S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
DEV MKT COMMON STOCK (2220)
PUR 9/01/10 60 CANADIAN TIRE CORP 129.00 7,150.92 7,150.92
230201 9/03/10 CAD 27574 55.433 1.050 6,810.08 6,810.08
PUR 9/01/10 60 ENCANA CORP 60,000.00 1,714.20 1,783,050.00 1,783,050.00
230210 9/07/10 CAD 29.688 1.050 1,698,062.00 1,698,062.00
PUR 9/01/10 60 FAIRFAX FINL HLDGS LTD 1,000.00 38.09 423,340.00 423,340.00
247917 9/07/10 CAD 423.300 1.050 403,161.75 403,161.75
PUR 9/01/10 60 NEXEN INC 100,000.00 2,857.01 2,028,650.00 2,028,650.00
230231 9/07/10 CAD 20.257 1.050 1,931,955.62 1,931,955.62
PUR 9/01/10 60 SUNCOR ENERGY INC 100,000.00 2,857.01 3,343,620.00 3,343,620.00
248036 9/07/10 CAD 33.406 1.050 3,184,248.37 3,184,248.37
PUR 9/02/10 60 BANK OF NOVA SCOTIA 40,000.00 1,140.74 2,087,512.00 2,087,512.00
230194 9/08/10 CAD 52.158 1.052 1,984,421.31 1,984,421.31
PUR 9/02/10 60 CAMECO CORP 60,000.00 1,711.11 1,611,630.00 1,611,630.00
230197 9/08/10 CAD 26.831 1.052 1,532,040.50 1,532,040.50
PUR 9/02/10 60 TECK RESOURCES LTD. 40,000.00 1,140.74 1,545,188.00 1,545,188.00
241893 9/08/10 CAD 38.600 1.052 1,468,879.70 1,468,879.70
PUR 9/08/10 60 TIM HORTON COM 474.00 18,288.27 18,288.27
250848 9/08/10 CAD 27577 38.583 1.037 17,638.30 17,638.30
PUR 9/15/10 60 MAGNA INT CLASS A 362.00 29,682.81 29,682.81
230225 9/22/10 CAD 27579 81.997 1.064 27,900.00 27,900.00
PUR 9/23/10 60 CANADIAN NATURAL RESOU 60,000.00 1,739.13 1,981,740.00 1,981,740.00
230200 9/28/10 CAD 32.999 1.035 1,914,724.64 1,914,724.64
PUR 9/23/10 60 FIRST QUANTUM MINERALS 20,000.00 772.95 1,400,246.00 1,400,246.00
237378 9/28/10 CAD 69.972 1.035 1,352,894.69 1,352,894.69
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 2
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/23/10 60 KINROSS GOLD CORP CAD 60,000.00 2,318.84 1,181,730.00 1,181,730.00
248874 9/28/10 CAD 19.656 1.035 1,141,768.12 1,141,768.12
PUR 9/23/10 60 ROYAL BANK OF CANADA 40,000.00 1,159.42 2,102,872.00 2,102,872.00
230244 9/28/10 CAD 52.542 1.035 2,031,760.39 2,031,760.39
PUR 9/23/10 60 TORONTO DOMINION BK ON 40,000.00 1,159.42 2,951,556.00 2,951,556.00
242764 9/28/10 CAD 73.759 1.035 2,851,744.93 2,851,744.93
PUR 9/24/10 60 BANK MONTREAL QUE NPV 40,000.00 1,558.47 2,389,224.00 2,389,224.00
248006 9/29/10 CAD 59.691 1.027 2,327,204.01 2,327,204.01
PUR 9/24/10 60 CANADIAN NATIONAL RAIL 20,000.00 779.23 1,324,580.00 1,324,580.00
230199 9/29/10 CAD 66.189 1.027 1,290,196.27 1,290,196.27
PUR 9/24/10 60 ENCANA CORP 40,000.00 1,558.47 1,168,512.00 1,168,512.00
230210 9/29/10 CAD 29.173 1.027 1,138,179.52 1,138,179.52
PUR 9/24/10 60 NEXEN INC 60,000.00 2,337.70 1,199,076.00 1,199,076.00
230231 9/29/10 CAD 19.945 1.027 1,167,950.13 1,167,950.13
PUR 9/24/10 60 RESEARCH IN MOTION 40,000.00 1,558.47 2,005,188.00 2,005,188.00
230321 9/29/10 CAD 50.090 1.027 1,953,136.90 1,953,136.90
PUR 9/24/10 60 ROYAL BANK OF CANADA 40,000.00 1,558.47 2,133,324.00 2,133,324.00
230244 9/29/10 CAD 53.293 1.027 2,077,946.72 2,077,946.72
PUR 9/24/10 60 SHERRITT INTERNATIONAL 60,000.00 2,337.70 448,800.00 448,800.00
253655 9/29/10 CAD 7.440 1.027 437,149.95 437,149.95
PUR 9/27/10 60 BOMBARDIER INC CLASS B 100,000.00 974.04 489,170.00 489,170.00
237461 9/30/10 CAD 4.882 1.027 476,472.02 476,472.02
PUR 9/27/10 60 ENCANA CORP 60,000.00 2,337.70 1,771,260.00 1,771,260.00
230210 9/30/10 CAD 29.481 1.027 1,725,281.25 1,725,281.25
PUR 9/27/10 60 KINROSS GOLD CORP CAD 60,000.00 2,337.70 1,158,264.00 1,158,264.00
248874 9/30/10 CAD 19.264 1.027 1,128,197.54 1,128,197.54
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 3
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/27/10 60 MANULIFE FINL CORP 100,000.00 2,922.13 1,308,100.00 1,308,100.00
230227 9/30/10 CAD 13.051 1.027 1,274,144.06 1,274,144.06
PUR 9/27/10 60 PAN AMERN SILVER CORP 40,000.00 1,558.47 1,206,064.00 1,206,064.00
249885 9/30/10 CAD 30.112 1.027 1,174,756.73 1,174,756.73
PUR 9/27/10 60 PETROBANK ENERGY + RES 20,000.00 779.23 806,400.00 806,400.00
253656 9/30/10 CAD 40.280 1.027 785,467.30 785,467.30
PUR 9/27/10 60 RESEARCH IN MOTION 30,000.00 876.64 1,495,488.00 1,495,488.00
230321 9/30/10 CAD 49.820 1.027 1,456,667.80 1,456,667.80
PUR 9/27/10 60 SHOPPERS DRUG MART COR 30,000.00 1,168.85 1,168,062.00 1,168,062.00
230404 9/30/10 CAD 38.895 1.027 1,137,741.20 1,137,741.20
PUR 9/27/10 60 TALISMAN ENERGY INC 100,000.00 3,896.17 1,702,690.00 1,702,690.00
230249 9/30/10 CAD 16.987 1.027 1,658,491.21 1,658,491.21
PUR 9/27/10 60 TECK RESOURCES LTD. 60,000.00 2,337.70 2,479,182.00 2,479,182.00
241893 9/30/10 CAD 41.280 1.027 2,414,826.86 2,414,826.86
PUR 9/28/10 60 BOMBARDIER INC CLASS B 140,000.00 1,356.39 676,578.00 676,578.00
237461 10/01/10 CAD 4.823 1.032 655,503.56 655,503.56
PUR 9/29/10 60 CANADIAN NATURAL RESOU 60,000.00 1,743.76 2,126,568.00 2,126,568.00
230200 10/04/10 CAD 35.413 1.032 2,060,128.84 2,060,128.84
PUR 9/29/10 60 CGI GROUP 40,000.00 1,162.51 622,976.00 622,976.00
230203 10/04/10 CAD 15.544 1.032 603,512.71 603,512.71
PUR 9/29/10 60 OSISKO MINING CORP COM 60,000.00 1,743.76 900,162.00 900,162.00
253699 10/04/10 CAD 14.973 1.032 872,038.75 872,038.75
PUR 9/29/10 60 ROGERS COMMUNICATIONS 30,000.00 1,162.51 1,169,508.00 1,169,508.00
230243 10/04/10 CAD 38.944 1.032 1,132,969.73 1,132,969.73
PUR 9/29/10 60 SHERRITT INTERNATIONAL 46,000.00 1,782.51 369,628.40 369,628.40
253655 10/04/10 CAD 7.995 1.032 358,080.31 358,080.31
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 4
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/29/10 60 SHOPPERS DRUG MART COR 30,000.00 871.88 1,202,058.00 1,202,058.00
230404 10/04/10 CAD 40.039 1.032 1,164,502.79 1,164,502.79
PUR 9/29/10 60 TALISMAN ENERGY INC 100,000.00 2,906.27 1,783,060.00 1,783,060.00
230249 10/04/10 CAD 17.801 1.032 1,727,352.87 1,727,352.87
PUR 9/29/10 60 TECK RESOURCES LTD. 40,000.00 1,162.51 1,682,140.00 1,682,140.00
241893 10/04/10 CAD 42.024 1.032 1,629,585.86 1,629,585.86
PUR 9/29/10 60 TRICAN WELL SERVIC COM 20,000.00 775.01 329,734.00 329,734.00
230908 10/04/10 CAD 16.447 1.032 319,432.31 319,432.31
PUR 9/30/10 60 BANK OF NOVA SCOTIA 60,000.00 1,754.64 3,301,968.00 3,301,968.00
230194 10/05/10 CAD 55.003 1.026 3,218,762.98 3,218,762.98
PUR 9/30/10 60 BOMBARDIER INC CLASS B 60,000.00 584.88 302,352.00 302,352.00
237461 10/05/10 CAD 5.029 1.026 294,733.15 294,733.15
PUR 9/30/10 60 CGI GROUP 40,000.00 1,169.76 625,568.00 625,568.00
230203 10/05/10 CAD 15.609 1.026 609,804.55 609,804.55
PUR 9/30/10 60 ENCANA CORP 40,000.00 1,559.68 1,250,964.00 1,250,964.00
230210 10/05/10 CAD 31.234 1.026 1,219,441.44 1,219,441.44
PUR 9/30/10 60 INTACT FINANCIAL CORP 1,600.00 62.39 73,230.08 73,230.08
253053 10/05/10 CAD 45.729 1.026 71,384.78 71,384.78
PUR 9/30/10 60 ROYAL BANK OF CANADA 40,000.00 1,169.76 2,148,976.00 2,148,976.00
230244 10/05/10 CAD 53.694 1.026 2,094,824.78 2,094,824.78
PUR 9/30/10 60 SHAW COMMUNICATIONS IN 60,000.00 1,754.64 1,364,070.00 1,364,070.00
239707 10/05/10 CAD 22.705 1.026 1,329,697.32 1,329,697.32
PUR 9/30/10 60 SHERRITT INTERNATIONAL 14,000.00 545.89 113,482.60 113,482.60
253655 10/05/10 CAD 8.066 1.026 110,623.00 110,623.00
PUR 9/30/10 60 SUNCOR ENERGY INC 40,000.00 1,559.68 1,343,088.00 1,343,088.00
248036 10/05/10 CAD 33.537 1.026 1,309,244.04 1,309,244.04
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 5
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/30/10 60 TRICAN WELL SERVIC COM 20,000.00 779.84 326,772.00 326,772.00
230908 10/05/10 CAD 16.299 1.026 318,537.80 318,537.80
---------------- --------- ---------------- ------------ ---------------- --------------
2,463,565.00 75,094.07 68,462,523.08 68,462,523.08
66,271,981.44 66,271,981.44
52 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 9/03/10 60 AXA 1,000,000.00 25,225.80 13,094,211.90 13,094,211.90
226044 9/08/10 EUR 13.075 .777 16,842,426.56 16,842,426.56
PUR 9/03/10 60 CARREFOUR SA COMMON ST 300,000.00 21,940.75 11,389,007.92 11,389,007.92
252754 9/08/10 EUR 37.907 .777 14,649,108.40 14,649,108.40
PUR 9/29/10 60 CFAO SA NPV 52,000.00 3,132.87 1,538,139.35 1,538,139.35
249871 10/04/10 EUR 29.535 .735 2,091,716.24 2,091,716.24
PUR 9/29/10 60 CFAO SA NPV 125,000.00 7,458.21 3,661,734.37 3,661,734.37
249871 10/04/10 EUR 29.250 .735 4,979,593.84 4,979,593.84
PUR 9/30/10 60 CFAO SA NPV 73,000.00 4,373.38 2,138,847.66 2,138,847.66
249871 10/05/10 EUR 29.255 .732 2,919,956.45 2,919,956.45
---------------- --------- ---------------- ------------ ---------------- --------------
1,550,000.00 62,131.01 31,821,941.20 31,821,941.20
41,482,801.49 41,482,801.49
5 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
PUR 9/10/10 60 CANON INC. 500,000.00 22,023.611,857,344,489.00 1,857,344,489.00
14464 9/15/10 JPY 3710.97 84.250 22,045,631.92 22,045,631.92
PUR 9/10/10 60 FAST RETAILING CO LTD 150,000.00 20,468.171,726,168,438.00 1,726,168,438.00
241347 9/15/10 JPY 11496.2 84.250 20,488,646.15 20,488,646.15
PUR 9/10/10 60 JAPAN TOBACCO INC JPY 8,000.00 31,317.072,201,357,763.00 2,201,357,763.00
233920 9/15/10 JPY 274839. 84.250 26,128,875.53 26,128,875.53
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: 6
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/21/10 60 ASAHI BREWERIES LTD 476,400.00 10,771.29 766,847,546.00 766,847,546.00
243254 9/27/10 JPY 1607.74 85.330 8,986,845.73 8,986,845.73
PUR 9/21/10 60 CANON INC. 500,000.00 27,618.051,966,229,648.00 1,966,229,648.00
14464 9/27/10 JPY 3927.74 85.330 23,042,653.79 23,042,653.79
PUR 9/21/10 60 JAPAN TOBACCO INC JPY 4,500.00 18,166.251,293,321,966.00 1,293,321,966.00
233920 9/27/10 JPY 287060. 85.330 15,156,708.85 15,156,708.85
PUR 9/21/10 60 NISSAN MOTOR CO LTD NP 2,000,000.00 20,196.201,437,841,342.00 1,437,841,342.00
245070 9/27/10 JPY 718.059 85.330 16,850,361.44 16,850,361.44
PUR 9/21/10 60 SHISEIDO CO LTD JPY 50 500,000.00 13,533.62 963,508,274.00 963,508,274.00
243357 9/27/10 JPY 1924.70 85.330 11,291,553.66 11,291,553.66
PUR 9/21/10 60 TOSHIBA CORP 4,000,000.00 23,078.331,643,031,274.00 1,643,031,274.00
220991 9/27/10 JPY 410.266 85.330 19,255,024.89 19,255,024.89
PUR 9/22/10 60 ASAHI BREWERIES LTD 323,600.00 7,376.94 519,959,460.00 519,959,460.00
243254 9/28/10 JPY 1604.87 84.480 6,154,823.15 6,154,823.15
PUR 9/22/10 60 JAPAN TOBACCO INC JPY 500.00 2,020.66 142,424,625.00 142,424,625.00
233920 9/28/10 JPY 284507. 84.480 1,685,897.55 1,685,897.55
PUR 9/29/10 60 ASAHI BREWERIES LTD 500,000.00 11,962.10 834,759,410.00 834,759,410.00
243254 10/04/10 JPY 1667.51 83.640 9,980,385.10 9,980,385.10
PUR 9/29/10 60 CANON INC. 250,000.00 14,108.90 984,570,568.00 984,570,568.00
14464 10/04/10 JPY 3933.56 83.640 11,771,527.59 11,771,527.59
PUR 9/29/10 60 FAST RETAILING CO LTD 100,000.00 17,282.141,206,010,478.00 1,206,010,478.00
241347 10/04/10 JPY 12045.6 83.640 14,419,063.58 14,419,063.58
---------------- --------- ---------------- ------------ ---------------- --------------
9,313,000.00 239,923.33 17543375281.00 17543375281.00
207,257,998.93 207,257,998.93
14 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 7
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/03/10 60 UNILEVER NV CVA DUTCH 500,000.00 20,626.85 10,706,986.43 10,706,986.43
252756 9/08/10 EUR 21.382 .777 13,771,858.44 13,771,858.44
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 20,626.85 10,706,986.43 10,706,986.43
13,771,858.44 13,771,858.44
1 TRANSACTION IN COUNTRY: NETHERLANDS ( 600)
PUR 9/03/10 60 STOREBRAND ASA 1,170,000.00 9,540.66 39,050,844.53 39,050,844.53
202782 9/08/10 NOK 33.327 6.130 6,369,980.10 6,369,980.10
PUR 9/07/10 60 STOREBRAND ASA 182,779.00 1,468.56 6,092,210.80 6,092,210.80
202782 9/10/10 NOK 33.281 6.213 980,511.29 980,511.29
PUR 9/08/10 60 STOREBRAND ASA 147,221.00 1,182.53 4,879,897.04 4,879,897.04
202782 9/13/10 NOK 33.097 6.181 789,537.92 789,537.92
PUR 9/27/10 60 TELENOR ASA COMMON STO 201,200.00 4,814.75 18,965,309.12 18,965,309.12
253658 9/30/10 NOK 94.120 5.900 3,214,649.87 3,214,649.87
PUR 9/28/10 60 TELENOR ASA COMMON STO 643,800.00 15,386.44 60,353,938.10 60,353,938.10
253658 10/01/10 NOK 93.606 5.875 10,273,010.74 10,273,010.74
---------------- --------- ---------------- ------------ ---------------- --------------
2,345,000.00 32,392.94 129,342,199.59 129,342,199.59
21,627,689.92 21,627,689.92
5 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
PUR 9/03/10 60 SKANDINAVISKA ENSKILDA 2,000,000.00 19,868.72 96,044,851.50 96,044,851.50
251308 9/08/10 SEK 47.951 7.240 13,265,680.24 13,265,680.24
PUR 9/21/10 60 SVENSKA CELLULOSA AB B 1,000,000.00 14,847.22 103,456,353.00 103,456,353.00
253596 9/24/10 SEK 103.353 6.961 14,862,069.64 14,862,069.64
---------------- --------- ---------------- ------------ ---------------- --------------
3,000,000.00 34,715.94 199,501,204.50 199,501,204.50
28,127,749.88 28,127,749.88
2 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 8
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/03/10 60 ADECCO SA-REG 250,000.00 20,476.05 12,758,968.00 12,758,968.00
249676 9/08/10 CHF 50.953 1.017 12,549,393.13 12,549,393.13
PUR 9/29/10 60 ADECCO SA-REG 250,000.00 24,832.75 12,777,155.56 12,777,155.56
249676 10/04/10 CHF 51.012 .976 13,094,702.09 13,094,702.09
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 45,308.80 25,536,123.56 25,536,123.56
25,644,095.22 25,644,095.22
2 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
PUR 9/03/10 60 BHP BILLITON PLC 1,000,000.00 184,863.41 19,432,137.87 19,432,137.87
249911 9/08/10 UKP 19.312 .648 30,001,293.59 30,001,293.59
PUR 9/03/10 60 BRITISH LAND CO PLC 800,000.00 38,137.50 3,824,862.04 3,824,862.04
251352 9/08/10 UKP 4.750 .648 5,905,207.64 5,905,207.64
PUR 9/03/10 60 BRITISH LAND CO PLC 200,000.00 9,133.98 959,976.17 959,976.17
251352 9/08/10 UKP 4.770 .648 1,482,108.00 1,482,108.00
PUR 9/21/10 60 IMPERIAL TOBACCO GROUP 500,000.00 92,562.44 9,665,256.33 9,665,256.33
243082 9/24/10 UKP 19.211 .643 15,021,737.55 15,021,737.55
---------------- --------- ---------------- ------------ ---------------- --------------
2,500,000.00 324,697.33 33,882,232.41 33,882,232.41
52,410,346.78 52,410,346.78
4 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
PUR 9/03/10 60 OUTOKUMPU OYJ 500,000.00 13,395.36 6,953,264.28 6,953,264.28
243316 9/08/10 EUR 13.886 .777 8,943,634.32 8,943,634.32
PUR 9/03/10 60 OUTOTEC OYJ NPV 200,000.00 11,164.63 5,795,339.99 5,795,339.99
251448 9/08/10 EUR 28.933 .777 7,454,254.52 7,454,254.52
PUR 9/07/10 60 OUTOTEC OYJ NPV 50,000.00 2,709.32 1,421,383.87 1,421,383.87
251448 9/10/10 EUR 28.385 .786 1,808,924.17 1,808,924.17
---------------- --------- ---------------- ------------ ---------------- --------------
750,000.00 27,269.31 14,169,988.14 14,169,988.14
18,206,813.01 18,206,813.01
3 TRANSACTIONS IN COUNTRY: FINLAND (1200)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/03/10 60 FLSMIDTH + CO A/S DKK 100,000.00 9,543.61 36,879,907.00 36,879,907.00
248776 9/08/10 DKK 368.247 5.788 6,371,952.80 6,371,952.80
---------------- --------- ---------------- ------------ ---------------- --------------
100,000.00 9,543.61 36,879,907.00 36,879,907.00
6,371,952.80 6,371,952.80
1 TRANSACTION IN COUNTRY: DENMARK (1400)
PUR 9/03/10 60 BHP BILLITON LTD 500,000.00 35,289.97 19,337,497.80 19,337,497.80
246633 9/08/10 AUD 38.598 1.094 17,680,272.79 17,680,272.79
PUR 9/03/10 60 MACQUARIE GP LTD NPV 500,000.00 34,556.15 18,935,395.20 18,935,395.20
251417 9/08/10 AUD 37.795 1.094 17,312,630.41 17,312,630.41
PUR 9/13/10 60 BHP BILLITON LTD 500,000.00 10,816.68 19,271,005.67 19,271,005.67
246633 9/16/10 AUD 38.519 1.068 18,038,624.86 18,038,624.86
PUR 9/24/10 60 BILLABONG INTERNATIONA 80,337.00 367.49 639,046.28 639,046.28
251153 9/29/10 AUD 7.950 1.043 612,845.30 612,845.30
PUR 9/27/10 60 BILLABONG INTERNATIONA 186,133.00 863.85 1,497,593.47 1,497,593.47
251153 9/30/10 AUD 8.041 1.040 1,440,610.14 1,440,610.14
PUR 9/28/10 60 BILLABONG INTERNATIONA 233,530.00 1,081.17 1,868,519.73 1,868,519.73
251153 10/01/10 AUD 7.996 1.036 1,803,028.33 1,803,028.33
