S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
DEV MKT COMMON STOCK (2220)
PUR 11/01/10 60 NATIONAL BANK OF CANAD 798.00 52,857.48 52,857.48
230230 11/18/10 CAD 27601 66.237 1.013 52,155.98 52,155.98
PUR 11/04/10 60 BARRICK GOLD CORP 30,000.00 897.89 1,492,176.00 1,492,176.00
230195 11/09/10 CAD 49.709 1.002 1,488,677.61 1,488,677.61
PUR 11/04/10 60 CAN IMPERIAL BK OF COM 20,000.00 598.59 1,583,218.00 1,583,218.00
243055 11/09/10 CAD 79.131 1.002 1,579,506.16 1,579,506.16
PUR 11/04/10 60 CANADIAN NATURAL RESOU 40,000.00 1,197.19 1,570,236.00 1,570,236.00
230200 11/09/10 CAD 39.226 1.002 1,566,554.60 1,566,554.60
PUR 11/04/10 60 POWER FINANCIAL CORP 40,000.00 1,197.19 1,245,408.00 1,245,408.00
230240 11/09/10 CAD 31.105 1.002 1,242,488.15 1,242,488.15
PUR 11/04/10 60 RESEARCH IN MOTION 30,000.00 897.89 1,716,453.00 1,716,453.00
230321 11/09/10 CAD 57.185 1.002 1,712,428.79 1,712,428.79
PUR 11/04/10 60 ROYAL BANK OF CANADA 20,000.00 598.59 1,098,052.00 1,098,052.00
230244 11/09/10 CAD 54.873 1.002 1,095,477.63 1,095,477.63
PUR 11/04/10 60 TALISMAN ENERGY INC 110,000.00 3,292.26 2,184,292.00 2,184,292.00
230249 11/09/10 CAD 19.827 1.002 2,179,170.95 2,179,170.95
PUR 11/05/10 60 CANADIAN NATURAL RESOU 40,000.00 1,198.38 1,581,008.00 1,581,008.00
230200 11/10/10 CAD 39.495 1.001 1,578,876.52 1,578,876.52
PUR 11/05/10 60 PETROBANK ENERGY + RES 30,000.00 898.79 1,331,400.00 1,331,400.00
253656 11/10/10 CAD 44.350 1.001 1,329,605.03 1,329,605.03
PUR 11/05/10 60 PETROBANK ENERGY + RES 10,000.00 299.60 443,785.00 443,785.00
253656 11/10/10 CAD 44.349 1.001 443,186.70 443,186.70
PUR 11/05/10 60 POWER FINANCIAL CORP 80,000.00 2,396.76 2,498,592.00 2,498,592.00
230240 11/10/10 CAD 31.202 1.001 2,495,223.45 2,495,223.45
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: 2
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/08/10 60 CANADIAN NATURAL RESOU 40,000.00 1,195.40 1,583,736.00 1,583,736.00
230200 11/12/10 CAD 39.563 1.004 1,577,662.00 1,577,662.00
PUR 11/08/10 60 GREAT-WEST LIFE CO. IN 20,000.00 597.70 541,644.00 541,644.00
230653 11/12/10 CAD 27.052 1.004 539,566.67 539,566.67
PUR 11/08/10 60 INTACT FINANCIAL CORP 20,000.00 996.16 944,590.00 944,590.00
253053 11/12/10 CAD 47.180 1.004 940,967.28 940,967.28
PUR 11/08/10 60 POWER FINANCIAL CORP 30,000.00 896.55 939,960.00 939,960.00
230240 11/12/10 CAD 31.302 1.004 936,355.03 936,355.03
PUR 11/08/10 60 RESEARCH IN MOTION 40,000.00 1,195.40 2,258,020.00 2,258,020.00
230321 11/12/10 CAD 56.421 1.004 2,249,359.96 2,249,359.96
PUR 11/08/10 60 SUN LIFE FINL SVCS CDA 40,000.00 1,195.40 1,176,468.00 1,176,468.00
247136 11/12/10 CAD 29.382 1.004 1,171,955.97 1,171,955.97
PUR 11/08/10 60 SUNCOR ENERGY INC 140,000.00 4,183.89 5,042,408.00 5,042,408.00
248036 11/12/10 CAD 35.987 1.004 5,023,069.18 5,023,069.18
PUR 11/08/10 60 THOMPSON CREEK METALS 80,000.00 2,390.80 1,068,592.00 1,068,592.00
249883 11/12/10 CAD 13.327 1.004 1,064,493.70 1,064,493.70
PUR 11/09/10 60 BARRICK GOLD CORP 40,000.00 1,201.74 2,071,340.00 2,071,340.00
230195 11/15/10 CAD 51.754 .999 2,074,347.80 2,074,347.80
PUR 11/09/10 60 GREAT-WEST LIFE CO. IN 60,000.00 1,802.61 1,624,224.00 1,624,224.00
230653 11/15/10 CAD 27.040 .999 1,626,582.54 1,626,582.54
PUR 11/09/10 60 POWER FINANCIAL CORP 60,000.00 1,802.61 1,879,800.00 1,879,800.00
230240 11/15/10 CAD 31.300 .999 1,882,529.67 1,882,529.67
PUR 11/09/10 60 QUADRA FNX MINING LTD 100,000.00 3,004.36 1,609,470.00 1,609,470.00
252145 11/15/10 CAD 16.065 .999 1,611,807.12 1,611,807.12
PUR 11/09/10 60 SUNCOR ENERGY INC 80,000.00 2,403.49 2,882,512.00 2,882,512.00
248036 11/15/10 CAD 36.001 .999 2,886,697.71 2,886,697.71
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 3
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/09/10 60 YAMANA GOLD INC 200,000.00 2,002.90 2,389,840.00 2,389,840.00
234604 11/15/10 CAD 11.939 .999 2,393,310.30 2,393,310.30
PUR 11/11/10 60 BARRICK GOLD CORP 30,000.00 895.66 1,547,085.00 1,547,085.00
230195 11/16/10 CAD 51.540 1.005 1,539,617.85 1,539,617.85
PUR 11/11/10 60 BROOKFIELD PROPERTIES 80,000.00 2,388.42 1,443,552.00 1,443,552.00
253297 11/16/10 CAD 18.014 1.005 1,436,584.56 1,436,584.56
PUR 11/11/10 60 GOLDCORP INC 30,000.00 895.66 1,421,079.00 1,421,079.00
230216 11/16/10 CAD 47.339 1.005 1,414,220.03 1,414,220.03
PUR 11/11/10 60 GREAT-WEST LIFE CO. IN 50,000.00 1,492.76 1,325,315.00 1,325,315.00
230653 11/16/10 CAD 26.476 1.005 1,318,918.25 1,318,918.25
PUR 11/11/10 60 MAGNA INT CLASS A 20,000.00 597.10 1,993,394.00 1,993,394.00
230225 11/16/10 CAD 99.640 1.005 1,983,772.70 1,983,772.70
PUR 11/11/10 60 SUN LIFE FINL SVCS CDA 40,000.00 1,194.21 1,160,744.00 1,160,744.00
247136 11/16/10 CAD 28.989 1.005 1,155,141.56 1,155,141.56
PUR 11/11/10 60 SUNCOR ENERGY INC 60,000.00 1,791.31 2,160,768.00 2,160,768.00
248036 11/16/10 CAD 35.983 1.005 2,150,338.86 2,150,338.86
PUR 11/11/10 60 YAMANA GOLD INC 100,000.00 2,985.52 1,187,710.00 1,187,710.00
234604 11/16/10 CAD 11.847 1.005 1,181,977.41 1,181,977.41
PUR 11/12/10 60 CANADIAN NATURAL RESOU 40,000.00 1,188.41 1,589,812.00 1,589,812.00
230200 11/17/10 CAD 39.715 1.010 1,574,461.01 1,574,461.01
PUR 11/12/10 60 ELDORADO GOLD CORPORAT 50,000.00 1,485.52 890,625.00 890,625.00
243131 11/17/10 CAD 17.783 1.010 882,025.25 882,025.25
PUR 11/12/10 60 SUN LIFE FINL SVCS CDA 40,000.00 1,188.41 1,144,012.00 1,144,012.00
247136 11/17/10 CAD 28.570 1.010 1,132,965.59 1,132,965.59
PUR 11/12/10 60 SUNCOR ENERGY INC 60,000.00 1,782.62 2,114,472.00 2,114,472.00
248036 11/17/10 CAD 35.211 1.010 2,094,054.96 2,094,054.96
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: 4
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/15/10 60 CENOVUS ENERGY INC 80,000.00 2,381.54 2,373,736.00 2,373,736.00
249997 11/18/10 CAD 29.642 1.008 2,355,481.02 2,355,481.02
PUR 11/15/10 60 COGECO CABLE INC COMMO 5,000.00 148.85 195,225.00 195,225.00
253153 11/18/10 CAD 39.015 1.008 193,723.64 193,723.64
PUR 11/15/10 60 CRESCENT POINT ENERGY 60,000.00 1,786.16 2,427,420.00 2,427,420.00
253818 11/18/10 CAD 40.427 1.008 2,408,752.17 2,408,752.17
PUR 11/15/10 60 CRESCENT POINT ENERGY 477.00 18,400.00 18,400.00
253818 11/15/10 CAD 27599 38.574 1.010 18,222.33 18,222.33
PUR 11/15/10 60 GREAT-WEST LIFE CO. IN 40,000.00 1,190.77 1,029,252.00 1,029,252.00
230653 11/18/10 CAD 25.701 1.008 1,021,336.64 1,021,336.64
PUR 11/15/10 60 NEXEN INC 80,000.00 2,381.54 1,809,232.00 1,809,232.00
230231 11/18/10 CAD 22.585 1.008 1,795,318.28 1,795,318.28
PUR 11/15/10 60 POWER FINANCIAL CORP 40,000.00 1,190.77 1,214,192.00 1,214,192.00
230240 11/18/10 CAD 30.325 1.008 1,204,854.38 1,204,854.38
PUR 11/15/10 60 ROYAL BANK OF CANADA 20,000.00 595.39 1,071,284.00 1,071,284.00
230244 11/18/10 CAD 53.534 1.008 1,063,045.40 1,063,045.40
PUR 11/15/10 60 TIM HORTON COM 15,000.00 446.54 593,079.00 593,079.00
250848 11/18/10 CAD 39.509 1.008 588,517.99 588,517.99
PUR 11/15/10 60 TORONTO DOMINION BK ON 30,000.00 893.08 2,208,780.00 2,208,780.00
242764 11/18/10 CAD 73.596 1.008 2,191,793.60 2,191,793.60
PUR 11/16/10 60 COGECO CABLE INC COMMO 15,000.00 439.86 595,072.50 595,072.50
253153 11/19/10 CAD 39.642 1.023 581,665.12 581,665.12
PUR 11/16/10 60 ROYAL BANK OF CANADA 40,000.00 1,172.96 2,114,460.00 2,114,460.00
230244 11/19/10 CAD 52.832 1.023 2,066,819.80 2,066,819.80
PUR 11/16/10 60 SUNCOR ENERGY INC 60,000.00 1,759.44 2,017,896.00 2,017,896.00
248036 11/19/10 CAD 33.602 1.023 1,972,431.45 1,972,431.45
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: 5
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/16/10 60 TALISMAN ENERGY INC 80,000.00 2,345.93 1,549,504.00 1,549,504.00
230249 11/19/10 CAD 19.339 1.023 1,514,592.64 1,514,592.64
PUR 11/16/10 60 TECK RESOURCES LTD. 30,000.00 879.72 1,438,056.00 1,438,056.00
241893 11/19/10 CAD 47.905 1.023 1,405,655.64 1,405,655.64
PUR 11/16/10 60 TIM HORTON COM 15,000.00 439.86 593,659.50 593,659.50
250848 11/19/10 CAD 39.547 1.023 580,283.95 580,283.95
PUR 11/24/10 60 ROYAL BANK OF CANADA 8,066.00 443,888.00 443,888.00
230244 11/29/10 CAD 27605 55.032 1.010 439,340.82 439,340.82
PUR 11/29/10 60 SHAW COMMUNICATIONS IN 1,093.00 22,723.70 22,723.70
239707 12/07/10 CAD 27608 20.790 1.024 22,187.86 22,187.86
---------------- --------- ---------------- ------------ ---------------- --------------
2,620,434.00 74,280.15 82,504,509.18 82,504,509.18
82,030,157.26 82,030,157.26
56 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 11/05/10 60 CNP ASSURANCES EUR 4.0 76,000.00 2,366.93 1,126,228.40 1,126,228.40
245379 11/10/10 EUR 14.797 .713 1,580,323.21 1,580,323.21
PUR 11/08/10 60 CNP ASSURANCES EUR 4.0 91,955.00 2,866.30 1,376,734.09 1,376,734.09
245379 11/11/10 EUR 14.949 .719 1,913,728.11 1,913,728.11
PUR 11/09/10 60 CNP ASSURANCES EUR 4.0 67,000.00 2,098.88 1,007,259.03 1,007,259.03
245379 11/12/10 EUR 15.011 .719 1,401,349.28 1,401,349.28
PUR 11/10/10 60 CNP ASSURANCES EUR 4.0 115,045.00 3,507.32 1,709,471.53 1,709,471.53
245379 11/15/10 EUR 14.837 .730 2,341,719.37 2,341,719.37
PUR 11/11/10 60 CNP ASSURANCES EUR 4.0 175,000.00 5,208.69 2,544,110.45 2,544,110.45
245379 11/16/10 EUR 14.516 .732 3,477,670.13 3,477,670.13
PUR 11/12/10 60 CNP ASSURANCES EUR 4.0 125,000.00 3,650.63 1,778,801.71 1,778,801.71
245379 11/17/10 EUR 14.209 .730 2,437,402.49 2,437,402.49
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 6
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/15/10 60 CNP ASSURANCES EUR 4.0 90,000.00 2,635.47 1,294,311.56 1,294,311.56
245379 11/18/10 EUR 14.360 .736 1,759,615.48 1,759,615.48
PUR 11/16/10 60 CNP ASSURANCES EUR 4.0 25,000.00 723.02 356,158.44 356,158.44
245379 11/19/10 EUR 14.225 .738 482,736.88 482,736.88
PUR 11/16/10 60 CNP ASSURANCES EUR 4.0 105,000.00 3,032.43 1,493,772.80 1,493,772.80
245379 11/19/10 EUR 14.205 .738 2,024,658.51 2,024,658.51
PUR 11/17/10 60 CNP ASSURANCES EUR 4.0 95,000.00 2,704.29 1,333,355.54 1,333,355.54
245379 11/22/10 EUR 14.014 .738 1,805,562.49 1,805,562.49
PUR 11/18/10 60 CNP ASSURANCES EUR 4.0 35,000.00 996.74 489,259.29 489,259.29
245379 11/23/10 EUR 13.958 .735 665,490.49 665,490.49
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 29,790.70 14,509,462.84 14,509,462.84
19,890,256.44 19,890,256.44
11 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
PUR 11/05/10 60 ALL NIPPON AIRWAYS CO 3,000,000.00 13,411.46 910,276,122.00 910,276,122.00
254108 11/10/10 JPY 303.062 81.350 11,189,626.58 11,189,626.58
PUR 11/05/10 60 NITORI HOLDINGS CO LTD 60,000.00 6,325.93 429,357,612.00 429,357,612.00
245307 11/10/10 JPY 7147.38 81.350 5,277,905.49 5,277,905.49
PUR 11/08/10 60 NITORI HOLDINGS CO LTD 41,050.00 4,336.53 293,682,497.00 293,682,497.00
245307 11/11/10 JPY 7145.68 81.170 3,618,116.26 3,618,116.26
PUR 11/09/10 60 NITORI HOLDINGS CO LTD 18,950.00 2,019.50 136,176,716.00 136,176,716.00
245307 11/12/10 JPY 7177.49 80.820 1,684,938.33 1,684,938.33
PUR 11/11/10 60 ALL NIPPON AIRWAYS CO 2,600,000.00 11,531.52 793,551,240.00 793,551,240.00
254108 11/16/10 JPY 304.846 82.480 9,621,135.31 9,621,135.31
PUR 11/11/10 60 JAPAN TOBACCO INC JPY 5,000.00 8,723.471,439,744,712.00 1,439,744,712.00
233920 11/16/10 JPY 287805. 82.480 17,455,682.74 17,455,682.74
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/11/10 60 NITORI HOLDINGS CO LTD 74,550.00 3,237.37 534,304,363.00 534,304,363.00
245307 11/16/10 JPY 7163.47 82.480 6,477,986.94 6,477,986.94
PUR 11/11/10 60 RAKUTEN INC COMMON STO 7,500.00 2,820.76 465,546,072.00 465,546,072.00
254397 11/16/10 JPY 62041.7 82.480 5,644,351.02 5,644,351.02
PUR 11/12/10 60 ALL NIPPON AIRWAYS CO 1,045,000.00 4,648.44 319,459,848.00 319,459,848.00
254108 11/17/10 JPY 305.337 82.370 3,878,351.92 3,878,351.92
PUR 11/12/10 60 NITORI HOLDINGS CO LTD 75,450.00 3,361.79 554,099,347.00 554,099,347.00
245307 11/17/10 JPY 7340.25 82.370 6,726,955.77 6,726,955.77
PUR 11/12/10 60 RAKUTEN INC COMMON STO 7,500.00 2,835.66 467,380,173.00 467,380,173.00
254397 11/17/10 JPY 62286.2 82.370 5,674,155.31 5,674,155.31
PUR 11/15/10 60 ALL NIPPON AIRWAYS CO 355,000.00 1,571.56 108,803,399.00 108,803,399.00
254108 11/18/10 JPY 306.121 82.980 1,311,200.28 1,311,200.28
PUR 11/18/10 60 HONDA MOTOR CO LTD 300,000.00 5,578.13 933,633,593.00 933,633,593.00
9605 11/24/10 JPY 3110.55 83.645 11,161,857.77 11,161,857.77
PUR 11/18/10 60 MITSUBISHI UFJ FINANCI 1,873,400.00 10,949.90 764,169,413.00 764,169,413.00
219545 11/24/10 JPY 407.416 83.645 9,135,864.82 9,135,864.82
PUR 11/18/10 60 NISSAN MOTOR CO LTD NP 1,000,000.00 11,384.41 794,493,249.00 794,493,249.00
245070 11/24/10 JPY 793.541 83.645 9,498,394.99 9,498,394.99
PUR 11/18/10 60 NITORI HOLDINGS CO LTD 40,500.00 4,161.26 290,405,570.00 290,405,570.00
245307 11/24/10 JPY 7161.91 83.645 3,471,882.00 3,471,882.00
PUR 11/18/10 60 RAKUTEN INC COMMON STO 7,000.00 6,176.34 431,033,120.00 431,033,120.00
254397 11/24/10 JPY 61502.3 83.645 5,153,124.75 5,153,124.75
PUR 11/18/10 60 SUMITOMO MITSUI FINANC 208,500.00 7,882.35 550,092,118.00 550,092,118.00
231251 11/24/10 JPY 2635.16 83.645 6,576,509.27 6,576,509.27
PUR 11/18/10 60 TOKIO MARINE HOLDINGS 500,000.00 7,219.801,208,405,300.00 1,208,405,300.00
245267 11/24/10 JPY 2415.60 83.645 14,446,832.45 14,446,832.45
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: 8
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/19/10 60 NITORI HOLDINGS CO LTD 56,250.00 5,780.77 402,534,963.00 402,534,963.00
245307 11/25/10 JPY 7147.60 83.460 4,823,088.46 4,823,088.46
PUR 11/19/10 60 RAKUTEN INC COMMON STO 6,404.00 5,641.11 392,810,207.00 392,810,207.00
254397 11/25/10 JPY 61264.7 83.460 4,706,568.50 4,706,568.50
PUR 11/22/10 60 NITORI HOLDINGS CO LTD 42,500.00 4,429.21 308,476,228.00 308,476,228.00
245307 11/26/10 JPY 7249.56 83.475 3,695,432.50 3,695,432.50
PUR 11/22/10 60 RAKUTEN INC COMMON STO 1,596.00 1,428.79 99,509,168.00 99,509,168.00
254397 11/26/10 JPY 62274.3 83.475 1,192,083.47 1,192,083.47
PUR 11/24/10 60 NITORI HOLDINGS CO LTD 10,750.00 1,148.03 79,854,711.00 79,854,711.00
245307 11/29/10 JPY 7419.44 83.370 957,835.08 957,835.08
---------------- --------- ---------------- ------------ ---------------- --------------
11,336,900.00 136,604.09 12707799741.00 12707799741.00
153,379,880.01 153,379,880.01
24 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
PUR 11/05/10 60 ARCELORMITTAL NPV 500,000.00 26,727.58 12,717,447.60 12,717,447.60
245408 11/10/10 EUR 25.397 .713 17,845,117.08 17,845,117.08
PUR 11/10/10 60 ARCELORMITTAL NPV 500,000.00 14,107.04 12,883,098.24 12,883,098.24
245408 11/15/10 EUR 25.746 .730 17,647,910.55 17,647,910.55
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 40,834.62 25,600,545.84 25,600,545.84
35,493,027.63 35,493,027.63
2 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
PUR 11/10/10 60 NORSKE SKOGSINDUST NOK 69,000.00 200.22 788,795.72 788,795.72
233089 11/15/10 NOK 11.415 5.901 133,679.46 133,679.46
PUR 11/11/10 60 NORSKE SKOGSINDUST NOK 381,000.00 1,106.58 4,382,768.41 4,382,768.41
233089 11/16/10 NOK 11.486 5.932 738,828.64 738,828.64
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 9
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/11/10 60 NORSKE SKOGSINDUST NOK 50,000.00 144.13 570,855.00 570,855.00
233089 11/16/10 NOK 11.400 5.932 96,232.33 96,232.33
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 1,450.93 5,742,419.13 5,742,419.13
968,740.43 968,740.43
3 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
PUR 11/05/10 60 VOLVO(AB) SER B NPV 250,000.00 5,442.52 23,983,170.88 23,983,170.88
254080 11/10/10 SEK 95.789 6.600 3,633,786.24 3,633,786.24
PUR 11/09/10 60 LINDAB INTERNATIONAL A 691,800.00 67,796,400.00 67,796,400.00
251508 11/12/10 SEK 98.000 6.672 10,160,645.64 10,160,645.64
PUR 11/10/10 60 SVENSKA CELLULOSA AB B 500,000.00 11,379.25 51,501,085.93 51,501,085.93
253596 11/15/10 SEK 102.848 6.779 7,597,543.16 7,597,543.16
PUR 11/10/10 60 VOLVO(AB) SER B NPV 1,000,000.00 14,290.07 96,964,267.40 96,964,267.40
254080 11/15/10 SEK 96.867 6.779 14,304,362.58 14,304,362.58
PUR 11/11/10 60 SVENSKA CELLULOSA AB B 383,956.00 8,706.35 39,677,966.07 39,677,966.07
253596 11/16/10 SEK 103.185 6.826 5,812,940.03 5,812,940.03
PUR 11/12/10 60 SVENSKA CELLULOSA AB B 116,044.00 2,607.47 11,890,479.52 11,890,479.52
253596 11/17/10 SEK 102.312 6.830 1,740,919.40 1,740,919.40
PUR 11/18/10 60 VOLVO(AB) SER B NPV 1,000,000.00 21,333.65 98,104,636.55 98,104,636.55
254080 11/23/10 SEK 97.958 6.888 14,243,763.97 14,243,763.97
---------------- --------- ---------------- ------------ ---------------- --------------
3,941,800.00 63,759.31 389,918,006.35 389,918,006.35
57,493,961.02 57,493,961.02
7 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
PUR 11/05/10 60 BANQUE CANTONALE VAUDO 2,125.00 1,582.44 1,012,374.97 1,012,374.97
249914 11/10/10 CHF 475.698 .958 1,056,538.27 1,056,538.27
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 10
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/05/10 60 UBS AG REG COMMON STOC 500,000.00 13,544.70 8,665,328.52 8,665,328.52
254079 11/10/10 CHF 17.305 .958 9,043,340.14 9,043,340.14
PUR 11/05/10 60 UBS AG REG COMMON STOC 1,000,000.00 26,885.10 17,199,961.30 17,199,961.30
254079 11/10/10 CHF 17.174 .958 17,950,283.14 17,950,283.14
PUR 11/08/10 60 BANQUE CANTONALE VAUDO 1,028.00 762.75 491,972.61 491,972.61
249914 11/11/10 CHF 477.856 .966 509,262.06 509,262.06
PUR 11/09/10 60 BANQUE CANTONALE VAUDO 1,517.00 1,133.00 727,304.53 727,304.53
249914 11/12/10 CHF 478.718 .961 756,466.31 756,466.31
PUR 11/10/10 60 BANQUE CANTONALE VAUDO 1,012.00 747.46 486,302.86 486,302.86
249914 11/15/10 CHF 479.817 .974 499,053.68 499,053.68
PUR 11/10/10 60 UBS AG REG COMMON STOC 500,000.00 13,274.80 8,636,685.63 8,636,685.63
254079 11/15/10 CHF 17.248 .974 8,863,138.83 8,863,138.83
PUR 11/11/10 60 BANQUE CANTONALE VAUDO 3,018.00 2,218.43 1,441,405.64 1,441,405.64
249914 11/16/10 CHF 476.888 .973 1,481,175.19 1,481,175.19
PUR 11/12/10 60 BANQUE CANTONALE VAUDO 1,300.00 956.44 623,964.09 623,964.09
249914 11/17/10 CHF 479.254 .977 638,587.75 638,587.75
PUR 11/18/10 60 UBS AG REG COMMON STOC 1,000,000.00 13,448.95 16,748,087.76 16,748,087.76
254079 11/23/10 CHF 16.735 .995 16,824,639.87 16,824,639.87
---------------- --------- ---------------- ------------ ---------------- --------------
3,010,000.00 74,554.07 56,033,387.91 56,033,387.91
57,622,485.24 57,622,485.24
10 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
PUR 11/05/10 60 BARCLAYS PLC 25P 4,000,000.00 116,319.96 11,646,564.76 11,646,564.76
246634 11/10/10 UKP 2.894 .617 18,877,341.74 18,877,341.74
PUR 11/10/10 60 BRITISH LAND CO PLC 200,000.00 9,961.76 1,008,636.00 1,008,636.00
251352 11/15/10 UKP 5.012 .624 1,616,440.11 1,616,440.11
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: 11
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/10/10 60 DIAGEO PLC 1,000,000.00 114,187.50 11,563,251.40 11,563,251.40
248467 11/15/10 UKP 11.492 .624 18,531,267.37 18,531,267.37
PUR 11/10/10 60 RECKITT BENCKISER GROU 135,000.00 47,953.80 4,855,970.00 4,855,970.00
252786 11/15/10 UKP 35.749 .624 7,782,177.81 7,782,177.81
PUR 11/10/10 60 RECKITT BENCKISER GROU 115,000.00 40,862.44 4,137,851.58 4,137,851.58
252786 11/15/10 UKP 35.760 .624 6,631,321.18 6,631,321.18
PUR 11/11/10 60 BRITISH LAND CO PLC 1,000,000.00 50,864.53 5,110,390.17 5,110,390.17
251352 11/16/10 UKP 5.079 .619 8,254,560.53 8,254,560.53
PUR 11/11/10 60 BRITISH LAND CO PLC 100,000.00 5,089.01 511,150.60 511,150.60
251352 11/16/10 UKP 5.080 .619 825,636.29 825,636.29
PUR 11/12/10 60 BRITISH LAND CO PLC 700,000.00 35,251.53 3,541,915.56 3,541,915.56
251352 11/17/10 UKP 5.029 .619 5,720,720.68 5,720,720.68
PUR 11/18/10 60 BARCLAYS PLC 25P 2,000,000.00 55,137.43 5,595,479.20 5,595,479.20
246634 11/23/10 UKP 2.781 .625 8,948,013.54 8,948,013.54
PUR 11/18/10 60 CAIRN ENERGY PLC COMMO 1,150,000.00 42,017.76 4,264,025.05 4,264,025.05
254483 11/23/10 UKP 3.685 .625 6,818,817.92 6,818,817.92
PUR 11/18/10 60 CAIRN ENERGY PLC COMMO 600,000.00 22,371.62 2,270,229.69 2,270,229.69
254483 11/23/10 UKP 3.760 .625 3,630,439.01 3,630,439.01
PUR 11/18/10 60 GLAXOSMITHKLINE PLC CO 1,000,000.00 124,531.64 12,637,973.62 12,637,973.62
253154 11/23/10 UKP 12.560 .625 20,210,022.23 20,210,022.23
---------------- --------- ---------------- ------------ ---------------- --------------
12,000,000.00 664,548.98 67,143,437.63 67,143,437.63
107,846,758.41 107,846,758.41
12 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
PUR 11/05/10 60 DEUTSCHE BANK AG REGIS 100,000.00 7,112.31 4,228,938.63 4,228,938.63
253817 11/09/10 EUR 42.239 .713 5,934,044.89 5,934,044.89
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: 12
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/05/10 60 DEUTSCHE BANK AG REGIS 150,000.00 13,260.08 6,309,374.88 6,309,374.88
253817 11/09/10 EUR 41.999 .713 8,853,312.15 8,853,312.15
PUR 11/05/10 60 DEUTSCHE BANK AG REGIS 250,000.00 22,208.37 10,567,126.94 10,567,126.94
253817 11/09/10 EUR 42.205 .713 14,827,788.04 14,827,788.04
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 42,580.76 21,105,440.45 21,105,440.45
29,615,145.08 29,615,145.08
3 TRANSACTIONS IN COUNTRY: GERMANY (1100)
PUR 11/05/10 60 ERSTE GROUP BANK AG CO 250,000.00 17,681.16 8,413,000.59 8,413,000.59
254078 11/10/10 EUR 33.602 .713 11,805,118.86 11,805,118.86
PUR 11/10/10 60 ERSTE GROUP BANK AG CO 250,000.00 16,625.74 8,103,411.91 8,103,411.91
254078 11/15/10 EUR 32.365 .730 11,100,457.82 11,100,457.82
PUR 11/17/10 60 ERSTE GROUP BANK AG CO 60,553.00 3,935.27 1,940,293.26 1,940,293.26
254078 11/22/10 EUR 31.995 .738 2,627,446.79 2,627,446.79
PUR 11/17/10 60 ERSTE GROUP BANK AG CO 25,000.00 1,620.66 799,071.81 799,071.81
254078 11/22/10 EUR 31.915 .738 1,082,062.55 1,082,062.55
PUR 11/18/10 60 ERSTE GROUP BANK AG CO 164,447.00 10,964.60 5,382,073.87 5,382,073.87
254078 11/23/10 EUR 32.679 .735 7,320,696.90 7,320,696.90
