S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 10/01/10 THROUGH 10/31/10 ** COMMON D - EMERGING EQUITIES **
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
EM COMMON STOCK (2225)
PUR 10/08/10 60 COSCO PACIFIC LIMITED 600,000.00 2,892.13 7,306,495.84 7,306,495.84
252278 10/12/10 HKD 12.140 7.758 941,856.11 941,856.11
600,000.00 2,892.13 7,306,495.84 7,306,495.84
941,856.11 941,856.11
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
600,000.00 2,892.13 7,306,495.84 7,306,495.84
941,856.11 941,856.11
1 TRANSACTION IN CATEGORY: EM COMMON STOCK (2225)
600,000.00 2,892.13 7,306,495.84 7,306,495.84
941,856.11 941,856.11
1 "PUR " TRANSACTION IN FUND: COMMON D - EMERGING EQUITIES (5143)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 2
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON D - EMERGING EQUITIES **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/08/10 60 CHINA RESOURCES ENTERP 200,000.00 2,601.36 6,531,819.84 2,569,912.96 3,961,906.88
252291 10/12/10 HKD 32.760 7.758 841,995.20 329,330.53 512,664.67
---------------- --------- ---------------- ------------ ---------------- --------------
200,000.00 2,601.36 6,531,819.84 2,569,912.96 3,961,906.88
841,995.20 329,330.53 512,664.67
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
200,000.00 2,601.36 6,531,819.84 2,569,912.96 3,961,906.88
841,995.20 329,330.53 512,664.67
1 TRANSACTION IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
200,000.00 2,601.36 6,531,819.84 2,569,912.96 3,961,906.88
841,995.20 329,330.53 512,664.67
1 "SALE" TRANSACTION IN FUND: COMMON D - EMERGING EQUITIES (5143)
---------------- --------- ---------------- ------------ ---------------- --------------
800,000.00 5,493.49 13,838,315.68 9,876,408.80 3,961,906.88
1,783,851.31 1,271,186.64 512,664.67
2 TRANSACTIONS WITHIN FUND: COMMON D - EMERGING EQUITIES (5143)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 3
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
DEV MKT COMMON STOCK (2220)
--------------------------------
PUR 10/01/10 60 BOMBARDIER INC CLASS B 200,000.00 1,953.89 1,004,400.00 1,004,400.00
237461 10/06/10 CAD 5.012 1.024 981,242.67 981,242.67
PUR 10/01/10 60 CENOVUS ENERGY INC 60,000.00 1,758.50 1,826,058.00 1,826,058.00
249997 10/06/10 CAD 30.404 1.024 1,783,956.62 1,783,956.62
PUR 10/01/10 60 INTACT FINANCIAL CORP 28,400.00 832.36 1,301,572.00 1,301,572.00
253053 10/06/10 CAD 45.800 1.024 1,271,563.11 1,271,563.11
PUR 10/01/10 60 LOBLAW COMPANIES LTD 942.00 37,126.11 37,126.11
230224 10/06/10 CAD 27581 39.412 1.024 36,270.13 36,270.13
PUR 10/01/10 60 SUNCOR ENERGY INC 40,000.00 1,172.33 1,354,724.00 1,354,724.00
248036 10/06/10 CAD 33.838 1.024 1,323,489.64 1,323,489.64
PUR 10/01/10 60 TECK RESOURCES LTD. 40,000.00 1,172.33 1,730,856.00 1,730,856.00
241893 10/06/10 CAD 43.241 1.024 1,690,949.59 1,690,949.59
PUR 10/01/10 60 TELUS CORP NON-VOTE 1,995.00 81,543.00 81,543.00
230252 10/07/10 CAD 27582 40.874 1.024 79,662.95 79,662.95
PUR 10/04/10 60 BCE INC 30,000.00 880.45 1,001,454.00 1,001,454.00
234654 10/07/10 CAD 33.352 1.022 979,704.56 979,704.56
PUR 10/04/10 60 CAN IMPERIAL BK OF COM 30,000.00 880.45 2,245,896.00 2,245,896.00
243055 10/07/10 CAD 74.833 1.022 2,197,119.94 2,197,119.94
PUR 10/04/10 60 FIRST QUANTUM MINERALS 16,000.00 626.10 1,297,060.80 1,297,060.80
237378 10/07/10 CAD 81.026 1.022 1,268,891.41 1,268,891.41
PUR 10/04/10 60 HUSKY ENERGY INC COM 50,000.00 1,467.42 1,264,515.00 1,264,515.00
234948 10/07/10 CAD 25.260 1.022 1,237,052.44 1,237,052.44
PUR 10/04/10 60 ROGERS COMMUNICATIONS 60,000.00 1,760.91 2,331,402.00 2,331,402.00
230243 10/07/10 CAD 38.827 1.022 2,280,768.93 2,280,768.93
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 4
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/04/10 60 ROYAL BANK OF CANADA 30,000.00 1,173.94 1,606,176.00 1,606,176.00
230244 10/07/10 CAD 53.499 1.022 1,571,293.29 1,571,293.29
PUR 10/07/10 60 BARRICK GOLD CORP 40,000.00 1,182.67 1,943,272.00 1,943,272.00
230195 10/13/10 CAD 48.552 1.015 1,915,214.11 1,915,214.11
PUR 10/07/10 60 BOMBARDIER INC CLASS B 260,000.00 2,562.46 1,362,972.00 1,362,972.00
237461 10/13/10 CAD 5.232 1.015 1,343,292.76 1,343,292.76
PUR 10/07/10 60 CRESCENT POINT ENERGY 30,000.00 887.01 1,166,223.00 1,166,223.00
253818 10/13/10 CAD 38.844 1.015 1,149,384.52 1,149,384.52
PUR 10/07/10 60 ENSIGN ENERGY SERVICES 7,000.00 206.97 89,924.10 89,924.10
253819 10/13/10 CAD 12.816 1.015 88,625.73 88,625.73
PUR 10/07/10 60 INMET MNG CORP NPV 16,000.00 473.07 946,448.00 946,448.00
251133 10/13/10 CAD 59.123 1.015 932,782.73 932,782.73
PUR 10/07/10 60 NATIONAL BANK OF CANAD 26,000.00 768.74 1,702,578.80 1,702,578.80
230230 10/13/10 CAD 65.454 1.015 1,677,996.16 1,677,996.16
PUR 10/07/10 60 NEXEN INC 24,000.00 709.60 509,304.00 509,304.00
230231 10/13/10 CAD 21.191 1.015 501,950.43 501,950.43
PUR 10/07/10 60 PRECISION DRILLING COR 17,900.00 529.25 130,215.34 130,215.34
252214 10/13/10 CAD 7.245 1.015 128,335.23 128,335.23
PUR 10/07/10 60 ROGERS COMMUNICATIONS 30,000.00 887.01 1,194,417.00 1,194,417.00
230243 10/13/10 CAD 39.784 1.015 1,177,171.44 1,177,171.44
PUR 10/07/10 60 ROYAL BANK OF CANADA 40,000.00 1,182.67 2,201,300.00 2,201,300.00
230244 10/13/10 CAD 55.003 1.015 2,169,516.58 2,169,516.58
PUR 10/07/10 60 THOMSON REUTERS GRP(FM 30,000.00 887.01 1,176,672.00 1,176,672.00
230253 10/13/10 CAD 39.192 1.015 1,159,682.65 1,159,682.65
PUR 10/07/10 60 TORONTO DOMINION BK ON 40,000.00 1,182.67 2,997,496.00 2,997,496.00
242764 10/13/10 CAD 74.907 1.015 2,954,216.72 2,954,216.72
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: 5
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/08/10 60 BARRICK GOLD CORP 40,000.00 1,180.35 1,962,040.00 1,962,040.00
230195 10/14/10 CAD 49.021 1.017 1,929,907.05 1,929,907.05
PUR 10/08/10 60 BROOKFIELD PROPERTIES 40,000.00 1,180.35 683,104.00 683,104.00
253297 10/14/10 CAD 17.048 1.017 671,916.59 671,916.59
PUR 10/08/10 60 CAMECO CORP 40,000.00 1,180.35 1,211,940.00 1,211,940.00
230197 10/14/10 CAD 30.269 1.017 1,192,091.67 1,192,091.67
PUR 10/08/10 60 CANADIAN NATURAL RESOU 40,000.00 1,180.35 1,521,764.00 1,521,764.00
230200 10/14/10 CAD 38.014 1.017 1,496,841.59 1,496,841.59
PUR 10/08/10 60 ENSIGN ENERGY SERVICES 13,000.00 383.61 166,137.40 166,137.40
253819 10/14/10 CAD 12.750 1.017 163,416.52 163,416.52
PUR 10/08/10 60 INMET MNG CORP NPV 7,900.00 233.12 476,752.36 476,752.36
251133 10/14/10 CAD 60.318 1.017 468,944.44 468,944.44
PUR 10/08/10 60 INTACT FINANCIAL CORP 2,200.00 64.92 100,243.00 100,243.00
253053 10/14/10 CAD 45.535 1.017 98,601.29 98,601.29
PUR 10/08/10 60 METRO INC A 5,000.00 147.54 224,394.00 224,394.00
248021 10/14/10 CAD 44.849 1.017 220,719.03 220,719.03
PUR 10/08/10 60 NEXEN INC 16,000.00 472.14 340,081.60 340,081.60
230231 10/14/10 CAD 21.225 1.017 334,511.98 334,511.98
PUR 10/08/10 60 PRECISION DRILLING COR 25,900.00 764.27 186,650.94 186,650.94
252214 10/14/10 CAD 7.177 1.017 183,594.10 183,594.10
PUR 10/08/10 60 SHERRITT INTERNATIONAL 60,000.00 1,770.52 481,302.00 481,302.00
253655 10/14/10 CAD 7.992 1.017 473,419.56 473,419.56
PUR 10/08/10 60 SUNCOR ENERGY INC 40,000.00 1,180.35 1,398,272.00 1,398,272.00
248036 10/14/10 CAD 34.927 1.017 1,375,372.06 1,375,372.06
PUR 10/08/10 60 THOMSON REUTERS GRP(FM 30,000.00 885.26 1,172,868.00 1,172,868.00
230253 10/14/10 CAD 39.066 1.017 1,153,659.57 1,153,659.57
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 6
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/12/10 60 BROOKFIELD PROPERTIES 20,000.00 593.27 341,432.00 341,432.00
253297 10/15/10 CAD 17.042 1.011 337,600.24 337,600.24
PUR 10/12/10 60 ENSIGN ENERGY SERVICES 10,000.00 296.63 127,600.00 127,600.00
253819 10/15/10 CAD 12.730 1.011 126,167.99 126,167.99
PUR 10/12/10 60 INMET MNG CORP NPV 14,100.00 418.25 858,646.29 858,646.29
251133 10/15/10 CAD 60.867 1.011 849,010.03 849,010.03
PUR 10/12/10 60 INTACT FINANCIAL CORP 6,200.00 183.91 280,160.02 280,160.02
253053 10/15/10 CAD 45.157 1.011 277,015.89 277,015.89
PUR 10/12/10 60 METRO INC A 11,000.00 326.30 492,166.40 492,166.40
248021 10/15/10 CAD 44.712 1.011 486,643.00 486,643.00
PUR 10/12/10 60 PRECISION DRILLING COR 16,200.00 480.55 117,061.20 117,061.20
252214 10/15/10 CAD 7.196 1.011 115,747.47 115,747.47
PUR 10/13/10 60 BARRICK GOLD CORP 40,000.00 1,197.37 1,983,844.00 1,983,844.00
230195 10/18/10 CAD 49.566 1.002 1,979,489.12 1,979,489.12
PUR 10/13/10 60 BROOKFIELD PROPERTIES 40,000.00 1,197.37 690,100.00 690,100.00
253297 10/18/10 CAD 17.223 1.002 688,585.11 688,585.11
PUR 10/13/10 60 CANADIAN NATIONAL RAIL 30,000.00 898.02 2,024,697.00 2,024,697.00
230199 10/18/10 CAD 67.460 1.002 2,020,252.44 2,020,252.44
PUR 10/13/10 60 CANADIAN PAC RY LTD NP 30,000.00 898.02 1,988,055.00 1,988,055.00
232198 10/18/10 CAD 66.239 1.002 1,983,690.88 1,983,690.88
PUR 10/13/10 60 CENOVUS ENERGY INC 40,000.00 1,197.37 1,210,752.00 1,210,752.00
249997 10/18/10 CAD 30.239 1.002 1,208,094.19 1,208,094.19
PUR 10/13/10 60 CGI GROUP 60,000.00 1,796.05 978,150.00 978,150.00
230203 10/18/10 CAD 16.273 1.002 976,002.79 976,002.79
PUR 10/13/10 60 ELDORADO GOLD CORPORAT 60,000.00 1,796.05 1,129,188.00 1,129,188.00
243131 10/18/10 CAD 18.790 1.002 1,126,709.24 1,126,709.24
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: 7
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/13/10 60 HUDBAY MINERALS INC CO 30,000.00 898.02 477,333.00 477,333.00
253882 10/18/10 CAD 15.881 1.002 476,285.17 476,285.17
PUR 10/13/10 60 IAMGOLD CORP NPV 60,000.00 1,796.05 1,099,992.00 1,099,992.00
248800 10/18/10 CAD 18.303 1.002 1,097,577.33 1,097,577.33
PUR 10/13/10 60 INMET MNG CORP NPV 2,000.00 59.87 128,646.00 128,646.00
251133 10/18/10 CAD 64.293 1.002 128,363.60 128,363.60
PUR 10/13/10 60 INTACT FINANCIAL CORP 8,000.00 239.47 365,907.20 365,907.20
253053 10/18/10 CAD 45.708 1.002 365,103.97 365,103.97
PUR 10/13/10 60 NEXEN INC 100,000.00 2,993.41 2,236,640.00 2,236,640.00
230231 10/18/10 CAD 22.336 1.002 2,231,730.19 2,231,730.19
PUR 10/13/10 60 OPEN TEXT CORP COMMON 10,000.00 299.34 478,078.00 478,078.00
253883 10/18/10 CAD 47.778 1.002 477,028.54 477,028.54
PUR 10/13/10 60 RESEARCH IN MOTION 40,000.00 1,197.37 2,017,008.00 2,017,008.00
230321 10/18/10 CAD 50.395 1.002 2,012,580.32 2,012,580.32
PUR 10/13/10 60 SHERRITT INTERNATIONAL 60,000.00 1,796.05 476,448.00 476,448.00
253655 10/18/10 CAD 7.911 1.002 475,402.12 475,402.12
PUR 10/13/10 60 THOMPSON CREEK METALS 100,000.00 2,993.41 1,167,870.00 1,167,870.00
249883 10/18/10 CAD 11.649 1.002 1,165,306.33 1,165,306.33
PUR 10/14/10 60 BROOKFIELD PROPERTIES 20,000.00 598.18 345,032.00 345,032.00
253297 10/19/10 CAD 17.222 1.003 343,982.85 343,982.85
PUR 10/14/10 60 HUDBAY MINERALS INC CO 30,000.00 897.26 480,915.00 480,915.00
253882 10/19/10 CAD 16.001 1.003 479,452.67 479,452.67
PUR 10/14/10 60 INTACT FINANCIAL CORP 13,600.00 406.76 617,984.00 617,984.00
253053 10/19/10 CAD 45.410 1.003 616,104.88 616,104.88
PUR 10/14/10 60 OPEN TEXT CORP COMMON 30,000.00 897.26 1,442,991.00 1,442,991.00
253883 10/19/10 CAD 48.070 1.003 1,438,603.26 1,438,603.26
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: 8
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/15/10 60 BANK OF MONTREAL 40,000.00 1,187.59 2,425,124.00 2,425,124.00
248006 10/20/10 CAD 60.598 1.010 2,400,043.54 2,400,043.54
PUR 10/15/10 60 CAN IMPERIAL BK OF COM 40,000.00 1,187.59 3,089,184.00 3,089,184.00
243055 10/20/10 CAD 77.200 1.010 3,057,235.89 3,057,235.89
PUR 10/15/10 60 CRESCENT POINT ENERGY 30,000.00 890.69 1,201,815.00 1,201,815.00
253818 10/20/10 CAD 40.031 1.010 1,189,385.92 1,189,385.92
PUR 10/15/10 60 HUDBAY MINERALS INC CO 40,000.00 1,187.59 663,452.00 663,452.00
253882 10/20/10 CAD 16.556 1.010 656,590.63 656,590.63
PUR 10/15/10 60 OPEN TEXT CORP COMMON 3,500.00 103.91 170,817.85 170,817.85
253883 10/20/10 CAD 48.775 1.010 169,051.26 169,051.26
PUR 10/15/10 60 ROYAL BANK OF CANADA 40,000.00 1,187.59 2,223,052.00 2,223,052.00
230244 10/20/10 CAD 55.546 1.010 2,200,061.36 2,200,061.36
PUR 10/15/10 60 SUNCOR ENERGY INC 100,000.00 2,968.97 3,479,950.00 3,479,950.00
248036 10/20/10 CAD 34.770 1.010 3,443,960.61 3,443,960.61
PUR 10/18/10 60 CAN IMPERIAL BK OF COM 20,000.00 591.86 1,567,738.00 1,567,738.00
243055 10/21/10 CAD 78.357 1.014 1,546,473.98 1,546,473.98
PUR 10/18/10 60 CRESCENT POINT ENERGY 20,000.00 591.86 805,598.00 805,598.00
253818 10/21/10 CAD 40.250 1.014 794,671.27 794,671.27
PUR 10/18/10 60 NEXEN INC 40,000.00 1,183.72 906,564.00 906,564.00
230231 10/21/10 CAD 22.634 1.014 894,267.82 894,267.82
PUR 10/18/10 60 OPEN TEXT CORP COMMON 26,500.00 784.22 1,287,770.14 1,287,770.14
253883 10/21/10 CAD 48.565 1.014 1,270,303.47 1,270,303.47
PUR 10/18/10 60 TALISMAN ENERGY INC 100,000.00 2,959.31 1,820,610.00 1,820,610.00
230249 10/21/10 CAD 18.176 1.014 1,795,916.15 1,795,916.15
PUR 10/18/10 60 TRANSCANADA CORP 30,000.00 887.79 1,168,962.00 1,168,962.00
230256 10/21/10 CAD 38.935 1.014 1,153,106.78 1,153,106.78
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 9
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/19/10 60 BANK OF MONTREAL 40,000.00 1,162.90 2,455,832.00 2,455,832.00
248006 10/22/10 CAD 61.366 1.032 2,379,912.78 2,379,912.78
PUR 10/19/10 60 ROYAL BANK OF CANADA 40,000.00 1,162.90 2,252,440.00 2,252,440.00
230244 10/22/10 CAD 56.281 1.032 2,182,808.41 2,182,808.41
PUR 10/19/10 60 THOMSON REUTERS GRP(FM 40,000.00 1,162.90 1,573,336.00 1,573,336.00
230253 10/22/10 CAD 39.303 1.032 1,524,698.13 1,524,698.13
PUR 10/19/10 60 TORONTO DOMINION BK ON 30,000.00 872.18 2,254,071.00 2,254,071.00
242764 10/22/10 CAD 75.106 1.032 2,184,388.99 2,184,388.99
PUR 10/19/10 60 WESTON (GEORGE) COM 20,000.00 581.45 1,562,140.00 1,562,140.00
230257 10/22/10 CAD 78.077 1.032 1,513,848.24 1,513,848.24
PUR 10/21/10 60 BANK OF MONTREAL 40,000.00 1,175.95 2,467,128.00 2,467,128.00
248006 10/26/10 CAD 61.648 1.020 2,417,686.31 2,417,686.31
PUR 10/21/10 60 EQUINOX MINERALS LTD N 240,000.00 7,055.71 1,382,808.00 1,382,808.00
252238 10/26/10 CAD 5.732 1.020 1,355,096.28 1,355,096.28
PUR 10/21/10 60 TALISMAN ENERGY INC 40,000.00 1,175.95 733,308.00 733,308.00
230249 10/26/10 CAD 18.303 1.020 718,612.38 718,612.38
PUR 10/21/10 60 THOMSON REUTERS GRP(FM 30,000.00 881.96 1,198,185.00 1,198,185.00
230253 10/26/10 CAD 39.910 1.020 1,174,173.16 1,174,173.16
PUR 10/21/10 60 TRANSCANADA CORP 60,000.00 1,763.93 2,343,192.00 2,343,192.00
230256 10/26/10 CAD 39.023 1.020 2,296,234.01 2,296,234.01
PUR 10/22/10 60 BARRICK GOLD CORP 40,000.00 1,169.59 1,888,892.00 1,888,892.00
230195 10/27/10 CAD 47.192 1.026 1,841,025.34 1,841,025.34
PUR 10/22/10 60 CANADIAN UTILS LTD NPV 9,100.00 266.08 450,482.76 450,482.76
252240 10/27/10 CAD 49.474 1.026 439,067.02 439,067.02
PUR 10/22/10 60 TIM HORTON COM 30,000.00 877.19 1,156,887.00 1,156,887.00
250848 10/27/10 CAD 38.533 1.026 1,127,570.18 1,127,570.18
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: 10
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/25/10 60 CANADIAN UTILS LTD NPV 19,000.00 559.73 944,870.00 944,870.00
252240 10/28/10 CAD 49.700 1.018 927,844.06 927,844.06
PUR 10/25/10 60 CANADIAN UTILS LTD NPV 1,900.00 55.97 94,517.02 94,517.02
252240 10/28/10 CAD 49.716 1.018 92,813.89 92,813.89
PUR 10/27/10 60 BANK OF NOVA SCOTIA 4,927.00 265,094.41 265,094.41
230194 11/02/10 CAD 27595 53.804 1.032 256,837.10 256,837.10
PUR 10/28/10 60 CAN IMPERIAL BK OF COM 2,765.00 208,800.00 208,800.00
243055 11/03/10 CAD 27593 75.515 1.024 203,926.16 203,926.16
PUR 10/28/10 60 SHAW COMMUNICATIONS IN 1,039.00 22,647.50 22,647.50
239707 11/05/10 CAD 27596 21.797 1.024 22,118.86 22,118.86
PUR 10/29/10 60 BARRICK GOLD CORP 30,000.00 884.43 1,463,583.00 1,463,583.00
230195 11/03/10 CAD 48.756 1.018 1,438,269.46 1,438,269.46
PUR 10/29/10 60 CANADIAN NATURAL RESOU 40,000.00 1,179.25 1,468,148.00 1,468,148.00
230200 11/03/10 CAD 36.674 1.018 1,442,755.50 1,442,755.50
PUR 10/29/10 60 ONEX CORPORATION 744.00 22,000.00 22,000.00
237913 11/04/10 CAD 27594 29.570 1.018 21,619.50 21,619.50
PUR 10/29/10 60 POWER FINANCIAL CORP 60,000.00 1,768.87 1,854,438.00 1,854,438.00
230240 11/03/10 CAD 30.877 1.018 1,822,364.39 1,822,364.39
PUR 10/29/10 60 TIM HORTON COM 40,000.00 1,179.25 1,538,104.00 1,538,104.00
250848 11/03/10 CAD 38.423 1.018 1,511,501.57 1,511,501.57
PUR 10/29/10 60 TRANSCANADA CORP 4,812.00 177,234.00 177,234.00
230256 11/03/10 CAD 27591 36.832 1.018 174,168.63 174,168.63
PUR 10/31/10 60 TORONTO DOMINION BK ON 4,123.00 301,076.48 301,076.48
242764 11/04/10 CAD 27592 73.024 1.018 295,869.18 295,869.18
---------------- --------- ---------------- ------------ ---------------- --------------
3,787,747.00 102,761.43 116,875,701.72 116,875,701.72
115,081,937.62 115,081,937.62
102 TRANSACTIONS IN COUNTRY: CANADA ( 300)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 11
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/06/10 60 CNP ASSURANCES EUR 4.0 120,000.00 3,334.62 1,602,948.82 1,602,948.82
245379 10/11/10 EUR 13.338 .720 2,226,416.76 2,226,416.76
PUR 10/07/10 60 CNP ASSURANCES EUR 4.0 154,500.00 4,398.36 2,106,548.99 2,106,548.99
245379 10/12/10 EUR 13.614 .717 2,936,636.20 2,936,636.20
PUR 10/08/10 60 CNP ASSURANCES EUR 4.0 165,500.00 4,779.23 2,290,276.17 2,290,276.17
245379 10/13/10 EUR 13.818 .718 3,190,928.50 3,190,928.50
PUR 10/08/10 60 CNP ASSURANCES EUR 4.0 40,000.00 1,152.12 552,114.93 552,114.93
245379 10/13/10 EUR 13.782 .718 769,234.42 769,234.42
PUR 10/11/10 60 ACCOR SA COMMON STOCK 125,000.00 7,163.29 3,442,268.16 3,442,268.16
252752 10/14/10 EUR 27.497 .720 4,782,688.29 4,782,688.29
PUR 10/11/10 60 CNP ASSURANCES EUR 4.0 120,000.00 3,471.33 1,668,122.43 1,668,122.43
245379 10/14/10 EUR 13.880 .720 2,317,689.75 2,317,689.75
PUR 10/11/10 60 JC DECAUX SA COM SHS N 40,000.00 1,650.59 793,179.99 793,179.99
237062 10/14/10 EUR 19.800 .720 1,102,044.49 1,102,044.49
PUR 10/11/10 60 JC DECAUX SA COM SHS N 80,000.00 3,301.22 1,586,376.00 1,586,376.00
237062 10/14/10 EUR 19.800 .720 2,204,111.24 2,204,111.24
PUR 10/11/10 60 NATIXIS EUR 1.6 1,000,000.00 9,138.16 4,391,277.05 4,391,277.05
252345 10/14/10 EUR 4.385 .720 6,101,241.49 6,101,241.49
PUR 10/12/10 60 ACCOR SA COMMON STOCK 125,000.00 7,156.21 3,453,660.23 3,453,660.23
252752 10/15/10 EUR 27.588 .723 4,777,963.63 4,777,963.63
PUR 10/12/10 60 CNP ASSURANCES EUR 4.0 125,000.00 3,592.80 1,733,921.99 1,733,921.99
245379 10/15/10 EUR 13.851 .723 2,398,793.07 2,398,793.07
PUR 10/12/10 60 JC DECAUX SA COM SHS N 16,000.00 654.00 315,623.13 315,623.13
237062 10/15/10 EUR 19.697 .723 436,648.58 436,648.58
PUR 10/13/10 60 CNP ASSURANCES EUR 4.0 125,100.00 3,624.88 1,733,617.74 1,733,617.74
245379 10/18/10 EUR 13.837 .716 2,420,216.11 2,420,216.11
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: 12
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/13/10 60 JC DECAUX SA COM SHS N 49,000.00 2,071.35 990,627.12 990,627.12
237062 10/18/10 EUR 20.187 .716 1,382,964.46 1,382,964.46
PUR 10/13/10 60 NATIXIS EUR 1.6 22,000.00 200.36 95,825.92 95,825.92
252345 10/18/10 EUR 4.349 .716 133,777.72 133,777.72
PUR 10/14/10 60 CNP ASSURANCES EUR 4.0 149,900.00 4,460.83 2,114,628.60 2,114,628.60
245379 10/19/10 EUR 14.086 .710 2,978,350.14 2,978,350.14
PUR 10/14/10 60 JC DECAUX SA COM SHS N 50,000.00 2,140.97 1,014,915.09 1,014,915.09
237062 10/19/10 EUR 20.268 .710 1,429,457.87 1,429,457.87
PUR 10/14/10 60 JC DECAUX SA COM SHS N 50,000.00 2,140.14 1,014,519.50 1,014,519.50
237062 10/19/10 EUR 20.260 .710 1,428,900.70 1,428,900.70
PUR 10/14/10 60 NATIXIS EUR 1.6 978,000.00 9,035.69 4,283,307.13 4,283,307.13
252345 10/19/10 EUR 4.373 .710 6,032,826.94 6,032,826.94
PUR 10/15/10 60 JC DECAUX SA COM SHS N 27,500.00 1,172.43 558,674.26 558,674.26
237062 10/20/10 EUR 20.285 .714 782,786.95 782,786.95
PUR 10/18/10 60 JC DECAUX SA COM SHS N 29,500.00 1,258.43 601,565.25 601,565.25
237062 10/21/10 EUR 20.362 .716 840,206.61 840,206.61
PUR 10/19/10 60 JC DECAUX SA COM SHS N 48,000.00 2,063.05 998,892.90 998,892.90
237062 10/22/10 EUR 20.779 .725 1,377,424.23 1,377,424.23
PUR 10/19/10 60 JC DECAUX SA COM SHS N 20,000.00 862.23 417,475.28 417,475.28
237062 10/22/10 EUR 20.843 .725 575,677.90 575,677.90
PUR 10/20/10 60 JC DECAUX SA COM SHS N 50,000.00 2,171.24 1,037,809.38 1,037,809.38
237062 10/25/10 EUR 20.725 .716 1,449,665.01 1,449,665.01
PUR 10/21/10 60 JC DECAUX SA COM SHS N 40,000.00 1,797.14 856,943.49 856,943.49
237062 10/26/10 EUR 21.392 .714 1,199,891.75 1,199,891.75
---------------- --------- ---------------- ------------ ---------------- --------------
3,750,000.00 82,790.67 39,655,119.55 39,655,119.55
55,276,542.81 55,276,542.81
25 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: 13
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/04/10 60 ASAHI BREWERIES LTD 500,000.00 5,032.66 839,868,224.00 839,868,224.00
243254 10/07/10 JPY 1678.89 83.400 10,070,362.40 10,070,362.40
PUR 10/04/10 60 FAST RETAILING CO LTD 100,000.00 16,919.471,177,315,084.00 1,177,315,084.00
241347 10/07/10 JPY 11759.0 83.400 14,116,487.82 14,116,487.82
PUR 10/04/10 60 MIZUHO FINANCIAL GROUP 5,000,000.00 3,435.28 573,291,502.00 573,291,502.00
230461 10/07/10 JPY 114.601 83.400 6,873,998.82 6,873,998.82
PUR 10/05/10 60 KYOCERA CORP 200,000.00 23,749.571,645,838,639.00 1,645,838,639.00
244666 10/08/10 JPY 8219.33 83.060 19,815,057.06 19,815,057.06
PUR 10/05/10 60 TOKIO MARINE HOLDINGS 750,000.00 24,893.261,725,096,034.00 1,725,096,034.00
245267 10/08/10 JPY 2297.37 83.060 20,769,275.63 20,769,275.63
PUR 10/05/10 60 TOSHIBA CORP 2,000,000.00 11,843.25 820,733,700.00 820,733,700.00
220991 10/08/10 JPY 409.875 83.060 9,881,214.78 9,881,214.78
PUR 10/12/10 60 ASAHI BREWERIES LTD 500,000.00 11,851.86 808,871,332.00 808,871,332.00
243254 10/15/10 JPY 1615.80 81.800 9,888,402.59 9,888,402.59
PUR 10/12/10 60 KUBOTA CORP Y50 1,500,000.00 16,893.671,152,966,702.00 1,152,966,702.00
242022 10/15/10 JPY 767.723 81.800 14,094,947.46 14,094,947.46
PUR 10/12/10 60 TOKIO MARINE HOLDINGS 1,000,000.00 35,057.072,392,591,268.00 2,392,591,268.00
245267 10/15/10 JPY 2389.72 81.800 29,249,282.00 29,249,282.00
PUR 10/12/10 60 TOSHIBA CORP 5,000,000.00 30,146.932,057,481,519.00 2,057,481,519.00
220991 10/15/10 JPY 411.003 81.800 25,152,585.81 25,152,585.81
PUR 10/28/10 60 ALL NIPPON AIRWAYS CO 3,000,000.00 13,462.76 909,040,441.00 909,040,441.00
254108 11/02/10 JPY 302.650 80.930 11,232,428.53 11,232,428.53
PUR 10/28/10 60 KUBOTA CORP Y50 1,000,000.00 10,619.72 717,071,454.00 717,071,454.00
242022 11/02/10 JPY 716.212 80.930 8,860,391.13 8,860,391.13
PUR 10/28/10 60 NITORI HOLDINGS CO LTD 74,100.00 7,688.19 519,127,203.00 519,127,203.00
245307 11/02/10 JPY 6997.36 80.930 6,414,521.23 6,414,521.23
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: 14
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/29/10 60 NITORI HOLDINGS CO LTD 75,900.00 7,974.51 535,932,076.00 535,932,076.00
245307 11/04/10 JPY 7052.56 80.550 6,653,408.76 6,653,408.76
---------------- --------- ---------------- ------------ ---------------- --------------
20,700,000.00 219,568.20 15875225178.00 15875225178.00
193,072,364.02 193,072,364.02
14 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
PUR 10/19/10 60 TELENOR ASA COMMON STO 500,000.00 11,331.15 44,758,587.32 44,758,587.32
253658 10/22/10 NOK 89.383 5.916 7,565,428.37 7,565,428.37
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 11,331.15 44,758,587.32 44,758,587.32
7,565,428.37 7,565,428.37
1 TRANSACTION IN COUNTRY: NORWAY ( 700)
PUR 10/11/10 60 SVENSKA CELLULOSA AB B 415,828.00 6,423.96 42,853,051.32 42,853,051.32
253596 10/14/10 SEK 102.952 6.664 6,430,385.17 6,430,385.17
PUR 10/12/10 60 SVENSKA CELLULOSA AB B 266,635.00 4,105.06 27,523,216.87 27,523,216.87
253596 10/15/10 SEK 103.121 6.698 4,109,169.43 4,109,169.43
PUR 10/13/10 60 SVENSKA CELLULOSA AB B 317,537.00 5,025.39 33,360,486.50 33,360,486.50
253596 10/18/10 SEK 104.955 6.632 5,030,419.80 5,030,419.80
PUR 10/14/10 60 SVENSKA CELLULOSA AB B 500,000.00 8,077.99 52,970,217.29 52,970,217.29
253596 10/19/10 SEK 105.835 6.551 8,086,068.46 8,086,068.46
PUR 10/14/10 60 SVENSKA CELLULOSA AB B 375,000.00 9,104.52 39,820,891.88 39,820,891.88
253596 10/19/10 SEK 106.030 6.551 6,078,783.03 6,078,783.03
PUR 10/14/10 60 SVENSKA CELLULOSA AB B 125,000.00 3,038.65 13,290,305.60 13,290,305.60
253596 10/19/10 SEK 106.163 6.551 2,028,806.50 2,028,806.50
PUR 10/27/10 60 VOLVO(AB) SER B NPV 750,000.00 10,277.65 69,685,290.68 69,685,290.68
254080 11/01/10 SEK 92.821 6.774 10,287,929.53 10,287,929.53
---------------- --------- ---------------- ------------ ---------------- --------------
2,750,000.00 46,053.22 279,503,460.14 279,503,460.14
42,051,561.92 42,051,561.92
7 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: 15
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/08/10 60 ADECCO SA-REG 50,000.00 4,195.08 2,692,938.35 2,692,938.35
249676 10/13/10 CHF 53.778 .961 2,800,913.57 2,800,913.57
PUR 10/08/10 60 ADECCO SA-REG 175,000.00 18,398.70 9,327,916.93 9,327,916.93
249676 10/13/10 CHF 53.201 .961 9,701,926.18 9,701,926.18
PUR 10/08/10 60 ADECCO SA-REG 25,000.00 2,066.21 1,326,361.56 1,326,361.56
249676 10/13/10 CHF 52.975 .961 1,379,542.94 1,379,542.94
PUR 10/27/10 60 UBS AG REG COMMON STOC 600,000.00 15,264.47 10,092,716.40 10,092,716.40
254079 11/01/10 CHF 16.796 .990 10,191,574.66 10,191,574.66
---------------- --------- ---------------- ------------ ---------------- --------------
850,000.00 39,924.46 23,439,933.24 23,439,933.24
24,073,957.35 24,073,957.35
4 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
PUR 10/11/10 60 DIAGEO PLC 341,329.00 37,493.29 3,825,431.45 3,825,431.45
248467 10/14/10 UKP 11.138 .629 6,084,543.27 6,084,543.27
PUR 10/11/10 60 DIAGEO PLC 440,550.00 48,229.73 4,920,912.26 4,920,912.26
248467 10/14/10 UKP 11.101 .629 7,826,961.20 7,826,961.20
PUR 10/11/10 60 IMPERIAL TOBACCO GROUP 132,256.00 24,814.85 2,531,798.27 2,531,798.27
243082 10/14/10 UKP 19.025 .629 4,026,953.90 4,026,953.90
PUR 10/11/10 60 IMPERIAL TOBACCO GROUP 171,624.00 32,199.37 3,285,270.62 3,285,270.62
243082 10/14/10 UKP 19.024 .629 5,225,390.00 5,225,390.00
PUR 10/11/10 60 RECKITT BENCKISER GROU 250,000.00 84,612.30 8,633,171.85 8,633,171.85
252786 10/14/10 UKP 34.320 .629 13,731,498.87 13,731,498.87
PUR 10/11/10 60 TESCO PLC 912,080.00 39,471.71 4,027,297.04 4,027,297.04
240797 10/14/10 UKP 4.388 .629 6,405,620.75 6,405,620.75
PUR 10/11/10 60 TESCO PLC 873,232.00 37,688.10 3,845,307.52 3,845,307.52
240797 10/14/10 UKP 4.376 .629 6,116,157.17 6,116,157.17
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 16
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/12/10 60 DIAGEO PLC 218,121.00 23,695.40 2,435,957.66 2,435,957.66
248467 10/15/10 UKP 11.099 .633 3,845,279.52 3,845,279.52
PUR 10/12/10 60 IMPERIAL TOBACCO GROUP 196,120.00 36,392.38 3,741,332.62 3,741,332.62
243082 10/15/10 UKP 18.959 .633 5,905,878.39 5,905,878.39
PUR 10/12/10 60 TESCO PLC 714,688.00 30,670.36 3,153,050.46 3,153,050.46
240797 10/15/10 UKP 4.385 .633 4,977,245.94 4,977,245.94
PUR 10/27/10 60 BARCLAYS PLC 25P 3,550,000.00 97,259.86 10,001,629.00 10,001,629.00
246634 11/01/10 UKP 2.800 .634 15,784,078.98 15,784,078.98
PUR 10/27/10 60 IMPERIAL TOBACCO GROUP 250,000.00 48,609.44 4,998,626.51 4,998,626.51
243082 11/01/10 UKP 19.871 .634 7,888,586.51 7,888,586.51
PUR 10/28/10 60 BARCLAYS PLC 25P 450,000.00 12,453.02 1,267,722.44 1,267,722.44
246634 11/02/10 UKP 2.800 .627 2,020,748.19 2,020,748.19
---------------- --------- ---------------- ------------ ---------------- --------------
8,500,000.00 553,589.81 56,667,507.70 56,667,507.70
89,838,942.69 89,838,942.69
13 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
PUR 10/04/10 60 DEUTSCHE BOERSE AG 200,000.00 19,544.98 9,538,085.69 9,538,085.69
240969 10/06/10 EUR 47.619 .731 13,049,532.08 13,049,532.08
PUR 10/06/10 60 DEUTSCHE BANK AG REGIS 250,000.00 21,406.31 10,289,986.85 10,289,986.85
253817 10/08/10 EUR 41.098 .720 14,292,283.62 14,292,283.62
PUR 10/11/10 60 DAIMLER AG 250,000.00 23,862.53 11,466,974.70 11,466,974.70
248924 10/13/10 EUR 45.799 .720 15,932,217.69 15,932,217.69
PUR 10/13/10 60 DEUTSCHE BANK AG REGIS 250,000.00 21,168.42 10,123,888.09 10,123,888.09
253817 10/15/10 EUR 40.435 .716 14,133,448.49 14,133,448.49
PUR 10/13/10 60 DEUTSCHE BANK AG REGIS 250,000.00 21,819.15 10,435,104.21 10,435,104.21
253817 10/15/10 EUR 41.678 .716 14,567,921.59 14,567,921.59
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 17
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/13/10 60 DEUTSCHE BOERSE AG 250,000.00 25,448.24 12,170,728.75 12,170,728.75
240969 10/15/10 EUR 48.610 .716 16,990,939.29 16,990,939.29
PUR 10/27/10 60 DEUTSCHE BANK AG REGIS 250,000.00 21,533.33 10,434,052.64 10,434,052.64
253817 10/29/10 EUR 41.674 .726 14,377,082.54 14,377,082.54
PUR 10/28/10 60 MERCK KGAA 50,000.00 6,125.63 2,942,251.77 2,942,251.77
242835 11/01/10 EUR 58.757 .719 4,089,874.70 4,089,874.70
---------------- --------- ---------------- ------------ ---------------- --------------
1,750,000.00 160,908.59 77,401,072.70 77,401,072.70
107,433,300.00 107,433,300.00
8 TRANSACTIONS IN COUNTRY: GERMANY (1100)
PUR 10/11/10 60 OUTOKUMPU OYJ 250,000.00 7,755.47 3,726,831.87 3,726,831.87
243316 10/14/10 EUR 14.885 .720 5,178,061.19 5,178,061.19
PUR 10/27/10 60 OUTOKUMPU OYJ 500,000.00 13,776.29 6,675,348.03 6,675,348.03
243316 11/01/10 EUR 13.331 .726 9,197,962.95 9,197,962.95
---------------- --------- ---------------- ------------ ---------------- --------------
750,000.00 21,531.76 10,402,179.90 10,402,179.90
14,376,024.14 14,376,024.14
