94
239337 5/24/10 ZAR TID935 80.740 7.557 474,278.45 474,278.45
PUR 5/17/10 60 BARLOWORLD LTD ZAR 0.0 133,742.00 2,249.65 5,981,893.14 5,981,893.14
246992 5/24/10 ZAR TID935 44.600 7.557 791,601.25 791,601.25
PUR 5/17/10 60 FOSCHINI LTD 64,638.00 1,676.97 4,459,120.40 4,459,120.40
250316 5/24/10 ZAR TID935 68.790 7.557 590,088.32 590,088.32
PUR 5/17/10 60 IMPERIAL HOLDINGS LTD 55,721.00 1,975.42 5,252,701.66 5,252,701.66
248300 5/24/10 ZAR TID935 94.000 7.557 695,105.23 695,105.23
PUR 5/17/10 60 NASPERS LTD ZAR 0.02 53,834.00 9,653.83 16,284,301.12 16,284,301.12
252061 5/24/10 ZAR TID935 301.136 7.557 2,154,948.74 2,154,948.74
PUR 5/17/10 60 NEDBANK GROUP LTD 37,614.00 1,957.68 5,205,525.59 5,205,525.59
251397 5/24/10 ZAR TID935 138.000 7.557 688,862.28 688,862.28
---------------- --------- ---------------- ------------ ---------------- --------------
626,220.00 25,533.49 56,334,775.85 56,334,775.85
7,844,100.49 7,844,100.49
11 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: 108
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/17/10 60 C.P.SEVEN ELEVEN THB 1 433,200.00 180.05 11,918,837.37 11,918,837.37
251183 5/20/10 THB TID935 27.500 32.420 367,638.41 367,638.41
---------------- --------- ---------------- ------------ ---------------- --------------
433,200.00 180.05 11,918,837.37 11,918,837.37
367,638.41 367,638.41
1 TRANSACTION IN COUNTRY: THAILAND (6550)
PUR 4/28/10 60 CENTRAIS ELETRICAS BRA 59,500.00 2,105.09 1,486,373.82 1,486,373.82
251678 5/03/10 BRL TID924 24.919 1.757 845,828.16 845,828.16
PUR 4/28/10 60 HYPERMARCAS SA NPV 31,700.00 1,080.14 762,669.60 762,669.60
251422 5/03/10 BRL TID924 23.999 1.757 434,000.80 434,000.80
PUR 4/28/10 60 JULIO SIMOES LOGISTICA 5,575.00 54.22 44,427.37 44,427.37
251688 5/03/10 BRL TID924 7.952 1.757 25,281.61 25,281.61
PUR 4/28/10 60 JULIO SIMOES LOGISTICA 225.00 2.19 1,793.03 1,793.03
251688 5/03/10 BRL TID924 7.952 1.757 1,020.33 1,020.33
PUR 4/28/10 60 TAM S A NPV ADR 8,400.00 336.00 142,030.56 142,030.56
246366 5/03/10 USD TID924 16.868 1.000 142,030.56 142,030.56
PUR 4/29/10 60 CENTRAIS ELETRICAS BRA 34,100.00 1,220.09 848,302.74 848,302.74
251678 5/04/10 BRL TID925 24.815 1.730 490,235.06 490,235.06
PUR 4/29/10 60 HYPERMARCAS SA NPV 10,200.00 352.95 245,401.57 245,401.57
251422 5/04/10 BRL TID925 23.999 1.730 141,817.83 141,817.83
PUR 4/29/10 60 JULIO SIMOES LOGISTICA 5,400.00 62.28 43,302.37 43,302.37
251688 5/04/10 BRL TID925 7.999 1.730 25,024.49 25,024.49
PUR 4/29/10 60 TAM S A NPV ADR 1,900.00 76.00 32,690.07 32,690.07
246366 5/04/10 USD TID925 17.165 1.000 32,690.07 32,690.07
PUR 4/30/10 60 HYPERMARCAS SA NPV 14,000.00 484.02 336,487.45 336,487.45
251422 5/05/10 BRL TID926 23.975 1.730 194,478.93 194,478.93
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 109
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/04/10 60 JULIO SIMOES LOGISTICA 5,800.00 65.93 46,488.44 46,488.44
251688 5/07/10 BRL TID927 7.995 1.755 26,489.14 26,489.14
PUR 5/06/10 60 JULIO SIMOES LOGISTICA 11,100.00 120.63 87,601.67 87,601.67
251688 5/11/10 BRL TID928 7.872 1.807 48,468.34 48,468.34