---------------- --------- ---------------- ------------ ---------------- --------------
750,000.00 50,827.43 24,637,851.44 24,637,851.44
33,935,782.92 33,935,782.92
5 TRANSACTIONS IN COUNTRY: AUSTRIA (1300)
PUR 11/05/10 60 BANCO SANTANDER SA EUR 1,000,000.00 17,901.74 8,517,957.80 8,517,957.80
252341 11/10/10 EUR 8.505 .713 11,952,394.77 11,952,394.77
PUR 11/05/10 60 BANCO SANTANDER SA EUR 1,000,000.00 18,262.50 8,689,614.90 8,689,614.90
252341 11/10/10 EUR 8.677 .713 12,193,263.94 12,193,263.94
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 13
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/10/10 60 BANCO SANTANDER SA EUR 1,000,000.00 17,237.09 8,401,383.19 8,401,383.19
252341 11/15/10 EUR 8.389 .730 11,508,633.74 11,508,633.74
PUR 11/17/10 60 BANCO SANTANDER SA EUR 1,000,000.00 17,417.14 8,587,562.05 8,587,562.05
252341 11/22/10 EUR 8.575 .738 11,628,841.28 11,628,841.28
---------------- --------- ---------------- ------------ ---------------- --------------
4,000,000.00 70,818.47 34,196,517.94 34,196,517.94
47,283,133.73 47,283,133.73
4 TRANSACTIONS IN COUNTRY: SPAIN (1500)
PUR 11/10/10 60 BENETTON GROUP SPA 100,000.00 1,109.89 540,960.23 540,960.23
237715 11/15/10 EUR 5.402 .730 741,034.31 741,034.31
PUR 11/11/10 60 BENETTON GROUP SPA 300,000.00 3,320.16 1,621,678.87 1,621,678.87
237715 11/16/10 EUR 5.397 .732 2,216,752.88 2,216,752.88
PUR 11/11/10 60 BENETTON GROUP SPA 50,000.00 552.14 269,683.92 269,683.92
237715 11/16/10 EUR 5.386 .732 368,644.26 368,644.26
PUR 11/12/10 60 BENETTON GROUP SPA 50,000.00 547.66 266,854.68 266,854.68
237715 11/17/10 EUR 5.329 .730 365,657.54 365,657.54
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 5,529.85 2,699,177.70 2,699,177.70
3,692,088.99 3,692,088.99
4 TRANSACTIONS IN COUNTRY: ITALY (1700)
PUR 11/05/10 60 BHP BILLITON LTD 500,000.00 13,697.62 22,531,010.50 22,531,010.50
246633 11/10/10 AUD 45.035 .986 22,843,069.67 22,843,069.67
PUR 11/05/10 60 WOODSIDE PETROLEUM LTD 250,000.00 23,450.05 11,587,979.69 11,587,979.69
253795 11/10/10 AUD 46.259 .986 11,748,475.62 11,748,475.62
---------------- --------- ---------------- ------------ ---------------- --------------
750,000.00 37,147.67 34,118,990.19 34,118,990.19
34,591,545.29 34,591,545.29
2 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
---------------- --------- ---------------- ------------ ---------------- --------------
41,909,134.00 1292727.03 13466009487.60 13466009487.60
663,842,962.45 663,842,962.45
143 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 14
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
UNIT TRUST (2230)
--------------------------------
PUR 11/15/10 60 PROVIDENT ENERGY TRUST 971.00 7,200.00 7,200.00
253657 11/15/10 CAD 27598 7.415 1.008 7,144.63 7,144.63
PUR 11/19/10 60 ENERPLUS RESOURCES FUN 1,224.00 32,988.96 32,988.96
251755 11/29/10 CAD 27604 26.952 1.021 32,308.86 32,308.86
---------------- --------- ---------------- ------------ ---------------- --------------
2,195.00 40,188.96 40,188.96
39,453.49 39,453.49
2 TRANSACTIONS IN COUNTRY: CANADA ( 300)
---------------- --------- ---------------- ------------ ---------------- --------------
2,195.00 40,188.96 40,188.96
39,453.49 39,453.49
2 TRANSACTIONS IN CATEGORY: UNIT TRUST (2230)
---------------- --------- ---------------- ------------ ---------------- --------------
41,911,329.00 1292727.03 13466049676.56 13466049676.56
663,882,415.94 663,882,415.94
145 "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: 15
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-INTERNATIONAL (1600)
--------------------------------
SALE 11/04/10 60 ISHARES S+P/TSX 60 IND 600,000.00 5,985.93 11,136,000.00 10,742,932.73 393,067.27
251354 11/09/10 CAD 18.570 1.002 11,109,891.75 10,691,667.44 418,224.31
SALE 11/04/10 60 ISHARES S+P/TSX 60 IND 600,000.00 5,985.93 11,118,240.00 10,742,932.73 375,307.27
251354 11/09/10 CAD 18.540 1.002 11,092,173.39 10,691,667.44 400,505.95
SALE 11/08/10 60 ISHARES S+P/TSX 60 IND 80,000.00 2,390.80 1,491,360.00 1,432,391.03 58,968.97
251354 11/12/10 CAD 18.672 1.004 1,485,640.28 1,425,555.66 60,084.62
SALE 11/09/10 60 ISHARES S+P/TSX 60 IND 600,000.00 6,008.71 11,171,280.00 10,742,932.73 428,347.27
251354 11/15/10 CAD 18.629 .999 11,187,501.88 10,691,667.44 495,834.44
SALE 11/11/10 60 ISHARES S+P/TSX 60 IND 600,000.00 5,971.04 11,142,600.00 10,742,932.73 399,667.27
251354 11/16/10 CAD 18.581 1.005 11,088,819.23 10,691,667.44 397,151.79
SALE 11/12/10 60 ISHARES S+P/TSX 60 IND 600,000.00 5,942.06 11,020,020.00 10,742,932.72 277,087.28
251354 11/17/10 CAD 18.377 1.010 10,913,612.28 10,691,667.43 221,944.85
SALE 11/15/10 60 ISHARES S+P/TSX 60 IND 600,000.00 5,953.86 11,085,000.00 10,742,932.73 342,067.27
251354 11/18/10 CAD 18.485 1.008 10,999,751.92 10,691,667.44 308,084.48
SALE 11/16/10 60 ISHARES S+P/TSX 60 IND 600,000.00 5,864.82 10,863,000.00 10,742,932.72 120,067.28
251354 11/19/10 CAD 18.115 1.023 10,618,249.35 10,691,667.43 -73,418.08
---------------- --------- ---------------- ------------ ---------------- --------------
4,280,000.00 44,103.15 79,027,500.00 76,632,920.12 2,394,579.88
78,495,640.08 76,267,227.72 2,228,412.36
8 TRANSACTIONS IN COUNTRY: CANADA ( 300)
---------------- --------- ---------------- ------------ ---------------- --------------
4,280,000.00 44,103.15 79,027,500.00 76,632,920.12 2,394,579.88
78,495,640.08 76,267,227.72 2,228,412.36
8 TRANSACTIONS IN CATEGORY: ETF-INTERNATIONAL (1600)
DEV MKT COMMON STOCK (2220)
--------------------------------
SALE 11/02/10 60 ACCOR SA COMMON STOCK 48,318.00 3,024.16 1,435,304.31 1,235,755.90 199,548.41
252752 11/05/10 EUR 29.750 .713 2,013,086.23 1,632,563.00 380,523.23
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: 16
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/03/10 60 ACCOR SA COMMON STOCK 150,000.00 9,401.91 4,465,916.05 3,836,321.56 629,594.48
252752 11/08/10 EUR 29.817 .714 6,258,536.00 5,068,182.67 1,190,353.33
SALE 11/03/10 60 ACCOR SA COMMON STOCK 198,297.00 12,420.13 5,899,574.91 5,071,540.38 828,034.53
252752 11/08/10 EUR 29.796 .714 8,267,665.93 6,700,036.13 1,567,629.80
SALE 11/03/10 60 SOCIETE GENERALE EUR 1 201,120.00 18,242.76 8,665,330.58 6,742,997.59 1,922,332.99
245186 11/08/10 EUR 43.150 .714 12,143,596.69 8,882,740.67 3,260,856.02
SALE 11/04/10 60 ACCOR SA COMMON STOCK 100,000.00 6,456.45 3,021,431.04 2,557,547.71 463,883.33
252752 11/09/10 EUR 30.260 .703 4,297,837.08 3,378,788.45 919,048.63
SALE 11/04/10 60 SOCIETE GENERALE EUR 1 48,880.00 4,594.16 2,149,934.25 1,638,811.27 511,122.98
245186 11/09/10 EUR 44.050 .703 3,058,175.75 2,158,852.25 899,323.50
SALE 11/05/10 60 ACCOR SA COMMON STOCK 250,000.00 16,274.15 7,720,327.11 6,393,869.28 1,326,457.83
252752 11/10/10 EUR 30.928 .713 10,833,159.72 8,446,971.14 2,386,188.58
SALE 11/05/10 60 VINCI SA 250,000.00 20,719.55 9,829,184.07 9,654,356.99 174,827.08
249596 11/10/10 EUR 39.376 .713 13,792,306.92 14,005,830.78 -213,523.86
SALE 11/10/10 60 VINCI SA 250,000.00 20,580.16 10,000,751.34 9,654,356.99 346,394.35
249596 11/15/10 EUR 40.063 .730 13,699,528.00 14,005,830.78 -306,302.78
SALE 11/17/10 60 AXA 1,000,000.00 25,775.42 12,670,565.60 14,183,946.59 -1,513,380.99
226044 11/22/10 EUR 12.690 .738 17,157,837.75 18,419,253.78 -1,261,416.03
SALE 11/17/10 60 VINCI SA 150,000.00 12,107.42 5,951,714.01 5,792,614.19 159,099.82
249596 11/22/10 EUR 39.738 .738 8,059,509.46 8,403,498.46 -343,989.00
SALE 11/18/10 60 VINCI SA 350,000.00 28,808.27 14,098,450.56 13,516,099.78 582,350.78
249596 11/23/10 EUR 40.342 .735 19,176,712.51 19,608,163.09 -431,450.58
---------------- --------- ---------------- ------------ ---------------- --------------
2,996,615.00 178,404.54 85,908,483.83 80,278,218.23 5,630,265.59
118,757,952.04 110,710,711.20 8,047,240.84
12 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 17
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/11/10 60 FAST RETAILING CO LTD 154,800.00 27,795.271,908,169,448.00 1,954,096,488.52 -45,927,040.52
241347 11/16/10 JPY 12341.4 82.480 23,134,935.11 22,220,399.41 914,535.70
SALE 11/12/10 60 FAST RETAILING CO LTD 195,200.00 34,647.522,375,410,082.00 2,464,080,326.61 -88,670,244.61
241347 11/17/10 JPY 12183.7 82.370 28,838,291.64 28,019,521.73 818,769.91
SALE 11/18/10 60 FAST RETAILING CO LTD 150,000.00 11,692.181,955,006,003.00 1,893,504,349.34 61,501,653.66
241347 11/24/10 JPY 13039.8 83.645 23,372,658.29 21,531,394.77 1,841,263.52
SALE 11/30/10 60 MARUBENI CORP JPY 50.0 1,884,700.00 6,146.971,029,349,605.00 892,861,377.65 136,488,227.35
237450 12/03/10 JPY 546.434 83.770 12,287,807.15 9,298,192.55 2,989,614.60
---------------- --------- ---------------- ------------ ---------------- --------------
2,384,700.00 80,281.947,267,935,138.00 7,204,542,542.12 63,392,595.88
87,633,692.19 81,069,508.46 6,564,183.73
4 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
SALE 11/10/10 60 STOREBRAND ASA 246,144.00 2,635.87 10,353,361.09 9,631,077.26 722,283.83
202782 11/15/10 NOK 42.125 5.901 1,754,613.66 1,590,376.77 164,236.89
SALE 11/11/10 60 STOREBRAND ASA 278,196.00 2,957.13 11,677,011.24 10,885,202.03 791,809.21
202782 11/16/10 NOK 42.037 5.932 1,968,461.36 1,797,470.00 170,991.36
---------------- --------- ---------------- ------------ ---------------- --------------
524,340.00 5,593.00 22,030,372.33 20,516,279.29 1,514,093.04
3,723,075.02 3,387,846.77 335,228.25
2 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
SALE 11/05/10 60 ATLAS COPCO AB NPV RFD 258,000.00 8,549.12 37,559,975.39 29,877,130.55 7,682,844.84
251445 11/10/10 SEK 145.800 6.600 5,690,862.25 4,049,441.50 1,641,420.75
SALE 11/05/10 60 ATLAS COPCO AB NPV RFD 742,000.00 24,582.36 108,000,950.20 85,925,701.04 22,075,249.16
251445 11/10/10 SEK 145.773 6.600 16,363,656.37 11,646,068.19 4,717,588.18
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 33,131.48 145,560,925.59 115,802,831.59 29,758,094.00
22,054,518.62 15,695,509.69 6,359,008.93
2 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: 18
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/01/10 60 BASILEA PHARMACEUTICA- 8,520.00 893.68 591,115.67 1,065,470.19 -474,354.52
240259 11/04/10 CHF 69.484 .994 594,893.24 1,007,412.97 -412,519.73
SALE 11/01/10 60 GAM HOLDING LTD 1,000.00 23.78 15,726.37 13,114.18 2,612.19
248834 11/04/10 CHF 15.750 .994 15,826.87 12,965.48 2,861.39
SALE 11/02/10 60 BASILEA PHARMACEUTICA- 12,861.00 1,376.61 896,525.90 1,608,334.75 -711,808.85
240259 11/05/10 CHF 69.814 .978 916,365.21 1,520,696.97 -604,331.76
SALE 11/02/10 60 BASILEA PHARMACEUTICA- 5,318.00 566.85 369,167.14 665,043.48 -295,876.34
240259 11/05/10 CHF 69.523 .978 377,336.47 628,805.42 -251,468.95
SALE 11/02/10 60 GAM HOLDING LTD 31,000.00 748.59 487,517.62 406,539.43 80,978.19
248834 11/05/10 CHF 15.750 .978 498,305.94 401,929.62 96,376.32
SALE 11/03/10 60 BASILEA PHARMACEUTICA- 260.00 27.52 17,948.14 32,514.35 -14,566.21
240259 11/08/10 CHF 69.135 .980 18,322.84 30,742.65 -12,419.81
SALE 11/03/10 60 GAM HOLDING LTD 22,558.00 544.06 354,755.57 295,829.56 58,926.01
248834 11/08/10 CHF 15.750 .980 362,161.78 292,475.10 69,686.68
SALE 11/04/10 60 BASILEA PHARMACEUTICA- 250.00 26.93 17,261.57 31,263.80 -14,002.23
240259 11/09/10 CHF 69.150 .963 17,927.58 29,560.24 -11,632.66
SALE 11/04/10 60 GAM HOLDING LTD 262,645.00 6,260.92 4,012,860.39 3,444,372.49 568,487.90
248834 11/09/10 CHF 15.302 .963 4,167,690.08 3,405,316.22 762,373.86
SALE 11/05/10 60 GAM HOLDING LTD 226,000.00 5,497.31 3,506,410.87 2,963,803.55 542,607.32
248834 11/10/10 CHF 15.538 .958 3,659,372.65 2,930,196.52 729,176.13
SALE 11/05/10 60 GAM HOLDING LTD 100,000.00 2,426.42 1,547,675.00 1,311,417.50 236,257.50
248834 11/10/10 CHF 15.500 .958 1,615,189.94 1,296,547.13 318,642.81
SALE 11/08/10 60 GAM HOLDING LTD 114,000.00 2,761.33 1,775,721.02 1,495,015.95 280,705.07
248834 11/11/10 CHF 15.600 .966 1,838,125.38 1,478,063.73 360,061.65
SALE 11/18/10 60 GAM HOLDING LTD 100,000.00 2,260.39 1,497,819.89 1,311,417.50 186,402.39
248834 11/23/10 CHF 15.001 .995 1,504,666.12 1,296,547.13 208,118.99
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: 19
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/18/10 60 ROCHE HLDG AG 86,000.00 18,862.61 12,499,082.21 15,177,451.41 -2,678,369.20
234737 11/23/10 CHF 145.557 .995 12,556,212.98 13,346,052.99 -789,840.01
SALE 11/19/10 60 GAM HOLDING LTD 4,861.00 109.47 72,805.63 63,748.00 9,057.63
248834 11/24/10 CHF 15.000 .999 72,874.86 63,025.15 9,849.71
SALE 11/26/10 60 GAM HOLDING LTD 95,139.00 1,706.70 1,425,372.50 1,247,669.50 177,703.00
248834 12/01/10 CHF 15.000 1.003 1,420,542.65 1,233,521.98 187,020.67
SALE 11/29/10 60 BASILEA PHARMACEUTICA- 15,500.00 1,633.95 1,089,570.93 1,938,355.39 -848,784.46
240259 12/02/10 CHF 70.400 1.002 1,087,667.51 1,832,734.86 -745,067.35
SALE 11/29/10 60 GAM HOLDING LTD 167,730.00 3,773.41 2,516,229.06 2,199,640.57 316,588.49
248834 12/02/10 CHF 15.024 1.002 2,511,833.35 2,174,698.50 337,134.85
SALE 11/29/10 60 GAM HOLDING LTD 40,000.00 901.42 601,097.00 524,567.00 76,530.00
248834 12/02/10 CHF 15.050 1.002 600,046.92 518,618.85 81,428.07
SALE 11/30/10 60 GAM HOLDING LTD 2,649.00 59.80 39,675.40 34,739.45 4,935.95
248834 12/03/10 CHF 15.000 .997 39,806.76 34,345.53 5,461.23
---------------- --------- ---------------- ------------ ---------------- --------------
1,296,291.00 50,461.75 33,334,337.88 35,830,308.05 -2,495,970.17
33,875,169.13 33,534,257.04 340,912.09
20 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
SALE 11/04/10 60 BAYER AG ORD NPV 125,000.00 14,789.61 6,921,115.23 6,350,303.33 570,811.90
237060 11/08/10 EUR 55.452 .703 9,844,946.07 9,278,189.20 566,756.87
SALE 11/04/10 60 BAYER AG ORD NPV 375,000.00 44,284.64 20,723,954.87 19,050,909.99 1,673,044.88
237060 11/08/10 EUR 55.347 .703 29,478,806.72 27,834,567.59 1,644,239.13
SALE 11/05/10 60 BAYER AG ORD NPV 400,000.00 46,915.14 22,256,165.60 20,320,970.66 1,935,194.94
237060 11/09/10 EUR 55.724 .713 31,229,842.13 29,690,205.44 1,539,636.69
SALE 11/17/10 60 BAYER AG ORD NPV 100,000.00 11,251.19 5,530,811.32 5,080,242.66 450,568.66
237060 11/19/10 EUR 55.391 .738 7,489,544.37 7,422,551.35 66,993.02
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 117,240.58 55,432,047.02 50,802,426.64 4,629,620.38
78,043,139.29 74,225,513.58 3,817,625.71
4 TRANSACTIONS IN COUNTRY: GERMANY (1100)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 20
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/08/10 60 VERBUND AG 19,952.00 1,137.81 544,876.64 755,536.63 -210,659.99
237093 11/11/10 EUR 27.350 .719 757,405.33 1,028,860.80 -271,455.47
SALE 11/08/10 60 VERBUND AG 25,000.00 1,429.17 684,396.86 946,692.84 -262,295.98
237093 11/11/10 EUR 27.417 .719 951,345.30 1,289,170.00 -337,824.70
SALE 11/09/10 60 VERBUND AG 14,311.00 815.08 389,989.95 541,924.85 -151,934.90
237093 11/12/10 EUR 27.292 .719 542,573.58 737,972.47 -195,398.89
SALE 11/18/10 60 VERBUND AG 35,000.00 1,957.01 957,739.73 1,325,369.98 -367,630.25
237093 11/23/10 EUR 27.405 .735 1,302,717.58 1,804,838.00 -502,120.42
SALE 11/19/10 60 VERBUND AG 23,000.00 1,290.92 629,011.27 870,957.42 -241,946.15
237093 11/24/10 EUR 27.389 .732 859,323.80 1,186,036.41 -326,712.61
SALE 11/22/10 60 VERBUND AG 27,831.00 1,555.15 760,686.36 1,053,896.34 -293,209.98
237093 11/25/10 EUR 27.373 .735 1,035,217.85 1,435,155.61 -399,937.76
SALE 11/23/10 60 VERBUND AG 53,169.00 2,855.06 1,414,759.39 2,013,388.48 -598,629.09
237093 11/26/10 EUR 26.649 .744 1,900,516.10 2,741,755.20 -841,239.10
SALE 11/24/10 60 VERBUND AG 30,822.00 1,627.45 808,882.56 1,167,158.67 -358,276.11
237093 11/29/10 EUR 26.283 .747 1,083,335.98 1,589,391.91 -506,055.93
---------------- --------- ---------------- ------------ ---------------- --------------
229,085.00 12,667.65 6,190,342.76 8,674,925.21 -2,484,582.45
8,432,435.52 11,813,180.40 -3,380,744.88
8 TRANSACTIONS IN COUNTRY: AUSTRIA (1300)
SALE 11/04/10 60 BANCO SANTANDER(EXP. 1 1,000,000.00 .01 .01
253948 11/04/10 EUR 27586 .725 .01 .01
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 .01 .01
.01 .01
1 TRANSACTION IN COUNTRY: SPAIN (1500)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 21
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/17/10 60 BULGARI SPA EURO 0.07 100,000.00 1,457.85 716,643.42 818,891.51 -102,248.09
233088 11/22/10 EUR 7.177 .738 970,442.20 1,040,053.95 -69,611.75
SALE 11/18/10 60 BULGARI SPA EURO 0.07 150,000.00 2,226.12 1,089,433.39 1,228,337.26 -138,903.87
233088 11/23/10 EUR 7.274 .735 1,481,847.30 1,560,080.92 -78,233.62
---------------- --------- ---------------- ------------ ---------------- --------------
250,000.00 3,683.97 1,806,076.81 2,047,228.77 -241,151.96
2,452,289.50 2,600,134.87 -147,845.37
2 TRANSACTIONS IN COUNTRY: ITALY (1700)
SALE 11/16/10 60 PARKWAY HLDGS SG 0.50 1,219,000.00 4,815,050.00 2,102,033.01 2,713,016.99
232179 11/30/10 SGD 27600 3.950 1.312 3,670,147.49 1,382,709.27 2,287,438.22
---------------- --------- ---------------- ------------ ---------------- --------------
1,219,000.00 4,815,050.00 2,102,033.01 2,713,016.99
3,670,147.49 1,382,709.27 2,287,438.22
1 TRANSACTION IN COUNTRY: SINGAPORE (1900)
SALE 11/18/10 60 OPAP(ORG OF FOOTB) 150,000.00 8,660.79 1,908,607.71 4,219,349.88 -2,310,742.17
235030 11/23/10 EUR 12.767 .735 2,596,088.21 5,777,335.75 -3,181,247.54
SALE 11/18/10 60 OPAP(ORG OF FOOTB) 122,000.00 7,623.24 1,551,200.90 3,431,737.90 -1,880,537.00
235030 11/23/10 EUR 12.761 .735 2,109,943.47 4,698,899.74 -2,588,956.27
SALE 11/18/10 60 OPAP(ORG OF FOOTB) 75,000.00 5,212.23 954,158.04 2,109,674.94 -1,155,516.90
235030 11/23/10 EUR 12.773 .735 1,297,845.77 2,888,667.88 -1,590,822.11
SALE 11/19/10 60 OPAP(ORG OF FOOTB) 102,500.00 3,179.11 1,270,860.29 2,883,222.41 -1,612,362.12
235030 11/24/10 EUR 12.421 .732 1,736,185.89 3,947,846.09 -2,211,660.20
SALE 11/19/10 60 OPAP(ORG OF FOOTB) 50,500.00 1,818.36 631,533.67 1,420,514.46 -788,980.79
235030 11/24/10 EUR 12.532 .732 862,769.77 1,945,036.37 -1,082,266.60
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 26,493.73 6,316,360.61 14,064,499.59 -7,748,138.98
8,602,833.11 19,257,785.83 -10,654,952.72
5 TRANSACTIONS IN COUNTRY: GREECE (2400)
---------------- --------- ---------------- ------------ ---------------- --------------
12,400,031.00 507,958.647,629,329,134.84 7,534,661,292.51 94,667,842.32
367,245,251.92 353,677,157.12 13,568,094.80
61 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 22
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
DEV MKT NON CONV PREF (2260)
--------------------------------
SALE 11/10/10 60 FRESENIUS SE CUM PFD R 43,000.00 5,717.77 2,778,497.89 2,192,211.29 586,286.60
250455 11/12/10 EUR 64.713 .730 3,806,125.00 3,127,173.39 678,951.61
SALE 11/10/10 60 FRESENIUS SE CUM PFD R 40,000.00 5,306.65 2,578,722.10 2,039,266.32 539,455.78
250455 11/12/10 EUR 64.565 .730 3,532,462.15 2,908,998.51 623,463.64
SALE 11/11/10 60 FRESENIUS SE CUM PFD R 67,000.00 8,792.22 4,281,568.00 3,415,771.08 865,796.92
250455 11/15/10 EUR 64.000 .732 5,852,686.60 4,872,572.49 980,114.11
SALE 11/17/10 60 FRESENIUS SE CUM PFD R 50,000.00 6,649.77 3,268,859.33 2,549,082.90 719,776.43
250455 11/22/10 EUR 65.475 .738 4,426,523.63 3,636,248.13 790,275.50
SALE 11/18/10 60 FRESENIUS SE CUM PFD R 100,000.00 13,501.55 6,607,503.85 5,098,165.79 1,509,338.06
250455 11/22/10 EUR 66.174 .735 8,987,526.76 7,272,496.25 1,715,030.51
---------------- --------- ---------------- ------------ ---------------- --------------
300,000.00 39,967.96 19,515,151.17 15,294,497.38 4,220,653.79
26,605,324.14 21,817,488.77 4,787,835.37
5 TRANSACTIONS IN COUNTRY: GERMANY (1100)
---------------- --------- ---------------- ------------ ---------------- --------------
300,000.00 39,967.96 19,515,151.17 15,294,497.38 4,220,653.79
26,605,324.14 21,817,488.77 4,787,835.37
5 TRANSACTIONS IN CATEGORY: DEV MKT NON CONV PREF (2260)
---------------- --------- ---------------- ------------ ---------------- --------------
16,980,031.00 592,029.757,727,871,786.01 7,626,588,710.01 101,283,075.99
472,346,216.14 451,761,873.61 20,584,342.53
74 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
---------------- --------- ---------------- ------------ ---------------- --------------
58,891,360.00 1884756.78 21193921462.57 21092638386.57 101,283,075.99
1,136,228,632.08 1,115,644,289.55 20,584,342.53
219 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: 23
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
PUR 11/15/10 60 ISHARES MSCI INDIA ISH 304,500.00 1,562.85 2,474,559.60 2,474,559.60
254405 11/19/10 USD 8.122 1.000 2,474,559.60 2,474,559.60
PUR 11/16/10 60 ISHARES MSCI INDIA ISH 21,300.00 147.54 173,725.50 173,725.50
254405 11/22/10 USD 8.149 1.000 173,725.50 173,725.50
PUR 11/18/10 60 ISHARES MSCI INDIA ISH 70,300.00 472.75 556,651.20 556,651.20
254405 11/23/10 USD 7.912 1.000 556,651.20 556,651.20
PUR 11/29/10 60 ISHARES MSCI INDIA ISH 62,000.00 398.11 468,770.91 468,770.91
254405 12/02/10 USD 7.554 1.000 468,770.91 468,770.91
PUR 11/30/10 60 ISHARES MSCI INDIA ISH 114,600.00 2,939.52 867,569.69 867,569.69
254405 12/03/10 USD 7.545 1.000 867,569.69 867,569.69
---------------- --------- ---------------- ------------ ---------------- --------------
572,700.00 5,520.77 4,541,276.90 4,541,276.90
4,541,276.90 4,541,276.90
5 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
---------------- --------- ---------------- ------------ ---------------- --------------
572,700.00 5,520.77 4,541,276.90 4,541,276.90
4,541,276.90 4,541,276.90
5 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
PUR 11/02/10 60 BANK PEKAO SA COMMON S 967.00 192.51 181,417.76 181,417.76
253748 11/05/10 PLN 187.048 2.819 64,361.07 64,361.07
PUR 11/03/10 60 BANK PEKAO SA COMMON S 2,767.00 563.63 528,725.64 528,725.64
253748 11/08/10 PLN 190.511 2.806 188,440.25 188,440.25