---------------- --------- ---------------- ------------ ---------------- --------------
2,000,000.00 82,975.31 61,549,058.15 61,549,058.15
56,888,011.83 56,888,011.83
6 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
PUR 9/17/10 60 BANK OF EAST ASIA 14,117.00 440,750.22 440,750.22
218706 9/27/10 HKD 27576 31.221 7.767 56,746.52 56,746.52
---------------- --------- ---------------- ------------ ---------------- --------------
14,117.00 440,750.22 440,750.22
56,746.52 56,746.52
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
25,035,682.00 954,678.50 18155668195.28 18155668195.28
538,118,046.26 538,118,046.26
96 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: 10
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
UNIT TRUST (2230)
--------------------------------
PUR 9/01/10 60 ENERPLUS RESOURCES FUN 40,000.00 1,142.80 984,588.00 984,588.00
251755 9/07/10 CAD 24.585 1.050 937,658.21 937,658.21
PUR 9/15/10 60 ARC ENERGY TRUST-UNITS 212.00 4,062.50 4,062.50
250346 9/15/10 CAD 27578 19.163 1.026 3,960.52 3,960.52
PUR 9/27/10 60 PROVIDENT ENERGY TRUST 30,000.00 1,168.85 213,099.00 213,099.00
253657 9/30/10 CAD 7.063 1.027 207,567.33 207,567.33
PUR 9/28/10 60 PROVIDENT ENERGY TRUST 30,000.00 1,162.62 212,472.00 212,472.00
253657 10/01/10 CAD 7.042 1.032 205,853.80 205,853.80
---------------- --------- ---------------- ------------ ---------------- --------------
100,212.00 3,474.27 1,414,221.50 1,414,221.50
1,355,039.86 1,355,039.86
4 TRANSACTIONS IN COUNTRY: CANADA ( 300)
---------------- --------- ---------------- ------------ ---------------- --------------
100,212.00 3,474.27 1,414,221.50 1,414,221.50
1,355,039.86 1,355,039.86
4 TRANSACTIONS IN CATEGORY: UNIT TRUST (2230)
---------------- --------- ---------------- ------------ ---------------- --------------
25,135,894.00 958,152.77 18157082416.78 18157082416.78
539,473,086.12 539,473,086.12
100 "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: 11
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-INTERNATIONAL (1600)
--------------------------------
SALE 9/23/10 60 ISHARES S+P/TSX 60 IND 600,000.00 5,797.10 10,575,060.00 10,742,932.73 -167,872.73
251354 9/28/10 CAD 17.635 1.035 10,217,449.28 10,691,667.44 -474,218.16
SALE 9/24/10 60 ISHARES S+P/TSX 60 IND 600,000.00 5,844.25 10,671,120.00 10,742,932.73 -71,812.73
251354 9/29/10 CAD 17.795 1.027 10,394,116.79 10,691,667.44 -297,550.65
SALE 9/27/10 60 ISHARES S+P/TSX 60 IND 1,000,000.00 9,740.42 17,702,000.00 17,904,887.88 -202,887.88
251354 9/30/10 CAD 17.712 1.027 17,242,487.70 17,819,445.72 -576,958.02
SALE 9/28/10 60 ISHARES S+P/TSX 60 IND 800,000.00 7,750.81 14,184,320.00 14,323,910.30 -139,590.30
251354 10/01/10 CAD 17.740 1.032 13,742,498.67 14,255,556.57 -513,057.90
SALE 9/30/10 60 ISHARES S+P/TSX 60 IND 1,000,000.00 9,748.01 17,899,000.00 17,904,887.88 -5,887.88
251354 10/05/10 CAD 17.909 1.026 17,447,969.98 17,819,445.72 -371,475.74
---------------- --------- ---------------- ------------ ---------------- --------------
4,000,000.00 38,880.59 71,031,500.00 71,619,551.52 -588,051.52
69,044,522.42 71,277,782.89 -2,233,260.47
5 TRANSACTIONS IN COUNTRY: CANADA ( 300)
---------------- --------- ---------------- ------------ ---------------- --------------
4,000,000.00 38,880.59 71,031,500.00 71,619,551.52 -588,051.52
69,044,522.42 71,277,782.89 -2,233,260.47
5 TRANSACTIONS IN CATEGORY: ETF-INTERNATIONAL (1600)
DEV MKT COMMON STOCK (2220)
--------------------------------
SALE 9/03/10 60 CNP ASSURANCES EUR 4.0 177,000.00 4,768.86 2,468,008.93 2,250,567.85 217,441.08
245379 9/08/10 EUR 13.965 .777 3,174,475.83 3,011,372.20 163,103.63
SALE 9/07/10 60 CNP ASSURANCES EUR 4.0 83,000.00 2,215.33 1,158,740.37 1,055,351.03 103,389.34
245379 9/10/10 EUR 13.982 .786 1,474,670.92 1,412,112.39 62,558.53
SALE 9/07/10 60 CNP ASSURANCES EUR 4.0 15,467.00 413.95 216,522.07 196,664.03 19,858.04
245379 9/10/10 EUR 14.020 .786 275,556.81 263,146.30 12,410.51
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 12
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/08/10 60 CNP ASSURANCES EUR 4.0 724,533.00 19,233.87 10,045,773.93 9,212,489.69 833,284.24
245379 9/13/10 EUR 13.886 .785 12,803,345.73 12,326,771.37 476,574.36
SALE 9/29/10 60 PUBLICIS GROUPE 500,000.00 35,741.35 17,495,267.67 12,595,767.34 4,899,500.33
238509 10/04/10 EUR 35.043 .735 23,791,820.57 17,940,781.51 5,851,039.06
SALE 9/29/10 60 PUBLICIS GROUPE 200,000.00 14,284.05 6,991,996.25 5,038,306.93 1,953,689.32
238509 10/04/10 EUR 35.013 .735 9,508,418.12 7,176,312.59 2,332,105.53
---------------- --------- ---------------- ------------ ---------------- --------------
1,700,000.00 76,657.41 38,376,309.22 30,349,146.87 8,027,162.35
51,028,287.98 42,130,496.36 8,897,791.62
6 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
SALE 9/14/10 60 AEON CO LTD 188,100.00 512.72 170,274,428.00 167,479,115.42 2,795,312.58
245452 9/17/10 JPY 905.460 83.045 2,050,387.48 1,766,415.31 283,972.17
SALE 9/14/10 60 AJINOMOTO CO INC NPV 195,000.00 483.14 160,449,870.00 170,770,552.06 -10,320,682.06
245406 9/17/10 JPY 823.026 83.045 1,932,083.45 1,892,572.91 39,510.54
SALE 9/14/10 60 ASAHI BREWERIES LTD 113,500.00 547.06 181,674,868.00 183,535,815.21 -1,860,947.21
243254 9/17/10 JPY 1601.06 83.045 2,187,667.75 2,026,419.35 161,248.40
SALE 9/14/10 60 ASAHI GLASS CO LTD JPY 257,500.00 669.83 222,452,364.00 185,166,970.44 37,285,393.56
245073 9/17/10 JPY 864.109 83.045 2,678,696.66 2,049,388.74 629,307.92
SALE 9/14/10 60 ASAHI KASEI CORP 370,300.00 491.22 163,132,494.00 163,899,118.26 -766,624.26
249124 9/17/10 JPY 440.652 83.045 1,964,386.71 1,825,583.00 138,803.71
SALE 9/14/10 60 ASTELLAS PHARMA INC 94,100.00 861.12 285,979,483.00 319,599,965.61 -33,620,482.61
244460 9/17/10 JPY 3039.86 83.045 3,443,668.89 3,375,897.09 67,771.80
SALE 9/14/10 60 BANK OF YOKOHAMA LTD/T 360,800.00 422.13 140,189,142.00 170,049,252.87 -29,860,110.87
244586 9/17/10 JPY 388.648 83.045 1,688,110.57 1,802,145.95 -114,035.38
SALE 9/14/10 60 BRIDGESTONE CORP 179,200.00 810.64 269,212,882.00 285,712,323.25 -16,499,441.25
210757 9/17/10 JPY 1502.68 83.045 3,241,771.11 3,033,553.79 208,217.32
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: 13
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/14/10 60 CANON INC. 134,800.00 1,524.33 506,223,407.00 491,286,626.65 14,936,780.35
14464 9/17/10 JPY 3756.30 83.045 6,095,772.26 5,308,576.75 787,195.51
SALE 9/14/10 60 CENTRAL JAPAN RAILWAY 400.00 821.16 272,706,807.00 268,905,257.30 3,801,549.70
241712 9/17/10 JPY 681937. 83.045 3,283,843.78 2,946,058.06 337,785.72
SALE 9/14/10 60 CHUBU ELECTRIC POWER C 89,700.00 606.91 201,556,197.00 198,661,957.16 2,894,239.84
241668 9/17/10 JPY 2247.56 83.045 2,427,072.03 2,169,147.22 257,924.81
SALE 9/14/10 60 CHUGOKU ELECTRIC POWER 81,600.00 445.29 147,876,624.00 162,502,784.52 -14,626,160.52
245395 9/17/10 JPY 1812.66 83.045 1,780,680.64 1,798,112.04 -17,431.40
SALE 9/14/10 60 DAI NIPPON PRINTING CO 164,600.00 501.78 166,636,537.00 203,287,982.00 -36,651,445.00
249051 9/17/10 JPY 1012.62 83.045 2,006,581.22 2,136,548.57 -129,967.35
SALE 9/14/10 60 DAI-ICHI LIFE INSURANC 1,600.00 514.23 170,773,996.00 254,188,258.80 -83,414,262.80
251928 9/17/10 JPY 106760. 83.045 2,056,403.11 2,742,940.10 -686,536.99
SALE 9/14/10 60 DAIICHI SANKYO CO LTD 197,500.00 998.99 331,762,444.00 354,449,900.56 -22,687,456.56
241711 9/17/10 JPY 1680.23 83.045 3,994,971.93 3,883,026.92 111,945.01
SALE 9/14/10 60 DAIKIN INDUSTRIES LTD 52,700.00 474.61 157,617,284.00 166,559,628.29 -8,942,344.29
245450 9/17/10 JPY 2991.58 83.045 1,897,974.40 1,841,655.73 56,318.67
SALE 9/14/10 60 DAIWA SECURITIES GROUP 487,300.00 518.31 172,125,846.00 241,089,698.82 -68,963,852.82
225427 9/17/10 JPY 353.312 83.045 2,072,681.63 2,610,932.55 -538,250.92
SALE 9/14/10 60 DENSO CORP 142,600.00 1,014.98 337,074,117.00 363,650,345.93 -26,576,228.93
231704 9/17/10 JPY 2364.36 83.045 4,058,933.31 3,905,409.57 153,523.74
SALE 9/14/10 60 EAST JAPAN RAILWAY 95,900.00 1,551.46 515,233,156.00 613,946,056.17 -98,712,900.17
212437 9/17/10 JPY 5373.95 83.045 6,204,264.63 6,744,867.31 -540,602.68
SALE 9/14/10 60 EISAI CO LTD NPV 74,000.00 692.87 230,101,464.00 249,626,489.57 -19,525,025.57
249125 9/17/10 JPY 3110.25 83.045 2,770,804.55 2,779,726.81 -8,922.26
SALE 9/14/10 60 FANUC LTD 25,000.00 733.98 243,751,047.00 199,293,387.51 44,457,659.49
220993 9/17/10 JPY 9752.48 83.045 2,935,168.25 2,069,282.02 865,886.23
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: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/14/10 60 FAST RETAILING CO LTD 14,000.00 487.41 161,866,523.00 180,616,334.90 -18,749,811.90
241347 9/17/10 JPY 11564.7 83.045 1,949,142.31 2,014,356.38 -65,214.07
SALE 9/14/10 60 FUJIFILM HOLDINGS CORP 63,200.00 503.11 167,085,822.00 172,100,889.46 -5,015,067.46
245420 9/17/10 JPY 2644.42 83.045 2,011,991.35 1,818,500.40 193,490.95
SALE 9/14/10 60 FUJITSU LTD 408,500.00 758.10 251,763,037.00 240,637,123.24 11,125,913.76
244550 9/17/10 JPY 616.465 83.045 3,031,645.94 2,669,929.52 361,716.42
SALE 9/14/10 60 HITACHI LTD 801,400.00 864.72 287,175,754.00 310,400,547.18 -23,224,793.18
241346 9/17/10 JPY 358.432 83.045 3,458,073.98 3,255,906.67 202,167.31
SALE 9/14/10 60 HONDA MOTOR CO LTD 301,600.00 2,565.81 852,101,434.00 843,894,423.35 8,207,010.65
9605 9/17/10 JPY 2825.97 83.045 10,260,719.30 9,058,565.69 1,202,153.61
SALE 9/14/10 60 HOYA CORP 121,300.00 731.39 242,892,257.00 243,398,536.23 -506,279.23
245255 9/17/10 JPY 2002.91 83.045 2,924,826.99 2,562,205.27 362,621.72
SALE 9/14/10 60 JAPAN TOBACCO INC JPY 400.00 335.99 111,581,798.00 114,116,163.84 -2,534,365.84
233920 9/17/10 JPY 279024. 83.045 1,343,630.54 1,290,020.74 53,609.80
SALE 9/14/10 60 JFE HOLDINGS INC 115,400.00 951.18 315,888,113.00 393,821,186.47 -77,933,073.47
223579 9/17/10 JPY 2738.01 83.045 3,803,818.57 4,147,649.22 -343,830.65
SALE 9/14/10 60 JX HOLDINGS INC 455,500.00 633.95 210,527,464.00 213,196,318.43 -2,668,854.43
251348 9/17/10 JPY 462.305 83.045 2,535,101.02 2,352,181.81 182,919.21
SALE 9/14/10 60 KANSAI ELECTRIC POWER 109,000.00 711.11 236,155,446.00 236,696,804.91 -541,358.91
241670 9/17/10 JPY 2167.10 83.045 2,843,704.57 2,578,479.60 265,224.97
SALE 9/14/10 60 KAO CORP 129,600.00 797.03 264,690,307.00 295,077,630.90 -30,387,323.90
243356 9/17/10 JPY 2042.87 83.045 3,187,311.78 3,262,146.45 -74,834.67
SALE 9/14/10 60 KDDI CORP 800.00 1,003.28 333,184,683.00 418,190,659.58 -85,005,976.58
241277 9/17/10 JPY 416585. 83.045 4,012,098.06 4,588,946.87 -576,848.81
SALE 9/14/10 60 KEYENCE CORP 12,200.00 679.23 225,573,593.00 234,155,662.46 -8,582,069.46
244669 9/17/10 JPY 18494.2 83.045 2,716,281.45 2,484,766.01 231,515.44
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 15
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/14/10 60 KINTETSU CORP NPV 479,100.00 414.04 137,502,338.00 169,131,828.46 -31,629,490.46
245432 9/17/10 JPY 287.073 83.045 1,655,756.98 1,871,813.05 -216,056.07
SALE 9/14/10 60 KIRIN HOLDINGS COMPANY 166,100.00 590.17 195,993,089.00 209,867,645.33 -13,874,556.33
245416 9/17/10 JPY 1180.26 83.045 2,360,082.96 2,205,326.09 154,756.87
SALE 9/14/10 60 KOMATSU LTD 140,000.00 784.32 260,471,562.00 238,266,182.60 22,205,379.40
231469 9/17/10 JPY 1860.97 83.045 3,136,511.07 2,559,382.83 577,128.24
SALE 9/14/10 60 KUBOTA CORP Y50 320,500.00 721.71 239,675,060.00 236,519,242.31 3,155,817.69
242022 9/17/10 JPY 748.003 83.045 2,886,086.58 2,487,643.78 398,442.80
SALE 9/14/10 60 KYOCERA CORP 24,900.00 584.59 194,139,454.00 189,837,749.67 4,301,704.33
244666 9/17/10 JPY 7798.71 83.045 2,337,762.10 2,017,771.79 319,990.31
SALE 9/14/10 60 KYUSHU ELECTRIC POWER 111,200.00 666.08 221,205,085.00 226,174,900.37 -4,969,815.37
245391 9/17/10 JPY 1989.75 83.045 2,663,677.34 2,501,571.40 162,105.94
SALE 9/14/10 60 MARUBENI CORP JPY 50.0 485,400.00 667.58 221,704,356.00 229,954,323.08 -8,249,967.08
237450 9/17/10 JPY 456.860 83.045 2,669,689.40 2,394,727.36 274,962.04
SALE 9/14/10 60 MITSUBISHI CORP 196,100.00 1,125.29 373,704,546.00 373,052,891.50 651,654.50
230635 9/17/10 JPY 1906.16 83.045 4,500,024.64 3,879,420.59 620,604.05
SALE 9/14/10 60 MITSUBISHI ELECTRIC CO 306,700.00 644.23 213,946,088.00 198,986,699.53 14,959,388.47
221125 9/17/10 JPY 697.749 83.045 2,576,266.94 2,057,948.26 518,318.68
SALE 9/14/10 60 MITSUBISHI ESTATE 276,300.00 1,078.49 358,162,233.00 417,692,184.61 -59,529,951.61
231470 9/17/10 JPY 1296.60 83.045 4,312,869.32 4,462,934.79 -150,065.47
SALE 9/14/10 60 MITSUBISHI HEAVY INDUS 890,300.00 833.75 276,885,018.00 318,857,940.33 -41,972,922.33
245069 9/17/10 JPY 311.080 83.045 3,334,156.40 3,369,750.65 -35,594.25
SALE 9/14/10 60 MITSUBISHI UFJ FINANCI 1,664,000.00 2,089.30 693,850,443.00 1,025,417,763.77 -331567320.77
219545 9/17/10 JPY 417.082 83.045 8,355,114.01 10,573,664.32 -2,218,550.31
SALE 9/14/10 60 MITSUI FUDOSAN CO LTD 248,200.00 1,009.03 335,100,203.00 396,447,334.55 -61,347,131.55
229918 9/17/10 JPY 1350.45 83.045 4,035,164.10 4,247,028.58 -211,864.48
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: 16
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/14/10 60 MITSUI OSK LINES LTD 336,100.00 567.82 188,569,947.00 206,427,965.92 -17,858,018.92
244665 9/17/10 JPY 561.193 83.045 2,270,695.97 2,210,435.81 60,260.16
SALE 9/14/10 60 MIZUHO FINANCIAL GROUP 2,366,300.00 940.68 312,397,712.00 447,250,259.71 -134852547.71
230461 9/17/10 JPY 132.053 83.045 3,761,788.33 4,775,192.56 -1,013,404.23
SALE 9/14/10 60 MS&AD INSURANCE GROUP 105,500.00 653.32 216,963,349.00 260,293,163.64 -43,329,814.64
251355 9/17/10 JPY 2057.03 83.045 2,612,599.78 2,862,513.63 -249,913.85
SALE 9/14/10 60 MURATA MANUFACTURING C 62,800.00 799.66 265,565,591.00 259,693,545.67 5,872,045.33
244667 9/17/10 JPY 4229.80 83.045 3,197,851.66 2,887,041.82 310,809.84
SALE 9/14/10 60 NGK INSULATORS LTD JPY 74,200.00 302.43 100,435,682.00 146,345,539.30 -45,909,857.30
245421 9/17/10 JPY 1353.91 83.045 1,209,412.75 1,616,203.79 -406,791.04
SALE 9/14/10 60 NIDEC CORP NPV 23,500.00 533.98 177,331,656.00 172,209,368.42 5,122,287.58
245266 9/17/10 JPY 7547.91 83.045 2,135,368.25 1,936,713.50 198,654.75
SALE 9/14/10 60 NINTENDO CO LTD JPY 50 19,700.00 1,374.82 456,571,829.00 484,497,537.00 -27,925,708.00
233668 9/17/10 JPY 23182.0 83.045 5,497,884.63 5,224,858.02 273,026.61
SALE 9/14/10 60 NIPPON STEEL CORP NPV 1,190,000.00 1,057.81 351,299,162.00 437,779,639.85 -86,480,477.85
227689 9/17/10 JPY 295.283 83.045 4,230,226.53 4,578,459.71 -348,233.18
SALE 9/14/10 60 NIPPON TELEGRAPH & TEL 43,800.00 492.23 163,464,624.00 181,218,586.46 -17,753,962.46
14460 9/17/10 JPY 3733.00 83.045 1,968,386.10 1,986,833.32 -18,447.22
SALE 9/14/10 60 NISSAN MOTOR CO LTD NP 581,100.00 1,185.29 393,628,256.00 383,332,082.87 10,296,173.13
245070 9/17/10 JPY 677.554 83.045 4,739,939.26 4,234,628.99 505,310.27
SALE 9/14/10 60 NKSJ HOLDINGS INC 304,100.00 473.35 157,196,478.00 182,592,530.85 -25,396,052.85
251351 9/17/10 JPY 517.053 83.045 1,892,907.19 2,011,020.17 -118,112.98
SALE 9/14/10 60 NOMURA HOLDINGS INC NP 565,900.00 787.14 261,405,558.00 388,222,927.13 -126817369.13
245071 9/17/10 JPY 462.044 83.045 3,147,757.94 4,120,471.46 -972,713.52
SALE 9/14/10 60 NTT DOCOMO INC 2,300.00 1,004.03 333,438,820.00 338,478,441.52 -5,039,621.52
238741 9/17/10 JPY 145009. 83.045 4,015,158.29 3,678,534.48 336,623.81
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: 17
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/14/10 60 OLYMPUS CORP JPY 50.0 45,300.00 295.67 98,192,446.00 107,884,228.40 -9,691,782.40
249126 9/17/10 JPY 2168.14 83.045 1,182,400.46 1,200,934.52 -18,534.06
SALE 9/14/10 60 ORIX CORP 31,000.00 610.37 202,698,411.00 168,831,228.28 33,867,182.72
244531 9/17/10 JPY 6540.29 83.045 2,440,826.19 1,874,526.16 566,300.03
SALE 9/14/10 60 OSAKA GAS CO LTD JPY 5 570,300.00 546.93 181,634,253.00 180,175,510.83 1,458,742.17
245147 9/17/10 JPY 318.569 83.045 2,187,178.67 1,996,010.31 191,168.36
SALE 9/14/10 60 PANASONIC CORP 472,900.00 1,537.32 510,538,931.00 674,793,216.40 -164254285.40