2 TRANSACTIONS IN COUNTRY: FINLAND (1200)
PUR 10/27/10 60 ERSTE GROUP BANK AG CO 250,000.00 17,045.78 8,259,595.83 8,259,595.83
254078 11/02/10 EUR 32.989 .726 11,380,898.21 11,380,898.21
---------------- --------- ---------------- ------------ ---------------- --------------
250,000.00 17,045.78 8,259,595.83 8,259,595.83
11,380,898.21 11,380,898.21
1 TRANSACTION IN COUNTRY: AUSTRIA (1300)
PUR 10/27/10 60 BANCO SANTANDER SA EUR 1,000,000.00 19,108.65 9,259,167.94 9,259,167.94
252341 11/01/10 EUR 9.245 .726 12,758,208.76 12,758,208.76
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 19,108.65 9,259,167.94 9,259,167.94
12,758,208.76 12,758,208.76
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: 18
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/04/10 60 BILLABONG INTERNATIONA 250,000.00 3,963.89 2,053,148.10 2,053,148.10
251153 10/07/10 AUD 8.196 1.034 1,985,907.27 1,985,907.27
PUR 10/06/10 60 WOODSIDE PETROLEUM LTD 250,000.00 21,913.68 11,253,912.90 11,253,912.90
253795 10/11/10 AUD 44.926 1.025 10,978,752.43 10,978,752.43
PUR 10/08/10 60 BILLABONG INTERNATIONA 250,000.00 4,027.39 2,051,469.75 2,051,469.75
251153 10/13/10 AUD 8.190 1.017 2,017,723.33 2,017,723.33
PUR 10/18/10 60 WOODSIDE PETROLEUM LTD 250,000.00 21,883.46 11,057,044.94 11,057,044.94
253795 10/21/10 AUD 44.140 1.009 10,963,613.03 10,963,613.03
PUR 10/27/10 60 WOODSIDE PETROLEUM LTD 250,000.00 21,279.07 11,008,122.30 11,008,122.30
253795 11/01/10 AUD 43.945 1.033 10,660,814.29 10,660,814.29
---------------- --------- ---------------- ------------ ---------------- --------------
1,250,000.00 73,067.49 37,423,697.99 37,423,697.99
36,606,810.35 36,606,810.35
5 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
PUR 10/06/10 60 KEPPEL CORP LTD 200,000.00 4,114.62 1,919,224.60 1,919,224.60
237171 10/11/10 SGD 9.569 1.309 1,466,568.30 1,466,568.30
PUR 10/14/10 60 KEPPEL CORP LTD 160,000.00 3,484.50 1,571,300.96 1,571,300.96
237171 10/19/10 SGD 9.792 1.296 1,212,142.99 1,212,142.99
---------------- --------- ---------------- ------------ ---------------- --------------
360,000.00 7,599.12 3,490,525.56 3,490,525.56
2,678,711.29 2,678,711.29
2 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
PUR 10/14/10 60 BANK OF CHINA LTD H 4,000,000.00 7,053.49 17,821,923.77 17,821,923.77
253909 10/18/10 HKD 4.442 7.758 2,297,113.29 2,297,113.29
---------------- --------- ---------------- ------------ ---------------- --------------
4,000,000.00 7,053.49 17,821,923.77 17,821,923.77
2,297,113.29 2,297,113.29
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
---------------- --------- ---------------- ------------ ---------------- --------------
50,197,747.00 1362333.82 16600183651.36 16600183651.36
714,491,800.82 714,491,800.82
186 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: 19
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
UNIT TRUST (2230)
--------------------------------
PUR 10/13/10 60 PROVIDENT ENERGY TRUST 60,000.00 1,796.05 469,986.00 469,986.00
253657 10/18/10 CAD 7.803 1.002 468,954.30 468,954.30
PUR 10/14/10 60 BAYTEX ENERGY TRUST UN 200.00 7,200.00 7,200.00
253216 10/18/10 CAD 27587 36.000 1.003 7,178.11 7,178.11
PUR 10/15/10 60 ARC ENERGY TRUST-UNITS 206.00 4,083.70 4,083.70
250346 10/19/10 CAD 27588 19.824 1.010 4,041.47 4,041.47
PUR 10/20/10 60 ENERPLUS RESOURCES FUN 1,316.00 32,752.08 32,752.08
251755 10/26/10 CAD 27590 24.888 1.025 31,964.16 31,964.16
PUR 10/22/10 60 BONAVISTA ENERGY TRUST 40,000.00 1,169.59 1,014,632.00 1,014,632.00
254006 10/27/10 CAD 25.336 1.026 988,920.08 988,920.08
---------------- --------- ---------------- ------------ ---------------- --------------
101,722.00 2,965.64 1,528,653.78 1,528,653.78
1,501,058.12 1,501,058.12
5 TRANSACTIONS IN COUNTRY: CANADA ( 300)
---------------- --------- ---------------- ------------ ---------------- --------------
101,722.00 2,965.64 1,528,653.78 1,528,653.78
1,501,058.12 1,501,058.12
5 TRANSACTIONS IN CATEGORY: UNIT TRUST (2230)
---------------- --------- ---------------- ------------ ---------------- --------------
50,299,469.00 1365299.46 16601712305.14 16601712305.14
715,992,858.94 715,992,858.94
191 "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: 20
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-INTERNATIONAL (1600)
--------------------------------
SALE 10/04/10 60 ISHARES S+P/TSX 60 IND 600,000.00 5,869.69 10,694,460.00 10,742,932.73 -48,472.73
251354 10/07/10 CAD 17.834 1.022 10,462,199.18 10,691,667.44 -229,468.26
SALE 10/07/10 60 ISHARES S+P/TSX 60 IND 1,200,000.00 11,826.74 21,628,560.00 21,485,865.45 142,694.55
251354 10/13/10 CAD 18.034 1.015 21,316,276.55 21,383,334.86 -67,058.31
SALE 10/08/10 60 ISHARES S+P/TSX 60 IND 600,000.00 5,901.74 10,896,000.00 10,742,932.73 153,067.27
251354 10/14/10 CAD 18.170 1.017 10,717,552.75 10,691,667.44 25,885.31
SALE 10/13/10 60 ISHARES S+P/TSX 60 IND 600,000.00 5,986.83 11,034,000.00 10,742,932.73 291,067.27
251354 10/18/10 CAD 18.400 1.002 11,009,778.49 10,691,667.44 318,111.05
SALE 10/13/10 60 ISHARES S+P/TSX 60 IND 600,000.00 5,986.83 11,028,000.00 10,742,932.73 285,067.27
251354 10/18/10 CAD 18.390 1.002 11,003,791.66 10,691,667.44 312,124.22
SALE 10/15/10 60 ISHARES S+P/TSX 60 IND 1,000,000.00 9,896.58 18,260,000.00 17,904,887.88 355,112.12
251354 10/20/10 CAD 18.270 1.010 18,071,156.42 17,819,445.72 251,710.70
SALE 10/18/10 60 ISHARES S+P/TSX 60 IND 600,000.00 5,918.62 11,004,000.00 10,742,932.73 261,067.27
251354 10/21/10 CAD 18.350 1.014 10,854,747.23 10,691,667.44 163,079.79
SALE 10/20/10 60 ISHARES S+P/TSX 60 IND 600,000.00 5,855.66 10,983,720.00 10,742,932.73 240,787.27
251354 10/25/10 CAD 18.316 1.025 10,719,484.70 10,691,667.44 27,817.26
SALE 10/21/10 60 ISHARES S+P/TSX 60 IND 600,000.00 5,879.76 10,943,040.00 10,742,932.73 200,107.27
251354 10/26/10 CAD 18.248 1.020 10,723,739.53 10,691,667.44 32,072.09
SALE 10/28/10 60 ISHARES S+P/TSX 60 IND 600,000.00 5,859.95 10,854,660.00 10,742,932.73 111,727.27
251354 11/02/10 CAD 18.101 1.024 10,601,289.19 10,691,667.44 -90,378.25
---------------- --------- ---------------- ------------ ---------------- --------------
7,000,000.00 68,982.40 127,326,440.00 125,334,215.17 1,992,224.83
125,480,015.70 124,736,120.10 743,895.60
10 TRANSACTIONS IN COUNTRY: CANADA ( 300)
---------------- --------- ---------------- ------------ ---------------- --------------
7,000,000.00 68,982.40 127,326,440.00 125,334,215.17 1,992,224.83
125,480,015.70 124,736,120.10 743,895.60
10 TRANSACTIONS IN CATEGORY: ETF-INTERNATIONAL (1600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
DEV MKT COMMON STOCK (2220)
--------------------------------
SALE 10/13/10 60 CARREFOUR SA COMMON ST 30,000.00 2,521.99 1,202,540.48 1,094,861.33 107,679.15
252754 10/18/10 EUR 40.145 .716 1,678,805.99 1,405,927.08 272,878.91
SALE 10/14/10 60 CARREFOUR SA COMMON ST 270,000.00 22,929.21 10,836,883.26 9,853,751.99 983,131.27
252754 10/19/10 EUR 40.197 .710 15,263,215.86 12,653,343.71 2,609,872.15
SALE 10/20/10 60 CARREFOUR SA COMMON ST 300,000.00 23,971.21 11,423,429.10 10,948,613.32 474,815.78
252754 10/25/10 EUR 38.135 .716 15,956,827.67 14,059,270.79 1,897,556.88
SALE 10/27/10 60 ACCOR SA COMMON STOCK 3,385.00 208.15 100,552.69 86,572.99 13,979.70
252752 11/01/10 EUR 29.750 .726 138,551.57 114,371.99 24,179.58
---------------- --------- ---------------- ------------ ---------------- --------------
603,385.00 49,630.56 23,563,405.53 21,983,799.63 1,579,605.90
33,037,401.09 28,232,913.57 4,804,487.52
4 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
SALE 10/06/10 60 AEON CO LTD 124,400.00 344.42 114,136,361.00 110,762,370.85 3,373,990.15
245452 10/12/10 JPY 917.724 82.870 1,377,294.09 1,168,219.37 209,074.72
SALE 10/06/10 60 AJINOMOTO CO INC NPV 129,000.00 317.06 105,076,720.00 112,971,288.29 -7,894,568.29
245406 10/12/10 JPY 814.752 82.870 1,267,970.56 1,252,009.77 15,960.79
SALE 10/06/10 60 ASAHI BREWERIES LTD 75,100.00 380.58 126,125,864.00 123,083,946.74 3,041,917.26
243254 10/12/10 JPY 1679.85 82.870 1,521,972.54 1,439,779.07 82,193.47
SALE 10/06/10 60 ASAHI GLASS CO LTD JPY 170,400.00 448.47 148,623,254.00 122,533,793.26 26,089,460.74
245073 10/12/10 JPY 872.420 82.870 1,793,450.63 1,356,178.03 437,272.60
SALE 10/06/10 60 ASAHI KASEI CORP 245,000.00 343.98 113,996,503.00 108,439,870.30 5,556,632.70
249124 10/12/10 JPY 465.408 82.870 1,375,606.41 1,207,852.65 167,753.76
SALE 10/06/10 60 ASTELLAS PHARMA INC 62,300.00 579.45 192,025,479.00 211,594,876.27 -19,569,397.27
244460 10/12/10 JPY 3083.04 82.870 2,317,189.32 2,235,051.96 82,137.36
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 22
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/06/10 60 BANK OF YOKOHAMA LTD/T 238,700.00 291.52 96,606,424.00 112,502,097.17 -15,895,673.17
244586 10/12/10 JPY 404.820 82.870 1,165,758.71 1,192,273.39 -26,514.68
SALE 10/06/10 60 BRIDGESTONE CORP 118,500.00 543.69 180,182,139.00 188,933,651.26 -8,751,512.26
210757 10/12/10 JPY 1520.90 82.870 2,174,274.63 2,006,005.16 168,269.47
SALE 10/06/10 60 CANON INC. 89,200.00 1,059.26 351,035,772.00 333,936,033.57 17,099,738.43
14464 10/12/10 JPY 3936.36 82.870 4,235,981.32 3,727,477.87 508,503.45
SALE 10/06/10 60 CENTRAL JAPAN RAILWAY 300.00 558.03 184,928,756.00 201,678,942.97 -16,750,186.97
241712 10/12/10 JPY 616583. 82.870 2,231,552.50 2,209,543.54 22,008.96
SALE 10/06/10 60 CHUBU ELECTRIC POWER C 59,300.00 370.82 122,893,070.00 131,333,936.00 -8,440,866.00
241668 10/12/10 JPY 2072.91 82.870 1,482,962.11 1,434,007.03 48,955.08
SALE 10/06/10 60 CHUGOKU ELECTRIC POWER 54,000.00 269.87 89,429,738.00 107,538,607.40 -18,108,869.40
245395 10/12/10 JPY 1656.52 82.870 1,079,156.97 1,189,927.08 -110,770.11
SALE 10/06/10 60 DAI NIPPON PRINTING CO 108,900.00 343.03 113,680,760.00 134,496,119.32 -20,815,359.32
249051 10/12/10 JPY 1044.16 82.870 1,371,796.31 1,413,548.84 -41,752.53
SALE 10/06/10 60 DAI-ICHI LIFE INSURANC 1,100.00 342.48 113,492,919.00 174,754,427.93 -61,261,508.93
251928 10/12/10 JPY 103201. 82.870 1,369,529.61 1,885,771.32 -516,241.71
SALE 10/06/10 60 DAIICHI SANKYO CO LTD 130,700.00 672.34 222,810,185.00 234,565,073.43 -11,754,888.43
241711 10/12/10 JPY 1705.17 82.870 2,688,671.23 2,569,679.08 118,992.15
SALE 10/06/10 60 DAIKIN INDUSTRIES LTD 34,900.00 326.60 108,236,933.00 110,302,296.54 -2,065,363.54
245450 10/12/10 JPY 3102.12 82.870 1,306,105.14 1,219,616.41 86,488.73
SALE 10/06/10 60 DAIWA SECURITIES GROUP 322,400.00 329.18 109,088,292.00 159,506,092.55 -50,417,800.55
225427 10/12/10 JPY 338.448 82.870 1,316,378.57 1,727,405.41 -411,026.84
SALE 10/06/10 60 DENSO CORP 94,300.00 725.27 240,348,600.00 240,478,454.56 -129,854.56
231704 10/12/10 JPY 2549.40 82.870 2,900,308.92 2,582,609.56 317,699.36
SALE 10/06/10 60 EAST JAPAN RAILWAY 63,500.00 975.94 323,427,100.00 406,523,196.73 -83,096,096.73
212437 10/12/10 JPY 5094.61 82.870 3,902,824.91 4,466,100.88 -563,275.97
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 23
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/06/10 60 EISAI CO LTD NPV 48,900.00 428.06 141,856,327.00 164,955,882.97 -23,099,555.97
249125 10/12/10 JPY 2901.67 82.870 1,711,793.50 1,836,873.52 -125,080.02
SALE 10/06/10 60 FANUC LTD 16,500.00 549.37 182,058,768.00 131,533,635.76 50,525,132.24
220993 10/12/10 JPY 11036.6 82.870 2,196,920.09 1,365,726.13 831,193.96
SALE 10/06/10 60 FAST RETAILING CO LTD 9,300.00 348.52 115,502,118.00 117,397,269.66 -1,895,151.66
241347 10/12/10 JPY 12422.6 82.870 1,393,774.80 1,334,946.48 58,828.32
SALE 10/06/10 60 FUJIFILM HOLDINGS CORP 41,800.00 358.54 118,820,487.00 113,826,221.19 4,994,265.81
245420 10/12/10 JPY 2843.30 82.870 1,433,817.87 1,202,742.35 231,075.52
SALE 10/06/10 60 FUJITSU LTD 270,300.00 478.82 158,683,210.00 159,226,963.07 -543,753.07
244550 10/12/10 JPY 587.210 82.870 1,914,845.06 1,766,663.28 148,181.78
SALE 10/06/10 60 HITACHI LTD 530,200.00 576.47 191,042,352.00 205,358,585.12 -14,316,233.12
241346 10/12/10 JPY 360.411 82.870 2,305,325.84 2,154,082.50 151,243.34
SALE 10/06/10 60 HONDA MOTOR CO LTD 199,600.00 1,809.35 599,611,153.00 558,492,463.20 41,118,689.80
9605 10/12/10 JPY 3004.81 82.870 7,235,563.57 5,994,992.41 1,240,571.16
SALE 10/06/10 60 HOYA CORP 80,200.00 498.20 165,104,316.00 160,927,968.72 4,176,347.28
245255 10/12/10 JPY 2059.17 82.870 1,992,329.14 1,694,054.92 298,274.22
SALE 10/06/10 60 JAPAN TOBACCO INC JPY 300.00 237.71 78,774,501.00 85,698,568.24 -6,924,067.24
233920 10/12/10 JPY 262647. 82.870 950,579.23 976,116.84 -25,537.61
SALE 10/06/10 60 JFE HOLDINGS INC 76,400.00 612.42 202,951,651.00 260,727,371.28 -57,775,720.28
223579 10/12/10 JPY 2657.10 82.870 2,449,036.45 2,745,930.68 -296,894.23
SALE 10/06/10 60 JX HOLDINGS INC 301,300.00 451.29 149,556,696.00 141,023,162.99 8,533,533.01
251348 10/12/10 JPY 496.495 82.870 1,804,714.56 1,555,899.85 248,814.71
SALE 10/06/10 60 KANSAI ELECTRIC POWER 72,100.00 435.27 144,247,529.00 156,567,336.09 -12,319,807.09
241670 10/12/10 JPY 2001.16 82.870 1,740,648.35 1,705,581.46 35,066.89
SALE 10/06/10 60 KAO CORP 85,800.00 519.25 172,080,470.00 195,352,320.46 -23,271,850.46
243356 10/12/10 JPY 2006.10 82.870 2,076,511.04 2,159,661.77 -83,150.73
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 24
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/06/10 60 KDDI CORP 600.00 746.49 247,388,638.00 313,642,994.69 -66,254,356.69
241277 10/12/10 JPY 412417. 82.870 2,985,261.71 3,441,710.15 -456,448.44
SALE 10/06/10 60 KEYENCE CORP 8,000.00 451.55 149,644,762.00 153,544,696.69 -3,899,934.69
244669 10/12/10 JPY 18710.2 82.870 1,805,777.27 1,629,354.76 176,422.51
SALE 10/06/10 60 KINTETSU CORP NPV 317,000.00 260.93 86,471,383.00 111,907,304.58 -25,435,921.58
245432 10/12/10 JPY 272.849 82.870 1,043,458.22 1,238,498.72 -195,040.50
SALE 10/06/10 60 KIRIN HOLDINGS COMPANY 109,900.00 393.58 130,428,004.00 138,858,845.41 -8,430,841.41
245416 10/12/10 JPY 1187.08 82.870 1,573,886.86 1,459,153.15 114,733.71
SALE 10/06/10 60 KOMATSU LTD 92,600.00 546.51 181,109,712.00 157,596,060.77 23,513,651.23
231469 10/12/10 JPY 1956.31 82.870 2,185,467.74 1,692,848.93 492,618.81
SALE 10/06/10 60 KUBOTA CORP Y50 212,000.00 494.68 163,936,999.00 156,449,545.61 7,487,453.39
242022 10/12/10 JPY 773.481 82.870 1,978,243.02 1,645,492.92 332,750.10
SALE 10/06/10 60 KYOCERA CORP 16,500.00 417.91 138,495,368.00 131,584,007.33 6,911,360.67
244666 10/12/10 JPY 8395.75 82.870 1,671,236.49 1,509,611.83 161,624.66
SALE 10/06/10 60 KYUSHU ELECTRIC POWER 73,600.00 418.63 138,732,809.00 149,698,495.21 -10,965,686.21
245391 10/12/10 JPY 1885.42 82.870 1,674,101.71 1,655,716.32 18,385.39
SALE 10/06/10 60 MARUBENI CORP JPY 50.0 321,200.00 485.74 160,970,241.00 152,165,901.47 8,804,339.53
237450 10/12/10 JPY 501.278 82.870 1,942,442.87 1,584,644.48 357,798.39
SALE 10/06/10 60 MITSUBISHI CORP 129,700.00 792.07 262,493,347.00 246,736,155.17 15,757,191.83
230635 10/12/10 JPY 2024.35 82.870 3,167,531.64 2,565,838.09 601,693.55
SALE 10/06/10 60 MITSUBISHI ELECTRIC CO 202,900.00 455.89 151,079,259.00 131,641,347.68 19,437,911.32
221125 10/12/10 JPY 744.786 82.870 1,823,087.47 1,361,453.22 461,634.25
SALE 10/06/10 60 MITSUBISHI ESTATE 182,800.00 811.77 269,018,862.00 276,345,028.40 -7,326,166.40
231470 10/12/10 JPY 1472.02 82.870 3,246,275.64 2,952,676.36 293,599.28
SALE 10/06/10 60 MITSUBISHI HEAVY INDUS 589,100.00 554.68 183,814,265.00 210,984,176.85 -27,169,911.85
245069 10/12/10 JPY 312.104 82.870 2,218,103.84 2,229,720.44 -11,616.60
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 25
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/06/10 60 MITSUBISHI UFJ FINANCI 1,100,900.00 1,321.23 437,846,805.00 678,414,913.54 -240568108.54
219545 10/12/10 JPY 397.817 82.870 5,283,538.13 6,995,521.06 -1,711,982.93
SALE 10/06/10 60 MITSUI FUDOSAN CO LTD 164,200.00 769.23 254,920,562.00 262,274,989.26 -7,354,427.26
229918 10/12/10 JPY 1552.88 82.870 3,076,150.14 2,809,678.05 266,472.09
SALE 10/06/10 60 MITSUI OSK LINES LTD 222,400.00 354.21 117,382,679.00 136,595,000.36 -19,212,321.36
244665 10/12/10 JPY 527.932 82.870 1,416,467.71 1,462,662.68 -46,194.97
SALE 10/06/10 60 MIZUHO FINANCIAL GROUP 1,565,600.00 572.69 189,785,612.00 277,333,295.44 -87,547,683.44
230461 10/12/10 JPY 121.253 82.870 2,290,160.64 2,998,661.99 -708,501.35
SALE 10/06/10 60 MS&AD INSURANCE GROUP 69,800.00 432.06 143,184,093.00 172,212,917.74 -29,028,824.74
251355 10/12/10 JPY 2051.86 82.870 1,727,815.77 1,893,871.57 -166,055.80
SALE 10/06/10 60 MURATA MANUFACTURING C 41,500.00 556.40 184,391,486.00 171,612,773.01 12,778,712.99
244667 10/12/10 JPY 4444.27 82.870 2,225,069.22 1,907,838.14 317,231.08
SALE 10/06/10 60 NGK INSULATORS LTD JPY 49,100.00 217.92 72,217,120.00 96,840,511.86 -24,623,391.86
245421 10/12/10 JPY 1471.18 82.870 871,450.71 1,069,482.56 -198,031.85
SALE 10/06/10 60 NIDEC CORP NPV 15,600.00 351.56 116,505,866.00 114,317,708.40 2,188,157.60
245266 10/12/10 JPY 7470.19 82.870 1,405,887.12 1,285,648.11 120,239.01
SALE 10/06/10 60 NINTENDO CO LTD JPY 50 13,000.00 842.09 279,063,216.00 319,719,186.85 -40,655,970.85
233668 10/12/10 JPY 21471.7 82.870 3,367,481.79 3,447,875.85 -80,394.06
SALE 10/06/10 60 NIPPON STEEL CORP NPV 787,300.00 663.65 219,931,897.00 289,633,538.20 -69,701,641.20
227689 10/12/10 JPY 279.419 82.870 2,653,938.66 3,029,093.55 -375,154.89
SALE 10/06/10 60 NIPPON TELEGRAPH & TEL 29,000.00 324.98 107,696,069.00 119,984,908.84 -12,288,839.84
14460 10/12/10 JPY 3714.58 82.870 1,299,578.48 1,315,483.25 -15,904.77
SALE 10/06/10 60 NISSAN MOTOR CO LTD NP 384,500.00 855.97 283,663,459.00 258,885,922.73 24,777,536.27
245070 10/12/10 JPY 737.931 82.870 3,422,993.35 2,902,662.81 520,330.54
SALE 10/06/10 60 NKSJ HOLDINGS INC 201,200.00 343.55 113,847,994.00 120,807,685.65 -6,959,691.65
251351 10/12/10 JPY 565.986 82.870 1,373,814.34 1,330,540.14 43,274.20
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 26
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/06/10 60 NOMURA HOLDINGS INC NP 374,400.00 478.98 158,728,596.00 256,848,672.77 -98,120,076.77
245071 10/12/10 JPY 424.061 82.870 1,915,392.74 2,726,107.99 -810,715.25
SALE 10/06/10 60 NTT DOCOMO INC 1,500.00 638.41 211,564,637.00 220,746,809.69 -9,182,172.69
238741 10/12/10 JPY 141078. 82.870 2,552,970.16 2,399,044.23 153,925.93
SALE 10/06/10 60 OLYMPUS CORP JPY 50.0 30,000.00 204.65 67,821,840.00 71,446,508.88 -3,624,668.88
249126 10/12/10 JPY 2261.29 82.870 818,412.45 795,320.88 23,091.57
SALE 10/06/10 60 ORIX CORP 20,500.00 426.67 141,396,543.00 111,646,457.41 29,750,085.59
244531 10/12/10 JPY 6899.11 82.870 1,706,245.24 1,239,606.01 466,639.23
SALE 10/06/10 60 OSAKA GAS CO LTD JPY 5 377,300.00 333.52 110,529,335.00 119,200,807.00 -8,671,472.00
245147 10/12/10 JPY 293.021 82.870 1,333,767.77 1,320,523.74 13,244.03
SALE 10/06/10 60 PANASONIC CORP 312,900.00 1,081.46 358,393,620.00 446,485,086.51 -88,091,466.51
243112 10/12/10 JPY 1145.68 82.870 4,324,769.16 4,720,356.39 -395,587.23
SALE 10/06/10 60 RESONA HOLDINGS INC 94,700.00 201.92 66,912,066.00 108,476,347.25 -41,564,281.25
249127 10/12/10 JPY 706.746 82.870 807,434.13 1,208,591.44 -401,157.31
SALE 10/06/10 60 RICOH CO LTD 64,100.00 237.87 78,828,275.00 87,988,625.96 -9,160,350.96
245256 10/12/10 JPY 1230.07 82.870 951,228.13 933,840.20 17,387.93
SALE 10/06/10 60 ROHM CO LTD JPY 50.0 16,200.00 257.08 85,194,696.00 102,390,334.57 -17,195,638.57
245118 10/12/10 JPY 5260.24 82.870 1,028,052.32 1,080,174.31 -52,121.99
SALE 10/06/10 60 SECOM CO LTD 40,700.00 466.33 154,539,358.00 179,291,222.48 -24,751,864.48
245149 10/12/10 JPY 3797.98 82.870 1,864,840.81 1,982,110.83 -117,270.02
SALE 10/06/10 60 SEVEN + I HOLDINGS CO 87,800.00 521.11 172,691,516.00 203,726,052.39 -31,034,536.39
243214 10/12/10 JPY 1967.36 82.870 2,083,884.59 2,202,258.11 -118,373.52
SALE 10/06/10 60 SHARP CORP NPV 194,700.00 496.34 164,483,639.00 201,735,918.89 -37,252,279.89
244727 10/12/10 JPY 845.017 82.870 1,984,839.37 2,174,877.79 -190,038.42
SALE 10/06/10 60 SHIN-ETSU CHEMICAL 70,300.00 933.44 309,338,149.00 374,653,302.33 -65,315,153.33
220990 10/12/10 JPY 4401.35 82.870 3,732,812.22 3,948,769.85 -215,957.63
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 27
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/06/10 60 SHIONOGI + CO LTD NPV 58,000.00 269.57 89,332,560.00 120,191,196.65 -30,858,636.65
245124 10/12/10 JPY 1540.60 82.870 1,077,984.31 1,331,894.98 -253,910.67
SALE 10/06/10 60 SHISEIDO CO LTD JPY 50 62,200.00 341.97 113,330,259.00 109,222,021.22 4,108,237.78
243357 10/12/10 JPY 1822.48 82.870 1,367,566.78 1,216,401.35 151,165.43
SALE 10/06/10 60 SHIZUOKA BANK LTD/THE 117,100.00 263.24 87,239,676.00 107,750,028.15 -20,510,352.15
244529 10/12/10 JPY 745.188 82.870 1,052,729.29 1,134,533.51 -81,804.22
SALE 10/06/10 60 SMC CORP/JAPAN JPY 50. 10,500.00 365.84 121,238,683.00 110,779,462.29 10,459,220.71
245351 10/12/10 JPY 11549.4 82.870 1,462,998.47 1,179,111.52 283,886.95
SALE 10/06/10 60 SOFTBANK CORP NPV 74,700.00 624.13 206,832,677.00 140,847,606.23 65,985,070.77
245151 10/12/10 JPY 2769.53 82.870 2,495,869.16 1,556,679.53 939,189.63
SALE 10/06/10 60 SUMITOMO CHEMICAL CO L 307,600.00 326.05 108,053,469.00 127,080,459.35 -19,026,990.35
241278 10/12/10 JPY 351.367 82.870 1,303,891.26 1,380,152.59 -76,261.33
SALE 10/06/10 60 SUMITOMO ELECTRIC INDU 52,000.00 159.04 52,706,822.00 61,952,122.58 -9,245,300.58
221169 10/12/10 JPY 1013.84 82.870 636,018.12 666,351.55 -30,333.43
SALE 10/06/10 60 SUMITOMO METAL IND JPY 654,300.00 410.23 135,947,341.00 153,722,279.21 -17,774,938.21
231548 10/12/10 JPY 207.827 82.870 1,640,489.21 1,676,727.97 -36,238.76
SALE 10/06/10 60 SUMITOMO METAL MINING 101,700.00 424.58 140,703,469.00 147,182,535.80 -6,479,066.80
245154 10/12/10 JPY 1383.86 82.870 1,697,881.85 1,628,915.38 68,966.47
SALE 10/06/10 60 SUMITOMO MITSUI FINANC 143,000.00 1,068.47 354,087,707.00 522,041,386.92 -167953679.92
231251 10/12/10 JPY 2476.75 82.870 4,272,809.30 5,500,981.67 -1,228,172.37
SALE 10/06/10 60 SUMITOMO REALTY 74,600.00 411.84 136,479,164.00 129,246,224.52 7,232,939.48
229917 10/12/10 JPY 1829.93 82.870 1,646,906.77 1,409,647.67 237,259.10
SALE 10/06/10 60 SUMITOMO TRUST & BANKI 276,700.00 366.55 121,474,211.00 137,716,224.18 -16,242,013.18
223107 10/12/10 JPY 439.120 82.870 1,465,840.61 1,494,976.43 -29,135.82
SALE 10/06/10 60 SUZUKI MOTOR CORP 68,600.00 400.69 132,788,098.00 142,545,848.77 -9,757,750.77
244719 10/12/10 JPY 1936.17 82.870 1,602,366.33 1,511,083.33 91,283.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 28
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/06/10 60 T&D HOLDINGS INC 54,700.00 298.59 98,948,955.00 147,942,527.03 -48,993,572.03
232920 10/12/10 JPY 1809.39 82.870 1,194,026.25 1,584,978.96 -390,952.71
SALE 10/06/10 60 TAKEDA PHARMACEUTICAL 72,400.00 849.25 281,438,626.00 290,916,774.75 -9,478,148.75
12313 10/12/10 JPY 3888.24 82.870 3,396,146.08 3,125,188.31 270,957.77
SALE 10/06/10 60 TDK CORP 14,300.00 208.75 69,181,200.00 66,906,654.73 2,274,545.27
244668 10/12/10 JPY 4839.05 82.870 834,815.98 711,046.18 123,769.80
SALE 10/06/10 60 TERUMO CORP JPY 50.0 21,500.00 286.12 94,818,790.00 90,695,667.15 4,123,122.85
245260 10/12/10 JPY 4411.27 82.870 1,144,187.16 954,217.30 189,969.86
SALE 10/06/10 60 TOHOKU ELECTRIC POWER 82,900.00 455.88 151,079,520.00 165,855,548.73 -14,776,028.73
245286 10/12/10 JPY 1822.88 82.870 1,823,090.62 1,835,822.08 -12,731.46
SALE 10/06/10 60 TOKIO MARINE HOLDINGS 21,300.00 152.95 50,688,324.00 51,360,337.48 -672,013.48
245267 10/12/10 JPY 2380.32 82.870 611,660.72 595,572.85 16,087.87
SALE 10/06/10 60 TOKYO ELECTRIC POWER C 84,200.00 509.32 168,783,155.00 204,277,924.24 -35,494,769.24
241669 10/12/10 JPY 2005.05 82.870 2,036,722.03 2,209,459.36 -172,737.33
SALE 10/06/10 60 TOKYO ELECTRON LTD 18,600.00 257.04 85,179,699.00 87,974,034.45 -2,794,335.45
244532 10/12/10 JPY 4580.69 82.870 1,027,871.35 935,728.90 92,142.45
SALE 10/06/10 60 TOKYO GAS CO LTD 371,600.00 414.01 137,199,318.00 143,976,767.25 -6,777,449.25
243898 10/12/10 JPY 369.305 82.870 1,655,596.93 1,624,100.95 31,495.98
SALE 10/06/10 60 TORAY INDUSTRIES INC N 258,300.00 359.93 119,275,792.00 126,029,771.12 -6,753,979.12
245308 10/12/10 JPY 461.888 82.870 1,439,312.08 1,331,484.93 107,827.15
SALE 10/06/10 60 TOSHIBA CORP 444,800.00 562.23 186,323,985.00 194,125,060.17 -7,801,075.17
220991 10/12/10 JPY 418.999 82.870 2,248,388.86 2,188,482.36 59,906.50
SALE 10/06/10 60 TOYOTA MOTOR CORP 320,900.00 2,859.86 947,754,487.00 1,192,831,395.71 -245076908.71
220989 10/12/10 JPY 2954.16 82.870 11,436,641.57 12,687,928.11 -1,251,286.54
SALE 10/06/10 60 WEST JAPAN RAILWAY CO 300.00 273.59 90,667,828.00 99,615,721.37 -8,947,893.37
245431 10/12/10 JPY 302301. 82.870 1,094,097.12 1,102,682.36 -8,585.24
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: 29
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/06/10 60 YAMADA DENKI CO 16,900.00 269.31 89,248,483.00 103,168,785.49 -13,920,302.49
228268 10/12/10 JPY 5282.29 82.870 1,076,969.75 1,117,431.71 -40,461.96
SALE 10/06/10 60 YAMATO HOLDINGS CO LTD 77,200.00 241.21 79,936,313.00 96,565,638.15 -16,629,325.15
245354 10/12/10 JPY 1035.70 82.870 964,598.93 1,017,112.85 -52,513.92
SALE 10/29/10 60 AEON CO LTD 123,600.00 365.05 117,589,900.00 110,050,072.65 7,539,827.35
245452 11/04/10 JPY 951.613 80.550 1,459,837.37 1,160,706.71 299,130.66
SALE 10/29/10 60 AJINOMOTO CO INC NPV 128,100.00 305.54 98,420,188.00 112,183,116.51 -13,762,928.51
245406 11/04/10 JPY 768.500 80.550 1,221,852.12 1,243,274.82 -21,422.70
SALE 10/29/10 60 ASAHI BREWERIES LTD 74,500.00 374.24 120,549,357.00 121,812,893.95 -1,263,536.95
243254 11/04/10 JPY 1618.51 80.550 1,496,577.99 1,436,493.85 60,084.14
SALE 10/29/10 60 ASAHI GLASS CO LTD JPY 169,200.00 405.41 130,589,998.00 121,670,879.22 8,919,118.78
245073 11/04/10 JPY 772.002 80.550 1,621,229.03 1,346,627.48 274,601.55
SALE 10/29/10 60 ASAHI KASEI CORP 243,300.00 356.56 114,853,890.00 107,687,430.39 7,166,459.61
249124 11/04/10 JPY 472.185 80.550 1,425,870.76 1,199,471.63 226,399.13
SALE 10/29/10 60 ASTELLAS PHARMA INC 61,900.00 576.06 185,561,386.00 210,236,321.69 -24,674,935.69
244460 11/04/10 JPY 2998.51 80.550 2,303,679.53 2,220,701.70 82,977.83
SALE 10/29/10 60 BANK OF YOKOHAMA LTD/T 237,000.00 287.72 92,680,820.00 111,700,867.32 -19,020,047.32
244586 11/04/10 JPY 391.156 80.550 1,150,599.88 1,183,782.12 -33,182.24
SALE 10/29/10 60 BRIDGESTONE CORP 117,700.00 524.32 168,892,764.00 187,658,149.81 -18,765,385.81
210757 11/04/10 JPY 1435.30 80.550 2,096,744.43 1,992,462.51 104,281.92
SALE 10/29/10 60 CANON INC. 88,500.00 1,022.92 329,500,852.00 331,315,459.32 -1,814,607.32
14464 11/04/10 JPY 3724.10 80.550 4,090,637.52 3,698,226.36 392,411.16
SALE 10/29/10 60 CENTRAL JAPAN RAILWAY 300.00 569.05 183,300,163.00 201,678,942.97 -18,378,779.97
241712 11/04/10 JPY 611153. 80.550 2,275,607.24 2,209,543.54 66,063.70
SALE 10/29/10 60 CHUBU ELECTRIC POWER C 58,900.00 365.49 117,728,959.00 130,448,040.99 -12,719,081.99
241668 11/04/10 JPY 1999.29 80.550 1,461,563.74 1,424,334.13 37,229.61
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 30
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/29/10 60 CHUGOKU ELECTRIC POWER 53,700.00 270.84 87,240,287.00 106,941,170.69 -19,700,883.69
245395 11/04/10 JPY 1624.99 80.550 1,083,057.57 1,183,316.38 -100,258.81
SALE 10/29/10 60 DAI NIPPON PRINTING CO 108,100.00 341.80 110,102,370.00 133,508,085.38 -23,405,715.38
249051 11/04/10 JPY 1018.77 80.550 1,366,882.31 1,403,164.65 -36,282.34
SALE 10/29/10 60 DAI-ICHI LIFE INSURANC 1,000.00 302.73 97,517,415.00 158,867,661.75 -61,350,246.75
251928 11/04/10 JPY 97541.8 80.550 1,210,644.51 1,714,337.56 -503,693.05
SALE 10/29/10 60 DAIICHI SANKYO CO LTD 129,800.00 685.03 220,659,220.00 232,949,858.69 -12,290,638.69
241711 11/04/10 JPY 1700.41 80.550 2,739,406.83 2,551,984.27 187,422.56
SALE 10/29/10 60 DAIKIN INDUSTRIES LTD 34,600.00 300.91 96,927,962.00 109,354,139.26 -12,426,177.26
245450 11/04/10 JPY 2802.08 80.550 1,203,326.65 1,209,132.60 -5,805.95
SALE 10/29/10 60 DAIWA SECURITIES GROUP 320,200.00 325.70 104,915,569.00 158,417,651.47 -53,502,082.47
225427 11/04/10 JPY 327.738 80.550 1,302,489.99 1,715,617.90 -413,127.91
SALE 10/29/10 60 DENSO CORP 93,700.00 733.90 236,403,788.00 238,948,368.96 -2,544,580.96
231704 11/04/10 JPY 2523.61 80.550 2,934,870.12 2,566,177.26 368,692.86
SALE 10/29/10 60 EAST JAPAN RAILWAY 63,000.00 969.12 312,175,439.00 403,322,226.68 -91,146,787.68
212437 11/04/10 JPY 4956.40 80.550 3,875,548.59 4,430,934.73 -555,386.14
SALE 10/29/10 60 EISAI CO LTD NPV 48,600.00 421.39 135,737,155.00 163,943,883.69 -28,206,728.69
249125 11/04/10 JPY 2793.64 80.550 1,685,129.17 1,825,604.36 -140,475.19
SALE 10/29/10 60 FANUC LTD 16,400.00 597.58 192,491,865.00 130,736,462.21 61,755,402.79
220993 11/04/10 JPY 11740.2 80.550 2,389,718.99 1,357,449.01 1,032,269.98
SALE 10/29/10 60 FAST RETAILING CO LTD 9,200.00 303.61 97,798,544.00 116,134,933.43 -18,336,389.43
241347 11/04/10 JPY 10632.9 80.550 1,214,134.62 1,320,592.21 -106,457.59
SALE 10/29/10 60 FUJIFILM HOLDINGS CORP 41,500.00 348.16 112,148,257.00 113,009,286.59 -861,029.59
245420 11/04/10 JPY 2703.04 80.550 1,392,281.28 1,194,110.23 198,171.05
SALE 10/29/10 60 FUJITSU LTD 268,400.00 457.63 147,411,738.00 158,107,720.63 -10,695,982.63
244550 11/04/10 JPY 549.361 80.550 1,830,065.03 1,754,245.00 75,820.03
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: 31
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/29/10 60 HITACHI LTD 526,600.00 598.11 192,664,146.00 203,964,222.79 -11,300,076.79