PUR 11/04/10 60 BANK PEKAO SA COMMON S 1,819.00 387.47 355,769.12 355,769.12
253748 11/09/10 PLN 195.000 2.746 129,542.53 129,542.53
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: 24
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/04/10 60 BANK PEKAO SA COMMON S 1,350.00 141.78 259,970.34 259,970.34
253748 11/09/10 PLN 192.282 2.746 94,660.31 94,660.31
PUR 11/05/10 60 BANK PEKAO SA COMMON S 869.00 178.72 166,738.42 166,738.42
253748 11/10/10 PLN 191.300 2.790 59,753.24 59,753.24
PUR 11/05/10 60 BANK PEKAO SA COMMON S 167.00 17.03 31,733.04 31,733.04
253748 11/10/10 PLN 189.734 2.790 11,372.02 11,372.02
PUR 11/24/10 60 EUROCASH SA COMMON STO 4,179.00 111.98 110,607.12 110,607.12
252861 11/29/10 PLN 26.388 2.954 37,439.37 37,439.37
PUR 11/25/10 60 EUROCASH SA COMMON STO 38,219.00 1,022.65 1,010,091.86 1,010,091.86
252861 11/30/10 PLN 26.350 2.954 341,905.65 341,905.65
---------------- --------- ---------------- ------------ ---------------- --------------
50,337.00 2,615.77 2,645,053.30 2,645,053.30
927,474.44 927,474.44
8 TRANSACTIONS IN COUNTRY: POLAND (2300)
PUR 11/15/10 60 YANZHOU COAL MINING CO 48,000.00 364.74 1,121,657.55 1,121,657.55
252788 11/17/10 HKD 23.309 7.753 144,680.54 144,680.54
PUR 11/16/10 60 GUANGZHOU AUTOMOBILE G 1,330,000.00 5,469.17 16,824,000.08 16,824,000.08
254431 11/18/10 HKD 12.618 7.755 2,169,467.06 2,169,467.06
---------------- --------- ---------------- ------------ ---------------- --------------
1,378,000.00 5,833.91 17,945,657.63 17,945,657.63
2,314,147.60 2,314,147.60
2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 11/09/10 60 OCI COMPANY LTD 1,241.00 929.06 414,783,774.00 414,783,774.00
247824 11/11/10 KRW 333400. 1113.35 372,554.70 372,554.70
PUR 11/15/10 60 SAMSUNG FIRE + MARINE 1,168.00 87.87 221,125,460.00 221,125,460.00
239491 11/17/10 KRW 189234. 1131.85 195,366.40 195,366.40
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 25
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/16/10 60 SAMSUNG C+T CORP COMMO 682.00 106.04 48,028,928.00 48,028,928.00
253701 11/18/10 KRW 70248.0 1129.50 42,522.29 42,522.29
PUR 11/16/10 60 SAMSUNG ENGINEERING CO 6,778.00 2,619.061,186,252,230.00 1,186,252,230.00
254433 11/18/10 KRW 174578. 1129.50 1,050,245.44 1,050,245.44
PUR 11/16/10 60 SAMSUNG HEAVY INDUSTRI 55,500.00 4,208.461,906,133,450.00 1,906,133,450.00
254436 11/18/10 KRW 34259.0 1129.50 1,687,590.48 1,687,590.48
PUR 11/17/10 60 HANA FINANCIAL GROUP C 890.00 65.27 29,958,133.00 29,958,133.00
254446 11/19/10 KRW 33576.8 1144.55 26,174.60 26,174.60
PUR 11/17/10 60 SAMSUNG C+T CORP COMMO 531.00 82.28 37,762,631.00 37,762,631.00
253701 11/19/10 KRW 70938.7 1144.55 32,993.43 32,993.43
PUR 11/18/10 60 HANA FINANCIAL GROUP C 190.00 13.90 6,331,579.00 6,331,579.00
254446 11/22/10 KRW 33241.0 1134.85 5,579.22 5,579.22
PUR 11/18/10 60 SAMSUNG C+T CORP COMMO 808.00 130.86 59,554,100.00 59,554,100.00
253701 11/22/10 KRW 73521.7 1134.85 52,477.51 52,477.51
PUR 11/19/10 60 HANA FINANCIAL GROUP C 1,680.00 128.73 58,519,580.00 58,519,580.00
254446 11/23/10 KRW 34746.2 1133.65 51,620.50 51,620.50
PUR 11/19/10 60 SAMSUNG C+T CORP COMMO 173.00 28.50 12,957,838.00 12,957,838.00
253701 11/23/10 KRW 74714.0 1133.65 11,430.19 11,430.19
PUR 11/22/10 60 HANA FINANCIAL GROUP C 1,180.00 92.10 41,576,678.00 41,576,678.00
254446 11/24/10 KRW 35146.6 1125.75 36,932.43 36,932.43
PUR 11/23/10 60 HANA FINANCIAL GROUP C 8,960.00 735.67 335,538,597.00 335,538,597.00
254446 11/25/10 KRW 37355.1 1137.40 295,004.92 295,004.92
PUR 11/24/10 60 HANA FINANCIAL GROUP C 9,000.00 770.58 352,973,168.00 352,973,168.00
254446 11/26/10 KRW 39121.4 1142.30 309,002.16 309,002.16
PUR 11/25/10 60 HANA FINANCIAL GROUP C 2,050.00 175.62 80,446,845.00 80,446,845.00
254446 11/29/10 KRW 39144.5 1142.30 70,425.32 70,425.32
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 26
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/26/10 60 HANA FINANCIAL GROUP C 920.00 75.36 35,042,879.00 35,042,879.00
254446 11/30/10 KRW 37995.1 1159.45 30,223.71 30,223.71
PUR 11/29/10 60 KB FINANCIAL GROUP 3,033.00 356.37 164,686,665.00 164,686,665.00
244142 12/01/10 KRW 54162.8 1152.40 142,907.55 142,907.55
PUR 11/29/10 60 SHINHAN FINANCIAL GROU 1,160.00 112.16 51,831,375.00 51,831,375.00
239492 12/01/10 KRW 44570.7 1152.40 44,976.90 44,976.90
---------------- --------- ---------------- ------------ ---------------- --------------
95,944.00 10,717.895,043,503,910.00 5,043,503,910.00
4,458,027.75 4,458,027.75
18 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 11/01/10 60 EFG HERMES HOLDING SAE 4,416.00 67.27 129,897.45 129,897.45
254118 11/03/10 EGP 29.327 5.776 22,490.14 22,490.14
PUR 11/03/10 60 EFG HERMES HOLDING SAE 5,376.00 84.86 163,921.77 163,921.77
254118 11/07/10 EGP 30.400 5.778 28,371.21 28,371.21
PUR 11/04/10 60 EFG HERMES HOLDING SAE 9,541.00 155.68 297,507.14 297,507.14
254118 11/08/10 EGP 31.089 5.716 52,048.14 52,048.14
PUR 11/07/10 60 EFG HERMES HOLDING SAE 4,067.00 68.55 131,004.36 131,004.36
254118 11/09/10 EGP 32.115 5.716 22,918.89 22,918.89
PUR 11/08/10 60 EFG HERMES HOLDING SAE 2,889.00 49.06 93,899.18 93,899.18
254118 11/10/10 EGP 32.405 5.725 16,401.60 16,401.60
PUR 11/09/10 60 EFG HERMES HOLDING SAE 2,324.00 40.36 77,550.51 77,550.51
254118 11/11/10 EGP 33.270 5.747 13,494.09 13,494.09
PUR 11/10/10 60 EFG HERMES HOLDING SAE 10,286.00 182.19 350,457.48 350,457.48
254118 11/14/10 EGP 33.969 5.754 60,912.05 60,912.05
PUR 11/11/10 60 EFG HERMES HOLDING SAE 2,903.00 50.69 97,496.83 97,496.83
254118 11/18/10 EGP 33.484 5.753 16,947.86 16,947.86
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: 27
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/14/10 60 EFG HERMES HOLDING SAE 472.00 8.22 15,810.86 15,810.86
254118 11/21/10 EGP 33.397 5.751 2,749.24 2,749.24
PUR 11/18/10 60 EFG HERMES HOLDING SAE 24,426.00 441.05 856,044.42 856,044.42
254118 11/22/10 EGP 34.943 5.751 148,851.40 148,851.40
PUR 11/21/10 60 EFG HERMES HOLDING SAE 9,495.00 173.95 334,470.51 334,470.51
254118 11/23/10 EGP 35.121 5.751 58,158.67 58,158.67
PUR 11/23/10 60 EFG HERMES HOLDING SAE 11,307.00 203.67 392,005.74 392,005.74
254118 11/25/10 EGP 34.566 5.757 68,094.97 68,094.97
PUR 11/24/10 60 EFG HERMES HOLDING SAE 7,723.00 136.37 263,122.65 263,122.65
254118 11/28/10 EGP 33.968 5.771 45,593.94 45,593.94
PUR 11/30/10 60 EFG HERMES HOLDING SAE 10,572.00 184.06 356,293.34 356,293.34
254118 12/02/10 EGP 33.601 5.790 61,535.98 61,535.98
---------------- --------- ---------------- ------------ ---------------- --------------
105,797.00 1,845.98 3,559,482.24 3,559,482.24
618,568.18 618,568.18
14 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 11/01/10 60 PICK N PAY STORES LIMI 5,100.00 102.11 238,982.17 238,982.17
252737 11/08/10 ZAR 46.719 7.005 34,116.92 34,116.92
PUR 11/02/10 60 PICK N PAY STORES LIMI 8,600.00 175.34 405,302.13 405,302.13
252737 11/09/10 ZAR 46.987 6.919 58,581.95 58,581.95
PUR 11/03/10 60 PICK N PAY STORES LIMI 5,000.00 154.09 237,614.49 237,614.49
252737 11/10/10 ZAR 47.310 6.908 34,395.51 34,395.51
PUR 11/03/10 60 PICK N PAY STORES LIMI 1,300.00 26.97 62,260.96 62,260.96
252737 11/10/10 ZAR 47.750 6.908 9,012.49 9,012.49
PUR 11/04/10 60 PICK N PAY STORES LIMI 7,000.00 221.75 337,160.43 337,160.43
252737 11/11/10 ZAR 47.950 6.811 49,500.16 49,500.16
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: 28
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/04/10 60 PICK N PAY STORES LIMI 2,500.00 53.11 120,868.76 120,868.76
252737 11/11/10 ZAR 48.203 6.811 17,745.33 17,745.33
PUR 11/05/10 60 PICK N PAY STORES LIMI 18,900.00 608.87 923,305.63 923,305.63
252737 11/12/10 ZAR 48.633 6.793 135,913.15 135,913.15
PUR 11/05/10 60 PICK N PAY STORES LIMI 100.00 2.15 4,873.74 4,873.74
252737 11/12/10 ZAR 48.592 6.793 717.43 717.43
PUR 11/08/10 60 PICK N PAY STORES LIMI 13,600.00 436.74 670,764.92 670,764.92
252737 11/15/10 ZAR 49.100 6.880 97,489.94 97,489.94
PUR 11/08/10 60 PICK N PAY STORES LIMI 3,900.00 124.71 191,536.48 191,536.48
252737 11/15/10 ZAR 48.892 6.880 27,838.19 27,838.19
PUR 11/09/10 60 PICK N PAY STORES LIMI 3,700.00 120.67 183,601.78 183,601.78
252737 11/16/10 ZAR 49.400 6.816 26,936.49 26,936.49
PUR 11/10/10 60 PICK N PAY STORES LIMI 10,500.00 337.39 519,410.95 519,410.95
252737 11/17/10 ZAR 49.246 6.897 75,312.42 75,312.42
PUR 11/11/10 60 PICK N PAY STORES LIMI 4,000.00 127.08 196,685.53 196,685.53
252737 11/18/10 ZAR 48.951 6.934 28,366.20 28,366.20
PUR 11/12/10 60 PICK N PAY STORES LIMI 2,021.00 63.94 99,002.03 99,002.03
252737 11/19/10 ZAR 48.767 6.936 14,273.13 14,273.13
PUR 11/15/10 60 PICK N PAY STORES LIMI 100.00 2.11 4,914.71 4,914.71
252737 11/22/10 ZAR 49.000 6.986 703.51 703.51
---------------- --------- ---------------- ------------ ---------------- --------------
86,321.00 2,557.03 4,196,284.71 4,196,284.71
610,902.82 610,902.82
15 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 11/01/10 60 DESARROLLADORA HOMEX A 655.00 22.93 21,838.03 21,838.03
253598 11/04/10 USD 33.305 1.000 21,838.03 21,838.03
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: 29
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/03/10 60 DESARROLLADORA HOMEX A 378.00 7.56 12,807.81 12,807.81
253598 11/08/10 USD 33.863 1.000 12,807.81 12,807.81
PUR 11/04/10 60 DESARROLLADORA HOMEX A 959.00 19.18 33,308.47 33,308.47
253598 11/09/10 USD 34.713 1.000 33,308.47 33,308.47
PUR 11/05/10 60 DESARROLLADORA HOMEX A 649.00 12.98 22,787.04 22,787.04
253598 11/10/10 USD 35.091 1.000 22,787.04 22,787.04
PUR 11/08/10 60 DESARROLLADORA HOMEX A 370.00 7.40 13,069.99 13,069.99
253598 11/12/10 USD 35.304 1.000 13,069.99 13,069.99
PUR 11/09/10 60 DESARROLLADORA HOMEX A 963.00 19.26 33,919.56 33,919.56
253598 11/15/10 USD 35.203 1.000 33,919.56 33,919.56
PUR 11/10/10 60 DESARROLLADORA HOMEX A 513.00 10.26 17,938.74 17,938.74
253598 11/16/10 USD 34.948 1.000 17,938.74 17,938.74
PUR 11/11/10 60 DESARROLLADORA HOMEX A 7,797.00 272.90 271,530.53 271,530.53
253598 11/16/10 USD 34.790 1.000 271,530.53 271,530.53
PUR 11/11/10 60 DESARROLLADORA HOMEX A 149.00 2.98 5,163.54 5,163.54
253598 11/16/10 USD 34.635 1.000 5,163.54 5,163.54
---------------- --------- ---------------- ------------ ---------------- --------------
12,433.00 375.45 432,363.71 432,363.71
432,363.71 432,363.71
9 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 11/02/10 60 O KEY GROUP S.A. GDR 1 107,700.00 1,184,700.00 1,184,700.00
254169 11/05/10 USD 11.000 1.000 1,184,700.00 1,184,700.00
PUR 11/05/10 60 MAIL.RU GROUP LTD GDR 20,300.00 1,196.10 748,755.78 748,755.78
254249 11/11/10 USD 36.826 1.000 748,755.78 748,755.78
PUR 11/05/10 60 MAIL.RU GROUP LTD GDR 20,402.00 565,135.40 565,135.40
254249 11/10/10 USD 27.700 1.000 565,135.40 565,135.40
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 30
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/08/10 60 PROTEK NPV 218,604.00 782.60 392,148.76 392,148.76
251825 11/12/10 USD 1.790 1.000 392,148.76 392,148.76
PUR 11/24/10 60 O KEY GROUP S.A. GDR 1 1,165.00 22.46 14,060.71 14,060.71
254169 11/29/10 USD 12.050 1.000 14,060.71 14,060.71
PUR 11/24/10 60 PROTEK NPV 50,200.00 204.31 102,361.31 102,361.31
251825 12/01/10 USD 2.035 1.000 102,361.31 102,361.31
PUR 11/24/10 60 SYNERGY CO 7,012.00 515.38 258,206.38 258,206.38
251827 12/01/10 USD 36.750 1.000 258,206.38 258,206.38
PUR 11/25/10 60 PROTEK NPV 110,700.00 453.21 227,056.11 227,056.11
251825 12/02/10 USD 2.047 1.000 227,056.11 227,056.11
PUR 11/25/10 60 PROTEK NPV 60,300.00 246.90 123,699.09 123,699.09
251825 12/02/10 USD 2.047 1.000 123,699.09 123,699.09
PUR 11/29/10 60 O KEY GROUP S.A. GDR 1 205.00 4.18 2,617.93 2,617.93
254169 12/02/10 USD 12.750 1.000 2,617.93 2,617.93
PUR 11/30/10 60 SYNERGY CO 1,800.00 137.70 68,987.70 68,987.70
251827 12/07/10 USD 38.250 1.000 68,987.70 68,987.70
---------------- --------- ---------------- ------------ ---------------- --------------
598,388.00 3,562.84 3,687,729.17 3,687,729.17
3,687,729.17 3,687,729.17
11 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
PUR 11/01/10 60 INFOSYS TECHNOLOGIES L 13,300.00 266.00 898,486.82 898,486.82
239503 11/04/10 USD 67.535 1.000 898,486.82 898,486.82
PUR 11/26/10 60 INFOSYS TECHNOLOGIES L 2,900.00 101.50 193,811.06 193,811.06
239503 12/01/10 USD 66.796 1.000 193,811.06 193,811.06
---------------- --------- ---------------- ------------ ---------------- --------------
16,200.00 367.50 1,092,297.88 1,092,297.88
1,092,297.88 1,092,297.88
2 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
2,343,420.00 27,876.375,077,062,778.64 5,077,062,778.64
14,141,511.55 14,141,511.55
79 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: 31
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
2,916,120.00 33,397.145,081,604,055.54 5,081,604,055.54
18,682,788.45 18,682,788.45
84 "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: 32
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETN - EMERGING MARKET (1750)
--------------------------------
SALE 11/15/10 60 IPATH ETNS LKD MSCI IN 23,341.00 497.47 1,813,161.25 1,307,253.53 505,907.72
247826 11/18/10 USD 77.703 1.000 1,813,161.25 1,307,253.53 505,907.72
SALE 11/16/10 60 IPATH ETNS LKD MSCI IN 18,359.00 390.16 1,359,348.98 1,028,227.91 331,121.07
247826 11/19/10 USD 74.064 1.000 1,359,348.98 1,028,227.91 331,121.07
---------------- --------- ---------------- ------------ ---------------- --------------
41,700.00 887.63 3,172,510.23 2,335,481.44 837,028.79
3,172,510.23 2,335,481.44 837,028.79
2 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
41,700.00 887.63 3,172,510.23 2,335,481.44 837,028.79
3,172,510.23 2,335,481.44 837,028.79
2 TRANSACTIONS IN CATEGORY: ETN - EMERGING MARKET (1750)
EM COMMON STOCK (2225)
--------------------------------
SALE 11/15/10 60 X5 RETAIL GROUP N V NP 4,114.00 143.99 164,941.37 63,878.06 101,063.31
246236 11/18/10 USD 40.128 1.000 164,941.37 63,878.06 101,063.31
SALE 11/15/10 60 X5 RETAIL GROUP N V NP 701.00 24.53 28,129.87 10,884.42 17,245.45
246236 11/18/10 USD 40.163 1.000 28,129.87 10,884.42 17,245.45
SALE 11/16/10 60 X5 RETAIL GROUP N V NP 491.00 17.19 19,399.60 7,623.75 11,775.85
246236 11/19/10 USD 39.545 1.000 19,399.60 7,623.75 11,775.85
SALE 11/17/10 60 X5 RETAIL GROUP N V NP 1,269.00 44.42 50,119.15 19,703.76 30,415.39
246236 11/22/10 USD 39.530 1.000 50,119.15 19,703.76 30,415.39
SALE 11/18/10 60 X5 RETAIL GROUP N V NP 6,852.00 239.82 270,105.15 106,390.97 163,714.18
246236 11/23/10 USD 39.455 1.000 270,105.15 106,390.97 163,714.18
SALE 11/19/10 60 X5 RETAIL GROUP N V NP 4,682.00 163.87 184,428.66 72,697.39 111,731.27
246236 11/24/10 USD 39.426 1.000 184,428.66 72,697.39 111,731.27
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 33
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/22/10 60 X5 RETAIL GROUP N V NP 1,015.00 35.52 40,564.48 15,759.90 24,804.58
246236 11/26/10 USD 40.000 1.000 40,564.48 15,759.90 24,804.58
SALE 11/23/10 60 X5 RETAIL GROUP N V NP 254.00 15.93 9,940.87 3,943.86 5,997.01
246236 11/29/10 USD 39.200 1.000 9,940.87 3,943.86 5,997.01
SALE 11/24/10 60 X5 RETAIL GROUP N V NP 2,538.00 88.83 99,045.45 39,407.51 59,637.94
246236 11/29/10 USD 39.060 1.000 99,045.45 39,407.51 59,637.94
SALE 11/24/10 60 X5 RETAIL GROUP N V NP 3,172.00 111.02 122,645.38 49,251.63 73,393.75
246236 11/29/10 USD 38.700 1.000 122,645.38 49,251.63 73,393.75
SALE 11/25/10 60 X5 RETAIL GROUP N V NP 2,515.00 88.07 98,202.91 39,050.39 59,152.52
246236 11/30/10 USD 39.082 1.000 98,202.91 39,050.39 59,152.52
SALE 11/26/10 60 X5 RETAIL GROUP N V NP 148.00 5.13 5,722.47 2,298.00 3,424.47
246236 12/01/10 USD 38.700 1.000 5,722.47 2,298.00 3,424.47
SALE 11/26/10 60 X5 RETAIL GROUP N V NP 634.00 22.19 24,481.91 9,844.12 14,637.79
246236 12/01/10 USD 38.650 1.000 24,481.91 9,844.12 14,637.79
SALE 11/29/10 60 X5 RETAIL GROUP N V NP 615.00 21.24 23,686.03 9,549.10 14,136.93
246236 12/02/10 USD 38.548 1.000 23,686.03 9,549.10 14,136.93
SALE 11/29/10 60 X5 RETAIL GROUP N V NP 634.00 22.19 24,386.81 9,844.11 14,542.70
246236 12/02/10 USD 38.500 1.000 24,386.81 9,844.11 14,542.70
SALE 11/30/10 60 X5 RETAIL GROUP N V NP 563.00 11.26 21,357.86 8,741.70 12,616.16
246236 12/03/10 USD 37.956 1.000 21,357.86 8,741.70 12,616.16
SALE 11/30/10 60 X5 RETAIL GROUP N V NP 1,726.00 60.41 65,527.59 26,799.59 38,728.00
246236 12/03/10 USD 38.000 1.000 65,527.59 26,799.59 38,728.00
---------------- --------- ---------------- ------------ ---------------- --------------
31,923.00 1,115.61 1,252,685.56 495,668.26 757,017.30
1,252,685.56 495,668.26 757,017.30
17 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/02/10 60 POWSZECHNY ZAKLAD UBEZ 751.00 303.84 284,627.19 259,816.21 24,810.98
252014 11/05/10 PLN 380.138 2.819 100,976.39 83,194.54 17,781.85
SALE 11/03/10 60 POWSZECHNY ZAKLAD UBEZ 44.00 17.88 16,669.84 15,222.25 1,447.59
252014 11/08/10 PLN 380.000 2.806 5,941.21 4,874.25 1,066.96
SALE 11/04/10 60 POWSZECHNY ZAKLAD UBEZ 38.00 15.77 14,398.07 13,146.49 1,251.58
252014 11/09/10 PLN 380.037 2.746 5,242.62 4,209.58 1,033.04
SALE 11/05/10 60 POWSZECHNY ZAKLAD UBEZ 259.00 105.81 98,124.74 89,603.73 8,521.01
252014 11/10/10 PLN 380.000 2.790 35,164.49 28,691.59 6,472.90
SALE 11/15/10 60 POLSKI KONCERN NAF PLN 10,709.00 492.57 472,985.47 331,083.27 141,902.20
248890 11/18/10 PLN 44.300 2.889 163,696.78 116,167.57 47,529.21
SALE 11/15/10 60 POLSKI KONCERN NAF PLN 410.00 18.94 18,188.18 12,675.71 5,512.47
248890 11/18/10 PLN 44.495 2.889 6,294.79 4,447.54 1,847.25
SALE 11/16/10 60 POLSKI KONCERN NAF PLN 14,280.00 632.22 612,978.07 441,485.58 171,492.49
248890 11/19/10 PLN 43.055 2.917 210,107.48 154,904.55 55,202.93
SALE 11/17/10 60 POLSKI KONCERN NAF PLN 3,570.00 157.90 153,359.13 110,371.40 42,987.73
248890 11/22/10 PLN 43.087 2.923 52,475.32 38,726.14 13,749.18
SALE 11/17/10 60 POLSKI KONCERN NAF PLN 1,993.00 43.96 85,510.75 61,616.30 23,894.45
248890 11/22/10 PLN 42.970 2.923 29,259.45 21,619.38 7,640.07
SALE 11/18/10 60 POLSKI KONCERN NAF PLN 4,641.00 207.93 200,262.67 143,482.81 56,779.86
248890 11/23/10 PLN 43.281 2.898 69,103.75 50,343.98 18,759.77
SALE 11/19/10 60 POLSKI KONCERN NAF PLN 5,162.00 231.52 221,907.91 159,590.24 62,317.67
248890 11/24/10 PLN 43.118 2.884 76,943.16 55,995.61 20,947.55
SALE 11/22/10 60 POLSKI KONCERN NAF PLN 362.00 16.23 15,630.64 11,191.72 4,438.92
248890 11/25/10 PLN 43.309 2.899 5,392.48 3,926.85 1,465.63
SALE 11/23/10 60 POLSKI KONCERN NAF PLN 5,355.00 236.34 231,389.44 165,557.09 65,832.35
248890 11/26/10 PLN 43.340 2.946 78,543.60 58,089.21 20,454.39
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/23/10 60 POLSKI KONCERN NAF PLN 5,592.00 246.31 241,147.95 172,884.27 68,263.68
248890 11/26/10 PLN 43.253 2.946 81,856.06 60,660.10 21,195.96
SALE 11/23/10 60 POWSZECHNY ZAKLAD UBEZ 597.00 220.68 216,060.87 206,538.32 9,522.55
252014 11/26/10 PLN 363.000 2.946 73,340.42 66,134.67 7,205.75
SALE 11/23/10 60 POWSZECHNY ZAKLAD UBEZ 1,206.00 446.27 436,921.45 417,228.16 19,693.29
252014 11/26/10 PLN 363.380 2.946 148,310.06 133,598.68 14,711.38
SALE 11/24/10 60 POLSKI KONCERN NAF PLN 8,924.00 394.38 387,207.36 275,897.58 111,309.78
248890 11/29/10 PLN 43.520 2.954 131,065.69 96,804.50 34,261.19
SALE 11/24/10 60 POWSZECHNY ZAKLAD UBEZ 4,779.00 1,742.44 1,710,752.25 1,653,344.44 57,407.81
252014 11/29/10 PLN 359.050 2.954 579,071.95 529,409.72 49,662.23
SALE 11/25/10 60 POWSZECHNY ZAKLAD UBEZ 658.00 240.08 235,710.53 227,641.90 8,068.63
252014 11/30/10 PLN 359.301 2.954 79,785.58 72,892.15 6,893.43
SALE 11/26/10 60 POWSZECHNY ZAKLAD UBEZ 240.00 84.47 85,614.38 83,030.48 2,583.90
252014 12/01/10 PLN 357.800 3.050 28,071.21 26,586.80 1,484.41
SALE 11/26/10 60 POWSZECHNY ZAKLAD UBEZ 2,056.00 713.81 723,501.94 711,294.45 12,207.49
252014 12/01/10 PLN 352.957 3.050 237,221.53 227,760.28 9,461.25
SALE 11/26/10 60 POWSZECHNY ZAKLAD UBEZ 382.00 132.57 134,365.29 132,156.85 2,208.44
252014 12/01/10 PLN 352.800 3.050 44,055.64 42,317.33 1,738.31
SALE 11/29/10 60 POWSZECHNY ZAKLAD UBEZ 633.00 215.64 223,533.43 218,992.89 4,540.54
252014 12/02/10 PLN 354.200 3.131 71,394.76 70,122.69 1,272.07
SALE 11/29/10 60 POWSZECHNY ZAKLAD UBEZ 240.00 81.41 84,705.12 83,030.48 1,674.64
252014 12/02/10 PLN 354.000 3.131 27,054.13 26,586.80 467.33
SALE 11/30/10 60 POWSZECHNY ZAKLAD UBEZ 1,051.00 361.12 371,728.02 363,604.32 8,123.70
252014 12/03/10 PLN 354.754 3.097 120,010.98 116,428.04 3,582.94
SALE 11/30/10 60 POWSZECHNY ZAKLAD UBEZ 479.00 164.60 169,439.35 165,715.00 3,724.35
252014 12/03/10 PLN 354.800 3.097 54,702.85 53,062.83 1,640.02
---------------- --------- ---------------- ------------ ---------------- --------------
74,411.00 7,524.69 7,446,720.04 6,526,201.94 920,518.10
2,515,082.38 2,147,555.38 367,527.00
26 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: 36
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/05/10 60 MOL MAGYAR OLAJ ES GAZ 1,059.00 333.20 21,644,371.00 16,123,552.76 5,520,818.24
247887 11/10/10 HUF 20500.0 195.464 110,733.31 79,432.12 31,301.19
SALE 11/08/10 60 MOL MAGYAR OLAJ ES GAZ 1,059.00 330.24 21,686,604.00 16,123,552.76 5,563,051.24
247887 11/11/10 HUF 20540.0 197.601 109,749.58 79,432.12 30,317.46
SALE 11/10/10 60 MOL MAGYAR OLAJ ES GAZ 85.00 26.62 1,771,170.00 1,294,147.29 477,022.71
247887 11/15/10 HUF 20900.0 200.204 8,846.81 6,375.57 2,471.24
SALE 11/11/10 60 MOL MAGYAR OLAJ ES GAZ 706.00 208.73 14,038,926.00 10,749,035.18 3,289,890.82
247887 11/16/10 HUF 19945.0 202.385 69,367.47 52,954.75 16,412.72
SALE 11/12/10 60 MOL MAGYAR OLAJ ES GAZ 882.00 258.88 17,369,879.56 13,428,681.34 3,941,198.22
247887 11/17/10 HUF 19753.0 201.894 86,034.73 66,155.93 19,878.80
SALE 11/15/10 60 MOL MAGYAR OLAJ ES GAZ 882.00 258.71 17,499,144.60 13,428,681.34 4,070,463.26
247887 11/18/10 HUF 19900.0 203.531 85,977.89 66,155.93 19,821.96
SALE 11/16/10 60 MOL MAGYAR OLAJ ES GAZ 2,117.00 616.28 41,896,382.65 32,231,880.27 9,664,502.38