243112 9/17/10 JPY 1079.86 83.045 6,147,738.35 7,134,089.28 -986,350.93
SALE 9/14/10 60 RESONA HOLDINGS INC 143,100.00 370.74 123,118,711.00 163,917,268.12 -40,798,557.12
249127 9/17/10 JPY 860.584 83.045 1,482,554.17 1,826,287.60 -343,733.43
SALE 9/14/10 60 RICOH CO LTD 97,000.00 343.66 114,129,461.00 133,149,714.79 -19,020,253.79
245256 9/17/10 JPY 1176.88 83.045 1,374,308.64 1,413,143.52 -38,834.88
SALE 9/14/10 60 ROHM CO LTD JPY 50.0 24,500.00 387.62 128,729,809.00 154,849,580.07 -26,119,771.07
245118 9/17/10 JPY 5255.59 83.045 1,550,121.13 1,633,596.96 -83,475.83
SALE 9/14/10 60 SECOM CO LTD 61,600.00 689.57 229,006,733.00 271,359,688.07 -42,352,955.07
245149 9/17/10 JPY 3718.57 83.045 2,757,622.17 2,999,951.52 -242,329.35
SALE 9/14/10 60 SEVEN + I HOLDINGS CO 132,700.00 780.55 259,222,778.00 307,909,420.87 -48,686,642.87
243214 9/17/10 JPY 1953.93 83.045 3,121,473.63 3,328,469.83 -206,996.20
SALE 9/14/10 60 SHARP CORP NPV 294,300.00 736.97 244,743,395.00 304,935,187.11 -60,191,792.11
244727 9/17/10 JPY 831.820 83.045 2,947,117.77 3,287,450.09 -340,332.32
SALE 9/14/10 60 SHIN-ETSU CHEMICAL 106,200.00 1,359.58 451,512,959.00 565,976,965.97 -114464006.97
220990 9/17/10 JPY 4252.59 83.045 5,436,967.42 5,965,282.48 -528,315.06
SALE 9/14/10 60 SHIONOGI + CO LTD NPV 87,700.00 399.59 132,699,714.00 181,737,378.38 -49,037,664.38
245124 9/17/10 JPY 1513.48 83.045 1,597,925.39 2,013,917.07 -415,991.68
SALE 9/14/10 60 SHISEIDO CO LTD JPY 50 94,100.00 541.74 179,909,508.00 159,611,688.25 20,297,819.75
243357 9/17/10 JPY 1912.37 83.045 2,166,409.87 1,740,681.45 425,728.42
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 18
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/14/10 60 SHIZUOKA BANK LTD/THE 177,000.00 399.39 132,638,829.00 162,867,250.07 -30,228,421.07
244529 9/17/10 JPY 749.559 83.045 1,597,192.23 1,714,879.85 -117,687.62
SALE 9/14/10 60 SMC CORP/JAPAN JPY 50. 15,800.00 511.66 169,923,509.00 166,696,714.68 3,226,794.32
245351 9/17/10 JPY 10757.3 83.045 2,046,161.83 1,774,282.10 271,879.73
SALE 9/14/10 60 SOFTBANK CORP NPV 112,900.00 862.63 286,478,272.00 212,874,092.96 73,604,179.04
245151 9/17/10 JPY 2538.08 83.045 3,449,675.14 2,352,732.51 1,096,942.63
SALE 9/14/10 60 SUMITOMO CHEMICAL CO L 464,900.00 520.74 172,940,559.00 192,066,663.04 -19,126,104.04
241278 9/17/10 JPY 372.088 83.045 2,082,492.13 2,085,932.83 -3,440.70
SALE 9/14/10 60 SUMITOMO ELECTRIC INDU 78,600.00 221.92 73,700,668.00 93,643,016.05 -19,942,348.05
221169 9/17/10 JPY 937.902 83.045 887,478.69 1,007,215.99 -119,737.30
SALE 9/14/10 60 SUMITOMO METAL IND JPY 989,000.00 627.76 208,473,870.00 232,357,227.78 -23,883,357.78
231548 9/17/10 JPY 210.845 83.045 2,510,372.33 2,534,439.80 -24,067.47
SALE 9/14/10 60 SUMITOMO METAL MINING 153,700.00 567.11 188,337,107.00 222,438,109.66 -34,101,002.66
245154 9/17/10 JPY 1225.66 83.045 2,267,892.19 2,461,792.47 -193,900.28
SALE 9/14/10 60 SUMITOMO MITSUI FINANC 216,100.00 1,712.29 568,645,213.00 788,903,102.90 -220257889.90
231251 9/17/10 JPY 2632.05 83.045 6,847,434.68 8,313,021.96 -1,465,587.28
SALE 9/14/10 60 SUMITOMO REALTY 112,800.00 547.94 181,969,095.00 195,428,607.58 -13,459,512.58
229917 9/17/10 JPY 1613.60 83.045 2,191,210.73 2,131,477.97 59,732.76
SALE 9/14/10 60 SUMITOMO TRUST & BANKI 418,200.00 556.54 184,828,376.00 208,142,121.26 -23,313,745.26
223107 9/17/10 JPY 442.072 83.045 2,225,641.23 2,259,483.70 -33,842.47
SALE 9/14/10 60 SUZUKI MOTOR CORP 103,600.00 548.94 182,304,948.00 215,273,322.64 -32,968,374.64
244719 9/17/10 JPY 1760.14 83.045 2,195,254.96 2,282,044.22 -86,789.26
SALE 9/14/10 60 T&D HOLDINGS INC 82,800.00 455.91 151,406,386.00 223,942,252.98 -72,535,866.98
232920 9/17/10 JPY 1829.03 83.045 1,823,184.85 2,399,200.33 -576,015.48
SALE 9/14/10 60 TAKEDA PHARMACEUTICAL 109,500.00 1,317.17 437,425,121.00 439,991,530.87 -2,566,409.87
12313 9/17/10 JPY 3995.74 83.045 5,267,326.40 4,726,631.49 540,694.91
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 19
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/14/10 60 TDK CORP 21,600.00 307.98 102,279,424.00 101,061,800.15 1,217,623.85
244668 9/17/10 JPY 4736.34 83.045 1,231,614.47 1,074,027.79 157,586.68
SALE 9/14/10 60 TERUMO CORP JPY 50.0 32,400.00 438.10 145,490,117.00 136,676,261.19 8,813,855.81
245260 9/17/10 JPY 4491.55 83.045 1,751,943.13 1,437,983.28 313,959.85
SALE 9/14/10 60 TOHOKU ELECTRIC POWER 125,400.00 732.58 243,286,566.00 250,884,026.67 -7,597,460.67
245286 9/17/10 JPY 1940.56 83.045 2,929,575.12 2,776,985.39 152,589.73
SALE 9/14/10 60 TOKIO MARINE HOLDINGS 32,200.00 234.04 77,725,664.00 87,986,253.09 -10,260,589.09
245267 9/17/10 JPY 2414.44 83.045 935,946.34 925,361.15 10,585.19
SALE 9/14/10 60 TOKYO ELECTRIC POWER C 127,300.00 926.83 307,800,334.00 308,842,989.97 -1,042,655.97
241669 9/17/10 JPY 2418.51 83.045 3,706,428.25 3,340,429.64 365,998.61
SALE 9/14/10 60 TOKYO ELECTRON LTD 28,100.00 358.42 119,028,235.00 132,907,009.04 -13,878,774.04
244532 9/17/10 JPY 4236.94 83.045 1,433,298.03 1,413,654.95 19,643.08
SALE 9/14/10 60 TOKYO GAS CO LTD 561,700.00 667.32 221,614,095.00 217,631,189.90 3,982,905.10
243898 9/17/10 JPY 394.640 83.045 2,668,602.50 2,454,944.84 213,657.66
SALE 9/14/10 60 TORAY INDUSTRIES INC N 390,400.00 544.37 180,784,598.00 190,484,021.08 -9,699,423.08
245308 9/17/10 JPY 463.191 83.045 2,176,947.41 2,012,434.05 164,513.36
SALE 9/14/10 60 TOSHIBA CORP 672,300.00 801.07 266,036,269.00 309,000,712.94 -42,964,443.94
220991 9/17/10 JPY 395.810 83.045 3,203,519.41 3,346,541.38 -143,021.97
SALE 9/14/10 60 TOYOTA MOTOR CORP 485,000.00 4,248.951,411,064,561.00 1,802,814,667.87 -391750106.87
220989 9/17/10 JPY 2910.13 83.045 16,991,565.55 19,176,207.95 -2,184,642.40
SALE 9/14/10 60 WEST JAPAN RAILWAY CO 500.00 464.77 154,352,403.00 166,026,202.27 -11,673,799.27
245431 9/17/10 JPY 308782. 83.045 1,858,659.80 1,837,803.94 20,855.86
SALE 9/14/10 60 YAMADA DENKI CO 25,500.00 408.01 135,501,317.00 155,668,877.52 -20,167,560.52
228268 9/17/10 JPY 5315.10 83.045 1,631,661.35 1,686,065.59 -54,404.24
SALE 9/14/10 60 YAMATO HOLDINGS CO LTD 116,700.00 377.73 125,441,437.00 145,974,222.44 -20,532,785.44
245354 9/17/10 JPY 1075.17 83.045 1,510,523.66 1,537,526.80 -27,003.14
---------------- --------- ---------------- ------------ ---------------- --------------
24,637,900.00 75,560.69 25093512909.00 28164225363.94 -3070712454.94
302,167,655.01 303,021,247.93 -853,592.92
99 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 20
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/02/10 60 NORSKE SKOGSINDUST NOK 100,000.00 155.87 958,660.38 7,933,949.45 -6,975,289.07
233089 9/07/10 NOK 9.596 6.156 155,716.42 1,227,313.93 -1,071,597.51
SALE 9/02/10 60 NORSKE SKOGSINDUST NOK 50,000.00 121.82 499,250.00 3,966,974.72 -3,467,724.72
233089 9/07/10 NOK 10.000 6.156 81,093.81 613,656.96 -532,563.15
SALE 9/03/10 60 DNB NOR ASA 1,300,000.00 23,484.80 95,837,627.59 51,913,877.77 43,923,749.82
243080 9/08/10 NOK 73.832 6.130 15,633,049.38 8,481,862.27 7,151,187.11
SALE 9/03/10 60 NORSKE SKOGSINDUST NOK 50,000.00 122.34 499,264.98 3,966,974.72 -3,467,709.74
233089 9/08/10 NOK 10.000 6.130 81,440.18 613,656.96 -532,216.78
SALE 9/07/10 60 DNB NOR ASA 500,000.00 8,967.07 37,087,684.89 19,966,876.07 17,120,808.82
243080 9/10/10 NOK 74.287 6.213 5,969,080.02 3,262,254.72 2,706,825.30
SALE 9/07/10 60 NORSKE SKOGSINDUST NOK 100,000.00 256.47 1,060,746.49 7,933,949.45 -6,873,202.96
233089 9/10/10 NOK 10.623 6.213 170,721.92 1,227,313.93 -1,056,592.01
SALE 9/08/10 60 DNB NOR ASA 200,000.00 3,550.24 14,606,697.03 7,986,750.43 6,619,946.60
243080 9/13/10 NOK 73.143 6.181 2,363,275.52 1,304,901.89 1,058,373.63
SALE 9/08/10 60 NORSKE SKOGSINDUST NOK 47,200.00 126.01 518,421.20 3,744,824.14 -3,226,402.94
233089 9/13/10 NOK 11.000 6.181 83,877.42 579,292.18 -495,414.76
SALE 9/10/10 60 NORSKE SKOGSINDUST NOK 152,800.00 392.05 1,613,543.01 12,123,074.76 -10,509,531.75
233089 9/15/10 NOK 10.576 6.183 260,972.86 1,875,335.69 -1,614,362.83
SALE 9/29/10 60 DNB NOR ASA 1,000,000.00 20,556.87 80,185,640.84 39,933,752.13 40,251,888.71
243080 10/04/10 NOK 80.306 5.860 13,684,023.49 6,524,509.44 7,159,514.05
SALE 9/29/10 60 NORSKE SKOGSINDUST NOK 1,000,000.00 2,877.33 11,223,539.40 79,339,494.48 -68,115,955.08
233089 10/04/10 NOK 11.240 5.860 1,915,345.13 12,273,139.31 -10,357,794.18
---------------- --------- ---------------- ------------ ---------------- --------------
4,500,000.00 60,610.87 244,091,075.81 238,810,498.12 5,280,577.69
40,398,596.15 37,983,237.28 2,415,358.87
11 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/03/10 60 BANQUE CANTONALE VAUDO 1,665.00 1,540.28 822,644.30 686,198.04 136,446.26
249914 9/08/10 CHF 495.021 1.017 809,131.80 649,017.70 160,114.10
SALE 9/07/10 60 BANQUE CANTONALE VAUDO 1,935.00 1,804.45 958,335.66 797,473.39 160,862.27
249914 9/10/10 CHF 496.207 1.011 947,908.66 754,263.81 193,644.85
SALE 9/08/10 60 BANQUE CANTONALE VAUDO 1,500.00 1,406.11 745,781.77 618,196.43 127,585.34
249914 9/13/10 CHF 498.134 1.010 738,653.76 584,700.63 153,953.13
SALE 9/09/10 60 BANQUE CANTONALE VAUDO 1,770.00 1,646.68 874,671.16 729,471.79 145,199.37
249914 9/14/10 CHF 495.105 1.011 865,026.12 689,946.75 175,079.37
SALE 9/10/10 60 BANQUE CANTONALE VAUDO 1,930.00 1,786.09 959,040.29 795,412.74 163,627.55
249914 9/15/10 CHF 497.858 1.022 938,257.88 752,314.81 185,943.07
SALE 9/13/10 60 BANQUE CANTONALE VAUDO 1,582.00 1,486.25 787,111.71 651,991.17 135,120.54
249914 9/16/10 CHF 498.489 1.008 780,748.61 616,664.27 164,084.34
SALE 9/14/10 60 BANQUE CANTONALE VAUDO 7,503.00 7,158.60 3,743,225.62 3,092,218.53 651,007.09
249914 9/17/10 CHF 499.847 .995 3,760,524.03 2,924,672.55 835,851.48
SALE 9/15/10 60 BANQUE CANTONALE VAUDO 1,020.00 961.98 506,102.35 420,373.57 85,728.78
249914 9/20/10 CHF 497.123 1.002 505,344.33 397,596.43 107,747.90
SALE 9/16/10 60 BANQUE CANTONALE VAUDO 1,095.00 1,024.89 545,605.09 451,283.39 94,321.70
249914 9/21/10 CHF 499.218 1.013 538,390.66 426,831.46 111,559.20
---------------- --------- ---------------- ------------ ---------------- --------------
20,000.00 18,815.33 9,942,517.95 8,242,619.05 1,699,898.90
9,883,985.85 7,796,008.41 2,087,977.44
9 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
SALE 9/03/10 60 BARCLAYS PLC 25P 5,000,000.00 19,657.87 15,901,767.40 14,602,474.29 1,299,293.11
246634 9/08/10 UKP 3.183 .648 24,550,751.73 23,051,693.65 1,499,058.08
SALE 9/27/10 60 BT GROUP PLC 1,350,000.00 3,611.70 1,897,574.16 1,691,149.99 206,424.17
250974 9/30/10 UKP 1.407 .632 3,004,810.93 2,566,835.63 437,975.30
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 22
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/28/10 60 BT GROUP PLC 4,650,000.00 12,359.91 6,508,224.75 5,825,072.20 683,152.55
250974 10/01/10 UKP 1.401 .633 10,286,251.94 8,841,322.73 1,444,929.21
SALE 9/29/10 60 BT GROUP PLC 5,500,000.00 14,665.10 7,725,367.41 6,889,870.34 835,497.07
250974 10/04/10 UKP 1.406 .633 12,204,931.05 10,457,478.49 1,747,452.56
SALE 9/30/10 60 VODAFONE GR PLC US 2,850,000.00 8,472.92 4,474,538.09 4,625,088.42 -150,550.33
238627 10/05/10 UKP 1.572 .635 7,050,980.45 8,816,968.75 -1,765,988.30
---------------- --------- ---------------- ------------ ---------------- --------------
19,350,000.00 58,767.50 36,507,471.81 33,633,655.24 2,873,816.57
57,097,726.10 53,734,299.25 3,363,426.85
5 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
SALE 9/03/10 60 VERBUND AG 52,407.00 2,755.19 1,425,875.35 1,984,533.28 -558,657.93
237093 9/08/10 EUR 27.249 .777 1,834,031.79 2,702,461.30 -868,429.51
SALE 9/07/10 60 VERBUND AG 12,000.00 632.98 331,084.23 454,412.57 -123,328.34
237093 9/10/10 EUR 27.632 .786 421,354.34 618,801.61 -197,447.27
SALE 9/07/10 60 VERBUND AG 50,000.00 2,639.16 1,380,426.25 1,893,385.69 -512,959.44
237093 9/10/10 EUR 27.650 .786 1,756,799.45 2,578,340.01 -821,540.56
SALE 9/08/10 60 VERBUND AG 28,381.00 1,475.87 770,839.26 1,074,723.59 -303,884.33
237093 9/13/10 EUR 27.201 .785 982,435.16 1,463,517.36 -481,082.20
SALE 9/09/10 60 VERBUND AG 35,000.00 1,797.28 939,228.04 1,325,369.98 -386,141.94
237093 9/14/10 EUR 26.875 .785 1,196,388.07 1,804,838.00 -608,449.93
SALE 9/09/10 60 VERBUND AG 48,983.00 2,517.09 1,315,387.45 1,854,874.23 -539,486.78
237093 9/14/10 EUR 26.894 .785 1,675,539.68 2,525,896.58 -850,356.90
SALE 9/10/10 60 VERBUND AG 28,522.00 1,458.53 762,921.20 1,080,062.93 -317,141.73
237093 9/15/10 EUR 26.789 .786 970,893.35 1,470,788.27 -499,894.92
SALE 9/13/10 60 VERBUND AG 20,709.00 1,073.17 555,093.00 784,202.49 -229,109.49
237093 9/16/10 EUR 26.845 .777 714,376.90 1,067,896.87 -353,519.97
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 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/14/10 60 VERBUND AG 19,240.00 1,001.10 513,542.59 728,574.81 -215,032.22
237093 9/17/10 EUR 26.732 .771 666,398.39 992,145.23 -325,746.84
SALE 9/15/10 60 VERBUND AG 7,000.00 365.58 186,772.72 265,074.00 -78,301.28
237093 9/20/10 EUR 26.722 .767 243,355.57 360,967.61 -117,612.04
SALE 9/15/10 60 VERBUND AG 14,758.00 771.20 394,004.56 558,851.72 -164,847.16
237093 9/20/10 EUR 26.738 .767 513,368.35 761,022.84 -247,654.49
SALE 9/16/10 60 VERBUND AG 31,000.00 1,632.24 829,312.36 1,173,899.13 -344,586.77
237093 9/21/10 EUR 26.792 .763 1,086,524.13 1,598,570.81 -512,046.68
SALE 9/17/10 60 VERBUND AG 57,000.00 2,977.53 1,519,332.58 2,158,459.69 -639,127.11
237093 9/22/10 EUR 26.695 .767 1,982,044.93 2,939,307.61 -957,262.68
SALE 9/20/10 60 VERBUND AG 25,000.00 1,300.91 661,830.76 946,692.84 -284,862.08
237093 9/23/10 EUR 26.513 .764 865,972.53 1,289,170.00 -423,197.47
SALE 9/20/10 60 VERBUND AG 17,500.00 911.45 463,693.91 662,684.99 -198,991.08
237093 9/23/10 EUR 26.537 .764 606,720.34 902,419.00 -295,698.66
SALE 9/21/10 60 VERBUND AG 41,000.00 2,133.48 1,081,431.41 1,552,576.27 -471,144.86
237093 9/24/10 EUR 26.416 .761 1,420,189.12 2,114,238.81 -694,049.69
SALE 9/21/10 60 VERBUND AG 11,500.00 597.92 303,075.70 435,478.71 -132,403.01
237093 9/24/10 EUR 26.394 .761 398,013.97 593,018.20 -195,004.23
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 26,040.68 13,433,851.37 18,933,856.92 -5,500,005.55
17,334,406.07 25,783,400.11 -8,448,994.04
17 TRANSACTIONS IN COUNTRY: AUSTRIA (1300)
SALE 9/01/10 60 FOSTER'S GROUP LTD 1,050,595.00 11,654.78 6,402,522.59 5,987,623.43 414,899.16
238761 9/06/10 AUD 6.106 1.101 5,815,732.62 5,129,686.15 686,046.47
SALE 9/03/10 60 AUSTRALIA AND NZ BANKI 1,250,000.00 53,207.46 29,039,180.25 27,259,795.16 1,779,385.09
249912 9/08/10 AUD 23.278 1.094 26,550,520.33 24,888,653.29 1,661,867.04
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 24
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/03/10 3130 WESTPAC BANKING CORP 500,000.00 20,513.05 11,195,464.20 8,011,715.15 3,183,749.05
224960 9/08/10 AUD 22.436 1.094 10,236,012.08 5,244,241.34 4,991,770.74
SALE 9/06/10 60 FOSTER'S GROUP LTD 238,749.00 2,664.03 1,453,956.53 1,360,694.75 93,261.78
238761 9/09/10 AUD 6.102 1.094 1,329,352.35 1,165,727.45 163,624.90
SALE 9/07/10 60 FOSTER'S GROUP LTD 3,730.00 41.58 22,707.49 21,258.27 1,449.22
238761 9/10/10 AUD 6.100 1.095 20,746.70 18,212.28 2,534.42
SALE 9/08/10 60 FOSTER'S GROUP LTD 1,757,521.00 6,184.75 11,213,984.64 10,016,584.81 1,197,399.83
238761 9/13/10 AUD 6.384 1.089 10,301,725.63 8,581,357.35 1,720,368.28
SALE 9/13/10 60 FOSTER'S GROUP LTD 841,749.00 2,958.81 5,265,093.51 4,797,353.91 467,739.60
238761 9/16/10 AUD 6.259 1.068 4,928,390.78 4,109,964.53 818,426.25
SALE 9/13/10 60 NEWCREST MINING 34,757.00 1,016.54 1,356,400.78 728,245.21 628,155.57
236336 9/16/10 AUD 39.056 1.068 1,269,658.95 584,502.13 685,156.82
SALE 9/14/10 60 NEWCREST MINING 112,793.00 3,308.93 4,397,357.62 2,363,292.64 2,034,064.98
236336 9/17/10 AUD 39.017 1.064 4,132,854.91 1,896,819.33 2,236,035.58
SALE 9/15/10 60 NEWCREST MINING 852,450.00 25,576.53 33,942,615.68 17,860,938.28 16,081,677.40
236336 9/20/10 AUD 39.850 1.063 31,945,089.25 14,335,496.33 17,609,592.92