241346 11/04/10 JPY 365.956 80.550 2,391,857.80 2,139,456.52 252,401.28
SALE 10/29/10 60 HONDA MOTOR CO LTD 198,200.00 1,800.00 579,813,976.00 554,575,181.39 25,238,794.61
9605 11/04/10 JPY 2926.13 80.550 7,198,187.16 5,952,943.36 1,245,243.80
SALE 10/29/10 60 HOYA CORP 79,700.00 462.69 149,043,732.00 159,924,677.14 -10,880,945.14
245255 11/04/10 JPY 1870.52 80.550 1,850,325.66 1,683,493.49 166,832.17
SALE 10/29/10 60 JAPAN TOBACCO INC JPY 300.00 232.23 74,805,094.00 85,698,568.24 -10,893,474.24
233920 11/04/10 JPY 249412. 80.550 928,679.01 976,116.84 -47,437.83
SALE 10/29/10 60 JFE HOLDINGS INC 75,800.00 586.08 188,788,889.00 258,679,774.13 -69,890,885.13
223579 11/04/10 JPY 2491.24 80.550 2,343,747.85 2,724,365.78 -380,617.93
SALE 10/29/10 60 JX HOLDINGS INC 299,300.00 439.28 141,502,509.00 140,087,065.00 1,415,444.00
251348 11/04/10 JPY 472.896 80.550 1,756,704.02 1,545,571.93 211,132.09
SALE 10/29/10 60 KANSAI ELECTRIC POWER 71,600.00 447.47 144,138,110.00 155,481,570.93 -11,343,460.93
241670 11/04/10 JPY 2013.60 80.550 1,789,424.08 1,693,753.57 95,670.51
SALE 10/29/10 60 KAO CORP 85,200.00 542.45 174,731,505.00 193,986,220.32 -19,254,715.32
243356 11/04/10 JPY 2051.35 80.550 2,169,230.35 2,144,559.24 24,671.11
SALE 10/29/10 60 KDDI CORP 600.00 808.62 260,471,366.00 313,642,994.69 -53,171,628.69
241277 11/04/10 JPY 434227. 80.550 3,233,660.66 3,441,710.15 -208,049.49
SALE 10/29/10 60 KEYENCE CORP 8,000.00 491.61 158,357,401.00 153,544,696.69 4,812,704.31
244669 11/04/10 JPY 19799.6 80.550 1,965,951.60 1,629,354.76 336,596.84
SALE 10/29/10 60 KINTETSU CORP NPV 314,800.00 248.39 80,010,400.00 111,130,660.82 -31,120,260.82
245432 11/04/10 JPY 254.226 80.550 993,301.06 1,229,903.46 -236,602.40
SALE 10/29/10 60 KIRIN HOLDINGS COMPANY 109,100.00 373.63 120,353,211.00 137,848,043.98 -17,494,832.98
245416 11/04/10 JPY 1103.42 80.550 1,494,142.91 1,448,531.47 45,611.44
SALE 10/29/10 60 KOMATSU LTD 92,000.00 567.13 182,682,216.00 156,574,919.99 26,107,296.01
231469 11/04/10 JPY 1986.17 80.550 2,267,935.64 1,681,880.15 586,055.49
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: 32
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/29/10 60 KUBOTA CORP Y50 210,600.00 465.41 149,919,230.00 156,752,678.87 -6,833,448.87
242022 11/04/10 JPY 712.045 80.550 1,861,194.66 1,823,566.42 37,628.24
SALE 10/29/10 60 KYOCERA CORP 16,300.00 410.01 132,071,974.00 129,989,049.66 2,082,924.34
244666 11/04/10 JPY 8104.60 80.550 1,639,627.24 1,491,313.50 148,313.74
SALE 10/29/10 60 KYUSHU ELECTRIC POWER 73,100.00 425.62 137,101,616.00 148,681,521.74 -11,579,905.74
245391 11/04/10 JPY 1876.00 80.550 1,702,068.48 1,644,468.25 57,600.23
SALE 10/29/10 60 MARUBENI CORP JPY 50.0 319,000.00 504.48 162,502,369.00 151,123,669.27 11,378,699.73
237450 11/04/10 JPY 509.539 80.550 2,017,409.92 1,573,790.75 443,619.17
SALE 10/29/10 60 MITSUBISHI CORP 128,800.00 777.48 250,442,877.00 245,024,030.73 5,418,846.27
230635 11/04/10 JPY 1944.91 80.550 3,109,160.48 2,548,033.51 561,126.97
SALE 10/29/10 60 MITSUBISHI ELECTRIC CO 201,500.00 463.82 149,406,162.00 130,733,028.87 18,673,133.13
221125 11/04/10 JPY 741.655 80.550 1,854,825.10 1,352,059.26 502,765.84
SALE 10/29/10 60 MITSUBISHI ESTATE 181,500.00 803.23 258,737,076.00 274,379,773.82 -15,642,697.82
231470 11/04/10 JPY 1425.90 80.550 3,212,130.06 2,931,678.12 280,451.94
SALE 10/29/10 60 MITSUBISHI HEAVY INDUS 585,000.00 523.61 168,664,803.00 209,515,775.69 -40,850,972.69
245069 11/04/10 JPY 288.388 80.550 2,093,914.38 2,214,202.10 -120,287.72
SALE 10/29/10 60 MITSUBISHI UFJ FINANCI 1,093,300.00 1,262.67 406,730,856.00 673,731,515.10 -267000659.10
219545 11/04/10 JPY 372.114 80.550 5,049,420.93 6,947,227.89 -1,897,806.96
SALE 10/29/10 60 MITSUI FUDOSAN CO LTD 163,100.00 775.62 249,839,768.00 260,517,970.45 -10,678,202.45
229918 11/04/10 JPY 1532.20 80.550 3,101,673.10 2,790,855.61 310,817.49
SALE 10/29/10 60 MITSUI OSK LINES LTD 220,800.00 352.38 113,505,740.00 135,612,302.52 -22,106,562.52
244665 11/04/10 JPY 514.194 80.550 1,409,133.95 1,452,139.92 -43,005.97
SALE 10/29/10 60 MIZUHO FINANCIAL GROUP 1,554,800.00 557.72 179,652,330.00 275,420,163.36 -95,767,833.36
230461 11/04/10 JPY 115.576 80.550 2,230,320.67 2,977,976.28 -747,655.61
SALE 10/29/10 60 MS&AD INSURANCE GROUP 69,300.00 411.31 132,491,269.00 170,979,300.85 -38,488,031.85
251355 11/04/10 JPY 1912.32 80.550 1,644,832.64 1,880,305.16 -235,472.52
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 33
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/29/10 60 MURATA MANUFACTURING C 41,200.00 581.87 187,434,130.00 170,372,198.75 17,061,931.25
244667 11/04/10 JPY 4550.51 80.550 2,326,928.99 1,894,046.54 432,882.45
SALE 10/29/10 60 NGK INSULATORS LTD JPY 48,800.00 183.72 59,179,933.00 96,248,818.30 -37,068,885.30
245421 11/04/10 JPY 1213.00 80.550 734,698.11 1,062,948.05 -328,249.94
SALE 10/29/10 60 NIDEC CORP NPV 15,500.00 380.46 122,551,355.00 113,584,902.58 8,966,452.42
245266 11/04/10 JPY 7908.51 80.550 1,521,432.09 1,277,406.78 244,025.31
SALE 10/29/10 60 NINTENDO CO LTD JPY 50 13,000.00 837.26 269,696,227.00 319,719,186.85 -50,022,959.85
233668 11/04/10 JPY 20751.0 80.550 3,348,184.07 3,447,875.85 -99,691.78
SALE 10/29/10 60 NIPPON STEEL CORP NPV 781,900.00 613.69 197,681,114.00 287,646,975.13 -89,965,861.13
227689 11/04/10 JPY 252.885 80.550 2,454,141.70 3,008,317.35 -554,175.65
SALE 10/29/10 60 NIPPON TELEGRAPH & TEL 28,800.00 325.60 104,880,273.00 119,157,426.71 -14,277,153.71
14460 11/04/10 JPY 3642.58 80.550 1,302,051.81 1,306,410.95 -4,359.14
SALE 10/29/10 60 NISSAN MOTOR CO LTD NP 381,800.00 845.60 272,384,405.00 257,067,998.17 15,316,406.83
245070 11/04/10 JPY 713.600 80.550 3,381,556.86 2,882,280.00 499,276.86
SALE 10/29/10 60 NKSJ HOLDINGS INC 199,800.00 339.29 109,293,240.00 119,967,075.51 -10,673,835.51
251351 11/04/10 JPY 547.150 80.550 1,356,837.24 1,321,281.91 35,555.33
SALE 10/29/10 60 NOMURA HOLDINGS INC NP 371,800.00 486.65 156,762,096.00 255,065,001.43 -98,302,905.43
245071 11/04/10 JPY 421.736 80.550 1,946,146.44 2,707,176.69 -761,030.25
SALE 10/29/10 60 NTT DOCOMO INC 1,500.00 631.91 203,549,500.00 220,746,809.69 -17,197,309.69
238741 11/04/10 JPY 135733. 80.550 2,526,995.65 2,399,044.23 127,951.42
SALE 10/29/10 60 OLYMPUS CORP JPY 50.0 29,800.00 197.58 63,644,985.00 70,970,198.82 -7,325,213.82
249126 11/04/10 JPY 2136.27 80.550 790,130.17 790,018.74 111.43
SALE 10/29/10 60 ORIX CORP 20,300.00 457.01 147,209,388.00 110,557,223.68 36,652,164.32
244531 11/04/10 JPY 7253.50 80.550 1,827,552.92 1,227,512.29 600,040.63
SALE 10/29/10 60 OSAKA GAS CO LTD JPY 5 374,700.00 348.00 112,097,422.00 118,379,386.12 -6,281,964.12
245147 11/04/10 JPY 299.241 80.550 1,391,650.18 1,311,423.92 80,226.26
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: 34
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/29/10 60 PANASONIC CORP 310,700.00 1,137.39 366,377,883.00 443,345,849.73 -76,967,966.73
243112 11/04/10 JPY 1179.49 80.550 4,548,452.92 4,687,167.56 -138,714.64
SALE 10/29/10 60 RESONA HOLDINGS INC 94,000.00 185.77 59,840,937.00 107,674,515.75 -47,833,578.75
249127 11/04/10 JPY 636.765 80.550 742,904.25 1,199,657.82 -456,753.57
SALE 10/29/10 60 RICOH CO LTD 63,700.00 220.72 71,096,455.00 87,439,554.97 -16,343,099.97
245256 11/04/10 JPY 1116.39 80.550 882,637.55 928,012.81 -45,375.26
SALE 10/29/10 60 ROHM CO LTD JPY 50.0 16,100.00 251.27 80,938,760.00 101,758,295.47 -20,819,535.47
245118 11/04/10 JPY 5028.50 80.550 1,004,826.32 1,073,506.57 -68,680.25
SALE 10/29/10 60 SECOM CO LTD 40,500.00 461.78 148,746,804.00 178,410,184.53 -29,663,380.53
245149 11/04/10 JPY 3673.67 80.550 1,846,639.40 1,972,370.73 -125,731.33
SALE 10/29/10 60 SEVEN + I HOLDINGS CO 87,200.00 509.24 164,034,484.00 202,333,847.03 -38,299,363.03
243214 11/04/10 JPY 1881.60 80.550 2,036,430.59 2,187,208.51 -150,777.92
SALE 10/29/10 60 SHARP CORP NPV 193,300.00 480.32 154,722,374.00 200,285,326.77 -45,562,952.77
244727 11/04/10 JPY 800.626 80.550 1,920,824.01 2,159,239.22 -238,415.21
SALE 10/29/10 60 SHIN-ETSU CHEMICAL 69,800.00 885.08 285,100,921.00 371,988,627.35 -86,887,706.35
220990 11/04/10 JPY 4085.56 80.550 3,539,427.95 3,920,684.72 -381,256.77
SALE 10/29/10 60 SHIONOGI + CO LTD NPV 57,600.00 250.07 80,553,058.00 119,362,291.85 -38,809,233.85
245124 11/04/10 JPY 1398.84 80.550 1,000,037.96 1,322,709.50 -322,671.54
SALE 10/29/10 60 SHISEIDO CO LTD JPY 50 61,800.00 325.65 104,898,266.00 108,519,628.80 -3,621,362.80
243357 11/04/10 JPY 1697.80 80.550 1,302,275.18 1,208,578.83 93,696.35
SALE 10/29/10 60 SHIZUOKA BANK LTD/THE 116,300.00 246.74 79,480,921.00 107,013,904.99 -27,532,983.99
244529 11/04/10 JPY 683.584 80.550 986,727.76 1,126,782.64 -140,054.88
SALE 10/29/10 60 SMC CORP/JAPAN JPY 50. 10,400.00 393.30 126,689,320.00 109,724,419.79 16,964,900.21
245351 11/04/10 JPY 12184.7 80.550 1,572,803.48 1,167,881.89 404,921.59
SALE 10/29/10 60 SOFTBANK CORP NPV 74,200.00 599.83 193,215,586.00 139,904,851.17 53,310,734.83
245151 11/04/10 JPY 2604.63 80.550 2,398,703.74 1,546,259.99 852,443.75
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 35
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/29/10 60 SUMITOMO CHEMICAL CO L 305,400.00 328.16 105,706,376.00 126,171,561.40 -20,465,185.40
241278 11/04/10 JPY 346.211 80.550 1,312,307.59 1,370,281.54 -57,973.95
SALE 10/29/10 60 SUMITOMO ELECTRIC INDU 51,700.00 164.28 52,917,320.00 61,594,706.49 -8,677,386.49
221169 11/04/10 JPY 1023.80 80.550 656,949.97 662,507.21 -5,557.24
SALE 10/29/10 60 SUMITOMO METAL IND JPY 649,800.00 367.57 118,403,720.00 152,665,042.07 -34,261,322.07
231548 11/04/10 JPY 182.261 80.550 1,469,940.66 1,665,196.14 -195,255.48
SALE 10/29/10 60 SUMITOMO METAL MINING 101,000.00 397.89 128,166,937.00 146,169,480.00 -18,002,543.00
245154 11/04/10 JPY 1269.29 80.550 1,591,147.57 1,617,703.58 -26,556.01
SALE 10/29/10 60 SUMITOMO MITSUI FINANC 142,000.00 1,052.55 339,046,717.00 518,390,747.85 -179344030.85
231251 11/04/10 JPY 2388.25 80.550 4,209,146.08 5,462,513.27 -1,253,367.19
SALE 10/29/10 60 SUMITOMO REALTY 74,100.00 404.61 130,331,206.00 128,379,962.96 1,951,243.04
229917 11/04/10 JPY 1759.29 80.550 1,618,016.21 1,400,199.63 217,816.58
SALE 10/29/10 60 SUMITOMO TRUST & BANKI 274,800.00 365.77 117,822,474.00 136,770,576.09 -18,948,102.09
223107 11/04/10 JPY 428.864 80.550 1,462,724.69 1,484,710.96 -21,986.27
SALE 10/29/10 60 SUZUKI MOTOR CORP 68,100.00 416.52 134,170,452.00 141,506,884.86 -7,336,432.86
244719 11/04/10 JPY 1970.69 80.550 1,665,679.11 1,500,069.61 165,609.50
SALE 10/29/10 60 T&D HOLDINGS INC 54,400.00 275.23 88,657,582.00 147,131,142.06 -58,473,560.06
232920 11/04/10 JPY 1630.14 80.550 1,100,652.79 1,576,286.21 -475,633.42
SALE 10/29/10 60 TAKEDA PHARMACEUTICAL 71,900.00 842.61 271,418,626.00 288,907,681.00 -17,489,055.00
12313 11/04/10 JPY 3775.89 80.550 3,369,567.05 3,103,605.52 265,961.53
SALE 10/29/10 60 TDK CORP 14,200.00 203.76 65,634,086.00 66,438,776.03 -804,690.03
244668 11/04/10 JPY 4623.27 80.550 814,824.16 706,073.82 108,750.34
SALE 10/29/10 60 TERUMO CORP JPY 50.0 21,300.00 272.76 87,860,530.00 89,851,986.53 -1,991,456.53
245260 11/04/10 JPY 4125.93 80.550 1,090,757.67 945,340.86 145,416.81
SALE 10/29/10 60 TOHOKU ELECTRIC POWER 82,400.00 456.49 147,043,332.00 164,855,213.69 -17,811,881.69
245286 11/04/10 JPY 1784.95 80.550 1,825,491.40 1,824,749.57 741.83
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 36
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/29/10 60 TOKIO MARINE HOLDINGS 21,100.00 146.93 47,327,066.00 50,679,711.86 -3,352,645.86
245267 11/04/10 JPY 2243.55 80.550 587,548.93 603,650.62 -16,101.69
SALE 10/29/10 60 TOKYO ELECTRIC POWER C 83,600.00 492.87 158,765,597.00 202,822,262.07 -44,056,665.07
241669 11/04/10 JPY 1899.58 80.550 1,971,019.21 2,193,714.99 -222,695.78
SALE 10/29/10 60 TOKYO ELECTRON LTD 18,400.00 262.25 84,475,877.00 87,028,077.09 -2,552,200.09
244532 11/04/10 JPY 4592.22 80.550 1,048,738.39 925,667.30 123,071.09
SALE 10/29/10 60 TOKYO GAS CO LTD 369,100.00 429.16 138,242,914.00 143,008,139.92 -4,765,225.92
243898 11/04/10 JPY 374.634 80.550 1,716,237.29 1,613,174.54 103,062.75
SALE 10/29/10 60 TORAY INDUSTRIES INC N 256,500.00 369.61 119,057,227.00 125,151,514.87 -6,094,287.87
245308 11/04/10 JPY 464.277 80.550 1,478,053.72 1,322,206.29 155,847.43
SALE 10/29/10 60 TOSHIBA CORP 441,700.00 555.00 178,777,142.00 189,576,474.27 -10,799,332.27
220991 11/04/10 JPY 404.849 80.550 2,219,455.52 2,187,374.02 32,081.50
SALE 10/29/10 60 TOYOTA MOTOR CORP 318,600.00 2,820.45 908,521,423.00 1,184,281,965.32 -275760542.32
220989 11/04/10 JPY 2852.31 80.550 11,278,974.84 12,596,989.39 -1,318,014.55
SALE 10/29/10 60 WEST JAPAN RAILWAY CO 300.00 277.02 89,232,486.00 99,615,721.36 -10,383,235.36
245431 11/04/10 JPY 297516. 80.550 1,107,790.02 1,102,682.36 5,107.66
SALE 10/29/10 60 YAMADA DENKI CO 16,800.00 271.53 87,466,228.00 102,558,319.31 -15,092,091.31
228268 11/04/10 JPY 5207.62 80.550 1,085,862.55 1,110,819.69 -24,957.14
SALE 10/29/10 60 YAMATO HOLDINGS CO LTD 76,700.00 239.70 77,213,795.00 95,940,213.04 -18,726,418.04
245354 11/04/10 JPY 1006.95 80.550 958,582.18 1,010,525.33 -51,943.15
---------------- --------- ---------------- ------------ ---------------- --------------
32,488,600.00 100,799.58 32939561296.00 37228990546.82 -4289429250.82
403,097,070.12 402,015,739.24 1,081,330.88
198 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
SALE 10/22/10 60 UNILEVER NV CVA DUTCH 500,000.00 22,438.00 10,726,585.94 11,481,440.31 -754,854.37
252756 10/27/10 EUR 21.485 .718 14,936,227.13 14,732,790.10 203,437.03
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 22,438.00 10,726,585.94 11,481,440.31 -754,854.37
14,936,227.13 14,732,790.10 203,437.03
1 TRANSACTION 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: 37
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/14/10 60 NORSKE SKOGSINDUST NOK 130,340.00 451.16 1,723,503.48 10,341,109.71 -8,617,606.23
233089 10/19/10 NOK 13.243 5.739 300,322.10 1,599,680.98 -1,299,358.88
SALE 10/19/10 60 NORSKE SKOGSINDUST NOK 488,975.00 1,624.79 6,398,795.95 38,795,029.31 -32,396,233.36
233089 10/22/10 NOK 13.106 5.916 1,081,571.95 6,001,258.29 -4,919,686.34
SALE 10/20/10 60 NORSKE SKOGSINDUST NOK 139,593.00 467.58 1,816,516.89 11,075,238.05 -9,258,721.16
233089 10/25/10 NOK 13.032 5.836 311,249.94 1,713,244.33 -1,401,994.39
SALE 10/21/10 60 NORSKE SKOGSINDUST NOK 12,400.00 41.62 160,985.44 983,809.73 -822,824.29
233089 10/26/10 NOK 13.002 5.811 27,704.52 152,186.93 -124,482.41
SALE 10/26/10 60 NORSKE SKOGSINDUST NOK 42,800.00 142.23 555,565.40 3,395,730.36 -2,840,164.96
233089 10/29/10 NOK 13.000 5.868 94,677.13 525,290.36 -430,613.23
SALE 10/27/10 60 NORSKE SKOGSINDUST NOK 5,280.00 17.43 68,537.04 418,912.53 -350,375.49
233089 11/01/10 NOK 13.000 5.906 11,605.53 64,802.18 -53,196.65
---------------- --------- ---------------- ------------ ---------------- --------------
819,388.00 2,744.81 10,723,904.20 65,009,829.69 -54,285,925.49
1,827,131.17 10,056,463.07 -8,229,331.90
6 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
SALE 10/14/10 60 ATLAS COPCO AB NPV RFD 1,000,000.00 20,730.45 135,665,199.00 115,802,831.59 19,862,367.41
251445 10/19/10 SEK 135.801 6.551 20,709,714.69 15,695,509.69 5,014,205.00
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 20,730.45 135,665,199.00 115,802,831.59 19,862,367.41
20,709,714.69 15,695,509.69 5,014,205.00
1 TRANSACTION IN COUNTRY: SWEDEN ( 800)
SALE 10/12/10 60 ACTELION LTD 250,000.00 24,437.87 12,319,598.19 13,906,230.67 -1,586,632.48
249592 10/15/10 CHF 49.372 .960 12,837,595.15 13,405,694.83 -568,099.68
SALE 10/12/10 60 BASILEA PHARMACEUTICA- 17,983.00 2,615.02 1,318,282.51 2,248,867.42 -930,584.91
240259 10/15/10 CHF 73.447 .960 1,373,711.78 2,126,327.16 -752,615.38
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 38
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/13/10 60 ACTELION LTD 250,000.00 19,495.47 12,442,158.72 13,906,230.67 -1,464,071.95
249592 10/18/10 CHF 49.843 .959 12,977,479.76 13,405,694.83 -428,215.07
SALE 10/13/10 60 BASILEA PHARMACEUTICA- 12,017.00 1,742.57 877,637.23 1,502,788.18 -625,150.95
240259 10/18/10 CHF 73.172 .959 915,397.37 1,420,901.60 -505,504.23
SALE 10/14/10 60 BASILEA PHARMACEUTICA- 8,000.00 1,143.43 572,639.51 1,000,441.49 -427,801.98
240259 10/19/10 CHF 71.716 .953 600,660.31 945,927.67 -345,267.36
SALE 10/15/10 60 BASILEA PHARMACEUTICA- 9,800.00 1,361.46 684,765.06 1,225,540.83 -540,775.77
240259 10/20/10 CHF 70.007 .957 715,196.68 1,158,761.40 -443,564.72
SALE 10/18/10 60 ACTELION LTD 12,626.00 1,071.39 680,988.05 702,320.27 -21,332.22
249592 10/21/10 CHF 54.016 .955 713,188.51 677,041.21 36,147.30
SALE 10/18/10 60 BASILEA PHARMACEUTICA- 3,000.00 415.28 208,304.17 375,165.56 -166,861.39
240259 10/21/10 CHF 69.567 .955 218,153.81 354,722.88 -136,569.07
SALE 10/19/10 60 BASILEA PHARMACEUTICA- 6,200.00 840.12 429,919.16 775,342.16 -345,423.00
240259 10/22/10 CHF 69.474 .974 441,327.48 733,093.95 -291,766.47
SALE 10/20/10 60 BASILEA PHARMACEUTICA- 8,977.00 1,051.39 629,295.41 1,122,620.41 -493,325.00
240259 10/25/10 CHF 70.213 .959 656,062.77 1,061,449.09 -405,386.32
SALE 10/21/10 60 BASILEA PHARMACEUTICA- 9,486.00 1,020.91 655,190.81 1,186,273.50 -531,082.69
240259 10/26/10 CHF 69.173 .964 679,588.02 1,121,633.74 -442,045.72
SALE 10/21/10 60 GAM HOLDING LTD 165,000.00 4,064.26 2,608,312.14 2,163,838.88 444,473.26
248834 10/26/10 CHF 15.832 .964 2,705,437.34 2,139,302.78 566,134.56
SALE 10/22/10 60 ACTELION LTD 137,374.00 10,213.14 6,633,002.58 7,641,418.13 -1,008,415.55
249592 10/27/10 CHF 48.357 .976 6,798,547.20 7,366,375.69 -567,828.49
SALE 10/22/10 60 BASILEA PHARMACEUTICA- 150.00 15.92 10,334.47 18,758.28 -8,423.81
240259 10/27/10 CHF 69.000 .976 10,592.39 17,736.15 -7,143.76
SALE 10/22/10 60 GAM HOLDING LTD 54,612.00 1,322.43 858,865.15 716,191.33 142,673.82
248834 10/27/10 CHF 15.750 .976 880,300.47 708,070.33 172,230.14
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 39
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/25/10 60 BASILEA PHARMACEUTICA- 10,620.00 1,133.37 732,907.72 1,328,086.08 -595,178.36
240259 10/28/10 CHF 69.116 .971 754,447.19 1,255,718.98 -501,271.79
SALE 10/25/10 60 GAM HOLDING LTD 20,000.00 486.39 314,527.50 262,283.50 52,244.00
248834 10/28/10 CHF 15.750 .971 323,771.17 259,309.43 64,461.74
SALE 10/26/10 60 BASILEA PHARMACEUTICA- 1,244.00 132.01 86,511.28 155,568.65 -69,057.37
240259 10/29/10 CHF 69.647 .984 87,877.78 147,091.75 -59,213.97
SALE 10/26/10 60 GAM HOLDING LTD 3,185.00 76.44 50,088.50 41,768.65 8,319.85
248834 10/29/10 CHF 15.750 .984 50,879.68 41,295.03 9,584.65
SALE 10/27/10 60 BASILEA PHARMACEUTICA- 1,500.00 52.26 103,448.25 187,582.78 -84,134.53
240259 11/01/10 CHF 69.000 .990 104,461.53 177,361.44 -72,899.91
SALE 10/27/10 60 BASILEA PHARMACEUTICA- 1,935.00 202.29 133,353.95 241,981.79 -108,627.84
240259 11/01/10 CHF 69.020 .990 134,660.15 228,796.26 -94,136.11
SALE 10/29/10 60 BASILEA PHARMACEUTICA- 314.00 33.05 21,633.50 39,267.33 -17,633.83
240259 11/03/10 CHF 69.000 .984 21,996.44 37,127.66 -15,131.22
---------------- --------- ---------------- ------------ ---------------- --------------
984,023.00 72,926.47 42,371,763.86 50,748,566.56 -8,376,802.70
44,001,332.98 48,789,433.86 -4,788,100.88
22 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
SALE 10/01/10 60 VODAFONE GR PLC US 3,750,000.00 11,212.25 5,901,783.34 6,085,642.66 -183,859.32
238627 10/06/10 UKP 1.576 .632 9,331,015.52 11,601,274.67 -2,270,259.15
SALE 10/01/10 60 VODAFONE GR PLC US 5,000,000.00 18,766.67 7,900,630.25 8,114,190.22 -213,559.97
238627 10/06/10 UKP 1.583 .632 12,491,292.76 15,468,366.24 -2,977,073.48
SALE 10/04/10 60 VODAFONE GR PLC US 5,000,000.00 15,178.52 7,974,917.59 8,114,190.22 -139,272.63
238627 10/07/10 UKP 1.597 .631 12,632,272.09 15,468,366.24 -2,836,094.15
SALE 10/05/10 60 VODAFONE GR PLC US 5,000,000.00 15,409.94 8,054,821.59 8,114,190.22 -59,368.63
238627 10/08/10 UKP 1.613 .628 12,824,882.88 15,468,366.24 -2,643,483.36
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 40
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/06/10 60 VODAFONE GR PLC US 5,000,000.00 15,434.27 8,083,786.79 8,114,190.22 -30,403.43
238627 10/11/10 UKP 1.619 .629 12,845,129.46 15,468,366.24 -2,623,236.78
SALE 10/07/10 60 VODAFONE GR PLC US 5,000,000.00 15,477.59 8,080,291.00 8,114,190.22 -33,899.22
238627 10/12/10 UKP 1.618 .627 12,881,186.49 15,468,366.24 -2,587,179.75
SALE 10/08/10 60 VODAFONE GR PLC US 5,000,000.00 15,354.61 8,020,862.40 8,114,190.22 -93,327.82
238627 10/13/10 UKP 1.606 .628 12,778,829.57 15,468,366.24 -2,689,536.67
SALE 10/12/10 60 BT GROUP PLC 2,000,000.00 5,418.02 2,855,967.72 2,505,407.40 350,560.32
250974 10/15/10 UKP 1.430 .633 4,508,286.15 3,802,719.46 705,566.69
SALE 10/12/10 60 VODAFONE GR PLC US 5,000,000.00 15,365.92 8,101,265.79 8,114,190.22 -12,924.43
238627 10/15/10 UKP 1.622 .633 12,788,248.32 15,468,366.24 -2,680,117.92
SALE 10/13/10 60 BT GROUP PLC 5,000,000.00 13,650.02 7,172,881.20 6,263,518.49 909,362.71
250974 10/18/10 UKP 1.436 .631 11,360,046.75 9,506,798.62 1,853,248.13
SALE 10/13/10 60 VODAFONE GR PLC US 5,000,000.00 15,581.88 8,188,161.40 8,114,190.22 73,971.18
238627 10/18/10 UKP 1.640 .631 12,967,996.22 15,468,366.24 -2,500,370.02
SALE 10/14/10 60 BT GROUP PLC 3,000,000.00 8,301.79 4,313,916.08 3,758,111.09 555,804.99
250974 10/19/10 UKP 1.440 .624 6,908,522.09 5,704,079.17 1,204,442.92
SALE 10/22/10 60 UNILEVER PLC 280,000.00 9,704.30 5,153,898.88 3,687,776.54 1,466,122.34
245361 10/27/10 UKP 18.429 .638 8,075,907.63 5,442,050.78 2,633,856.85
SALE 10/22/10 60 UNILEVER PLC 720,000.00 24,881.32 13,215,633.18 9,482,853.96 3,732,779.22
245361 10/27/10 UKP 18.377 .638 20,708,251.22 13,993,844.86 6,714,406.36
SALE 10/27/10 60 UNILEVER PLC 350,000.00 11,942.94 6,297,997.32 4,609,720.68 1,688,276.64
245361 11/01/10 UKP 18.016 .634 9,939,189.62 6,802,563.48 3,136,626.14
SALE 10/27/10 60 UNILEVER PLC 650,000.00 22,138.50 11,675,246.86 8,560,909.83 3,114,337.03
245361 11/01/10 UKP 17.983 .634 18,425,300.38 12,633,332.17 5,791,968.21
SALE 10/28/10 60 UNILEVER PLC 300,000.00 10,309.25 5,382,312.46 3,951,189.15 1,431,123.31
245361 11/02/10 UKP 17.963 .627 8,579,400.21 5,830,768.69 2,748,631.52
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 41
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/28/10 60 UNILEVER PLC 200,000.00 6,878.11 3,590,685.00 2,634,126.10 956,558.90
245361 11/02/10 UKP 17.975 .627 5,723,547.99 3,887,179.13 1,836,368.86
SALE 10/28/10 60 UNILEVER PLC 500,000.00 17,191.82 8,976,164.66 6,585,315.25 2,390,849.41
245361 11/02/10 UKP 17.974 .627 14,307,996.71 9,717,947.82 4,590,048.89
---------------- --------- ---------------- ------------ ---------------- --------------
56,750,000.00 268,197.72 138,941,223.51 123,038,092.91 15,903,130.60
220,077,302.06 212,669,488.77 7,407,813.29
19 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
SALE 10/08/10 60 VERBUND AG 43,965.00 2,519.57 1,203,799.82 1,664,854.04 -461,054.22
237093 10/13/10 EUR 27.422 .718 1,677,194.75 2,267,134.37 -589,939.62
SALE 10/11/10 60 VERBUND AG 26,328.00 1,515.91 726,272.61 996,981.17 -270,708.56
237093 10/14/10 EUR 27.627 .720 1,009,083.36 1,357,650.71 -348,567.35
SALE 10/12/10 60 VERBUND AG 24,707.00 1,413.00 679,883.79 935,597.60 -255,713.81
237093 10/15/10 EUR 27.559 .723 940,584.71 1,274,060.92 -333,476.21
SALE 10/13/10 60 VERBUND AG 21,000.00 1,220.80 582,102.33 795,221.99 -213,119.66
237093 10/18/10 EUR 27.761 .716 812,643.64 1,082,902.80 -270,259.16
SALE 10/14/10 60 VERBUND AG 47,537.00 2,813.44 1,329,694.47 1,800,117.51 -470,423.04
237093 10/19/10 EUR 28.014 .710 1,872,809.11 2,451,330.98 -578,521.87
SALE 10/15/10 60 VERBUND AG 29,255.00 1,719.63 816,973.61 1,107,819.97 -290,846.36
237093 10/20/10 EUR 27.968 .714 1,144,703.31 1,508,586.74 -363,883.43
SALE 10/18/10 60 VERBUND AG 19,158.00 1,126.47 536,874.24 725,469.66 -188,595.42
237093 10/21/10 EUR 28.066 .716 749,852.63 987,916.76 -238,064.13
SALE 10/19/10 60 VERBUND AG 28,261.00 1,649.79 796,410.97 1,070,179.46 -273,768.49
237093 10/22/10 EUR 28.223 .725 1,098,211.60 1,457,329.34 -359,117.74
SALE 10/20/10 60 VERBUND AG 9,789.00 575.28 274,146.12 370,687.05 -96,540.93
237093 10/25/10 EUR 28.048 .716 382,941.27 504,787.41 -121,846.14
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 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/27/10 60 VERBUND AG 40,000.00 2,434.52 1,176,121.16 1,514,708.55 -338,587.39
237093 11/02/10 EUR 29.447 .726 1,620,577.51 2,062,672.00 -442,094.49
SALE 10/28/10 60 VERBUND AG 15,000.00 907.06 434,377.46 568,015.71 -133,638.25
237093 11/03/10 EUR 29.002 .719 603,806.03 773,502.01 -169,695.98
SALE 10/28/10 60 VERBUND AG 35,737.00 2,163.44 1,036,028.10 1,353,278.49 -317,250.39
237093 11/03/10 EUR 29.034 .719 1,440,130.03 1,842,842.74 -402,712.71
---------------- --------- ---------------- ------------ ---------------- --------------
340,737.00 20,058.91 9,592,684.68 12,902,931.20 -3,310,246.52
13,352,537.95 17,570,716.78 -4,218,178.83
12 TRANSACTIONS IN COUNTRY: AUSTRIA (1300)
SALE 10/11/10 60 GRIFOLS SA 280,000.00 6,303.43 3,019,995.20 3,221,803.50 -201,808.30
249919 10/14/10 EUR 10.802 .720 4,195,982.13 4,730,305.95 -534,323.82
SALE 10/12/10 60 GRIFOLS SA 220,000.00 4,908.15 2,361,628.24 2,531,417.04 -169,788.80
249919 10/15/10 EUR 10.751 .723 3,267,192.80 3,716,668.96 -449,476.16
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 11,211.58 5,381,623.44 5,753,220.54 -371,597.10
7,463,174.93 8,446,974.91 -983,799.98
2 TRANSACTIONS IN COUNTRY: SPAIN (1500)
SALE 10/04/10 60 BULGARI SPA EURO 0.07 128,000.00 1,721.04 837,359.67 1,048,181.13 -210,821.46
233088 10/07/10 EUR 6.552 .731 1,145,633.64 1,331,269.05 -185,635.41
SALE 10/05/10 60 BULGARI SPA EURO 0.07 9,197.00 125.05 60,150.91 75,313.45 -15,162.54
233088 10/08/10 EUR 6.550 .723 83,245.90 95,653.76 -12,407.86
SALE 10/06/10 60 BULGARI SPA EURO 0.07 83,191.00 1,135.72 544,299.67 681,244.03 -136,944.36
233088 10/11/10 EUR 6.553 .720 756,005.36 865,231.27 -109,225.91
SALE 10/06/10 60 BULGARI SPA EURO 0.07 200,000.00 2,729.29 1,308,035.00 1,637,783.02 -329,748.02
233088 10/11/10 EUR 6.550 .720 1,816,796.02 2,080,107.90 -263,311.88
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 43
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/07/10 60 BULGARI SPA EURO 0.07 79,612.00 1,096.16 523,418.90 651,935.91 -128,517.01
233088 10/12/10 EUR 6.584 .717 729,672.51 828,007.75 -98,335.24
SALE 10/20/10 60 BULGARI SPA EURO 0.07 250,000.00 3,814.77 1,817,919.02 2,047,228.77 -229,309.75
233088 10/25/10 EUR 7.283 .716 2,539,361.89 2,600,134.87 -60,772.98
---------------- --------- ---------------- ------------ ---------------- --------------
750,000.00 10,622.03 5,091,183.17 6,141,686.31 -1,050,503.14
7,070,715.32 7,800,404.60 -729,689.28
6 TRANSACTIONS IN COUNTRY: ITALY (1700)
SALE 10/04/10 60 FOSTER'S GROUP LTD 1,000,000.00 11,815.15 6,095,384.79 5,699,268.92 396,115.87
238761 10/07/10 AUD 6.108 1.034 5,895,760.24 4,882,648.54 1,013,111.70
SALE 10/13/10 60 FOSTER'S GROUP LTD 860,473.00 3,121.29 5,243,070.09 4,904,067.02 339,003.07
238761 10/18/10 AUD 6.097 1.008 5,199,029.11 4,201,387.24 997,641.87
SALE 10/14/10 60 FOSTER'S GROUP LTD 1,139,527.00 4,142.94 6,930,203.03 6,494,470.81 435,732.22
238761 10/19/10 AUD 6.085 1.004 6,900,750.63 5,563,909.84 1,336,840.79
SALE 10/27/10 60 FOSTER'S GROUP LTD 114,000.00 1,359.20 700,334.92 649,716.66 50,618.26
238761 11/01/10 AUD 6.156 1.033 678,239.24 556,621.94 121,617.30
---------------- --------- ---------------- ------------ ---------------- --------------
3,114,000.00 20,438.58 18,968,992.83 17,747,523.41 1,221,469.42
18,673,779.22 15,204,567.56 3,469,211.66
4 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
---------------- --------- ---------------- ------------ ---------------- --------------
97,850,133.00 599,798.69 33340587862.16 37659600468.97 -4319012606.81
784,246,386.66 781,215,002.15 3,031,384.51
275 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
104,850,133.00 668,781.09 33467914302.16 37784934684.14 -4317020381.98
909,726,402.36 905,951,122.25 3,775,280.11
285 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
---------------- --------- ---------------- ------------ ---------------- --------------
155,149,602.00 2034080.55 50069626607.30 54386646989.28 -4317020381.98
1,625,719,261.30 1,621,943,981.19 3,775,280.11
476 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: 44
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 10/01/10 60 SOUTHERN COPPER CORP C 5,310.00 106.20 189,272.30 189,272.30
253270 10/06/10 USD 35.625 1.000 189,272.30 189,272.30
PUR 10/05/10 60 SOHU.COM INC COMMON ST 2,900.00 101.50 171,646.94 171,646.94
252960 10/08/10 USD 59.154 1.000 171,646.94 171,646.94
PUR 10/06/10 60 SOHU.COM INC COMMON ST 6,100.00 213.50 356,338.21 356,338.21
252960 10/12/10 USD 58.381 1.000 356,338.21 356,338.21
PUR 10/20/10 60 SOUTHERN COPPER CORP C 2,567.00 51.34 108,896.25 108,896.25
253270 10/25/10 USD 42.402 1.000 108,896.25 108,896.25
---------------- --------- ---------------- ------------ ---------------- --------------
16,877.00 472.54 826,153.70 826,153.70
826,153.70 826,153.70
4 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
PUR 10/01/10 60 CREDICORP COM STK 2,000.00 70.00 230,965.20 230,965.20
252095 10/06/10 USD 115.448 1.000 230,965.20 230,965.20
PUR 10/04/10 60 CREDICORP COM STK 900.00 31.50 103,924.71 103,924.71
252095 10/07/10 USD 115.437 1.000 103,924.71 103,924.71