247887 11/19/10 HUF 19850.0 204.563 204,808.94 158,789.23 46,019.71
SALE 11/17/10 60 MOL MAGYAR OLAJ ES GAZ 4,211.00 1,240.04 84,119,181.09 64,113,579.50 20,005,601.59
247887 11/22/10 HUF 20036.1 204.121 412,105.10 315,853.31 96,251.79
---------------- --------- ---------------- ------------ ---------------- --------------
11,001.00 3,272.70 220,025,658.90 167,493,110.44 52,532,548.46
1,087,623.83 825,148.96 262,474.87
8 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
SALE 11/22/10 60 AKBANK TAS TRY 1.0 240,346.00 1,487.22 2,157,133.21 1,039,036.31 1,118,096.90
253356 11/24/10 TRY 8.984 1.452 1,485,731.26 805,884.98 679,846.28
SALE 11/22/10 60 TURKIYE GARANTI BANKAS 60,526.00 374.07 542,568.79 214,446.24 328,122.55
239795 11/24/10 TRY 8.973 1.452 373,695.70 167,287.52 206,408.18
SALE 11/25/10 60 ANADOLU EFES BIRACILIK 1,638.00 47.12 34,697.02 25,708.83 8,988.19
242900 11/29/10 TRY 21.225 1.476 23,512.25 18,241.98 5,270.27
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 37
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/26/10 60 ANADOLU EFES BIRACILIK 1,058.00 29.45 21,913.40 16,605.58 5,307.82
242900 11/30/10 TRY 20.754 1.491 14,697.12 11,782.67 2,914.45
SALE 11/29/10 60 ANADOLU EFES BIRACILIK 2,204.00 60.62 45,635.16 34,592.35 11,042.81
242900 12/01/10 TRY 20.747 1.509 30,249.00 24,545.37 5,703.63
SALE 11/30/10 60 ANADOLU EFES BIRACILIK 2,617.00 71.94 54,110.83 41,074.49 13,036.34
242900 12/02/10 TRY 20.718 1.507 35,896.80 29,144.85 6,751.95
---------------- --------- ---------------- ------------ ---------------- --------------
308,389.00 2,070.42 2,856,058.41 1,371,463.80 1,484,594.61
1,963,782.13 1,056,887.37 906,894.76
6 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 11/16/10 60 CHINA CONSTRUCTION 114,000.00 51.90 837,198.01 693,529.74 143,668.27
239291 11/18/10 HKD 7.347 7.755 107,957.29 89,222.29 18,735.00
SALE 11/16/10 60 CHINA OILFIELD SER HKD 108,000.00 479.25 1,463,735.39 998,606.22 465,129.17
247497 11/18/10 HKD 13.588 7.755 188,749.74 128,841.11 59,908.63
SALE 11/16/10 60 DONGFENG MOTOR GROUP C 1,094,000.00 1,102.73 17,788,531.63 4,464,511.91 13,324,019.72
240999 11/18/10 HKD 16.268 7.755 2,293,844.10 573,241.27 1,720,602.83
SALE 11/30/10 60 BANK OF CHINA LTD - RI 593,500.00 274.74 840,284.42 .01 840,284.41
254661 12/02/10 HKD 1.419 7.766 108,205.29 108,205.29
---------------- --------- ---------------- ------------ ---------------- --------------
1,909,500.00 1,908.62 20,929,749.45 6,156,647.88 14,773,101.57
2,698,756.42 791,304.67 1,907,451.75
4 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 11/16/10 60 AIA GROUP LTD COMMON S 33,000.00 47.89 772,517.43 655,986.36 116,531.07
254018 11/18/10 HKD 23.421 7.755 99,616.68 84,489.68 15,127.00
SALE 11/16/10 60 BEIJING ENTERPRISES HO 43,500.00 745.33 2,276,388.61 1,367,894.86 908,493.75
244140 11/18/10 HKD 52.464 7.755 293,541.97 176,489.42 117,052.55
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: 38
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/16/10 60 CHINA RESOURCES POWER 112,000.00 543.04 1,658,562.13 2,038,980.00 -380,417.87
239284 11/18/10 HKD 14.846 7.755 213,872.79 262,133.93 -48,261.14
SALE 11/16/10 60 SHANGHAI INDUSTRIAL HL 47,000.00 537.93 1,642,936.89 1,355,941.70 286,995.19
239283 11/18/10 HKD 35.045 7.755 211,857.91 174,018.71 37,839.20
SALE 11/17/10 60 BEIJING ENTERPRISES HO 16,000.00 267.99 818,546.57 503,133.74 315,412.83
244140 11/19/10 HKD 51.289 7.755 105,544.69 64,915.65 40,629.04
---------------- --------- ---------------- ------------ ---------------- --------------
251,500.00 2,142.18 7,168,951.63 5,921,936.66 1,247,014.97
924,434.04 762,047.39 162,386.65
5 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 11/01/10 60 CHEIL WORLDWIDE INC 10.00 .04 121,584.00 99,134.41 22,449.59
239474 11/03/10 KRW 12163.4 1116.67 108.88 98.28 10.60
SALE 11/01/10 60 HYUNDAI ENGINEERING & 854.00 145.15 64,479,304.00 53,921,903.42 10,557,400.58
247012 11/03/10 KRW 75692.4 1116.65 57,743.52 44,441.35 13,302.17
SALE 11/01/10 60 KB FINANCIAL GROUP 2,760.00 314.73 139,806,495.00 130,853,252.25 8,953,242.75
244142 11/03/10 KRW 50781.8 1116.65 125,201.71 108,491.47 16,710.24
SALE 11/01/10 60 LG CHEM LTD KRW 5000.0 578.00 460.31 204,475,342.00 67,841,594.13 136,633,747.87
239483 11/03/10 KRW 354652. 1116.65 183,114.98 60,982.32 122,132.66
SALE 11/01/10 60 LG DISPLAY CO LTD KRW 4,490.00 384.83 170,945,656.00 171,156,543.77 -210,887.77
248301 11/03/10 KRW 38168.2 1116.65 153,087.95 147,958.81 5,129.14
SALE 11/01/10 60 NHN CORP 568.00 247.28 109,844,606.00 98,877,422.93 10,967,183.07
239486 11/03/10 KRW 193874. 1116.65 98,369.77 89,990.17 8,379.60
SALE 11/01/10 60 SAMSUNG ELECTRONICS CO 629.00 1,052.28 467,429,038.00 384,169,321.20 83,259,716.80
239489 11/03/10 KRW 744998. 1116.65 418,599.42 347,738.94 70,860.48
SALE 11/01/10 60 WOONGJIN COWAY CO LTD 620.00 57.02 25,328,968.00 19,206,889.26 6,122,078.74
239495 11/03/10 KRW 40955.8 1116.65 22,683.00 18,366.54 4,316.46
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 39
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/02/10 60 HYUNDAI ENGINEERING & 1,358.00 228.04 101,016,934.00 85,744,666.10 15,272,267.90
247012 11/04/10 KRW 74573.5 1113.55 90,716.12 70,669.03 20,047.09
SALE 11/02/10 60 KB FINANCIAL GROUP 2,720.00 312.16 138,279,922.00 128,956,828.30 9,323,093.70
244142 11/04/10 KRW 50966.0 1113.55 124,179.36 106,919.13 17,260.23
SALE 11/02/10 60 LG DISPLAY CO LTD KRW 3,950.00 337.55 149,525,302.00 150,572,015.12 -1,046,713.12
248301 11/04/10 KRW 37949.6 1113.55 134,278.03 130,164.21 4,113.82
SALE 11/02/10 60 WOONGJIN COWAY CO LTD 690.00 64.97 28,781,259.00 21,375,409.01 7,405,849.99
239495 11/04/10 KRW 41816.8 1113.55 25,846.40 20,440.19 5,406.21
SALE 11/03/10 60 HYUNDAI ENGINEERING & 1,325.00 228.99 101,137,523.00 83,661,032.83 17,476,490.17
247012 11/05/10 KRW 76522.0 1110.25 91,094.37 68,951.74 22,142.63
SALE 11/03/10 60 KB FINANCIAL GROUP 3,202.00 370.58 163,674,725.00 151,808,736.85 11,865,988.15
244142 11/05/10 KRW 51244.8 1110.25 147,421.50 125,865.83 21,555.67
SALE 11/03/10 60 WOONGJIN COWAY CO LTD 570.00 55.99 24,730,275.00 17,657,946.58 7,072,328.42
239495 11/05/10 KRW 43495.5 1110.25 22,274.51 16,885.37 5,389.14
SALE 11/04/10 60 HYUNDAI ENGINEERING & 1,596.00 274.05 120,750,523.00 100,772,081.81 19,978,441.19
247012 11/08/10 KRW 75848.4 1107.60 109,019.97 83,054.32 25,965.65
SALE 11/05/10 60 HYUNDAI ENGINEERING & 837.00 141.04 62,125,256.00 52,848,516.59 9,276,739.41
247012 11/09/10 KRW 74410.3 1107.25 56,107.70 43,556.68 12,551.02
SALE 11/11/10 60 CHEIL WORLDWIDE INC 2,560.00 13.17 32,319,784.00 25,378,408.91 6,941,375.09
239474 11/15/10 KRW 12630.6 1107.70 29,177.38 25,159.79 4,017.59
SALE 11/11/10 60 SHINSEGAE CO LTD KRW 5 199.00 256.69 113,112,101.00 99,159,574.40 13,952,526.60
247496 11/15/10 KRW 569831. 1107.70 102,114.38 79,893.37 22,221.01
SALE 11/11/10 60 WOONGJIN COWAY CO LTD 670.00 63.01 27,768,516.00 20,755,831.94 7,012,684.06
239495 11/15/10 KRW 41549.7 1107.70 25,068.63 19,847.72 5,220.91
SALE 11/12/10 60 CHEIL WORLDWIDE INC 1,820.00 9.17 22,901,346.00 18,042,462.59 4,858,883.41
239474 11/16/10 KRW 12588.8 1127.85 20,305.31 17,887.04 2,418.27
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 40
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/12/10 60 SHINSEGAE CO LTD KRW 5 193.00 242.59 108,845,286.00 96,169,838.49 12,675,447.51
247496 11/16/10 KRW 565382. 1127.85 96,506.88 77,484.53 19,022.35
SALE 11/12/10 60 WOONGJIN COWAY CO LTD 900.00 81.16 36,418,153.00 27,880,968.28 8,537,184.72
239495 11/16/10 KRW 40566.3 1127.85 32,289.89 26,661.11 5,628.78
SALE 11/15/10 60 CHEIL WORLDWIDE INC 780.00 3.89 9,751,346.00 7,732,483.97 2,018,862.03
239474 11/17/10 KRW 12507.3 1131.85 8,615.40 7,665.87 949.53
SALE 11/15/10 60 SHINSEGAE CO LTD KRW 5 34.00 42.45 19,118,131.00 16,941,836.83 2,176,294.17
247496 11/17/10 KRW 563711. 1131.85 16,891.05 13,650.12 3,240.93
SALE 11/15/10 60 WOONGJIN COWAY CO LTD 250.00 22.47 10,118,907.00 7,744,713.41 2,374,193.59
239495 11/17/10 KRW 40577.3 1131.85 8,940.15 7,405.86 1,534.29
SALE 11/16/10 60 CHEIL WORLDWIDE INC 310.00 1.53 3,834,776.00 3,073,166.70 761,609.30
239474 11/18/10 KRW 12375.8 1129.50 3,395.11 3,046.69 348.42
SALE 11/16/10 60 HYUNDAI ENGINEERING & 17,372.00 2,673.121,201,075,955.00 1,096,875,065.90 104,200,889.10
247012 11/18/10 KRW 69312.4 1129.50 1,063,369.59 904,022.38 159,347.21
SALE 11/16/10 60 HYUNDAI HEAVY INDUSTRI 5,507.00 4,532.942,036,723,079.00 1,890,880,103.00 145,842,976.00
253825 11/18/10 KRW 370772. 1129.50 1,803,207.68 1,686,689.89 116,517.79
SALE 11/16/10 60 SAMSUNG ELECTRONICS CO 236.00 425.20 191,047,428.00 144,139,840.71 46,907,587.29
239489 11/18/10 KRW 811558. 1129.50 169,143.36 130,471.21 38,672.15
SALE 11/16/10 60 WOONGJIN COWAY CO LTD 80.00 7.25 3,257,997.00 2,478,308.29 779,688.71
239495 11/18/10 KRW 40827.3 1129.50 2,884.46 2,369.88 514.58
SALE 11/22/10 60 CHEIL WORLDWIDE INC 690.00 3.59 8,953,335.00 6,840,274.28 2,113,060.72
239474 11/24/10 KRW 12981.7 1125.75 7,953.22 6,781.35 1,171.87
SALE 11/22/10 60 HYUNDAI MOTOR CO 1,288.00 526.84 235,932,877.00 177,967,316.38 57,965,560.62
250853 11/24/10 KRW 183638. 1125.75 209,578.39 152,685.45 56,892.94
SALE 11/22/10 60 WOONGJIN COWAY CO LTD 440.00 38.69 17,327,288.00 13,630,695.60 3,696,592.40
239495 11/24/10 KRW 39479.1 1125.75 15,391.77 13,034.32 2,357.45
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: 41
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/23/10 60 CHEIL WORLDWIDE INC 1,170.00 6.14 15,479,661.00 11,598,725.95 3,880,935.05
239474 11/25/10 KRW 13236.4 1137.40 13,609.69 11,498.81 2,110.88
SALE 11/23/10 60 WOONGJIN COWAY CO LTD 160.00 14.01 6,343,683.00 4,956,616.58 1,387,066.42
239495 11/25/10 KRW 39747.6 1137.40 5,577.35 4,739.75 837.60
SALE 11/24/10 60 CHEIL WORLDWIDE INC 830.00 4.27 10,828,918.00 8,228,156.01 2,600,761.99
239474 11/26/10 KRW 13052.7 1142.30 9,479.92 8,157.28 1,322.64
SALE 11/25/10 60 CHEIL WORLDWIDE INC 530.00 2.69 6,810,442.00 5,254,123.72 1,556,318.28
239474 11/29/10 KRW 12855.6 1142.30 5,962.04 5,208.86 753.18
SALE 11/26/10 60 CHEIL WORLDWIDE INC 420.00 2.11 5,428,585.00 4,163,645.21 1,264,939.79
239474 11/30/10 KRW 12931.0 1159.45 4,682.03 4,127.78 554.25
SALE 11/26/10 60 WOONGJIN COWAY CO LTD 130.00 11.25 5,187,625.00 4,027,250.97 1,160,374.03
239495 11/30/10 KRW 40005.1 1159.45 4,474.21 3,851.05 623.16
SALE 11/29/10 60 AMOREPACIFIC CORP 18.00 42.12 19,312,489.00 11,124,254.36 8,188,234.64
239473 12/01/10 KRW 1075612 1152.40 16,758.49 10,779.64 5,978.85
SALE 11/29/10 60 CHEIL WORLDWIDE INC 326.00 1.65 4,227,070.00 3,231,781.76 995,288.24
239474 12/01/10 KRW 12972.3 1152.39 3,668.06 3,203.94 464.12
SALE 11/29/10 60 HYUNDAI MOBIS 527.00 310.86 142,505,011.00 91,051,115.12 51,453,895.88
249828 12/01/10 KRW 271087. 1152.40 123,659.33 79,062.78 44,596.55
SALE 11/29/10 60 HYUNDAI MOTOR CO 1,965.00 740.00 339,236,573.00 271,510,696.19 67,725,876.81
250853 12/01/10 KRW 173073. 1152.40 294,373.98 232,940.14 61,433.84
SALE 11/29/10 60 WOONGJIN COWAY CO LTD 200.00 17.60 8,070,841.00 6,195,770.73 1,875,070.27
239495 12/01/10 KRW 40455.6 1152.39 7,003.51 5,924.69 1,078.82
SALE 11/30/10 60 AMOREPACIFIC CORP 9.00 21.08 9,724,165.00 5,562,127.18 4,162,037.82
239473 12/02/10 KRW 1083178 1159.40 8,387.24 5,389.82 2,997.42
SALE 11/30/10 60 CHEIL INDUSTRIES INC 500.00 116.81 53,872,475.00 23,576,405.54 30,296,069.46
239475 12/02/10 KRW 108015. 1159.40 46,465.82 22,487.68 23,978.14
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: 42
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/30/10 60 HYUNDAI DEVELOPMENT CO 1,940.00 25.18 64,662,650.00 61,769,385.07 2,893,264.93
253300 12/02/10 KRW 33346.3 1159.40 55,772.51 53,506.71 2,265.80
SALE 11/30/10 60 HYUNDAI MOBIS 254.00 152.41 70,294,370.00 43,884,218.67 26,410,151.33
249828 12/02/10 KRW 277445. 1159.40 60,629.96 38,106.16 22,523.80
SALE 11/30/10 60 HYUNDAI MOTOR CO 626.00 237.54 109,552,909.00 86,496,537.31 23,056,371.69
250853 12/02/10 KRW 175444. 1159.40 94,491.04 74,208.92 20,282.12
SALE 11/30/10 60 LG CHEM LTD KRW 5000.0 334.00 278.53 128,461,972.00 39,202,582.08 89,259,389.92
239483 12/02/10 KRW 385583. 1159.40 110,800.39 35,238.92 75,561.47
SALE 11/30/10 60 NHN CORP 313.00 132.80 61,251,700.00 54,487,030.59 6,764,669.41
239486 12/02/10 KRW 196184. 1159.40 52,830.52 49,589.65 3,240.87
SALE 11/30/10 60 OCI COMPANY LTD 356.00 230.19 106,164,953.00 87,237,204.27 18,927,748.73
247824 12/02/10 KRW 298965. 1159.40 91,568.87 72,024.96 19,543.91
SALE 11/30/10 60 SAMSUNG FIRE + MARINE 293.00 121.73 56,145,215.00 58,667,224.57 -2,522,009.57
239491 12/02/10 KRW 192103. 1159.40 48,426.10 53,533.74 -5,107.64
SALE 11/30/10 60 SSCP CO LTD 368.00 .99 2,568,636.00 6,677,759.61 -4,109,123.61
239494 12/02/10 KRW 6983.11 1159.39 2,215.49 6,690.92 -4,475.43
SALE 11/30/10 60 WOONGJIN COWAY CO LTD 270.00 24.31 11,215,122.00 8,364,290.48 2,850,831.52
239495 12/02/10 KRW 41641.8 1159.40 9,673.21 7,998.33 1,674.88
---------------- --------- ---------------- ------------ ---------------- --------------
71,625.00 16,113.047,388,304,082.00 6,272,481,086.21 1115822995.79
6,545,189.60 5,447,601.49 1,097,588.11
56 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 11/01/10 60 NATIONAL SOCIETE GENER 30,373.00 368.38 1,213,691.36 1,218,630.77 -4,939.41
253990 11/02/10 EGP 40.030 5.776 210,135.72 211,393.90 -1,258.18
---------------- --------- ---------------- ------------ ---------------- --------------
30,373.00 368.38 1,213,691.36 1,218,630.77 -4,939.41
210,135.72 211,393.90 -1,258.18
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: 43
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/15/10 60 CHINA HIGH SPEED TRANS 190,000.00 953.10 2,910,109.94 3,314,055.20 -403,945.26
253403 11/17/10 HKD 15.355 7.753 375,369.70 426,692.31 -51,322.61
SALE 11/16/10 60 CHINA HIGH SPEED TRANS 256,000.00 1,267.76 3,871,989.17 4,465,253.32 -593,264.15
253403 11/18/10 HKD 15.163 7.755 499,295.82 574,911.75 -75,615.93
SALE 11/17/10 60 CHINA HIGH SPEED TRANS 75,000.00 69.50 1,121,189.35 1,308,179.69 -186,990.34
253403 11/19/10 HKD 14.956 7.755 144,567.93 168,431.18 -23,863.25
SALE 11/18/10 60 CHINA HIGH SPEED TRANS 11,000.00 10.23 164,977.43 191,866.35 -26,888.92
253403 11/22/10 HKD 15.005 7.753 21,278.08 24,703.24 -3,425.16
---------------- --------- ---------------- ------------ ---------------- --------------
532,000.00 2,300.59 8,068,265.89 9,279,354.56 -1,211,088.67
1,040,511.53 1,194,738.48 -154,226.95
4 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 11/05/10 60 ROSNEFT OJSC GDR 16,106.00 322.12 118,950.80 140,976.39 -22,025.59
240714 11/10/10 USD 7.405 1.000 118,950.80 140,976.39 -22,025.59
SALE 11/08/10 60 ROSNEFT OJSC GDR 42,581.00 851.62 303,202.69 372,713.02 -69,510.33
240714 11/12/10 USD 7.141 1.000 303,202.69 372,713.02 -69,510.33
SALE 11/24/10 60 ROSNEFT OJSC GDR 86,700.00 1,734.00 579,656.00 758,888.20 -179,232.20
240714 11/29/10 USD 6.706 1.000 579,656.00 758,888.20 -179,232.20
---------------- --------- ---------------- ------------ ---------------- --------------
145,387.00 2,907.74 1,001,809.49 1,272,577.61 -270,768.12
1,001,809.49 1,272,577.61 -270,768.12
3 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
SALE 11/01/10 60 AXIS BANK LTD- GDR 10,910.00 372,140.10 257,754.78 114,385.32
250852 11/04/10 USD 34.110 1.000 372,140.10 257,754.78 114,385.32
SALE 11/09/10 60 AXIS BANK LTD- GDR 5,765.00 203,504.50 136,201.31 67,303.19
250852 11/12/10 USD 35.300 1.000 203,504.50 136,201.31 67,303.19
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: 44
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/16/10 60 HDFC BANK LTD ADR REPS 1,300.00 29.92 231,798.56 143,597.08 88,201.48
239502 11/19/10 USD 178.330 1.000 231,798.56 143,597.08 88,201.48
SALE 11/16/10 60 INFOSYS TECHNOLOGIES L 3,700.00 78.08 241,316.58 192,369.10 48,947.48
239503 11/19/10 USD 65.242 1.000 241,316.58 192,369.10 48,947.48
SALE 11/17/10 60 TATA MOTORS LTD 8,300.00 170.35 256,957.84 118,701.76 138,256.08
249599 11/22/10 USD 30.979 1.000 256,957.84 118,701.76 138,256.08
SALE 11/19/10 60 STATE BANK OF INDIA SP 1,838.00 72.78 242,543.22 267,748.01 -25,204.79
253823 11/24/10 USD 132.000 1.000 242,543.22 267,748.01 -25,204.79
SALE 11/22/10 60 AXIS BANK LTD- GDR 5,176.00 165,010.88 122,285.86 42,725.02
250852 11/25/10 USD 31.880 1.000 165,010.88 122,285.86 42,725.02
SALE 11/24/10 60 TATA MOTORS LTD 22,100.00 786.38 761,051.45 316,061.31 444,990.14
249599 11/30/10 USD 34.472 1.000 761,051.45 316,061.31 444,990.14
SALE 11/26/10 60 DR REDDYS LABS ADR 4,900.00 174.78 193,674.61 114,696.53 78,978.08
248690 12/01/10 USD 39.561 1.000 193,674.61 114,696.53 78,978.08
SALE 11/29/10 60 GAIL INDIA LTD (REG S 15,043.00 970,423.93 598,199.04 372,224.89
244497 12/02/10 USD 64.510 1.000 970,423.93 598,199.04 372,224.89
SALE 11/29/10 60 TATA MOTORS LTD 11,100.00 395.08 388,244.78 158,745.72 229,499.06
249599 12/02/10 USD 35.013 1.000 388,244.78 158,745.72 229,499.06
SALE 11/30/10 60 AXIS BANK LTD- GDR 7,763.00 232,346.59 183,405.17 48,941.42
250852 12/03/10 USD 29.930 1.000 232,346.59 183,405.17 48,941.42
---------------- --------- ---------------- ------------ ---------------- --------------
97,895.00 1,707.37 4,259,013.04 2,609,765.67 1,649,247.37
4,259,013.04 2,609,765.67 1,649,247.37
12 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
3,464,004.00 41,431.347,662,526,685.77 6,474,826,443.80 1187700241.97
23,499,023.74 16,814,689.18 6,684,334.56
142 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: 45
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
DEPOSITORY RECEIPT - EM (2235)
--------------------------------
SALE 11/23/10 60 SIAM CEMENT PCL THB 1. 128,000.00 4,121.06 41,161,899.51 32,309,488.50 8,852,411.01
248686 11/26/10 THB 322.545 30.060 1,369,324.67 993,717.32 375,607.35
SALE 11/24/10 60 SIAM CEMENT PCL THB 1. 120,000.00 3,842.87 38,365,468.97 30,290,145.46 8,075,323.51
248686 11/29/10 THB 320.674 30.045 1,276,933.57 931,609.98 345,323.59
---------------- --------- ---------------- ------------ ---------------- --------------
248,000.00 7,963.93 79,527,368.48 62,599,633.96 16,927,734.52
2,646,258.24 1,925,327.30 720,930.94
2 TRANSACTIONS IN COUNTRY: THAILAND (6550)
---------------- --------- ---------------- ------------ ---------------- --------------
248,000.00 7,963.93 79,527,368.48 62,599,633.96 16,927,734.52
2,646,258.24 1,925,327.30 720,930.94
2 TRANSACTIONS IN CATEGORY: DEPOSITORY RECEIPT - EM (2235)
---------------- --------- ---------------- ------------ ---------------- --------------
3,753,704.00 50,282.907,745,226,564.48 6,539,761,559.20 1205465005.28
29,317,792.21 21,075,497.92 8,242,294.29
146 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
---------------- --------- ---------------- ------------ ---------------- --------------
6,669,824.00 83,680.04 12826830620.02 11621365614.74 1205465005.28
48,000,580.66 39,758,286.37 8,242,294.29
230 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: 46
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 11/30/10 60 OTP BANK PLC 15,513.00 1,056.37 76,541,274.68 76,541,274.68
252266 12/03/10 HUF 4919.25 216.720 353,180.73 353,180.73
---------------- --------- ---------------- ------------ ---------------- --------------
15,513.00 1,056.37 76,541,274.68 76,541,274.68
353,180.73 353,180.73
1 TRANSACTION IN COUNTRY: HUNGARY (2800)
PUR 11/03/10 60 DELTA ELECTRONICS INC 7,717.00 165,166.95 165,166.95
253301 11/08/10 USD 21.403 1.000 165,166.95 165,166.95
PUR 11/15/10 60 DELTA ELECTRONICS INC 9,420.00 202,342.54 202,342.54
253301 11/18/10 USD 21.480 1.000 202,342.54 202,342.54
---------------- --------- ---------------- ------------ ---------------- --------------
17,137.00 367,509.49 367,509.49
367,509.49 367,509.49
2 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 11/03/10 60 WEICHAI POWER CO LTD H 6,000.00 168.63 627,317.84 627,317.84
253302 11/05/10 HKD 104.335 7.751 80,935.88 80,935.88
PUR 11/04/10 60 WEICHAI POWER CO LTD H 2,000.00 57.58 214,198.24 214,198.24
253302 11/08/10 HKD 106.876 7.751 27,636.52 27,636.52
PUR 11/09/10 60 WEICHAI POWER CO LTD H 6,000.00 177.58 660,597.37 660,597.37
253302 11/11/10 HKD 109.870 7.751 85,227.92 85,227.92
PUR 11/10/10 60 WEICHAI POWER CO LTD H 10,000.00 288.24 1,072,249.05 1,072,249.05
253302 11/12/10 HKD 107.001 7.751 138,337.76 138,337.76
PUR 11/11/10 60 WEICHAI POWER CO LTD H 4,000.00 114.83 427,157.46 427,157.46
253302 11/15/10 HKD 106.567 7.751 55,113.18 55,113.18
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 47
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/12/10 60 WEICHAI POWER CO LTD H 4,000.00 111.62 417,239.60 417,239.60
253302 11/16/10 HKD 104.094 7.751 53,829.73 53,829.73
PUR 11/12/10 60 WEICHAI POWER CO LTD H 6,000.00 169.06 628,924.19 628,924.19
253302 11/16/10 HKD 104.602 7.751 81,139.99 81,139.99
PUR 11/15/10 60 WEICHAI POWER CO LTD H 2,000.00 55.41 206,192.38 206,192.38
253302 11/17/10 HKD 102.881 7.753 26,596.37 26,596.37
PUR 11/19/10 60 WEICHAI POWER CO LTD H 6,000.00 36.33 288,006.88 288,006.88
253302 11/23/10 HKD 47.954 7.754 37,142.77 37,142.77
PUR 11/19/10 60 WEICHAI POWER CO LTD H 18,000.00 119.65 860,837.77 860,837.77
253302 11/23/10 HKD 47.773 7.754 111,017.83 111,017.83
PUR 11/22/10 60 WEICHAI POWER CO LTD H 16,000.00 207.68 772,888.07 772,888.07
253302 11/24/10 HKD 48.205 7.754 99,673.48 99,673.48
PUR 11/23/10 60 WEICHAI POWER CO LTD H 22,000.00 146.92 1,057,575.41 1,057,575.41
253302 11/25/10 HKD 48.020 7.758 136,319.75 136,319.75
PUR 11/23/10 60 WEICHAI POWER CO LTD H 18,000.00 232.09 864,178.09 864,178.09
253302 11/25/10 HKD 47.910 7.758 111,391.15 111,391.15
PUR 11/24/10 60 WEICHAI POWER CO LTD H 8,000.00 107.32 399,688.03 399,688.03
253302 11/26/10 HKD 49.857 7.760 51,508.84 51,508.84
---------------- --------- ---------------- ------------ ---------------- --------------