SALE 9/17/10 60 FOSTER'S GROUP LTD 1,158,251.00 4,049.72 7,198,262.29 6,601,183.92 597,078.37
238761 9/22/10 AUD 6.218 1.067 6,745,491.42 5,655,332.55 1,090,158.87
SALE 9/24/10 60 FOSTER'S GROUP LTD 1,473,599.00 5,289.77 9,187,678.80 8,398,436.98 789,241.82
238761 9/29/10 AUD 6.239 1.043 8,810,982.85 7,195,066.01 1,615,916.84
SALE 9/27/10 60 FOSTER'S GROUP LTD 526,401.00 1,905.67 3,299,763.93 3,000,100.86 299,663.07
238761 9/30/10 AUD 6.272 1.040 3,174,208.13 2,570,231.08 603,977.05
---------------- --------- ---------------- ------------ ---------------- --------------
9,800,595.00 138,371.62 123,974,988.31 96,407,223.37 27,567,764.94
115,260,766.00 81,375,289.82 33,885,476.18
13 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 25
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/24/10 60 DBS GROUP HOLDINGS LTD 160,000.00 4,686.39 2,232,810.48 1,914,909.03 317,901.45
215149 9/29/10 SGD 13.994 1.322 1,688,389.34 1,268,263.05 420,126.29
---------------- --------- ---------------- ------------ ---------------- --------------
160,000.00 4,686.39 2,232,810.48 1,914,909.03 317,901.45
1,688,389.34 1,268,263.05 420,126.29
1 TRANSACTION IN COUNTRY: SINGAPORE (1900)
---------------- --------- ---------------- ------------ ---------------- --------------
60,668,495.00 459,510.49 25562071933.95 28592517272.54 -3030445338.59
594,859,812.50 553,092,242.21 41,767,570.29
161 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
64,668,495.00 498,391.08 25633103433.95 28664136824.06 -3031033390.11
663,904,334.92 624,370,025.10 39,534,309.82
166 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
---------------- --------- ---------------- ------------ ---------------- --------------
89,804,389.00 1456543.85 43790185850.73 46821219240.84 -3031033390.11
1,203,377,421.04 1,163,843,111.22 39,534,309.82
266 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: 26
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 9/01/10 60 SOHU.COM INC COMMON ST 300.00 6.00 14,961.78 14,961.78
252960 9/07/10 USD 49.853 1.000 14,961.78 14,961.78
PUR 9/01/10 60 SOUTHERN COPPER CORP C 10,600.00 371.00 334,851.88 334,851.88
253270 9/07/10 USD 31.555 1.000 334,851.88 334,851.88
PUR 9/02/10 60 SOHU.COM INC COMMON ST 200.00 4.00 10,117.75 10,117.75
252960 9/08/10 USD 50.569 1.000 10,117.75 10,117.75
PUR 9/03/10 60 SOHU.COM INC COMMON ST 100.00 2.00 5,143.15 5,143.15
252960 9/09/10 USD 51.412 1.000 5,143.15 5,143.15
PUR 9/07/10 60 SOHU.COM INC COMMON ST 200.00 4.00 10,196.85 10,196.85
252960 9/10/10 USD 50.964 1.000 10,196.85 10,196.85
PUR 9/07/10 60 SOUTHERN COPPER CORP C 5,824.00 116.48 185,601.18 185,601.18
253270 9/10/10 USD 31.848 1.000 185,601.18 185,601.18
PUR 9/08/10 60 SOHU.COM INC COMMON ST 200.00 4.00 10,102.81 10,102.81
252960 9/13/10 USD 50.494 1.000 10,102.81 10,102.81
PUR 9/09/10 60 SOHU.COM INC COMMON ST 1,100.00 38.50 58,580.61 58,580.61
252960 9/14/10 USD 53.220 1.000 58,580.61 58,580.61
PUR 9/09/10 60 SOHU.COM INC COMMON ST 40.00 .80 2,115.17 2,115.17
252960 9/14/10 USD 52.859 1.000 2,115.17 2,115.17
PUR 9/10/10 60 SOHU.COM INC COMMON ST 2,170.00 43.40 114,100.70 114,100.70
252960 9/15/10 USD 52.561 1.000 114,100.70 114,100.70
PUR 9/13/10 60 SOHU.COM INC COMMON ST 830.00 16.60 43,980.58 43,980.58
252960 9/16/10 USD 52.969 1.000 43,980.58 43,980.58
PUR 9/14/10 60 SOHU.COM INC COMMON ST 1,250.00 25.00 67,087.29 67,087.29
252960 9/17/10 USD 53.650 1.000 67,087.29 67,087.29
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 27
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/15/10 60 SOHU.COM INC COMMON ST 1,400.00 49.00 76,679.54 76,679.54
252960 9/20/10 USD 54.736 1.000 76,679.54 76,679.54
PUR 9/16/10 60 SOHU.COM INC COMMON ST 2,210.00 77.35 120,445.66 120,445.66
252960 9/21/10 USD 54.465 1.000 120,445.66 120,445.66
---------------- --------- ---------------- ------------ ---------------- --------------
26,424.00 758.13 1,053,964.95 1,053,964.95
1,053,964.95 1,053,964.95
14 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
PUR 9/23/10 60 EUROCASH SA COMMON STO 10,500.00 126.93 252,188.71 252,188.71
252861 9/28/10 PLN 23.982 2.976 84,749.37 84,749.37
PUR 9/23/10 60 PKO BANK POLSKI SA 10,283.00 449.34 447,036.25 447,036.25
241000 9/28/10 PLN 43.343 2.976 150,228.94 150,228.94
PUR 9/23/10 60 PKO BANK POLSKI SA 7,712.00 334.92 333,203.88 333,203.88
241000 9/28/10 PLN 43.077 2.976 111,974.96 111,974.96
PUR 9/23/10 60 PKO BANK POLSKI SA 160.00 3.47 6,890.32 6,890.32
241000 9/28/10 PLN 43.000 2.976 2,315.53 2,315.53
PUR 9/23/10 60 TELEKOMUNIKACJA POLSKA 12,871.00 227.25 226,089.92 226,089.92
241648 9/28/10 PLN 17.513 2.976 75,978.73 75,978.73
PUR 9/24/10 60 EUROCASH SA COMMON STO 5,692.00 69.81 136,812.91 136,812.91
252861 9/29/10 PLN 24.000 2.935 46,610.31 46,610.31
PUR 9/24/10 60 TELEKOMUNIKACJA POLSKA 2,860.00 50.80 49,855.92 49,855.92
241648 9/29/10 PLN 17.380 2.935 16,985.24 16,985.24
PUR 9/24/10 60 TELEKOMUNIKACJA POLSKA 8,581.00 152.84 149,987.13 149,987.13
241648 9/29/10 PLN 17.427 2.935 51,098.59 51,098.59
PUR 9/27/10 60 EUROCASH SA COMMON STO 1,503.00 37.95 37,235.47 37,235.47
252861 9/30/10 PLN 24.700 2.935 12,687.57 12,687.57
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: 28
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/27/10 60 PKO BANK POLSKI SA 7,411.00 341.21 334,792.81 334,792.81
241000 9/30/10 PLN 45.040 2.935 114,076.87 114,076.87
PUR 9/27/10 60 TELEKOMUNIKACJA POLSKA 4,719.00 84.66 83,069.74 83,069.74
241648 9/30/10 PLN 17.551 2.935 28,305.08 28,305.08
PUR 9/28/10 60 PKO BANK POLSKI SA 16,844.00 762.94 748,336.54 748,336.54
241000 10/01/10 PLN 44.295 2.934 255,074.15 255,074.15
PUR 9/28/10 60 PKO BANK POLSKI SA 1,960.00 88.19 86,498.72 86,498.72
241000 10/01/10 PLN 44.000 2.934 29,483.51 29,483.51
---------------- --------- ---------------- ------------ ---------------- --------------
91,096.00 2,730.31 2,891,998.32 2,891,998.32
979,568.85 979,568.85
13 TRANSACTIONS IN COUNTRY: POLAND (2300)
PUR 9/01/10 60 HYUNDAI DEVELOPMENT CO 200.00 2.17 5,722,570.00 5,722,570.00
253300 9/03/10 KRW 28600.0 1184.75 4,830.19 4,830.19
PUR 9/01/10 60 KB FINANCIAL GROUP 6,890.00 705.89 335,359,886.00 335,359,886.00
244142 9/03/10 KRW 48552.0 1184.75 283,063.84 283,063.84
PUR 9/02/10 60 HYUNDAI DEVELOPMENT CO 2,750.00 30.36 79,705,362.00 79,705,362.00
253300 9/06/10 KRW 28970.7 1180.65 67,509.73 67,509.73
PUR 9/03/10 60 HYUNDAI DEVELOPMENT CO 1,130.00 12.50 32,677,637.00 32,677,637.00
253300 9/07/10 KRW 28905.2 1175.00 27,810.75 27,810.75
PUR 9/06/10 60 HYUNDAI DEVELOPMENT CO 620.00 7.23 18,901,319.00 18,901,319.00
253300 9/08/10 KRW 30472.2 1175.00 16,086.23 16,086.23
PUR 9/06/10 60 HYUNDAI MOBIS 754.00 372.18 175,364,177.00 175,364,177.00
249828 9/08/10 KRW 231998. 1175.00 149,246.11 149,246.11
PUR 9/06/10 60 HYUNDAI MOTOR CO 1,711.00 542.80 255,757,191.00 255,757,191.00
250853 9/08/10 KRW 149105. 1175.00 217,665.69 217,665.69
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 29
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/07/10 60 HYUNDAI DEVELOPMENT CO 740.00 8.82 23,083,542.00 23,083,542.00
253300 9/09/10 KRW 31179.9 1176.80 19,615.52 19,615.52
PUR 9/08/10 60 HYUNDAI DEVELOPMENT CO 1,870.00 21.86 57,006,410.00 57,006,410.00
253300 9/10/10 KRW 30471.0 1172.75 48,609.18 48,609.18
PUR 9/08/10 60 HYUNDAI STEEL CO COMMO 2,240.00 537.28 252,673,836.00 252,673,836.00
253363 9/10/10 KRW 112519. 1172.75 215,454.13 215,454.13
PUR 9/09/10 60 HYUNDAI DEVELOPMENT CO 1,120.00 13.36 34,689,680.00 34,689,680.00
253300 9/13/10 KRW 30959.0 1167.55 29,711.52 29,711.52
PUR 9/09/10 60 HYUNDAI STEEL CO COMMO 3,430.00 845.67 395,933,899.00 395,933,899.00
253363 9/13/10 KRW 115144. 1167.55 339,115.15 339,115.15
PUR 9/10/10 60 HYUNDAI DEVELOPMENT CO 1,870.00 22.70 58,830,106.00 58,830,106.00
253300 9/14/10 KRW 31445.8 1165.75 50,465.46 50,465.46
PUR 9/10/10 60 HYUNDAI STEEL CO COMMO 2,200.00 543.81 254,214,750.00 254,214,750.00
253363 9/14/10 KRW 115264. 1165.75 218,069.70 218,069.70
PUR 9/13/10 60 HYUNDAI DEVELOPMENT CO 650.00 8.38 21,633,995.00 21,633,995.00
253300 9/15/10 KRW 33268.1 1160.90 18,635.54 18,635.54
PUR 9/13/10 60 HYUNDAI STEEL CO COMMO 1,950.00 491.41 228,766,080.00 228,766,080.00
253363 9/15/10 KRW 117023. 1160.90 197,059.25 197,059.25
PUR 9/14/10 60 HYUNDAI DEVELOPMENT CO 1,860.00 23.42 60,501,576.00 60,501,576.00
253300 9/16/10 KRW 32513.1 1161.75 52,077.97 52,077.97
PUR 9/14/10 60 HYUNDAI STEEL CO COMMO 1,470.00 375.22 174,803,180.00 174,803,180.00
253363 9/16/10 KRW 118617. 1161.75 150,465.40 150,465.40
PUR 9/15/10 60 HYUNDAI DEVELOPMENT CO 1,120.00 14.05 36,297,600.00 36,297,600.00
253300 9/17/10 KRW 32394.0 1161.45 31,251.97 31,251.97
PUR 9/15/10 60 HYUNDAI STEEL CO COMMO 197.00 49.56 23,081,986.00 23,081,986.00
253363 9/17/10 KRW 116875. 1161.45 19,873.42 19,873.42
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 30
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/16/10 60 HYUNDAI DEVELOPMENT CO 280.00 3.52 9,126,205.00 9,126,205.00
253300 9/20/10 KRW 32578.9 1164.55 7,836.68 7,836.68
PUR 9/17/10 60 HYUNDAI DEVELOPMENT CO 10,500.00 134.65 347,433,136.00 347,433,136.00
253300 9/24/10 KRW 33073.9 1160.60 299,356.48 299,356.48
PUR 9/29/10 60 SAMSUNG C+T CORP COMMO 2,981.00 399.58 182,990,236.00 182,990,236.00
253701 10/01/10 KRW 61232.4 1142.05 160,229.62 160,229.62
PUR 9/29/10 60 WOONGJIN COWAY CO LTD 3,660.00 338.90 155,205,040.00 155,205,040.00
239495 10/01/10 KRW 42300.0 1142.05 135,900.39 135,900.39
PUR 9/30/10 60 SAMSUNG C+T CORP COMMO 2,806.00 381.89 174,615,657.00 174,615,657.00
253701 10/04/10 KRW 62074.2 1140.25 153,138.05 153,138.05
---------------- --------- ---------------- ------------ ---------------- --------------
54,999.00 5,887.213,394,375,056.00 3,394,375,056.00
2,913,077.97 2,913,077.97
25 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 9/21/10 60 INDOFOOD CBP SUKSES MA 457,000.00 2,749.392,490,170,150.00 2,490,170,150.00
253670 10/06/10 IDR 5395.00 8967.50 277,688.34 277,688.34
PUR 9/21/10 60 INDOFOOD CBP SUKSES MA 55,000.00 330.89 299,692,250.00 299,692,250.00
253670 10/06/10 IDR 5395.00 8967.50 33,419.82 33,419.82
PUR 9/21/10 60 INDOFOOD CBP SUKSES MA 9,000.00 54.15 49,040,550.00 49,040,550.00
253670 10/06/10 IDR 5395.00 8967.49 5,468.70 5,468.70
---------------- --------- ---------------- ------------ ---------------- --------------
521,000.00 3,134.432,838,902,950.00 2,838,902,950.00
316,576.86 316,576.86
3 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 9/02/10 60 BQE AUD SAL GDR REPR 1 204.00 4.08 1,799.28 1,799.28
251638 9/07/10 USD 8.800 1.000 1,799.28 1,799.28
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 31
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/06/10 60 BQE AUD SAL GDR REPR 1 1,137.00 22.74 10,249.64 10,249.64
251638 9/09/10 USD 8.995 1.000 10,249.64 10,249.64
PUR 9/09/10 60 BQE AUD SAL GDR REPR 1 92.00 1.84 829.84 829.84
251638 9/14/10 USD 9.000 1.000 829.84 829.84
PUR 9/13/10 60 BQE AUD SAL GDR REPR 1 613.00 12.26 5,528.89 5,528.89
251638 9/16/10 USD 8.999 1.000 5,528.89 5,528.89
PUR 9/14/10 60 BQE AUD SAL GDR REPR 1 458.00 9.16 4,131.16 4,131.16
251638 9/17/10 USD 9.000 1.000 4,131.16 4,131.16
---------------- --------- ---------------- ------------ ---------------- --------------
2,504.00 50.08 22,538.81 22,538.81
22,538.81 22,538.81
5 TRANSACTIONS IN COUNTRY: LEBANON (5550)
PUR 9/09/10 60 BANCO MACRO BANSUD S A 500.00 17.50 19,017.35 19,017.35
252500 9/14/10 USD 38.000 1.000 19,017.35 19,017.35
PUR 9/16/10 60 BANCO MACRO BANSUD S A 100.00 3.50 3,988.50 3,988.50
252500 9/21/10 USD 39.850 1.000 3,988.50 3,988.50
PUR 9/17/10 60 BANCO MACRO BANSUD S A 20.00 .70 800.70 800.70
252500 9/22/10 USD 40.000 1.000 800.70 800.70
---------------- --------- ---------------- ------------ ---------------- --------------
620.00 21.70 23,806.55 23,806.55
23,806.55 23,806.55
3 TRANSACTIONS IN COUNTRY: ARGENTINA (6800)
PUR 9/24/10 60 BM+FBOVESPA SA NPV 26,800.00 676.69 387,437.96 387,437.96
252834 9/29/10 BRL 14.413 1.713 226,241.14 226,241.14
PUR 9/24/10 60 VIVO PARTICIPACOES SA 4,500.00 157.50 125,379.32 125,379.32
249687 9/29/10 USD 27.827 1.000 125,379.32 125,379.32
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: 32
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/27/10 60 BM+FBOVESPA SA NPV 11,900.00 297.64 170,334.38 170,334.38
252834 9/30/10 BRL 14.271 1.712 99,508.91 99,508.91
PUR 9/27/10 60 VIVO PARTICIPACOES SA 2,600.00 91.00 71,865.04 71,865.04
249687 9/30/10 USD 27.605 1.000 71,865.04 71,865.04
PUR 9/28/10 60 BM+FBOVESPA SA NPV 27,600.00 699.27 399,498.79 399,498.79
252834 10/01/10 BRL 14.431 1.709 233,789.09 233,789.09
PUR 9/28/10 60 VIVO PARTICIPACOES SA 2,500.00 87.50 68,375.97 68,375.97
249687 10/01/10 USD 27.315 1.000 68,375.97 68,375.97
PUR 9/29/10 60 BM+FBOVESPA SA NPV 10,800.00 272.15 155,338.78 155,338.78
252834 10/04/10 BRL 14.340 1.707 90,987.72 90,987.72
PUR 9/29/10 60 VIVO PARTICIPACOES SA 1,600.00 56.00 43,808.82 43,808.82
249687 10/04/10 USD 27.346 1.000 43,808.82 43,808.82
PUR 9/29/10 60 VIVO PARTICIPACOES SA 2,200.00 77.00 60,313.00 60,313.00
249687 10/04/10 USD 27.380 1.000 60,313.00 60,313.00
PUR 9/30/10 60 BM+FBOVESPA SA NPV 5,300.00 133.59 75,669.18 75,669.18
252834 10/05/10 BRL 14.235 1.694 44,663.66 44,663.66
PUR 9/30/10 60 VIVO PARTICIPACOES SA 2,700.00 94.50 73,499.08 73,499.08
249687 10/05/10 USD 27.187 1.000 73,499.08 73,499.08
---------------- --------- ---------------- ------------ ---------------- --------------
98,500.00 2,642.84 1,631,520.32 1,631,520.32
1,138,431.75 1,138,431.75
11 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 9/09/10 60 NETEASE COM INC ADR AD 2,500.00 87.50 96,600.50 96,600.50
252944 9/14/10 USD 38.605 1.000 96,600.50 96,600.50
PUR 9/10/10 60 CHINA HIGH SPEED TRANS 532,000.00 3,023.78 9,279,354.56 9,279,354.56
253403 9/14/10 HKD 17.398 7.767 1,194,738.48 1,194,738.48
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: 33
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/10/10 60 NETEASE COM INC ADR AD 1,570.00 54.95 60,125.98 60,125.98
252944 9/15/10 USD 38.262 1.000 60,125.98 60,125.98
PUR 9/13/10 60 NETEASE COM INC ADR AD 2,300.00 80.50 91,449.38 91,449.38
252944 9/16/10 USD 39.726 1.000 91,449.38 91,449.38
PUR 9/14/10 60 NETEASE COM INC ADR AD 1,200.00 42.00 47,489.52 47,489.52
252944 9/17/10 USD 39.540 1.000 47,489.52 47,489.52
PUR 9/15/10 60 NETEASE COM INC ADR AD 2,700.00 94.50 106,235.82 106,235.82
252944 9/20/10 USD 39.312 1.000 106,235.82 106,235.82
PUR 9/16/10 60 NETEASE COM INC ADR AD 1,530.00 53.55 59,891.24 59,891.24
252944 9/21/10 USD 39.110 1.000 59,891.24 59,891.24
PUR 9/27/10 60 JA SOLAR HOLDINGS CO L 5,300.00 106.00 43,593.56 43,593.56
253659 9/30/10 USD 8.205 1.000 43,593.56 43,593.56
PUR 9/27/10 60 JA SOLAR HOLDINGS CO L 15,500.00 542.50 128,468.65 128,468.65
253659 9/30/10 USD 8.253 1.000 128,468.65 128,468.65
PUR 9/28/10 60 JA SOLAR HOLDINGS CO L 2,075.00 41.50 17,024.96 17,024.96
253659 10/01/10 USD 8.185 1.000 17,024.96 17,024.96
PUR 9/28/10 60 JA SOLAR HOLDINGS CO L 16,300.00 570.50 137,109.08 137,109.08
253659 10/01/10 USD 8.377 1.000 137,109.08 137,109.08
PUR 9/29/10 60 JA SOLAR HOLDINGS CO L 6,600.00 231.00 59,010.60 59,010.60
253659 10/04/10 USD 8.906 1.000 59,010.60 59,010.60
PUR 9/29/10 60 JA SOLAR HOLDINGS CO L 12,700.00 254.00 112,868.71 112,868.71
253659 10/04/10 USD 8.867 1.000 112,868.71 112,868.71
PUR 9/29/10 60 JA SOLAR HOLDINGS CO L 1,700.00 59.50 15,249.00 15,249.00
253659 10/04/10 USD 8.935 1.000 15,249.00 15,249.00
PUR 9/29/10 60 JA SOLAR HOLDINGS CO L 1,700.00 59.50 14,561.18 14,561.18
253659 10/04/10 USD 8.530 1.000 14,561.18 14,561.18
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: 34
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/30/10 60 JA SOLAR HOLDINGS CO L 20,400.00 408.00 189,613.92 189,613.92
253659 10/05/10 USD 9.275 1.000 189,613.92 189,613.92
---------------- --------- ---------------- ------------ ---------------- --------------
626,075.00 5,709.28 10,458,646.66 10,458,646.66
2,374,030.58 2,374,030.58