PUR 5/11/10 60 CENTRAIS ELETRICAS BRA 32,300.00 1,070.84 766,947.19 766,947.19
251678 5/14/10 BRL TID931 23.685 1.783 430,264.90 430,264.90
PUR 5/11/10 60 OGX PETROLEO E GAS PAR 201,100.00 4,666.60 3,342,274.68 3,342,274.68
251994 5/14/10 BRL TID931 16.579 1.782 1,875,048.91 1,875,048.91
PUR 5/17/10 60 BANCO BRADESCO S A ADR 32,900.00 329.00 567,525.00 567,525.00
247229 5/20/10 USD TID935 17.240 1.000 567,525.00 567,525.00
PUR 5/17/10 60 CENTRAIS ELETRICAS BRA 32,700.00 289.29 752,622.71 752,622.71
251678 5/20/10 BRL TID935 23.000 1.807 416,527.04 416,527.04
PUR 5/17/10 60 CIA DE CONCESSOES RODO 40,600.00 2,069.30 1,502,341.86 1,502,341.86
251504 5/20/10 BRL TID935 36.911 1.807 831,447.15 831,447.15
PUR 5/17/10 60 HYPERMARCAS SA NPV 40,100.00 385.60 1,003,196.74 1,003,196.74
251422 5/20/10 BRL TID935 25.000 1.807 555,203.24 555,203.24
PUR 5/17/10 60 ITAU UNIBANCO HLD-PREF 62,100.00 621.00 1,226,959.38 1,226,959.38
246136 5/20/10 USD TID935 19.748 1.000 1,226,959.38 1,226,959.38
PUR 5/17/10 60 LOJAS RENNER SA NPV 18,500.00 299.21 778,465.65 778,465.65
247972 5/20/10 BRL TID935 42.050 1.807 430,829.40 430,829.40
PUR 5/17/10 60 OGX PETROLEO E GAS PAR 29,600.00 174.19 453,194.75 453,194.75
251994 5/20/10 BRL TID935 15.300 1.807 250,813.41 250,813.41
PUR 5/17/10 60 TAM S A NPV ADR 24,800.00 248.00 366,754.80 366,754.80
246366 5/20/10 USD TID935 14.779 1.000 366,754.80 366,754.80
PUR 5/17/10 60 VALE SA ADR 59,000.00 590.00 1,593,000.00 1,593,000.00
247279 5/20/10 USD TID935 26.990 1.000 1,593,000.00 1,593,000.00
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: 110
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/18/10 60 ITAU UNIBANCO HLD-PREF 35,100.00 351.00 716,380.47 716,380.47
246136 5/21/10 USD TID935 20.400 1.000 716,380.47 716,380.47
---------------- --------- ---------------- ------------ ---------------- --------------
796,700.00 17,053.57 17,147,231.92 17,147,231.92
11,668,119.02 11,668,119.02
24 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 5/17/10 60 ENERSIS S NPV ADR 23,100.00 231.00 436,513.77 436,513.77
250314 5/20/10 USD TID935 18.887 1.000 436,513.77 436,513.77
PUR 5/17/10 60 SOCIEDAD QUIMICA Y MI 10,900.00 109.00 374,237.33 374,237.33
250836 5/20/10 USD TID935 34.324 1.000 374,237.33 374,237.33
---------------- --------- ---------------- ------------ ---------------- --------------
34,000.00 340.00 810,751.10 810,751.10
810,751.10 810,751.10
2 TRANSACTIONS IN COUNTRY: CHILE (7000)
PUR 4/29/10 60 HENGAN INTL GROUP CO L 15,000.00 353.73 891,582.00 891,582.00
251791 5/03/10 HKD TID925 59.256 7.764 114,830.96 114,830.96
PUR 4/29/10 60 HENGAN INTL GROUP CO L 37,000.00 872.60 2,199,384.06 2,199,384.06
251791 5/03/10 HKD TID925 59.260 7.764 283,268.81 283,268.81
PUR 4/30/10 60 HENGAN INTL GROUP CO L 55,000.00 1,312.96 3,309,049.46 3,309,049.46
251791 5/04/10 HKD TID925 59.979 7.764 426,220.68 426,220.68
PUR 5/03/10 60 HENGAN INTL GROUP CO L 11,500.00 276.86 697,693.38 697,693.38
251791 5/05/10 HKD TID926 60.482 7.763 89,876.51 89,876.51
PUR 5/17/10 60 HENGAN INTL GROUP CO L 56,500.00 568.73 3,085,161.17 3,085,161.17