PUR 10/27/10 60 CHINA GAS HOLDINGS LTD 2,224,000.00 596.45 9,656,681.83 9,656,681.83
254068 10/29/10 HKD 4.340 7.759 1,244,497.95 1,244,497.95
PUR 10/29/10 60 CREDICORP COM STK 300.00 6.00 37,229.34 37,229.34
252095 11/03/10 USD 124.078 1.000 37,229.34 37,229.34
---------------- --------- ---------------- ------------ ---------------- --------------
2,227,200.00 703.95 10,028,801.08 10,028,801.08
1,616,617.20 1,616,617.20
4 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 45
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/01/10 60 EUROCASH SA COMMON STO 29,343.00 815.01 781,393.82 781,393.82
252861 10/06/10 PLN 26.550 2.868 272,485.77 272,485.77
PUR 10/04/10 60 BANK PEKAO SA COMMON S 2,843.00 510.12 493,635.32 493,635.32
253748 10/07/10 PLN 173.113 2.894 170,551.36 170,551.36
PUR 10/04/10 60 BANK PEKAO SA COMMON S 3,677.00 659.62 638,303.01 638,303.01
253748 10/07/10 PLN 173.074 2.894 220,534.15 220,534.15
PUR 10/05/10 60 BANK PEKAO SA COMMON S 1,777.00 329.62 315,044.83 315,044.83
253748 10/08/10 PLN 176.760 2.859 110,201.77 110,201.77
PUR 10/06/10 60 BANK PEKAO SA COMMON S 1,109.00 210.74 200,589.26 200,589.26
253748 10/11/10 PLN 180.333 2.847 70,458.84 70,458.84
PUR 10/06/10 60 BANK PEKAO SA COMMON S 962.00 91.11 173,183.41 173,183.41
253748 10/11/10 PLN 179.755 2.847 60,832.28 60,832.28
PUR 10/07/10 60 BANK PEKAO SA COMMON S 206.00 19.33 36,723.00 36,723.00
253748 10/12/10 PLN 178.000 2.846 12,903.83 12,903.83
PUR 10/07/10 60 BANK PEKAO SA COMMON S 2,264.00 428.51 407,715.26 407,715.26
253748 10/12/10 PLN 179.548 2.846 143,264.09 143,264.09
PUR 10/08/10 60 BANK PEKAO SA COMMON S 3,758.00 703.51 671,934.91 671,934.91
253748 10/13/10 PLN 178.266 2.857 235,205.44 235,205.44
PUR 10/11/10 60 BANK PEKAO SA COMMON S 1,132.00 213.94 203,527.57 203,527.57
253748 10/14/10 PLN 179.257 2.845 71,527.38 71,527.38
PUR 10/11/10 60 BANK PEKAO SA COMMON S 109.00 20.59 19,593.46 19,593.46
253748 10/14/10 PLN 179.219 2.845 6,885.89 6,885.89
PUR 10/12/10 60 BANK PEKAO SA COMMON S 339.00 63.54 60,829.04 60,829.04
253748 10/15/10 PLN 178.900 2.864 21,242.53 21,242.53
PUR 10/12/10 60 BANK PEKAO SA COMMON S 453.00 84.86 81,239.39 81,239.39
253748 10/15/10 PLN 178.800 2.864 28,370.17 28,370.17
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 46
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/13/10 60 BANK PEKAO SA COMMON S 1,135.00 222.20 208,944.90 208,944.90
253748 10/18/10 PLN 183.542 2.813 74,288.88 74,288.88
PUR 10/14/10 60 BANK PEKAO SA COMMON S 568.00 114.35 105,789.87 105,789.87
253748 10/19/10 PLN 185.693 2.767 38,232.01 38,232.01
PUR 10/15/10 60 BANK PEKAO SA COMMON S 1,703.00 335.31 313,073.66 313,073.66
253748 10/20/10 PLN 183.287 2.793 112,106.30 112,106.30
PUR 10/19/10 60 BANK PEKAO SA COMMON S 1,842.00 350.58 336,575.64 336,575.64
253748 10/22/10 PLN 182.176 2.872 117,210.44 117,210.44
PUR 10/20/10 60 BANK PEKAO SA COMMON S 1,066.00 205.32 194,343.42 194,343.42
253748 10/25/10 PLN 181.766 2.831 68,644.69 68,644.69
PUR 10/20/10 60 BANK PEKAO SA COMMON S 588.00 112.15 106,157.52 106,157.52
253748 10/25/10 PLN 180.000 2.831 37,496.25 37,496.25
PUR 10/21/10 60 BANK PEKAO SA COMMON S 1,086.00 213.17 201,512.73 201,512.73
253748 10/26/10 PLN 185.000 2.827 71,270.13 71,270.13
PUR 10/21/10 60 BANK PEKAO SA COMMON S 577.00 113.66 107,448.30 107,448.30
253748 10/26/10 PLN 185.662 2.827 38,001.84 38,001.84
PUR 10/22/10 60 BANK PEKAO SA COMMON S 872.00 171.56 163,258.10 163,258.10
253748 10/27/10 PLN 186.663 2.846 57,357.00 57,357.00
PUR 10/25/10 60 BANK PEKAO SA COMMON S 283.00 56.24 52,962.05 52,962.05
253748 10/28/10 PLN 186.585 2.817 18,801.54 18,801.54
PUR 10/25/10 60 BANK PEKAO SA COMMON S 241.00 47.87 45,081.34 45,081.34
253748 10/28/10 PLN 186.500 2.817 16,003.88 16,003.88
PUR 10/26/10 60 BANK PEKAO SA COMMON S 603.00 117.97 111,889.67 111,889.67
253748 10/29/10 PLN 185.000 2.837 39,439.43 39,439.43
PUR 10/26/10 60 BANK PEKAO SA COMMON S 408.00 79.68 75,579.34 75,579.34
253748 10/29/10 PLN 184.689 2.837 26,640.59 26,640.59
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 47
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/27/10 60 BANK PEKAO SA COMMON S 673.00 129.35 124,487.41 124,487.41
253748 11/02/10 PLN 184.421 2.879 43,244.32 43,244.32
PUR 10/28/10 60 BANK PEKAO SA COMMON S 605.00 118.26 113,079.98 113,079.98
253748 11/03/10 PLN 186.350 2.860 39,537.76 39,537.76
PUR 10/28/10 60 BANK PEKAO SA COMMON S 163.00 31.78 30,385.93 30,385.93
253748 11/03/10 PLN 185.859 2.860 10,624.27 10,624.27
PUR 10/29/10 60 BANK PEKAO SA COMMON S 989.00 193.08 184,259.86 184,259.86
253748 11/04/10 PLN 185.752 2.854 64,554.05 64,554.05
---------------- --------- ---------------- ------------ ---------------- --------------
61,374.00 6,763.03 6,558,542.00 6,558,542.00
2,297,916.88 2,297,916.88
30 TRANSACTIONS IN COUNTRY: POLAND (2300)
PUR 10/04/10 60 XINJIANG GOLDWIND SCI+ 67,000.00 1,557.35 1,216,802.97 1,216,802.97
253777 10/08/10 HKD 17.981 7.759 156,833.81 156,833.81
PUR 10/08/10 60 XINJIANG GOLDWIND SCI+ 543,400.00 3,364.08 10,351,963.99 10,351,963.99
253777 10/12/10 HKD 19.002 7.758 1,334,437.29 1,334,437.29
PUR 10/18/10 60 BANK OF CHINA LTD H 768,000.00 1,133.92 3,489,336.97 3,489,336.97
246232 10/20/10 HKD 4.532 7.758 449,795.94 449,795.94
---------------- --------- ---------------- ------------ ---------------- --------------
1,378,400.00 6,055.35 15,058,103.93 15,058,103.93
1,941,067.04 1,941,067.04
3 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 10/22/10 60 AIA GROUP LTD COMMON S 1,063,000.00 27,025.16 21,130,711.99 21,130,711.99
254018 10/29/10 HKD 19.681 7.764 2,721,591.94 2,721,591.94
---------------- --------- ---------------- ------------ ---------------- --------------
1,063,000.00 27,025.16 21,130,711.99 21,130,711.99
2,721,591.94 2,721,591.94
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 48
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/01/10 60 SAMSUNG C+T CORP COMMO 2,381.00 330.63 149,880,034.00 149,880,034.00
253701 10/05/10 KRW 62791.3 1130.45 132,584.40 132,584.40
PUR 10/04/10 60 SAMSUNG C+T CORP COMMO 2,306.00 325.89 146,671,337.00 146,671,337.00
253701 10/06/10 KRW 63445.6 1122.35 130,682.35 130,682.35
PUR 10/06/10 60 HYUNDAI DEVELOPMENT CO 11,010.00 148.48 369,088,933.00 369,088,933.00
253300 10/08/10 KRW 33507.9 1118.05 330,118.45 330,118.45
PUR 10/06/10 60 HYUNDAI MOTOR CO 679.00 245.44 110,040,421.00 110,040,421.00
250853 10/08/10 KRW 161658. 1118.05 98,421.74 98,421.74
PUR 10/06/10 60 KB FINANCIAL GROUP 1,773.00 205.80 92,267,049.00 92,267,049.00
244142 10/08/10 KRW 51910.2 1118.05 82,524.98 82,524.98
PUR 10/06/10 60 SAMSUNG C+T CORP COMMO 1,122.00 161.30 72,316,583.00 72,316,583.00
253701 10/08/10 KRW 64292.5 1118.05 64,680.99 64,680.99
PUR 10/07/10 60 HYUNDAI HEAVY INDUSTRI 705.00 544.98 243,559,892.00 243,559,892.00
253825 10/11/10 KRW 344613. 1114.50 218,537.36 218,537.36
PUR 10/07/10 60 LG DISPLAY CO LTD KRW 16,430.00 1,456.09 650,747,879.00 650,747,879.00
248301 10/11/10 KRW 39508.5 1114.50 583,892.22 583,892.22
PUR 10/07/10 60 SAMSUNG C+T CORP COMMO 1,664.00 243.35 108,756,531.00 108,756,531.00
253701 10/11/10 KRW 65195.5 1114.50 97,583.25 97,583.25
PUR 10/08/10 60 HYUNDAI HEAVY INDUSTRI 550.00 420.96 189,113,262.00 189,113,262.00
253825 10/12/10 KRW 342984. 1120.30 168,805.91 168,805.91
PUR 10/08/10 60 LG DISPLAY CO LTD KRW 2,890.00 252.17 113,287,277.00 113,287,277.00
248301 10/12/10 KRW 39101.9 1120.30 101,122.27 101,122.27
PUR 10/08/10 60 SAMSUNG C+T CORP COMMO 1,335.00 198.46 89,154,440.00 89,154,440.00
253701 10/12/10 KRW 66615.8 1120.30 79,580.86 79,580.86
PUR 10/20/10 60 HYUNDAI HEAVY INDUSTRI 671.00 480.54 217,157,838.00 217,157,838.00
253825 10/22/10 KRW 322826. 1126.95 192,695.18 192,695.18
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: 49
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/20/10 60 SAMSUNG C+T CORP COMMO 464.00 67.59 30,543,026.00 30,543,026.00
253701 10/22/10 KRW 65661.3 1126.95 27,102.38 27,102.38
PUR 10/21/10 60 HYUNDAI HEAVY INDUSTRI 895.00 649.90 294,372,489.00 294,372,489.00
253825 10/25/10 KRW 328087. 1129.55 260,610.41 260,610.41
PUR 10/21/10 60 HYUNDAI MOBIS 893.00 88.21 221,523,640.00 221,523,640.00
249828 10/25/10 KRW 247955. 1129.55 196,116.72 196,116.72
PUR 10/21/10 60 HYUNDAI MOTOR CO 1,649.00 105.30 264,439,940.00 264,439,940.00
250853 10/25/10 KRW 160291. 1129.55 234,110.88 234,110.88
PUR 10/21/10 60 KB FINANCIAL GROUP 5,181.00 108.15 271,596,960.00 271,596,960.00
244142 10/25/10 KRW 52398.1 1129.55 240,447.05 240,447.05
PUR 10/21/10 60 LG CHEM LTD KRW 5000.0 603.00 81.47 204,604,530.00 204,604,530.00
239483 10/25/10 KRW 339158. 1129.55 181,138.09 181,138.09
PUR 10/21/10 60 SAMSUNG C+T CORP COMMO 901.00 131.37 59,505,693.00 59,505,693.00
253701 10/25/10 KRW 65879.3 1129.55 52,680.88 52,680.88
PUR 10/22/10 60 HYUNDAI HEAVY INDUSTRI 1,090.00 825.56 371,844,386.00 371,844,386.00
253825 10/26/10 KRW 340290. 1123.22 331,050.67 331,050.67
PUR 10/22/10 60 SAMSUNG C+T CORP COMMO 645.00 94.16 42,409,873.00 42,409,873.00
253701 10/26/10 KRW 65587.7 1123.22 37,757.24 37,757.24
PUR 10/25/10 60 HYUNDAI HEAVY INDUSTRI 1,596.00 1,284.26 574,832,236.00 574,832,236.00
253825 10/27/10 KRW 359272. 1116.20 514,990.36 514,990.36
PUR 10/25/10 60 HYUNDAI MOBIS 956.00 574.34 257,074,431.00 257,074,431.00
249828 10/27/10 KRW 268235. 1116.20 230,312.16 230,312.16
PUR 10/25/10 60 HYUNDAI MOTOR CO 1,410.00 537.79 240,713,665.00 240,713,665.00
250853 10/27/10 KRW 170293. 1116.20 215,654.60 215,654.60
PUR 10/25/10 60 SAMSUNG C+T CORP COMMO 2,813.00 415.18 185,832,853.00 185,832,853.00
253701 10/27/10 KRW 65897.4 1116.20 166,487.06 166,487.06
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 50
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/26/10 60 SAMSUNG C+T CORP COMMO 811.00 123.42 55,268,216.00 55,268,216.00
253701 10/28/10 KRW 67978.2 1116.75 49,490.23 49,490.23
---------------- --------- ---------------- ------------ ---------------- --------------
63,423.00 10,100.795,626,603,414.00 5,626,603,414.00
5,019,178.69 5,019,178.69
27 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 10/14/10 60 LIPPO KARAWACI TBK PT 28,665,000.00 18,376.44 15930186773.00 15930186773.00
253892 10/19/10 IDR 550.016 8922.50 1,785,394.99 1,785,394.99
---------------- --------- ---------------- ------------ ---------------- --------------
28,665,000.00 18,376.44 15930186773.00 15930186773.00
1,785,394.99 1,785,394.99
1 TRANSACTION IN COUNTRY: INDONESIA (4600)
PUR 10/21/10 60 NATIONAL SOCIETE GENER 18,944.00 394.69 760,033.28 760,033.28
253990 10/25/10 EGP 40.000 5.760 131,959.39 131,959.39
PUR 10/26/10 60 NATIONAL SOCIETE GENER 9,895.00 205.68 396,987.40 396,987.40
253990 10/28/10 EGP 40.000 5.773 68,765.63 68,765.63
PUR 10/28/10 60 NATIONAL SOCIETE GENER 1,534.00 31.91 61,610.09 61,610.09
253990 11/01/10 EGP 40.043 5.775 10,668.88 10,668.88
PUR 10/31/10 60 EFG HERMES HOLDING SAE 1,380.00 20.87 40,295.22 40,295.22
254118 11/02/10 EGP 29.112 5.775 6,977.83 6,977.83
---------------- --------- ---------------- ------------ ---------------- --------------
31,753.00 653.15 1,258,925.99 1,258,925.99
218,371.73 218,371.73
4 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 10/29/10 60 PICK N PAY STORES LIMI 4,000.00 79.03 183,702.23 183,702.23
252737 11/05/10 ZAR 45.788 6.957 26,405.19 26,405.19
---------------- --------- ---------------- ------------ ---------------- --------------
4,000.00 79.03 183,702.23 183,702.23
26,405.19 26,405.19
1 TRANSACTION 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 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/01/10 60 VIVO PARTICIPACOES SA 1,100.00 38.50 30,401.90 30,401.90
249687 10/06/10 USD 27.603 1.000 30,401.90 30,401.90
PUR 10/04/10 60 VIVO PARTICIPACOES SA 2,100.00 73.50 59,804.65 59,804.65
249687 10/07/10 USD 28.443 1.000 59,804.65 59,804.65
PUR 10/05/10 60 VIVO PARTICIPACOES SA 2,500.00 87.50 72,375.64 72,375.64
249687 10/08/10 USD 28.915 1.000 72,375.64 72,375.64
PUR 10/06/10 60 VIVO PARTICIPACOES SA 1,100.00 38.50 31,790.77 31,790.77
249687 10/12/10 USD 28.866 1.000 31,790.77 31,790.77
PUR 10/07/10 60 VIVO PARTICIPACOES SA 1,100.00 38.50 31,542.72 31,542.72
249687 10/13/10 USD 28.640 1.000 31,542.72 31,542.72
---------------- --------- ---------------- ------------ ---------------- --------------
7,900.00 276.50 225,915.68 225,915.68
225,915.68 225,915.68
5 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 10/06/10 60 JA SOLAR HOLDINGS CO L 40,540.00 1,418.90 360,197.90 360,197.90
253659 10/12/10 USD 8.850 1.000 360,197.90 360,197.90
PUR 10/07/10 60 JA SOLAR HOLDINGS CO L 10,300.00 360.50 95,619.02 95,619.02
253659 10/13/10 USD 9.248 1.000 95,619.02 95,619.02
PUR 10/08/10 60 TENCENT HOLDINGS LTD C 25,800.00 1,420.51 4,371,198.09 4,371,198.09
252962 10/12/10 HKD 168.999 7.758 563,476.62 563,476.62
PUR 10/11/10 60 TENCENT HOLDINGS LTD C 31,100.00 1,782.87 5,486,850.23 5,486,850.23
252962 10/13/10 HKD 175.981 7.758 707,214.15 707,214.15
PUR 10/12/10 60 TENCENT HOLDINGS LTD C 14,800.00 881.10 2,711,642.47 2,711,642.47
252962 10/14/10 HKD 182.757 7.758 349,508.27 349,508.27
PUR 10/15/10 60 TENCENT HOLDINGS LTD C 100.00 5.81 17,883.79 17,883.79
252962 10/19/10 HKD 178.387 7.758 2,305.24 2,305.24
---------------- --------- ---------------- ------------ ---------------- --------------
122,640.00 5,869.69 13,043,391.50 13,043,391.50
2,078,321.20 2,078,321.20
6 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: 52
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/01/10 60 DESARROLLADORA HOMEX A 38.00 1.33 1,226.14 1,226.14
253598 10/06/10 USD 32.232 1.000 1,226.14 1,226.14
PUR 10/01/10 60 WALMART DE MEXICO-SER 16,900.00 108.08 544,152.88 544,152.88
251030 10/06/10 MXN 32.118 12.555 43,340.66 43,340.66
PUR 10/04/10 60 DESARROLLADORA HOMEX A 271.00 9.48 8,698.17 8,698.17
253598 10/07/10 USD 32.062 1.000 8,698.17 8,698.17
PUR 10/04/10 60 GENOMMA LAB INTERNACIO 22,200.00 108.02 545,549.07 545,549.07
252179 10/07/10 MXN 24.513 12.594 43,316.63 43,316.63
PUR 10/04/10 60 WALMART DE MEXICO-SER 2,300.00 14.61 73,777.77 73,777.77
251030 10/07/10 MXN 31.997 12.594 5,857.96 5,857.96
PUR 10/05/10 60 DESARROLLADORA HOMEX A 444.00 15.54 14,569.90 14,569.90
253598 10/08/10 USD 32.780 1.000 14,569.90 14,569.90
PUR 10/05/10 60 GENOMMA LAB INTERNACIO 11,800.00 58.53 293,633.03 293,633.03
252179 10/08/10 MXN 24.822 12.510 23,471.68 23,471.68
PUR 10/05/10 60 WALMART DE MEXICO-SER 8,400.00 54.10 271,407.99 271,407.99
251030 10/08/10 MXN 32.230 12.510 21,695.11 21,695.11
PUR 10/05/10 60 WALMART DE MEXICO-SER 25,300.00 162.81 816,749.91 816,749.91
251030 10/08/10 MXN 32.202 12.510 65,287.24 65,287.24
PUR 10/06/10 60 DESARROLLADORA HOMEX A 441.00 8.82 14,310.71 14,310.71
253598 10/12/10 USD 32.431 1.000 14,310.71 14,310.71
PUR 10/06/10 60 GENOMMA LAB INTERNACIO 29,600.00 149.56 749,013.30 749,013.30
252179 10/11/10 MXN 25.241 12.489 59,972.16 59,972.16
PUR 10/06/10 60 WALMART DE MEXICO-SER 8,500.00 54.72 274,043.40 274,043.40
251030 10/11/10 MXN 32.160 12.489 21,942.17 21,942.17
PUR 10/06/10 60 WALMART DE MEXICO-SER 8,500.00 54.71 273,995.68 273,995.68
251030 10/11/10 MXN 32.154 12.489 21,938.35 21,938.35
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: 53
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/07/10 60 DESARROLLADORA HOMEX A 441.00 15.44 14,386.84 14,386.84
253598 10/13/10 USD 32.588 1.000 14,386.84 14,386.84
PUR 10/07/10 60 GENOMMA LAB INTERNACIO 14,800.00 75.00 376,441.40 376,441.40
252179 10/12/10 MXN 25.372 12.517 30,074.41 30,074.41
PUR 10/07/10 60 WALMART DE MEXICO-SER 37,200.00 235.13 1,180,185.47 1,180,185.47
251030 10/12/10 MXN 31.646 12.517 94,286.61 94,286.61
PUR 10/08/10 60 DESARROLLADORA HOMEX A 391.00 13.69 12,858.16 12,858.16
253598 10/14/10 USD 32.850 1.000 12,858.16 12,858.16
PUR 10/08/10 60 WALMART DE MEXICO-SER 15,700.00 97.82 489,899.90 489,899.90
251030 10/13/10 MXN 31.126 12.489 39,226.67 39,226.67
PUR 10/08/10 60 WALMART DE MEXICO-SER 14,400.00 89.79 449,681.40 449,681.40
251030 10/13/10 MXN 31.150 12.489 36,006.34 36,006.34
PUR 10/08/10 60 WALMART DE MEXICO-SER 8,400.00 52.39 262,389.94 262,389.94
251030 10/13/10 MXN 31.159 12.489 21,009.77 21,009.77
PUR 10/11/10 60 DESARROLLADORA HOMEX A 368.00 7.36 12,112.76 12,112.76
253598 10/14/10 USD 32.895 1.000 12,112.76 12,112.76
PUR 10/11/10 60 GENOMMA LAB INTERNACIO 14,800.00 76.99 383,615.09 383,615.09
252179 10/14/10 MXN 25.855 12.425 30,874.33 30,874.33
PUR 10/11/10 60 WALMART DE MEXICO-SER 3,400.00 21.38 106,512.22 106,512.22
251030 10/14/10 MXN 31.249 12.425 8,572.38 8,572.38
PUR 10/12/10 60 DESARROLLADORA HOMEX A 516.00 10.32 16,882.95 16,882.95
253598 10/15/10 USD 32.699 1.000 16,882.95 16,882.95
PUR 10/12/10 60 GENOMMA LAB INTERNACIO 7,400.00 15.44 192,052.40 192,052.40
252179 10/15/10 MXN 25.927 12.429 15,452.21 15,452.21
PUR 10/12/10 60 WALMART DE MEXICO-SER 144,300.00 901.24 4,491,716.29 4,491,716.29
251030 10/15/10 MXN 31.050 12.429 361,395.81 361,395.81
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 54
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/12/10 60 WALMART DE MEXICO-SER 28,600.00 178.84 891,313.79 891,313.79
251030 10/15/10 MXN 31.087 12.429 71,713.58 71,713.58
PUR 10/12/10 60 WALMART DE MEXICO-SER 8,500.00 53.26 265,433.53 265,433.53
251030 10/15/10 MXN 31.150 12.429 21,356.33 21,356.33
PUR 10/13/10 60 DESARROLLADORA HOMEX A 1,473.00 51.56 48,969.89 48,969.89
253598 10/18/10 USD 33.210 1.000 48,969.89 48,969.89
PUR 10/13/10 60 DESARROLLADORA HOMEX A 1,473.00 51.56 48,925.70 48,925.70
253598 10/18/10 USD 33.180 1.000 48,925.70 48,925.70
PUR 10/13/10 60 WALMART DE MEXICO-SER 7,400.00 46.46 230,705.71 230,705.71
251030 10/18/10 MXN 31.099 12.383 18,631.29 18,631.29
PUR 10/13/10 60 WALMART DE MEXICO-SER 22,200.00 139.17 691,033.28 691,033.28
251030 10/18/10 MXN 31.050 12.383 55,806.35 55,806.35
PUR 10/13/10 60 WALMART DE MEXICO-SER 98,000.00 614.35 3,050,507.25 3,050,507.25
251030 10/18/10 MXN 31.050 12.383 246,352.35 246,352.35
PUR 10/14/10 60 DESARROLLADORA HOMEX A 1,503.00 52.61 49,740.44 49,740.44
253598 10/19/10 USD 33.059 1.000 49,740.44 49,740.44
PUR 10/14/10 60 DESARROLLADORA HOMEX A 1,031.00 36.09 34,095.18 34,095.18
253598 10/19/10 USD 33.035 1.000 34,095.18 34,095.18
PUR 10/14/10 60 WALMART DE MEXICO-SER 14,200.00 88.93 441,784.51 441,784.51
251030 10/19/10 MXN 31.034 12.388 35,662.73 35,662.73
PUR 10/15/10 60 WALMART DE MEXICO-SER 800.00 2.01 24,947.16 24,947.16
251030 10/20/10 MXN 31.153 12.423 2,008.18 2,008.18
PUR 10/15/10 60 WALMART DE MEXICO-SER 32,600.00 203.71 1,014,760.58 1,014,760.58
251030 10/20/10 MXN 31.050 12.423 81,685.66 81,685.66
PUR 10/20/10 60 DESARROLLADORA HOMEX A 293.00 10.26 10,118.67 10,118.67
253598 10/25/10 USD 34.500 1.000 10,118.67 10,118.67
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: 55
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/21/10 60 DESARROLLADORA HOMEX A 1,032.00 20.64 35,440.22 35,440.22
253598 10/26/10 USD 34.321 1.000 35,440.22 35,440.22
PUR 10/22/10 60 DESARROLLADORA HOMEX A 737.00 14.74 25,344.91 25,344.91
253598 10/27/10 USD 34.369 1.000 25,344.91 25,344.91
PUR 10/25/10 60 DESARROLLADORA HOMEX A 737.00 14.74 25,819.32 25,819.32
253598 10/28/10 USD 35.013 1.000 25,819.32 25,819.32
PUR 10/26/10 60 DESARROLLADORA HOMEX A 1,127.00 22.54 37,866.30 37,866.30
253598 10/29/10 USD 33.579 1.000 37,866.30 37,866.30
PUR 10/27/10 60 DESARROLLADORA HOMEX A 1,297.00 45.40 42,664.69 42,664.69
253598 11/01/10 USD 32.860 1.000 42,664.69 42,664.69
PUR 10/27/10 60 DESARROLLADORA HOMEX A 332.00 6.64 10,968.25 10,968.25
253598 11/01/10 USD 33.017 1.000 10,968.25 10,968.25
PUR 10/28/10 60 DESARROLLADORA HOMEX A 884.00 30.94 29,201.17 29,201.17
253598 11/02/10 USD 32.998 1.000 29,201.17 29,201.17
PUR 10/28/10 60 DESARROLLADORA HOMEX A 147.00 2.94 4,867.17 4,867.17
253598 11/02/10 USD 33.090 1.000 4,867.17 4,867.17
PUR 10/29/10 60 DESARROLLADORA HOMEX A 369.00 12.92 12,374.42 12,374.42
253598 11/03/10 USD 33.500 1.000 12,374.42 12,374.42
PUR 10/29/10 60 DESARROLLADORA HOMEX A 355.00 7.10 11,878.80 11,878.80
253598 11/03/10 USD 33.441 1.000 11,878.80 11,878.80
---------------- --------- ---------------- ------------ ---------------- --------------
621,900.00 4,119.71 18,908,623.71 18,908,623.71
2,000,257.72 2,000,257.72
49 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 10/01/10 60 SBERBANK-CLS 690,700.00 3,910.74 1,959,282.44 1,959,282.44
250612 10/07/10 USD 2.831 1.000 1,959,282.44 1,959,282.44
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: 56
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/05/10 60 WIMM-BILL-DANN FOODS O 4,700.00 164.50 113,229.58 113,229.58
244811 10/08/10 USD 24.056 1.000 113,229.58 113,229.58
PUR 10/05/10 60 WIMM-BILL-DANN FOODS O 500.00 10.00 12,009.60 12,009.60
244811 10/08/10 USD 23.999 1.000 12,009.60 12,009.60
PUR 10/06/10 60 WIMM-BILL-DANN FOODS O 2,600.00 52.00 63,957.66 63,957.66
244811 10/12/10 USD 24.579 1.000 63,957.66 63,957.66
PUR 10/07/10 60 WIMM-BILL-DANN FOODS O 3,600.00 72.00 87,494.51 87,494.51
244811 10/13/10 USD 24.284 1.000 87,494.51 87,494.51
PUR 10/07/10 60 WIMM-BILL-DANN FOODS O 900.00 31.50 22,082.94 22,082.94
244811 10/13/10 USD 24.502 1.000 22,082.94 22,082.94
PUR 10/08/10 60 WIMM-BILL-DANN FOODS O 300.00 6.00 7,300.62 7,300.62
244811 10/14/10 USD 24.315 1.000 7,300.62 7,300.62
PUR 10/11/10 60 WIMM-BILL-DANN FOODS O 300.00 6.00 7,487.34 7,487.34
244811 10/14/10 USD 24.938 1.000 7,487.34 7,487.34
PUR 10/12/10 60 WIMM-BILL-DANN FOODS O 700.00 24.50 17,894.24 17,894.24
244811 10/15/10 USD 25.528 1.000 17,894.24 17,894.24
PUR 10/12/10 60 WIMM-BILL-DANN FOODS O 400.00 8.00 10,103.80 10,103.80
244811 10/15/10 USD 25.240 1.000 10,103.80 10,103.80
PUR 10/13/10 60 WIMM-BILL-DANN FOODS O 700.00 24.50 17,874.50 17,874.50
244811 10/18/10 USD 25.500 1.000 17,874.50 17,874.50
PUR 10/13/10 60 WIMM-BILL-DANN FOODS O 1,600.00 32.00 40,845.99 40,845.99
244811 10/18/10 USD 25.509 1.000 40,845.99 40,845.99
PUR 10/14/10 60 SBERBANK-CLS 79,900.00 490.59 245,783.59 245,783.59
250612 10/21/10 USD 3.070 1.000 245,783.59 245,783.59
PUR 10/14/10 60 SBERBANK-CLS 430,200.00 2,648.74 1,327,019.44 1,327,019.44
250612 10/21/10 USD 3.079 1.000 1,327,019.44 1,327,019.44
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: 57
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/14/10 60 WIMM-BILL-DANN FOODS O 1,400.00 49.00 36,016.96 36,016.96
244811 10/19/10 USD 25.691 1.000 36,016.96 36,016.96
PUR 10/14/10 60 WIMM-BILL-DANN FOODS O 100.00 2.00 2,562.42 2,562.42
244811 10/19/10 USD 25.604 1.000 2,562.42 2,562.42
PUR 10/15/10 60 WIMM-BILL-DANN FOODS O 17,300.00 605.50 454,635.35 454,635.35
244811 10/20/10 USD 26.245 1.000 454,635.35 454,635.35
PUR 10/15/10 60 WIMM-BILL-DANN FOODS O 200.00 7.00 5,203.10 5,203.10
244811 10/20/10 USD 25.981 1.000 5,203.10 5,203.10
PUR 10/18/10 60 SBERBANK-CLS 30,600.00 186.15 93,262.17 93,262.17
250612 10/25/10 USD 3.042 1.000 93,262.17 93,262.17
PUR 10/18/10 60 WIMM-BILL-DANN FOODS O 700.00 24.50 18,548.11 18,548.11
244811 10/21/10 USD 26.462 1.000 18,548.11 18,548.11
PUR 10/19/10 60 SBERBANK-CLS 96,900.00 607.79 304,505.18 304,505.18
250612 10/26/10 USD 3.136 1.000 304,505.18 304,505.18
PUR 10/19/10 60 WIMM-BILL-DANN FOODS O 4,300.00 150.50 110,873.35 110,873.35
244811 10/22/10 USD 25.750 1.000 110,873.35 110,873.35
PUR 10/20/10 60 SBERBANK-CLS 63,500.00 391.55 196,164.08 196,164.08
250612 10/27/10 USD 3.083 1.000 196,164.08 196,164.08
PUR 10/20/10 60 WIMM-BILL-DANN FOODS O 900.00 31.50 22,794.48 22,794.48
244811 10/25/10 USD 25.292 1.000 22,794.48 22,794.48
PUR 10/20/10 60 WIMM-BILL-DANN FOODS O 3,600.00 126.00 91,926.00 91,926.00
244811 10/25/10 USD 25.500 1.000 91,926.00 91,926.00
PUR 10/26/10 60 WIMM-BILL-DANN FOODS O 1,200.00 42.00 30,588.60 30,588.60
244811 10/29/10 USD 25.456 1.000 30,588.60 30,588.60
PUR 10/27/10 60 WIMM-BILL-DANN FOODS O 2,500.00 87.50 62,228.75 62,228.75
244811 11/01/10 USD 24.857 1.000 62,228.75 62,228.75
---------------- --------- ---------------- ------------ ---------------- --------------
1,440,300.00 9,792.06 5,361,674.80 5,361,674.80
5,361,674.80 5,361,674.80
27 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: 58
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/07/10 60 STATE BANK OF INDIA SP 482.00 19.28 70,391.28 70,391.28
253823 10/12/10 USD 146.000 1.000 70,391.28 70,391.28
PUR 10/07/10 60 STATE BANK OF INDIA SP 5,800.00 844,480.00 844,480.00
253823 10/12/10 USD 145.600 1.000 844,480.00 844,480.00
PUR 10/08/10 60 STATE BANK OF INDIA SP 1,462.00 58.48 213,510.48 213,510.48
253823 10/13/10 USD 146.000 1.000 213,510.48 213,510.48
PUR 10/12/10 60 STATE BANK OF INDIA SP 1,646.00 239,493.00 239,493.00
253823 10/15/10 USD 145.500 1.000 239,493.00 239,493.00
PUR 10/15/10 60 HINDALCO INDS REG S + 48,417.00 235,790.79 235,790.79
249895 10/20/10 USD 4.870 1.000 235,790.79 235,790.79
PUR 10/15/10 60 TATA STEEL LTD GDR REG 13,702.00 200,871.32 200,871.32
252812 10/20/10 USD 14.660 1.000 200,871.32 200,871.32
PUR 10/25/10 60 INFOSYS TECHNOLOGIES L 9,300.00 325.50 631,301.67 631,301.67
239503 10/28/10 USD 67.847 1.000 631,301.67 631,301.67
PUR 10/25/10 60 LARSEN + TOUBRO LTD IN 3,701.00 170,060.95 170,060.95
239208 10/28/10 USD 45.950 1.000 170,060.95 170,060.95
PUR 10/26/10 60 INFOSYS TECHNOLOGIES L 2,900.00 58.00 195,017.46 195,017.46
239503 10/29/10 USD 67.227 1.000 195,017.46 195,017.46
---------------- --------- ---------------- ------------ ---------------- --------------
87,410.00 461.26 2,800,916.95 2,800,916.95
2,800,916.95 2,800,916.95
9 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
35,791,177.00 90,748.66 21652175650.56 21652175650.56
28,919,783.71 28,919,783.71
171 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
35,791,177.00 90,748.66 21652175650.56 21652175650.56
28,919,783.71 28,919,783.71
171 "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: 59
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETN - EMERGING MARKET (1750)
--------------------------------
SALE 10/15/10 60 IPATH ETNS LKD MSCI IN 6,000.00 217.97 471,620.83 336,040.50 135,580.33
247826 10/20/10 USD 78.640 1.000 471,620.83 336,040.50 135,580.33
---------------- --------- ---------------- ------------ ---------------- --------------
6,000.00 217.97 471,620.83 336,040.50 135,580.33
471,620.83 336,040.50 135,580.33
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
6,000.00 217.97 471,620.83 336,040.50 135,580.33
471,620.83 336,040.50 135,580.33
1 TRANSACTION IN CATEGORY: ETN - EMERGING MARKET (1750)
EM COMMON STOCK (2225)
--------------------------------
SALE 10/04/10 60 GOME ELECTRICAL APPLIA 824,000.00 117.51 1,896,495.72 2,365,157.81 -468,662.09
239292 10/06/10 HKD 2.303 7.759 244,439.45 303,560.69 -59,121.24
SALE 10/05/10 60 GOME ELECTRICAL APPLIA 476,000.00 67.03 1,081,575.09 1,366,280.48 -284,705.39
239292 10/07/10 HKD 2.273 7.756 139,442.02 175,357.87 -35,915.85
SALE 10/06/10 60 GOME ELECTRICAL APPLIA 594,000.00 85.27 1,375,556.04 1,704,980.26 -329,424.22
239292 10/08/10 HKD 2.317 7.755 177,369.80 218,828.94 -41,459.14
SALE 10/07/10 60 GOME ELECTRICAL APPLIA 261,000.00 195.89 598,150.22 749,158.00 -151,007.78
239292 10/11/10 HKD 2.298 7.753 77,149.81 96,152.11 -19,002.30
SALE 10/08/10 60 GOME ELECTRICAL APPLIA 357,000.00 268.80 821,254.45 1,024,710.36 -203,455.91
239292 10/12/10 HKD 2.306 7.758 105,865.18 131,518.41 -25,653.23
SALE 10/11/10 60 GOME ELECTRICAL APPLIA 1,002,000.00 787.53 2,406,373.65 2,876,077.82 -469,704.17
239292 10/13/10 HKD 2.408 7.758 310,163.65 369,135.69 -58,972.04
---------------- --------- ---------------- ------------ ---------------- --------------
3,514,000.00 1,522.03 8,179,405.17 10,086,364.73 -1,906,959.56
1,054,429.91 1,294,553.71 -240,123.80
6 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: 60
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/04/10 60 POLSKI KONCERN NAF PLN 19,252.00 778.23 748,575.52 595,201.72 153,373.80
248890 10/07/10 PLN 39.000 2.894 258,633.38 208,839.11 49,794.27
SALE 10/04/10 60 POLSKI KONCERN NAF PLN 979.00 39.97 38,443.51 30,267.11 8,176.40
248890 10/07/10 PLN 39.386 2.894 13,282.26 10,619.86 2,662.40
SALE 10/04/10 60 POLSKI KONCERN NAF PLN 3,503.00 143.03 137,577.61 108,300.00 29,277.61
248890 10/07/10 PLN 39.392 2.894 47,533.16 37,999.34 9,533.82
SALE 10/05/10 60 POLSKI KONCERN NAF PLN 12,316.00 516.81 491,008.59 380,765.86 110,242.73
248890 10/08/10 PLN 39.988 2.859 171,753.39 133,599.75 38,153.64
SALE 10/06/10 60 POLSKI KONCERN NAF PLN 6,527.00 278.01 263,029.88 201,791.07 61,238.81
248890 10/11/10 PLN 40.420 2.847 92,391.68 70,802.66 21,589.02
SALE 10/06/10 60 POLSKI KONCERN NAF PLN 780.00 16.69 31,631.79 24,114.76 7,517.03
248890 10/11/10 PLN 40.615 2.847 11,110.96 8,461.17 2,649.79
SALE 10/07/10 60 POLSKI KONCERN NAF PLN 2,176.00 91.76 86,789.08 67,273.99 19,515.09
248890 10/12/10 PLN 40.005 2.846 30,496.18 23,604.50 6,891.68
SALE 10/08/10 60 POLSKI KONCERN NAF PLN 5,439.00 223.79 212,464.52 168,154.07 44,310.45
248890 10/13/10 PLN 39.181 2.857 74,371.51 59,000.41 15,371.10
SALE 10/11/10 60 POLSKI KONCERN NAF PLN 2,389.00 99.49 94,084.31 73,859.18 20,225.13
248890 10/14/10 PLN 39.501 2.845 33,064.83 25,915.05 7,149.78
SALE 10/12/10 60 POLSKI KONCERN NAF PLN 653.00 26.89 25,585.91 20,188.38 5,397.53
248890 10/15/10 PLN 39.300 2.864 8,935.03 7,083.52 1,851.51
SALE 10/12/10 60 POLSKI KONCERN NAF PLN 2,176.00 89.82 85,477.20 67,273.99 18,203.21
248890 10/15/10 PLN 39.400 2.864 29,850.08 23,604.50 6,245.58
SALE 10/13/10 60 POLSKI KONCERN NAF PLN 2,176.00 94.06 87,915.47 67,273.99 20,641.48
248890 10/18/10 PLN 40.524 2.813 31,257.72 23,604.50 7,653.22