16 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 9/22/10 60 DESARROLLADORA HOMEX A 469.00 9.38 14,998.50 14,998.50
253598 9/27/10 USD 31.960 1.000 14,998.50 14,998.50
PUR 9/22/10 60 WALMART DE MEXICO-SER 76,200.00 465.36 2,366,845.06 2,366,845.06
251030 9/27/10 MXN 30.984 12.683 186,609.67 186,609.67
PUR 9/23/10 60 DESARROLLADORA HOMEX A 4,370.00 152.95 140,033.15 140,033.15
253598 9/28/10 USD 32.009 1.000 140,033.15 140,033.15
PUR 9/23/10 60 DESARROLLADORA HOMEX A 993.00 34.76 31,611.86 31,611.86
253598 9/28/10 USD 31.800 1.000 31,611.86 31,611.86
PUR 9/23/10 60 WALMART DE MEXICO-SER 500.00 1.48 15,611.21 15,611.21
251030 9/28/10 MXN 31.185 12.649 1,234.14 1,234.14
PUR 9/23/10 60 WALMART DE MEXICO-SER 39,900.00 245.10 1,243,280.23 1,243,280.23
251030 9/28/10 MXN 31.082 12.649 98,286.91 98,286.91
PUR 9/24/10 60 DESARROLLADORA HOMEX A 51.00 1.79 1,623.56 1,623.56
253598 9/29/10 USD 31.799 1.000 1,623.56 1,623.56
PUR 9/24/10 60 WALMART DE MEXICO-SER 46,600.00 289.53 1,456,755.95 1,456,755.95
251030 9/29/10 MXN 31.183 12.547 116,100.22 116,100.22
PUR 9/27/10 60 DESARROLLADORA HOMEX A 169.00 3.38 5,388.43 5,388.43
253598 9/30/10 USD 31.864 1.000 5,388.43 5,388.43
PUR 9/27/10 60 WALMART DE MEXICO-SER 46,800.00 291.63 1,464,223.27 1,464,223.27
251030 9/30/10 MXN 31.209 12.521 116,942.33 116,942.33
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 35
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/28/10 60 DESARROLLADORA HOMEX A 151.00 3.02 4,824.94 4,824.94
253598 10/01/10 USD 31.933 1.000 4,824.94 4,824.94
PUR 9/28/10 60 WALMART DE MEXICO-SER 75,200.00 469.35 2,349,338.86 2,349,338.86
251030 10/01/10 MXN 31.163 12.483 188,210.60 188,210.60
PUR 9/28/10 60 WALMART DE MEXICO-SER 107,100.00 667.97 3,343,496.16 3,343,496.16
251030 10/01/10 MXN 31.141 12.482 267,854.69 267,854.69
PUR 9/29/10 60 WALMART DE MEXICO-SER 1,700.00 8.52 53,300.91 53,300.91
251030 10/04/10 MXN 31.291 12.479 4,271.37 4,271.37
PUR 9/29/10 60 WALMART DE MEXICO-SER 19,900.00 124.93 625,167.31 625,167.31
251030 10/04/10 MXN 31.337 12.479 50,098.95 50,098.95
PUR 9/30/10 60 DESARROLLADORA HOMEX A 293.00 10.26 9,427.57 9,427.57
253598 10/05/10 USD 32.141 1.000 9,427.57 9,427.57
---------------- --------- ---------------- ------------ ---------------- --------------
420,396.00 2,779.41 13,125,926.97 13,125,926.97
1,237,516.89 1,237,516.89
16 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 9/01/10 60 CIA DE MINAS BUENAVENT 5,900.00 118.00 245,470.41 245,470.41
253218 9/07/10 USD 41.585 1.000 245,470.41 245,470.41
PUR 9/02/10 60 CIA DE MINAS BUENAVENT 3,000.00 60.00 124,811.70 124,811.70
253218 9/08/10 USD 41.584 1.000 124,811.70 124,811.70
PUR 9/03/10 60 CIA DE MINAS BUENAVENT 980.00 19.60 40,318.77 40,318.77
253218 9/09/10 USD 41.122 1.000 40,318.77 40,318.77
PUR 9/09/10 60 CIA DE MINAS BUENAVENT 20.00 .70 800.70 800.70
253218 9/14/10 USD 40.000 1.000 800.70 800.70
PUR 9/13/10 60 CIA DE MINAS BUENAVENT 2,850.00 99.75 118,118.54 118,118.54
253218 9/16/10 USD 41.410 1.000 118,118.54 118,118.54
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 36
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/30/10 60 CIA DE MINAS BUENAVENT 3,000.00 105.00 132,608.40 132,608.40
253218 10/05/10 USD 44.168 1.000 132,608.40 132,608.40
---------------- --------- ---------------- ------------ ---------------- --------------
15,750.00 403.05 662,128.52 662,128.52
662,128.52 662,128.52
6 TRANSACTIONS IN COUNTRY: PERU (8000)
PUR 9/01/10 60 AYALA CORPORATION 2,040.00 46.98 708,267.09 708,267.09
250894 9/06/10 PHP 346.152 45.080 15,711.34 15,711.34
PUR 9/01/10 60 METRO PACIFIC INVESTME 217,000.00 52.09 760,035.56 760,035.56
248762 9/06/10 PHP 3.492 45.080 16,859.71 16,859.71
PUR 9/02/10 60 AYALA CORPORATION 3,630.00 87.77 1,319,152.69 1,319,152.69
250894 9/07/10 PHP 362.316 44.940 29,353.64 29,353.64
PUR 9/03/10 60 AYALA CORPORATION 3,850.00 99.18 1,482,768.67 1,482,768.67
250894 9/08/10 PHP 383.983 44.700 33,171.56 33,171.56
---------------- --------- ---------------- ------------ ---------------- --------------
226,520.00 286.02 4,270,224.01 4,270,224.01
95,096.25 95,096.25
4 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
PUR 9/02/10 60 INFOSYS TECHNOLOGIES L 8,300.00 166.00 496,735.08 496,735.08
239503 9/08/10 USD 59.828 1.000 496,735.08 496,735.08
PUR 9/08/10 60 INFOSYS TECHNOLOGIES L 5,500.00 192.50 339,708.60 339,708.60
239503 9/13/10 USD 61.730 1.000 339,708.60 339,708.60
PUR 9/14/10 60 HDFC BANK LTD ADR REPS 1,900.00 66.50 337,697.07 337,697.07
239502 9/17/10 USD 177.700 1.000 337,697.07 337,697.07
PUR 9/21/10 60 TATA STEEL LTD GDR REG 12,065.00 163,601.40 163,601.40
252812 9/24/10 USD 13.560 1.000 163,601.40 163,601.40
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 37
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/22/10 60 ICICI BK LTD USD 10.0 5,100.00 102.00 249,388.47 249,388.47
248420 9/27/10 USD 48.880 1.000 249,388.47 249,388.47
---------------- --------- ---------------- ------------ ---------------- --------------
32,865.00 527.00 1,587,130.62 1,587,130.62
1,587,130.62 1,587,130.62
5 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
2,116,749.00 24,929.466,269,005,891.73 6,269,005,891.73
12,403,868.60 12,403,868.60
121 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
2,116,749.00 24,929.466,269,005,891.73 6,269,005,891.73
12,403,868.60 12,403,868.60
121 "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: 38
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/10/10 60 GOME ELECTRICAL APPLIA 154,000.00 21.53 340,768.51 442,031.92 -101,263.41
239292 9/14/10 HKD 2.214 7.767 43,874.74 56,733.43 -12,858.69
SALE 9/10/10 60 GOME ELECTRICAL APPLIA 1,384,000.00 191.64 3,032,924.90 3,972,546.61 -939,621.71
239292 9/14/10 HKD 2.192 7.767 390,496.13 509,864.07 -119,367.94
SALE 9/13/10 60 GOME ELECTRICAL APPLIA 252,000.00 35.30 558,703.84 723,324.96 -164,621.12
239292 9/15/10 HKD 2.218 7.767 71,928.86 92,836.52 -20,907.66
SALE 9/13/10 60 GOME ELECTRICAL APPLIA 913,000.00 127.48 2,017,721.95 2,620,617.81 -602,895.86
239292 9/15/10 HKD 2.211 7.767 259,766.33 336,348.19 -76,581.86
SALE 9/14/10 60 GOME ELECTRICAL APPLIA 863,000.00 125.20 1,981,498.14 2,477,100.96 -495,602.82
239292 9/16/10 HKD 2.297 7.767 255,115.92 317,928.25 -62,812.33
SALE 9/14/10 60 GOME ELECTRICAL APPLIA 567,000.00 81.18 1,284,881.30 1,627,481.16 -342,599.86
239292 9/16/10 HKD 2.267 7.767 165,427.20 208,882.17 -43,454.97
SALE 9/30/10 60 GOME ELECTRICAL APPLIA 522,000.00 77.12 1,220,015.78 1,498,315.99 -278,300.21
239292 10/05/10 HKD 2.338 7.763 157,153.72 192,304.22 -35,150.50
---------------- --------- ---------------- ------------ ---------------- --------------
4,655,000.00 659.45 10,436,514.42 13,361,419.41 -2,924,904.99
1,343,762.90 1,714,896.85 -371,133.95
7 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
SALE 9/01/10 60 BANK ZACHODNI WBK SA 1,003.00 180.89 185,998.33 145,602.35 40,395.98
240025 9/06/10 PLN 186.000 3.094 60,115.81 60,560.36 -444.55
SALE 9/02/10 60 BANK ZACHODNI WBK SA 2,410.00 436.72 449,317.99 349,852.11 99,465.88
240025 9/07/10 PLN 187.000 3.096 145,137.93 145,513.94 -376.01
---------------- --------- ---------------- ------------ ---------------- --------------
3,413.00 617.61 635,316.32 495,454.46 139,861.86
205,253.74 206,074.30 -820.56
2 TRANSACTIONS IN COUNTRY: POLAND (2300)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 39
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/23/10 60 MOL MAGYAR OLAJ ES GAZ 1,558.00 699.25 32,477,709.66 23,720,958.65 8,756,751.01
247887 9/28/10 HUF 20940.0 209.953 154,690.53 116,860.47 37,830.06
SALE 9/23/10 60 MOL MAGYAR OLAJ ES GAZ 516.00 154.93 10,809,735.00 7,856,235.34 2,953,499.66
247887 9/28/10 HUF 21012.1 209.953 51,486.50 38,703.47 12,783.03
SALE 9/24/10 60 MOL MAGYAR OLAJ ES GAZ 1,558.00 471.37 32,250,862.73 23,720,958.65 8,529,904.08
247887 9/29/10 HUF 20762.4 205.877 156,651.01 116,860.47 39,790.54
SALE 9/27/10 60 MOL MAGYAR OLAJ ES GAZ 3,801.00 1,141.42 78,081,440.56 57,871,221.96 20,210,218.60
247887 9/30/10 HUF 20604.1 205.839 379,333.14 285,100.56 94,232.58
SALE 9/28/10 60 MOL MAGYAR OLAJ ES GAZ 1,938.00 575.29 39,152,528.92 29,506,558.32 9,645,970.60
247887 10/01/10 HUF 20263.3 204.784 191,189.63 145,363.03 45,826.60
SALE 9/28/10 60 MOL MAGYAR OLAJ ES GAZ 3,620.00 1,082.12 73,645,198.43 55,115,449.49 18,529,748.94
247887 10/01/10 HUF 20405.1 204.784 359,624.23 271,524.34 88,099.89
---------------- --------- ---------------- ------------ ---------------- --------------
12,991.00 4,124.38 266,417,475.30 197,791,382.41 68,626,092.89
1,292,975.04 974,412.34 318,562.70
6 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
SALE 9/02/10 60 WISTRON CORP GDR 572.00 22.88 8,854.56 7,388.47 1,466.09
247573 9/07/10 USD 15.520 1.000 8,854.56 7,388.47 1,466.09
SALE 9/30/10 60 CATHAY FINANCIAL H 6,476.00 259.04 98,176.16 100,097.15 -1,920.99
247238 10/05/10 USD 15.200 1.000 98,176.16 100,097.15 -1,920.99
---------------- --------- ---------------- ------------ ---------------- --------------
7,048.00 281.92 107,030.72 107,485.62 -454.90
107,030.72 107,485.62 -454.90
2 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
SALE 9/01/10 60 FUSHAN INTERNATIONAL E 116,000.00 156.38 476,955.55 476,685.62 269.93
247499 9/03/10 HKD 4.122 7.775 61,344.37 61,508.20 -163.83
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: 40
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/02/10 60 FUSHAN INTERNATIONAL E 464,000.00 651.04 1,984,662.18 1,906,742.46 77,919.72
247499 9/06/10 HKD 4.288 7.771 255,395.05 246,032.80 9,362.25
SALE 9/03/10 60 FUSHAN INTERNATIONAL E 230,000.00 325.65 992,828.88 945,152.52 47,676.36
247499 9/07/10 HKD 4.328 7.772 127,749.25 121,955.92 5,793.33
SALE 9/06/10 60 FUSHAN INTERNATIONAL E 96,000.00 139.82 426,278.53 394,498.44 31,780.09
247499 9/08/10 HKD 4.452 7.772 54,850.10 50,903.34 3,946.76
SALE 9/13/10 60 CNOOC LTD HKD 0.02 754,000.00 3,601.73 10,974,739.22 9,086,627.27 1,888,111.95
250259 9/15/10 HKD 14.592 7.767 1,412,914.05 1,172,044.59 240,869.46
SALE 9/28/10 60 CNOOC LTD HKD 0.02 190,000.00 178.25 2,817,950.97 2,289,733.66 528,217.30
250259 9/30/10 HKD 14.839 7.758 363,224.61 295,342.80 67,881.81
---------------- --------- ---------------- ------------ ---------------- --------------
1,850,000.00 5,052.87 17,673,415.33 15,099,439.97 2,573,975.35
2,275,477.43 1,947,787.65 327,689.78
6 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 9/01/10 60 SAMSUNG LIFE INSURANCE 550.00 126.94 59,829,069.00 60,500,000.00 -670,931.00
251798 9/03/10 KRW 109053. 1184.75 50,499.32 54,805.69 -4,306.37
SALE 9/02/10 60 SAMSUNG LIFE INSURANCE 820.00 190.63 89,531,749.00 90,200,000.00 -668,251.00
251798 9/06/10 KRW 109459. 1180.65 75,832.59 81,710.30 -5,877.71
SALE 9/03/10 60 SAMSUNG LIFE INSURANCE 620.00 144.49 67,539,421.00 68,200,000.00 -660,579.00
251798 9/07/10 KRW 109208. 1175.00 57,480.36 61,780.96 -4,300.60
SALE 9/06/10 60 HYUNDAI ENGINEERING & 1,742.00 244.89 114,469,325.00 109,990,580.52 4,478,744.48
247012 9/08/10 KRW 65876.6 1175.00 97,420.70 90,652.03 6,768.67
SALE 9/06/10 60 KIA MOTORS CORP 19,618.00 246.85 642,332,880.00 375,950,150.47 266,382,729.53
249234 9/08/10 KRW 32756.8 1175.00 546,666.28 327,336.66 219,329.62
SALE 9/06/10 60 LG CHEM LTD KRW 5000.0 485.00 359.94 168,242,640.00 51,299,929.88 116,942,710.12
239483 9/08/10 KRW 347764. 1175.00 143,185.23 46,229.98 96,955.25
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: 41
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/06/10 60 POSCO KRW 2,192.00 401.301,044,242,896.00 1,105,303,288.00 -61,060,392.00
251795 9/08/10 KRW 476603. 1175.00 888,717.36 986,640.52 -97,923.16
SALE 9/06/10 60 SHINHAN FINANCIAL GROU 3,920.00 359.79 168,173,374.00 136,715,010.10 31,458,363.90
239492 9/08/10 KRW 43009.2 1175.00 143,126.28 114,273.98 28,852.30
SALE 9/07/10 60 HYUNDAI ENGINEERING & 1,048.00 146.36 68,517,984.00 66,171,141.44 2,346,842.56
247012 9/09/10 KRW 65544.1 1176.80 58,223.98 54,536.92 3,687.06
SALE 9/15/10 60 AMOREPACIFIC CORP 25.00 60.92 28,150,081.00 15,450,353.28 12,699,727.72
239473 9/17/10 KRW 1128833 1161.45 24,237.01 14,971.72 9,265.29
SALE 9/15/10 60 CHEIL WORLDWIDE INC 837.00 24.03 11,104,909.00 8,297,550.10 2,807,358.90
239474 9/17/10 KRW 13300.8 1161.44 9,561.25 8,226.07 1,335.18
SALE 9/15/10 60 KT CORP ADR 5,600.00 113.82 107,544.50 112,765.09 -5,220.59
251912 9/20/10 USD 19.225 1.000 107,544.50 112,765.09 -5,220.59
SALE 9/15/10 60 LG CHEM LTD KRW 5000.0 539.00 71.24 183,236,646.00 57,011,674.65 126,224,971.35
239483 9/17/10 KRW 340110. 1161.45 157,765.42 51,377.24 106,388.18
SALE 9/15/10 60 SAMSUNG ELECTRONICS CO 513.00 835.46 386,002,958.00 313,320,924.92 72,682,033.08
239489 9/17/10 KRW 754333. 1161.45 332,345.74 283,609.02 48,736.72
SALE 9/15/10 60 SAMSUNG FIRE + MARINE 437.00 185.62 85,759,013.00 88,026,038.12 -2,267,025.12
239491 9/17/10 KRW 196738. 1161.45 73,837.89 80,588.10 -6,750.21
SALE 9/15/10 60 SHINSEGAE CO LTD KRW 5 81.00 102.88 47,534,068.00 40,361,434.80 7,172,633.20
247496 9/17/10 KRW 588315. 1161.45 40,926.49 32,519.41 8,407.08
SALE 9/15/10 60 WOONGJIN COWAY CO LTD 310.00 29.68 13,712,457.00 9,392,357.77 4,320,099.23
239495 9/17/10 KRW 44344.9 1161.45 11,806.33 9,044.58 2,761.75
SALE 9/16/10 60 AMOREPACIFIC CORP 11.00 26.34 12,204,331.00 6,798,155.44 5,406,175.56
239473 9/20/10 KRW 1112272 1164.55 10,479.87 6,587.56 3,892.31
SALE 9/16/10 60 CHEIL WORLDWIDE INC 542.00 15.65 7,250,189.00 5,373,085.01 1,877,103.99
239474 9/20/10 KRW 13410.3 1164.55 6,225.74 5,326.80 898.94
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 42
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/16/10 60 SAMSUNG FIRE + MARINE 290.00 125.68 58,221,237.00 58,415,448.64 -194,211.64
239491 9/20/10 KRW 201267. 1164.55 49,994.62 53,479.52 -3,484.90
SALE 9/16/10 60 SAMSUNG LIFE INSURANCE 250.00 57.89 26,821,730.00 27,500,000.00 -678,270.00
251798 9/20/10 KRW 107556. 1164.55 23,031.84 24,911.68 -1,879.84
SALE 9/16/10 60 SHINSEGAE CO LTD KRW 5 62.00 80.92 37,482,890.00 30,893,937.75 6,588,952.25
247496 9/20/10 KRW 606082. 1164.55 32,186.59 24,891.40 7,295.19
SALE 9/16/10 60 WOONGJIN COWAY CO LTD 420.00 40.35 18,693,295.00 12,725,129.88 5,968,165.12
239495 9/20/10 KRW 44619.7 1164.55 16,051.95 12,253.95 3,798.00
SALE 9/17/10 60 AMOREPACIFIC CORP 27.00 62.92 29,049,651.00 16,686,381.55 12,363,269.45
239473 9/24/10 KRW 1078617 1160.60 25,029.86 16,169.46 8,860.40
SALE 9/17/10 60 CHEIL WORLDWIDE INC 403.00 11.61 5,361,654.00 3,995,116.72 1,366,537.28
239474 9/24/10 KRW 13337.7 1160.59 4,619.73 3,960.70 659.03
SALE 9/17/10 60 SAMSUNG FIRE + MARINE 248.00 108.76 50,211,132.00 49,955,280.21 255,851.79
239491 9/24/10 KRW 202973. 1160.60 43,263.08 45,734.21 -2,471.13
SALE 9/17/10 60 SAMSUNG LIFE INSURANCE 510.00 118.20 54,573,997.00 56,100,000.00 -1,526,003.00
251798 9/24/10 KRW 107276. 1160.60 47,022.23 50,819.82 -3,797.59
SALE 9/17/10 60 SHINSEGAE CO LTD KRW 5 42.00 55.17 25,471,832.00 20,928,151.38 4,543,680.62
247496 9/24/10 KRW 607996. 1160.60 21,947.12 16,861.92 5,085.20
SALE 9/17/10 60 WOONGJIN COWAY CO LTD 160.00 15.53 7,169,403.00 4,847,668.53 2,321,734.47
239495 9/24/10 KRW 44921.3 1160.60 6,177.32 4,668.17 1,509.15
SALE 9/20/10 60 AMOREPACIFIC CORP 14.00 33.55 15,501,361.00 8,652,197.84 6,849,163.16
239473 9/27/10 KRW 1110022 1161.35 13,347.71 8,384.16 4,963.55
SALE 9/20/10 60 CHEIL WORLDWIDE INC 662.00 18.50 8,549,985.00 6,562,697.93 1,987,287.07
239474 9/27/10 KRW 12947.8 1161.35 7,362.11 6,506.16 855.95
SALE 9/20/10 60 SHINSEGAE CO LTD KRW 5 48.00 61.30 28,317,500.00 23,917,887.29 4,399,612.71
247496 9/27/10 KRW 591431. 1161.35 24,383.26 19,270.76 5,112.50
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 43
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/29/10 60 HYUNDAI ENGINEERING & 827.00 133.69 60,734,789.00 52,217,112.57 8,517,676.43
247012 10/01/10 KRW 73624.5 1142.05 53,180.50 43,036.29 10,144.21
SALE 9/29/10 60 SAMSUNG ELECTRONICS CO 89.00 148.43 67,432,412.00 54,357,821.28 13,074,590.72