251791 5/19/10 HKD TID935 54.526 7.801 395,492.92 395,492.92
---------------- --------- ---------------- ------------ ---------------- --------------
175,000.00 3,384.88 10,182,870.07 10,182,870.07
1,309,689.88 1,309,689.88
5 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 111
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 4/30/10 60 GRUPO COMERCIAL CHEDRA 280,600.00 9,540,400.00 9,540,400.00
251884 5/05/10 MXN TID926 34.000 12.247 779,005.30 779,005.30
PUR 5/17/10 60 AMERICA MOVIL ADR 27,000.00 270.00 1,321,185.60 1,321,185.60
239457 5/20/10 USD TID935 48.923 1.000 1,321,185.60 1,321,185.60
PUR 5/17/10 60 GPO MEXICO SA SER B 175,500.00 144.61 5,233,486.08 5,233,486.08
249888 5/20/10 MXN TID935 29.810 12.662 413,312.44 413,312.44
PUR 5/17/10 60 WALMART DE MEXICO-SER 319,900.00 255.99 9,264,346.39 9,264,346.39
247868 5/20/10 MXN TID935 28.950 12.662 731,647.99 731,647.99
---------------- --------- ---------------- ------------ ---------------- --------------
803,000.00 670.60 25,359,418.07 25,359,418.07
3,245,151.33 3,245,151.33
4 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 5/17/10 60 COMPANIA DE MINAS BUEN 13,800.00 138.00 516,917.64 516,917.64
241165 5/20/10 USD TID935 37.448 1.000 516,917.64 516,917.64
---------------- --------- ---------------- ------------ ---------------- --------------
13,800.00 138.00 516,917.64 516,917.64
516,917.64 516,917.64
1 TRANSACTION IN COUNTRY: PERU (8000)
PUR 5/17/10 60 AXIATA GROUP BHD 356,900.00 335.36 1,357,301.55 1,357,301.55
250996 5/20/10 MYR TID935 3.800 3.225 420,868.70 420,868.70
PUR 5/17/10 60 CIMB GROUP(fmrly BUMIP 140,700.00 469.80 2,024,781.12 2,024,781.12
250997 5/20/10 MYR TID935 14.380 3.225 627,839.11 627,839.11
PUR 5/17/10 60 DIGI COM BHD MYR1 36,600.00 231.83 843,279.65 843,279.65
250837 5/20/10 MYR TID935 23.020 3.225 261,482.06 261,482.06
PUR 5/25/10 60 AXIATA GROUP BHD 292,100.00 932.74 1,051,658.03 1,051,658.03
250996 5/31/10 MYR TID939 3.590 3.362 312,807.27 312,807.27
---------------- --------- ---------------- ------------ ---------------- --------------
826,300.00 1,969.73 5,277,020.35 5,277,020.35
1,622,997.14 1,622,997.14
4 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 112
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/17/10 60 BEZEQ THE ISRAELI TELE 207,476.00 1,404.20 1,766,755.65 1,766,755.65
243383 5/21/10 ILS 8.490 3.763 469,469.79 469,469.79
PUR 5/17/10 60 TEVA PHARMACEUTICAL SP 25,900.00 259.00 1,471,625.05 1,471,625.05
239858 5/20/10 USD TID935 56.810 1.000 1,471,625.05 1,471,625.05
---------------- --------- ---------------- ------------ ---------------- --------------
233,376.00 1,663.20 3,238,380.70 3,238,380.70
1,941,094.84 1,941,094.84
2 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
PUR 5/11/10 60 JSC MMC NORILSK NICKEL 87,979.00 2,855.64 1,430,675.63 1,430,675.63
250633 5/14/10 USD TID931 16.229 1.000 1,430,675.63 1,430,675.63
PUR 5/17/10 60 JSC MMC NORILSK NICKEL 48,854.00 288.46 824,455.44 824,455.44
250633 5/20/10 USD TID935 16.870 1.000 824,455.44 824,455.44
PUR 5/17/10 60 URALKALI JSC NPV GDR 28,794.00 186.64 533,451.52 533,451.52