128,000.00 1,992.94 8,497,050.38 8,497,050.38
1,095,871.17 1,095,871.17
14 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 11/01/10 60 HYUNDAI MOBIS KRW 5000 1,000.00 129.66 289,729,708.00 289,729,708.00
251607 11/03/10 KRW 289584. 1116.65 259,463.31 259,463.31
PUR 11/02/10 60 HYUNDAI MOBIS KRW 5000 2,000.00 1,315.63 587,475,025.00 587,475,025.00
251607 11/04/10 KRW 293005. 1113.55 527,569.51 527,569.51
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: 48
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/03/10 60 HYUNDAI MOBIS KRW 5000 405.00 268.93 119,731,228.00 119,731,228.00
251607 11/05/10 KRW 294895. 1110.25 107,841.68 107,841.68
PUR 11/24/10 60 KB FINANCIAL GROUP INC 12,920.00 653.91 679,805,904.00 679,805,904.00
254614 11/26/10 KRW 52558.7 1142.30 595,120.29 595,120.29
PUR 11/25/10 60 KB FINANCIAL GROUP INC 4,900.00 186.65 266,719,882.00 266,719,882.00
254614 11/29/10 KRW 54389.1 1142.30 233,493.72 233,493.72
PUR 11/26/10 60 KB FINANCIAL GROUP INC 6,730.00 344.37 363,380,646.00 363,380,646.00
254614 11/30/10 KRW 53934.8 1159.45 313,407.78 313,407.78
PUR 11/29/10 60 KB FINANCIAL GROUP INC 4,640.00 174.38 251,394,557.00 251,394,557.00
254614 12/01/10 KRW 54136.5 1152.40 218,148.70 218,148.70
PUR 11/30/10 60 KB FINANCIAL GROUP INC 6,940.00 810.70 376,915,044.00 376,915,044.00
254614 12/02/10 KRW 54175.0 1159.40 325,094.91 325,094.91
---------------- --------- ---------------- ------------ ---------------- --------------
39,535.00 3,884.232,935,151,994.00 2,935,151,994.00
2,580,139.90 2,580,139.90
8 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 11/10/10 60 P T TELEKOMUNIKASI IND 8,700.00 326,527.53 326,527.53
240078 11/16/10 USD 37.532 1.000 326,527.53 326,527.53
PUR 11/11/10 60 P T TELEKOMUNIKASI IND 6,600.00 252,874.38 252,874.38
240078 11/16/10 USD 38.314 1.000 252,874.38 252,874.38
PUR 11/12/10 60 P T TELEKOMUNIKASI IND 7,800.00 290,367.48 290,367.48
240078 11/17/10 USD 37.227 1.000 290,367.48 290,367.48
PUR 11/15/10 60 P T TELEKOMUNIKASI IND 900.00 36.00 33,229.44 33,229.44
240078 11/18/10 USD 36.882 1.000 33,229.44 33,229.44
PUR 11/16/10 60 P T TELEKOMUNIKASI IND 3,600.00 132,534.72 132,534.72
240078 11/19/10 USD 36.815 1.000 132,534.72 132,534.72
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 49
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/18/10 60 P T TELEKOMUNIKASI IND 4,000.00 148,913.60 148,913.60
240078 11/23/10 USD 37.228 1.000 148,913.60 148,913.60
PUR 11/19/10 60 P T TELEKOMUNIKASI IND 400.00 14,891.64 14,891.64
240078 11/24/10 USD 37.229 1.000 14,891.64 14,891.64
PUR 11/22/10 60 P T TELEKOMUNIKASI IND 6,200.00 234,224.22 234,224.22
240078 11/26/10 USD 37.778 1.000 234,224.22 234,224.22
PUR 11/22/10 60 SEMEN GRESIK PERSERO T 77,100.00 143.65 755,819,140.30 755,819,140.30
251402 11/25/10 IDR 9786.46 8929.50 84,642.94 84,642.94
PUR 11/22/10 60 SEMEN GRESIK PERSERO T 12,200.00 44.84 118,171,341.00 118,171,341.00
251402 11/25/10 IDR 9653.35 8929.50 13,233.81 13,233.81
PUR 11/23/10 60 SEMEN GRESIK PERSERO T 71,400.00 261.75 693,173,103.00 693,173,103.00
251402 11/26/10 IDR 9675.41 8972.50 77,255.29 77,255.29
PUR 11/24/10 60 SEMEN GRESIK PERSERO T 182,000.00 665.261,759,808,697.00 1,759,808,697.00
251402 11/29/10 IDR 9636.51 8962.50 196,352.43 196,352.43
PUR 11/25/10 60 SEMEN GRESIK PERSERO T 50,000.00 186.79 489,763,125.00 489,763,125.00
251402 11/30/10 IDR 9761.78 8962.49 54,645.82 54,645.82
PUR 11/25/10 60 SEMEN GRESIK PERSERO T 85,500.00 319.42 837,608,470.00 837,608,470.00
251402 11/30/10 IDR 9763.10 8962.50 93,457.01 93,457.01
PUR 11/26/10 60 SEMEN GRESIK PERSERO T 45,300.00 165.60 439,529,912.00 439,529,912.00
251402 12/01/10 IDR 9669.77 8992.50 48,877.39 48,877.39
PUR 11/29/10 60 SEMEN GRESIK PERSERO T 44,300.00 159.37 424,056,008.00 424,056,008.00
251402 12/02/10 IDR 9539.93 9014.99 47,038.94 47,038.94
---------------- --------- ---------------- ------------ ---------------- --------------
606,000.00 1,982.685,519,363,359.31 5,519,363,359.31
2,049,066.64 2,049,066.64
16 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 50
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/15/10 60 BIDVEST GROUP LTD COMM 2,895.00 280.47 437,369.08 437,369.08
254406 11/22/10 ZAR 150.401 6.986 62,606.51 62,606.51
PUR 11/16/10 60 BIDVEST GROUP LTD COMM 5,575.00 535.10 842,811.49 842,811.49
254406 11/23/10 ZAR 150.500 7.056 119,446.07 119,446.07
PUR 11/17/10 60 BIDVEST GROUP LTD COMM 388.00 37.44 58,653.62 58,653.62
254406 11/24/10 ZAR 150.492 7.017 8,358.37 8,358.37
PUR 11/19/10 60 BIDVEST GROUP LTD COMM 5,577.00 559.78 877,075.43 877,075.43
254406 11/26/10 ZAR 156.562 7.019 124,955.54 124,955.54
PUR 11/22/10 60 BIDVEST GROUP LTD COMM 2,700.00 269.34 421,399.22 421,399.22
254406 11/29/10 ZAR 155.375 7.009 60,122.59 60,122.59
PUR 11/23/10 60 BIDVEST GROUP LTD COMM 3,816.00 375.25 592,988.26 592,988.26
254406 11/30/10 ZAR 154.699 7.079 83,764.87 83,764.87
PUR 11/24/10 60 BIDVEST GROUP LTD COMM 3,092.00 303.71 477,983.07 477,983.07
254406 12/01/10 ZAR 153.894 7.050 67,794.21 67,794.21
PUR 11/24/10 60 BIDVEST GROUP LTD COMM 3,331.00 331.22 515,063.13 515,063.13
254406 12/01/10 ZAR 153.926 7.050 73,053.42 73,053.42
PUR 11/25/10 60 BIDVEST GROUP LTD COMM 2,169.00 214.66 337,831.20 337,831.20
254406 12/02/10 ZAR 155.057 7.051 47,915.92 47,915.92
PUR 11/26/10 60 BIDVEST GROUP LTD COMM 1,959.00 189.43 302,039.80 302,039.80
254406 12/03/10 ZAR 153.490 7.143 42,284.43 42,284.43
PUR 11/29/10 60 BIDVEST GROUP LTD COMM 4,465.00 426.91 681,131.26 681,131.26
254406 12/06/10 ZAR 151.866 7.148 95,296.43 95,296.43
PUR 11/30/10 60 BIDVEST GROUP LTD COMM 2,452.00 103.93 370,194.01 370,194.01
254406 12/07/10 ZAR 150.676 7.092 52,196.98 52,196.98
PUR 11/30/10 60 BIDVEST GROUP LTD COMM 4,697.00 446.89 707,501.55 707,501.55
254406 12/07/10 ZAR 149.954 7.092 99,757.00 99,757.00
---------------- --------- ---------------- ------------ ---------------- --------------
43,116.00 4,074.13 6,622,041.12 6,622,041.12
937,552.34 937,552.34
13 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 51
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/01/10 60 CIA SIDERBURGICA NACL 6,400.00 256.00 108,471.68 108,471.68
250732 11/04/10 USD 16.909 1.000 108,471.68 108,471.68
PUR 11/01/10 60 CIA SIDERBURGICA NACL 6,300.00 252.00 106,653.96 106,653.96
250732 11/04/10 USD 16.889 1.000 106,653.96 106,653.96
PUR 11/01/10 60 REDECARD SA 8,400.00 304.69 183,086.69 183,086.69
240065 11/05/10 BRL 21.734 1.705 107,401.12 107,401.12
PUR 11/03/10 60 CIELO SA (FMLY COMP BR 16,700.00 401.86 240,691.88 240,691.88
247595 11/08/10 BRL 14.372 1.699 141,654.29 141,654.29
PUR 11/03/10 60 REDECARD SA 17,700.00 644.59 386,070.26 386,070.26
240065 11/08/10 BRL 21.750 1.699 227,213.76 227,213.76
PUR 11/05/10 60 CIELO SA (FMLY COMP BR 12,800.00 308.52 183,133.29 183,133.29
247595 11/10/10 BRL 14.267 1.684 108,752.21 108,752.21
PUR 11/05/10 60 REDECARD SA 2,800.00 103.36 61,353.50 61,353.50
240065 11/10/10 BRL 21.850 1.684 36,434.28 36,434.28
PUR 11/09/10 60 REDECARD SA 4,500.00 166.70 99,665.25 99,665.25
240065 11/12/10 BRL 22.085 1.696 58,759.69 58,759.69
PUR 11/10/10 60 CIELO SA (FMLY COMP BR 900.00 21.58 13,040.47 13,040.47
247595 11/16/10 BRL 14.448 1.714 7,606.88 7,606.88
PUR 11/10/10 60 REDECARD SA 1,100.00 39.93 24,131.29 24,131.29
240065 11/16/10 BRL 21.875 1.714 14,076.47 14,076.47
PUR 11/11/10 60 REDECARD SA 9,000.00 269.31 197,877.93 197,877.93
240065 11/17/10 BRL 21.935 1.719 115,115.58 115,115.58
PUR 11/11/10 60 REDECARD SA 100.00 3.63 2,196.76 2,196.76
240065 11/17/10 BRL 21.905 1.719 1,277.97 1,277.97
PUR 11/12/10 60 CIA SIDERBURGICA NACL 4,400.00 77.00 74,785.04 74,785.04
250732 11/17/10 USD 16.979 1.000 74,785.04 74,785.04
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: 52
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/12/10 60 CIELO SA (FMLY COMP BR 1,400.00 33.95 20,562.87 20,562.87
247595 11/18/10 BRL 14.646 1.718 11,968.73 11,968.73
PUR 11/12/10 60 REDECARD SA 600.00 21.80 13,203.92 13,203.92
240065 11/18/10 BRL 21.944 1.718 7,685.41 7,685.41
PUR 11/16/10 60 CIA SIDERBURGICA NACL 16,500.00 660.00 273,997.35 273,997.35
250732 11/19/10 USD 16.566 1.000 273,997.35 273,997.35
PUR 11/16/10 60 REDECARD SA 9,400.00 341.82 208,338.56 208,338.56
240065 11/19/10 BRL 22.101 1.729 120,489.60 120,489.60
PUR 11/17/10 60 CIA SIDERBURGICA NACL 11,000.00 440.00 182,738.60 182,738.60
250732 11/22/10 USD 16.573 1.000 182,738.60 182,738.60
PUR 11/17/10 60 REDECARD SA 2,800.00 101.52 61,730.61 61,730.61
240065 11/22/10 BRL 21.984 1.725 35,783.79 35,783.79
PUR 11/19/10 60 CIA SIDERBURGICA NACL 6,200.00 248.00 105,000.10 105,000.10
250732 11/24/10 USD 16.896 1.000 105,000.10 105,000.10
PUR 11/19/10 60 REDECARD SA 2,800.00 102.33 62,042.57 62,042.57
240065 11/24/10 BRL 22.095 1.720 36,069.16 36,069.16
PUR 11/22/10 60 CIA SIDERBURGICA NACL 5,600.00 224.00 92,882.72 92,882.72
250732 11/26/10 USD 16.546 1.000 92,882.72 92,882.72
PUR 11/22/10 60 REDECARD SA 9,800.00 353.44 214,460.09 214,460.09
240065 11/25/10 BRL 21.822 1.721 124,584.69 124,584.69
PUR 11/23/10 60 CIA SIDERBURGICA NACL 16,300.00 652.00 263,970.35 263,970.35
250732 11/29/10 USD 16.155 1.000 263,970.35 263,970.35
PUR 11/23/10 60 CIELO SA (FMLY COMP BR 7,500.00 177.36 108,218.51 108,218.51
247595 11/26/10 BRL 14.388 1.731 62,517.91 62,517.91
PUR 11/23/10 60 REDECARD SA 3,900.00 121.52 84,351.29 84,351.29
240065 11/26/10 BRL 21.575 1.731 48,729.80 48,729.80
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: 53
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/24/10 60 CIA SIDERBURGICA NACL 3,300.00 66.00 53,889.00 53,889.00
250732 11/30/10 USD 16.310 1.000 53,889.00 53,889.00
PUR 11/26/10 60 CIA SIDERBURGICA NACL 6,200.00 248.00 99,939.04 99,939.04
250732 12/01/10 USD 16.079 1.000 99,939.04 99,939.04
PUR 11/26/10 60 CIELO SA (FMLY COMP BR 1,000.00 23.91 14,540.55 14,540.55
247595 12/01/10 BRL 14.499 1.725 8,428.33 8,428.33
PUR 11/26/10 60 REDECARD SA 1,200.00 43.94 26,721.68 26,721.68
240065 12/01/10 BRL 22.205 1.725 15,489.03 15,489.03
PUR 11/29/10 60 CIA SIDERBURGICA NACL 4,100.00 164.00 65,086.68 65,086.68
250732 12/02/10 USD 15.835 1.000 65,086.68 65,086.68
PUR 11/29/10 60 CIELO SA (FMLY COMP BR 1,100.00 23.07 16,001.01 16,001.01
247595 12/02/10 BRL 14.510 1.730 9,251.55 9,251.55
PUR 11/29/10 60 REDECARD SA 2,300.00 73.31 50,842.48 50,842.48
240065 12/02/10 BRL 22.050 1.730 29,396.36 29,396.36
PUR 11/30/10 60 CIA SIDERBURGICA NACL 2,100.00 84.00 32,884.53 32,884.53
250732 12/03/10 USD 15.619 1.000 32,884.53 32,884.53
PUR 11/30/10 60 CIELO SA (FMLY COMP BR 2,100.00 51.63 31,296.05 31,296.05
247595 12/03/10 BRL 14.861 1.720 18,196.44 18,196.44
---------------- --------- ---------------- ------------ ---------------- --------------
208,300.00 7,104.77 3,763,856.56 3,763,856.56
2,807,182.10 2,807,182.10
35 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 11/10/10 60 PHILIPPINE LONG DIST - 2,200.00 88.00 124,154.36 124,154.36
240079 11/16/10 USD 56.394 1.000 124,154.36 124,154.36
PUR 11/11/10 60 PHILIPPINE LONG DIST - 1,400.00 24.50 78,104.74 78,104.74
240079 11/16/10 USD 55.772 1.000 78,104.74 78,104.74
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/11/10 60 PHILIPPINE LONG DIST - 1,700.00 68.00 94,889.07 94,889.07
240079 11/16/10 USD 55.777 1.000 94,889.07 94,889.07
PUR 11/12/10 60 PHILIPPINE LONG DIST - 1,700.00 68.00 92,930.16 92,930.16
240079 11/17/10 USD 54.625 1.000 92,930.16 92,930.16
PUR 11/16/10 60 PHILIPPINE LONG DIST - 200.00 8.00 10,915.68 10,915.68
240079 11/19/10 USD 54.538 1.000 10,915.68 10,915.68
PUR 11/17/10 60 PHILIPPINE LONG DIST - 1,000.00 40.00 54,702.40 54,702.40
240079 11/22/10 USD 54.662 1.000 54,702.40 54,702.40
PUR 11/18/10 60 PHILIPPINE LONG DIST - 200.00 8.00 10,981.58 10,981.58
240079 11/23/10 USD 54.868 1.000 10,981.58 10,981.58
PUR 11/22/10 60 PHILIPPINE LONG DIST - 1,300.00 52.00 71,719.83 71,719.83
240079 11/26/10 USD 55.129 1.000 71,719.83 71,719.83
PUR 11/24/10 60 PHILIPPINE LONG DIST - 900.00 15.75 49,451.76 49,451.76
240079 11/30/10 USD 54.929 1.000 49,451.76 49,451.76
PUR 11/26/10 60 PHILIPPINE LONG DIST - 200.00 3.50 10,955.90 10,955.90
240079 12/01/10 USD 54.762 1.000 10,955.90 10,955.90
PUR 11/29/10 60 PHILIPPINE LONG DIST - 600.00 24.00 32,401.68 32,401.68
240079 12/02/10 USD 53.963 1.000 32,401.68 32,401.68
PUR 11/30/10 60 PHILIPPINE LONG DIST - 100.00 4.00 5,428.39 5,428.39
240079 12/03/10 USD 54.244 1.000 5,428.39 5,428.39
---------------- --------- ---------------- ------------ ---------------- --------------
11,500.00 403.75 636,635.55 636,635.55
636,635.55 636,635.55
12 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
PUR 11/15/10 60 MOBILE TELESYSTEMS OJS 4,500.00 180.00 96,313.50 96,313.50
240075 11/18/10 USD 21.363 1.000 96,313.50 96,313.50
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 55
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/15/10 60 MOBILE TELESYSTEMS OJS 2,600.00 52.00 55,679.00 55,679.00
240075 11/18/10 USD 21.395 1.000 55,679.00 55,679.00
PUR 11/16/10 60 MOBILE TELESYSTEMS OJS 9,600.00 384.00 202,314.24 202,314.24
240075 11/19/10 USD 21.034 1.000 202,314.24 202,314.24
PUR 11/17/10 60 MOBILE TELESYSTEMS OJS 8,200.00 328.00 172,150.80 172,150.80
240075 11/22/10 USD 20.954 1.000 172,150.80 172,150.80
PUR 11/17/10 60 MOBILE TELESYSTEMS OJS 2,700.00 54.00 56,524.50 56,524.50
240075 11/22/10 USD 20.915 1.000 56,524.50 56,524.50
PUR 11/19/10 60 MOBILE TELESYSTEMS OJS 2,600.00 26.00 55,062.80 55,062.80
240075 11/24/10 USD 21.168 1.000 55,062.80 55,062.80
PUR 11/19/10 60 MOBILE TELESYSTEMS OJS 2,500.00 100.00 53,004.00 53,004.00
240075 11/24/10 USD 21.162 1.000 53,004.00 53,004.00
PUR 11/22/10 60 MOBILE TELESYSTEMS OJS 600.00 24.00 12,617.46 12,617.46
240075 11/26/10 USD 20.989 1.000 12,617.46 12,617.46
PUR 11/23/10 60 MOBILE TELESYSTEMS OJS 3,900.00 78.00 81,935.10 81,935.10
240075 11/29/10 USD 20.989 1.000 81,935.10 81,935.10
PUR 11/23/10 60 MOBILE TELESYSTEMS OJS 4,400.00 176.00 92,491.96 92,491.96
240075 11/29/10 USD 20.981 1.000 92,491.96 92,491.96
PUR 11/24/10 60 MOBILE TELESYSTEMS OJS 4,600.00 184.00 98,753.26 98,753.26
240075 11/30/10 USD 21.428 1.000 98,753.26 98,753.26
PUR 11/26/10 60 MOBILE TELESYSTEMS OJS 100.00 4.00 2,122.59 2,122.59
240075 12/01/10 USD 21.186 1.000 2,122.59 2,122.59
PUR 11/29/10 60 MOBILE TELESYSTEMS OJS 3,900.00 156.00 82,411.68 82,411.68
240075 12/02/10 USD 21.091 1.000 82,411.68 82,411.68
PUR 11/30/10 60 MOBILE TELESYSTEMS OJS 6,500.00 260.00 136,300.45 136,300.45
240075 12/03/10 USD 20.929 1.000 136,300.45 136,300.45
---------------- --------- ---------------- ------------ ---------------- --------------
56,700.00 2,006.00 1,197,681.34 1,197,681.34
1,197,681.34 1,197,681.34
14 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
1,125,801.00 22,504.878,552,141,402.43 8,552,141,402.43
12,024,819.26 12,024,819.26
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: 56
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
115 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
1,125,801.00 22,504.878,552,141,402.43 8,552,141,402.43
12,024,819.26 12,024,819.26
115 "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: 57
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/01/10 60 KOC HOLDING AS 38,839.00 475.92 271,193.32 161,783.51 109,409.81
247977 11/03/10 TRY 7.000 1.428 189,891.34 107,871.27 82,020.07
SALE 11/04/10 60 AKBANK TAS TRY 1.0 11,894.00 202.09 112,461.37 60,883.32 51,578.05
244496 11/08/10 TRY 9.479 1.395 80,631.92 39,140.35 41,491.57
SALE 11/04/10 60 KOC HOLDING AS 45,553.00 582.53 324,180.84 189,750.61 134,430.23
247977 11/08/10 TRY 7.134 1.395 232,429.35 126,518.70 105,910.65
SALE 11/04/10 60 KOC HOLDING AS 19,420.00 247.15 137,537.29 80,893.84 56,643.45
247977 11/08/10 TRY 7.100 1.395 98,610.71 53,937.03 44,673.68
SALE 11/05/10 60 AKBANK TAS TRY 1.0 20,814.00 353.83 197,456.67 106,543.25 90,913.42
244496 11/09/10 TRY 9.511 1.399 141,176.61 68,493.96 72,682.65
---------------- --------- ---------------- ------------ ---------------- --------------
136,520.00 1,861.52 1,042,829.49 599,854.53 442,974.96
742,739.93 395,961.31 346,778.62
5 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 11/24/10 60 HTC CORP 35,535.00 3,893,474.01 1,596,990.34 2,296,483.67
244137 11/29/10 USD 109.567 1.000 3,893,474.01 1,596,990.34 2,296,483.67
---------------- --------- ---------------- ------------ ---------------- --------------
35,535.00 3,893,474.01 1,596,990.34 2,296,483.67
3,893,474.01 1,596,990.34 2,296,483.67
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
SALE 11/02/10 60 SHOUGANG CONCORD INTER 36,500.00 6.05 47,782.24 55,583.73 -7,801.49
241650 11/04/10 HKD 1.310 7.751 6,164.30 7,149.98 -985.68
SALE 11/03/10 60 SHOUGANG CONCORD INTER 137,000.00 22.88 180,563.98 208,629.34 -28,065.36
241650 11/05/10 HKD 1.319 7.751 23,296.17 26,836.92 -3,540.75
SALE 11/04/10 60 SHOUGANG CONCORD INTER 89,000.00 14.97 118,171.15 135,532.93 -17,361.78
241650 11/08/10 HKD 1.329 7.751 15,246.81 17,434.20 -2,187.39
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/05/10 60 SHOUGANG CONCORD INTER 189,500.00 32.33 255,167.16 288,578.54 -33,411.38
241650 11/09/10 HKD 1.348 7.751 32,922.46 37,121.14 -4,198.68
SALE 11/08/10 60 SHOUGANG CONCORD INTER 139,500.00 23.81 187,966.02 212,436.45 -24,470.43
241650 11/10/10 HKD 1.349 7.751 24,250.08 27,326.64 -3,076.56
SALE 11/09/10 60 SHOUGANG CONCORD INTER 157,500.00 27.10 213,901.63 239,847.60 -25,945.97
241650 11/11/10 HKD 1.359 7.751 27,596.83 30,852.66 -3,255.83
SALE 11/10/10 60 SHOUGANG CONCORD INTER 47,000.00 7.98 63,024.15 71,573.57 -8,549.42
241650 11/12/10 HKD 1.342 7.751 8,131.15 9,206.83 -1,075.68
SALE 11/30/10 60 SHOUGANG CONCORD INTER 16,500.00 2.43 19,212.42 25,126.89 -5,914.47
241650 12/02/10 HKD 1.166 7.766 2,474.03 3,232.18 -758.15
---------------- --------- ---------------- ------------ ---------------- --------------
812,500.00 137.55 1,085,788.75 1,237,309.05 -151,520.30
140,081.83 159,160.55 -19,078.72
8 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 11/10/10 60 UNITED TRACTORS TBK PT 26,000.00 247.88 621,448,351.06 279,757,519.78 341,690,831.28
242799 11/15/10 IDR 23986.6 8890.00 69,904.20 29,534.59 40,369.61
SALE 11/10/10 60 UNITED TRACTORS TBK PT 57,500.00 532.991,375,298,727.00 618,694,514.90 756,604,212.10
242799 11/15/10 IDR 24000.6 8890.00 154,701.77 65,316.89 89,384.88
SALE 11/11/10 60 UNITED TRACTORS TBK PT 16,000.00 149.52 375,197,059.70 172,158,473.71 203,038,585.99
242799 11/16/10 IDR 23532.9 8898.00 42,166.45 18,175.14 23,991.31
SALE 11/12/10 60 UNITED TRACTORS TBK PT 11,000.00 100.18 252,119,254.52 118,358,950.68 133,760,303.84
242799 11/18/10 IDR 23001.2 8924.50 28,250.24 12,495.41 15,754.83
SALE 11/16/10 60 UNITED TRACTORS TBK PT 13,500.00 117.79 305,825,842.00 145,258,712.19 160,567,129.81
242799 11/22/10 IDR 22731.8 8945.50 34,187.67 15,335.27 18,852.40
SALE 11/18/10 60 UNITED TRACTORS TBK PT 7,000.00 63.50 160,157,989.26 75,319,332.25 84,838,657.01
242799 11/23/10 IDR 22960.8 8944.00 17,906.75 7,951.62 9,955.13
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: 59
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/19/10 60 UNITED TRACTORS TBK PT 59,000.00 572.691,442,438,030.00 634,834,371.81 807,603,658.19
242799 11/24/10 IDR 24534.7 8931.50 161,500.09 67,020.81 94,479.28
SALE 11/22/10 60 UNITED TRACTORS TBK PT 43,500.00 430.121,083,109,373.00 468,055,850.40 615,053,522.60
242799 11/25/10 IDR 24987.3 8929.50 121,295.64 49,413.65 71,881.99
SALE 11/23/10 60 UNITED TRACTORS TBK PT 7,500.00 72.27 182,863,268.79 80,699,284.55 102,163,984.24
242799 11/26/10 IDR 24468.2 8972.50 20,380.41 8,519.59 11,860.82
SALE 11/23/10 60 UNITED TRACTORS TBK PT 15,400.00 142.60 374,532,246.00 165,702,530.95 208,829,715.05
242799 11/26/10 IDR 24403.3 8972.50 41,742.24 17,493.57 24,248.67
SALE 11/25/10 60 UNITED TRACTORS TBK PT 35,400.00 338.97 856,722,376.88 380,900,623.09 475,821,753.79
242799 11/30/10 IDR 24287.0 8962.50 95,589.67 40,212.49 55,377.18
SALE 11/26/10 60 UNITED TRACTORS TBK PT 7,300.00 69.60 176,509,175.10 78,547,303.63 97,961,871.47
242799 12/01/10 IDR 24265.0 8992.49 19,628.49 8,292.41 11,336.08
SALE 11/26/10 60 UNITED TRACTORS TBK PT 3,000.00 27.67 72,224,820.00 32,279,713.82 39,945,106.18
242799 12/01/10 IDR 24157.8 8992.50 8,031.67 3,407.84 4,623.83
---------------- --------- ---------------- ------------ ---------------- --------------
302,100.00 2,865.787,278,446,513.31 3,250,567,181.76 4027879331.55
815,285.29 343,169.28 472,116.01
13 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 11/15/10 60 MURRAY + ROBERTS HOLDI 8,694.00 104.22 363,296.69 473,578.65 -110,281.96
240206 11/22/10 ZAR 41.871 6.986 52,003.53 57,983.86 -5,980.33
SALE 11/16/10 60 MURRAY + ROBERTS HOLDI 56,511.00 657.01 2,313,292.78 3,078,261.25 -764,968.47
240206 11/23/10 ZAR 41.017 7.056 327,847.62 376,895.10 -49,047.48
SALE 11/18/10 60 MURRAY + ROBERTS HOLDI 6,803.00 79.65 278,365.15 370,572.30 -92,207.15
240206 11/25/10 ZAR 41.000 7.004 39,744.31 45,372.00 -5,627.69
SALE 11/19/10 60 MURRAY + ROBERTS HOLDI 732.00 8.55 29,951.98 39,873.43 -9,921.45
240206 11/26/10 ZAR 41.000 7.019 4,267.21 4,882.01 -614.80
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: 60
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/23/10 60 MURRAY + ROBERTS HOLDI 31,627.00 358.14 1,265,131.76 1,722,782.62 -457,650.86
240206 11/30/10 ZAR 40.082 7.079 178,711.12 210,933.47 -32,222.35
---------------- --------- ---------------- ------------ ---------------- --------------
104,367.00 1,207.57 4,250,038.36 5,685,068.25 -1,435,029.89
602,573.79 696,066.44 -93,492.65
5 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 11/16/10 60 KASIKORNBANK PCL-FOREI 40,500.00 410.24 4,891,052.64 2,883,656.39 2,007,396.25
246231 11/19/10 THB 121.069 29.885 163,662.46 85,926.08 77,736.38