239489 10/01/10 KRW 759572. 1142.05 59,045.06 49,203.12 9,841.94
SALE 9/29/10 60 SHINHAN FINANCIAL GROU 1,390.00 131.51 59,746,393.00 48,478,026.54 11,268,366.46
239492 10/01/10 KRW 43091.0 1142.05 52,315.04 40,520.62 11,794.42
SALE 9/30/10 60 HYUNDAI ENGINEERING & 812.00 128.85 58,443,914.00 51,270,006.53 7,173,907.47
247012 10/04/10 KRW 72156.1 1140.25 51,255.35 42,255.71 8,999.64
SALE 9/30/10 60 SAMSUNG ELECTRONICS CO 84.00 142.36 64,572,807.00 51,304,011.10 13,268,795.90
239489 10/04/10 KRW 770656. 1140.25 56,630.39 46,438.90 10,191.49
SALE 9/30/10 60 SHINHAN FINANCIAL GROU 1,380.00 130.79 59,323,280.00 48,129,263.76 11,194,016.24
239492 10/04/10 KRW 43095.9 1140.25 52,026.56 40,229.10 11,797.46
---------------- --------- ---------------- ------------ ---------------- --------------
47,608.00 5,292.843,933,620,796.50 3,235,410,579.09 698,210,217.41
3,474,752.66 2,972,578.28 502,174.38
38 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 9/24/10 60 ORASCOM CONSTR 101.00 3.54 4,570.07 4,843.31 -273.24
250261 9/29/10 USD 45.283 1.000 4,570.07 4,843.31 -273.24
SALE 9/26/10 60 ORASCOM CONSTRUCTION I 1,265.00 171.47 324,963.85 336,198.48 -11,234.63
250263 9/27/10 EGP 257.661 5.702 56,986.21 61,174.18 -4,187.97
SALE 9/27/10 60 ORASCOM CONSTR 118.00 4.13 5,291.37 5,658.52 -367.15
250261 9/30/10 USD 44.877 1.000 5,291.37 5,658.52 -367.15
SALE 9/27/10 60 ORASCOM CONSTRUCTION I 2,025.00 270.46 512,159.48 538,183.34 -26,023.86
250263 9/28/10 EGP 253.679 5.698 89,884.08 97,927.04 -8,042.96
SALE 9/28/10 60 ORASCOM CONSTR 436.00 15.26 19,387.31 20,907.77 -1,520.46
250261 10/01/10 USD 44.501 1.000 19,387.31 20,907.77 -1,520.46
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 44
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/28/10 60 ORASCOM CONSTRUCTION I 818.00 108.95 206,351.24 217,399.49 -11,048.25
250263 9/29/10 EGP 253.022 5.699 36,208.01 39,557.69 -3,349.68
SALE 9/29/10 60 ORASCOM CONSTR 130.00 2.60 5,718.17 6,233.97 -515.80
250261 10/04/10 USD 44.006 1.000 5,718.17 6,233.97 -515.80
SALE 9/29/10 60 ORASCOM CONSTRUCTION I 285.00 37.96 71,888.69 75,744.32 -3,855.63
250263 9/30/10 EGP 253.000 5.699 12,614.26 13,782.32 -1,168.06
SALE 9/30/10 60 ORASCOM CONSTR 1,286.00 25.72 56,742.82 61,668.33 -4,925.51
250261 10/05/10 USD 44.143 1.000 56,742.82 61,668.33 -4,925.51
SALE 9/30/10 60 ORASCOM CONSTRUCTION I 1,555.00 205.08 388,004.05 413,271.65 -25,267.60
250263 10/03/10 EGP 250.271 5.693 68,154.58 75,198.30 -7,043.72
---------------- --------- ---------------- ------------ ---------------- --------------
8,019.00 845.17 1,595,077.05 1,680,109.18 -85,032.13
355,556.88 386,951.43 -31,394.55
10 TRANSACTIONS IN COUNTRY: EGYPT (5100)
SALE 9/01/10 60 SHANDA GAMES LTD SPONS 2,300.00 46.00 13,149.63 15,708.65 -2,559.02
252945 9/07/10 USD 5.737 1.000 13,149.63 15,708.65 -2,559.02
SALE 9/02/10 60 SHANDA GAMES LTD SPONS 2,600.00 52.00 14,989.83 17,757.60 -2,767.77
252945 9/08/10 USD 5.785 1.000 14,989.83 17,757.60 -2,767.77
SALE 9/03/10 60 SHANDA GAMES LTD SPONS 1,200.00 24.00 6,856.55 8,195.82 -1,339.27
252945 9/09/10 USD 5.734 1.000 6,856.55 8,195.82 -1,339.27
SALE 9/07/10 60 SHANDA GAMES LTD SPONS 2,100.00 42.00 12,113.26 14,342.68 -2,229.42
252945 9/10/10 USD 5.788 1.000 12,113.26 14,342.68 -2,229.42
SALE 9/08/10 60 SHANDA GAMES LTD SPONS 1,800.00 36.00 10,356.02 12,293.72 -1,937.70
252945 9/13/10 USD 5.773 1.000 10,356.02 12,293.72 -1,937.70
SALE 9/09/10 60 SHANDA GAMES LTD SPONS 290.00 10.18 1,589.17 1,980.66 -391.49
252945 9/14/10 USD 5.515 1.000 1,589.17 1,980.66 -391.49
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: 45
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/09/10 60 SHANDA GAMES LTD SPONS 4,020.00 80.40 21,839.78 27,455.99 -5,616.21
252945 9/14/10 USD 5.453 1.000 21,839.78 27,455.99 -5,616.21
SALE 9/10/10 60 SHANDA GAMES LTD SPONS 1,150.00 23.00 6,045.33 7,854.32 -1,808.99
252945 9/15/10 USD 5.277 1.000 6,045.33 7,854.32 -1,808.99
---------------- --------- ---------------- ------------ ---------------- --------------
15,460.00 313.58 86,939.57 105,589.44 -18,649.87
86,939.57 105,589.44 -18,649.87
8 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 9/22/10 60 FOMENTO ECONOMICO MEXI 600.00 21.00 30,644.46 27,359.10 3,285.36
248889 9/27/10 USD 51.109 1.000 30,644.46 27,359.10 3,285.36
SALE 9/22/10 60 GRUPO TELEVISA SA ADR 1,200.00 42.39 22,459.17 24,432.07 -1,972.90
242473 9/27/10 USD 18.751 1.000 22,459.17 24,432.07 -1,972.90
SALE 9/22/10 60 GRUPO TELEVISA SA ADR 11,900.00 420.29 224,051.79 242,284.73 -18,232.94
242473 9/27/10 USD 18.863 1.000 224,051.79 242,284.73 -18,232.94
SALE 9/23/10 60 GRUPO TELEVISA SA ADR 6,100.00 215.46 115,560.71 124,196.38 -8,635.67
242473 9/28/10 USD 18.980 1.000 115,560.71 124,196.38 -8,635.67
SALE 9/24/10 60 FOMENTO ECONOMICO MEXI 400.00 14.35 20,527.29 18,239.40 2,287.89
248889 9/29/10 USD 51.354 1.000 20,527.29 18,239.40 2,287.89
SALE 9/24/10 60 FOMENTO ECONOMICO MEXI 800.00 28.00 41,038.00 36,478.81 4,559.19
248889 9/29/10 USD 51.333 1.000 41,038.00 36,478.81 4,559.19
SALE 9/24/10 60 GRUPO TELEVISA SA ADR 7,500.00 262.50 140,741.86 152,700.46 -11,958.60
242473 9/29/10 USD 18.801 1.000 140,741.86 152,700.46 -11,958.60
SALE 9/24/10 60 GRUPO TELEVISA SA ADR 6,000.00 211.91 112,967.89 122,160.37 -9,192.48
242473 9/29/10 USD 18.863 1.000 112,967.89 122,160.37 -9,192.48
SALE 9/27/10 60 FOMENTO ECONOMICO MEXI 1,500.00 52.50 77,143.80 68,397.76 8,746.04
248889 9/30/10 USD 51.464 1.000 77,143.80 68,397.76 8,746.04
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 46
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/27/10 60 FOMENTO ECONOMICO MEXI 2,100.00 75.33 107,770.17 95,756.86 12,013.31
248889 9/30/10 USD 51.355 1.000 107,770.17 95,756.86 12,013.31
SALE 9/27/10 60 GRUPO TELEVISA SA ADR 4,000.00 141.26 74,378.74 81,440.25 -7,061.51
242473 9/30/10 USD 18.630 1.000 74,378.74 81,440.25 -7,061.51
SALE 9/27/10 60 GRUPO TELEVISA SA ADR 4,500.00 158.92 83,716.58 91,620.28 -7,903.70
242473 9/30/10 USD 18.639 1.000 83,716.58 91,620.28 -7,903.70
SALE 9/27/10 60 GRUPO TELEVISA SA ADR 1,000.00 35.32 18,599.68 20,360.06 -1,760.38
242473 9/30/10 USD 18.635 1.000 18,599.68 20,360.06 -1,760.38
SALE 9/27/10 60 GRUPO TELEVISA SA ADR 6,700.00 234.50 124,517.39 136,412.41 -11,895.02
242473 9/30/10 USD 18.620 1.000 124,517.39 136,412.41 -11,895.02
SALE 9/28/10 60 FOMENTO ECONOMICO MEXI 1,900.00 66.50 97,576.21 86,637.16 10,939.05
248889 10/01/10 USD 51.391 1.000 97,576.21 86,637.16 10,939.05
SALE 9/28/10 60 GRUPO TELEVISA SA ADR 67,800.00 2,373.00 1,266,455.43 1,380,412.19 -113,956.76
242473 10/01/10 USD 18.714 1.000 1,266,455.43 1,380,412.19 -113,956.76
SALE 9/28/10 60 GRUPO TELEVISA SA ADR 3,000.00 60.96 56,490.13 61,080.19 -4,590.06
242473 10/01/10 USD 18.850 1.000 56,490.13 61,080.19 -4,590.06
SALE 9/28/10 60 GRUPO TELEVISA SA ADR 8,900.00 314.29 164,856.36 181,204.55 -16,348.19
242473 10/01/10 USD 18.559 1.000 164,856.36 181,204.55 -16,348.19
SALE 9/28/10 60 GRUPO TELEVISA SA ADR 2,500.00 88.29 46,286.71 50,900.15 -4,613.44
242473 10/01/10 USD 18.550 1.000 46,286.71 50,900.15 -4,613.44
SALE 9/29/10 60 FOMENTO ECONOMICO MEXI 1,000.00 35.00 51,356.10 45,598.51 5,757.59
248889 10/04/10 USD 51.391 1.000 51,356.10 45,598.51 5,757.59
SALE 9/29/10 60 GRUPO TELEVISA SA ADR 3,500.00 71.12 65,988.62 71,260.22 -5,271.60
242473 10/04/10 USD 18.874 1.000 65,988.62 71,260.22 -5,271.60
SALE 9/30/10 60 FOMENTO ECONOMICO MEXI 500.00 17.50 25,599.80 22,799.25 2,800.55
248889 10/05/10 USD 51.235 1.000 25,599.80 22,799.25 2,800.55
---------------- --------- ---------------- ------------ ---------------- --------------
143,400.00 4,940.39 2,968,726.89 3,141,731.16 -173,004.27
2,968,726.89 3,141,731.16 -173,004.27
22 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: 47
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/23/10 60 FEDERAL HYDROGEN(fmrly 6,642,500.00 681.52 340,078.73 346,972.93 -6,894.20
242612 9/30/10 USD .051 1.000 340,078.73 346,972.93 -6,894.20
SALE 9/24/10 60 FEDERAL HYDROGEN(fmrly 955,700.00 97.54 48,671.83 49,921.27 -1,249.44
242612 10/01/10 USD .051 1.000 48,671.83 49,921.27 -1,249.44
SALE 9/27/10 60 FEDERAL HYDROGEN(fmrly 1,740,100.00 179.40 89,522.76 90,894.63 -1,371.87
242612 10/04/10 USD .052 1.000 89,522.76 90,894.63 -1,371.87
SALE 9/28/10 60 FEDERAL HYDROGEN(fmrly 3,563,800.00 362.01 180,643.39 186,156.13 -5,512.74
242612 10/05/10 USD .051 1.000 180,643.39 186,156.13 -5,512.74
SALE 9/29/10 60 FEDERAL HYDROGEN(fmrly 3,524,000.00 360.58 179,927.26 184,077.17 -4,149.91
242612 10/06/10 USD .051 1.000 179,927.26 184,077.17 -4,149.91
SALE 9/30/10 60 FEDERAL HYDROGEN(fmrly 4,778,300.00 489.01 244,016.60 249,595.90 -5,579.30
242612 10/07/10 USD .051 1.000 244,016.60 249,595.90 -5,579.30
---------------- --------- ---------------- ------------ ---------------- --------------
21,204,400.00 2,170.06 1,082,860.57 1,107,618.03 -24,757.46
1,082,860.57 1,107,618.03 -24,757.46
6 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
SALE 9/07/10 60 WIPRO LTD ADR 81,300.00 2,863.40 1,056,012.19 855,825.09 200,187.10
248465 9/10/10 USD 13.024 1.000 1,056,012.19 855,825.09 200,187.10
SALE 9/08/10 60 WIPRO LTD ADR 16,033.00 564.69 208,845.53 168,775.44 40,070.09
248465 9/13/10 USD 13.061 1.000 208,845.53 168,775.44 40,070.09
SALE 9/22/10 60 DR REDDYS LABS ADR 5,100.00 104.80 165,674.27 119,378.02 46,296.25
248690 9/27/10 USD 32.506 1.000 165,674.27 119,378.02 46,296.25
SALE 9/22/10 60 TATA ENGR + LOCOMOTIVE 7,200.00 254.91 171,691.17 102,970.20 68,720.97
249599 9/27/10 USD 23.881 1.000 171,691.17 102,970.20 68,720.97
SALE 9/27/10 60 HINDALCO INDS REG S + 75,274.00 332,711.08 229,322.61 103,388.47
249895 9/30/10 USD 4.420 1.000 332,711.08 229,322.61 103,388.47
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 48
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/28/10 60 ITC LIMITED GDR REG S 43,400.00 171,430.00 105,860.05 65,569.95
242448 10/01/10 USD 3.950 1.000 171,430.00 105,860.05 65,569.95
---------------- --------- ---------------- ------------ ---------------- --------------
228,307.00 3,787.80 2,106,364.24 1,582,131.41 524,232.83
2,106,364.24 1,582,131.41 524,232.83
6 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
28,175,646.00 28,086.074,236,730,516.91 3,469,882,940.18 766,847,576.72
15,299,700.64 14,247,256.51 1,052,444.13
113 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240)
--------------------------------
SALE 9/15/10 60 SAMSUNG ELCTRNCS N/VT 36.00 42.38 19,582,418.00 13,929,219.17 5,653,198.83
239490 9/17/10 KRW 545323. 1161.45 16,860.32 13,024.02 3,836.30
SALE 9/16/10 60 SAMSUNG ELCTRNCS N/VT 21.00 24.71 11,449,226.00 8,125,377.85 3,323,848.15
239490 9/20/10 KRW 546571. 1164.55 9,831.46 7,597.35 2,234.11
SALE 9/17/10 60 SAMSUNG ELCTRNCS N/VT 48.00 57.19 26,402,994.00 18,572,292.22 7,830,701.78
239490 9/24/10 KRW 551445. 1160.60 22,749.43 17,365.37 5,384.06
SALE 9/24/10 60 SAMSUNG ELCTRNCS N/VT 127.00 153.50 70,539,419.00 49,139,189.84 21,400,229.16
239490 9/28/10 KRW 556824. 1155.20 61,062.52 45,945.86 15,116.66
SALE 9/27/10 60 SAMSUNG ELCTRNCS N/VT 29.00 34.59 15,796,294.00 11,220,759.88 4,575,534.12
239490 9/29/10 KRW 546069. 1148.15 13,758.04 10,491.58 3,266.46
SALE 9/28/10 60 SAMSUNG ELCTRNCS N/VT 32.00 37.75 17,212,170.00 12,381,528.15 4,830,641.85
239490 9/30/10 KRW 539232. 1146.30 15,015.41 11,576.91 3,438.50
SALE 9/29/10 60 SAMSUNG ELCTRNCS N/VT 22.00 26.40 11,993,313.00 8,512,300.60 3,481,012.40
239490 10/01/10 KRW 546521. 1142.05 10,501.57 7,959.13 2,542.44
SALE 9/30/10 60 SAMSUNG ELCTRNCS N/VT 13.00 15.69 7,117,438.00 5,029,995.81 2,087,442.19
239490 10/04/10 KRW 548871. 1140.25 6,242.00 4,703.12 1,538.88
---------------- --------- ---------------- ------------ ---------------- --------------
328.00 392.21 180,093,272.00 126,910,663.52 53,182,608.48
156,020.75 118,663.34 37,357.41
8 TRANSACTIONS IN COUNTRY: KOREA (4500)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 49
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/08/10 60 NET SERVICOS DE COMUNI 1,500.00 58.11 33,274.87 28,963.61 4,311.26
239596 9/13/10 BRL 22.250 1.723 19,312.17 16,650.19 2,661.98
SALE 9/08/10 60 NET SERVICOS DE COMUNI 1,500.00 64.86 33,296.55 28,963.61 4,332.94
239596 9/13/10 BRL 22.272 1.723 19,324.75 16,650.19 2,674.56
SALE 9/09/10 60 NET SERVICOS DE COMUNI 3,000.00 128.79 66,078.83 57,927.23 8,151.60
239596 9/14/10 BRL 22.100 1.722 38,373.30 33,300.39 5,072.91
SALE 9/10/10 60 NET SERVICOS DE COMUNI 100.00 1.29 2,212.80 1,930.91 281.89
239596 9/15/10 BRL 22.150 1.717 1,288.46 1,110.01 178.45
SALE 9/10/10 60 NET SERVICOS DE COMUNI 7,400.00 286.32 163,418.27 142,887.16 20,531.11
239596 9/15/10 BRL 22.150 1.717 95,154.46 82,140.95 13,013.51
SALE 9/13/10 60 NET SERVICOS DE COMUNI 2,300.00 40.15 50,944.49 44,410.88 6,533.61
239596 9/16/10 BRL 22.180 1.715 29,701.78 25,530.30 4,171.48
SALE 9/13/10 60 NET SERVICOS DE COMUNI 17,000.00 658.14 375,154.25 328,254.30 46,899.95
239596 9/16/10 BRL 22.134 1.715 218,723.33 188,702.18 30,021.15
SALE 9/14/10 60 NET SERVICOS DE COMUNI 2,600.00 45.77 58,005.88 50,203.60 7,802.28
239596 9/17/10 BRL 22.340 1.707 33,986.16 28,860.33 5,125.83
SALE 9/14/10 60 NET SERVICOS DE COMUNI 2,200.00 86.43 49,022.49 42,479.97 6,542.52
239596 9/17/10 BRL 22.350 1.707 28,722.71 24,420.28 4,302.43
SALE 9/15/10 60 NET SERVICOS DE COMUNI 1,900.00 33.41 42,464.81 36,687.24 5,777.57
239596 9/20/10 BRL 22.380 1.712 24,810.01 21,090.24 3,719.77
SALE 9/15/10 60 NET SERVICOS DE COMUNI 3,300.00 129.88 73,880.18 63,719.95 10,160.23
239596 9/20/10 BRL 22.455 1.712 43,164.40 36,630.42 6,533.98
SALE 9/15/10 60 NET SERVICOS DE COMUNI 1,500.00 59.16 33,648.75 28,963.61 4,685.14
239596 9/20/10 BRL 22.500 1.712 19,659.24 16,650.19 3,009.05
SALE 9/16/10 60 NET SERVICOS DE COMUNI 5,000.00 196.01 111,854.43 96,545.38 15,309.05
239596 9/21/10 BRL 22.438 1.717 65,139.58 55,500.64 9,638.94
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 50
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/16/10 60 NET SERVICOS DE COMUNI 2,200.00 86.25 49,220.12 42,479.97 6,740.15
239596 9/21/10 BRL 22.440 1.717 28,663.84 24,420.28 4,243.56
SALE 9/17/10 60 NET SERVICOS DE COMUNI 6,300.00 246.87 140,776.41 121,647.18 19,129.23
239596 9/22/10 BRL 22.413 1.716 82,042.32 69,930.81 12,111.51
SALE 9/17/10 60 NET SERVICOS DE COMUNI 5,200.00 203.65 116,130.56 100,407.20 15,723.36
239596 9/22/10 BRL 22.400 1.716 67,679.10 57,720.67 9,958.43
SALE 9/20/10 60 NET SERVICOS DE COMUNI 5,200.00 203.42 116,098.42 100,407.20 15,691.22
239596 9/23/10 BRL 22.394 1.717 67,605.21 57,720.67 9,884.54
SALE 9/20/10 60 NET SERVICOS DE COMUNI 3,300.00 129.07 73,662.38 63,719.95 9,942.43
239596 9/23/10 BRL 22.389 1.717 42,894.30 36,630.42 6,263.88
SALE 9/21/10 60 NET SERVICOS DE COMUNI 1,500.00 58.15 33,434.30 28,963.61 4,470.69
239596 9/24/10 BRL 22.357 1.730 19,327.30 16,650.19 2,677.11
SALE 9/21/10 60 NET SERVICOS DE COMUNI 14,800.00 571.84 328,754.77 285,774.33 42,980.44
239596 9/24/10 BRL 22.280 1.730 190,042.64 164,281.90 25,760.74
SALE 9/22/10 60 NET SERVICOS DE COMUNI 11,700.00 454.08 259,405.21 225,916.19 33,489.02
239596 9/27/10 BRL 22.238 1.719 150,904.72 129,871.50 21,033.22
SALE 9/23/10 60 NET SERVICOS DE COMUNI 3,200.00 123.98 70,916.53 61,789.04 9,127.49
239596 9/28/10 BRL 22.228 1.721 41,204.19 35,520.41 5,683.78
SALE 9/24/10 60 NET SERVICOS DE COMUNI 1,100.00 42.59 24,237.07 21,239.98 2,997.09
239596 9/29/10 BRL 22.100 1.713 14,153.03 12,210.14 1,942.89
SALE 9/24/10 60 NET SERVICOS DE COMUNI 7,600.00 293.83 167,221.98 146,748.98 20,473.00
239596 9/29/10 BRL 22.069 1.713 97,647.87 84,360.98 13,286.89
---------------- --------- ---------------- ------------ ---------------- --------------
111,400.00 4,202.05 2,473,114.35 2,151,031.08 322,083.27
1,439,524.87 1,236,554.28 202,970.59
24 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
111,728.00 4,594.26 182,566,386.35 129,061,694.60 53,504,691.75
1,595,545.62 1,355,217.62 240,328.00
32 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