249223 5/20/10 USD TID935 18.520 1.000 533,451.52 533,451.52
---------------- --------- ---------------- ------------ ---------------- --------------
165,627.00 3,330.74 2,788,582.59 2,788,582.59
2,788,582.59 2,788,582.59
3 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
PUR 4/28/10 60 STERLITE INDS INDIA LT 61,100.00 2,444.00 1,123,751.20 1,123,751.20
251818 5/03/10 USD TID924 18.352 1.000 1,123,751.20 1,123,751.20
PUR 5/17/10 60 INFOSYS TECHNOLOGIES L 11,500.00 115.00 665,546.40 665,546.40
247873 5/20/10 USD TID935 57.864 1.000 665,546.40 665,546.40
PUR 5/17/10 60 STERLITE INDS INDIA LT 18,200.00 182.00 279,544.72 279,544.72
251818 5/20/10 USD TID935 15.350 1.000 279,544.72 279,544.72
PUR 5/17/10 60 TATA ENGR + LOCOMOTIVE 38,600.00 386.00 689,172.12 689,172.12
248464 5/20/10 USD TID935 17.844 1.000 689,172.12 689,172.12
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: 113
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/17/10 60 UNITED SPIRITS LTD INR 33,420.00 181.67 454,359.47 454,359.47
246372 5/20/10 USD TID935 13.590 1.000 454,359.47 454,359.47
PUR 5/25/10 60 TATA ENGR + LOCOMOTIVE 44,000.00 440.00 676,539.60 676,539.60
248464 5/28/10 USD TID939 15.366 1.000 676,539.60 676,539.60
---------------- --------- ---------------- ------------ ---------------- --------------
206,820.00 3,748.67 3,888,913.51 3,888,913.51
3,888,913.51 3,888,913.51
6 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
20,584,206.00 125,233.66 24403273157.80 24403273157.80
76,299,749.12 76,299,749.12
122 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240)
--------------------------------
PUR 5/17/10 60 CIA PARANAENSE DE ENER 30,000.00 402.02 1,045,926.41 1,045,926.41
247483 5/20/10 BRL TID935 34.840 1.807 578,851.30 578,851.30
PUR 5/17/10 60 GERDAU SA SIDERURG 23,600.00 227.84 592,771.69 592,771.69
251560 5/20/10 BRL TID935 25.100 1.807 328,060.04 328,060.04
PUR 5/18/10 60 GERDAU SA SIDERURG 44,500.00 1,353.17 1,133,249.47 1,133,249.47
251560 5/21/10 BRL TID935 25.412 1.796 630,950.10 630,950.10
---------------- --------- ---------------- ------------ ---------------- --------------
98,100.00 1,983.03 2,771,947.57 2,771,947.57
1,537,861.44 1,537,861.44
3 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
98,100.00 1,983.03 2,771,947.57 2,771,947.57
1,537,861.44 1,537,861.44
3 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
22,086,306.00 128,847.41 24428108613.19 24428108613.19
82,201,110.76 82,201,110.76
127 "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: 114
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
SALE 4/29/10 60 VANGUARD I SHS VANGUAR 197,300.00 8,404,980.00 7,551,322.09 853,657.91
250705 5/05/10 USD 42.600 1.000 8,404,980.00 7,551,322.09 853,657.91
---------------- --------- ---------------- ------------ ---------------- --------------
197,300.00 8,404,980.00 7,551,322.09 853,657.91
8,404,980.00 7,551,322.09 853,657.91
1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
197,300.00 8,404,980.00 7,551,322.09 853,657.91
8,404,980.00 7,551,322.09 853,657.91
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