SALE 11/16/10 60 KASIKORNBANK PCL-FOREI 19,600.00 211.86 2,391,938.29 1,395,547.29 996,391.00
246231 11/19/10 THB 122.361 29.885 80,038.09 41,583.98 38,454.11
SALE 11/19/10 60 KASIKORNBANK PCL-FOREI 4,000.00 43.38 490,654.45 284,805.57 205,848.88
246231 11/24/10 THB 122.988 29.940 16,387.92 8,486.53 7,901.39
SALE 11/19/10 60 KASIKORNBANK PCL-FOREI 12,500.00 127.99 1,528,777.09 890,017.41 638,759.68
246231 11/24/10 THB 122.609 29.940 51,061.36 26,520.40 24,540.96
SALE 11/19/10 60 KASIKORNBANK PCL-FOREI 37,700.00 387.20 4,624,884.37 2,684,292.49 1,940,591.88
246231 11/24/10 THB 122.983 29.940 154,471.76 79,985.51 74,486.25
SALE 11/22/10 60 KASIKORNBANK PCL-FOREI 38,700.00 402.68 4,807,321.37 2,755,493.89 2,051,827.48
246231 11/25/10 THB 124.532 29.925 160,645.66 82,107.15 78,538.51
SALE 11/23/10 60 KASIKORNBANK PCL-FOREI 25,200.00 257.04 3,082,512.27 1,794,275.09 1,288,237.18
246231 11/26/10 THB 122.629 30.060 102,545.32 53,465.12 49,080.20
SALE 11/23/10 60 KASIKORNBANK PCL-FOREI 6,600.00 67.30 807,132.43 469,929.19 337,203.24
246231 11/26/10 THB 122.599 30.060 26,850.71 14,002.77 12,847.94
SALE 11/24/10 60 KASIKORNBANK PCL-FOREI 56,500.00 583.02 6,988,219.82 4,022,878.67 2,965,341.15
246231 11/29/10 THB 123.995 30.045 232,591.77 119,872.19 112,719.58
SALE 11/25/10 60 KASIKORNBANK PCL-FOREI 21,300.00 216.73 2,597,743.18 1,516,589.66 1,081,153.52
246231 11/30/10 THB 122.265 30.045 86,461.75 45,190.76 41,270.99
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: 61
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/26/10 60 KASIKORNBANK PCL-FOREI 22,300.00 219.63 2,643,471.49 1,587,791.05 1,055,680.44
246231 12/01/10 THB 118.838 30.170 87,619.21 47,312.39 40,306.82
SALE 11/30/10 60 KASIKORNBANK PCL-FOREI 27,000.00 271.05 3,268,920.41 1,922,437.60 1,346,482.81
246231 12/03/10 THB 121.375 30.230 108,134.98 57,284.06 50,850.92
---------------- --------- ---------------- ------------ ---------------- --------------
311,900.00 3,198.12 38,122,627.81 22,207,714.30 15,914,913.51
1,270,470.99 661,736.94 608,734.05
12 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 11/01/10 60 FERTILIZANTES FOSFATAD 2,800.00 43.06 54,499.16 45,361.65 9,137.51
247577 11/05/10 BRL 19.490 1.705 31,969.94 24,672.28 7,297.66
SALE 11/01/10 60 SOUZA CRUZ SA 1,000.00 147.10 87,890.04 54,925.78 32,964.26
240069 11/05/10 BRL 88.141 1.705 51,557.48 30,834.20 20,723.28
SALE 11/03/10 60 FERTILIZANTES FOSFATAD 1,000.00 15.33 19,336.66 16,200.59 3,136.07
247577 11/08/10 BRL 19.363 1.699 11,380.20 8,811.53 2,568.67
SALE 11/04/10 60 FERTILIZANTES FOSFATAD 4,400.00 68.61 85,548.39 71,282.59 14,265.80
247577 11/09/10 BRL 19.469 1.679 50,942.89 38,770.73 12,172.16
SALE 11/04/10 60 SOUZA CRUZ SA 1,900.00 280.06 164,841.28 104,358.98 60,482.30
240069 11/09/10 BRL 87.006 1.679 98,160.71 58,584.99 39,575.72
SALE 11/05/10 60 SOUZA CRUZ SA 4,100.00 599.40 353,775.12 225,195.69 128,579.43
240069 11/10/10 BRL 86.533 1.684 210,086.48 126,420.23 83,666.25
SALE 11/09/10 60 FERTILIZANTES FOSFATAD 500.00 7.66 9,649.51 8,100.29 1,549.22
247577 11/12/10 BRL 19.325 1.696 5,689.07 4,405.76 1,283.31
SALE 11/09/10 60 SOUZA CRUZ SA 600.00 87.66 52,111.32 32,955.47 19,155.85
240069 11/12/10 BRL 87.100 1.696 30,723.30 18,500.52 12,222.78
SALE 11/10/10 60 FERTILIZANTES FOSFATAD 1,100.00 16.61 21,137.95 17,820.65 3,317.30
247577 11/16/10 BRL 19.242 1.714 12,330.37 9,692.68 2,637.69
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: 62
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/11/10 60 FERTILIZANTES FOSFATAD 100.00 1.50 1,914.50 1,620.06 294.44
247577 11/17/10 BRL 19.171 1.719 1,113.76 881.15 232.61
SALE 11/18/10 60 FERTILIZANTES FOSFATAD 2,300.00 63.88 43,646.04 37,261.35 6,384.69
247577 11/23/10 BRL 19.024 1.712 25,488.23 20,266.51 5,221.72
SALE 11/18/10 60 SOUZA CRUZ SA 2,600.00 375.46 225,346.98 142,807.02 82,539.96
240069 11/23/10 BRL 86.919 1.712 131,597.16 80,168.93 51,428.23
SALE 11/19/10 60 SOUZA CRUZ SA 1,600.00 229.74 138,510.42 87,881.24 50,629.18
240069 11/24/10 BRL 86.816 1.720 80,524.63 49,334.72 31,189.91
SALE 11/22/10 60 SOUZA CRUZ SA 800.00 115.60 69,750.12 43,940.62 25,809.50
240069 11/25/10 BRL 87.436 1.721 40,519.41 24,667.36 15,852.05
SALE 11/24/10 60 FERTILIZANTES FOSFATAD 1,000.00 14.86 18,989.72 16,200.59 2,789.13
247577 11/29/10 BRL 19.015 1.722 11,029.63 8,811.53 2,218.10
SALE 11/24/10 60 SOUZA CRUZ SA 1,800.00 260.93 157,456.66 98,866.40 58,590.26
240069 11/29/10 BRL 87.726 1.722 91,454.18 55,501.56 35,952.62
SALE 11/24/10 60 ULTRAPAR PARTICIPACOES 2,000.00 161.36 206,285.58 167,914.26 38,371.32
251794 11/29/10 BRL 103.282 1.722 119,815.05 93,713.83 26,101.22
SALE 11/24/10 60 ULTRAPAR PARTICIPACOES 3,700.00 555.17 381,378.48 310,641.38 70,737.10
251794 11/29/10 BRL 103.334 1.722 221,512.74 173,370.59 48,142.15
SALE 11/30/10 60 FERTILIZANTES FOSFATAD 2,300.00 33.23 42,433.05 37,261.35 5,171.70
247577 12/03/10 BRL 18.474 1.720 24,671.81 20,266.51 4,405.30
SALE 11/30/10 60 SOUZA CRUZ SA 1,600.00 231.97 139,833.04 87,881.25 51,951.79
240069 12/03/10 BRL 87.645 1.720 81,303.01 49,334.73 31,968.28
SALE 11/30/10 60 ULTRAPAR PARTICIPACOES 700.00 56.06 71,592.12 58,769.99 12,822.13
251794 12/03/10 BRL 102.412 1.720 41,625.75 32,799.84 8,825.91
---------------- --------- ---------------- ------------ ---------------- --------------
37,900.00 3,365.25 2,345,926.14 1,667,247.20 678,678.94
1,373,495.80 929,810.18 443,685.62
21 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 63
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/25/10 60 CHINA HIGH SPEED TRANS 3,000.00 5.70 45,030.64 52,372.39 -7,341.75
253778 11/29/10 HKD 15.025 7.760 5,803.22 6,752.56 -949.34
SALE 11/25/10 60 CHINA HIGH SPEED TRANS 10,000.00 40.21 149,528.02 174,574.62 -25,046.60
253778 11/29/10 HKD 14.984 7.760 19,270.07 22,508.52 -3,238.45
SALE 11/25/10 60 CHINA HIGH SPEED TRANS 45,000.00 94.14 674,942.54 785,585.78 -110,643.24
253778 11/29/10 HKD 15.015 7.760 86,981.62 101,288.32 -14,306.70
SALE 11/25/10 60 CHINA HIGH SPEED TRANS 30,000.00 56.85 449,210.79 523,723.85 -74,513.06
253778 11/29/10 HKD 14.988 7.760 57,890.97 67,525.55 -9,634.58
SALE 11/26/10 60 CHINA HIGH SPEED TRANS 9,000.00 16.84 133,118.60 157,117.16 -23,998.56
253778 11/30/10 HKD 14.805 7.763 17,148.16 20,257.66 -3,109.50
---------------- --------- ---------------- ------------ ---------------- --------------
97,000.00 213.74 1,451,830.59 1,693,373.80 -241,543.21
187,094.04 218,332.61 -31,238.57
5 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 11/16/10 60 DESARROLLADORA HOMEX A 300.00 12.17 9,954.40 11,802.61 -1,848.21
240080 11/19/10 USD 33.222 1.000 9,954.40 11,802.61 -1,848.21
SALE 11/17/10 60 DESARROLLADORA HOMEX A 100.00 4.06 3,297.16 3,934.20 -637.04
240080 11/22/10 USD 33.012 1.000 3,297.16 3,934.20 -637.04
SALE 11/19/10 60 DESARROLLADORA HOMEX A 600.00 24.34 19,989.98 23,605.22 -3,615.24
240080 11/24/10 USD 33.357 1.000 19,989.98 23,605.22 -3,615.24
SALE 11/22/10 60 DESARROLLADORA HOMEX A 600.00 24.35 20,190.55 23,605.22 -3,414.67
240080 11/26/10 USD 33.692 1.000 20,190.55 23,605.22 -3,414.67
SALE 11/24/10 60 DESARROLLADORA HOMEX A 1,000.00 18.08 34,001.32 39,342.03 -5,340.71
240080 11/30/10 USD 34.019 1.000 34,001.32 39,342.03 -5,340.71
SALE 11/26/10 60 DESARROLLADORA HOMEX A 100.00 1.81 3,387.29 3,934.20 -546.91
240080 12/01/10 USD 33.891 1.000 3,387.29 3,934.20 -546.91
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: 64
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/29/10 60 DESARROLLADORA HOMEX A 800.00 14.46 26,944.98 31,473.63 -4,528.65
240080 12/02/10 USD 33.699 1.000 26,944.98 31,473.63 -4,528.65
SALE 11/30/10 60 DESARROLLADORA HOMEX A 600.00 10.85 20,340.91 23,605.22 -3,264.31
240080 12/03/10 USD 33.920 1.000 20,340.91 23,605.22 -3,264.31
---------------- --------- ---------------- ------------ ---------------- --------------
4,100.00 110.12 138,106.59 161,302.33 -23,195.74
138,106.59 161,302.33 -23,195.74
8 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 11/01/10 60 MAGNIT OJSC NPV GDR 530.00 17.04 14,181.50 7,984.50 6,197.00
249598 11/04/10 USD 26.790 1.000 14,181.50 7,984.50 6,197.00
SALE 11/04/10 60 MAGNIT OJSC NPV GDR 3,734.00 119.97 99,857.13 56,253.06 43,604.07
249598 11/09/10 USD 26.775 1.000 99,857.13 56,253.06 43,604.07
SALE 11/05/10 60 MAGNIT OJSC NPV GDR 2,522.00 81.05 67,458.11 37,994.17 29,463.94
249598 11/10/10 USD 26.780 1.000 67,458.11 37,994.17 29,463.94
SALE 11/08/10 60 MAGNIT OJSC NPV GDR 606.00 19.45 16,191.23 9,129.45 7,061.78
249598 11/11/10 USD 26.750 1.000 16,191.23 9,129.45 7,061.78
SALE 11/09/10 60 MAGNIT OJSC NPV GDR 4,590.00 150.89 125,588.49 69,148.78 56,439.71
249598 11/12/10 USD 27.394 1.000 125,588.49 69,148.78 56,439.71
SALE 11/12/10 60 MAGNIT OJSC NPV GDR 273.00 8.80 7,326.71 4,112.77 3,213.94
249598 11/17/10 USD 26.870 1.000 7,326.71 4,112.77 3,213.94
SALE 11/18/10 60 MAGNIT OJSC NPV GDR 6,119.00 195.18 162,454.57 92,183.31 70,271.26
249598 11/23/10 USD 26.581 1.000 162,454.57 92,183.31 70,271.26
SALE 11/19/10 60 MAGNIT OJSC NPV GDR 855.00 27.14 22,593.42 12,880.66 9,712.76
249598 11/24/10 USD 26.457 1.000 22,593.42 12,880.66 9,712.76
SALE 11/22/10 60 MAGNIT OJSC NPV GDR 453.00 14.43 12,013.26 6,824.49 5,188.77
249598 11/25/10 USD 26.551 1.000 12,013.26 6,824.49 5,188.77
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: 65
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/23/10 60 MAGNIT OJSC NPV GDR 120.00 3.75 3,118.52 1,807.81 1,310.71
249598 11/26/10 USD 26.019 1.000 3,118.52 1,807.81 1,310.71
SALE 11/25/10 60 MAGNIT OJSC NPV GDR 7,531.00 240.46 200,142.13 113,455.22 86,686.91
249598 11/30/10 USD 26.608 1.000 200,142.13 113,455.22 86,686.91
SALE 11/26/10 60 MAGNIT OJSC NPV GDR 1,274.00 40.63 33,818.47 19,192.93 14,625.54
249598 12/01/10 USD 26.577 1.000 33,818.47 19,192.93 14,625.54
SALE 11/29/10 60 MAGNIT OJSC NPV GDR 786.00 25.16 20,943.12 11,841.16 9,101.96
249598 12/02/10 USD 26.677 1.000 20,943.12 11,841.16 9,101.96
SALE 11/30/10 60 MAGNIT OJSC NPV GDR 2,922.00 92.97 77,379.48 44,020.20 33,359.28
249598 12/03/10 USD 26.514 1.000 77,379.48 44,020.20 33,359.28
---------------- --------- ---------------- ------------ ---------------- --------------
32,315.00 1,036.92 863,066.14 486,828.51 376,237.63
863,066.14 486,828.51 376,237.63
14 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
1,874,237.00 13,996.577,331,640,201.19 3,285,902,870.07 4045737331.12
10,026,388.41 5,649,358.49 4,377,029.92
92 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
1,874,237.00 13,996.577,331,640,201.19 3,285,902,870.07 4045737331.12
10,026,388.41 5,649,358.49 4,377,029.92
92 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
---------------- --------- ---------------- ------------ ---------------- --------------
3,000,038.00 36,501.44 15883781603.62 11838044272.50 4045737331.12
22,051,207.67 17,674,177.75 4,377,029.92
207 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: 66
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
DEV MKT COMMON STOCK (2220)
--------------------------------
PUR 11/08/10 60 CHINA CITIC BANK H C 2,875,000.00 1,214.75 17,793,557.47 17,793,557.47
254251 11/10/10 HKD 6.186 7.751 2,295,602.26 2,295,602.26
---------------- --------- ---------------- ------------ ---------------- --------------
2,875,000.00 1,214.75 17,793,557.47 17,793,557.47
2,295,602.26 2,295,602.26
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
---------------- --------- ---------------- ------------ ---------------- --------------
2,875,000.00 1,214.75 17,793,557.47 17,793,557.47
2,295,602.26 2,295,602.26
1 TRANSACTION IN CATEGORY: DEV MKT COMMON STOCK (2220)
EM COMMON STOCK (2225)
--------------------------------
PUR 11/02/10 60 BIM BIRLESIK MAGAZALAR 4,100.00 287.58 203,597.46 203,597.46
253922 11/04/10 TRY 49.559 1.413 144,078.59 144,078.59
PUR 11/03/10 60 BIM BIRLESIK MAGAZALAR 1,332.00 93.41 66,061.06 66,061.06
253922 11/05/10 TRY 49.496 1.412 46,797.05 46,797.05
PUR 11/04/10 60 BIM BIRLESIK MAGAZALAR 3,649.00 261.62 182,814.90 182,814.90
253922 11/08/10 TRY 50.000 1.395 131,073.60 131,073.60
PUR 11/05/10 60 BIM BIRLESIK MAGAZALAR 7,498.00 538.43 377,289.88 377,289.88
253922 11/09/10 TRY 50.218 1.399 269,752.89 269,752.89
PUR 11/09/10 60 BIM BIRLESIK MAGAZALAR 2,594.00 184.67 129,959.40 129,959.40
253922 11/11/10 TRY 50.000 1.405 92,517.55 92,517.55
PUR 11/10/10 60 BIM BIRLESIK MAGAZALAR 7,615.00 535.46 381,511.50 381,511.50
253922 11/12/10 TRY 50.000 1.422 268,263.90 268,263.90
---------------- --------- ---------------- ------------ ---------------- --------------
26,788.00 1,901.17 1,341,234.20 1,341,234.20
952,483.58 952,483.58
6 TRANSACTIONS IN COUNTRY: TURKEY (3400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 67
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/30/10 60 AU OPTRONICS CORP SPON 240,935.00 3,601.16 2,404,373.87 2,404,373.87
254680 12/03/10 USD 9.964 1.000 2,404,373.87 2,404,373.87
---------------- --------- ---------------- ------------ ---------------- --------------
240,935.00 3,601.16 2,404,373.87 2,404,373.87
2,404,373.87 2,404,373.87
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
PUR 11/08/10 60 HARUM ENERGY TBK PT CO 2,801,500.00 7,129.90 19244213165.00 19244213165.00
254252 11/11/10 IDR 6846.59 8904.50 2,161,178.41 2,161,178.41
---------------- --------- ---------------- ------------ ---------------- --------------
2,801,500.00 7,129.90 19244213165.00 19244213165.00
2,161,178.41 2,161,178.41
1 TRANSACTION IN COUNTRY: INDONESIA (4600)
PUR 11/09/10 60 KUMBA IRON ORE LTD ZAR 30,690.00 3,891.17 13,320,990.63 13,320,990.63
251793 11/16/10 ZAR 433.186 6.816 1,954,342.02 1,954,342.02
---------------- --------- ---------------- ------------ ---------------- --------------
30,690.00 3,891.17 13,320,990.63 13,320,990.63
1,954,342.02 1,954,342.02
1 TRANSACTION IN COUNTRY: SOUTH AFRICA (6200)
PUR 11/01/10 60 BRAZIL INSURANCE PARTI 500.00 1,293.41 777,204.88 777,204.88
254119 11/05/10 BRL 1550.00 1.705 455,918.86 455,918.86
---------------- --------- ---------------- ------------ ---------------- --------------
500.00 1,293.41 777,204.88 777,204.88
455,918.86 455,918.86
1 TRANSACTION IN COUNTRY: BRAZIL (6900)
PUR 11/22/10 60 EMPRESA NACIONAL DE EL 480,457.00 3,160.42 433,903,815.00 433,903,815.00
254600 11/24/10 CLP 899.957 478.850 906,137.24 906,137.24
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 68
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/23/10 60 EMPRESA NACIONAL DE EL 5,339.00 35.01 4,829,076.00 4,829,076.00
254600 11/25/10 CLP 901.336 481.150 10,036.53 10,036.53
PUR 11/24/10 60 EMPRESA NACIONAL DE EL 120,500.00 796.87 110,112,555.00 110,112,555.00
254600 11/26/10 CLP 910.610 481.950 228,472.98 228,472.98
PUR 11/25/10 60 EMPRESA NACIONAL DE EL 5,226.00 34.90 4,822,507.00 4,822,507.00
254600 11/29/10 CLP 919.573 481.950 10,006.24 10,006.24
PUR 11/26/10 60 EMPRESA NACIONAL DE EL 8,218.00 54.86 7,591,063.00 7,591,063.00
254600 11/30/10 CLP 920.490 482.650 15,727.88 15,727.88
PUR 11/29/10 60 EMPRESA NACIONAL DE EL 51,333.00 339.23 47,386,285.00 47,386,285.00
254600 12/01/10 CLP 919.896 487.200 97,262.49 97,262.49
PUR 11/30/10 60 EMPRESA NACIONAL DE EL 243,611.00 1,611.43 225,303,532.00 225,303,532.00
254600 12/02/10 CLP 921.624 487.650 462,018.93 462,018.93
---------------- --------- ---------------- ------------ ---------------- --------------
914,684.00 6,032.72 833,948,833.00 833,948,833.00
1,729,662.29 1,729,662.29
7 TRANSACTIONS IN COUNTRY: CHILE (7000)
PUR 11/08/10 60 KWG PROPERTY HOLDING L 2,235,000.00 1,062.33 15,560,927.10 15,560,927.10
254253 11/10/10 HKD 6.959 7.751 2,007,563.66 2,007,563.66
PUR 11/09/10 60 NOAH HOLDINGS LTD SPON 32,990.00 395,880.00 395,880.00
254403 11/16/10 USD 12.000 1.000 395,880.00 395,880.00
---------------- --------- ---------------- ------------ ---------------- --------------
2,267,990.00 1,062.33 15,956,807.10 15,956,807.10
2,403,443.66 2,403,443.66
2 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 11/02/10 60 JSC MMC NORILSK NICKEL 86,985.00 824.22 1,649,268.26 1,649,268.26
251792 11/05/10 USD 18.951 1.000 1,649,268.26 1,649,268.26
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: 69
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/05/10 60 JSC MMC NORILSK NICKEL 46,476.00 1,387.10 926,120.07 926,120.07
251792 11/10/10 USD 19.897 1.000 926,120.07 926,120.07
PUR 11/30/10 60 SISTEMA JSFC REG S SPO 25,000.00 966.75 645,466.75 645,466.75
254727 12/03/10 USD 25.780 1.000 645,466.75 645,466.75
---------------- --------- ---------------- ------------ ---------------- --------------
158,461.00 3,178.07 3,220,855.08 3,220,855.08
3,220,855.08 3,220,855.08
3 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
6,441,548.00 28,089.93 20115183463.76 20115183463.76
15,282,257.77 15,282,257.77
22 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
9,316,548.00 29,304.68 20132977021.23 20132977021.23
17,577,860.03 17,577,860.03
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: 70
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
DEV MKT COMMON STOCK (2220)
--------------------------------
SALE 11/30/10 60 CHINA CITIC BANK H C 2,875,000.00 1,057.84 15,475,210.17 17,793,557.47 -2,318,347.30
254251 12/02/10 HKD 5.386 7.766 1,992,777.19 2,295,602.26 -302,825.07
---------------- --------- ---------------- ------------ ---------------- --------------
2,875,000.00 1,057.84 15,475,210.17 17,793,557.47 -2,318,347.30
1,992,777.19 2,295,602.26 -302,825.07
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
---------------- --------- ---------------- ------------ ---------------- --------------
2,875,000.00 1,057.84 15,475,210.17 17,793,557.47 -2,318,347.30
1,992,777.19 2,295,602.26 -302,825.07
1 TRANSACTION IN CATEGORY: DEV MKT COMMON STOCK (2220)
EM COMMON STOCK (2225)
--------------------------------
SALE 11/02/10 60 POLSKA GRUPA ENERGETYC 210,003.00 4,870.23 4,562,258.41 4,846,974.24 -284,715.83
250528 11/05/10 PLN 21.790 2.819 1,618,539.57 1,696,525.81 -77,986.24
---------------- --------- ---------------- ------------ ---------------- --------------
210,003.00 4,870.23 4,562,258.41 4,846,974.24 -284,715.83
1,618,539.57 1,696,525.81 -77,986.24
1 TRANSACTION IN COUNTRY: POLAND (2300)
SALE 11/02/10 60 TURKIYE VAKIFLAR BANKA 622,976.00 1,000.57 2,826,398.75 1,280,564.14 1,545,834.61
246996 11/04/10 TRY 4.539 1.413 2,000,140.65 824,477.99 1,175,662.66
SALE 11/05/10 60 TURKIYE GARANTI BANKAS 718,130.00 9,354.66 6,528,864.96 2,675,805.83 3,853,059.13
247490 11/09/10 TRY 9.110 1.399 4,667,976.23 1,719,874.76 2,948,101.47
---------------- --------- ---------------- ------------ ---------------- --------------
1,341,106.00 10,355.23 9,355,263.71 3,956,369.97 5,398,893.74
6,668,116.88 2,544,352.75 4,123,764.13
2 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: 71
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/05/10 60 TAIWAN SEMICONDUCT ADS 149,080.00 2,537.97 1,670,586.87 1,417,851.50 252,735.37
243524 11/10/10 USD 11.223 1.000 1,670,586.87 1,417,851.50 252,735.37
---------------- --------- ---------------- ------------ ---------------- --------------
149,080.00 2,537.97 1,670,586.87 1,417,851.50 252,735.37
1,670,586.87 1,417,851.50 252,735.37
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
SALE 11/19/10 60 DONGFENG MOTOR GROUP C 6,000.00 6.84 99,920.96 48,167.52 51,753.44
248299 11/23/10 HKD 16.662 7.754 12,886.29 6,214.60 6,671.69
SALE 11/30/10 60 BANK OF CHINA LTD H 2,746,000.00 778.92 11,394,892.70 10,395,702.85 999,189.85
244492 12/02/10 HKD 4.152 7.766 1,467,345.64 1,339,745.73 127,599.91
SALE 11/30/10 60 CHINA CONSTRUCTION 1,521,000.00 728.04 10,650,526.32 9,858,911.30 791,615.02
247574 12/02/10 HKD 7.006 7.766 1,371,491.93 1,269,350.19 102,141.74
---------------- --------- ---------------- ------------ ---------------- --------------
4,273,000.00 1,513.80 22,145,339.98 20,302,781.67 1,842,558.31
2,851,723.86 2,615,310.52 236,413.34
3 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 11/08/10 60 BANK MANDIRI 1,864,000.00 6,427.03 13221070526.00 4,796,059,510.75 8425011015.25
240115 11/11/10 IDR 7123.55 8904.50 1,484,762.82 471,664.88 1,013,097.94
SALE 11/08/10 60 TELEKOMUNIKASI INDONES 2,184,000.00 8,956.72 17353055849.00 17177721990.06 175,333,858.94
244926 11/11/10 IDR 7982.05 8904.50 1,948,796.21 1,715,812.99 232,983.22
---------------- --------- ---------------- ------------ ---------------- --------------
4,048,000.00 15,383.75 30574126375.00 21973781500.81 8600344874.19
3,433,559.03 2,187,477.87 1,246,081.16
2 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 11/17/10 60 HYPERMARCAS SA NPV 67,149.00 2,863.74 1,731,519.48 1,101,249.07 630,270.41
247870 11/22/10 BRL 25.860 1.725 1,003,721.22 597,510.26 406,210.96
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: 72
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/18/10 60 HYPERMARCAS SA NPV 97,702.00 4,289.86 2,574,712.73 1,602,320.76 972,391.97
247870 11/23/10 BRL 26.428 1.712 1,503,569.69 869,379.25 634,190.44
SALE 11/19/10 60 HYPERMARCAS SA NPV 57,149.00 2,505.74 1,510,675.57 937,248.26 573,427.31
247870 11/24/10 BRL 26.509 1.720 878,248.69 508,527.51 369,721.18
---------------- --------- ---------------- ------------ ---------------- --------------
222,000.00 9,659.34 5,816,907.78 3,640,818.09 2,176,089.69
3,385,539.60 1,975,417.02 1,410,122.58
3 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 11/02/10 60 EMPRESAS LA POLAR SA N 15,553.00 396.70 55,021,454.00 46,334,250.37 8,687,203.63
251848 11/04/10 CLP 3550.10 487.150 112,945.61 88,223.05 24,722.56
SALE 11/03/10 60 EMPRESAS LA POLAR SA N 37,169.00 954.55 132,665,962.00 110,730,904.14 21,935,057.86
251848 11/05/10 CLP 3581.80 488.150 271,772.94 210,837.95 60,934.99
SALE 11/04/10 60 EMPRESAS LA POLAR SA N 26,690.00 686.53 93,949,777.00 79,512,707.67 14,437,069.33
251848 11/08/10 CLP 3532.40 480.650 195,464.01 151,396.72 44,067.29