SALE 10/14/10 60 POLSKI KONCERN NAF PLN 1,088.00 48.60 44,693.40 33,637.00 11,056.40
248890 10/19/10 PLN 41.202 2.767 16,152.00 11,802.25 4,349.75
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 61
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/15/10 60 POLSKI KONCERN NAF PLN 910.00 39.56 36,715.31 28,133.89 8,581.42
248890 10/20/10 PLN 40.468 2.793 13,147.12 9,871.37 3,275.75
SALE 10/19/10 60 POLSKI KONCERN NAF PLN 1,719.00 70.73 67,498.00 53,145.22 14,352.78
248890 10/22/10 PLN 39.384 2.872 23,505.77 18,647.12 4,858.65
SALE 10/20/10 60 POLSKI KONCERN NAF PLN 5,003.00 208.41 196,094.39 154,674.54 41,419.85
248890 10/25/10 PLN 39.313 2.831 69,263.16 54,270.83 14,992.33
SALE 10/20/10 60 POLSKI KONCERN NAF PLN 11,788.00 491.38 462,332.25 364,442.02 97,890.23
248890 10/25/10 PLN 39.339 2.831 163,301.93 127,872.19 35,429.74
SALE 10/21/10 60 POLSKI KONCERN NAF PLN 11,120.00 471.71 443,243.87 343,789.90 99,453.97
248890 10/26/10 PLN 39.980 2.827 156,764.53 120,625.96 36,138.57
SALE 10/21/10 60 POWSZECHNY ZAKLAD UBEZ 426.00 174.47 163,942.69 147,379.10 16,563.59
252014 10/26/10 PLN 386.000 2.827 57,982.52 47,191.57 10,790.95
SALE 10/22/10 60 POLSKI KONCERN NAF PLN 1,560.00 65.20 61,673.41 48,229.52 13,443.89
248890 10/27/10 PLN 39.653 2.846 21,667.54 16,922.35 4,745.19
SALE 10/22/10 60 POWSZECHNY ZAKLAD UBEZ 85.00 34.18 32,329.74 29,406.63 2,923.11
252014 10/27/10 PLN 381.494 2.846 11,358.32 9,416.16 1,942.16
SALE 10/25/10 60 POLSKI KONCERN NAF PLN 1,112.00 47.37 44,346.56 34,378.99 9,967.57
248890 10/28/10 PLN 40.000 2.817 15,743.04 12,062.60 3,680.44
SALE 10/26/10 60 POLSKI KONCERN NAF PLN 556.00 23.28 21,951.55 17,189.49 4,762.06
248890 10/29/10 PLN 39.600 2.837 7,737.59 6,031.30 1,706.29
SALE 10/27/10 60 POLSKI KONCERN NAF PLN 6,147.00 245,116.54 190,042.85 55,073.69
248890 11/02/10 PLN 39.876 2.879 85,148.34 66,680.55 18,467.79
SALE 10/27/10 60 POWSZECHNY ZAKLAD UBEZ 426.00 167.11 159,867.35 147,379.10 12,488.25
252014 11/02/10 PLN 376.405 2.879 55,534.56 47,191.57 8,342.99
SALE 10/28/10 60 POLSKI KONCERN NAF PLN 2,809.00 117.85 112,019.84 86,844.05 25,175.79
248890 11/03/10 PLN 39.999 2.860 39,167.09 30,471.07 8,696.02
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: 62
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/28/10 60 POWSZECHNY ZAKLAD UBEZ 150.00 60.31 57,326.38 51,894.05 5,432.33
252014 11/03/10 PLN 383.326 2.860 20,043.84 16,616.75 3,427.09
---------------- --------- ---------------- ------------ ---------------- --------------
103,265.00 4,418.71 4,451,734.67 3,535,030.47 916,704.20
1,559,197.53 1,228,808.01 330,389.52
27 TRANSACTIONS IN COUNTRY: POLAND (2300)
SALE 10/04/10 60 MOL MAGYAR OLAJ ES GAZ 724.00 227.04 15,064,483.00 11,023,089.90 4,041,393.10
247887 10/07/10 HUF 20869.9 199.649 75,454.78 54,304.87 21,149.91
SALE 10/05/10 60 MOL MAGYAR OLAJ ES GAZ 244.00 77.43 5,031,117.00 3,714,964.00 1,316,153.00
247887 10/08/10 HUF 20681.3 195.509 25,733.40 18,301.64 7,431.76
SALE 10/05/10 60 MOL MAGYAR OLAJ ES GAZ 1,691.00 538.41 34,982,985.25 25,745,918.53 9,237,066.72
247887 10/08/10 HUF 20750.0 195.509 178,932.63 126,836.37 52,096.26
SALE 10/06/10 60 MOL MAGYAR OLAJ ES GAZ 483.00 158.08 10,259,444.06 7,353,801.69 2,905,642.37
247887 10/11/10 HUF 21305.0 195.284 52,535.97 36,228.25 16,307.72
SALE 10/06/10 60 MOL MAGYAR OLAJ ES GAZ 311.00 101.29 6,573,564.00 4,735,056.57 1,838,507.43
247887 10/11/10 HUF 21200.4 195.284 33,661.53 23,327.09 10,334.44
SALE 10/08/10 60 MOL MAGYAR OLAJ ES GAZ 475.00 152.05 10,005,741.00 7,231,999.59 2,773,741.41
247887 10/13/10 HUF 21128.1 198.008 50,531.94 35,628.19 14,903.75
SALE 10/11/10 60 MOL MAGYAR OLAJ ES GAZ 242.00 78.35 5,130,032.00 3,684,513.47 1,445,518.53
247887 10/14/10 HUF 21262.2 197.013 26,039.04 18,151.63 7,887.41
SALE 10/13/10 60 MOL MAGYAR OLAJ ES GAZ 483.00 155.82 10,119,794.00 7,353,801.69 2,765,992.31
247887 10/18/10 HUF 21015.0 195.426 51,783.15 36,228.25 15,554.90
SALE 10/13/10 60 MOL MAGYAR OLAJ ES GAZ 732.00 235.39 15,287,670.51 11,144,892.00 4,142,778.51
247887 10/18/10 HUF 20947.6 195.426 78,227.25 54,904.92 23,322.33
---------------- --------- ---------------- ------------ ---------------- --------------
5,385.00 1,723.86 112,454,830.82 81,988,037.44 30,466,793.38
572,899.69 403,911.21 168,988.48
9 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/11/10 60 CHINA CITIC BANK C 366,000.00 118.18 1,907,194.04 1,685,815.12 221,378.92
247241 10/13/10 HKD 5.213 7.758 245,823.11 217,492.86 28,330.25
SALE 10/18/10 60 AGRICULTURAL BANK OF C 2,015,000.00 2,650.51 8,098,003.59 6,658,959.39 1,439,044.20
252605 10/20/10 HKD 4.029 7.758 1,043,880.01 855,268.77 188,611.24
SALE 10/20/10 60 CHINA OILFIELD SER HKD 10,000.00 38.96 119,104.07 92,463.54 26,640.53
247497 10/22/10 HKD 11.941 7.762 15,343.82 11,929.73 3,414.09
SALE 10/20/10 60 DONGFENG MOTOR GROUP C 34,000.00 186.11 568,955.22 138,750.83 430,204.39
240999 10/22/10 HKD 16.776 7.762 73,296.77 17,815.54 55,481.23
---------------- --------- ---------------- ------------ ---------------- --------------
2,425,000.00 2,993.76 10,693,256.92 8,575,988.88 2,117,268.04
1,378,343.71 1,102,506.90 275,836.81
4 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 10/06/10 60 CHINA MOBILE LTD 49,500.00 250.21 4,036,340.85 4,920,457.29 -884,116.44
239295 10/08/10 HKD 81.581 7.755 520,462.25 631,879.17 -111,416.92
SALE 10/06/10 60 CNOOC LTD HKD 0.02 62,000.00 329.17 1,005,400.22 747,176.25 258,223.97
250259 10/08/10 HKD 16.257 7.755 129,640.40 96,375.02 33,265.38
SALE 10/07/10 60 CNOOC LTD HKD 0.02 33,000.00 176.19 537,986.60 397,690.58 140,296.02
250259 10/11/10 HKD 16.344 7.753 69,389.87 51,296.38 18,093.49
SALE 10/08/10 60 CHINA UNICOM HONG KONG 158,000.00 581.25 1,775,859.58 1,484,791.88 291,067.70
251029 10/12/10 HKD 11.268 7.758 228,920.16 191,303.41 37,616.75
SALE 10/11/10 60 CHINA UNICOM HONG KONG 166,000.00 612.92 1,872,822.80 1,559,971.22 312,851.58
251029 10/13/10 HKD 11.311 7.758 241,392.92 200,989.66 40,403.26
SALE 10/12/10 60 CHINA UNICOM HONG KONG 162,000.00 598.89 1,829,954.43 1,522,381.55 307,572.88
251029 10/14/10 HKD 11.325 7.758 235,865.98 196,146.54 39,719.44
SALE 10/13/10 60 CHINA UNICOM HONG KONG 184,000.00 674.48 2,061,104.33 1,729,124.72 331,979.61
251029 10/15/10 HKD 11.230 7.759 265,637.04 222,783.72 42,853.32
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: 64
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/14/10 60 CHINA UNICOM HONG KONG 482,000.00 1,793.54 5,480,315.58 4,529,554.98 950,760.60
251029 10/18/10 HKD 11.399 7.758 706,371.88 583,596.49 122,775.39
SALE 10/15/10 60 CHINA UNICOM HONG KONG 250,000.00 923.81 2,822,608.76 2,349,354.24 473,254.52
251029 10/19/10 HKD 11.319 7.758 363,836.70 302,695.28 61,141.42
SALE 10/18/10 60 CHINA UNICOM HONG KONG 42,000.00 153.06 467,643.94 394,691.51 72,952.43
251029 10/20/10 HKD 11.163 7.758 60,282.04 50,852.81 9,429.23
SALE 10/20/10 60 CHINA RESOURCES POWER 28,000.00 144.93 443,067.38 509,745.00 -66,677.62
239284 10/22/10 HKD 15.864 7.762 57,079.03 65,533.48 -8,454.45
SALE 10/20/10 60 CNOOC LTD HKD 0.02 95,000.00 494.57 1,511,964.12 1,144,866.84 367,097.28
250259 10/22/10 HKD 15.956 7.762 194,781.75 147,671.40 47,110.35
SALE 10/20/10 60 SHANGHAI INDUSTRIAL HL 86,000.00 1,043.26 3,189,400.71 2,481,084.81 708,315.90
239283 10/22/10 HKD 37.180 7.762 410,880.82 318,417.22 92,463.60
---------------- --------- ---------------- ------------ ---------------- --------------
1,797,500.00 7,776.28 27,034,469.30 23,770,890.87 3,263,578.43
3,484,540.84 3,059,540.58 425,000.26
13 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 10/01/10 60 HYUNDAI ENGINEERING & 673.00 108.85 48,947,429.00 42,493,490.64 6,453,938.36
247012 10/05/10 KRW 72913.0 1130.45 43,299.07 35,022.28 8,276.79
SALE 10/01/10 60 SAMSUNG ELECTRONICS CO 71.00 121.39 54,586,186.00 43,364,104.62 11,222,081.38
239489 10/05/10 KRW 770752. 1130.45 48,287.13 39,251.93 9,035.20
SALE 10/01/10 60 SHINHAN FINANCIAL GROU 1,170.00 116.96 52,596,045.00 40,805,245.36 11,790,799.64
239492 10/05/10 KRW 45066.8 1130.45 46,526.64 34,107.28 12,419.36
SALE 10/04/10 60 HYUNDAI ENGINEERING & 670.00 107.65 48,060,785.00 42,304,069.43 5,756,715.57
247012 10/06/10 KRW 71912.8 1122.35 42,821.57 34,866.16 7,955.41
SALE 10/04/10 60 SAMSUNG ELECTRONICS CO 69.00 119.54 53,371,180.00 42,142,580.55 11,228,599.45
239489 10/06/10 KRW 775439. 1122.35 47,553.06 38,146.24 9,406.82
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 65
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/04/10 60 SHINHAN FINANCIAL GROU 1,120.00 116.28 51,917,291.00 39,061,431.46 12,855,859.54
239492 10/06/10 KRW 46471.2 1122.35 46,257.67 32,649.71 13,607.96
SALE 10/05/10 60 AMOREPACIFIC CORP 6.00 14.60 6,569,398.00 3,708,084.79 2,861,313.21
239473 10/07/10 KRW 1097651 1130.65 5,810.28 3,593.21 2,217.07
SALE 10/05/10 60 CHEIL WORLDWIDE INC 245.00 7.15 3,217,977.00 2,428,793.04 789,183.96
239474 10/07/10 KRW 13167.5 1130.65 2,846.13 2,407.87 438.26
SALE 10/06/10 60 AMOREPACIFIC CORP 17.00 41.35 18,391,853.00 10,506,240.23 7,885,612.77
239473 10/08/10 KRW 1084593 1118.05 16,449.94 10,180.77 6,269.17
SALE 10/06/10 60 CHEIL INDUSTRIES INC 740.00 153.36 68,208,601.00 34,893,080.20 33,315,520.80
239475 10/08/10 KRW 92405.4 1118.05 61,006.75 33,281.76 27,724.99
SALE 10/06/10 60 CHEIL WORLDWIDE INC 506.00 14.97 6,662,621.00 5,016,201.14 1,646,419.86
239474 10/08/10 KRW 13200.3 1118.05 5,959.14 4,972.99 986.15
SALE 10/06/10 60 HYUNDAI ENGINEERING & 330.00 53.16 23,642,623.00 20,836,332.70 2,806,290.30
247012 10/08/10 KRW 71824.4 1118.05 21,146.30 17,172.89 3,973.41
SALE 10/06/10 60 LG CHEM LTD KRW 5000.0 455.00 328.53 146,115,175.00 48,126,738.34 97,988,436.66
239483 10/08/10 KRW 321939. 1118.05 130,687.51 43,370.40 87,317.11
SALE 10/06/10 60 OCI COMPANY LTD 82.00 57.25 25,466,957.00 18,528,653.77 6,938,303.23
247824 10/08/10 KRW 311353. 1118.05 22,778.01 14,871.97 7,906.04
SALE 10/06/10 60 SAMSUNG ELECTRONICS CO 34.00 59.68 26,542,255.00 20,765,909.25 5,776,345.75
239489 10/08/10 KRW 782616. 1118.05 23,739.77 18,796.70 4,943.07
SALE 10/06/10 60 SHINHAN FINANCIAL GROU 550.00 58.55 26,040,183.00 19,181,952.95 6,858,230.05
239492 10/08/10 KRW 47464.8 1118.05 23,290.71 16,033.34 7,257.37
SALE 10/07/10 60 AMOREPACIFIC CORP 14.00 33.82 14,996,554.00 8,652,197.84 6,344,356.16
239473 10/11/10 KRW 1073874 1114.50 13,455.86 8,384.16 5,071.70
SALE 10/07/10 60 CHEIL INDUSTRIES INC 450.00 94.63 41,958,203.00 21,218,764.99 20,739,438.01
239475 10/11/10 KRW 93474.8 1114.50 37,647.56 20,238.91 17,408.65
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 66
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/07/10 60 CHEIL WORLDWIDE INC 495.00 14.63 6,490,305.00 4,907,153.29 1,583,151.71
239474 10/11/10 KRW 13144.6 1114.50 5,823.51 4,864.88 958.63
SALE 10/07/10 60 HYUNDAI ENGINEERING & 487.00 78.58 34,839,294.00 30,749,375.84 4,089,918.16
247012 10/11/10 KRW 71718.4 1114.50 31,260.02 25,343.02 5,917.00
SALE 10/07/10 60 LG CHEM LTD KRW 5000.0 191.00 140.18 62,148,816.00 20,202,652.80 41,946,163.20
239483 10/11/10 KRW 326204. 1114.50 55,763.85 18,206.03 37,557.82
SALE 10/07/10 60 OCI COMPANY LTD 62.00 43.83 19,434,001.00 14,009,469.92 5,424,531.08
247824 10/11/10 KRW 314239. 1114.50 17,437.42 11,244.66 6,192.76
SALE 10/07/10 60 SAMSUNG ELECTRONICS CO 51.00 88.50 39,234,421.00 31,148,863.88 8,085,557.12
239489 10/11/10 KRW 771236. 1114.50 35,203.61 28,195.05 7,008.56
SALE 10/07/10 60 SAMSUNG ELECTRONICS CO 282.00 489.47 217,004,845.00 172,234,894.40 44,769,950.60
239489 10/11/10 KRW 771455. 1114.50 194,710.49 155,902.03 38,808.46
SALE 10/07/10 60 SHINHAN FINANCIAL GROU 820.00 86.68 38,429,221.00 28,598,548.03 9,830,672.97
239492 10/11/10 KRW 46982.7 1114.50 34,481.13 23,904.25 10,576.88
SALE 10/08/10 60 AMOREPACIFIC CORP 17.00 39.72 17,703,424.00 10,506,240.23 7,197,183.77
239473 10/12/10 KRW 1043995 1120.30 15,802.40 10,180.77 5,621.63
SALE 10/08/10 60 CHEIL WORLDWIDE INC 534.00 15.88 7,077,752.00 5,293,777.48 1,783,974.52
239474 10/12/10 KRW 13287.5 1120.30 6,317.73 5,248.18 1,069.55
SALE 10/08/10 60 HYUNDAI ENGINEERING & 405.00 65.78 29,315,537.00 25,571,862.87 3,743,674.13
247012 10/12/10 KRW 72566.0 1120.30 26,167.58 21,075.82 5,091.76
SALE 10/08/10 60 SAMSUNG ELECTRONICS CO 42.00 70.75 31,531,030.00 25,652,005.55 5,879,024.45
239489 10/12/10 KRW 752626. 1120.30 28,145.17 23,219.45 4,925.72
SALE 10/08/10 60 SHINHAN FINANCIAL GROU 690.00 71.46 31,845,599.00 24,064,631.88 7,780,967.12
239492 10/12/10 KRW 46269.0 1120.30 28,425.96 20,114.55 8,311.41
SALE 10/11/10 60 AMOREPACIFIC CORP 2.00 4.66 2,070,355.00 1,236,028.26 834,326.74
239473 10/13/10 KRW 1037777 1116.75 1,853.91 1,197.74 656.17
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 67
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/11/10 60 CHEIL WORLDWIDE INC 420.00 12.48 5,547,996.00 4,163,645.21 1,384,350.79
239474 10/13/10 KRW 13242.7 1116.75 4,967.98 4,127.78 840.20
SALE 10/12/10 60 CHEIL WORLDWIDE INC 440.00 12.92 5,819,132.00 4,361,914.03 1,457,217.97
239474 10/14/10 KRW 13258.5 1131.55 5,142.62 4,324.34 818.28
SALE 10/13/10 60 CHEIL WORLDWIDE INC 370.00 10.94 4,880,151.00 3,667,973.16 1,212,177.84
239474 10/15/10 KRW 13222.7 1120.44 4,355.53 3,636.38 719.15
SALE 10/13/10 60 SHINHAN FINANCIAL GROU 4,520.00 456.18 203,329,481.00 157,640,776.95 45,688,704.05
239492 10/15/10 KRW 45097.4 1120.45 181,471.27 131,764.89 49,706.38
SALE 10/14/10 60 CHEIL WORLDWIDE INC 800.00 24.35 10,764,094.00 7,930,752.78 2,833,341.22
239474 10/18/10 KRW 13488.9 1110.95 9,689.09 7,862.43 1,826.66
SALE 10/14/10 60 SHINHAN FINANCIAL GROU 5,780.00 585.85 258,909,958.00 201,584,887.34 57,325,070.66
239492 10/18/10 KRW 44906.7 1110.95 233,052.75 168,495.81 64,556.94
SALE 10/15/10 60 CHEIL WORLDWIDE INC 690.00 20.57 9,095,381.00 6,840,274.28 2,255,106.72
239474 10/19/10 KRW 13214.8 1111.39 8,183.72 6,781.35 1,402.37
SALE 10/15/10 60 SHINHAN FINANCIAL GROU 2,360.00 241.86 106,929,016.00 82,308,016.28 24,620,999.72
239492 10/19/10 KRW 45422.8 1111.40 96,211.10 68,797.60 27,413.50
SALE 10/18/10 60 CHEIL WORLDWIDE INC 810.00 23.41 10,426,416.00 8,029,887.19 2,396,528.81
239474 10/20/10 KRW 12904.4 1119.15 9,316.37 7,960.72 1,355.65
SALE 10/19/10 60 CHEIL WORLDWIDE INC 550.00 15.69 7,053,431.00 5,452,392.54 1,601,038.46
239474 10/21/10 KRW 12856.6 1130.10 6,241.42 5,405.42 836.00
SALE 10/20/10 60 CHEIL WORLDWIDE INC 390.00 11.18 5,014,800.00 3,866,241.98 1,148,558.02
239474 10/22/10 KRW 12890.7 1126.94 4,449.89 3,832.94 616.95
SALE 10/20/10 60 HYUNDAI ENGINEERING & 148.00 25.21 11,303,415.00 9,344,779.52 1,958,635.48
247012 10/22/10 KRW 76566.4 1126.95 10,030.09 7,701.78 2,328.31
SALE 10/20/10 60 SAMSUNG ELECTRONICS CO 15.00 24.78 11,106,947.00 9,161,430.55 1,945,516.45
239489 10/22/10 KRW 742324. 1126.95 9,855.76 8,292.66 1,563.10
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 68
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/20/10 60 SHINHAN FINANCIAL GROU 250.00 25.15 11,273,817.00 8,719,069.52 2,554,747.48
239492 10/22/10 KRW 45208.6 1126.95 10,003.83 7,287.88 2,715.95
SALE 10/21/10 60 CHEIL WORLDWIDE INC 170.00 4.81 2,161,879.00 1,685,284.97 476,594.03
239474 10/25/10 KRW 12748.8 1129.55 1,913.93 1,670.77 243.16
SALE 10/21/10 60 HYUNDAI ENGINEERING & 122.00 20.49 9,206,986.00 7,703,129.06 1,503,856.94
247012 10/25/10 KRW 75656.8 1129.55 8,151.02 6,348.76 1,802.26
SALE 10/21/10 60 SAMSUNG ELECTRONICS CO 947.00 280.39 701,388,838.00 578,391,648.93 122,997,189.07
239489 10/25/10 KRW 740977. 1129.55 620,945.37 523,543.36 97,402.01
SALE 10/21/10 60 SAMSUNG ELECTRONICS CO 36.00 60.12 27,014,440.00 21,987,433.33 5,027,006.67
239489 10/25/10 KRW 752287. 1129.55 23,916.11 19,902.39 4,013.72
SALE 10/21/10 60 SHINHAN FINANCIAL GROU 590.00 57.78 25,962,525.00 20,577,004.07 5,385,520.93
239492 10/25/10 KRW 44114.8 1129.55 22,984.84 17,199.40 5,785.44
SALE 10/22/10 60 SAMSUNG ELECTRONICS CO 61.00 104.85 46,848,670.00 37,256,484.25 9,592,185.75
239489 10/26/10 KRW 769941. 1123.22 41,709.07 33,723.49 7,985.58
SALE 10/22/10 60 SHINHAN FINANCIAL GROU 490.00 48.21 21,541,782.00 17,089,376.26 4,452,405.74
239492 10/26/10 KRW 44073.3 1123.22 19,178.51 14,284.25 4,894.26
SALE 10/25/10 60 KT CORP ADR 9,600.00 339.42 201,964.26 193,311.59 8,652.67
251912 10/28/10 USD 21.073 1.000 201,964.26 193,311.59 8,652.67
SALE 10/25/10 60 KT CORP KRW 4,250.00 439.24 195,033,384.00 199,293,382.94 -4,259,998.94
251186 10/27/10 KRW 46005.5 1116.20 174,729.78 176,470.59 -1,740.81
SALE 10/26/10 60 CHEIL WORLDWIDE INC 410.00 2.02 5,014,407.00 4,064,510.80 949,896.20
239474 10/28/10 KRW 12235.7 1116.75 4,490.18 4,029.50 460.68
SALE 10/27/10 60 CHEIL WORLDWIDE INC 550.00 2.65 6,641,313.00 5,452,392.54 1,188,920.46
239474 10/29/10 KRW 12080.5 1128.77 5,883.65 5,405.42 478.23
SALE 10/29/10 60 CHEIL WORLDWIDE INC 100.00 .48 1,207,306.00 991,344.10 215,961.90
239474 11/02/10 KRW 12078.4 1125.25 1,072.92 982.80 90.12
---------------- --------- ---------------- ------------ ---------------- --------------
46,149.00 5,668.872,958,093,445.26 2,265,966,719.90 692,126,725.36
2,840,866.94 2,189,189.30 651,677.64
57 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: 69
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/15/10 60 INDOFOOD CBP SUKSES MA 197,000.00 412.901,078,372,205.00 1,073,443,150.00 4,929,055.00
253670 10/20/10 IDR 5492.67 8922.50 120,859.87 119,703.73 1,156.14
SALE 10/18/10 60 INDOFOOD CBP SUKSES MA 63,000.00 130.50 341,230,147.00 343,283,850.00 -2,053,703.00
253670 10/21/10 IDR 5434.85 8933.00 38,198.83 38,280.89 -82.06
SALE 10/19/10 60 INDOFOOD CBP SUKSES MA 81,500.00 166.59 435,261,032.00 444,089,425.00 -8,828,393.00
253670 10/22/10 IDR 5358.87 8926.00 48,763.28 49,522.10 -758.82
SALE 10/20/10 60 INDOFOOD CBP SUKSES MA 12,000.00 24.66 64,490,580.00 65,387,400.00 -896,820.00
253670 10/25/10 IDR 5392.57 8932.49 7,219.77 7,291.60 -71.83
SALE 10/21/10 60 INDOFOOD CBP SUKSES MA 30,500.00 62.71 163,913,557.00 166,192,975.00 -2,279,418.00
253670 10/26/10 IDR 5392.57 8928.99 18,357.44 18,532.81 -175.37
SALE 10/22/10 60 INDOFOOD CBP SUKSES MA 24,000.00 48.28 126,286,435.00 130,774,800.00 -4,488,365.00
253670 10/27/10 IDR 5279.91 8937.00 14,130.74 14,583.20 -452.46
SALE 10/25/10 60 INDOFOOD CBP SUKSES MA 113,000.00 229.87 599,675,829.00 615,731,350.00 -16,055,521.00
253670 10/28/10 IDR 5324.99 8912.49 67,284.81 68,662.54 -1,377.73
---------------- --------- ---------------- ------------ ---------------- --------------
521,000.00 1,075.512,809,229,785.00 2,838,902,950.00 -29,673,165.00
314,814.74 316,576.87 -1,762.13
7 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 10/01/10 60 ORASCOM CONSTR 1,286.00 45.01 57,096.73 61,668.33 -4,571.60
250261 10/06/10 USD 44.434 1.000 57,096.73 61,668.33 -4,571.60
SALE 10/03/10 60 ORASCOM CONSTRUCTION I 379.00 50.02 94,641.00 100,726.66 -6,085.66
250263 10/04/10 EGP 250.464 5.693 16,624.10 18,328.07 -1,703.97
SALE 10/04/10 60 ORASCOM CONSTR 1,200.00 41.96 53,958.04 57,544.32 -3,586.28
250261 10/07/10 USD 45.000 1.000 53,958.04 57,544.32 -3,586.28
SALE 10/04/10 60 ORASCOM CONSTR 308.00 10.78 13,849.22 14,769.71 -920.49
250261 10/07/10 USD 45.000 1.000 13,849.22 14,769.71 -920.49
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: 70
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/04/10 60 ORASCOM CONSTR 616.00 21.56 27,813.82 29,539.42 -1,725.60
250261 10/07/10 USD 45.187 1.000 27,813.82 29,539.42 -1,725.60
SALE 10/04/10 60 ORASCOM CONSTRUCTION I 4,345.00 583.78 1,105,071.71 1,154,768.70 -49,696.99
250263 10/05/10 EGP 255.097 5.696 194,008.38 210,120.00 -16,111.62
SALE 10/05/10 60 ORASCOM CONSTR 622.00 21.78 28,182.56 29,827.14 -1,644.58
250261 10/08/10 USD 45.345 1.000 28,182.56 29,827.14 -1,644.58
SALE 10/05/10 60 ORASCOM CONSTRUCTION I 915.00 123.91 234,553.26 243,179.14 -8,625.88
250263 10/07/10 EGP 257.114 5.696 41,178.59 44,248.52 -3,069.93
SALE 10/06/10 60 ORASCOM CONSTR 257.00 9.00 11,774.71 12,324.07 -549.36
250261 10/11/10 USD 45.851 1.000 11,774.71 12,324.07 -549.36
SALE 10/07/10 60 ORASCOM CONSTR 202.00 7.07 9,185.14 9,686.63 -501.49
250261 10/12/10 USD 45.506 1.000 9,185.14 9,686.63 -501.49
SALE 10/07/10 60 ORASCOM CONSTRUCTION I 755.00 102.26 193,543.52 200,656.01 -7,112.49
250263 10/10/10 EGP 257.120 5.695 33,984.81 36,511.07 -2,526.26
SALE 10/08/10 60 ORASCOM CONSTR 849.00 29.71 38,328.11 40,712.60 -2,384.49
250261 10/14/10 USD 45.180 1.000 38,328.11 40,712.60 -2,384.49
SALE 10/08/10 60 ORASCOM CONSTR 1,088.00 78.60 49,044.60 52,173.51 -3,128.91
250261 10/13/10 USD 45.150 1.000 49,044.60 52,173.51 -3,128.91
SALE 10/10/10 60 ORASCOM CONSTRUCTION I 159.00 21.41 40,522.84 42,257.36 -1,734.52
250263 10/11/10 EGP 255.627 5.695 7,115.51 7,689.09 -573.58
SALE 10/11/10 60 ORASCOM CONSTRUCTION I 2,317.00 312.63 591,608.17 615,788.05 -24,179.88
250263 10/12/10 EGP 256.102 5.694 103,896.63 112,047.88 -8,151.25
SALE 10/12/10 60 ORASCOM CONSTR 5,315.00 186.03 240,317.72 254,873.37 -14,555.65
250261 10/15/10 USD 45.250 1.000 240,317.72 254,873.37 -14,555.65
SALE 10/12/10 60 ORASCOM CONSTR 2,398.00 83.93 108,425.57 114,992.72 -6,567.15
250261 10/15/10 USD 45.250 1.000 108,425.57 114,992.72 -6,567.15
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 71
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/12/10 60 ORASCOM CONSTRUCTION I 1,292.00 188.46 330,046.87 343,374.26 -13,327.39
250263 10/13/10 EGP 256.286 5.703 57,872.50 62,479.87 -4,607.37
SALE 10/13/10 60 ORASCOM CONSTRUCTION I 1,526.00 208.09 394,276.82 405,564.34 -11,287.52
250263 10/14/10 EGP 259.150 5.701 69,154.99 73,795.89 -4,640.90
SALE 10/13/10 60 ORASCOM CONSTRUCTION I 629.00 85.56 162,109.59 167,169.05 -5,059.46
250263 10/14/10 EGP 258.501 5.701 28,433.54 30,417.83 -1,984.29
SALE 10/14/10 60 ORASCOM CONSTRUCTION I 755.00 103.91 196,841.56 200,656.01 -3,814.45
250263 10/17/10 EGP 261.502 5.700 34,533.61 36,511.07 -1,977.46
SALE 10/14/10 60 ORASCOM CONSTRUCTION I 898.00 123.49 233,924.30 238,661.06 -4,736.76
250263 10/17/10 EGP 261.279 5.700 41,039.35 43,426.41 -2,387.06
SALE 10/17/10 60 ORASCOM CONSTRUCTION I 646.00 89.30 169,162.88 171,687.13 -2,524.25
250263 10/18/10 EGP 262.650 5.700 29,677.70 31,239.94 -1,562.24
SALE 10/19/10 60 ORASCOM CONSTRUCTION I 1,733.00 239.27 456,139.81 460,578.63 -4,438.82
250263 10/20/10 EGP 264.000 5.736 79,518.82 83,806.21 -4,287.39
SALE 10/24/10 60 ORASCOM CONSTRUCTION I 205.00 28.28 54,118.84 54,482.76 -363.92
250263 10/25/10 EGP 264.789 5.759 9,397.26 9,913.60 -516.34
SALE 10/25/10 60 ORASCOM CONSTRUCTION I 1,971.00 272.35 522,067.42 523,831.79 -1,764.37
250263 10/26/10 EGP 265.671 5.768 90,511.00 95,315.66 -4,804.66
SALE 10/26/10 60 ORASCOM CONSTRUCTION I 836.00 115.17 220,962.31 222,183.34 -1,221.03
250263 10/27/10 EGP 265.104 5.773 38,274.80 40,428.15 -2,153.35
---------------- --------- ---------------- ------------ ---------------- --------------
33,502.00 3,183.32 5,637,567.12 5,823,676.11 -186,108.99
1,513,197.81 1,614,391.08 -101,193.27
27 TRANSACTIONS IN COUNTRY: EGYPT (5100)
SALE 10/04/10 60 CLICKS GROUP 600.00 1.81 25,418.04 19,966.74 5,451.30
252033 10/11/10 ZAR 42.385 7.028 3,616.86 2,618.71 998.15
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 72
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/05/10 60 CLICKS GROUP 300.00 .89 12,293.85 9,983.37 2,310.48
252033 10/12/10 ZAR 41.000 6.897 1,782.58 1,309.35 473.23
SALE 10/06/10 60 CLICKS GROUP 14,500.00 173.07 592,910.15 482,529.50 110,380.65
252033 10/13/10 ZAR 40.972 6.866 86,359.55 63,285.42 23,074.13
SALE 10/06/10 60 CLICKS GROUP 100.00 .30 4,122.94 3,327.79 795.15
252033 10/13/10 ZAR 41.250 6.866 600.52 436.45 164.07
SALE 10/07/10 60 CLICKS GROUP 17,800.00 212.15 728,763.19 592,346.56 136,416.63
252033 10/14/10 ZAR 41.024 6.884 105,863.33 77,688.31 28,175.02
SALE 10/07/10 60 CLICKS GROUP 1,000.00 2.99 40,993.71 33,277.90 7,715.81
252033 10/14/10 ZAR 41.014 6.884 5,954.93 4,364.51 1,590.42
SALE 10/08/10 60 CLICKS GROUP 100.00 .30 4,122.93 3,327.79 795.14
252033 10/15/10 ZAR 41.250 6.848 602.09 436.45 165.64
SALE 10/11/10 60 CLICKS GROUP 28,400.00 343.32 1,179,054.45 945,092.27 233,962.18
252033 10/18/10 ZAR 41.599 6.882 171,318.17 123,952.14 47,366.03
SALE 10/11/10 60 CLICKS GROUP 11,900.00 142.13 488,111.82 396,006.97 92,104.85
252033 10/18/10 ZAR 41.100 6.882 70,923.29 51,937.69 18,985.60
SALE 10/12/10 60 CLICKS GROUP 8,300.00 100.23 343,891.15 276,206.54 67,684.61
252033 10/19/10 ZAR 41.516 6.876 50,013.62 36,225.45 13,788.17
SALE 10/12/10 60 CLICKS GROUP 1,800.00 5.53 75,707.78 59,900.21 15,807.57
252033 10/19/10 ZAR 42.081 6.876 11,010.52 7,856.12 3,154.40
SALE 10/13/10 60 CLICKS GROUP 2,100.00 6.62 89,708.31 69,883.58 19,824.73
252033 10/20/10 ZAR 42.740 6.805 13,181.74 9,165.47 4,016.27
SALE 10/13/10 60 CLICKS GROUP 21,600.00 68.03 925,427.53 718,802.57 206,624.96
252033 10/20/10 ZAR 42.865 6.805 135,982.30 94,273.46 41,708.84
SALE 10/14/10 60 CLICKS GROUP 10,600.00 33.49 453,188.29 352,745.71 100,442.58
252033 10/21/10 ZAR 42.775 6.769 66,950.55 46,263.83 20,686.72
---------------- --------- ---------------- ------------ ---------------- --------------
119,100.00 1,090.86 4,963,714.14 3,963,397.50 1,000,316.64
724,160.05 519,813.36 204,346.69
14 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 73
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/26/10 60 SANY HEAVY EQUIPMENT I 718,000.00 2,620.11 8,005,656.20 4,777,548.20 3,228,108.00
249827 10/28/10 HKD 11.178 7.758 1,031,909.39 616,470.07 415,439.32
---------------- --------- ---------------- ------------ ---------------- --------------
718,000.00 2,620.11 8,005,656.20 4,777,548.20 3,228,108.00
1,031,909.39 616,470.07 415,439.32
1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 10/01/10 60 FOMENTO ECONOMICO MEXI 1,400.00 49.00 71,574.30 63,837.91 7,736.39
248889 10/06/10 USD 51.160 1.000 71,574.30 63,837.91 7,736.39
SALE 10/04/10 60 FOMENTO ECONOMICO MEXI 4,100.00 143.50 210,804.78 186,953.88 23,850.90
248889 10/07/10 USD 51.451 1.000 210,804.78 186,953.88 23,850.90
SALE 10/05/10 60 FOMENTO ECONOMICO MEXI 2,900.00 101.50 149,682.92 132,235.67 17,447.25
248889 10/08/10 USD 51.650 1.000 149,682.92 132,235.67 17,447.25
SALE 10/06/10 60 FOMENTO ECONOMICO MEXI 2,000.00 70.00 101,425.80 91,197.01 10,228.79
248889 10/12/10 USD 50.748 1.000 101,425.80 91,197.01 10,228.79
SALE 10/07/10 60 FOMENTO ECONOMICO MEXI 2,000.00 70.00 100,741.80 91,197.01 9,544.79
248889 10/13/10 USD 50.406 1.000 100,741.80 91,197.01 9,544.79
SALE 10/08/10 60 FOMENTO ECONOMICO MEXI 4,900.00 171.50 247,955.68 223,432.68 24,523.00
248889 10/14/10 USD 50.638 1.000 247,955.68 223,432.68 24,523.00
SALE 10/08/10 60 FOMENTO ECONOMICO MEXI 3,900.00 139.85 197,668.15 177,834.18 19,833.97
248889 10/14/10 USD 50.720 1.000 197,668.15 177,834.18 19,833.97
SALE 10/11/10 60 FOMENTO ECONOMICO MEXI 2,900.00 104.02 148,627.41 132,235.67 16,391.74
248889 10/14/10 USD 51.287 1.000 148,627.41 132,235.67 16,391.74
SALE 10/11/10 60 FOMENTO ECONOMICO MEXI 1,000.00 35.88 51,609.72 45,598.51 6,011.21
248889 10/14/10 USD 51.646 1.000 51,609.72 45,598.51 6,011.21
---------------- --------- ---------------- ------------ ---------------- --------------
25,100.00 885.25 1,280,090.56 1,144,522.52 135,568.04
1,280,090.56 1,144,522.52 135,568.04
9 TRANSACTIONS IN COUNTRY: MEXICO (7800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 74
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/01/10 60 FEDERAL HYDROGEN(fmrly 3,981,900.00 412.52 205,849.90 207,995.71 -2,145.81
242612 10/08/10 USD .052 1.000 205,849.90 207,995.71 -2,145.81
SALE 10/01/10 60 FEDERAL HYDROGEN(fmrly 3,703,200.00 382.39 190,813.83 193,437.73 -2,623.90
242612 10/08/10 USD .052 1.000 190,813.83 193,437.73 -2,623.90
SALE 10/04/10 60 FEDERAL HYDROGEN(fmrly 1,990,976.00 207.06 103,323.69 103,999.21 -675.52
242612 10/11/10 USD .052 1.000 103,323.69 103,999.21 -675.52
SALE 10/04/10 60 FEDERAL HYDROGEN(fmrly 3,464,300.00 361.81 180,543.94 180,958.73 -414.79
242612 10/11/10 USD .052 1.000 180,543.94 180,958.73 -414.79
SALE 10/14/10 60 ROSNEFT OJSC GDR 40,266.00 454.69 283,726.63 352,449.74 -68,723.11
240714 10/19/10 USD 7.058 1.000 283,726.63 352,449.74 -68,723.11
SALE 10/14/10 60 ROSNEFT OJSC GDR 71,798.00 757.62 504,319.77 628,450.47 -124,130.70
240714 10/19/10 USD 7.035 1.000 504,319.77 628,450.47 -124,130.70
SALE 10/15/10 60 ROSNEFT OJSC GDR 26,924.00 298.37 186,179.95 235,666.74 -49,486.79
240714 10/20/10 USD 6.926 1.000 186,179.95 235,666.74 -49,486.79
SALE 10/15/10 60 ROSNEFT OJSC GDR 8,975.00 100.52 62,724.48 78,558.50 -15,834.02
240714 10/20/10 USD 7.000 1.000 62,724.48 78,558.50 -15,834.02
SALE 10/18/10 60 ROSNEFT OJSC GDR 17,949.00 196.93 122,884.75 157,108.24 -34,223.49
240714 10/21/10 USD 6.857 1.000 122,884.75 157,108.24 -34,223.49
SALE 10/18/10 60 ROSNEFT OJSC GDR 8,975.00 97.72 60,977.16 78,558.50 -17,581.34
240714 10/21/10 USD 6.805 1.000 60,977.16 78,558.50 -17,581.34
SALE 10/19/10 60 ROSNEFT OJSC GDR 8,975.00 98.74 61,612.46 78,558.50 -16,946.04
240714 10/22/10 USD 6.876 1.000 61,612.46 78,558.50 -16,946.04
SALE 10/20/10 60 ROSNEFT OJSC GDR 12,565.00 136.06 84,901.35 109,981.90 -25,080.55
240714 10/25/10 USD 6.768 1.000 84,901.35 109,981.90 -25,080.55
SALE 10/21/10 60 ROSNEFT OJSC GDR 16,154.00 181.02 112,955.13 141,396.54 -28,441.41
240714 10/26/10 USD 7.004 1.000 112,955.13 141,396.54 -28,441.41
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 75
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/21/10 60 ROSNEFT OJSC GDR 28,719.00 316.24 197,333.66 251,378.44 -54,044.78
240714 10/26/10 USD 6.882 1.000 197,333.66 251,378.44 -54,044.78
---------------- --------- ---------------- ------------ ---------------- --------------