SALE 5/10/10 60 AQUARIUS PLATINUM LTD 208,199.00 1,516.49 841,215.74 887,920.34 -46,704.60
250380 5/13/10 UKP TID930 4.045 .667 1,260,983.16 1,423,624.49 -162,641.33
SALE 5/11/10 60 AQUARIUS PLATINUM LTD 87,026.00 626.64 349,849.62 371,145.66 -21,296.04
250380 5/14/10 UKP TID931 4.025 .672 520,331.58 595,066.95 -74,735.37
---------------- --------- ---------------- ------------ ---------------- --------------
295,225.00 2,143.13 1,191,065.36 1,259,066.00 -68,000.64
1,781,314.74 2,018,691.44 -237,376.70
2 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
SALE 5/25/10 60 EVRAZ GROUP S A NPV GD 28,815.00 1,152.60 661,569.35 1,044,226.73 -382,657.38
251277 5/28/10 USD TID939 22.999 1.000 661,569.35 1,044,226.73 -382,657.38
---------------- --------- ---------------- ------------ ---------------- --------------
28,815.00 1,152.60 661,569.35 1,044,226.73 -382,657.38
661,569.35 1,044,226.73 -382,657.38
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: 115
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/17/10 60 MOL MAGYAR OLAJ ES GAZ 3,376.00 1,006.20 64,582,592.82 61,356,542.59 3,226,050.23
250317 5/20/10 HUF TID935 19197.1 225.436 286,479.00 323,494.29 -37,015.29
SALE 5/18/10 60 MOL MAGYAR OLAJ ES GAZ 1,248.00 377.65 24,097,751.06 22,681,565.51 1,416,185.55
250317 5/21/10 HUF TID935 19376.9 224.121 107,521.07 119,585.57 -12,064.50
SALE 5/20/10 60 MOL MAGYAR OLAJ ES GAZ 6,896.00 1,358.99 124,166,200.00 125,330,188.90 -1,163,988.90
250317 5/26/10 HUF TID937 18050.6 228.988 542,238.18 660,786.91 -118,548.73
SALE 5/21/10 60 MOL MAGYAR OLAJ ES GAZ 3,978.00 1,106.52 69,866,857.12 72,297,490.06 -2,430,632.94
250317 5/27/10 HUF TID938 17625.0 221.769 315,043.10 381,178.99 -66,135.89
SALE 5/21/10 60 MOL MAGYAR OLAJ ES GAZ 4,761.00 940.46 83,217,698.43 86,527,991.50 -3,310,293.07
250317 5/27/10 HUF TID938 17522.8 221.769 375,244.62 456,207.43 -80,962.81
SALE 5/25/10 60 MOL MAGYAR OLAJ ES GAZ 7,013.00 1,302.43 118,872,741.00 127,456,585.67 -8,583,844.67
250317 5/28/10 HUF TID939 16992.8 228.746 519,670.43 671,998.05 -152,327.62
SALE 5/26/10 60 MOL MAGYAR OLAJ ES GAZ 8,268.00 1,523.35 138,303,328.30 150,265,371.50 -11,962,043.20
250317 5/31/10 HUF TID940 16769.4 227.541 607,818.51 792,254.37 -184,435.86
---------------- --------- ---------------- ------------ ---------------- --------------
35,540.00 7,615.60 623,107,168.73 645,915,735.73 -22,808,567.00
2,754,014.91 3,405,505.61 -651,490.70
7 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
SALE 5/10/10 60 TURKIYE IS BANKASI-C 409,203.00 3,294.38 2,006,123.02 1,919,611.42 86,511.60
250703 5/12/10 TRY TID930 4.915 1.526 1,314,456.18 1,288,252.09 26,204.09
SALE 5/12/10 60 TURKIYE IS BANKASI-C 384,720.00 3,115.40 1,895,765.51 1,804,759.26 91,006.25
250703 5/14/10 TRY TID932 4.940 1.525 1,243,043.41 1,211,174.75 31,868.66
SALE 5/13/10 60 TURKIYE IS BANKASI-C 223,177.00 1,903.37 1,153,211.24 1,046,945.20 106,266.04
250703 5/17/10 TRY TID933 5.180 1.519 759,441.05 702,605.39 56,835.66
---------------- --------- ---------------- ------------ ---------------- --------------
1,017,100.00 8,313.15 5,055,099.77 4,771,315.88 283,783.89