SALE 11/08/10 60 EMPRESAS LA POLAR SA N 12,302.00 317.00 43,380,194.00 36,649,131.88 6,731,062.12
251848 11/10/10 CLP 3538.65 480.650 90,253.19 69,782.03 20,471.16
SALE 11/09/10 60 EMPRESAS LA POLAR SA N 26,411.00 695.82 94,508,902.00 78,681,533.25 15,827,368.75
251848 11/11/10 CLP 3590.96 477.050 198,111.10 149,814.12 48,296.98
---------------- --------- ---------------- ------------ ---------------- --------------
118,125.00 3,050.60 419,526,289.00 351,908,527.31 67,617,761.69
868,546.85 670,053.87 198,492.98
5 TRANSACTIONS IN COUNTRY: CHILE (7000)
SALE 11/08/10 60 MAGIC HOLDINGS INTERNA 213,000.00 96.75 1,290,909.68 709,992.27 580,917.41
253492 11/10/10 HKD 6.064 7.751 166,544.28 91,446.12 75,098.16
SALE 11/29/10 60 NOAH HOLDINGS LTD SPON 32,990.00 892.20 587,283.21 395,880.00 191,403.21
254403 12/02/10 USD 17.829 1.000 587,283.21 395,880.00 191,403.21
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: 73
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/30/10 60 KWG PROPERTY HOLDING L 2,235,000.00 871.72 12,752,396.90 15,560,927.10 -2,808,530.20
254253 12/02/10 HKD 5.709 7.766 1,642,154.48 2,007,563.66 -365,409.18
---------------- --------- ---------------- ------------ ---------------- --------------
2,480,990.00 1,860.67 14,630,589.79 16,666,799.37 -2,036,209.58
2,395,981.97 2,494,889.78 -98,907.81
3 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 11/05/10 60 GAZPROM OAO SP ADR REG 103,210.00 3,546.13 2,360,540.85 5,588,761.57 -3,228,220.72
239577 11/10/10 USD 22.906 1.000 2,360,540.85 5,588,761.57 -3,228,220.72
---------------- --------- ---------------- ------------ ---------------- --------------
103,210.00 3,546.13 2,360,540.85 5,588,761.57 -3,228,220.72
2,360,540.85 5,588,761.57 -3,228,220.72
1 TRANSACTION IN COUNTRY: RUSSIA (9800)
SALE 11/29/10 60 STATE BK OF INDIA GDR- 4,057.00 254.57 508,878.65 409,823.43 99,055.22
239578 12/02/10 USD 125.495 1.000 508,878.65 409,823.43 99,055.22
SALE 11/30/10 60 STATE BK OF INDIA GDR- 5,056.00 325.92 651,514.84 510,738.78 140,776.06
239578 12/03/10 USD 128.924 1.000 651,514.84 510,738.78 140,776.06
---------------- --------- ---------------- ------------ ---------------- --------------
9,113.00 580.49 1,160,393.49 920,562.21 239,831.28
1,160,393.49 920,562.21 239,831.28
2 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
12,954,627.00 53,358.21 31055354544.88 22383030946.74 8672323598.14
26,413,528.97 22,111,202.90 4,302,326.07
23 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
15,829,627.00 54,416.05 31070829755.05 22400824504.21 8670005250.84
28,406,306.16 24,406,805.16 3,999,501.00
24 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
---------------- --------- ---------------- ------------ ---------------- --------------
25,146,175.00 83,720.73 51203806776.28 42533801525.44 8670005250.84
45,984,166.19 41,984,665.19 3,999,501.00
47 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: 74
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 11/18/10 60 POWSZECHNY ZAKLAD UBEZ 4,067.00 1,536.70 1,488,908.37 1,488,908.37
252011 11/23/10 PLN 365.000 2.898 513,771.00 513,771.00
---------------- --------- ---------------- ------------ ---------------- --------------
4,067.00 1,536.70 1,488,908.37 1,488,908.37
513,771.00 513,771.00
1 TRANSACTION IN COUNTRY: POLAND (2300)
PUR 11/18/10 60 TAIWAN SEMICONDUCT ADS 131,400.00 5,256.00 1,454,111.82 1,454,111.82
242791 11/23/10 USD 11.026 1.000 1,454,111.82 1,454,111.82
PUR 11/30/10 60 TAIWAN SEMICONDUCT ADS 106,400.00 4,256.00 1,147,289.92 1,147,289.92
242791 12/03/10 USD 10.743 1.000 1,147,289.92 1,147,289.92
---------------- --------- ---------------- ------------ ---------------- --------------
237,800.00 9,512.00 2,601,401.74 2,601,401.74
2,601,401.74 2,601,401.74
2 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 11/15/10 60 CHINA SHENHUA ENERGY C 615,000.00 853.78 22,094,065.18 22,094,065.18
239263 11/17/10 HKD 35.915 7.753 2,849,872.65 2,849,872.65
PUR 11/22/10 60 SINOPHARM GROUP CO H C 33,200.00 250.51 974,257.50 974,257.50
254560 11/24/10 HKD 29.287 7.754 125,642.56 125,642.56
PUR 11/23/10 60 PING AN INSURANCE 87,000.00 301.10 7,875,909.53 7,875,909.53
252047 11/25/10 HKD 90.501 7.758 1,015,191.90 1,015,191.90
PUR 11/23/10 60 SINOPHARM GROUP CO H C 145,600.00 1,077.17 4,191,239.99 4,191,239.99
254560 11/25/10 HKD 28.729 7.758 540,244.00 540,244.00
PUR 11/24/10 60 SINOPHARM GROUP CO H C 65,600.00 483.28 1,880,813.36 1,880,813.36
254560 11/26/10 HKD 28.614 7.760 242,385.35 242,385.35
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: 75
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/24/10 60 SINOPHARM GROUP CO H C 137,600.00 1,012.16 3,939,061.46 3,939,061.46
254560 11/26/10 HKD 28.570 7.760 507,637.18 507,637.18
PUR 11/25/10 60 SINOPHARM GROUP CO H C 59,600.00 440.74 1,715,262.31 1,715,262.31
254560 11/29/10 HKD 28.722 7.760 221,050.35 221,050.35
PUR 11/26/10 60 SINOPHARM GROUP CO H C 85,200.00 614.05 2,390,734.17 2,390,734.17
254560 11/30/10 HKD 28.004 7.763 307,971.19 307,971.19
PUR 11/29/10 60 SINOPHARM GROUP CO H C 62,400.00 455.23 1,773,005.21 1,773,005.21
254560 12/01/10 HKD 28.357 7.765 228,318.23 228,318.23
PUR 11/30/10 60 SINOPHARM GROUP CO H C 24,000.00 177.66 691,954.44 691,954.44
254560 12/02/10 HKD 28.774 7.766 89,104.51 89,104.51
---------------- --------- ---------------- ------------ ---------------- --------------
1,315,200.00 5,665.68 47,526,303.15 47,526,303.15
6,127,417.92 6,127,417.92
10 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 11/10/10 60 KB FINANCIAL GROUP INC 16,757.00 1,971.01 877,513,610.00 877,513,610.00
253894 11/12/10 KRW 52236.3 1110.25 790,374.79 790,374.79
PUR 11/15/10 60 AMOREPACIFIC CORP COMM 156.00 367.30 166,709,771.00 166,709,771.00
254408 11/17/10 KRW 1065987 1131.85 147,289.63 147,289.63
PUR 11/15/10 60 HYUNDAI MOBIS COMMON S 6,654.00 4,177.201,895,914,460.00 1,895,914,460.00
254085 11/17/10 KRW 284217. 1131.85 1,675,058.06 1,675,058.06
PUR 11/15/10 60 SAMSUNG HEAVY INDUSTRI 136,640.00 10,499.134,765,262,989.00 4,765,262,989.00
254410 11/17/10 KRW 34787.6 1131.85 4,210,154.16 4,210,154.16
PUR 11/16/10 60 AMOREPACIFIC CORP COMM 244.00 574.95 260,413,877.00 260,413,877.00
254408 11/18/10 KRW 1064608 1129.50 230,556.77 230,556.77
PUR 11/17/10 60 AMOREPACIFIC CORP COMM 404.00 934.58 428,937,748.00 428,937,748.00
254408 11/19/10 KRW 1059079 1144.55 374,765.41 374,765.41
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 76
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/18/10 60 AMOREPACIFIC CORP COMM 376.00 891.76 405,815,618.00 405,815,618.00
254408 11/22/10 KRW 1076605 1134.85 357,594.06 357,594.06
PUR 11/19/10 60 AMOREPACIFIC CORP COMM 302.00 716.63 325,776,118.00 325,776,118.00
254408 11/23/10 KRW 1076038 1133.65 287,369.22 287,369.22
PUR 11/22/10 60 AMOREPACIFIC CORP COMM 359.00 868.09 391,879,873.00 391,879,873.00
254408 11/24/10 KRW 1088865 1125.75 348,105.59 348,105.59
PUR 11/23/10 60 AMOREPACIFIC CORP COMM 135.00 323.07 147,355,153.00 147,355,153.00
254408 11/25/10 KRW 1088797 1137.40 129,554.38 129,554.38
PUR 11/23/10 60 NHN CORP 5,175.00 2,199.091,003,003,611.00 1,003,003,611.00
252589 11/25/10 KRW 193333. 1137.40 881,838.94 881,838.94
PUR 11/24/10 60 AMOREPACIFIC CORP COMM 240.00 563.39 258,068,200.00 258,068,200.00
254408 11/26/10 KRW 1072602 1142.30 225,919.81 225,919.81
PUR 11/24/10 60 GREEN CROSS CORP/SOUTH 679.00 68,918,500.00 68,918,500.00
252441 11/24/10 KRW WFY11- 101500. 1137.40 60,593.02 60,593.02
PUR 11/25/10 60 AMOREPACIFIC CORP COMM 256.00 603.83 276,591,968.00 276,591,968.00
254408 11/29/10 KRW 1077743 1142.30 242,136.01 242,136.01
PUR 11/26/10 60 AMOREPACIFIC CORP COMM 305.00 715.92 332,860,447.00 332,860,447.00
254408 11/30/10 KRW 1088624 1159.45 287,084.78 287,084.78
PUR 11/29/10 60 AMOREPACIFIC CORP COMM 451.00 1,053.66 486,911,525.00 486,911,525.00
254408 12/01/10 KRW 1076934 1152.40 422,519.55 422,519.55
PUR 11/29/10 60 HYUNDAI MOBIS COMMON S 2,490.00 176.44 677,980,833.00 677,980,833.00
254085 12/01/10 KRW 272199. 1152.40 588,320.75 588,320.75
PUR 11/30/10 60 AMOREPACIFIC CORP COMM 535.00 1,253.11 582,594,845.00 582,594,845.00
254408 12/02/10 KRW 1086246 1159.40 502,496.85 502,496.85
---------------- --------- ---------------- ------------ ---------------- --------------
172,158.00 27,889.16 13352509146.00 13352509146.00
11,761,731.78 11,761,731.78
18 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: 77
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/24/10 60 BANK NEGARA INDONESIA 1,742,500.00 6,610.325,983,745,000.00 5,983,745,000.00
254616 12/10/10 IDR 3400.00 8962.50 667,642.40 667,642.40
---------------- --------- ---------------- ------------ ---------------- --------------
1,742,500.00 6,610.325,983,745,000.00 5,983,745,000.00
667,642.40 667,642.40
1 TRANSACTION IN COUNTRY: INDONESIA (4600)
PUR 11/08/10 60 ORASCOM CONSTRUCTION I 6,536.00 1,281.12 1,840,941.91 1,840,941.91
252947 11/10/10 EGP 280.540 5.725 321,561.91 321,561.91
PUR 11/09/10 60 ORASCOM CONSTRUCTION I 4,010.00 778.78 1,123,387.15 1,123,387.15
252947 11/11/10 EGP 279.030 5.747 195,473.66 195,473.66
---------------- --------- ---------------- ------------ ---------------- --------------
10,546.00 2,059.90 2,964,329.06 2,964,329.06
517,035.57 517,035.57
2 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 11/23/10 60 NEDBANK GROUP LTD 10,515.00 379.26 1,348,484.74 1,348,484.74
251397 11/30/10 ZAR 127.989 7.079 190,485.47 190,485.47
PUR 11/24/10 60 NEDBANK GROUP LTD 5,506.00 199.97 708,105.38 708,105.38
251397 12/01/10 ZAR 128.350 7.050 100,433.36 100,433.36
PUR 11/24/10 60 NEDBANK GROUP LTD 3,812.00 139.50 493,978.09 493,978.09
251397 12/01/10 ZAR 129.327 7.050 70,062.85 70,062.85
---------------- --------- ---------------- ------------ ---------------- --------------
19,833.00 718.73 2,550,568.21 2,550,568.21
360,981.68 360,981.68
3 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 11/11/10 60 LAND + HOUSES PUB NV 929,600.00 627.19 6,212,907.46 6,212,907.46
253408 11/16/10 THB 6.663 29.625 209,718.40 209,718.40
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 78
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/29/10 60 LAND + HOUSES PUB NV 232,900.00 151.20 1,526,742.07 1,526,742.07
253408 12/02/10 THB 6.536 30.200 50,554.37 50,554.37
PUR 11/30/10 60 LAND + HOUSES PUB NV 388,900.00 260.77 2,635,931.55 2,635,931.55
253408 12/03/10 THB 6.758 30.230 87,195.88 87,195.88
---------------- --------- ---------------- ------------ ---------------- --------------
1,551,400.00 1,039.16 10,375,581.08 10,375,581.08
347,468.65 347,468.65
3 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 11/01/10 60 GRUPO FINANCIERO GALIC 11,600.00 464.00 157,794.80 157,794.80
254083 11/04/10 USD 13.563 1.000 157,794.80 157,794.80
PUR 11/02/10 60 GRUPO FINANCIERO GALIC 16,400.00 656.00 229,373.68 229,373.68
254083 11/05/10 USD 13.946 1.000 229,373.68 229,373.68
PUR 11/03/10 60 GRUPO FINANCIERO GALIC 18,000.00 720.00 268,146.00 268,146.00
254083 11/08/10 USD 14.857 1.000 268,146.00 268,146.00
---------------- --------- ---------------- ------------ ---------------- --------------
46,000.00 1,840.00 655,314.48 655,314.48
655,314.48 655,314.48
3 TRANSACTIONS IN COUNTRY: ARGENTINA (6800)
PUR 11/01/10 60 DURATEX SA COMMON STOC 5,900.00 146.86 116,737.65 116,737.65
253848 11/05/10 BRL 19.744 1.705 68,479.88 68,479.88
PUR 11/05/10 60 BANCO SANT BRAZIL ADR 145,331.00 5,813.24 2,238,097.40 2,238,097.40
253876 11/10/10 USD 15.360 1.000 2,238,097.40 2,238,097.40
PUR 11/05/10 60 BANCO SANT BRAZIL ADR 17,769.00 177.69 272,494.72 272,494.72
253876 11/10/10 USD 15.325 1.000 272,494.72 272,494.72
PUR 11/05/10 60 BANCO SANT BRAZIL ADR 1,700.00 17.00 26,243.24 26,243.24
253876 11/10/10 USD 15.427 1.000 26,243.24 26,243.24
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 79
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/05/10 60 DURATEX SA COMMON STOC 41,700.00 1,053.07 826,854.67 826,854.67
253848 11/10/10 BRL 19.786 1.684 491,020.92 491,020.92
PUR 11/05/10 60 LOJAS AMERICANAS SA PR 55,000.00 1,341.98 1,051,262.60 1,051,262.60
253979 11/10/10 BRL 19.073 1.684 624,283.74 624,283.74
PUR 11/11/10 60 LOJAS AMERICANAS SA PR 107,300.00 2,394.39 1,914,671.82 1,914,671.82
253979 11/17/10 BRL 17.806 1.719 1,113,861.26 1,113,861.26
PUR 11/16/10 60 CYRELA BRAZIL REALTY C 61,600.00 1,573.49 1,268,612.27 1,268,612.27
253621 11/19/10 BRL 20.550 1.729 733,683.58 733,683.58
PUR 11/16/10 60 OGX PETROLEO E GAS PAR 59,600.00 1,551.88 1,251,185.61 1,251,185.61
251994 11/19/10 BRL 20.948 1.729 723,605.12 723,605.12
PUR 11/17/10 60 CYRELA BRAZIL REALTY C 47,100.00 1,224.07 984,607.94 984,607.94
253621 11/22/10 BRL 20.860 1.725 570,754.12 570,754.12
PUR 11/18/10 60 CYRELA BRAZIL REALTY C 7,500.00 201.59 160,963.60 160,963.60
253621 11/23/10 BRL 21.416 1.712 93,998.83 93,998.83
---------------- --------- ---------------- ------------ ---------------- --------------
550,500.00 15,495.26 10,111,731.52 10,111,731.52
6,956,522.81 6,956,522.81
11 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 11/08/10 60 SPRINGLAND INTERNATION 210,000.00 352.21 1,369,204.20 1,369,204.20
253895 11/10/10 HKD 6.507 7.751 176,645.30 176,645.30
PUR 11/12/10 60 SPRINGLAND INTERNATION 171,000.00 43.01 1,112,829.09 1,112,829.09
253895 11/16/10 HKD 6.506 7.751 143,570.47 143,570.47
PUR 11/23/10 60 HENGAN INTL GROUP CO L 91,500.00 1,616.98 6,291,644.44 6,291,644.44
251791 11/25/10 HKD 68.624 7.758 810,982.71 810,982.71
---------------- --------- ---------------- ------------ ---------------- --------------
472,500.00 2,012.20 8,773,677.73 8,773,677.73
1,131,198.48 1,131,198.48
3 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: 80
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/18/10 60 COPA HOLDINGS SA CLASS 3,800.00 152.00 208,461.92 208,461.92
253325 11/23/10 USD 54.818 1.000 208,461.92 208,461.92
PUR 11/19/10 60 COPA HOLDINGS SA CLASS 4,500.00 180.00 251,763.30 251,763.30
253325 11/24/10 USD 55.907 1.000 251,763.30 251,763.30
PUR 11/22/10 60 COPA HOLDINGS SA CLASS 1,800.00 72.00 100,622.34 100,622.34
253325 11/26/10 USD 55.861 1.000 100,622.34 100,622.34
---------------- --------- ---------------- ------------ ---------------- --------------
10,100.00 404.00 560,847.56 560,847.56
560,847.56 560,847.56
3 TRANSACTIONS IN COUNTRY: PANAMA (8200)
PUR 11/23/10 60 AMMB HOLDINGS BHD MYR 107,300.00 541.82 680,353.15 680,353.15
252496 11/26/10 MYR 6.325 3.130 217,399.95 217,399.95
PUR 11/23/10 60 GENTING BHD COMMON STO 128,000.00 1,032.02 1,295,246.06 1,295,246.06
253085 11/26/10 MYR 10.094 3.129 413,882.75 413,882.75
PUR 11/24/10 60 AMMB HOLDINGS BHD MYR 122,600.00 614.47 773,323.46 773,323.46
252496 11/29/10 MYR 6.292 3.137 246,477.60 246,477.60
PUR 11/24/10 60 AMMB HOLDINGS BHD MYR 15,700.00 78.75 99,207.23 99,207.23
252496 11/29/10 MYR 6.303 3.138 31,619.83 31,619.83
PUR 11/25/10 60 AMMB HOLDINGS BHD MYR 122,600.00 614.27 772,898.13 772,898.13
252496 11/30/10 MYR 6.289 3.138 246,342.03 246,342.03
---------------- --------- ---------------- ------------ ---------------- --------------
496,200.00 2,881.33 3,621,028.03 3,621,028.03
1,155,722.16 1,155,722.16
5 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
PUR 11/02/10 60 CEBU AIR INC COMMON ST 9,620.00 83.69 1,196,577.93 1,196,577.93
253847 11/05/10 PHP 124.012 42.760 27,983.58 27,983.58
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 81
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/03/10 60 CEBU AIR INC COMMON ST 144,100.00 1,219.43 17,353,338.45 17,353,338.45
253847 11/08/10 PHP 120.066 42.560 407,738.22 407,738.22
PUR 11/04/10 60 CEBU AIR INC COMMON ST 22,270.00 192.22 2,732,256.34 2,732,256.34
253847 11/09/10 PHP 122.321 42.510 64,273.26 64,273.26
PUR 11/05/10 60 CEBU AIR INC COMMON ST 30,020.00 257.17 3,669,514.50 3,669,514.50
253847 11/10/10 PHP 121.870 42.675 85,987.45 85,987.45
PUR 11/08/10 60 CEBU AIR INC COMMON ST 63,210.00 517.39 7,482,719.14 7,482,719.14
253847 11/11/10 PHP 118.025 43.240 173,050.86 173,050.86
PUR 11/10/10 60 CEBU AIR INC COMMON ST 61,560.00 531.82 7,720,761.50 7,720,761.50
253847 11/15/10 PHP 125.043 43.405 177,877.24 177,877.24
PUR 11/12/10 60 CEBU AIR INC COMMON ST 13,790.00 118.23 1,728,828.97 1,728,828.97
253847 11/18/10 PHP 124.993 43.720 39,543.21 39,543.21
PUR 11/15/10 60 CEBU AIR INC COMMON ST 69,110.00 587.60 8,599,345.40 8,599,345.40
253847 11/19/10 PHP 124.058 43.755 196,534.01 196,534.01
PUR 11/17/10 60 CEBU AIR INC COMMON ST 29,540.00 242.22 3,558,927.15 3,558,927.15
253847 11/22/10 PHP 120.118 43.930 81,013.59 81,013.59
PUR 11/18/10 60 CEBU AIR INC COMMON ST 36,680.00 314.36 4,590,552.35 4,590,552.35
253847 11/23/10 PHP 124.777 43.660 105,143.21 105,143.21
PUR 11/23/10 60 METROPOLITAN BANK + TR 16,310.00 79.71 1,178,312.69 1,178,312.69
253432 11/26/10 PHP 72.029 44.195 26,661.67 26,661.67
PUR 11/24/10 60 METROPOLITAN BANK + TR 74,110.00 366.84 5,401,036.59 5,401,036.59
253432 11/30/10 PHP 72.661 44.020 122,695.06 122,695.06
PUR 11/25/10 60 CEBU AIR INC COMMON ST 45,430.00 387.01 5,698,057.76 5,698,057.76
253847 12/01/10 PHP 125.050 44.020 129,442.48 129,442.48
PUR 11/25/10 60 METROPOLITAN BANK + TR 94,990.00 475.82 7,005,598.32 7,005,598.32
253432 12/01/10 PHP 73.530 44.020 159,145.80 159,145.80
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: 82
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/26/10 60 CEBU AIR INC COMMON ST 13,020.00 110.49 1,633,033.50 1,633,033.50
253847 12/02/10 PHP 125.050 44.190 36,954.82 36,954.82
PUR 11/26/10 60 METROPOLITAN BANK + TR 77,550.00 386.68 5,715,211.74 5,715,211.74
253432 12/02/10 PHP 73.477 44.190 129,332.69 129,332.69
PUR 11/30/10 60 CEBU AIR INC COMMON ST 11,900.00 101.40 1,492,557.50 1,492,557.50
253847 12/03/10 PHP 125.050 44.010 33,914.05 33,914.05
---------------- --------- ---------------- ------------ ---------------- --------------
813,210.00 5,972.08 86,756,629.83 86,756,629.83
1,997,291.20 1,997,291.20
17 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
PUR 11/05/10 60 MAIL.RU GROUP LTD GDR 10,829.00 299,963.30 299,963.30
254254 11/10/10 USD 27.700 1.000 299,963.30 299,963.30
PUR 11/08/10 60 LUKOIL OAO SPON ADR AD 129,449.00 5,177.96 7,494,281.57 7,494,281.57
254313 11/11/10 USD 57.854 1.000 7,494,281.57 7,494,281.57
PUR 11/09/10 60 JSC MMC NORILSK NICKEL 47,837.00 1,913.48 958,141.62 958,141.62
250633 11/12/10 USD 19.989 1.000 958,141.62 958,141.62
PUR 11/23/10 60 FEDERAL HYDROGENERATIN 207,201.00 6,216.03 1,075,207.43 1,075,207.43
254601 11/26/10 USD 5.159 1.000 1,075,207.43 1,075,207.43
PUR 11/24/10 60 FEDERAL HYDROGENERATIN 129,695.00 3,890.85 685,308.38 685,308.38
254601 11/30/10 USD 5.254 1.000 685,308.38 685,308.38
PUR 11/25/10 60 FEDERAL HYDROGENERATIN 99,376.00 2,981.28 535,835.39 535,835.39
254601 11/30/10 USD 5.362 1.000 535,835.39 535,835.39
PUR 11/26/10 60 FEDERAL HYDROGENERATIN 20,112.00 603.36 107,074.28 107,074.28
254601 12/01/10 USD 5.294 1.000 107,074.28 107,074.28
---------------- --------- ---------------- ------------ ---------------- --------------
644,499.00 20,782.96 11,155,811.97 11,155,811.97
11,155,811.97 11,155,811.97
7 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 83
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/11/10 60 TATA MOTORS LTD 46,700.00 467.00 1,496,394.09 1,496,394.09
248464 11/16/10 USD 32.033 1.000 1,496,394.09 1,496,394.09
---------------- --------- ---------------- ------------ ---------------- --------------
46,700.00 467.00 1,496,394.09 1,496,394.09
1,496,394.09 1,496,394.09
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
8,133,213.00 104,886.48 19526892672.82 19526892672.82
48,006,553.49 48,006,553.49
90 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240)
--------------------------------
PUR 11/05/10 60 BRASKEM SA PREF A PREF 27,100.00 618.66 485,767.81 485,767.81
254201 11/10/10 BRL 17.887 1.684 288,469.26 288,469.26
PUR 11/08/10 60 BRASKEM SA PREF A PREF 3,000.00 67.13 53,148.27 53,148.27
254201 11/11/10 BRL 17.678 1.698 31,301.43 31,301.43
PUR 11/09/10 60 BRASKEM SA PREF A PREF 4,700.00 106.21 83,997.36 83,997.36
254201 11/12/10 BRL 17.833 1.696 49,522.37 49,522.37
PUR 11/10/10 60 BRASKEM SA PREF A PREF 4,400.00 98.19 78,484.09 78,484.09
254201 11/16/10 BRL 17.799 1.714 45,782.00 45,782.00
PUR 11/11/10 60 BRASKEM SA PREF A PREF 52,300.00 1,149.07 920,988.72 920,988.72
254201 11/17/10 BRL 17.572 1.719 535,785.64 535,785.64
PUR 11/12/10 60 BRASKEM SA PREF A PREF 13,400.00 296.01 237,128.31 237,128.31
254201 11/18/10 BRL 17.658 1.718 138,021.77 138,021.77
PUR 11/16/10 60 BRASKEM SA PREF A PREF 41,400.00 902.41 727,556.87 727,556.87
254201 11/19/10 BRL 17.536 1.729 420,772.00 420,772.00
PUR 11/17/10 60 BRASKEM SA PREF A PREF 5,200.00 114.57 92,155.99 92,155.99
254201 11/22/10 BRL 17.684 1.725 53,420.67 53,420.67
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 84
TRANS-TYPE: PUR TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 11/18/10 60 BRASKEM SA PREF A PREF 14,700.00 331.47 264,661.87 264,661.87
254201 11/23/10 BRL 17.966 1.712 154,556.10 154,556.10
PUR 11/19/10 60 BRASKEM SA PREF A PREF 23,900.00 554.61 444,817.73 444,817.73
254201 11/24/10 BRL 18.572 1.720 258,599.92 258,599.92
PUR 11/22/10 60 BRASKEM SA PREF A PREF 32,000.00 728.17 584,469.02 584,469.02
254201 11/25/10 BRL 18.225 1.721 339,531.21 339,531.21
PUR 11/23/10 60 BRASKEM SA PREF A PREF 39,100.00 857.35 691,985.79 691,985.79
254201 11/26/10 BRL 17.660 1.731 399,760.71 399,760.71
PUR 11/24/10 60 BRASKEM SA PREF A PREF 5,800.00 132.10 106,045.48 106,045.48
254201 11/29/10 BRL 18.244 1.722 61,593.47 61,593.47
PUR 11/26/10 60 BRASKEM SA PREF A PREF 12,700.00 291.21 234,252.85 234,252.85
254201 12/01/10 BRL 18.406 1.725 135,783.01 135,783.01
PUR 11/29/10 60 BRASKEM SA PREF A PREF 11,100.00 249.22 200,980.63 200,980.63
254201 12/02/10 BRL 18.068 1.730 116,204.00 116,204.00