13,381,676.00 4,001.69 2,358,146.70 2,798,498.95 -440,352.25
2,358,146.70 2,798,498.95 -440,352.25
14 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
SALE 10/06/10 60 AXIS BANK LTD- GDR 11,087.00 389,153.70 261,936.51 127,217.19
250852 10/11/10 USD 35.100 1.000 389,153.70 261,936.51 127,217.19
SALE 10/07/10 60 AXIS BANK LTD- GDR 16,768.00 592,916.48 396,153.27 196,763.21
250852 10/12/10 USD 35.360 1.000 592,916.48 396,153.27 196,763.21
SALE 10/07/10 60 ITC LIMITED GDR REG S 43,300.00 168,437.00 105,616.13 62,820.87
242448 10/12/10 USD 3.890 1.000 168,437.00 105,616.13 62,820.87
SALE 10/11/10 60 ITC LIMITED GDR REG S 42,200.00 165,002.00 102,933.05 62,068.95
242448 10/14/10 USD 3.910 1.000 165,002.00 102,933.05 62,068.95
SALE 10/13/10 60 AXIS BANK LTD- GDR 12,645.00 445,124.23 298,745.12 146,379.11
250852 10/18/10 USD 35.202 1.000 445,124.23 298,745.12 146,379.11
SALE 10/13/10 60 ITC LIMITED GDR REG S 43,289.00 170,125.77 105,589.30 64,536.47
242448 10/18/10 USD 3.930 1.000 170,125.77 105,589.30 64,536.47
SALE 10/22/10 60 DR REDDYS LABS ADR 6,400.00 131.98 234,918.26 149,807.71 85,110.55
248690 10/27/10 USD 36.727 1.000 234,918.26 149,807.71 85,110.55
---------------- --------- ---------------- ------------ ---------------- --------------
175,689.00 131.98 2,165,677.44 1,420,781.09 744,896.35
2,165,677.44 1,420,781.09 744,896.35
7 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
22,865,366.00 37,092.235,954,547,779.30 5,252,754,406.66 701,793,372.64
20,278,275.31 17,709,563.65 2,568,711.66
195 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: 76
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM NON-CONV PREFERRED STO (2240)
--------------------------------
SALE 10/01/10 60 SAMSUNG ELCTRNCS N/VT 42.00 52.45 23,584,604.00 16,250,755.70 7,333,848.30
239490 10/05/10 KRW 562949. 1130.45 20,863.02 15,194.69 5,668.33
---------------- --------- ---------------- ------------ ---------------- --------------
42.00 52.45 23,584,604.00 16,250,755.70 7,333,848.30
20,863.02 15,194.69 5,668.33
1 TRANSACTION IN COUNTRY: KOREA (4500)
SALE 10/07/10 60 NET SERVICOS DE COMUNI 55,896.00 306.54 1,285,093.76 1,079,300.13 205,793.63
239596 10/13/10 BRL 23.000 1.678 766,053.92 620,452.77 145,601.15
---------------- --------- ---------------- ------------ ---------------- --------------
55,896.00 306.54 1,285,093.76 1,079,300.13 205,793.63
766,053.92 620,452.77 145,601.15
1 TRANSACTION IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
55,938.00 358.99 24,869,697.76 17,330,055.83 7,539,641.93
786,916.94 635,647.46 151,269.48
2 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
22,927,304.00 37,669.195,979,889,097.89 5,270,420,502.99 709,468,594.90
21,536,813.08 18,681,251.61 2,855,561.47
198 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
---------------- --------- ---------------- ------------ ---------------- --------------
58,718,481.00 128,417.85 27632064748.45 26922596153.55 709,468,594.90
50,456,596.79 47,601,035.32 2,855,561.47
369 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: 77
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 10/13/10 60 DELTA ELECTRONICS INC 20,132.00 418,820.09 418,820.09
253301 10/18/10 USD 20.804 1.000 418,820.09 418,820.09
PUR 10/14/10 60 DELTA ELECTRONICS INC 14,596.00 307,774.18 307,774.18
253301 10/19/10 USD 21.086 1.000 307,774.18 307,774.18
PUR 10/20/10 60 DELTA ELECTRONICS INC 12,736.00 260,303.46 260,303.46
253301 10/25/10 USD 20.438 1.000 260,303.46 260,303.46
PUR 10/22/10 60 DELTA ELECTRONICS INC 11,412.00 233,779.39 233,779.39
253301 10/27/10 USD 20.485 1.000 233,779.39 233,779.39
PUR 10/27/10 60 DELTA ELECTRONICS INC 5,122.00 104,627.61 104,627.61
253301 11/01/10 USD 20.427 1.000 104,627.61 104,627.61
PUR 10/28/10 60 DELTA ELECTRONICS INC 6,349.00 131,828.73 131,828.73
253301 11/02/10 USD 20.764 1.000 131,828.73 131,828.73
PUR 10/29/10 60 DELTA ELECTRONICS INC 5,628.00 116,614.98 116,614.98
253301 11/03/10 USD 20.721 1.000 116,614.98 116,614.98
---------------- --------- ---------------- ------------ ---------------- --------------
75,975.00 1,573,748.44 1,573,748.44
1,573,748.44 1,573,748.44
7 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 10/06/10 60 WEICHAI POWER CO LTD H 8,000.00 182.20 678,185.95 678,185.95
253302 10/08/10 HKD 84.597 7.755 87,448.06 87,448.06
PUR 10/07/10 60 WEICHAI POWER CO LTD H 2,000.00 45.77 170,323.48 170,323.48
253302 10/11/10 HKD 84.984 7.753 21,968.44 21,968.44
PUR 10/08/10 60 WEICHAI POWER CO LTD H 2,000.00 45.79 170,484.98 170,484.98
253302 10/12/10 HKD 85.065 7.758 21,976.65 21,976.65
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 78
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/13/10 60 WEICHAI POWER CO LTD H 4,000.00 93.18 347,007.35 347,007.35
253302 10/15/10 HKD 86.571 7.759 44,722.63 44,722.63
PUR 10/20/10 60 WEICHAI POWER CO LTD H 2,000.00 24.79 178,571.46 178,571.46
253302 10/22/10 HKD 89.190 7.762 23,004.82 23,004.82
PUR 10/20/10 60 WEICHAI POWER CO LTD H 2,000.00 48.22 179,634.16 179,634.16
253302 10/22/10 HKD 89.630 7.762 23,141.72 23,141.72
PUR 10/26/10 60 WEICHAI POWER CO LTD H 6,000.00 154.91 576,792.81 576,792.81
253302 10/28/10 HKD 95.932 7.758 74,347.17 74,347.17
PUR 10/27/10 60 WEICHAI POWER CO LTD H 8,000.00 205.04 763,601.87 763,601.87
253302 10/29/10 HKD 95.251 7.760 98,408.64 98,408.64
PUR 10/28/10 60 WEICHAI POWER CO LTD H 18,000.00 457.61 1,703,621.78 1,703,621.78
253302 11/01/10 HKD 94.448 7.757 219,629.46 219,629.46
PUR 10/29/10 60 WEICHAI POWER CO LTD H 4,000.00 106.62 396,696.42 396,696.42
253302 11/02/10 HKD 98.967 7.752 51,171.45 51,171.45
---------------- --------- ---------------- ------------ ---------------- --------------
56,000.00 1,364.13 5,164,920.26 5,164,920.26
665,819.04 665,819.04
10 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 10/01/10 60 KOREA LIFE INSURAN KRW 9,250.00 31.70 71,706,208.00 71,706,208.00
251089 10/05/10 KRW 7748.14 1130.45 63,431.56 63,431.56
PUR 10/01/10 60 SHINHAN FINANCIAL GROU 673.00 31.82 30,012,064.00 30,012,064.00
240067 10/05/10 KRW 44541.0 1130.45 26,548.78 26,548.78
PUR 10/01/10 60 SHINHAN FINANCIAL GROU 40.00 .81 1,832,157.00 1,832,157.00
240067 10/05/10 KRW 45780.9 1130.45 1,620.73 1,620.73
PUR 10/01/10 60 SHINHAN FINANCIAL GROU 20.00 .39 888,898.00 888,898.00
240067 10/05/10 KRW 44422.9 1130.45 786.32 786.32
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: 79
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/01/10 60 SHINHAN FINANCIAL GROU 675.00 13.26 30,000,445.00 30,000,445.00
240067 10/05/10 KRW 44422.8 1130.45 26,538.50 26,538.50
PUR 10/01/10 60 SHINHAN FINANCIAL GROU 1,377.00 27.88 63,071,859.00 63,071,859.00
240067 10/05/10 KRW 45780.9 1130.45 55,793.59 55,793.59
PUR 10/01/10 60 SHINHAN FINANCIAL GROU 23,081.00 1,091.301,029,284,482.00 1,029,284,482.00
240067 10/05/10 KRW 44541.0 1130.45 910,508.63 910,508.63
PUR 10/04/10 60 KOREA LIFE INSURAN KRW 11,630.00 40.99 92,041,264.00 92,041,264.00
251089 10/06/10 KRW 7910.16 1122.35 82,007.63 82,007.63
PUR 10/04/10 60 SHINHAN FINANCIAL GROU 11,157.00 1,159.59 521,892,238.00 521,892,238.00
240067 10/06/10 KRW 46660.4 1122.35 464,999.54 464,999.54
PUR 10/05/10 60 KOREA LIFE INSURAN KRW 20,990.00 366.42 166,130,340.00 166,130,340.00
251089 10/07/10 KRW 7895.00 1130.65 146,933.48 146,933.48
PUR 10/05/10 60 KOREA LIFE INSURAN KRW 1,350.00 4.71 10,667,810.00 10,667,810.00
251089 10/07/10 KRW 7898.13 1130.65 9,435.11 9,435.11
PUR 10/05/10 60 SHINHAN FINANCIAL GROU 3,800.00 395.21 179,186,135.00 179,186,135.00
240067 10/07/10 KRW 47036.6 1130.65 158,480.64 158,480.64
PUR 10/05/10 60 SHINHAN FINANCIAL GROU 3,300.00 346.13 156,933,450.00 156,933,450.00
240067 10/07/10 KRW 47437.0 1130.65 138,799.32 138,799.32
PUR 10/05/10 60 SHINHAN FINANCIAL GROU 2,900.00 61.20 138,471,829.00 138,471,829.00
240067 10/07/10 KRW 47725.0 1130.65 122,470.99 122,470.99
PUR 10/06/10 60 KOREA LIFE INSURAN KRW 29,400.00 516.05 231,366,975.00 231,366,975.00
251089 10/08/10 KRW 7850.00 1118.05 206,937.95 206,937.95
PUR 10/07/10 60 KOREA LIFE INSURAN KRW 4,780.00 83.93 37,513,232.00 37,513,232.00
251089 10/11/10 KRW 7828.38 1114.50 33,659.25 33,659.25
PUR 10/08/10 60 KOREA LIFE INSURAN KRW 2,220.00 38.79 17,430,060.00 17,430,060.00
251089 10/12/10 KRW 7831.80 1120.30 15,558.39 15,558.39
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: 80
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/11/10 60 KOREA LIFE INSURAN KRW 3,320.00 11.78 26,317,913.00 26,317,913.00
251089 10/13/10 KRW 7923.12 1116.75 23,566.52 23,566.52
PUR 10/12/10 60 KOREA LIFE INSURAN KRW 4,620.00 80.47 36,518,921.00 36,518,921.00
251089 10/14/10 KRW 7884.81 1131.55 32,273.36 32,273.36
PUR 10/13/10 60 KOREA LIFE INSURAN KRW 4,280.00 75.33 33,847,424.00 33,847,424.00
251089 10/15/10 KRW 7888.55 1120.45 30,208.78 30,208.78
PUR 10/14/10 60 KOREA LIFE INSURAN KRW 2,640.00 46.30 20,628,452.00 20,628,452.00
251089 10/18/10 KRW 7794.32 1110.95 18,568.30 18,568.30
PUR 10/14/10 60 KOREA LIFE INSURAN KRW 14,350.00 50.14 111,453,525.00 111,453,525.00
251089 10/18/10 KRW 7762.91 1110.95 100,322.72 100,322.72
PUR 10/15/10 60 KOREA LIFE INSURAN KRW 11,200.00 193.96 86,443,983.00 86,443,983.00
251089 10/19/10 KRW 7698.96 1111.40 77,779.36 77,779.36
PUR 10/18/10 60 KOREA LIFE INSURAN KRW 5,500.00 93.81 42,102,140.00 42,102,140.00
251089 10/20/10 KRW 7635.84 1119.15 37,619.75 37,619.75
PUR 10/18/10 60 KOREA LIFE INSURAN KRW 1,100.00 18.76 8,420,590.00 8,420,590.00
251089 10/20/10 KRW 7636.00 1119.15 7,524.09 7,524.09
PUR 10/19/10 60 HYUNDAI MOBIS KRW 5000 653.00 354.43 160,619,314.00 160,619,314.00
251607 10/21/10 KRW 245358. 1130.10 142,128.41 142,128.41
PUR 10/19/10 60 HYUNDAI MOBIS KRW 5000 465.00 50.51 114,213,500.00 114,213,500.00
251607 10/21/10 KRW 245497. 1130.10 101,064.95 101,064.95
PUR 10/19/10 60 KOREA LIFE INSURAN KRW 6,900.00 116.35 52,730,743.00 52,730,743.00
251089 10/21/10 KRW 7623.08 1130.10 46,660.25 46,660.25
PUR 10/20/10 60 HYUNDAI MOBIS KRW 5000 808.00 442.99 200,189,857.00 200,189,857.00
251607 10/22/10 KRW 247141. 1126.95 177,638.63 177,638.63
PUR 10/20/10 60 KOREA LIFE INSURAN KRW 6,600.00 114.45 51,721,653.00 51,721,653.00
251089 10/22/10 KRW 7817.07 1126.95 45,895.25 45,895.25
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 81
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/21/10 60 HYUNDAI MOBIS KRW 5000 118.00 65.64 29,730,964.00 29,730,964.00
251607 10/25/10 KRW 251329. 1129.55 26,321.07 26,321.07
PUR 10/21/10 60 HYUNDAI MOBIS KRW 5000 719.00 395.91 179,329,670.00 179,329,670.00
251607 10/25/10 KRW 248793. 1129.55 158,762.05 158,762.05
PUR 10/21/10 60 KOREA LIFE INSURAN KRW 6,000.00 102.84 46,582,488.00 46,582,488.00
251089 10/25/10 KRW 7744.38 1129.55 41,239.86 41,239.86
PUR 10/22/10 60 HYUNDAI MOBIS KRW 5000 1,000.00 573.65 258,380,835.00 258,380,835.00
251607 10/26/10 KRW 257736. 1123.22 230,034.80 230,034.80
PUR 10/22/10 60 KOREA LIFE INSURAN KRW 8,000.00 27.28 61,302,412.00 61,302,412.00
251089 10/26/10 KRW 7658.97 1123.22 54,577.14 54,577.14
PUR 10/25/10 60 HYUNDAI MOBIS KRW 5000 1,000.00 600.49 268,778,982.00 268,778,982.00
251607 10/27/10 KRW 268108. 1116.20 240,798.23 240,798.23
PUR 10/25/10 60 KOREA LIFE INSURAN KRW 2,000.00 6.92 15,449,843.00 15,449,843.00
251089 10/27/10 KRW 7721.06 1116.20 13,841.46 13,841.46
PUR 10/26/10 60 HYUNDAI MOBIS KRW 5000 1,000.00 617.27 276,427,342.00 276,427,342.00
251607 10/28/10 KRW 275738. 1116.75 247,528.40 247,528.40
PUR 10/26/10 60 KOREA LIFE INSURAN KRW 4,200.00 43.67 32,558,859.00 32,558,859.00
251089 10/28/10 KRW 7740.49 1116.75 29,155.01 29,155.01
PUR 10/27/10 60 HYUNDAI MOBIS KRW 5000 1,000.00 617.61 279,554,018.00 279,554,018.00
251607 10/29/10 KRW 278856. 1128.77 247,661.42 247,661.42
PUR 10/27/10 60 KOREA LIFE INSURAN KRW 4,000.00 41.05 30,939,558.00 30,939,558.00
251089 10/29/10 KRW 7723.30 1128.77 27,409.85 27,409.85
PUR 10/28/10 60 HYUNDAI MOBIS KRW 5000 1,000.00 624.68 281,508,010.00 281,508,010.00
251607 11/01/10 KRW 280806. 1123.80 250,496.54 250,496.54
PUR 10/28/10 60 KOREA LIFE INSURAN KRW 5,000.00 52.22 39,185,600.00 39,185,600.00
251089 11/01/10 KRW 7825.38 1123.80 34,868.84 34,868.84
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 82
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/28/10 60 SAMSUNG ELECTRONICS CO 700.00 1,184.89 533,965,780.00 533,965,780.00
240066 11/01/10 KRW 760906. 1123.80 475,143.07 475,143.07
PUR 10/28/10 60 SAMSUNG ELECTRONICS CO 300.00 507.29 228,607,590.00 228,607,590.00
240066 11/01/10 KRW 760125. 1123.80 203,423.73 203,423.73
PUR 10/28/10 60 SAMSUNG ELECTRONICS CO 200.00 336.58 151,678,250.00 151,678,250.00
240066 11/01/10 KRW 756500. 1123.80 134,969.08 134,969.08
PUR 10/28/10 60 SAMSUNG ELECTRONICS CO 300.00 507.21 228,570,000.00 228,570,000.00
240066 11/01/10 KRW 760000. 1123.80 203,390.28 203,390.28
PUR 10/29/10 60 HYUNDAI MOBIS KRW 5000 1,000.00 619.92 279,723,679.00 279,723,679.00
251607 11/02/10 KRW 279026. 1125.25 248,588.03 248,588.03
PUR 10/29/10 60 KOREA LIFE INSURAN KRW 3,000.00 51.78 23,364,743.00 23,364,743.00
251089 11/02/10 KRW 7768.82 1125.25 20,764.05 20,764.05
PUR 10/29/10 60 SAMSUNG ELECTRONICS CO 1,046.00 1,743.99 786,931,628.00 786,931,628.00
240066 11/02/10 KRW 750448. 1125.25 699,339.37 699,339.37
---------------- --------- ---------------- ------------ ---------------- --------------
230,662.00 14,580.357,756,207,712.00 7,756,207,712.00
6,894,073.06 6,894,073.06
50 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 10/19/10 60 NEDBANK GROUP LTD 13,749.00 538.06 1,885,320.55 1,885,320.55
239838 10/26/10 ZAR 136.851 6.976 270,240.67 270,240.67
PUR 10/20/10 60 NEDBANK GROUP LTD 3,614.00 146.81 496,645.15 496,645.15
239838 10/27/10 ZAR 137.141 6.919 71,779.90 71,779.90
PUR 10/21/10 60 NEDBANK GROUP LTD 5,961.00 243.63 821,007.09 821,007.09
239838 10/28/10 ZAR 137.448 6.892 119,119.47 119,119.47
PUR 10/21/10 60 NEDBANK GROUP LTD 8,309.00 115.26 1,138,463.88 1,138,463.88
239838 10/28/10 ZAR 136.920 6.892 165,179.10 165,179.10
---------------- --------- ---------------- ------------ ---------------- --------------
31,633.00 1,043.76 4,341,436.67 4,341,436.67
626,319.14 626,319.14
4 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: 83
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/01/10 60 CIELO SA (FMLY COMP BR 4,600.00 53.90 67,633.56 67,633.56
247595 10/06/10 BRL 14.683 1.685 40,129.09 40,129.09
PUR 10/01/10 60 CIELO SA (FMLY COMP BR 4,900.00 87.02 71,711.34 71,711.34
247595 10/06/10 BRL 14.605 1.685 42,548.56 42,548.56
PUR 10/05/10 60 CIELO SA (FMLY COMP BR 6,100.00 73.71 92,302.91 92,302.91
247595 10/08/10 BRL 15.111 1.682 54,873.62 54,873.62
PUR 10/05/10 60 CIELO SA (FMLY COMP BR 600.00 9.92 9,043.80 9,043.80
247595 10/08/10 BRL 15.045 1.682 5,376.49 5,376.49
PUR 10/06/10 60 CIELO SA (FMLY COMP BR 10,800.00 129.04 161,459.79 161,459.79
247595 10/11/10 BRL 14.930 1.681 96,072.71 96,072.71
PUR 10/07/10 60 CIELO SA (FMLY COMP BR 17,400.00 201.60 251,776.89 251,776.89
247595 10/13/10 BRL 14.451 1.678 150,086.07 150,086.07
PUR 10/08/10 60 CIELO SA (FMLY COMP BR 4,500.00 100.01 67,420.18 67,420.18
247595 10/14/10 BRL 14.945 1.681 40,105.99 40,105.99
PUR 10/13/10 60 CIELO SA (FMLY COMP BR 9,700.00 221.29 147,009.27 147,009.27
247595 10/18/10 BRL 15.118 1.657 88,736.20 88,736.20
PUR 10/15/10 60 CIELO SA (FMLY COMP BR 6,400.00 163.86 96,019.60 96,019.60
247595 10/20/10 BRL 14.961 1.662 57,761.36 57,761.36
PUR 10/18/10 60 CIELO SA (FMLY COMP BR 20,200.00 451.99 300,772.58 300,772.58
247595 10/21/10 BRL 14.853 1.659 181,248.35 181,248.35
PUR 10/18/10 60 CIELO SA (FMLY COMP BR 5,200.00 133.14 77,879.82 77,879.82
247595 10/21/10 BRL 14.934 1.659 46,931.10 46,931.10
PUR 10/19/10 60 CIELO SA (FMLY COMP BR 37,900.00 652.03 552,020.03 552,020.03
247595 10/22/10 BRL 14.536 1.690 326,668.07 326,668.07
PUR 10/19/10 60 CIELO SA (FMLY COMP BR 17,300.00 370.74 251,227.38 251,227.38
247595 10/22/10 BRL 14.486 1.690 148,668.45 148,668.45
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: 84
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/21/10 60 CIELO SA (FMLY COMP BR 5,300.00 113.45 76,922.05 76,922.05
247595 10/26/10 BRL 14.477 1.691 45,493.12 45,493.12
PUR 10/22/10 60 CIELO SA (FMLY COMP BR 19,300.00 403.69 274,379.47 274,379.47
247595 10/27/10 BRL 14.181 1.695 161,880.57 161,880.57
PUR 10/25/10 60 CIELO SA (FMLY COMP BR 4,800.00 99.28 67,902.13 67,902.13
247595 10/28/10 BRL 14.111 1.706 39,810.12 39,810.12
PUR 10/25/10 60 REDECARD SA 21,800.00 686.13 500,234.98 500,234.98
240065 10/28/10 BRL 22.893 1.706 293,281.14 293,281.14
PUR 10/28/10 60 CIA SIDERBURGICA NACL 7,200.00 288.00 120,789.36 120,789.36
250732 11/02/10 USD 16.736 1.000 120,789.36 120,789.36
PUR 10/28/10 60 CIELO SA (FMLY COMP BR 13,000.00 275.02 188,958.22 188,958.22
247595 11/03/10 BRL 14.499 1.713 110,282.61 110,282.61
PUR 10/28/10 60 REDECARD SA 18,100.00 562.33 411,831.94 411,831.94
240065 11/03/10 BRL 22.700 1.713 240,359.48 240,359.48
PUR 10/29/10 60 CIA SIDERBURGICA NACL 11,900.00 476.00 199,881.92 199,881.92
250732 11/03/10 USD 16.757 1.000 199,881.92 199,881.92
PUR 10/29/10 60 CIELO SA (FMLY COMP BR 4,400.00 107.32 64,185.37 64,185.37
247595 11/04/10 BRL 14.546 1.697 37,830.65 37,830.65
PUR 10/29/10 60 REDECARD SA 47,600.00 1,453.67 1,054,221.11 1,054,221.11
240065 11/04/10 BRL 22.096 1.697 621,354.50 621,354.50
---------------- --------- ---------------- ------------ ---------------- --------------
299,000.00 7,113.14 5,105,583.70 5,105,583.70
3,150,169.53 3,150,169.53
23 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 10/05/10 60 CHINA HIGH SPEED TRANS 85,000.00 396.80 1,484,237.43 1,484,237.43
253778 10/07/10 HKD 17.425 7.756 191,355.25 191,355.25
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 85
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/06/10 60 CHINA HIGH SPEED TRANS 8,000.00 37.52 140,341.34 140,341.34
253778 10/08/10 HKD 17.506 7.755 18,096.18 18,096.18
PUR 10/07/10 60 CHINA HIGH SPEED TRANS 44,000.00 206.17 770,866.59 770,866.59
253778 10/11/10 HKD 17.483 7.753 99,426.89 99,426.89
PUR 10/08/10 60 CHINA HIGH SPEED TRANS 54,000.00 250.98 938,929.85 938,929.85
253778 10/12/10 HKD 17.352 7.758 121,034.33 121,034.33
---------------- --------- ---------------- ------------ ---------------- --------------
191,000.00 891.47 3,334,375.21 3,334,375.21
429,912.65 429,912.65
4 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
---------------- --------- ---------------- ------------ ---------------- --------------
884,270.00 24,992.857,775,727,776.28 7,775,727,776.28
13,340,041.86 13,340,041.86
98 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
884,270.00 24,992.857,775,727,776.28 7,775,727,776.28
13,340,041.86 13,340,041.86
98 "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: 86
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/01/10 60 KOC HOLDING AS 23,392.00 277.48 160,224.29 97,439.17 62,785.12
247977 10/05/10 TRY 6.867 1.447 110,717.13 64,968.84 45,748.29
SALE 10/04/10 60 KOC HOLDING AS 39,140.00 146.85 266,732.98 163,037.32 103,695.66
247977 10/06/10 TRY 6.820 1.454 183,409.87 108,707.27 74,702.60
SALE 10/05/10 60 KOC HOLDING AS 9,855.00 33.90 69,244.95 41,050.91 28,194.04
247977 10/07/10 TRY 7.031 1.431 48,384.13 27,371.23 21,012.90
SALE 10/05/10 60 KOC HOLDING AS 10,429.00 126.61 72,300.35 43,441.91 28,858.44
247977 10/07/10 TRY 6.950 1.431 50,519.06 28,965.46 21,553.60
SALE 10/05/10 60 KOC HOLDING AS 37,057.00 449.90 256,902.28 154,360.60 102,541.68
247977 10/07/10 TRY 6.950 1.431 179,507.58 102,921.95 76,585.63
SALE 10/06/10 60 KOC HOLDING AS 11,121.00 136.98 77,652.38 46,324.43 31,327.95
247977 10/08/10 TRY 7.000 1.421 54,653.98 30,887.42 23,766.56
SALE 10/07/10 60 KOC HOLDING AS 6,209.00 21.36 43,432.58 25,863.53 17,569.05
247977 10/11/10 TRY 7.000 1.424 30,493.98 17,244.85 13,249.13
SALE 10/08/10 60 KOC HOLDING AS 14,417.00 49.48 100,128.01 60,053.89 40,074.12
247977 10/12/10 TRY 6.950 1.418 70,637.04 40,041.72 30,595.32
SALE 10/11/10 60 KOC HOLDING AS 11,223.00 38.96 78,608.07 46,749.31 31,858.76
247977 10/13/10 TRY 7.009 1.413 55,616.29 31,170.71 24,445.58
SALE 10/12/10 60 KOC HOLDING AS 39,368.00 488.20 276,359.67 163,987.05 112,372.62
247977 10/14/10 TRY 7.038 1.419 194,790.96 109,340.51 85,450.45
SALE 10/13/10 60 KOC HOLDING AS 43,694.00 550.83 309,451.83 182,006.97 127,444.86
247977 10/15/10 TRY 7.100 1.408 219,781.13 121,355.53 98,425.60
SALE 10/15/10 60 KOC HOLDING AS 18,158.00 63.54 127,924.29 75,636.99 52,287.30
247977 10/19/10 TRY 7.050 1.410 90,713.58 50,431.95 40,281.63
SALE 10/18/10 60 KOC HOLDING AS 18,138.00 72.29 127,770.60 75,553.68 52,216.92
247977 10/20/10 TRY 7.050 1.415 90,287.67 50,376.41 39,911.26
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: 87
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/22/10 60 KOC HOLDING AS 37,869.00 464.75 264,420.29 157,742.98 106,677.31
247977 10/26/10 TRY 7.000 1.426 185,434.48 105,177.20 80,257.28
SALE 10/25/10 60 AKBANK TAS TRY 1.0 31,218.00 535.24 302,434.36 159,799.52 142,634.84
244496 10/27/10 TRY 9.712 1.416 213,560.96 102,731.07 110,829.89
SALE 10/25/10 60 KOC HOLDING AS 19,420.00 241.70 136,568.72 80,893.84 55,674.88
247977 10/27/10 TRY 7.050 1.416 96,436.62 53,937.03 42,499.59
SALE 10/25/10 60 KOC HOLDING AS 12,337.00 67.56 86,880.18 51,389.66 35,490.52
247977 10/27/10 TRY 7.050 1.416 61,349.56 34,264.73 27,084.83
SALE 10/26/10 60 AKBANK TAS TRY 1.0 51,123.00 851.09 484,454.33 261,689.76 222,764.57
244496 11/01/10 TRY 9.500 1.427 339,586.66 168,233.74 171,352.92
SALE 10/27/10 60 KOC HOLDING AS 14,565.00 176.22 101,700.11 60,670.38 41,029.73
247977 11/02/10 TRY 7.000 1.446 70,312.58 40,452.77 29,859.81
---------------- --------- ---------------- ------------ ---------------- --------------
448,733.00 4,792.94 3,343,190.27 1,947,691.90 1,395,498.37
2,346,193.26 1,288,580.39 1,057,612.87
19 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 10/04/10 60 SHOUGANG CONCORD INTER 29,000.00 3.63 41,399.81 44,162.42 -2,762.61
241650 10/06/10 HKD 1.429 7.759 5,336.02 5,680.81 -344.79
SALE 10/04/10 60 SHOUGANG CONCORD INTER 53,000.00 6.60 75,132.82 80,710.62 -5,577.80
241650 10/06/10 HKD 1.419 7.759 9,683.87 10,382.16 -698.29
SALE 10/04/10 60 SHOUGANG CONCORD INTER 29,000.00 3.63 41,399.81 44,162.42 -2,762.61
241650 10/06/10 HKD 1.429 7.759 5,336.02 5,680.81 -344.79
SALE 10/04/10 60 SHOUGANG CONCORD INTER 76,000.00 9.52 108,497.10 115,735.98 -7,238.88
241650 10/06/10 HKD 1.429 7.759 13,984.20 14,887.63 -903.43
SALE 10/04/10 60 SHOUGANG CONCORD INTER 16,000.00 2.01 22,841.44 24,365.47 -1,524.03
241650 10/06/10 HKD 1.429 7.759 2,944.03 3,134.24 -190.21
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: 88
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/04/10 60 SHOUGANG CONCORD INTER 614,000.00 77.03 877,402.96 935,024.93 -57,621.97
241650 10/06/10 HKD 1.430 7.759 113,088.52 120,276.40 -7,187.88
SALE 10/04/10 60 SHOUGANG CONCORD INTER 2,000.00 .25 2,875.04 3,045.68 -170.64
241650 10/06/10 HKD 1.439 7.759 370.56 391.78 -21.22
SALE 10/04/10 60 SHOUGANG CONCORD INTER 68,000.00 8.52 97,075.88 103,553.25 -6,477.37
241650 10/06/10 HKD 1.429 7.759 12,512.12 13,320.51 -808.39
SALE 10/04/10 60 SHOUGANG CONCORD INTER 53,000.00 6.64 75,662.47 80,710.62 -5,048.15
241650 10/06/10 HKD 1.429 7.759 9,752.14 10,382.16 -630.02
SALE 10/04/10 60 SHOUGANG CONCORD INTER 23,000.00 4.15 32,824.87 35,025.36 -2,200.49
241650 10/06/10 HKD 1.429 7.759 4,230.80 4,505.47 -274.67
SALE 10/04/10 60 SHOUGANG CONCORD INTER 28,000.00 5.06 39,960.71 42,639.57 -2,678.86
241650 10/06/10 HKD 1.429 7.759 5,150.54 5,484.92 -334.38
SALE 10/04/10 60 SHOUGANG CONCORD INTER 18,000.00 3.25 25,689.03 27,411.15 -1,722.12
241650 10/06/10 HKD 1.429 7.759 3,311.06 3,526.02 -214.96
SALE 10/04/10 60 SHOUGANG CONCORD INTER 46,000.00 8.31 65,649.76 70,050.73 -4,400.97
241650 10/06/10 HKD 1.429 7.759 8,461.60 9,010.94 -549.34
SALE 10/04/10 60 SHOUGANG CONCORD INTER 36,000.00 6.50 51,378.07 54,822.31 -3,444.24
241650 10/06/10 HKD 1.429 7.759 6,622.12 7,052.04 -429.92
SALE 10/04/10 60 SHOUGANG CONCORD INTER 28,000.00 5.06 39,960.72 42,639.57 -2,678.85
241650 10/06/10 HKD 1.429 7.759 5,150.54 5,484.92 -334.38
SALE 10/04/10 60 SHOUGANG CONCORD INTER 32,000.00 5.78 45,669.39 48,730.94 -3,061.55
241650 10/06/10 HKD 1.429 7.759 5,886.33 6,268.48 -382.15
SALE 10/04/10 60 SHOUGANG CONCORD INTER 44,000.00 8.00 63,234.54 67,005.04 -3,770.50
241650 10/06/10 HKD 1.439 7.759 8,150.30 8,619.16 -468.86
SALE 10/04/10 60 SHOUGANG CONCORD INTER 969,000.00 174.75 1,380,702.07 1,475,633.80 -94,931.73
241650 10/06/10 HKD 1.426 7.759 177,958.78 189,817.31 -11,858.53
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: 89
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/04/10 60 SHOUGANG CONCORD INTER 68,000.00 12.28 97,047.45 103,553.25 -6,505.80
241650 10/06/10 HKD 1.429 7.759 12,508.45 13,320.51 -812.06
SALE 10/04/10 60 SHOUGANG CONCORD INTER 60,000.00 10.91 86,228.93 91,370.51 -5,141.58
241650 10/06/10 HKD 1.439 7.759 11,114.05 11,753.39 -639.34
SALE 10/04/10 60 SHOUGANG CONCORD INTER 71,000.00 12.82 101,328.97 108,121.78 -6,792.81
241650 10/06/10 HKD 1.429 7.759 13,060.30 13,908.18 -847.88
SALE 10/04/10 60 SHOUGANG CONCORD INTER 67,000.00 12.10 95,620.29 102,030.41 -6,410.12
241650 10/06/10 HKD 1.429 7.759 12,324.51 13,124.62 -800.11
SALE 10/04/10 60 SHOUGANG CONCORD INTER 120,000.00 21.68 171,260.22 182,741.03 -11,480.81
241650 10/06/10 HKD 1.429 7.759 22,073.74 23,506.79 -1,433.05
SALE 10/04/10 60 SHOUGANG CONCORD INTER 81,000.00 14.73 116,409.04 123,350.19 -6,941.15
241650 10/06/10 HKD 1.439 7.759 15,003.97 15,867.08 -863.11
SALE 10/05/10 60 SHOUGANG CONCORD INTER 43,500.00 7.86 62,081.82 66,243.62 -4,161.80
241650 10/07/10 HKD 1.429 7.756 8,003.90 8,521.21 -517.31
SALE 10/11/10 60 SHOUGANG CONCORD INTER 414,500.00 73.53 575,091.18 631,217.97 -56,126.79
241650 10/13/10 HKD 1.389 7.758 74,124.97 81,196.36 -7,071.39
SALE 10/11/10 60 SHOUGANG CONCORD INTER 177,500.00 21.55 245,495.27 270,304.44 -24,809.17
241650 10/13/10 HKD 1.384 7.758 31,642.51 34,770.46 -3,127.95
SALE 10/12/10 60 SHOUGANG CONCORD INTER 281,500.00 49.14 388,234.61 428,680.00 -40,445.39
241650 10/14/10 HKD 1.381 7.758 50,040.23 55,143.01 -5,102.78
SALE 10/13/10 60 SHOUGANG CONCORD INTER 320,500.00 38.74 441,257.99 488,070.83 -46,812.84
241650 10/15/10 HKD 1.378 7.759 56,869.74 62,782.71 -5,912.97
SALE 10/14/10 60 SHOUGANG CONCORD INTER 364,000.00 64.13 506,701.92 554,314.45 -47,612.53
241650 10/18/10 HKD 1.393 7.758 65,310.11 71,303.92 -5,993.81
SALE 10/15/10 60 SHOUGANG CONCORD INTER 115,000.00 20.20 159,556.44 175,126.82 -15,570.38
241650 10/19/10 HKD 1.389 7.758 20,566.96 22,527.34 -1,960.38
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 90
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/18/10 60 SHOUGANG CONCORD INTER 594,500.00 106.10 838,187.22 905,329.51 -67,142.29
241650 10/20/10 HKD 1.411 7.758 108,047.23 116,456.55 -8,409.32
SALE 10/18/10 60 SHOUGANG CONCORD INTER 196,000.00 24.51 279,123.87 298,477.01 -19,353.14
241650 10/20/10 HKD 1.425 7.758 35,980.70 38,394.42 -2,413.72
SALE 10/19/10 60 SHOUGANG CONCORD INTER 274,500.00 48.97 386,936.13 418,020.10 -31,083.97
241650 10/21/10 HKD 1.411 7.759 49,866.44 53,771.78 -3,905.34
SALE 10/26/10 60 SHOUGANG CONCORD INTER 26,000.00 4.47 35,352.25 39,593.89 -4,241.64
241650 10/28/10 HKD 1.361 7.758 4,556.82 5,093.14 -536.32
---------------- --------- ---------------- ------------ ---------------- --------------
5,438,500.00 882.41 7,673,270.09 8,281,975.67 -608,705.58
989,024.18 1,065,347.23 -76,323.05
35 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 10/05/10 60 WOONGJIN COWAY CO LTD 10.00 .19 438,460.00 326,549.27 111,910.73
240084 10/07/10 KRW 43868.0 1130.66 387.79 297.39 90.40
SALE 10/11/10 60 WOONGJIN COWAY CO LTD 300.00 5.95 13,227,476.00 9,796,477.98 3,430,998.02
240084 10/13/10 KRW 44113.7 1116.75 11,844.62 8,921.59 2,923.03
---------------- --------- ---------------- ------------ ---------------- --------------
310.00 6.14 13,665,936.00 10,123,027.25 3,542,908.75
12,232.41 9,218.98 3,013.43
2 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 10/01/10 60 BANK MANDIRI 110,500.00 144.14 754,463,891.71 392,670,948.13 361,792,943.58
240057 10/06/10 IDR 6839.36 8922.50 84,557.45 41,285.23 43,272.22
SALE 10/01/10 60 SEMEN GRESIK PERSERO T 18,900.00 35.57 186,169,898.83 137,655,215.61 48,514,683.22
251402 10/06/10 IDR 9867.05 8922.49 20,865.22 15,160.94 5,704.28
SALE 10/01/10 60 SEMEN GRESIK PERSERO T 28,400.00 108.08 279,886,345.00 206,846,990.65 73,039,354.35
251402 10/06/10 IDR 9889.11 8922.50 31,368.60 22,781.52 8,587.08
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 91
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/04/10 60 BANK MANDIRI 175,500.00 234.611,228,864,427.00 623,653,858.79 605,210,568.21
240057 10/07/10 IDR 7014.01 8928.50 137,633.92 65,570.66 72,063.26
SALE 10/04/10 60 SEMEN GRESIK PERSERO T 85,500.00 330.54 864,095,160.00 622,725,975.36 241,369,184.64
251402 10/07/10 IDR 10140.8 8928.50 96,779.43 68,585.20 28,194.23
SALE 10/05/10 60 BANK MANDIRI 77,500.00 103.22 541,035,250.00 275,402,701.17 265,632,548.83
240057 10/08/10 IDR 6993.00 8934.50 60,555.74 28,955.70 31,600.04
SALE 10/05/10 60 SEMEN GRESIK PERSERO T 6,000.00 22.67 59,310,036.33 43,700,068.45 15,609,967.88
251402 10/08/10 IDR 9918.76 8934.49 6,638.32 4,813.00 1,825.32
SALE 10/05/10 60 SEMEN GRESIK PERSERO T 117,000.00 445.361,154,799,684.00 852,151,334.70 302,648,349.30
251402 10/08/10 IDR 9904.09 8934.50 129,251.74 93,853.43 35,398.31
SALE 10/05/10 60 SEMEN GRESIK PERSERO T 69,000.00 260.32 680,987,092.00 502,550,787.13 178,436,304.87