3,316,940.64 3,202,032.23 114,908.41
3 TRANSACTIONS IN COUNTRY: TURKEY (3400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 116
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/30/10 60 CNOOC LTD-ADR ONE ADR 42,200.00 1,814.09 7,458,631.07 5,527,079.97 1,931,551.10
239386 5/05/10 USD TID926 176.788 1.000 7,458,631.07 5,527,079.97 1,931,551.10
---------------- --------- ---------------- ------------ ---------------- --------------
42,200.00 1,814.09 7,458,631.07 5,527,079.97 1,931,551.10
7,458,631.07 5,527,079.97 1,931,551.10
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
SALE 4/30/10 60 LG ELECTRONICS INC 17,936.00 10,886.132,181,394,026.00 2,076,122,032.16 105,271,993.84
239451 5/04/10 KRW TID925 122293. 1108.20 1,968,411.86 1,881,391.70 87,020.16
---------------- --------- ---------------- ------------ ---------------- --------------
17,936.00 10,886.132,181,394,026.00 2,076,122,032.16 105,271,993.84
1,968,411.86 1,881,391.70 87,020.16
1 TRANSACTION IN COUNTRY: KOREA (4500)
SALE 4/28/10 60 KASIKORNBANK PCL-FOREI 35,400.00 320.22 3,322,829.52 3,116,383.44 206,446.08
248680 5/04/10 THB TID924 94.158 32.320 102,810.32 93,195.77 9,614.55
SALE 4/29/10 60 KASIKORNBANK PCL-FOREI 8,900.00 80.47 833,729.98 783,497.53 50,232.45
248680 5/06/10 THB TID925 93.969 32.270 25,836.07 23,430.58 2,405.49
SALE 4/30/10 60 KASIKORNBANK PCL-FOREI 33,300.00 300.17 3,115,723.66 2,931,513.24 184,210.42
248680 5/07/10 THB TID925 93.857 32.330 96,372.52 87,667.21 8,705.31
SALE 5/04/10 60 KASIKORNBANK PCL-FOREI 42,300.00 416.37 4,265,678.11 3,723,814.11 541,864.00
248680 5/10/10 THB TID926 101.161 32.270 132,187.11 111,361.05 20,826.06
SALE 5/06/10 60 KASIKORNBANK PCL-FOREI 40,000.00 381.75 3,919,466.11 3,521,337.22 398,128.89
248680 5/11/10 THB TID928 98.295 32.340 121,195.61 105,305.96 15,889.65
SALE 5/07/10 60 KASIKORNBANK PCL-FOREI 16,300.00 148.81 1,526,881.93 1,434,944.92 91,937.01
248680 5/12/10 THB TID929 93.969 32.320 47,242.63 42,912.18 4,330.45
SALE 5/10/10 60 KASIKORNBANK PCL-FOREI 89,700.00 824.38 8,448,262.84 7,896,598.72 551,664.12
248680 5/13/10 THB TID930 94.480 32.280 261,718.18 236,148.61 25,569.57
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: 117
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/17/10 60 IRPC PCL FOREIGN 474,200.00 209.24 2,153,624.10 2,029,530.44 124,093.66
249995 5/20/10 THB TID935 4.556 32.420 66,428.87 61,246.77 5,182.10
SALE 5/17/10 60 KASIKORNBANK PCL-FOREI 25,500.00 220.15 2,265,871.55 2,244,852.48 21,019.07
248680 5/20/10 THB TID935 89.138 32.420 69,891.16 67,132.55 2,758.61
SALE 5/17/10 60 KASIKORNBANK PCL-FOREI 28,300.00 243.69 2,508,201.50 2,491,346.08 16,855.42
248680 5/20/10 THB TID935 88.908 32.420 77,365.87 74,503.97 2,861.90
SALE 5/17/10 60 PTT CHEMICAL PCL-FOREI 33,700.00 324.96 3,344,576.29 2,109,381.97 1,235,194.32
248211 5/20/10 THB TID935 99.558 32.420 103,163.98 62,311.45 40,852.53
SALE 5/17/10 60 PTT PCL/FOREIGN 29,300.00 695.35 7,156,853.27 7,877,856.17 -721,002.90
251398 5/20/10 THB TID935 245.031 32.420 220,754.26 243,929.45 -23,175.19