PUR 11/30/10 60 BRASKEM SA PREF A PREF 5,600.00 127.29 102,081.10 102,081.10
254201 12/03/10 BRL 18.190 1.720 59,352.93 59,352.93
---------------- --------- ---------------- ------------ ---------------- --------------
296,400.00 6,623.67 5,308,521.89 5,308,521.89
3,088,456.49 3,088,456.49
16 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
296,400.00 6,623.67 5,308,521.89 5,308,521.89
3,088,456.49 3,088,456.49
16 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
8,429,613.00 111,510.15 19532201194.71 19532201194.71
51,095,009.98 51,095,009.98
106 "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: 85
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
DEV MKT COMMON STOCK (2220)
--------------------------------
SALE 11/30/10 60 TURKCELL ILETISIM HIZM 62,900.00 2,516.00 1,071,243.61 1,036,686.14 34,557.47
254729 12/03/10 USD 17.071 1.000 1,071,243.61 1,036,686.14 34,557.47
---------------- --------- ---------------- ------------ ---------------- --------------
62,900.00 2,516.00 1,071,243.61 1,036,686.14 34,557.47
1,071,243.61 1,036,686.14 34,557.47
1 TRANSACTION IN COUNTRY: TURKEY (3400)
---------------- --------- ---------------- ------------ ---------------- --------------
62,900.00 2,516.00 1,071,243.61 1,036,686.14 34,557.47
1,071,243.61 1,036,686.14 34,557.47
1 TRANSACTION IN CATEGORY: DEV MKT COMMON STOCK (2220)
EM COMMON STOCK (2225)
--------------------------------
SALE 11/01/10 60 CENTRAL EUROPEAN MEDIA 8,400.00 339.32 195,549.52 227,024.96 -31,475.44
248137 11/04/10 USD 23.320 1.000 195,549.52 227,024.96 -31,475.44
SALE 11/02/10 60 CENTRAL EUROPEAN MEDIA 3,500.00 141.41 82,798.79 94,593.73 -11,794.94
248137 11/05/10 USD 23.697 1.000 82,798.79 94,593.73 -11,794.94
SALE 11/03/10 60 CENTRAL EUROPEAN MEDIA 4,600.00 185.84 108,230.64 124,323.19 -16,092.55
248137 11/08/10 USD 23.569 1.000 108,230.64 124,323.19 -16,092.55
SALE 11/04/10 60 CENTRAL EUROPEAN MEDIA 4,400.00 177.79 105,368.97 118,917.84 -13,548.87
248137 11/09/10 USD 23.988 1.000 105,368.97 118,917.84 -13,548.87
SALE 11/05/10 60 CENTRAL EUROPEAN MEDIA 2,100.00 84.00 49,045.08 56,756.24 -7,711.16
248137 11/10/10 USD 23.395 1.000 49,045.08 56,756.24 -7,711.16
---------------- --------- ---------------- ------------ ---------------- --------------
23,000.00 928.36 540,993.00 621,615.96 -80,622.96
540,993.00 621,615.96 -80,622.96
5 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 86
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/02/10 60 HUANENG POWER INTERNAT 162,000.00 184.48 712,799.99 732,670.12 -19,870.13
252009 11/04/10 HKD 4.409 7.751 91,956.99 93,987.08 -2,030.09
SALE 11/03/10 60 HUANENG POWER INTERNAT 510,000.00 581.29 2,245,782.34 2,306,554.07 -60,771.73
252009 11/05/10 HKD 4.412 7.751 289,748.46 295,885.24 -6,136.78
SALE 11/04/10 60 HUANENG POWER INTERNAT 360,000.00 410.17 1,584,611.81 1,628,155.82 -43,544.01
252009 11/08/10 HKD 4.411 7.751 204,451.53 208,860.17 -4,408.64
SALE 11/10/10 60 BANK OF CHINA LTD H 2,484,000.00 456.86 11,787,430.18 11,320,565.91 466,864.27
253924 11/12/10 HKD 4.747 7.751 1,520,772.32 1,459,287.14 61,485.18
SALE 11/15/10 60 CHINA SHIPPING DEV - H 108,000.00 327.11 1,264,090.12 1,188,396.50 75,693.62
248413 11/17/10 HKD 11.728 7.753 163,052.65 153,160.19 9,892.46
SALE 11/16/10 60 CHINA SHIPPING DEV - H 218,000.00 649.37 2,510,144.85 2,398,800.34 111,344.51
248413 11/18/10 HKD 11.538 7.755 323,685.01 309,156.68 14,528.33
SALE 11/29/10 60 BANK OF CHINA LTD - RI 1,187,500.00 50.08 1,553,555.64 .01 1,553,555.63
254641 12/01/10 HKD 1.309 7.766 200,058.67 200,058.67
---------------- --------- ---------------- ------------ ---------------- --------------
5,029,500.00 2,659.36 21,658,414.93 19,575,142.77 2,083,272.16
2,793,725.63 2,520,336.50 273,389.13
7 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 11/03/10 60 GOME ELECTRICAL APPLIA 1,982,000.00 1,345.37 5,197,790.47 5,195,350.44 2,440.03
249679 11/05/10 HKD 2.628 7.751 670,613.42 669,725.05 888.37
SALE 11/03/10 60 GOME ELECTRICAL APPLIA 94,000.00 9.55 246,456.22 246,399.06 57.16
249679 11/05/10 HKD 2.623 7.751 31,797.52 31,762.94 34.58
SALE 11/04/10 60 GOME ELECTRICAL APPLIA 1,128,000.00 765.20 2,945,606.32 2,956,788.75 -11,182.43
249679 11/08/10 HKD 2.617 7.751 380,051.26 381,155.33 -1,104.07
SALE 11/05/10 60 GOME ELECTRICAL APPLIA 4,654,000.00 3,133.27 12,104,887.69 12,199,374.86 -94,487.17
249679 11/09/10 HKD 2.606 7.751 1,561,810.15 1,572,603.63 -10,793.48
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/09/10 60 ASIA GROUP LTD COMMON 273,200.00 1,684.82 6,509,369.21 5,430,771.89 1,078,597.32
254009 11/11/10 HKD 23.874 7.751 839,815.66 699,472.17 140,343.49
SALE 11/11/10 60 ASIA GROUP LTD COMMON 588,200.00 3,627.61 14,014,681.35 11,692,459.82 2,322,221.53
254009 11/15/10 HKD 23.874 7.751 1,808,217.66 1,505,964.61 302,253.05
SALE 11/11/10 60 LENOVO GROUP LTD HKD 0 1,860,000.00 2,722.27 10,517,055.38 10,091,556.99 425,498.39
250523 11/15/10 HKD 5.666 7.751 1,356,943.10 1,299,795.93 57,147.17
SALE 11/12/10 60 LENOVO GROUP LTD HKD 0 1,392,000.00 2,014.47 7,783,125.10 7,552,391.03 230,734.07
250523 11/16/10 HKD 5.603 7.751 1,004,131.68 972,750.50 31,381.18
SALE 11/15/10 60 CHINA UNICOM HONG KONG 1,540,000.00 4,305.76 16,639,112.71 16,377,602.33 261,510.38
252580 11/17/10 HKD 10.826 7.753 2,146,248.41 2,105,284.05 40,964.36
---------------- --------- ---------------- ------------ ---------------- --------------
13,511,400.00 19,608.32 75,958,084.45 71,742,695.17 4,215,389.28
9,799,628.86 9,238,514.21 561,114.65
9 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 11/01/10 60 DOOSAN CORP KRW 5000.0 316.00 109.69 48,726,036.00 39,411,607.57 9,314,428.43
251456 11/03/10 KRW 154583. 1116.65 43,635.91 35,076.39 8,559.52
SALE 11/02/10 60 DOOSAN CORP KRW 5000.0 5,801.00 2,083.31 922,843,702.00 723,502,327.51 199,341,374.49
251456 11/04/10 KRW 159483. 1113.55 828,740.25 643,918.19 184,822.06
SALE 11/03/10 60 DOOSAN CORP KRW 5000.0 5,671.00 2,043.15 902,377,428.00 707,288,691.48 195,088,736.52
251456 11/05/10 KRW 159521. 1110.25 812,769.58 629,488.03 183,281.55
SALE 11/16/10 60 DOOSAN CORP KRW 5000.0 5,958.00 1,725.88 775,464,855.00 743,083,411.01 32,381,443.99
251456 11/18/10 KRW 130482. 1129.50 686,555.87 661,345.38 25,210.49
SALE 11/16/10 60 DOOSAN CORP KRW 5000.0 713.00 214.83 96,529,535.00 88,925,557.58 7,603,977.42
251456 11/18/10 KRW 135725. 1129.50 85,462.18 79,143.88 6,318.30
SALE 11/23/10 60 SAMSUNG SDI CO LTD KRW 14,959.00 689.302,604,757,291.00 2,372,458,950.30 232,298,340.70
251885 11/25/10 KRW 174178. 1137.40 2,290,097.85 2,054,038.67 236,059.18
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 88
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/24/10 60 GREEN CROSS CORP RTS 679.00 .01 .01
254030 11/24/10 KRW WFY11- 1116.20
SALE 11/25/10 60 SAMSUNG CARD CO 2,420.00 39.43 154,803,241.00 120,790,100.58 34,013,140.42
246994 11/29/10 KRW 63986.8 1142.30 135,518.90 101,885.53 33,633.37
SALE 11/26/10 60 SAMSUNG CARD CO 470.00 7.79 29,994,589.00 23,459,234.41 6,535,354.59
246994 11/30/10 KRW 63837.4 1159.45 25,869.67 19,787.69 6,081.98
SALE 11/26/10 60 SAMSUNG CARD CO 567.00 78.37 36,144,804.00 28,300,821.09 7,843,982.91
246994 11/30/10 KRW 63907.7 1159.45 31,174.09 23,871.53 7,302.56
---------------- --------- ---------------- ------------ ---------------- --------------
37,554.00 6,991.755,571,641,481.01 4,847,220,701.54 724,420,779.47
4,939,824.30 4,248,555.29 691,269.01
10 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 11/23/10 60 INDO TAMBANGRAYA MEGAH 22,000.00 365.041,086,928,149.00 593,883,666.48 493,044,482.52
248967 11/26/10 IDR 49554.7 8972.50 121,139.94 63,556.16 57,583.78
SALE 11/24/10 60 INDO TAMBANGRAYA MEGAH 23,000.00 381.361,134,268,783.00 620,878,378.60 513,390,404.40
248967 11/29/10 IDR 49464.6 8962.50 126,557.19 66,445.07 60,112.12
SALE 11/25/10 60 INDO TAMBANGRAYA MEGAH 39,500.00 674.202,005,263,717.00 1,066,291,128.46 938,972,588.54
248967 11/30/10 IDR 50919.1 8962.50 223,739.33 114,112.19 109,627.14
SALE 11/25/10 60 INDO TAMBANGRAYA MEGAH 11,000.00 189.25 562,760,329.00 296,941,833.24 265,818,495.76
248967 11/30/10 IDR 51314.2 8962.50 62,790.55 31,778.08 31,012.47
SALE 11/26/10 60 INDO TAMBANGRAYA MEGAH 21,500.00 365.231,089,923,478.00 580,386,310.43 509,537,167.57
248967 12/01/10 IDR 50846.8 8992.50 121,203.61 62,111.70 59,091.91
SALE 11/29/10 60 INDO TAMBANGRAYA MEGAH 32,500.00 543.781,626,831,170.00 877,328,143.67 749,503,026.33
248967 12/02/10 IDR 50207.1 9015.00 180,458.26 93,889.78 86,568.48
SALE 11/30/10 60 INDO TAMBANGRAYA MEGAH 36,000.00 586.391,757,979,273.00 971,809,636.06 786,169,636.94
248967 12/03/10 IDR 48979.9 9034.00 194,595.89 104,000.99 90,594.90
---------------- --------- ---------------- ------------ ---------------- --------------
185,500.00 3,105.259,263,954,899.00 5,007,519,096.94 4256435802.06
1,030,484.77 535,893.97 494,590.80
7 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 89
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/19/10 60 FOSCHINI LTD 25,375.00 647.25 2,267,014.20 1,534,558.44 732,455.76
250316 11/26/10 ZAR 89.519 7.019 322,977.90 202,611.67 120,366.23
SALE 11/22/10 60 FOSCHINI LTD 2,727.00 69.71 243,795.00 164,915.90 78,879.10
250316 11/29/10 ZAR 89.580 7.009 34,783.14 21,774.27 13,008.87
SALE 11/22/10 60 FOSCHINI LTD 7,229.00 64.51 645,459.01 437,175.29 208,283.72
250316 11/29/10 ZAR 89.350 7.009 92,090.03 57,721.37 34,368.66
SALE 11/23/10 60 FOSCHINI LTD 13,343.00 332.77 1,175,521.59 806,920.72 368,600.87
250316 11/30/10 ZAR 88.277 7.079 166,052.89 106,539.80 59,513.09
SALE 11/24/10 60 FOSCHINI LTD 11,895.00 297.36 1,046,183.62 719,352.61 326,831.01
250316 12/01/10 ZAR 88.128 7.050 148,384.32 94,977.96 53,406.36
---------------- --------- ---------------- ------------ ---------------- --------------
60,569.00 1,411.60 5,377,973.42 3,662,922.96 1,715,050.46
764,288.28 483,625.07 280,663.21
5 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 11/11/10 60 ADVANCED INFO SERVICE- 115,800.00 1,135.87 11,181,503.31 10,179,363.78 1,002,139.53
252495 11/16/10 THB 96.849 29.625 377,434.71 314,867.47 62,567.24
SALE 11/12/10 60 ADVANCED INFO SERVICE- 148,900.00 1,449.53 14,341,395.27 13,089,009.22 1,252,386.05
252495 11/17/10 THB 96.605 29.775 481,658.95 404,868.44 76,790.51
SALE 11/15/10 60 ADVANCED INFO SERVICE- 253,100.00 2,456.93 24,410,534.48 22,248,678.52 2,161,855.96
252495 11/18/10 THB 96.736 29.900 816,405.84 688,194.78 128,211.06
SALE 11/16/10 60 ADVANCED INFO SERVICE- 202,100.00 1,846.79 18,339,355.61 17,765,539.04 573,816.57
252495 11/19/10 THB 91.017 29.885 613,664.23 549,522.58 64,141.65
SALE 11/17/10 60 ADVANCED INFO SERVICE- 130,000.00 1,164.51 11,616,233.13 11,427,610.46 188,622.67
252495 11/22/10 THB 89.625 30.020 386,949.80 353,478.16 33,471.64
SALE 11/18/10 60 ADVANCED INFO SERVICE- 52,000.00 470.68 4,680,290.80 4,571,044.18 109,246.62
252495 11/23/10 THB 90.276 29.925 156,400.70 141,391.26 15,009.44
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: 90
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/18/10 60 ADVANCED INFO SERVICE- 12,800.00 115.81 1,151,613.10 1,125,180.11 26,432.99
252495 11/23/10 THB 90.241 29.925 38,483.31 34,804.00 3,679.31
SALE 11/19/10 60 ADVANCED INFO SERVICE- 59,000.00 533.90 5,311,559.17 5,186,377.06 125,182.11
252495 11/24/10 THB 90.297 29.940 177,406.79 160,424.70 16,982.09
---------------- --------- ---------------- ------------ ---------------- --------------
973,700.00 9,174.02 91,032,484.87 85,592,802.37 5,439,682.50
3,048,404.33 2,647,551.39 400,852.94
8 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 11/03/10 60 BM+FBOVESPA SA COMMON 21,100.00 387.67 305,613.92 301,249.42 4,364.50
253450 11/08/10 BRL 14.515 1.699 179,862.83 175,923.79 3,939.04
SALE 11/04/10 60 BM+FBOVESPA SA COMMON 233,200.00 4,364.96 3,400,831.06 3,329,448.61 71,382.45
253450 11/09/10 BRL 14.615 1.679 2,025,148.01 1,944,333.09 80,814.92
SALE 11/05/10 60 BANCO BRADESCO S A ADR 176,700.00 7,134.73 3,941,156.09 2,754,580.90 1,186,575.19
247229 11/10/10 USD 22.345 1.000 3,941,156.09 2,754,580.90 1,186,575.19
SALE 11/08/10 60 BM+FBOVESPA SA COMMON 48,700.00 872.59 687,405.11 695,300.80 -7,895.69
253450 11/11/10 BRL 14.146 1.698 404,844.14 406,042.11 -1,197.97
SALE 11/09/10 60 BM+FBOVESPA SA COMMON 51,400.00 900.68 708,780.77 733,849.31 -25,068.54
253450 11/12/10 BRL 13.819 1.696 417,876.23 428,553.69 -10,677.46
SALE 11/09/10 60 BM+FBOVESPA SA COMMON 7,800.00 138.66 109,118.95 111,362.35 -2,243.40
253450 11/12/10 BRL 14.020 1.696 64,333.31 65,033.44 -700.13
SALE 11/10/10 60 BM+FBOVESPA SA COMMON 116,100.00 1,943.12 1,545,477.28 1,657,585.69 -112,108.41
253450 11/16/10 BRL 13.340 1.714 901,520.90 967,997.73 -66,476.83
SALE 11/11/10 60 BANCO BRADESCO S A ADR 155,872.00 1,614.55 3,301,562.53 2,429,892.66 871,669.87
247229 11/16/10 USD 21.192 1.000 3,301,562.53 2,429,892.66 871,669.87
SALE 11/11/10 60 BM+FBOVESPA SA COMMON 132,600.00 2,156.07 1,719,499.12 1,893,159.88 -173,660.76
253450 11/17/10 BRL 12.996 1.719 1,000,319.45 1,105,568.47 -105,249.02
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: 91
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/11/10 60 BM+FBOVESPA SA COMMON 41,600.00 677.53 540,342.88 593,932.51 -53,589.63
253450 11/17/10 BRL 13.017 1.719 314,344.73 346,845.01 -32,500.28
SALE 11/11/10 60 LOJAS RENNER SA NPV 13,000.00 1,006.99 803,092.97 412,711.32 390,381.65
247972 11/17/10 BRL 61.910 1.719 467,199.73 224,497.58 242,702.15
SALE 11/12/10 60 LOJAS RENNER SA NPV 12,000.00 927.45 739,273.30 380,964.30 358,309.00
247972 11/18/10 BRL 61.739 1.718 430,297.90 207,228.53 223,069.37
SALE 11/16/10 60 LOJAS RENNER SA NPV 7,000.00 519.70 416,915.99 222,229.17 194,686.82
247972 11/19/10 BRL 59.688 1.729 241,117.34 120,883.31 120,234.03
SALE 11/17/10 60 LOJAS RENNER SA NPV 17,800.00 1,355.94 1,085,255.33 565,097.04 520,158.29
247972 11/22/10 BRL 61.101 1.725 629,097.06 307,388.99 321,708.07
SALE 11/18/10 60 LOJAS RENNER SA NPV 4,600.00 358.96 285,186.34 146,036.31 139,150.03
247972 11/23/10 BRL 62.131 1.712 166,541.89 79,437.60 87,104.29
SALE 11/24/10 60 LOJAS RENNER SA NPV 22,500.00 1,748.73 1,396,870.10 714,308.06 682,562.04
247972 11/29/10 BRL 62.217 1.722 811,331.88 388,553.50 422,778.38
SALE 11/29/10 60 LOJAS RENNER SA NPV 23,400.00 1,745.45 1,400,611.39 742,880.38 657,731.01
247972 12/02/10 BRL 59.984 1.730 809,812.60 404,095.64 405,716.96
SALE 11/30/10 60 LOJAS RENNER SA NPV 11,500.00 864.04 689,471.47 365,090.79 324,380.68
247972 12/03/10 BRL 60.083 1.720 400,878.81 198,594.01 202,284.80
---------------- --------- ---------------- ------------ ---------------- --------------
1,096,872.00 28,717.82 23,076,464.60 18,049,679.50 5,026,785.10
16,507,245.43 12,555,450.05 3,951,795.38
18 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 11/16/10 60 E HOUSE CHINA HOLDINGS 14,900.00 599.75 221,086.92 242,545.59 -21,458.67
252759 11/19/10 USD 14.878 1.000 221,086.92 242,545.59 -21,458.67
SALE 11/16/10 60 E HOUSE CHINA HOLDINGS 2,300.00 23.60 35,337.52 37,439.92 -2,102.40
252759 11/19/10 USD 15.374 1.000 35,337.52 37,439.92 -2,102.40
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 92
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/16/10 60 SPRINGLAND INTERNATION 1,027,000.00 1,667.32 6,445,052.86 6,466,424.52 -21,371.66
253895 11/18/10 HKD 6.288 7.755 831,094.26 833,642.44 -2,548.18
SALE 11/17/10 60 E HOUSE CHINA HOLDINGS 13,200.00 531.31 195,310.49 214,872.61 -19,562.12
252759 11/22/10 USD 14.837 1.000 195,310.49 214,872.61 -19,562.12
SALE 11/17/10 60 E HOUSE CHINA HOLDINGS 1,900.00 19.48 28,207.49 30,928.63 -2,721.14
252759 11/22/10 USD 14.856 1.000 28,207.49 30,928.63 -2,721.14
SALE 11/18/10 60 E HOUSE CHINA HOLDINGS 6,000.00 241.53 90,145.47 97,669.37 -7,523.90
252759 11/23/10 USD 15.065 1.000 90,145.47 97,669.37 -7,523.90
SALE 11/19/10 60 E HOUSE CHINA HOLDINGS 5,300.00 213.32 77,503.76 86,274.61 -8,770.85
252759 11/24/10 USD 14.664 1.000 77,503.76 86,274.61 -8,770.85
SALE 11/22/10 60 E HOUSE CHINA HOLDINGS 6,200.00 249.51 88,614.47 100,925.01 -12,310.54
252759 11/26/10 USD 14.333 1.000 88,614.47 100,925.01 -12,310.54
SALE 11/30/10 60 E HOUSE CHINA HOLDINGS 8,900.00 358.11 124,241.89 144,876.23 -20,634.34
252759 12/03/10 USD 14.000 1.000 124,241.89 144,876.23 -20,634.34
---------------- --------- ---------------- ------------ ---------------- --------------
1,085,700.00 3,903.93 7,305,500.87 7,421,956.49 -116,455.62
1,691,542.27 1,789,174.41 -97,632.14
9 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 11/10/10 60 AYALA CORPORATION COMM 15,760.00 420.50 6,032,844.25 6,470,582.54 -437,738.29
253452 11/15/10 PHP 383.953 43.405 138,989.62 146,785.71 -7,796.09
SALE 11/11/10 60 AYALA CORPORATION COMM 20,610.00 535.98 7,772,855.15 8,461,846.84 -688,991.69
253452 11/17/10 PHP 378.281 43.875 177,159.09 191,957.70 -14,798.61
SALE 11/12/10 60 AYALA CORPORATION COMM 31,000.00 803.79 11,615,529.62 12,727,668.71 -1,112,139.09
253452 11/18/10 PHP 375.828 43.720 265,680.00 288,728.23 -23,048.23
SALE 11/15/10 60 AYALA CORPORATION COMM 48,530.00 1,266.32 18,314,138.54 19,924,960.09 -1,610,821.55
253452 11/19/10 PHP 378.519 43.755 418,561.05 451,999.39 -33,438.34
---------------- --------- ---------------- ------------ ---------------- --------------
115,900.00 3,026.59 43,735,367.56 47,585,058.18 -3,849,690.62
1,000,389.76 1,079,471.03 -79,081.27
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: 93
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/08/10 60 MAIL.RU GROUP LTD GDR 10,829.00 433.16 378,652.23 299,963.30 78,688.93
254254 11/12/10 USD 35.007 1.000 378,652.23 299,963.30 78,688.93
---------------- --------- ---------------- ------------ ---------------- --------------
10,829.00 433.16 378,652.23 299,963.30 78,688.93
378,652.23 299,963.30 78,688.93
1 TRANSACTION IN COUNTRY: RUSSIA (9800)
SALE 11/01/10 60 UNITED SPIRITS LTD INR 16,937.00 677.48 284,863.40 164,183.61 120,679.79
246372 11/04/10 USD 16.859 1.000 284,863.40 164,183.61 120,679.79
SALE 11/02/10 60 TATA MOTORS LTD 33,000.00 345.74 930,861.46 445,721.53 485,139.93
248464 11/05/10 USD 28.218 1.000 930,861.46 445,721.53 485,139.93
SALE 11/02/10 60 UNITED SPIRITS LTD INR 40,567.00 1,622.68 685,176.63 393,247.72 291,928.91
246372 11/05/10 USD 16.930 1.000 685,176.63 393,247.72 291,928.91
SALE 11/02/10 60 UNITED SPIRITS LTD INR 14,086.00 563.44 237,002.58 136,546.64 100,455.94
246372 11/05/10 USD 16.865 1.000 237,002.58 136,546.64 100,455.94
SALE 11/03/10 60 TATA MOTORS LTD 5,900.00 61.82 166,636.19 79,689.61 86,946.58
248464 11/08/10 USD 28.254 1.000 166,636.19 79,689.61 86,946.58
SALE 11/03/10 60 TATA MOTORS LTD 1,700.00 17.81 47,587.97 22,961.41 24,626.56
248464 11/08/10 USD 28.003 1.000 47,587.97 22,961.41 24,626.56
SALE 11/03/10 60 UNITED SPIRITS LTD INR 2,540.00 101.60 42,664.38 24,622.21 18,042.17
246372 11/08/10 USD 16.837 1.000 42,664.38 24,622.21 18,042.17
SALE 11/04/10 60 TATA MOTORS LTD 14,300.00 579.00 413,354.52 193,146.00 220,208.52
248464 11/09/10 USD 28.946 1.000 413,354.52 193,146.00 220,208.52
SALE 11/04/10 60 UNITED SPIRITS LTD INR 3,936.00 157.44 66,325.14 38,154.73 28,170.41
246372 11/09/10 USD 16.891 1.000 66,325.14 38,154.73 28,170.41
SALE 11/05/10 60 RELIANCE INDS SPONS GD 46,156.00 812.33 2,320,128.28 1,875,443.88 444,684.40
253327 11/10/10 USD 50.285 1.000 2,320,128.28 1,875,443.88 444,684.40
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 94
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 11/05/10 60 TATA MOTORS LTD 14,700.00 595.28 429,955.96 198,548.68 231,407.28
248464 11/10/10 USD 29.289 1.000 429,955.96 198,548.68 231,407.28
SALE 11/05/10 60 TATA MOTORS LTD 7,200.00 75.61 213,389.99 97,248.33 116,141.66
248464 11/10/10 USD 29.648 1.000 213,389.99 97,248.33 116,141.66
SALE 11/08/10 60 TATA MOTORS LTD 27,300.00 286.88 820,744.24 368,733.27 452,010.97
248464 11/12/10 USD 30.074 1.000 820,744.24 368,733.27 452,010.97
SALE 11/08/10 60 UNITED SPIRITS LTD INR 7,059.00 282.36 120,042.53 68,428.42 51,614.11
246372 11/11/10 USD 17.046 1.000 120,042.53 68,428.42 51,614.11
SALE 11/09/10 60 UNITED SPIRITS LTD INR 3,851.00 154.04 64,353.68 37,330.76 27,022.92
246372 11/12/10 USD 16.751 1.000 64,353.68 37,330.76 27,022.92
SALE 11/10/10 60 UNITED SPIRITS LTD INR 9,109.00 364.36 151,504.53 88,300.68 63,203.85
246372 11/15/10 USD 16.672 1.000 151,504.53 88,300.68 63,203.85
SALE 11/11/10 60 UNITED SPIRITS LTD INR 7,822.00 312.88 126,377.71 75,824.78 50,552.93
246372 11/16/10 USD 16.197 1.000 126,377.71 75,824.78 50,552.93
SALE 11/12/10 60 UNITED SPIRITS LTD INR 9,302.00 372.08 145,565.14 90,171.57 55,393.57
246372 11/17/10 USD 15.689 1.000 145,565.14 90,171.57 55,393.57
SALE 11/15/10 60 UNITED SPIRITS LTD INR 11,217.00 448.68 169,498.97 108,735.17 60,763.80
246372 11/18/10 USD 15.151 1.000 169,498.97 108,735.17 60,763.80
---------------- --------- ---------------- ------------ ---------------- --------------
276,682.00 7,831.51 7,436,033.30 4,507,039.00 2,928,994.30
7,436,033.30 4,507,039.00 2,928,994.30
19 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
22,407,206.00 87,791.67 15112096349.24 10113798674.18 4998297675.06
49,931,212.16 40,527,190.18 9,404,021.98
102 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
22,470,106.00 90,307.67 15113167592.85 10114835360.32 4998332232.53
51,002,455.77 41,563,876.32 9,438,579.45
103 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
30,899,719.00 201,817.82 34645368787.56 29647036555.03 4998332232.53
102,097,465.75 92,658,886.30 9,438,579.45
209 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 95
TRANS-TYPE: SALE TRADES FROM 11/01/10 THROUGH 11/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
124,607,116.00 2290476.81 135753709250.05 116732886354.28 19020822895.76
1,354,362,052.35 1,307,720,305.16 46,641,747.19
912 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****