251402 10/08/10 IDR 9903.08 8934.50 76,219.94 55,349.46 20,870.48
SALE 10/06/10 60 BANK MANDIRI 31,000.00 41.39 216,642,685.85 110,161,080.47 106,481,605.38
240057 10/11/10 IDR 7000.38 8923.00 24,279.13 11,582.28 12,696.85
SALE 10/06/10 60 SEMEN GRESIK PERSERO T 121,500.00 459.471,200,398,002.00 884,926,386.04 315,471,615.96
251402 10/11/10 IDR 9913.56 8923.00 134,528.52 97,463.17 37,065.35
SALE 10/06/10 60 SEMEN GRESIK PERSERO T 53,500.00 204.09 528,582,180.00 389,658,943.65 138,923,236.35
251402 10/11/10 IDR 9914.08 8923.00 59,238.17 42,915.88 16,322.29
SALE 10/06/10 60 SEMEN GRESIK PERSERO T 12,500.00 49.12 123,604,921.68 91,041,809.26 32,563,112.42
251402 10/11/10 IDR 9923.45 8922.99 13,852.40 10,027.08 3,825.32
SALE 10/06/10 60 SEMEN GRESIK PERSERO T 13,000.00 49.16 128,426,340.00 94,683,481.63 33,742,858.37
251402 10/11/10 IDR 9912.69 8923.00 14,392.73 10,428.16 3,964.57
SALE 10/07/10 60 SEMEN GRESIK PERSERO T 24,500.00 93.14 243,322,832.00 178,441,946.16 64,880,885.84
251402 10/12/10 IDR 9965.46 8922.50 27,270.70 19,653.07 7,617.63
SALE 10/07/10 60 SEMEN GRESIK PERSERO T 76,500.00 290.94 760,055,856.00 557,175,872.69 202,879,983.31
251402 10/12/10 IDR 9969.30 8922.50 85,184.18 61,365.70 23,818.48
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: 92
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/08/10 60 SEMEN GRESIK PERSERO T 196,000.00 736.971,927,450,153.00 1,427,535,569.24 499,914,583.76
251402 10/13/10 IDR 9867.51 8932.50 215,779.47 157,224.54 58,554.93
SALE 10/08/10 60 SEMEN GRESIK PERSERO T 22,000.00 82.81 216,567,837.00 160,233,584.30 56,334,252.70
251402 10/13/10 IDR 9877.61 8932.50 24,244.93 17,647.65 6,597.28
SALE 10/11/10 60 BANK MANDIRI 261,500.00 683.581,770,322,574.00 929,262,017.51 841,060,556.49
240057 10/14/10 IDR 6793.20 8922.50 198,411.05 97,702.15 100,708.90
SALE 10/11/10 60 BANK MANDIRI 7,500.00 10.29 50,857,200.00 26,651,874.31 24,205,325.69
240057 10/14/10 IDR 6793.20 8922.50 5,699.88 2,802.16 2,897.72
SALE 10/11/10 60 SEMEN GRESIK PERSERO T 26,000.00 97.10 253,654,631.00 189,366,963.27 64,287,667.73
251402 10/14/10 IDR 9789.26 8922.50 28,428.65 20,856.32 7,572.33
SALE 10/12/10 60 BANK MANDIRI 105,000.00 135.77 712,072,200.00 373,126,240.30 338,945,959.70
240057 10/15/10 IDR 6793.20 8940.00 79,650.13 39,230.31 40,419.82
SALE 10/12/10 60 SEMEN GRESIK PERSERO T 30,000.00 110.70 289,762,010.00 218,500,342.23 71,261,667.77
251402 10/15/10 IDR 9691.72 8939.99 32,411.86 24,064.98 8,346.88
SALE 10/13/10 60 BANK MANDIRI 160,500.00 208.271,090,237,466.00 570,350,110.17 519,887,355.83
240057 10/18/10 IDR 6804.33 8923.00 122,182.84 59,966.33 62,216.51
SALE 10/13/10 60 BANK MANDIRI 141,000.00 368.56 954,552,516.00 501,055,236.97 453,497,279.03
240057 10/18/10 IDR 6793.20 8923.00 106,976.64 52,680.70 54,295.94
SALE 10/13/10 60 SEMEN GRESIK PERSERO T 60,500.00 226.41 591,502,757.00 440,642,356.83 150,860,400.17
251402 10/18/10 IDR 9810.29 8923.00 66,289.67 48,531.04 17,758.63
SALE 10/14/10 60 BANK MANDIRI 17,000.00 22.36 117,065,678.45 60,410,915.10 56,654,763.35
240057 10/19/10 IDR 6897.95 8922.49 13,120.28 6,351.57 6,768.71
SALE 10/14/10 60 SEMEN GRESIK PERSERO T 119,500.00 450.361,176,530,116.00 870,359,696.55 306,170,419.45
251402 10/19/10 IDR 9879.06 8922.50 131,861.04 95,858.84 36,002.20
SALE 10/15/10 60 SEMEN GRESIK PERSERO T 41,500.00 159.20 415,890,957.00 302,258,806.75 113,632,150.25
251402 10/20/10 IDR 10055.6 8922.50 46,611.48 33,289.89 13,321.59
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 93
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/18/10 60 SEMEN GRESIK PERSERO T 26,500.00 100.28 262,278,747.00 193,008,635.64 69,270,111.36
251402 10/21/10 IDR 9931.11 8932.99 29,360.66 21,257.40 8,103.26
SALE 10/19/10 60 SEMEN GRESIK PERSERO T 23,000.00 86.87 227,035,510.00 167,516,929.04 59,518,580.96
251402 10/22/10 IDR 9904.82 8926.00 25,435.30 18,449.82 6,985.48
SALE 10/20/10 60 SEMEN GRESIK PERSERO T 19,600.00 73.49 192,205,116.00 142,753,556.92 49,451,559.08
251402 10/25/10 IDR 9839.87 8932.49 21,517.51 15,722.45 5,795.06
---------------- --------- ---------------- ------------ ---------------- --------------
2,277,900.00 6,424.84 19198630070.85 12536480235.02 6662149835.83
2,150,597.58 1,361,426.63 789,170.95
32 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 10/05/10 60 SOUZA CRUZ SA 2,900.00 207.22 258,810.80 159,284.76 99,526.04
240069 10/08/10 BRL 89.365 1.682 153,861.72 89,419.19 64,442.53
SALE 10/07/10 60 FERTILIZANTES FOSFATAD 1,900.00 27.23 33,914.73 30,781.12 3,133.61
247577 10/13/10 BRL 17.874 1.678 20,216.82 16,741.91 3,474.91
SALE 10/07/10 60 SOUZA CRUZ SA 1,900.00 292.97 172,257.67 104,358.98 67,898.69
240069 10/13/10 BRL 90.921 1.678 102,684.07 58,584.99 44,099.08
SALE 10/08/10 60 FERTILIZANTES FOSFATAD 2,400.00 66.55 44,636.85 38,881.41 5,755.44
247577 10/14/10 BRL 18.645 1.681 26,552.96 21,147.67 5,405.29
SALE 10/08/10 60 FERTILIZANTES FOSFATAD 3,700.00 54.98 68,625.82 59,942.18 8,683.64
247577 10/14/10 BRL 18.573 1.681 40,823.19 32,602.66 8,220.53
SALE 10/08/10 60 SOUZA CRUZ SA 1,100.00 168.29 99,157.09 60,418.36 38,738.73
240069 10/14/10 BRL 90.400 1.681 58,985.21 33,917.63 25,067.58
SALE 10/11/10 60 FERTILIZANTES FOSFATAD 2,800.00 79.92 53,067.00 45,361.65 7,705.35
247577 10/15/10 BRL 19.000 1.664 31,889.31 24,672.28 7,217.03
SALE 10/11/10 60 FERTILIZANTES FOSFATAD 1,900.00 54.27 36,033.63 30,781.12 5,252.51
247577 10/15/10 BRL 19.013 1.664 21,653.52 16,741.91 4,911.61
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 94
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/11/10 60 FERTILIZANTES FOSFATAD 400.00 6.15 7,602.10 6,480.24 1,121.86
247577 10/15/10 BRL 19.031 1.664 4,568.30 3,524.61 1,043.69
SALE 10/13/10 60 FERTILIZANTES FOSFATAD 2,800.00 81.17 53,651.57 45,361.65 8,289.92
247577 10/18/10 BRL 19.209 1.657 32,384.60 24,672.28 7,712.32
SALE 10/13/10 60 FERTILIZANTES FOSFATAD 1,000.00 29.07 19,217.24 16,200.59 3,016.65
247577 10/18/10 BRL 19.265 1.657 11,599.71 8,811.53 2,788.18
SALE 10/13/10 60 FERTILIZANTES FOSFATAD 1,900.00 29.63 36,455.23 30,781.12 5,674.11
247577 10/18/10 BRL 19.213 1.657 22,004.73 16,741.91 5,262.82
SALE 10/14/10 60 FERTILIZANTES FOSFATAD 5,000.00 147.61 97,544.03 81,002.94 16,541.09
247577 10/19/10 BRL 19.558 1.656 58,898.06 44,057.64 14,840.42
SALE 10/14/10 60 FERTILIZANTES FOSFATAD 1,500.00 23.97 29,469.81 24,300.88 5,168.93
247577 10/19/10 BRL 19.673 1.656 17,794.17 13,217.29 4,576.88
SALE 10/14/10 60 SOUZA CRUZ SA 1,500.00 105.98 130,327.48 82,388.67 47,938.81
240069 10/19/10 BRL 87.002 1.656 78,693.04 46,251.31 32,441.73
SALE 10/18/10 60 SOUZA CRUZ SA 900.00 134.63 78,302.94 49,433.20 28,869.74
240069 10/21/10 BRL 87.252 1.659 47,186.08 27,750.78 19,435.30
SALE 10/19/10 60 SOUZA CRUZ SA 200.00 29.38 17,400.35 10,985.16 6,415.19
240069 10/22/10 BRL 87.250 1.690 10,296.98 6,166.84 4,130.14
SALE 10/19/10 60 SOUZA CRUZ SA 500.00 73.80 43,712.24 27,462.89 16,249.35
240069 10/22/10 BRL 87.674 1.690 25,867.53 15,417.10 10,450.43
SALE 10/20/10 60 FERTILIZANTES FOSFATAD 800.00 12.20 15,179.80 12,960.47 2,219.33
247577 10/25/10 BRL 19.000 1.676 9,059.05 7,049.22 2,009.83
SALE 10/20/10 60 SOUZA CRUZ SA 1,300.00 192.04 112,785.62 71,403.51 41,382.11
240069 10/25/10 BRL 87.006 1.676 67,308.58 40,084.46 27,224.12
SALE 10/21/10 60 FERTILIZANTES FOSFATAD 2,400.00 66.93 45,246.83 38,881.41 6,365.42
247577 10/26/10 BRL 18.900 1.691 26,759.81 21,147.67 5,612.14
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: 95
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/21/10 60 SOUZA CRUZ SA 700.00 102.86 60,959.39 38,448.04 22,511.35
240069 10/26/10 BRL 87.333 1.691 36,052.51 21,583.94 14,468.57
SALE 10/26/10 60 FERTILIZANTES FOSFATAD 1,100.00 16.63 21,071.27 17,820.65 3,250.62
247577 10/29/10 BRL 19.182 1.707 12,343.67 9,692.68 2,650.99
SALE 10/26/10 60 SOUZA CRUZ SA 700.00 101.54 60,749.84 38,448.04 22,301.80
240069 10/29/10 BRL 87.033 1.707 35,587.62 21,583.94 14,003.68
---------------- --------- ---------------- ------------ ---------------- --------------
41,300.00 2,105.02 1,596,179.33 1,122,169.04 474,010.29
953,071.24 621,581.44 331,489.80
24 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 10/28/10 60 MAGNIT OJSC NPV GDR 1,212.00 39.04 32,498.43 18,258.89 14,239.54
249598 11/02/10 USD 26.846 1.000 32,498.43 18,258.89 14,239.54
SALE 10/29/10 60 MAGNIT OJSC NPV GDR 1,219.00 39.14 32,576.18 18,364.35 14,211.83
249598 11/03/10 USD 26.756 1.000 32,576.18 18,364.35 14,211.83
---------------- --------- ---------------- ------------ ---------------- --------------
2,431.00 78.18 65,074.61 36,623.24 28,451.37
65,074.61 36,623.24 28,451.37
2 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
8,209,174.00 14,289.53 19224973721.15 12557991722.12 6666981999.03
6,516,193.28 4,382,777.91 2,133,415.37
114 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
8,209,174.00 14,289.53 19224973721.15 12557991722.12 6666981999.03
6,516,193.28 4,382,777.91 2,133,415.37
114 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
---------------- --------- ---------------- ------------ ---------------- --------------
9,093,444.00 39,282.38 27000701497.43 20333719498.40 6666981999.03
19,856,235.14 17,722,819.77 2,133,415.37
212 TRANSACTIONS WITHIN FUND: LAZARD ASSET MANAGEMENT (5148)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 96
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
DEV MKT COMMON STOCK (2220)
--------------------------------
PUR 10/25/10 60 NHN CORP COMMON STOCK 11,853.00 650.182,419,838,730.00 2,419,838,730.00
254021 10/27/10 KRW 204092. 1116.20 2,167,925.76 2,167,925.76
---------------- --------- ---------------- ------------ ---------------- --------------
11,853.00 650.182,419,838,730.00 2,419,838,730.00
2,167,925.76 2,167,925.76
1 TRANSACTION IN COUNTRY: KOREA (4500)
---------------- --------- ---------------- ------------ ---------------- --------------
11,853.00 650.182,419,838,730.00 2,419,838,730.00
2,167,925.76 2,167,925.76
1 TRANSACTION IN CATEGORY: DEV MKT COMMON STOCK (2220)
EM COMMON STOCK (2225)
--------------------------------
PUR 10/25/10 60 NINE DRAGONS PAPER HOL 556,000.00 327.61 7,273,997.51 7,273,997.51
253046 10/27/10 HKD 13.078 7.760 937,316.46 937,316.46
PUR 10/26/10 60 CHINA GAS HOLDINGS LTD 4,582,000.00 6,440.17 19,799,370.92 19,799,370.92
254069 11/08/10 HKD 4.310 7.758 2,552,090.19 2,552,090.19
---------------- --------- ---------------- ------------ ---------------- --------------
5,138,000.00 6,767.78 27,073,368.43 27,073,368.43
3,489,406.65 3,489,406.65
2 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
PUR 10/15/10 60 BIM BIRLESIK MAGAZALAR 4,784.00 302.87 213,983.91 213,983.91
253922 10/19/10 TRY 44.640 1.410 151,740.11 151,740.11
PUR 10/18/10 60 BIM BIRLESIK MAGAZALAR 11,048.00 746.19 529,039.89 529,039.89
253922 10/20/10 TRY 47.790 1.415 373,840.15 373,840.15
PUR 10/19/10 60 BIM BIRLESIK MAGAZALAR 11,089.00 744.06 533,384.32 533,384.32
253922 10/21/10 TRY 48.004 1.431 372,774.45 372,774.45
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: 97
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/20/10 60 BIM BIRLESIK MAGAZALAR 4,135.00 277.60 197,991.54 197,991.54
253922 10/22/10 TRY 47.786 1.424 139,078.07 139,078.07
PUR 10/25/10 60 BIM BIRLESIK MAGAZALAR 5,321.00 280.39 265,116.83 265,116.83
253922 10/27/10 TRY 49.750 1.416 187,209.57 187,209.57
---------------- --------- ---------------- ------------ ---------------- --------------
36,377.00 2,351.11 1,739,516.49 1,739,516.49
1,224,642.35 1,224,642.35
5 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 10/04/10 60 XINJIANG GOLDWIND SCI+ 75,000.00 1,743.30 1,362,092.89 1,362,092.89
253779 10/08/10 HKD 17.981 7.759 175,560.24 175,560.24
PUR 10/19/10 60 BANK OF CHINA LTD H 1,285,000.00 400.27 5,869,373.87 5,869,373.87
244492 10/21/10 HKD 4.565 7.759 756,416.22 756,416.22
PUR 10/19/10 60 PING AN INSURANCE 85,000.00 492.15 7,216,707.59 7,216,707.59
240988 10/21/10 HKD 84.858 7.759 930,054.01 930,054.01
PUR 10/25/10 60 BANK OF CHINA LTD H 4,366,000.00 896.49 19,904,956.27 19,904,956.27
244492 10/27/10 HKD 4.557 7.760 2,564,922.95 2,564,922.95
PUR 10/25/10 60 PING AN INSURANCE 134,000.00 535.22 11,883,631.96 11,883,631.96
240988 10/27/10 HKD 88.653 7.760 1,531,307.07 1,531,307.07
---------------- --------- ---------------- ------------ ---------------- --------------
5,945,000.00 4,067.43 46,236,762.58 46,236,762.58
5,958,260.49 5,958,260.49
5 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 10/22/10 60 AIA GROUP LTD COMMON S 672,800.00 17,104.91 13,374,170.30 13,374,170.30
254019 10/29/10 HKD 19.681 7.764 1,722,565.44 1,722,565.44
---------------- --------- ---------------- ------------ ---------------- --------------
672,800.00 17,104.91 13,374,170.30 13,374,170.30
1,722,565.44 1,722,565.44
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 98
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/26/10 60 PTT PCL FOREIGN COMMON 63,100.00 284.92 19,366,695.26 19,366,695.26
253251 10/29/10 THB 306.786 29.895 647,823.89 647,823.89
---------------- --------- ---------------- ------------ ---------------- --------------
63,100.00 284.92 19,366,695.26 19,366,695.26
647,823.89 647,823.89
1 TRANSACTION IN COUNTRY: THAILAND (6550)
PUR 10/01/10 60 BR PROPERTIES SA COMMO 28,900.00 833.26 469,532.36 469,532.36
253702 10/06/10 BRL 16.198 1.685 278,588.09 278,588.09
PUR 10/15/10 60 BR PROPERTIES SA COMMO 50,200.00 1,413.26 828,129.30 828,129.30
253702 10/20/10 BRL 16.450 1.662 498,167.83 498,167.83
PUR 10/21/10 60 BR PROPERTIES SA COMMO 34,200.00 946.61 564,190.57 564,190.57
253702 10/26/10 BRL 16.450 1.691 333,672.75 333,672.75
PUR 10/29/10 60 BRAZIL INSURANCE PARTI 1,300.00 1,755,000.00 1,755,000.00
254119 11/04/10 BRL 1350.00 1.697 1,034,391.30 1,034,391.30
---------------- --------- ---------------- ------------ ---------------- --------------
114,600.00 3,193.13 3,616,852.23 3,616,852.23
2,144,819.97 2,144,819.97
4 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 10/22/10 60 SINA CORP COMMON STOCK 23,900.00 1,925.08 1,285,309.67 1,285,309.67
253527 10/27/10 USD 53.698 1.000 1,285,309.67 1,285,309.67
---------------- --------- ---------------- ------------ ---------------- --------------
23,900.00 1,925.08 1,285,309.67 1,285,309.67
1,285,309.67 1,285,309.67
1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
---------------- --------- ---------------- ------------ ---------------- --------------
11,993,777.00 35,694.36 112,692,674.96 112,692,674.96
16,472,828.46 16,472,828.46
19 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
12,005,630.00 36,344.542,532,531,404.96 2,532,531,404.96
18,640,754.22 18,640,754.22
20 "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: 99
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/25/10 60 SKYWORTH DIGITAL HOLDI 1,982,000.00 417.05 9,234,457.25 14,912,749.58 -5,678,292.33
251723 10/27/10 HKD 4.661 7.760 1,189,938.37 1,920,912.56 -730,974.19
---------------- --------- ---------------- ------------ ---------------- --------------
1,982,000.00 417.05 9,234,457.25 14,912,749.58 -5,678,292.33
1,189,938.37 1,920,912.56 -730,974.19
1 TRANSACTION IN COUNTRY: BERMUDA ( 250)
SALE 10/19/10 60 AGRICULTURAL BANK OF C 1,390,000.00 382.47 5,590,628.31 4,648,834.40 941,793.91
252610 10/21/10 HKD 4.024 7.759 720,492.86 597,297.86 123,195.00
---------------- --------- ---------------- ------------ ---------------- --------------
1,390,000.00 382.47 5,590,628.31 4,648,834.40 941,793.91
720,492.86 597,297.86 123,195.00
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 10/25/10 60 CHINA MOBILE LTD 311,000.00 1,131.56 25,055,176.48 29,016,929.40 -3,961,752.92
239773 10/27/10 HKD 80.592 7.760 3,228,572.63 3,728,430.41 -499,857.78
SALE 10/25/10 60 CNOOC LTD HKD 0.02 581,000.00 423.31 9,372,986.14 6,140,721.06 3,232,265.08
239779 10/27/10 HKD 16.138 7.760 1,207,789.00 790,370.41 417,418.59
---------------- --------- ---------------- ------------ ---------------- --------------
892,000.00 1,554.87 34,428,162.62 35,157,650.46 -729,487.84
4,436,361.63 4,518,800.82 -82,439.19
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 10/25/10 60 ASTRA INTERNATIONAL TB 229,500.00 2,606.95 13029815581.00 11239236293.00 1790579288.00
253167 10/28/10 IDR 56876.0 8912.50 1,461,970.89 1,253,329.95 208,640.94
SALE 10/25/10 60 INTILAND DEVELOPMENT T 16,166,500.00 1,528.927,641,710,795.00 8,581,583,171.00 -939872376.00
253337 10/28/10 IDR 473.531 8912.50 857,414.96 952,186.76 -94,771.80
---------------- --------- ---------------- ------------ ---------------- --------------
16,396,000.00 4,135.87 20671526376.00 19820819464.00 850,706,912.00
2,319,385.85 2,205,516.71 113,869.14
2 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: 100
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/26/10 60 ADVANCED INFO SERVICE 696,900.00 948.57 64,420,814.99 69,303,599.06 -4,882,784.07
253389 10/29/10 THB 92.480 29.895 2,154,902.66 2,243,197.90 -88,295.24
---------------- --------- ---------------- ------------ ---------------- --------------
696,900.00 948.57 64,420,814.99 69,303,599.06 -4,882,784.07
2,154,902.66 2,243,197.90 -88,295.24
1 TRANSACTION IN COUNTRY: THAILAND (6550)
SALE 10/29/10 60 EMPRESAS LA POLAR SA N 27,675.00 692.94 96,544,441.00 82,447,140.69 14,097,300.31
251848 11/03/10 CLP 3500.76 489.350 197,291.18 156,984.05 40,307.13
---------------- --------- ---------------- ------------ ---------------- --------------
27,675.00 692.94 96,544,441.00 82,447,140.69 14,097,300.31
197,291.18 156,984.05 40,307.13
1 TRANSACTION IN COUNTRY: CHILE (7000)
SALE 10/25/10 60 CHINA HIGH SPEED TRANS 846,000.00 631.27 13,977,669.54 14,875,670.86 -898,001.32
252813 10/27/10 HKD 16.528 7.760 1,801,141.63 1,915,269.96 -114,128.33
---------------- --------- ---------------- ------------ ---------------- --------------
846,000.00 631.27 13,977,669.54 14,875,670.86 -898,001.32
1,801,141.63 1,915,269.96 -114,128.33
1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 10/13/10 60 MEXICHEM SA DE CV 24,500.00 185.91 918,532.86 763,900.93 154,631.93
250639 10/18/10 MXN 37.585 12.383 74,178.72 59,880.28 14,298.44
SALE 10/20/10 60 MEXICHEM SA DE CV 3,400.00 25.80 127,609.94 106,010.74 21,599.20
250639 10/25/10 MXN 37.626 12.397 10,293.78 8,309.92 1,983.86
SALE 10/21/10 60 MEXICHEM SA DE CV 10,449.00 79.54 391,900.19 325,795.95 66,104.24
250639 10/26/10 MXN 37.600 12.349 31,736.15 25,538.33 6,197.82
SALE 10/22/10 60 MEXICHEM SA DE CV 61,400.00 468.00 2,311,240.80 1,914,429.27 396,811.53
250639 10/27/10 MXN 37.737 12.377 186,731.47 150,067.32 36,664.15
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 101
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/25/10 60 MEXICHEM SA DE CV 46,600.00 358.10 1,761,013.45 1,452,970.75 308,042.70
250639 10/28/10 MXN 37.885 12.325 142,881.42 113,894.74 28,986.68
SALE 10/26/10 60 MEXICHEM SA DE CV 216,100.00 1,638.81 8,100,368.95 6,737,918.00 1,362,450.95
250639 10/29/10 MXN 37.578 12.388 653,885.72 528,168.54 125,717.18
---------------- --------- ---------------- ------------ ---------------- --------------
362,449.00 2,756.16 13,610,666.19 11,301,025.64 2,309,640.55
1,099,707.26 885,859.13 213,848.13
6 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 10/29/10 60 COMPANIA DE MINAS BUEN 22,667.00 1,795.31 1,181,737.16 749,102.74 432,634.42
251847 11/03/10 USD 52.214 1.000 1,181,737.16 749,102.74 432,634.42
---------------- --------- ---------------- ------------ ---------------- --------------
22,667.00 1,795.31 1,181,737.16 749,102.74 432,634.42
1,181,737.16 749,102.74 432,634.42
1 TRANSACTION IN COUNTRY: PERU (8000)
SALE 10/19/10 60 CIMB GROUP(fmrly BUMIP 321,300.00 2,533.51 2,532,379.43 1,548,814.29 983,565.14
239575 10/22/10 MYR 7.906 3.108 814,662.84 474,719.11 339,943.73
---------------- --------- ---------------- ------------ ---------------- --------------
321,300.00 2,533.51 2,532,379.43 1,548,814.29 983,565.14
814,662.84 474,719.11 339,943.73
1 TRANSACTION IN COUNTRY: MALAYSIA (8700)
---------------- --------- ---------------- ------------ ---------------- --------------
22,936,991.00 15,848.02 20913047332.49 20055764051.72 857,283,280.77
15,915,621.44 15,667,660.84 247,960.60
17 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
22,936,991.00 15,848.02 20913047332.49 20055764051.72 857,283,280.77
15,915,621.44 15,667,660.84 247,960.60
17 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
---------------- --------- ---------------- ------------ ---------------- --------------
34,942,621.00 52,192.56 23445578737.45 22588295456.68 857,283,280.77
34,556,375.66 34,308,415.06 247,960.60
37 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: 102
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
DEV MKT COMMON STOCK (2220)
--------------------------------
PUR 10/28/10 60 HYUNDAI MOBIS COMMON S 1,879.00 564.30 529,102,913.00 529,102,913.00
254085 11/01/10 KRW 281250. 1123.80 470,815.90 470,815.90
PUR 10/28/10 60 HYUNDAI MOBIS COMMON S 1,373.00 97.46 385,751,315.00 385,751,315.00
254085 11/01/10 KRW 280875. 1123.80 343,256.20 343,256.20
PUR 10/29/10 60 HYUNDAI MOBIS COMMON S 8,387.00 5,193.522,343,449,156.00 2,343,449,156.00
254085 11/02/10 KRW 278717. 1125.25 2,082,603.12 2,082,603.12
---------------- --------- ---------------- ------------ ---------------- --------------
11,639.00 5,855.283,258,303,384.00 3,258,303,384.00
2,896,675.22 2,896,675.22
3 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 10/01/10 60 CYRELA BRAZIL REALTY C 30,700.00 952.61 748,622.24 748,622.24
253621 10/06/10 BRL 24.333 1.685 444,180.75 444,180.75
PUR 10/04/10 60 CYRELA BRAZIL REALTY C 5,100.00 160.59 126,222.43 126,222.43
253621 10/07/10 BRL 24.696 1.686 74,878.35 74,878.35
PUR 10/04/10 60 CYRELA BRAZIL REALTY C 25,600.00 815.16 640,719.10 640,719.10
253621 10/07/10 BRL 24.974 1.686 380,090.82 380,090.82
PUR 10/06/10 60 CYRELA BRAZIL REALTY C 104,600.00 3,381.36 2,649,721.54 2,649,721.54
253621 10/11/10 BRL 25.278 1.681 1,576,652.11 1,576,652.11
---------------- --------- ---------------- ------------ ---------------- --------------
166,000.00 5,309.72 4,165,285.31 4,165,285.31
2,475,802.03 2,475,802.03
4 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
177,639.00 11,165.003,262,468,669.31 3,262,468,669.31
5,372,477.25 5,372,477.25
7 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: 103
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 10/14/10 60 TURKCELL ILETISIM HIZM 80,700.00 3,228.00 1,576,087.14 1,576,087.14
252949 10/19/10 TRY 19.490 1.000 1,576,087.14 1,576,087.14
---------------- --------- ---------------- ------------ ---------------- --------------
80,700.00 3,228.00 1,576,087.14 1,576,087.14
1,576,087.14 1,576,087.14
1 TRANSACTION IN COUNTRY: TURKEY (3400)
PUR 10/18/10 60 BANK OF CHINA LTD H 11,875,000.00 13,909.68 54,119,049.98 54,119,049.98
253924 10/20/10 HKD 4.548 7.758 6,976,261.99 6,976,261.99
---------------- --------- ---------------- ------------ ---------------- --------------
11,875,000.00 13,909.68 54,119,049.98 54,119,049.98
6,976,261.99 6,976,261.99
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 10/18/10 60 CHINA OVERSEAS LAND + 170,000.00 756.26 2,942,435.87 2,942,435.87
253926 10/20/10 HKD 17.274 7.758 379,297.19 379,297.19
PUR 10/19/10 60 CHINA OVERSEAS LAND + 598,000.00 2,634.70 10,253,396.50 10,253,396.50
253926 10/21/10 HKD 17.112 7.759 1,321,407.64 1,321,407.64
PUR 10/19/10 60 CHINA OVERSEAS LAND + 182,000.00 403.43 3,136,911.83 3,136,911.83
253926 10/21/10 HKD 17.219 7.759 404,269.87 404,269.87
PUR 10/20/10 60 CHINA OVERSEAS LAND + 302,000.00 1,286.21 5,007,374.96 5,007,374.96
253926 10/22/10 HKD 16.548 7.762 645,084.92 645,084.92
PUR 10/21/10 60 CHINA OVERSEAS LAND + 164,000.00 697.80 2,716,983.37 2,716,983.37
253926 10/25/10 HKD 16.534 7.763 349,975.64 349,975.64
PUR 10/21/10 60 CHINA OVERSEAS LAND + 82,000.00 175.55 1,365,674.87 1,365,674.87
253926 10/25/10 HKD 16.638 7.763 175,913.09 175,913.09
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 104
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/21/10 60 CHINA OVERSEAS LAND + 16,000.00 10.19 263,954.57 263,954.57
253926 10/25/10 HKD 16.492 7.763 34,000.09 34,000.09
PUR 10/22/10 60 ASIA GROUP LTD COMMON 861,400.00 21,834.28 17,123,231.71 17,123,231.71
254009 10/29/10 HKD 19.682 7.764 2,205,436.78 2,205,436.78
PUR 10/22/10 60 CHINA OVERSEAS LAND + 26,000.00 109.86 427,805.09 427,805.09
253926 10/26/10 HKD 16.421 7.764 55,100.41 55,100.41
---------------- --------- ---------------- ------------ ---------------- --------------
2,401,400.00 27,908.28 43,237,768.77 43,237,768.77
5,570,485.63 5,570,485.63
9 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 10/01/10 60 HYUNDAI MOTOR CO COMMO 4,680.00 1,600.11 725,342,840.00 725,342,840.00
253632 10/05/10 KRW 154601. 1130.45 641,640.80 641,640.80
PUR 10/05/10 60 HYUNDAI MOTOR CO COMMO 14,766.00 5,197.132,356,329,568.00 2,356,329,568.00
253632 10/07/10 KRW 159180. 1130.65 2,084,048.62 2,084,048.62
PUR 10/05/10 60 NHN CORP 3,631.00 1,676.92 760,300,924.00 760,300,924.00
252589 10/07/10 KRW 208869. 1130.65 672,445.87 672,445.87
PUR 10/14/10 60 KB FINANCIAL GROUP INC 12,992.00 1,557.70 693,941,469.00 693,941,469.00
253894 10/18/10 KRW 53279.7 1110.95 624,637.89 624,637.89
PUR 10/14/10 60 KB FINANCIAL GROUP INC 19,378.00 239.351,038,991,055.00 1,038,991,055.00
253894 10/18/10 KRW 53603.3 1110.95 935,227.56 935,227.56
PUR 10/14/10 60 KB FINANCIAL GROUP INC 2,050.00 117.69 109,088,249.00 109,088,249.00
253894 10/18/10 KRW 53150.0 1110.95 98,193.66 98,193.66
PUR 10/14/10 60 SAMSUNG SDI CO LTD KRW 4,784.00 1,634.21 728,027,030.00 728,027,030.00
251885 10/18/10 KRW 151800. 1110.95 655,319.35 655,319.35
PUR 10/15/10 60 KB FINANCIAL GROUP INC 15,456.00 190.53 840,521,605.00 840,521,605.00
253894 10/19/10 KRW 54367.8 1111.40 756,272.81 756,272.81
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 105
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/15/10 60 KB FINANCIAL GROUP INC 11,723.00 1,426.61 635,800,394.00 635,800,394.00
253894 10/19/10 KRW 54100.0 1111.40 572,071.62 572,071.62
PUR 10/15/10 60 MIRAE ASSET SECURITIES 1,739.00 118.52 109,900,374.00 109,900,374.00
252797 10/19/10 KRW 63121.7 1111.40 98,884.63 98,884.63
PUR 10/18/10 60 KB FINANCIAL GROUP INC 8,885.00 123.22 475,655,597.00 475,655,597.00
253894 10/20/10 KRW 53519.1 1119.15 425,015.05 425,015.05
PUR 10/18/10 60 MIRAE ASSET SECURITIES 2,872.00 193.02 180,230,609.00 180,230,609.00
252797 10/20/10 KRW 62679.1 1119.15 161,042.41 161,042.41
PUR 10/19/10 60 MIRAE ASSET SECURITIES 2,874.00 190.19 179,330,947.00 179,330,947.00
252797 10/21/10 KRW 62322.8 1130.10 158,685.91 158,685.91
PUR 10/20/10 60 MIRAE ASSET SECURITIES 1,466.00 95.72 90,002,955.00 90,002,955.00
252797 10/22/10 KRW 61319.9 1126.95 79,864.20 79,864.20
PUR 10/21/10 60 MIRAE ASSET SECURITIES 2,987.00 195.20 183,959,905.00 183,959,905.00
252797 10/25/10 KRW 61513.0 1129.55 162,861.23 162,861.23
---------------- --------- ---------------- ------------ ---------------- --------------
110,283.00 14,556.129,107,423,521.00 9,107,423,521.00
8,126,211.61 8,126,211.61
15 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 10/14/10 60 ANGLOGOLD LTD NPV ADR 25,200.00 1,008.00 1,222,227.72 1,222,227.72
248878 10/19/10 USD 48.461 1.000 1,222,227.72 1,222,227.72
---------------- --------- ---------------- ------------ ---------------- --------------
25,200.00 1,008.00 1,222,227.72 1,222,227.72
1,222,227.72 1,222,227.72
1 TRANSACTION IN COUNTRY: SOUTH AFRICA (6200)
PUR 10/01/10 60 LAND + HOUSES PUB NV 434,700.00 320.26 3,234,985.32 3,234,985.32
253408 10/06/10 THB 7.420 30.210 107,083.26 107,083.26
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: 106
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/01/10 60 PTT CHEMICAL PCL FOREI 80,700.00 1,084.49 10,954,496.07 10,954,496.07
253672 10/06/10 THB 135.337 30.210 362,611.59 362,611.59
PUR 10/04/10 60 LAND + HOUSES PUB NV 650,100.00 472.59 4,769,690.92 4,769,690.92
253408 10/07/10 THB 7.315 30.185 158,015.27 158,015.27
PUR 10/04/10 60 PTT CHEMICAL PCL FOREI 185,200.00 2,526.00 25,495,560.80 25,495,560.80
253672 10/07/10 THB 137.253 30.185 844,643.39 844,643.39
PUR 10/05/10 60 LAND + HOUSES PUB NV 961,500.00 681.65 6,870,561.21 6,870,561.21
253408 10/08/10 THB 7.124 30.145 227,917.11 227,917.11
---------------- --------- ---------------- ------------ ---------------- --------------
2,312,200.00 5,084.99 51,325,294.32 51,325,294.32
1,700,270.62 1,700,270.62
5 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 10/28/10 60 BANCO MACRO SA ADR ADR 14,500.00 580.00 724,130.00 724,130.00
254082 11/02/10 USD 49.900 1.000 724,130.00 724,130.00
PUR 10/28/10 60 GRUPO FINANCIERO GALIC 34,100.00 1,364.00 425,718.04 425,718.04
254083 11/02/10 USD 12.444 1.000 425,718.04 425,718.04
PUR 10/28/10 60 TELECOM ARGENTINA SA S 46,400.00 464.00 1,106,885.92 1,106,885.92
254086 11/02/10 USD 23.845 1.000 1,106,885.92 1,106,885.92
PUR 10/29/10 60 BANCO MACRO SA ADR ADR 8,400.00 336.00 418,584.60 418,584.60
254082 11/03/10 USD 49.792 1.000 418,584.60 418,584.60
PUR 10/29/10 60 GRUPO FINANCIERO GALIC 8,300.00 332.00 106,148.70 106,148.70
254083 11/03/10 USD 12.749 1.000 106,148.70 106,148.70
---------------- --------- ---------------- ------------ ---------------- --------------
111,700.00 3,076.00 2,781,467.26 2,781,467.26
2,781,467.26 2,781,467.26
5 TRANSACTIONS IN COUNTRY: ARGENTINA (6800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 107
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/08/10 60 DURATEX SA COMMON STOC 15,100.00 367.03 287,686.96 287,686.96