SALE 5/18/10 60 IRPC PCL FOREIGN 198,000.00 88.22 904,624.13 847,420.98 57,203.15
249995 5/21/10 THB TID935 4.583 32.300 28,006.94 25,573.31 2,433.63
SALE 5/18/10 60 KASIKORNBANK PCL-FOREI 46,500.00 400.35 4,105,327.21 4,093,554.52 11,772.69
248680 5/21/10 THB TID935 88.565 32.300 127,099.91 122,418.18 4,681.73
SALE 5/19/10 60 IRPC PCL FOREIGN 60,300.00 26.84 275,066.37 258,078.21 16,988.16
249995 5/24/10 THB TID936 4.576 32.280 8,521.26 7,788.23 733.03
SALE 5/19/10 60 KASIKORNBANK PCL-FOREI 129,000.00 1,113.49 11,411,039.17 11,356,312.53 54,726.64
248680 5/24/10 THB TID936 88.736 32.280 353,501.83 339,611.72 13,890.11
SALE 5/19/10 60 PTT CHEMICAL PCL-FOREI 84,200.00 832.39 8,530,325.88 5,270,325.27 3,260,000.61
248211 5/24/10 THB TID936 101.629 32.280 264,260.41 155,686.16 108,574.25
SALE 5/19/10 60 PTT PCL/FOREIGN 131,100.00 3,173.29 32,519,756.16 35,248,701.17 -2,728,945.01
251398 5/24/10 THB TID936 248.834 32.280 1,007,427.39 1,091,438.60 -84,011.21
SALE 5/24/10 60 KASIKORNBANK PCL-FOREI 40,000.00 340.18 3,502,347.99 3,521,337.22 -18,989.23
248680 5/27/10 THB TID938 87.835 32.430 107,997.16 105,305.96 2,691.20
SALE 5/24/10 60 PTT CHEMICAL PCL-FOREI 144,300.00 1,383.03 14,239,116.73 9,032,160.76 5,206,955.97
248211 5/27/10 THB TID938 98.988 32.430 439,072.36 266,811.32 172,261.04
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 118
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/24/10 60 PTT PCL/FOREIGN 308,200.00 7,261.87 74,765,306.48 82,865,367.65 -8,100,061.17
251398 5/27/10 THB TID938 243.351 32.430 2,305,436.52 2,565,838.11 -260,401.59
SALE 5/25/10 60 PTT CHEMICAL PCL-FOREI 82,700.00 739.08 7,635,111.50 5,176,435.86 2,458,675.64
248211 5/31/10 THB TID939 92.614 32.540 234,637.72 152,912.66 81,725.06
---------------- --------- ---------------- ------------ ---------------- --------------
2,081,200.00 19,524.30 200,749,720.48 197,830,750.49 2,918,969.99
6,200,928.08 6,042,529.80 158,398.28
22 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 4/30/10 60 VALE SA ADR 94,900.00 3,846.02 2,955,430.17 2,459,164.84 496,265.33
247279 5/03/10 USD TID925 31.183 1.000 2,955,430.17 2,459,164.84 496,265.33
SALE 5/12/10 60 LOJAS RENNER SA NPV 4,700.00 242.22 199,026.58 144,957.30 54,069.28
247972 5/17/10 BRL TID933 42.437 1.771 112,380.90 78,686.50 33,694.40
SALE 5/13/10 60 LOJAS RENNER SA NPV 12,600.00 655.68 537,804.86 388,608.94 149,195.92
247972 5/18/10 BRL TID933 42.775 1.772 303,501.61 210,946.80 92,554.81
SALE 5/14/10 60 LOJAS RENNER SA NPV 17,800.00 1,027.79 735,736.42 548,987.23 186,749.19
247972 5/19/10 BRL TID934 41.437 1.794 410,086.63 298,004.21 112,082.42
---------------- --------- ---------------- ------------ ---------------- --------------
130,000.00 5,771.71 4,427,998.03 3,541,718.31 886,279.72
3,781,399.31 3,046,802.35 734,596.96
4 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 5/20/10 60 DIGI COM BHD MYR1 6,000.00 160.05 137,272.77 135,582.11 1,690.66
250837 5/25/10 MYR TID937 22.966 3.273 41,940.96 40,129.42 1,811.54
SALE 5/21/10 60 DIGI COM BHD MYR1 28,400.00 608.92 648,554.22 641,755.30 6,798.92
250837 5/26/10 MYR TID937 22.908 3.320 195,347.66 189,945.91 5,401.75