28,287,374.00 32,680.334,419,296,903.26 3,598,944,634.78 820,352,268.47
16,895,246.26 15,602,474.13 1,292,772.13
145 "SALE" 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: 51
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
30,404,123.00 57,609.79 10688302794.99 9,867,950,526.51 820,352,268.47
29,299,114.86 28,006,342.73 1,292,772.13
266 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: 52
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 9/01/10 60 FIRST QUANTUM MINERALS 500.00 2.38 31,843.15 31,843.15
248466 9/07/10 CAD 63.681 1.050 30,325.37 30,325.37
PUR 9/07/10 60 FIRST QUANTUM MINERALS 2,100.00 10.05 133,831.74 133,831.74
248466 9/10/10 CAD 63.724 1.044 128,136.09 128,136.09
PUR 9/08/10 60 FIRST QUANTUM MINERALS 2,600.00 12.54 166,136.62 166,136.62
248466 9/13/10 CAD 63.894 1.037 160,232.07 160,232.07
PUR 9/09/10 60 FIRST QUANTUM MINERALS 1,500.00 7.27 94,425.30 94,425.30
248466 9/14/10 CAD 62.945 1.031 91,555.05 91,555.05
PUR 9/10/10 60 FIRST QUANTUM MINERALS 400.00 1.94 25,398.28 25,398.28
248466 9/15/10 CAD 63.491 1.033 24,597.63 24,597.63
---------------- --------- ---------------- ------------ ---------------- --------------
7,100.00 34.18 451,635.09 451,635.09
434,846.21 434,846.21
5 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 9/09/10 60 ORIFLAME COSMETICS SA- 683.00 63.13 286,767.46 286,767.46
239833 9/14/10 SEK 419.194 7.256 39,520.06 39,520.06
PUR 9/10/10 60 ORIFLAME COSMETICS SA- 862.00 80.44 364,135.88 364,135.88
239833 9/15/10 SEK 421.757 7.231 50,357.96 50,357.96
PUR 9/13/10 60 ORIFLAME COSMETICS SA- 288.00 27.70 123,876.89 123,876.89
239833 9/16/10 SEK 429.441 7.144 17,340.96 17,340.96
PUR 9/14/10 60 ORIFLAME COSMETICS SA- 148.00 14.38 63,739.66 63,739.66
239833 9/17/10 SEK 429.985 7.080 9,003.22 9,003.22
PUR 9/15/10 60 ORIFLAME COSMETICS SA- 651.00 63.16 279,439.29 279,439.29
239833 9/20/10 SEK 428.561 7.068 39,536.12 39,536.12
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 53
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/16/10 60 ORIFLAME COSMETICS SA- 859.00 41.57 367,000.47 367,000.47
239833 9/21/10 SEK 426.900 7.057 52,005.90 52,005.90
PUR 9/16/10 60 ORIFLAME COSMETICS SA- 204.00 8.63 87,046.49 87,046.49
239833 9/21/10 SEK 426.400 7.057 12,334.95 12,334.95
PUR 9/16/10 60 ORIFLAME COSMETICS SA- 820.00 79.26 350,143.00 350,143.00
239833 9/21/10 SEK 426.322 7.057 49,617.11 49,617.11
PUR 9/17/10 60 ORIFLAME COSMETICS SA- 5,360.00 512.35 2,264,277.43 2,264,277.43
239833 9/22/10 SEK 421.765 7.060 320,730.54 320,730.54
PUR 9/23/10 60 ORIFLAME COSMETICS SA- 1,440.00 140.89 607,904.16 607,904.16
239833 9/28/10 SEK 421.481 6.892 88,200.48 88,200.48
PUR 9/28/10 60 ORIFLAME COSMETICS SA- 411.00 18.19 176,668.63 176,668.63
239833 10/01/10 SEK 429.550 6.793 26,008.79 26,008.79
PUR 9/30/10 60 ORIFLAME COSMETICS SA- 124.00 5.53 53,158.84 53,158.84
239833 10/05/10 SEK 428.400 6.731 7,898.14 7,898.14
PUR 9/30/10 60 ORIFLAME COSMETICS SA- 443.00 45.14 190,193.82 190,193.82
239833 10/05/10 SEK 428.646 6.731 28,258.29 28,258.29
---------------- --------- ---------------- ------------ ---------------- --------------
12,293.00 1,100.37 5,214,352.02 5,214,352.02
740,812.52 740,812.52
13 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
PUR 9/01/10 60 OTP BANK PLC 9,894.00 648.70 48,083,866.40 48,083,866.40
252266 9/06/10 HUF 4845.36 221.704 216,882.78 216,882.78
PUR 9/01/10 60 OTP BANK PLC 6,399.00 97.32 30,845,559.79 30,845,559.79
252266 9/06/10 HUF 4817.00 221.704 139,129.22 139,129.22
PUR 9/02/10 60 OTP BANK PLC 211.00 13.75 1,021,031.50 1,021,031.50
252266 9/07/10 HUF 4824.53 222.092 4,597.33 4,597.33
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 54
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/03/10 60 OTP BANK PLC 3,071.00 201.96 14,939,033.05 14,939,033.05
252266 9/08/10 HUF 4850.00 221.244 67,522.91 67,522.91
PUR 9/07/10 60 OTP BANK PLC 1,960.00 126.10 9,534,518.00 9,534,518.00
252266 9/10/10 HUF 4850.00 226.162 42,157.92 42,157.92
PUR 9/08/10 60 OTP BANK PLC 16,189.00 1,034.00 77,839,976.68 77,839,976.68
252266 9/13/10 HUF 4793.82 225.167 345,699.25 345,699.25
PUR 9/10/10 60 OTP BANK PLC 13,261.00 861.18 64,344,625.99 64,344,625.99
252266 9/15/10 HUF 4837.65 223.479 287,921.83 287,921.83
PUR 9/15/10 60 OTP BANK PLC 708.00 47.60 3,444,101.40 3,444,101.40
252266 9/20/10 HUF 4850.00 216.432 15,913.09 15,913.09
PUR 9/16/10 60 OTP BANK PLC 6,188.00 416.57 30,080,127.32 30,080,127.32
252266 9/21/10 HUF 4846.50 215.979 139,273.32 139,273.32
PUR 9/23/10 60 OTP BANK PLC 5,880.00 408.48 28,673,239.92 28,673,239.92
252266 9/28/10 HUF 4861.81 209.953 136,569.93 136,569.93
---------------- --------- ---------------- ------------ ---------------- --------------
63,761.00 3,855.66 308,806,080.05 308,806,080.05
1,395,667.58 1,395,667.58
10 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
PUR 9/01/10 60 TURKIYE IS BANKASI-C 376,961.00 3,488.53 2,116,259.05 2,116,259.05
239835 9/03/10 TRY 5.600 1.513 1,398,902.07 1,398,902.07
---------------- --------- ---------------- ------------ ---------------- --------------
376,961.00 3,488.53 2,116,259.05 2,116,259.05
1,398,902.07 1,398,902.07
1 TRANSACTION IN COUNTRY: TURKEY (3400)
PUR 9/01/10 60 DELTA ELECTRONICS INC 10,251.00 195,264.12 195,264.12
253301 9/06/10 USD 19.048 1.000 195,264.12 195,264.12
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 55
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/03/10 60 DELTA ELECTRONICS INC 5,091.00 98,723.14 98,723.14
253301 9/08/10 USD 19.392 1.000 98,723.14 98,723.14
PUR 9/08/10 60 DELTA ELECTRONICS INC 25,627.00 498,032.56 498,032.56
253301 9/13/10 USD 19.434 1.000 498,032.56 498,032.56
PUR 9/09/10 60 DELTA ELECTRONICS INC 25,626.00 492,800.79 492,800.79
253301 9/14/10 USD 19.230 1.000 492,800.79 492,800.79
PUR 9/13/10 60 DELTA ELECTRONICS INC 38,440.00 752,136.26 752,136.26
253301 9/16/10 USD 19.567 1.000 752,136.26 752,136.26
PUR 9/14/10 60 DELTA ELECTRONICS INC 25,628.00 501,324.68 501,324.68
253301 9/17/10 USD 19.562 1.000 501,324.68 501,324.68
PUR 9/28/10 60 DELTA ELECTRONICS INC 1,708.00 35,603.09 35,603.09
253301 10/01/10 USD 20.845 1.000 35,603.09 35,603.09
---------------- --------- ---------------- ------------ ---------------- --------------
132,371.00 2,573,884.64 2,573,884.64
2,573,884.64 2,573,884.64
7 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 9/01/10 60 WEICHAI POWER CO LTD H 10,000.00 180.47 673,438.52 673,438.52
253302 9/03/10 HKD 67.204 7.775 86,615.33 86,615.33
PUR 9/02/10 60 WEICHAI POWER CO LTD H 6,000.00 113.97 425,064.21 425,064.21
253302 9/06/10 HKD 70.696 7.771 54,699.13 54,699.13
PUR 9/03/10 60 WEICHAI POWER CO LTD H 6,000.00 114.98 428,888.99 428,888.99
253302 9/07/10 HKD 71.333 7.772 55,185.99 55,185.99
PUR 9/06/10 60 WEICHAI POWER CO LTD H 7,000.00 135.97 507,159.69 507,159.69
253302 9/08/10 HKD 72.300 7.772 65,257.24 65,257.24
PUR 9/07/10 60 WEICHAI POWER CO LTD H 18,000.00 358.88 1,338,033.40 1,338,033.40
253302 9/09/10 HKD 74.180 7.768 172,246.08 172,246.08
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: 56
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/08/10 60 WEICHAI POWER CO LTD H 3,000.00 59.57 222,108.82 222,108.82
253302 9/10/10 HKD 73.882 7.769 28,588.19 28,588.19
PUR 9/10/10 60 WEICHAI POWER CO LTD H 9,000.00 181.53 676,685.81 676,685.81
253302 9/14/10 HKD 75.031 7.767 87,124.87 87,124.87
PUR 9/13/10 60 WEICHAI POWER CO LTD H 12,000.00 241.21 899,210.82 899,210.82
253302 9/15/10 HKD 74.778 7.767 115,766.54 115,766.54
PUR 9/14/10 60 WEICHAI POWER CO LTD H 1,000.00 20.16 75,172.07 75,172.07
253302 9/16/10 HKD 75.015 7.767 9,678.33 9,678.33
PUR 9/29/10 60 WEICHAI POWER CO LTD H 8,000.00 176.67 657,801.55 657,801.55
253302 10/04/10 HKD 82.054 7.758 84,790.09 84,790.09
PUR 9/30/10 60 WEICHAI POWER CO LTD H 6,500.00 141.96 528,936.03 528,936.03
253302 10/05/10 HKD 81.205 7.763 68,133.76 68,133.76
---------------- --------- ---------------- ------------ ---------------- --------------
86,500.00 1,725.37 6,432,499.91 6,432,499.91
828,085.55 828,085.55
11 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 9/01/10 60 GPO MEXICO SA SER B 36,400.00 239.35 1,253,400.17 1,253,400.17
247974 9/06/10 MXN 34.348 13.059 95,980.53 95,980.53
PUR 9/02/10 60 GPO MEXICO SA SER B 20,300.00 134.27 702,005.23 702,005.23
247974 9/07/10 MXN 34.495 13.038 53,843.84 53,843.84
PUR 9/03/10 60 GPO MEXICO SA SER B 30,300.00 204.25 1,061,498.81 1,061,498.81
247974 9/08/10 MXN 34.946 12.961 81,902.30 81,902.30
PUR 9/07/10 60 GPO MEXICO SA SER B 54,000.00 358.50 1,880,032.76 1,880,032.76
247974 9/10/10 MXN 34.729 13.078 143,760.32 143,760.32
PUR 9/08/10 60 GPO MEXICO SA SER B 48,400.00 324.34 1,690,665.72 1,690,665.72
247974 9/13/10 MXN 34.844 12.999 130,060.71 130,060.71
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 57
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/10/10 60 GPO MEXICO SA SER B 20,100.00 135.01 701,587.37 701,587.37
247974 9/15/10 MXN 34.818 12.959 54,140.68 54,140.68
PUR 9/13/10 60 GPO MEXICO SA SER B 47,700.00 327.80 1,690,023.15 1,690,023.15
247974 9/20/10 MXN 35.342 12.857 131,449.75 131,449.75
PUR 9/15/10 60 GPO MEXICO SA SER B 35,200.00 241.57 1,237,476.06 1,237,476.06
247974 9/22/10 MXN 35.068 12.775 96,870.80 96,870.80
PUR 9/20/10 60 GPO MEXICO SA SER B 33,400.00 234.69 1,200,386.82 1,200,386.82
247974 9/23/10 MXN 35.850 12.755 94,112.56 94,112.56
PUR 9/21/10 60 GPO MEXICO SA SER B 39,700.00 168.41 1,433,928.17 1,433,928.17
247974 9/24/10 MXN 36.065 12.753 112,438.50 112,438.50
PUR 9/21/10 60 GPO MEXICO SA SER B 34,800.00 245.50 1,255,464.51 1,255,464.51
247974 9/24/10 MXN 35.987 12.753 98,444.64 98,444.64
---------------- --------- ---------------- ------------ ---------------- --------------
400,300.00 2,613.69 14,106,468.77 14,106,468.77
1,093,004.63 1,093,004.63
11 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 9/06/10 60 BRITISH AMERICAN TOBAC 8,000.00 335.84 375,648.32 375,648.32
239832 9/09/10 MYR 46.825 3.121 120,342.25 120,342.25
PUR 9/13/10 60 BRITISH AMERICAN TOBAC 1,900.00 37.42 89,430.15 89,430.15
239832 9/17/10 MYR 47.007 3.102 28,829.37 28,829.37
PUR 9/14/10 60 BRITISH AMERICAN TOBAC 2,300.00 45.22 108,254.71 108,254.71
239832 9/20/10 MYR 47.006 3.108 34,836.59 34,836.59
PUR 9/14/10 60 BRITISH AMERICAN TOBAC 9,200.00 389.61 433,810.72 433,810.72
239832 9/20/10 MYR 47.022 3.107 139,601.20 139,601.20
---------------- --------- ---------------- ------------ ---------------- --------------
21,400.00 808.09 1,007,143.90 1,007,143.90
323,609.41 323,609.41
4 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 58
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/01/10 60 OIL + GAS DEVELOPMENT 2,800.00 15.70 400,433.26 400,433.26
249826 9/03/10 PKR 142.532 85.500 4,683.43 4,683.43
PUR 9/02/10 60 OIL + GAS DEVELOPMENT 2,800.00 15.85 404,477.98 404,477.98
249826 9/06/10 PKR 143.972 85.550 4,727.97 4,727.97
PUR 9/03/10 60 OIL + GAS DEVELOPMENT 1,300.00 7.34 187,509.91 187,509.91
249826 9/07/10 PKR 143.755 85.675 2,188.62 2,188.62
PUR 9/06/10 60 OIL + GAS DEVELOPMENT 800.00 4.50 114,963.68 114,963.68
249826 9/08/10 PKR 143.223 85.675 1,341.86 1,341.86
PUR 9/07/10 60 OIL + GAS DEVELOPMENT 1,600.00 9.03 231,653.31 231,653.31
249826 9/09/10 PKR 144.298 86.000 2,693.64 2,693.64
PUR 9/08/10 60 OIL + GAS DEVELOPMENT 152,800.00 747.59 22,150,696.31 22,150,696.31
249826 9/14/10 PKR 144.546 85.650 258,618.75 258,618.75
PUR 9/09/10 60 OIL + GAS DEVELOPMENT 134,600.00 667.39 19,781,422.62 19,781,422.62
249826 9/15/10 PKR 146.540 85.680 230,875.61 230,875.61
---------------- --------- ---------------- ------------ ---------------- --------------
296,700.00 1,467.40 43,271,157.07 43,271,157.07
505,129.88 505,129.88
7 TRANSACTIONS IN COUNTRY: PAKISTAN (8950)
---------------- --------- ---------------- ------------ ---------------- --------------
1,397,386.00 15,093.29 383,979,480.50 383,979,480.50
9,293,942.49 9,293,942.49
69 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
1,397,386.00 15,093.29 383,979,480.50 383,979,480.50
9,293,942.49 9,293,942.49
69 "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: 59
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/27/10 60 SHOUGANG CONCORD INTER 14,000.00 2.45 19,141.83 21,319.79 -2,177.96
241650 9/29/10 HKD 1.369 7.758 2,467.30 2,742.46 -275.16
SALE 9/27/10 60 SHOUGANG CONCORD INTER 8,000.00 1.40 10,938.19 12,182.74 -1,244.55
241650 9/29/10 HKD 1.369 7.758 1,409.89 1,567.12 -157.23
SALE 9/27/10 60 SHOUGANG CONCORD INTER 16,000.00 2.82 22,036.05 24,365.47 -2,329.42
241650 9/29/10 HKD 1.379 7.758 2,840.36 3,134.24 -293.88
SALE 9/27/10 60 SHOUGANG CONCORD INTER 12,000.00 2.10 16,407.27 18,274.10 -1,866.83
241650 9/29/10 HKD 1.369 7.758 2,114.83 2,350.68 -235.85
SALE 9/27/10 60 SHOUGANG CONCORD INTER 2,000.00 .35 2,754.51 3,045.68 -291.17
241650 9/29/10 HKD 1.379 7.758 355.04 391.78 -36.74
SALE 9/27/10 60 SHOUGANG CONCORD INTER 70,000.00 12.33 96,407.77 106,598.93 -10,191.16
241650 9/29/10 HKD 1.379 7.758 12,426.56 13,712.29 -1,285.73
SALE 9/27/10 60 SHOUGANG CONCORD INTER 16,000.00 2.80 21,876.37 24,365.47 -2,489.10
241650 9/29/10 HKD 1.369 7.758 2,819.77 3,134.24 -314.47
SALE 9/27/10 60 SHOUGANG CONCORD INTER 296,000.00 51.66 404,033.56 450,761.20 -46,727.64
241650 9/29/10 HKD 1.366 7.758 52,078.26 57,983.41 -5,905.15
SALE 9/27/10 60 SHOUGANG CONCORD INTER 20,000.00 2.45 27,552.96 30,456.84 -2,903.88
241650 9/29/10 HKD 1.379 7.758 3,551.46 3,917.80 -366.34
SALE 9/28/10 60 SHOUGANG CONCORD INTER 14,000.00 1.76 19,706.38 21,319.79 -1,613.41
241650 9/30/10 HKD 1.409 7.758 2,540.09 2,742.46 -202.37
SALE 9/28/10 60 SHOUGANG CONCORD INTER 2,000.00 .25 2,815.06 3,045.68 -230.62
241650 9/30/10 HKD 1.409 7.758 362.85 391.78 -28.93
SALE 9/28/10 60 SHOUGANG CONCORD INTER 6,000.00 .75 8,385.20 9,137.05 -751.85
241650 9/30/10 HKD 1.399 7.758 1,080.82 1,175.34 -94.52
SALE 9/28/10 60 SHOUGANG CONCORD INTER 14,000.00 1.76 19,706.38 21,319.79 -1,613.41
241650 9/30/10 HKD 1.409 7.758 2,540.09 2,742.46 -202.37
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 60
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/28/10 60 SHOUGANG CONCORD INTER 82,000.00 10.36 116,242.66 124,873.04 -8,630.38
241650 9/30/10 HKD 1.419 7.758 14,983.30 16,062.97 -1,079.67
SALE 9/28/10 60 SHOUGANG CONCORD INTER 958,000.00 120.43 1,351,747.92 1,458,882.54 -107,134.62
241650 9/30/10 HKD 1.412 7.758 174,235.86 187,662.52 -13,426.66
SALE 9/28/10 60 SHOUGANG CONCORD INTER 1,054,000.00 190.26 1,488,021.33 1,605,075.36 -117,054.03
241650 9/30/10 HKD 1.413 7.758 191,801.05 206,467.95 -14,666.90
SALE 9/28/10 60 SHOUGANG CONCORD INTER 16,000.00 2.92 22,834.46 24,365.47 -1,531.01
241650 9/30/10 HKD 1.429 7.758 2,943.29 3,134.24 -190.95
SALE 9/28/10 60 SHOUGANG CONCORD INTER 14,000.00 2.52 19,700.71 21,319.79 -1,619.08
241650 9/30/10 HKD 1.409 7.758 2,539.36 2,742.46 -203.10
SALE 9/28/10 60 SHOUGANG CONCORD INTER 12,000.00 2.16 16,886.32 18,274.10 -1,387.78
241650 9/30/10 HKD 1.409 7.758 2,176.59 2,350.68 -174.09
SALE 9/28/10 60 SHOUGANG CONCORD INTER 12,000.00 2.14 16,766.57 18,274.10 -1,507.53
241650 9/30/10 HKD 1.399 7.758 2,161.16 2,350.68 -189.52
SALE 9/28/10 60 SHOUGANG CONCORD INTER 4,000.00 .71 5,588.85 6,091.37 -502.52
241650 9/30/10 HKD 1.399 7.758 720.38 783.56 -63.18
SALE 9/29/10 60 SHOUGANG CONCORD INTER 9,000.00 1.14 12,758.18 13,705.58 -947.40
241650 10/04/10 HKD 1.419 7.758 1,644.52 1,763.01 -118.49
SALE 9/29/10 60 SHOUGANG CONCORD INTER 15,000.00 1.88 21,113.40 22,842.63 -1,729.23
241650 10/04/10 HKD 1.409 7.758 2,721.50 2,938.35 -216.85
SALE 9/29/10 60 SHOUGANG CONCORD INTER 17,000.00 2.16 24,268.22 25,888.31 -1,620.09
241650 10/04/10 HKD 1.429 7.758 3,128.15 3,330.13 -201.98
SALE 9/29/10 60 SHOUGANG CONCORD INTER 22,000.00 2.78 31,186.45 33,502.52 -2,316.07
241650 10/04/10 HKD 1.419 7.758 4,019.91 4,309.58 -289.67
SALE 9/29/10 60 SHOUGANG CONCORD INTER 20,000.00 2.51 28,151.54 30,456.84 -2,305.30
241650 10/04/10 HKD 1.409 7.758 3,628.71 3,917.80 -289.09