253848 10/14/10 BRL 19.011 1.681 171,135.28 171,135.28
PUR 10/11/10 60 DURATEX SA COMMON STOC 9,800.00 247.46 192,011.04 192,011.04
253848 10/15/10 BRL 19.551 1.664 115,384.32 115,384.32
PUR 10/13/10 60 DURATEX SA COMMON STOC 12,100.00 313.39 242,092.05 242,092.05
253848 10/18/10 BRL 19.965 1.657 146,129.08 146,129.08
PUR 10/13/10 60 DURATEX SA COMMON STOC 19,500.00 503.46 388,912.62 388,912.62
253848 10/18/10 BRL 19.901 1.657 234,751.39 234,751.39
PUR 10/14/10 60 DURATEX SA COMMON STOC 21,000.00 538.39 415,755.33 415,755.33
253848 10/19/10 BRL 19.755 1.656 251,037.24 251,037.24
PUR 10/15/10 60 DURATEX SA COMMON STOC 31,600.00 799.90 620,011.96 620,011.96
253848 10/20/10 BRL 19.579 1.662 372,973.18 372,973.18
PUR 10/18/10 60 DURATEX SA COMMON STOC 15,300.00 384.57 297,566.70 297,566.70
253848 10/21/10 BRL 19.407 1.659 179,316.46 179,316.46
PUR 10/19/10 60 DURATEX SA COMMON STOC 20,400.00 492.69 388,207.13 388,207.13
253848 10/22/10 BRL 18.989 1.690 229,728.75 229,728.75
PUR 10/19/10 60 LOJAS AMERICANAS SA PR 39,500.00 831.81 655,419.40 655,419.40
253979 10/22/10 BRL 16.557 1.690 387,856.56 387,856.56
PUR 10/19/10 60 LOJAS AMERICANAS SA PR 32,900.00 690.67 544,204.41 544,204.41
253979 10/22/10 BRL 16.506 1.690 322,043.03 322,043.03
PUR 10/20/10 60 LOJAS AMERICANAS SA PR 65,300.00 1,386.65 1,083,411.38 1,083,411.38
253979 10/25/10 BRL 16.556 1.676 646,561.86 646,561.86
PUR 10/21/10 60 DURATEX SA COMMON STOC 5,800.00 43.65 112,778.83 112,778.83
253848 10/26/10 BRL 19.432 1.691 66,699.49 66,699.49
PUR 10/21/10 60 LOJAS AMERICANAS SA PR 37,100.00 794.56 626,438.08 626,438.08
253979 10/26/10 BRL 16.849 1.691 370,487.08 370,487.08
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 108
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/22/10 60 DURATEX SA COMMON STOC 12,300.00 295.69 233,688.74 233,688.74
253848 10/27/10 BRL 18.958 1.695 137,873.53 137,873.53
PUR 10/22/10 60 LOJAS AMERICANAS SA PR 13,300.00 283.19 223,290.60 223,290.60
253979 10/27/10 BRL 16.753 1.695 131,738.75 131,738.75
PUR 10/22/10 60 LOJAS AMERICANAS SA PR 3,900.00 82.65 65,315.57 65,315.57
253979 10/27/10 BRL 16.712 1.695 38,535.40 38,535.40
PUR 10/25/10 60 DURATEX SA COMMON STOC 2,200.00 52.14 41,468.93 41,468.93
253848 10/28/10 BRL 18.809 1.706 24,312.68 24,312.68
PUR 10/25/10 60 LOJAS AMERICANAS SA PR 31,200.00 669.17 530,962.82 530,962.82
253979 10/28/10 BRL 16.981 1.706 311,296.47 311,296.47
PUR 10/26/10 60 DURATEX SA COMMON STOC 2,100.00 51.53 41,015.11 41,015.11
253848 10/29/10 BRL 19.489 1.707 24,026.89 24,026.89
PUR 10/26/10 60 LOJAS AMERICANAS SA PR 21,400.00 452.51 359,346.13 359,346.13
253979 10/29/10 BRL 16.756 1.707 210,507.09 210,507.09
PUR 10/27/10 60 DURATEX SA COMMON STOC 18,700.00 459.18 367,434.47 367,434.47
253848 11/01/10 BRL 19.607 1.716 214,103.94 214,103.94
PUR 10/27/10 60 LOJAS AMERICANAS SA PR 33,100.00 703.30 562,776.63 562,776.63
253979 11/01/10 BRL 16.966 1.716 327,929.74 327,929.74
PUR 10/27/10 60 LOJAS AMERICANAS SA PR 3,200.00 68.15 54,407.68 54,407.68
253979 11/01/10 BRL 16.966 1.716 31,703.34 31,703.34
PUR 10/28/10 60 DURATEX SA COMMON STOC 4,000.00 98.20 78,458.06 78,458.06
253848 11/03/10 BRL 19.572 1.713 45,790.86 45,790.86
PUR 10/29/10 60 DURATEX SA COMMON STOC 6,300.00 156.47 123,783.66 123,783.66
253848 11/04/10 BRL 19.606 1.697 72,957.69 72,957.69
---------------- --------- ---------------- ------------ ---------------- --------------
477,100.00 10,766.41 8,536,444.29 8,536,444.29
5,064,880.10 5,064,880.10
25 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: 109
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/14/10 60 LIJUN INTL PHARMACETL 315,000.00 231.73 901,715.81 901,715.81
253326 10/18/10 HKD 2.857 7.758 116,224.45 116,224.45
PUR 10/14/10 60 SPRINGLAND INTERNATION 225,000.00 1,719.75 1,347,699.24 1,347,699.24
253895 10/21/10 HKD 5.930 7.758 173,708.40 173,708.40
PUR 10/15/10 60 LIJUN INTL PHARMACETL 1,285,000.00 960.47 3,737,075.75 3,737,075.75
253326 10/19/10 HKD 2.902 7.758 481,712.29 481,712.29
PUR 10/21/10 60 SPRINGLAND INTERNATION 350,000.00 558.29 2,173,770.55 2,173,770.55
253895 10/25/10 HKD 6.198 7.763 280,004.19 280,004.19
PUR 10/29/10 60 SPRINGLAND INTERNATION 71,000.00 119.06 462,921.44 462,921.44
253895 11/02/10 HKD 6.507 7.752 59,714.08 59,714.08
---------------- --------- ---------------- ------------ ---------------- --------------
2,246,000.00 3,589.30 8,623,182.79 8,623,182.79
1,111,363.41 1,111,363.41
5 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 10/14/10 60 COPA HOLDINGS SA CLASS 10,200.00 102.00 495,661.86 495,661.86
253325 10/19/10 USD 48.584 1.000 495,661.86 495,661.86
---------------- --------- ---------------- ------------ ---------------- --------------
10,200.00 102.00 495,661.86 495,661.86
495,661.86 495,661.86
1 TRANSACTION IN COUNTRY: PANAMA (8200)
PUR 10/08/10 60 CEBU AIR INC COMMON ST 343,700.00 9,888.94 43,392,125.00 43,392,125.00
253847 10/26/10 PHP 125.000 43.445 998,782.94 998,782.94
PUR 10/28/10 60 CEBU AIR INC COMMON ST 9,330.00 81.17 1,170,215.26 1,170,215.26
253847 11/03/10 PHP 125.050 43.103 27,149.28 27,149.28
PUR 10/29/10 60 CEBU AIR INC COMMON ST 57,320.00 498.85 7,177,898.28 7,177,898.28
253847 11/04/10 PHP 124.851 43.020 166,850.26 166,850.26
---------------- --------- ---------------- ------------ ---------------- --------------
410,350.00 10,468.96 51,740,238.54 51,740,238.54
1,192,782.48 1,192,782.48
3 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: 110
TRANS-TYPE: PUR TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 10/20/10 60 SBERBANK OF RUSSIA COM 753,211.00 4,688.44 2,348,907.04 2,348,907.04
253969 10/25/10 USD 3.112 1.000 2,348,907.04 2,348,907.04
PUR 10/21/10 60 SBERBANK OF RUSSIA COM 852,013.00 5,526.84 2,768,945.80 2,768,945.80
253969 10/26/10 USD 3.243 1.000 2,768,945.80 2,768,945.80
PUR 10/25/10 60 JSC MMC NORILSK NICKEL 98,416.00 3,936.64 1,895,629.94 1,895,629.94
250633 10/28/10 USD 19.221 1.000 1,895,629.94 1,895,629.94
PUR 10/26/10 60 SBERBANK OF RUSSIA COM 412,213.00 2,708.73 1,357,075.76 1,357,075.76
253969 10/29/10 USD 3.286 1.000 1,357,075.76 1,357,075.76
---------------- --------- ---------------- ------------ ---------------- --------------
2,115,853.00 16,860.65 8,370,558.54 8,370,558.54
8,370,558.54 8,370,558.54
4 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
22,175,986.00 110,558.399,339,451,502.21 9,339,451,502.21
44,188,258.36 44,188,258.36
75 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
22,353,625.00 121,723.39 12601920171.52 12601920171.52
49,560,735.61 49,560,735.61
82 "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: 111
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/01/10 60 CENTRAL EUROPEAN MEDIA 1,000.00 40.43 25,008.57 27,026.78 -2,018.21
248137 10/06/10 USD 25.049 1.000 25,008.57 27,026.78 -2,018.21
SALE 10/05/10 60 CENTRAL EUROPEAN MEDIA 2,700.00 109.15 67,400.30 72,972.31 -5,572.01
248137 10/08/10 USD 25.004 1.000 67,400.30 72,972.31 -5,572.01
SALE 10/06/10 60 CENTRAL EUROPEAN MEDIA 900.00 36.39 22,465.59 24,324.10 -1,858.51
248137 10/12/10 USD 25.002 1.000 22,465.59 24,324.10 -1,858.51
SALE 10/08/10 60 CENTRAL EUROPEAN MEDIA 20,900.00 844.93 527,354.50 564,859.73 -37,505.23
248137 10/13/10 USD 25.273 1.000 527,354.50 564,859.73 -37,505.23
SALE 10/08/10 60 CENTRAL EUROPEAN MEDIA 1,400.00 14.63 37,147.81 37,837.49 -689.68
248137 10/13/10 USD 26.545 1.000 37,147.81 37,837.49 -689.68
SALE 10/26/10 60 CENTRAL EUROPEAN MEDIA 2,800.00 113.18 69,634.54 75,674.99 -6,040.45
248137 10/29/10 USD 24.910 1.000 69,634.54 75,674.99 -6,040.45
SALE 10/27/10 60 CENTRAL EUROPEAN MEDIA 2,459.00 99.41 61,718.37 66,458.85 -4,740.48
248137 11/01/10 USD 25.139 1.000 61,718.37 66,458.85 -4,740.48
SALE 10/28/10 60 CENTRAL EUROPEAN MEDIA 5,300.00 55.13 125,659.28 143,241.94 -17,582.66
248137 11/02/10 USD 23.720 1.000 125,659.28 143,241.94 -17,582.66
SALE 10/29/10 60 CENTRAL EUROPEAN MEDIA 4,400.00 176.00 104,243.04 118,917.84 -14,674.80
248137 11/03/10 USD 23.732 1.000 104,243.04 118,917.84 -14,674.80
---------------- --------- ---------------- ------------ ---------------- --------------
41,859.00 1,489.25 1,040,632.00 1,131,314.03 -90,682.03
1,040,632.00 1,131,314.03 -90,682.03
9 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
SALE 10/06/10 60 HUANENG POWER INTERNAT 328,000.00 408.10 1,577,594.27 1,483,430.85 94,163.42
252009 10/08/10 HKD 4.819 7.755 203,421.44 190,294.82 13,126.62
SALE 10/07/10 60 HUANENG POWER INTERNAT 282,000.00 352.04 1,360,507.20 1,275,388.72 85,118.48
252009 10/11/10 HKD 4.834 7.753 175,479.12 163,607.13 11,871.99
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: 112
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/08/10 60 HUANENG POWER INTERNAT 190,000.00 237.61 918,794.00 859,304.46 59,489.54
252009 10/12/10 HKD 4.845 7.758 118,438.68 110,231.76 8,206.92
SALE 10/11/10 60 HUANENG POWER INTERNAT 216,000.00 272.83 1,055,117.97 976,893.49 78,224.48
252009 10/13/10 HKD 4.895 7.758 135,996.85 125,316.10 10,680.75
SALE 10/12/10 60 HUANENG POWER INTERNAT 44,000.00 8.23 212,665.95 198,996.82 13,669.13
252009 10/14/10 HKD 4.835 7.758 27,410.88 25,527.35 1,883.53
SALE 10/12/10 60 HUANENG POWER INTERNAT 222,000.00 276.63 1,069,820.57 1,004,029.42 65,791.15
252009 10/14/10 HKD 4.829 7.758 137,891.02 128,797.11 9,093.91
SALE 10/12/10 60 HUANENG POWER INTERNAT 58,000.00 36.15 279,846.14 262,313.99 17,532.15
252009 10/14/10 HKD 4.830 7.758 36,069.85 33,649.69 2,420.16
SALE 10/13/10 60 HUANENG POWER INTERNAT 206,000.00 258.34 999,164.87 931,666.94 67,497.93
252009 10/15/10 HKD 4.860 7.759 128,773.29 119,514.43 9,258.86
SALE 10/14/10 60 AGRICULTURAL BANK OF C 4,117,000.00 642.56 16,594,514.48 15,200,900.18 1,393,614.30
252598 10/18/10 HKD 4.032 7.758 2,138,909.37 1,955,759.58 183,149.79
SALE 10/14/10 60 HUANENG POWER INTERNAT 320,000.00 405.75 1,569,136.13 1,447,249.62 121,886.51
252009 10/18/10 HKD 4.913 7.758 202,249.97 185,653.49 16,596.48
SALE 10/15/10 60 AGRICULTURAL BANK OF C 1,136,000.00 154.24 4,595,995.47 4,194,370.32 401,625.15
252598 10/19/10 HKD 4.047 7.758 592,427.78 539,650.93 52,776.85
SALE 10/15/10 60 HUANENG POWER INTERNAT 498,000.00 638.38 2,468,628.33 2,252,282.21 216,346.12
252009 10/19/10 HKD 4.967 7.758 318,208.32 288,923.24 29,285.08
SALE 10/18/10 60 AGRICULTURAL BANK OF C 7,109,000.00 948.84 28,491,665.71 26,248,044.55 2,243,621.16
252598 10/20/10 HKD 4.009 7.758 3,672,742.31 3,377,093.72 295,648.59
SALE 10/18/10 60 HUANENG POWER INTERNAT 474,000.00 78.41 2,336,244.21 2,143,738.49 192,505.72
252009 10/20/10 HKD 4.930 7.758 301,155.54 274,999.23 26,156.31
SALE 10/19/10 60 AGRICULTURAL BANK OF C 4,098,000.00 534.63 16,571,551.70 15,130,747.86 1,440,803.84
252598 10/21/10 HKD 4.045 7.759 2,135,660.61 1,946,733.72 188,926.89
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: 113
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/19/10 60 HUANENG POWER INTERNAT 126,000.00 158.88 614,505.48 569,854.54 44,650.94
252009 10/21/10 HKD 4.887 7.759 79,194.46 73,101.06 6,093.40
SALE 10/20/10 60 HUANENG POWER INTERNAT 296,000.00 363.71 1,407,275.82 1,338,705.89 68,569.93
252009 10/22/10 HKD 4.764 7.762 181,295.07 171,729.47 9,565.60
SALE 10/21/10 60 HUANENG POWER INTERNAT 418,000.00 496.75 1,922,294.27 1,890,469.81 31,824.46
252009 10/25/10 HKD 4.608 7.763 247,611.44 242,509.87 5,101.57
SALE 10/22/10 60 HUANENG POWER INTERNAT 234,000.00 275.24 1,065,199.35 1,058,301.28 6,898.07
252009 10/26/10 HKD 4.561 7.764 137,195.47 135,759.11 1,436.36
SALE 10/25/10 60 HUANENG POWER INTERNAT 326,000.00 54.24 1,485,347.08 1,474,385.55 10,961.53
252009 10/27/10 HKD 4.558 7.760 191,399.61 189,134.49 2,265.12
SALE 10/26/10 60 HUANENG POWER INTERNAT 312,000.00 49.13 1,415,129.06 1,411,068.37 4,060.69
252009 10/28/10 HKD 4.537 7.758 182,406.65 181,012.15 1,394.50
SALE 10/27/10 60 HUANENG POWER INTERNAT 428,000.00 67.55 1,896,545.51 1,935,696.36 -39,150.85
252009 10/29/10 HKD 4.432 7.760 244,415.94 248,311.54 -3,895.60
SALE 10/28/10 60 CHINA MERCHANTS BK - H 457,000.00 325.51 10,086,267.09 8,662,436.36 1,423,830.73
249678 11/01/10 HKD 22.076 7.757 1,300,312.90 1,116,110.24 184,202.66
---------------- --------- ---------------- ------------ ---------------- --------------
21,895,000.00 7,043.75 99,993,810.66 91,950,276.08 8,043,534.58
12,888,666.57 11,823,420.23 1,065,246.34
23 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 10/20/10 60 LENOVO GROUP LTD HKD 0 860,000.00 173.63 4,486,353.82 4,665,988.72 -179,634.90
250523 10/22/10 HKD 5.218 7.762 577,963.35 600,980.91 -23,017.56
SALE 10/22/10 60 GOME ELECTRICAL APPLIA 2,375,000.00 1,693.37 6,553,515.27 6,225,508.23 328,007.04
249679 10/26/10 HKD 2.765 7.764 844,079.19 802,521.19 41,558.00
SALE 10/22/10 60 GOME ELECTRICAL APPLIA 530,000.00 384.22 1,486,984.51 1,389,271.31 97,713.20
249679 10/26/10 HKD 2.811 7.764 191,520.53 179,088.94 12,431.59
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 114
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/22/10 60 GOME ELECTRICAL APPLIA 795,000.00 283.44 2,196,061.81 2,083,906.96 112,154.85
249679 10/26/10 HKD 2.765 7.764 282,848.21 268,633.41 14,214.80
---------------- --------- ---------------- ------------ ---------------- --------------
4,560,000.00 2,534.66 14,722,915.41 14,364,675.22 358,240.19
1,896,411.28 1,851,224.45 45,186.83
4 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 10/01/10 60 HANMI PHARM 443.00 111.69 50,226,673.00 55,570,705.30 -5,344,032.30
253193 10/05/10 KRW 113663. 1130.45 44,430.69 47,493.83 -3,063.14
SALE 10/01/10 60 SHINHAN FINANCIAL GROU 70,420.00 3,329.553,123,403,595.00 3,111,474,059.03 11,929,535.97
248414 10/05/10 KRW 44407.3 1130.45 2,762,973.68 2,688,190.18 74,783.50
SALE 10/04/10 60 HANMI PHARM 857.00 212.41 94,837,599.00 107,503,599.20 -12,666,000.20
253193 10/06/10 KRW 110940. 1122.35 84,499.13 91,878.57 -7,379.44
SALE 10/05/10 60 HANMI PHARM 1,317.00 317.71 142,898,897.00 165,206,814.64 -22,307,917.64
253193 10/07/10 KRW 108776. 1130.65 126,386.50 141,194.96 -14,808.46
SALE 10/06/10 60 HANMI PHARM 1,135.00 284.06 126,338,616.00 142,376,412.01 -16,037,796.01
253193 10/08/10 KRW 111591. 1118.05 112,999.08 121,682.83 -8,683.75
SALE 10/07/10 60 HANMI PHARM 1,547.00 383.77 170,145,046.00 194,058,422.35 -23,913,376.35
253193 10/11/10 KRW 110260. 1114.50 152,664.91 165,853.16 -13,188.25
SALE 10/14/10 60 DOOSAN CORP KRW 5000.0 3,384.00 1,217.79 538,186,960.00 422,053,417.74 116,133,542.26
251456 10/18/10 KRW 159438. 1110.95 484,438.51 375,628.19 108,810.32
SALE 10/15/10 60 DOOSAN CORP KRW 5000.0 3,299.00 1,221.17 539,897,040.00 411,452,194.18 128,444,845.82
251456 10/19/10 KRW 164066. 1111.40 485,781.03 366,193.09 119,587.94
SALE 10/18/10 60 DOOSAN CORP KRW 5000.0 1,457.00 523.16 232,911,660.00 181,717,443.75 51,194,216.25
251456 10/20/10 KRW 160258. 1119.15 208,114.78 161,728.81 46,385.97
SALE 10/19/10 60 DOOSAN CORP KRW 5000.0 427.00 20.49 65,963,284.00 53,255,558.33 12,707,725.67
251456 10/21/10 KRW 154534. 1130.10 58,369.42 47,397.53 10,971.89
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: 115
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/19/10 60 DOOSAN CORP KRW 5000.0 743.00 256.77 115,430,251.00 92,667,165.89 22,763,085.11
251456 10/21/10 KRW 155747. 1130.10 102,141.63 82,473.92 19,667.71
SALE 10/20/10 60 DOOSAN CORP KRW 5000.0 412.00 141.67 63,508,770.00 51,384,754.17 12,124,015.83
251456 10/22/10 KRW 154535. 1126.95 56,354.56 45,732.51 10,622.05
SALE 10/21/10 60 DOOSAN CORP KRW 5000.0 902.00 310.67 139,594,627.00 112,497,689.95 27,096,937.05
251456 10/25/10 KRW 155150. 1129.55 123,584.28 100,123.12 23,461.16
SALE 10/22/10 60 DOOSAN CORP KRW 5000.0 1,153.00 401.66 179,470,160.00 143,802,479.51 35,667,680.49
251456 10/26/10 KRW 156046. 1123.22 159,781.13 127,984.43 31,796.70
SALE 10/25/10 60 DOOSAN CORP KRW 5000.0 5,015.00 1,793.05 796,156,729.00 625,472,189.70 170,684,539.30
251456 10/27/10 KRW 159154. 1116.20 713,274.26 556,671.21 156,603.05
SALE 10/26/10 60 DOOSAN CORP KRW 5000.0 5,723.00 2,111.88 938,186,959.00 713,774,145.89 224,412,813.11
251456 10/28/10 KRW 164344. 1116.75 840,104.73 635,260.09 204,844.64
SALE 10/27/10 60 DOOSAN CORP KRW 5000.0 3,062.00 1,140.43 512,083,229.00 381,893,488.51 130,189,740.49
251456 10/29/10 KRW 167658. 1128.77 453,662.80 339,885.79 113,777.01
SALE 10/28/10 60 DOOSAN CORP KRW 5000.0 3,440.00 1,221.27 545,964,427.00 429,037,753.25 116,926,673.75
251456 11/01/10 KRW 159109. 1123.80 485,819.92 381,844.26 103,975.66
SALE 10/29/10 60 DOOSAN CORP KRW 5000.0 866.00 301.57 134,991,920.00 108,007,759.98 26,984,160.02
251456 11/02/10 KRW 156271. 1125.25 119,966.16 96,127.07 23,839.09
---------------- --------- ---------------- ------------ ---------------- --------------
105,602.00 15,300.778,510,196,442.00 7,503,206,053.38 1006990388.62
7,575,347.20 6,573,343.55 1,002,003.65
19 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 10/22/10 60 FOSCHINI LTD 12,613.00 300.69 1,042,408.67 762,773.82 279,634.85
250316 10/29/10 ZAR 82.811 6.947 150,042.99 100,710.98 49,332.01
SALE 10/25/10 60 FOSCHINI LTD 22,208.00 526.25 1,817,413.89 1,343,033.45 474,380.44
250316 11/01/10 ZAR 82.000 6.921 262,597.91 177,324.14 85,273.77
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: 116
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/26/10 60 FOSCHINI LTD 22,312.00 523.64 1,810,976.74 1,349,322.87 461,653.87
250316 11/02/10 ZAR 81.329 6.931 261,295.93 178,154.54 83,141.39
SALE 10/27/10 60 FOSCHINI LTD 11,370.00 261.99 924,594.04 687,603.13 236,990.91
250316 11/03/10 ZAR 81.482 7.072 130,735.49 90,786.00 39,949.49
SALE 10/28/10 60 FOSCHINI LTD 63,851.00 1,502.31 5,247,377.81 3,861,402.59 1,385,975.22
250316 11/04/10 ZAR 82.346 7.000 749,652.17 509,830.85 239,821.32
SALE 10/29/10 60 FOSCHINI LTD 6,551.00 157.75 547,632.64 396,173.10 151,459.54
250316 11/05/10 ZAR 83.763 6.957 78,716.21 52,307.75 26,408.46
---------------- --------- ---------------- ------------ ---------------- --------------
138,905.00 3,272.63 11,390,403.79 8,400,308.96 2,990,094.83
1,633,040.70 1,109,114.26 523,926.44
6 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 10/01/10 60 TAM S A NPV ADR 10,200.00 412.05 239,196.15 112,364.67 126,831.48
246366 10/06/10 USD 23.491 1.000 239,196.15 112,364.67 126,831.48
SALE 10/05/10 60 TAM S A NPV ADR 1,500.00 60.60 35,066.55 16,524.22 18,542.33
246366 10/08/10 USD 23.418 1.000 35,066.55 16,524.22 18,542.33
SALE 10/05/10 60 TAM S A NPV ADR 8,700.00 351.44 202,880.56 95,840.45 107,040.11
246366 10/08/10 USD 23.360 1.000 202,880.56 95,840.45 107,040.11
SALE 10/06/10 60 TAM S A NPV ADR 4,200.00 169.67 98,236.33 46,267.81 51,968.52
246366 10/12/10 USD 23.430 1.000 98,236.33 46,267.81 51,968.52
SALE 10/07/10 60 TAM S A NPV ADR 3,900.00 40.53 90,379.02 42,962.96 47,416.06
246366 10/13/10 USD 23.185 1.000 90,379.02 42,962.96 47,416.06
SALE 10/08/10 60 TAM S A NPV ADR 16,700.00 173.57 388,488.87 183,969.61 204,519.26
246366 10/14/10 USD 23.273 1.000 388,488.87 183,969.61 204,519.26
SALE 10/11/10 60 TAM S A NPV ADR 4,800.00 49.92 113,108.16 52,877.49 60,230.67
246366 10/14/10 USD 23.575 1.000 113,108.16 52,877.49 60,230.67
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: 117
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/12/10 60 TAM S A NPV ADR 12,100.00 488.77 281,193.18 133,295.34 147,897.84
246366 10/15/10 USD 23.280 1.000 281,193.18 133,295.34 147,897.84
---------------- --------- ---------------- ------------ ---------------- --------------
62,100.00 1,746.55 1,448,548.82 684,102.55 764,446.27
1,448,548.82 684,102.55 764,446.27
8 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 10/14/10 60 ENERSIS S NPV ADR 4,800.00 193.94 114,393.58 101,327.09 13,066.49
250314 10/19/10 USD 23.872 1.000 114,393.58 101,327.09 13,066.49
SALE 10/15/10 60 ENERSIS S NPV ADR 2,600.00 105.05 61,628.31 54,885.51 6,742.80
250314 10/20/10 USD 23.744 1.000 61,628.31 54,885.51 6,742.80
SALE 10/15/10 60 ENERSIS S NPV ADR 1,000.00 40.41 23,817.19 21,109.81 2,707.38
250314 10/20/10 USD 23.858 1.000 23,817.19 21,109.81 2,707.38
SALE 10/18/10 60 ENERSIS S NPV ADR 2,400.00 96.96 56,553.60 50,663.54 5,890.06
250314 10/21/10 USD 23.604 1.000 56,553.60 50,663.54 5,890.06
SALE 10/19/10 60 ENERSIS S NPV ADR 1,000.00 10.40 23,316.30 21,109.81 2,206.49
250314 10/22/10 USD 23.327 1.000 23,316.30 21,109.81 2,206.49
SALE 10/20/10 60 ENERSIS S NPV ADR 1,100.00 11.44 25,818.54 23,220.79 2,597.75
250314 10/25/10 USD 23.482 1.000 25,818.54 23,220.79 2,597.75
SALE 10/21/10 60 ENERSIS S NPV ADR 1,300.00 13.51 29,996.34 27,442.75 2,553.59
250314 10/26/10 USD 23.085 1.000 29,996.34 27,442.75 2,553.59
SALE 10/25/10 60 ENERSIS S NPV ADR 1,700.00 17.66 39,017.91 35,886.68 3,131.23
250314 10/28/10 USD 22.962 1.000 39,017.91 35,886.68 3,131.23
SALE 10/26/10 60 ENERSIS S NPV ADR 3,400.00 42.10 76,661.90 71,773.35 4,888.55
250314 10/29/10 USD 22.560 1.000 76,661.90 71,773.35 4,888.55
SALE 10/26/10 60 ENERSIS S NPV ADR 2,100.00 21.81 47,409.84 44,330.60 3,079.24
250314 10/29/10 USD 22.587 1.000 47,409.84 44,330.60 3,079.24
---------------- --------- ---------------- ------------ ---------------- --------------
21,400.00 553.28 498,613.51 451,749.93 46,863.58
498,613.51 451,749.93 46,863.58
10 TRANSACTIONS IN COUNTRY: CHILE (7000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 118
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/08/10 60 E HOUSE CHINA HOLDINGS 11,100.00 114.50 206,745.10 180,688.33 26,056.77
252759 10/14/10 USD 18.636 1.000 206,745.10 180,688.33 26,056.77
SALE 10/11/10 60 E HOUSE CHINA HOLDINGS 3,700.00 38.18 69,704.97 60,229.44 9,475.53
252759 10/14/10 USD 18.850 1.000 69,704.97 60,229.44 9,475.53
SALE 10/12/10 60 E HOUSE CHINA HOLDINGS 7,200.00 74.26 133,279.82 117,203.24 16,076.58
252759 10/15/10 USD 18.521 1.000 133,279.82 117,203.24 16,076.58
SALE 10/13/10 60 E HOUSE CHINA HOLDINGS 15,800.00 162.98 294,456.46 257,196.00 37,260.46
252759 10/18/10 USD 18.647 1.000 294,456.46 257,196.00 37,260.46
SALE 10/14/10 60 E HOUSE CHINA HOLDINGS 5,500.00 56.73 102,151.42 89,530.25 12,621.17
252759 10/19/10 USD 18.583 1.000 102,151.42 89,530.25 12,621.17
SALE 10/15/10 60 E HOUSE CHINA HOLDINGS 3,100.00 31.98 57,698.70 50,462.51 7,236.19
252759 10/20/10 USD 18.623 1.000 57,698.70 50,462.51 7,236.19
SALE 10/15/10 60 E HOUSE CHINA HOLDINGS 2,300.00 23.73 42,669.10 37,439.92 5,229.18
252759 10/20/10 USD 18.562 1.000 42,669.10 37,439.92 5,229.18
---------------- --------- ---------------- ------------ ---------------- --------------
48,700.00 502.36 906,705.57 792,749.69 113,955.88
906,705.57 792,749.69 113,955.88
7 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 10/01/10 60 BANCOLOMBIA SA SPONSOR 1,500.00 16.68 99,281.97 81,075.62 18,206.35
252439 10/06/10 USD 66.199 1.000 99,281.97 81,075.62 18,206.35
SALE 10/01/10 60 BANCOLOMBIA SA SPONSOR 2,300.00 117.55 150,417.45 124,315.94 26,101.51
252439 10/06/10 USD 65.450 1.000 150,417.45 124,315.94 26,101.51
SALE 10/07/10 60 BANCOLOMBIA SA SPONSOR 600.00 6.66 39,016.32 32,430.25 6,586.07
252439 10/13/10 USD 65.038 1.000 39,016.32 32,430.25 6,586.07
SALE 10/07/10 60 BANCOLOMBIA SA SPONSOR 5,600.00 230.26 370,075.90 302,682.30 67,393.60
252439 10/13/10 USD 66.126 1.000 370,075.90 302,682.30 67,393.60
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 119
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/08/10 60 BANCOLOMBIA SA SPONSOR 4,800.00 197.36 316,805.20 259,441.97 57,363.23
252439 10/14/10 USD 66.042 1.000 316,805.20 259,441.97 57,363.23
SALE 10/11/10 60 BANCOLOMBIA SA SPONSOR 3,500.00 143.91 230,967.04 189,176.43 41,790.61
252439 10/14/10 USD 66.032 1.000 230,967.04 189,176.43 41,790.61
---------------- --------- ---------------- ------------ ---------------- --------------
18,300.00 712.42 1,206,563.88 989,122.51 217,441.37
1,206,563.88 989,122.51 217,441.37
6 TRANSACTIONS IN COUNTRY: COLOMBIA (7700)
SALE 10/08/10 60 WALMART DE MEXICO-SER 495,800.00 3,091.57 15,405,559.57 12,366,711.80 3,038,847.77
247868 10/13/10 MXN 31.150 12.489 1,233,535.21 944,473.29 289,061.92
SALE 10/08/10 60 WALMART DE MEXICO-SER 47,400.00 296.99 1,479,920.41 1,182,295.56 297,624.85
247868 10/13/10 MXN 31.300 12.489 118,498.39 90,294.54 28,203.85
SALE 10/12/10 60 WALMART DE MEXICO-SER 424,000.00 2,648.20 13,132,667.65 10,575,808.40 2,556,859.25
247868 10/15/10 MXN 31.051 12.429 1,056,631.99 807,698.01 248,933.98
SALE 10/13/10 60 WALMART DE MEXICO-SER 1,528,500.00 9,584.22 47,352,710.28 38,125,290.43 9,227,419.85
247868 10/18/10 MXN 31.058 12.383 3,824,102.20 2,911,713.24 912,388.96
---------------- --------- ---------------- ------------ ---------------- --------------
2,495,700.00 15,620.98 77,370,857.91 62,250,106.19 15,120,751.72
6,232,767.79 4,754,179.08 1,478,588.71
4 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 10/01/10 60 URALKALI JSC NPV GDR 22,961.00 918.44 509,963.81 519,877.15 -9,913.34
249223 10/06/10 USD 22.250 1.000 509,963.81 519,877.15 -9,913.34
SALE 10/01/10 60 URALKALI SPON GDR REG 7,050.00 282.00 154,899.78 160,288.09 -5,388.31
253092 10/06/10 USD 22.012 1.000 154,899.78 160,288.09 -5,388.31
SALE 10/04/10 60 URALKALI SPON GDR REG 2,718.00 108.72 59,986.26 61,796.18 -1,809.92
253092 10/07/10 USD 22.110 1.000 59,986.26 61,796.18 -1,809.92
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 120
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/05/10 60 URALKALI JSC NPV GDR 5,488.00 219.52 120,516.48 124,257.91 -3,741.43
249223 10/08/10 USD 22.000 1.000 120,516.48 124,257.91 -3,741.43
SALE 10/05/10 60 URALKALI SPON GDR REG 3,689.00 147.56 81,010.44 83,872.73 -2,862.29
253092 10/08/10 USD 22.000 1.000 81,010.44 83,872.73 -2,862.29
SALE 10/06/10 60 URALKALI JSC NPV GDR 27,385.00 1,095.40 610,000.88 620,044.24 -10,043.36
249223 10/11/10 USD 22.315 1.000 610,000.88 620,044.24 -10,043.36
SALE 10/06/10 60 URALKALI JSC NPV GDR 2,451.00 98.04 54,638.18 55,494.92 -856.74
249223 10/11/10 USD 22.332 1.000 54,638.18 55,494.92 -856.74
SALE 10/08/10 60 URALKALI JSC NPV GDR 6,076.00 243.04 135,805.28 137,571.25 -1,765.97
249223 10/13/10 USD 22.391 1.000 135,805.28 137,571.25 -1,765.97
SALE 10/11/10 60 URALKALI JSC NPV GDR 38,625.00 1,545.00 889,209.30 874,537.47 14,671.83
249223 10/14/10 USD 23.062 1.000 889,209.30 874,537.47 14,671.83
SALE 10/12/10 60 URALKALI JSC NPV GDR 23,574.00 942.96 541,259.04 533,756.54 7,502.50
249223 10/15/10 USD 23.000 1.000 541,259.04 533,756.54 7,502.50
SALE 10/19/10 60 URALKALI JSC NPV GDR 10,976.00 439.04 252,008.96 248,515.81 3,493.15
249223 10/22/10 USD 23.000 1.000 252,008.96 248,515.81 3,493.15
SALE 10/19/10 60 URALKALI SPON GDR REG 1,974.00 78.96 45,441.09 44,880.67 560.42
253092 10/22/10 USD 23.060 1.000 45,441.09 44,880.67 560.42
SALE 10/20/10 60 URALKALI JSC NPV GDR 5,230.00 209.20 120,377.86 118,416.34 1,961.52
249223 10/25/10 USD 23.057 1.000 120,377.86 118,416.34 1,961.52
SALE 10/21/10 60 URALKALI JSC NPV GDR 35,499.00 1,419.96 827,439.09 803,759.37 23,679.72
249223 10/26/10 USD 23.349 1.000 827,439.09 803,759.37 23,679.72
SALE 10/22/10 60 URALKALI JSC NPV GDR 8,380.00 335.20 194,918.80 189,737.84 5,180.96
249223 10/27/10 USD 23.300 1.000 194,918.80 189,737.84 5,180.96
SALE 10/25/10 60 URALKALI JSC NPV GDR 10,879.00 435.16 252,328.61 246,319.56 6,009.05
249223 10/28/10 USD 23.234 1.000 252,328.61 246,319.56 6,009.05
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 121
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 10/26/10 60 URALKALI JSC NPV GDR 27,126.00 1,085.04 635,847.00 614,180.02 21,666.98
249223 10/29/10 USD 23.480 1.000 635,847.00 614,180.02 21,666.98
SALE 10/26/10 60 URALKALI SPON GDR REG 36.00 1.44 843.86 818.49 25.37
253092 10/26/10 USD 23.481 1.000 843.86 818.49 25.37
---------------- --------- ---------------- ------------ ---------------- --------------
240,117.00 9,604.68 5,486,494.72 5,438,124.58 48,370.14
5,486,494.72 5,438,124.58 48,370.14
18 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
SALE 10/06/10 60 UNITED SPIRITS LTD INR 31,990.00 1,279.60 584,719.62 310,104.14 274,615.48
246372 10/11/10 USD 18.318 1.000 584,719.62 310,104.14 274,615.48
SALE 10/07/10 60 UNITED SPIRITS LTD INR 26,587.00 1,063.48 493,247.34 257,728.63 235,518.71
246372 10/12/10 USD 18.592 1.000 493,247.34 257,728.63 235,518.71
SALE 10/25/10 60 WIPRO LTD ADR ADR 154,700.00 6,226.07 2,246,283.28 2,094,890.56 151,392.72
252992 10/28/10 USD 14.561 1.000 2,246,283.28 2,094,890.56 151,392.72
SALE 10/29/10 60 UNITED SPIRITS LTD INR 20,431.00 817.24 341,021.99 198,053.69 142,968.30
246372 11/03/10 USD 16.731 1.000 341,021.99 198,053.69 142,968.30
---------------- --------- ---------------- ------------ ---------------- --------------
233,708.00 9,386.39 3,665,272.23 2,860,777.02 804,495.21
3,665,272.23 2,860,777.02 804,495.21
4 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
29,861,391.00 67,767.728,727,927,260.50 7,692,519,360.14 1035407900.36
44,479,064.27 38,459,221.88 6,019,842.39
118 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
29,861,391.00 67,767.728,727,927,260.50 7,692,519,360.14 1035407900.36
44,479,064.27 38,459,221.88 6,019,842.39
118 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
52,215,016.00 189,491.11 21329847432.02 20294439531.66 1035407900.36
94,039,799.88 88,019,957.49 6,019,842.39
200 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: 122
TRANS-TYPE: SALE TRADES FROM 10/01/10 THROUGH 10/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
310,919,164.00 2448957.94 149491657338.33 144535574038.37 4956083299.96
1,826,412,120.08 1,810,867,395.47 15,544,724.61
1296 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****