SALE 5/24/10 60 DIGI COM BHD MYR1 10,000.00 253.56 228,101.95 225,970.17 2,131.78
250837 5/27/10 MYR TID938 22.894 3.317 68,767.55 66,882.36 1,885.19
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 119
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/25/10 60 DIGI COM BHD MYR1 40,400.00 819.55 909,860.47 912,919.51 -3,059.04
250837 5/31/10 MYR TID939 22.590 3.362 270,630.72 270,204.74 425.98
---------------- --------- ---------------- ------------ ---------------- --------------
84,800.00 1,842.08 1,923,789.41 1,916,227.09 7,562.32
576,686.89 567,162.43 9,524.46
4 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
SALE 5/21/10 60 STERLITE INDS INDIA LT 119,002.00 1,217.49 1,624,111.83 2,150,683.84 -526,572.01
251818 5/26/10 USD TID938 13.658 1.000 1,624,111.83 2,150,683.84 -526,572.01
SALE 5/21/10 60 STERLITE INDS INDIA LT 22,798.00 1,145.20 312,327.30 412,020.72 -99,693.42
251818 5/26/10 USD TID938 13.750 1.000 312,327.30 412,020.72 -99,693.42
---------------- --------- ---------------- ------------ ---------------- --------------
141,800.00 2,362.69 1,936,439.13 2,562,704.56 -626,265.43
1,936,439.13 2,562,704.56 -626,265.43
2 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
3,874,616.00 61,425.483,027,905,507.33 2,940,490,856.92 87,414,650.41
30,436,335.98 29,298,126.82 1,138,209.16
47 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
UNIT TRUST (2230)
--------------------------------
SALE 5/05/10 60 CEMEX SAB-CPO 259,200.00 719.64 3,643,954.32 3,281,938.62 362,015.70
244806 5/10/10 MXN TID927 14.094 12.691 287,138.06 243,468.53 43,669.53
SALE 5/13/10 60 CEMEX SAB-CPO 422,300.00 1,248.09 6,144,268.63 5,347,078.24 797,190.39
244806 5/18/10 MXN TID933 14.586 12.338 497,987.44 396,669.59 101,317.85
SALE 5/14/10 60 CEMEX SAB-CPO 422,300.00 1,174.93 5,880,569.73 5,347,078.25 533,491.48
244806 5/19/10 MXN TID934 13.960 12.544 468,795.42 396,669.60 72,125.82
---------------- --------- ---------------- ------------ ---------------- --------------
1,103,800.00 3,142.66 15,668,792.68 13,976,095.11 1,692,697.57
1,253,920.92 1,036,807.72 217,113.20
3 TRANSACTIONS IN COUNTRY: MEXICO (7800)
---------------- --------- ---------------- ------------ ---------------- --------------
1,103,800.00 3,142.66 15,668,792.68 13,976,095.11 1,692,697.57
1,253,920.92 1,036,807.72 217,113.20
3 TRANSACTIONS IN CATEGORY: UNIT TRUST (2230)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 120
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/10 THROUGH 5/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
5,175,716.00 64,568.143,051,979,280.01 2,962,018,274.12 89,961,005.89
40,095,236.90 37,886,256.63 2,208,980.27
51 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
27,262,022.00 193,415.55 27480087893.20 27390126887.31 89,961,005.89
122,296,347.66 120,087,367.39 2,208,980.27
178 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
489,744,636.09 1584373.21 105325601955.66 104028367737.58 1297234218.07
2,427,614,426.38 2,470,301,552.21 -42,687,125.83
1097 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****