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: 61
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/29/10 60 SHOUGANG CONCORD INTER 10,000.00 1.26 14,175.20 15,228.42 -1,053.22
241650 10/04/10 HKD 1.419 7.758 1,827.17 1,958.90 -131.73
SALE 9/29/10 60 SHOUGANG CONCORD INTER 15,000.00 1.88 21,113.40 22,842.63 -1,729.23
241650 10/04/10 HKD 1.409 7.758 2,721.50 2,938.35 -216.85
SALE 9/29/10 60 SHOUGANG CONCORD INTER 759,000.00 96.49 1,083,081.00 1,155,837.00 -72,756.00
241650 10/04/10 HKD 1.428 7.758 139,608.28 148,680.43 -9,072.15
SALE 9/29/10 60 SHOUGANG CONCORD INTER 52,000.00 9.49 74,212.03 79,187.78 -4,975.75
241650 10/04/10 HKD 1.429 7.758 9,565.87 10,186.27 -620.40
SALE 9/29/10 60 SHOUGANG CONCORD INTER 52,000.00 9.49 74,212.03 79,187.78 -4,975.75
241650 10/04/10 HKD 1.429 7.758 9,565.87 10,186.27 -620.40
SALE 9/29/10 60 SHOUGANG CONCORD INTER 35,000.00 6.39 49,950.40 53,299.47 -3,349.07
241650 10/04/10 HKD 1.429 7.758 6,438.57 6,856.15 -417.58
SALE 9/29/10 60 SHOUGANG CONCORD INTER 52,000.00 9.49 74,212.03 79,187.78 -4,975.75
241650 10/04/10 HKD 1.429 7.758 9,565.87 10,186.27 -620.40
SALE 9/29/10 60 SHOUGANG CONCORD INTER 52,000.00 9.49 74,212.03 79,187.78 -4,975.75
241650 10/04/10 HKD 1.429 7.758 9,565.87 10,186.27 -620.40
SALE 9/29/10 60 SHOUGANG CONCORD INTER 872,000.00 158.88 1,242,563.97 1,327,918.14 -85,354.17
241650 10/04/10 HKD 1.426 7.758 160,165.50 170,815.99 -10,650.49
SALE 9/29/10 60 SHOUGANG CONCORD INTER 17,000.00 3.08 24,091.96 25,888.31 -1,796.35
241650 10/04/10 HKD 1.419 7.758 3,105.43 3,330.13 -224.70
SALE 9/29/10 60 SHOUGANG CONCORD INTER 17,000.00 3.06 23,922.30 25,888.31 -1,966.01
241650 10/04/10 HKD 1.409 7.758 3,083.57 3,330.13 -246.56
SALE 9/29/10 60 SHOUGANG CONCORD INTER 25,000.00 4.59 35,928.34 38,071.05 -2,142.71
241650 10/04/10 HKD 1.439 7.758 4,631.13 4,897.25 -266.12
SALE 9/29/10 60 SHOUGANG CONCORD INTER 62,000.00 11.47 89,721.10 94,416.20 -4,695.10
241650 10/04/10 HKD 1.449 7.758 11,564.98 12,145.17 -580.19
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 62
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/29/10 60 SHOUGANG CONCORD INTER 22,000.00 3.96 30,958.27 33,502.52 -2,544.25
241650 10/04/10 HKD 1.409 7.758 3,990.50 4,309.58 -319.08
SALE 9/29/10 60 SHOUGANG CONCORD INTER 17,000.00 3.08 24,091.94 25,888.31 -1,796.37
241650 10/04/10 HKD 1.419 7.758 3,105.43 3,330.13 -224.70
SALE 9/30/10 60 SHOUGANG CONCORD INTER 679,000.00 123.16 963,887.63 1,034,009.65 -70,122.02
241650 10/05/10 HKD 1.421 7.763 124,161.12 133,009.24 -8,848.12
SALE 9/30/10 60 SHOUGANG CONCORD INTER 53,000.00 9.53 74,581.28 80,710.62 -6,129.34
241650 10/05/10 HKD 1.409 7.763 9,607.03 10,382.16 -775.13
SALE 9/30/10 60 SHOUGANG CONCORD INTER 8,000.00 1.45 11,337.40 12,182.74 -845.34
241650 10/05/10 HKD 1.419 7.763 1,460.40 1,567.12 -106.72
SALE 9/30/10 60 SHOUGANG CONCORD INTER 36,000.00 4.61 51,752.24 54,822.31 -3,070.07
241650 10/05/10 HKD 1.439 7.763 6,666.35 7,052.04 -385.69
SALE 9/30/10 60 SHOUGANG CONCORD INTER 43,000.00 5.50 61,815.27 65,482.20 -3,666.93
241650 10/05/10 HKD 1.439 7.763 7,962.60 8,423.27 -460.67
SALE 9/30/10 60 SHOUGANG CONCORD INTER 53,000.00 6.74 75,661.71 80,710.62 -5,048.91
241650 10/05/10 HKD 1.429 7.763 9,746.20 10,382.16 -635.96
---------------- --------- ---------------- ------------ ---------------- --------------
5,656,000.00 907.94 8,002,509.67 8,613,193.80 -610,684.13
1,031,400.34 1,107,953.27 -76,552.93
47 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 9/15/10 60 WOONGJIN COWAY CO LTD 410.00 12.55 18,164,097.00 13,388,519.91 4,775,577.09
240084 9/17/10 KRW 44338.2 1161.45 15,639.16 12,192.84 3,446.32
SALE 9/15/10 60 WOONGJIN COWAY CO LTD 4,350.00 415.80 192,108,405.00 142,048,930.76 50,059,474.24
240084 9/17/10 KRW 44273.8 1161.45 165,403.94 129,363.03 36,040.91
SALE 9/16/10 60 WOONGJIN COWAY CO LTD 620.00 19.04 27,619,496.00 20,246,054.50 7,373,441.50
240084 9/20/10 KRW 44583.3 1164.55 23,716.88 18,437.95 5,278.93
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: 63
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/17/10 60 WOONGJIN COWAY CO LTD 400.00 17.10 17,971,594.00 13,061,970.64 4,909,623.36
240084 9/24/10 KRW 44978.6 1160.60 15,484.74 11,895.45 3,589.29
SALE 9/17/10 60 WOONGJIN COWAY CO LTD 300.00 29.21 13,485,420.00 9,796,477.98 3,688,942.02
240084 9/24/10 KRW 45064.4 1160.60 11,619.35 8,921.59 2,697.76
SALE 9/24/10 60 WOONGJIN COWAY CO LTD 600.00 11.70 26,954,260.00 19,592,955.97 7,361,304.03
240084 9/28/10 KRW 44946.3 1155.20 23,332.98 17,843.18 5,489.80
SALE 9/27/10 60 WOONGJIN COWAY CO LTD 900.00 17.48 39,997,314.00 29,389,433.95 10,607,880.05
240084 9/29/10 KRW 44463.7 1148.15 34,836.31 26,764.76 8,071.55
SALE 9/30/10 60 WOONGJIN COWAY CO LTD 1,000.00 19.43 44,163,251.00 32,654,926.61 11,508,324.39
240084 10/04/10 KRW 44185.4 1140.25 38,731.20 29,738.63 8,992.57
---------------- --------- ---------------- ------------ ---------------- --------------
8,580.00 542.31 380,463,837.00 280,179,270.32 100,284,566.68
328,764.56 255,157.43 73,607.13
8 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 9/01/10 60 ORASCOM CONSTRUCTION I 1,755.00 275.29 447,196.16 482,967.38 -35,771.22
240086 9/02/10 EGP 255.708 5.705 78,380.52 87,454.92 -9,074.40
SALE 9/02/10 60 ORASCOM CONSTRUCTION I 1,270.00 198.50 322,450.76 349,497.76 -27,047.00
240086 9/05/10 EGP 254.790 5.705 56,515.78 63,286.47 -6,770.69
SALE 9/06/10 60 ORASCOM CONSTRUCTION I 1,507.00 235.17 382,013.14 414,719.00 -32,705.86
240086 9/07/10 EGP 254.383 5.706 66,955.24 75,096.62 -8,141.38
SALE 9/08/10 60 ORASCOM CONSTRUCTION I 1,443.00 224.47 364,636.24 397,106.51 -32,470.27
240086 9/13/10 EGP 253.581 5.706 63,909.60 71,907.38 -7,997.78
SALE 9/13/10 60 ORASCOM CONSTRUCTION I 1,903.00 300.98 488,973.60 523,696.25 -34,722.65
240086 9/14/10 EGP 257.851 5.706 85,694.64 94,830.04 -9,135.40
SALE 9/14/10 60 ORASCOM CONSTRUCTION I 2,294.00 362.85 589,472.14 631,297.53 -41,825.39
240086 9/15/10 EGP 257.865 5.706 103,309.23 114,314.30 -11,005.07
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 64
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/15/10 60 ORASCOM CONSTRUCTION I 615.00 97.50 158,391.84 169,244.98 -10,853.14
240086 9/16/10 EGP 258.452 5.706 27,758.82 30,646.60 -2,887.78
SALE 9/20/10 60 ORASCOM CONSTRUCTION I 1,425.00 223.59 363,181.40 392,153.00 -28,971.60
240086 9/21/10 EGP 255.759 5.705 63,660.19 71,010.41 -7,350.22
SALE 9/21/10 60 ORASCOM CONSTRUCTION I 2,133.00 336.73 546,826.49 586,991.12 -40,164.63
240086 9/22/10 EGP 257.265 5.704 95,871.40 106,291.37 -10,419.97
SALE 9/22/10 60 ORASCOM CONSTRUCTION I 644.00 101.07 164,085.21 177,225.64 -13,140.43
240086 9/23/10 EGP 255.686 5.702 28,774.51 32,091.72 -3,317.21
SALE 9/23/10 60 ORASCOM CONSTRUCTION I 1,232.00 193.65 314,400.21 339,040.35 -24,640.14
240086 9/26/10 EGP 256.091 5.703 55,133.75 61,392.86 -6,259.11
SALE 9/27/10 60 ORASCOM CONSTRUCTION I 942.00 147.20 238,799.66 259,233.77 -20,434.11
240086 9/28/10 EGP 254.393 5.698 41,909.38 46,941.62 -5,032.24
SALE 9/29/10 60 ORASCOM CONSTRUCTION I 1,156.00 179.45 291,172.62 318,125.52 -26,952.90
240086 9/30/10 EGP 252.764 5.699 51,091.88 57,605.63 -6,513.75
---------------- --------- ---------------- ------------ ---------------- --------------
18,319.00 2,876.45 4,671,599.47 5,041,298.81 -369,699.34
818,964.94 912,869.94 -93,905.00
13 TRANSACTIONS IN COUNTRY: EGYPT (5100)
SALE 9/01/10 60 NEDBANK GROUP LTD 4,730.00 36.57 665,475.52 499,168.56 166,306.96
239838 9/08/10 ZAR 140.749 7.283 91,380.09 64,034.13 27,345.96
SALE 9/01/10 60 SANLAM LTD 6,806.00 9.05 163,884.50 131,990.40 31,894.10
239837 9/08/10 ZAR 24.089 7.282 22,503.88 16,948.01 5,555.87
SALE 9/02/10 60 NEDBANK GROUP LTD 3,342.00 26.38 476,618.44 352,689.50 123,928.94
239838 9/09/10 ZAR 142.672 7.230 65,922.33 45,243.56 20,678.77
SALE 9/02/10 60 SANLAM LTD 19,410.00 26.07 468,727.98 376,422.82 92,305.16
239837 9/09/10 ZAR 24.159 7.230 64,830.98 48,333.96 16,497.02
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: 65
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/03/10 60 NEDBANK GROUP LTD 2,712.00 21.63 388,204.14 286,204.05 102,000.09
239838 9/10/10 ZAR 143.200 7.182 54,055.76 36,714.71 17,341.05
SALE 9/03/10 60 SANLAM LTD 19,923.00 27.00 482,187.73 386,371.55 95,816.18
239837 9/10/10 ZAR 24.212 7.182 67,142.57 49,611.41 17,531.16
SALE 9/06/10 60 NEDBANK GROUP LTD 2,032.00 16.04 287,877.72 214,441.97 73,435.75
239838 9/13/10 ZAR 141.729 7.182 40,085.74 27,508.95 12,576.79
SALE 9/06/10 60 SANLAM LTD 11,313.00 15.31 273,420.28 219,395.74 54,024.54
239837 9/13/10 ZAR 24.178 7.182 38,072.60 28,171.15 9,901.45
SALE 9/07/10 60 NEDBANK GROUP LTD 1,286.00 10.04 181,407.76 135,714.75 45,693.01
239838 9/14/10 ZAR 141.120 7.265 24,969.41 17,409.70 7,559.71
SALE 9/07/10 60 SANLAM LTD 4,315.00 5.74 103,604.63 83,681.84 19,922.79
239837 9/14/10 ZAR 24.020 7.265 14,260.40 10,745.03 3,515.37
SALE 9/08/10 60 NEDBANK GROUP LTD 691.00 5.39 96,902.04 72,922.93 23,979.11
239838 9/15/10 ZAR 140.291 7.237 13,390.27 9,354.67 4,035.60
SALE 9/08/10 60 SANLAM LTD 22,687.00 30.52 549,269.58 439,974.47 109,295.11
239837 9/15/10 ZAR 24.220 7.237 75,900.04 56,494.20 19,405.84
SALE 9/09/10 60 NEDBANK GROUP LTD 401.00 3.15 56,246.62 42,318.52 13,928.10
239838 9/16/10 ZAR 140.322 7.179 7,835.16 5,428.69 2,406.47
SALE 9/09/10 60 SANLAM LTD 13,515.00 18.19 324,707.84 262,099.66 62,608.18
239837 9/16/10 ZAR 24.035 7.179 45,231.81 33,654.48 11,577.33
SALE 9/10/10 60 SANLAM LTD 26,050.00 35.06 625,305.42 505,193.94 120,111.48
239837 9/17/10 ZAR 24.014 7.172 87,189.47 64,868.60 22,320.87
SALE 9/13/10 60 NEDBANK GROUP LTD 518.00 4.09 72,562.35 54,665.82 17,896.53
239838 9/20/10 ZAR 140.138 7.131 10,175.12 7,012.62 3,162.50
SALE 9/13/10 60 SANLAM LTD 12,452.00 85.03 302,599.79 241,484.64 61,115.15
239837 9/20/10 ZAR 24.350 7.131 42,432.33 31,007.44 11,424.89
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: 66
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/13/10 60 SANLAM LTD 8,713.00 11.93 211,606.82 168,973.31 42,633.51
239837 9/20/10 ZAR 24.296 7.131 29,672.76 21,696.74 7,976.02
SALE 9/14/10 60 NEDBANK GROUP LTD 938.00 7.45 131,269.27 98,989.45 32,279.82
239838 9/21/10 ZAR 140.002 7.083 18,531.96 12,698.52 5,833.44
SALE 9/16/10 60 NEDBANK GROUP LTD 1,299.00 10.24 181,849.09 137,086.67 44,762.42
239838 9/23/10 ZAR 140.048 7.141 25,464.07 17,585.69 7,878.38
SALE 9/17/10 60 NEDBANK GROUP LTD 867.00 11.90 121,301.73 91,496.65 29,805.08
239838 9/27/10 ZAR 140.008 7.159 16,943.95 11,737.33 5,206.62
SALE 9/20/10 60 NEDBANK GROUP LTD 8,851.00 122.26 1,238,287.82 934,067.85 304,219.97
239838 9/28/10 ZAR 140.002 7.115 174,040.27 119,823.69 54,216.58
SALE 9/21/10 60 NEDBANK GROUP LTD 5,697.00 79.08 800,780.90 601,218.45 199,562.45
239838 9/29/10 ZAR 140.661 7.114 112,566.46 77,125.25 35,441.21
SALE 9/22/10 60 NEDBANK GROUP LTD 12,781.00 181.18 1,811,689.14 1,348,810.44 462,878.70
239838 9/30/10 ZAR 141.848 7.025 257,904.54 173,027.52 84,877.02
---------------- --------- ---------------- ------------ ---------------- --------------
191,329.00 799.30 10,015,787.11 7,685,383.98 2,330,403.13
1,400,501.97 986,236.05 414,265.92
24 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 9/01/10 60 FERTILIZANTES FOSFATAD 400.00 9.17 6,784.71 6,480.24 304.47
247577 9/06/10 BRL 17.002 1.740 3,899.15 3,524.61 374.54
SALE 9/01/10 60 SOUZA CRUZ SA 4,400.00 489.20 362,149.49 241,673.42 120,476.07
240069 9/06/10 BRL 82.500 1.740 208,125.91 135,670.49 72,455.42
SALE 9/01/10 60 SOUZA CRUZ SA 300.00 19.14 24,724.35 16,477.73 8,246.62
240069 9/06/10 BRL 82.526 1.740 14,208.99 9,250.26 4,958.73
SALE 9/02/10 60 SOUZA CRUZ SA 2,200.00 244.48 180,614.25 120,836.71 59,777.54
240069 9/08/10 BRL 82.290 1.736 104,010.51 67,835.25 36,175.26
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: 67
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/03/10 60 SOUZA CRUZ SA 1,500.00 169.23 124,212.36 82,388.67 41,823.69
240069 9/09/10 BRL 83.003 1.725 71,996.73 46,251.31 25,745.42
SALE 9/08/10 60 SOUZA CRUZ SA 1,600.00 227.20 137,208.53 87,881.25 49,327.28
240069 9/13/10 BRL 86.000 1.723 79,633.51 49,334.73 30,298.78
SALE 9/08/10 60 SOUZA CRUZ SA 27,300.00 3,331.30 2,290,190.17 1,499,473.74 790,716.43
240069 9/13/10 BRL 84.100 1.723 1,329,187.56 841,773.73 487,413.83
SALE 9/13/10 60 SOUZA CRUZ SA 200.00 28.20 16,952.63 10,985.16 5,967.47
240069 9/16/10 BRL 85.005 1.715 9,883.76 6,166.84 3,716.92
SALE 9/14/10 60 FERTILIZANTES FOSFATAD 300.00 4.00 5,078.17 4,860.18 217.99
247577 9/17/10 BRL 16.950 1.707 2,975.34 2,643.46 331.88
SALE 9/14/10 60 SOUZA CRUZ SA 2,400.00 343.43 205,440.41 131,821.87 73,618.54
240069 9/17/10 BRL 85.844 1.707 120,369.36 74,002.09 46,367.27
SALE 9/15/10 60 SOUZA CRUZ SA 3,300.00 480.82 288,450.73 181,255.07 107,195.66
240069 9/20/10 BRL 87.659 1.712 168,526.95 101,752.87 66,774.08
SALE 9/15/10 60 SOUZA CRUZ SA 400.00 58.38 35,020.80 21,970.31 13,050.49
240069 9/20/10 BRL 87.802 1.712 20,460.86 12,333.68 8,127.18
SALE 9/16/10 60 SOUZA CRUZ SA 600.00 87.10 52,421.47 32,955.47 19,466.00
240069 9/21/10 BRL 87.618 1.717 30,528.18 18,500.52 12,027.66
SALE 9/20/10 60 FERTILIZANTES FOSFATAD 3,700.00 48.24 61,507.36 59,942.18 1,565.18
247577 9/23/10 BRL 16.646 1.717 35,816.32 32,602.66 3,213.66
SALE 9/20/10 60 SOUZA CRUZ SA 11,000.00 1,393.18 954,607.50 604,183.56 350,423.94
240069 9/23/10 BRL 87.000 1.717 555,876.96 339,176.23 216,700.73
SALE 9/21/10 60 FERTILIZANTES FOSFATAD 100.00 1.29 1,663.04 1,620.06 42.98
247577 9/24/10 BRL 16.653 1.730 961.35 881.15 80.20
SALE 9/23/10 60 SOUZA CRUZ SA 800.00 115.09 69,429.75 43,940.62 25,489.13
240069 9/28/10 BRL 87.035 1.721 40,340.33 24,667.36 15,672.97
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: 68
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/24/10 60 SOUZA CRUZ SA 20,100.00 2,515.56 1,722,306.22 1,104,008.14 618,298.08
240069 9/29/10 BRL 85.901 1.713 1,005,726.26 619,767.48 385,958.78
SALE 9/27/10 60 FERTILIZANTES FOSFATAD 1,100.00 14.70 18,689.46 17,820.65 868.81
247577 9/30/10 BRL 17.013 1.712 10,918.34 9,692.68 1,225.66
SALE 9/29/10 60 FERTILIZANTES FOSFATAD 1,900.00 26.53 33,626.51 30,781.12 2,845.39
247577 10/04/10 BRL 17.722 1.707 19,696.30 16,741.91 2,954.39
SALE 9/30/10 60 FERTILIZANTES FOSFATAD 1,400.00 19.82 24,934.58 22,680.82 2,253.76
247577 10/05/10 BRL 17.834 1.694 14,717.61 12,336.14 2,381.47
---------------- --------- ---------------- ------------ ---------------- --------------
85,000.00 9,626.06 6,616,012.49 4,324,036.97 2,291,975.52
3,847,860.28 2,424,905.45 1,422,954.83
21 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 9/01/10 60 NETEASE COM INC USD 0. 1,100.00 11.76 44,607.98 42,745.65 1,862.33
247975 9/07/10 USD 40.563 1.000 44,607.98 42,745.65 1,862.33
SALE 9/02/10 60 NETEASE COM INC USD 0. 4,000.00 162.71 159,862.89 155,438.71 4,424.18
247975 9/08/10 USD 40.006 1.000 159,862.89 155,438.71 4,424.18
SALE 9/03/10 60 NETEASE COM INC USD 0. 200.00 2.14 8,106.54 7,771.94 334.60
247975 9/09/10 USD 40.543 1.000 8,106.54 7,771.94 334.60
SALE 9/08/10 60 NETEASE COM INC USD 0. 2,000.00 21.31 77,352.29 77,719.36 -367.07
247975 9/13/10 USD 38.687 1.000 77,352.29 77,719.36 -367.07
SALE 9/10/10 60 NETEASE COM INC USD 0. 2,700.00 55.76 103,934.74 104,921.13 -986.39
247975 9/15/10 USD 38.515 1.000 103,934.74 104,921.13 -986.39
SALE 9/13/10 60 NETEASE COM INC USD 0. 4,500.00 183.05 179,741.80 174,868.55 4,873.25
247975 9/16/10 USD 39.983 1.000 179,741.80 174,868.55 4,873.25
SALE 9/16/10 60 NETEASE COM INC USD 0. 300.00 12.20 11,718.61 11,657.90 60.71
247975 9/21/10 USD 39.103 1.000 11,718.61 11,657.90 60.71
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 69
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/21/10 60 NETEASE COM INC USD 0. 1,900.00 39.23 72,350.77 73,833.39 -1,482.62
247975 9/24/10 USD 38.100 1.000 72,350.77 73,833.39 -1,482.62
SALE 9/23/10 60 NETEASE COM INC USD 0. 1,000.00 40.66 38,992.34 38,859.68 132.66
247975 9/28/10 USD 39.033 1.000 38,992.34 38,859.68 132.66
SALE 9/23/10 60 NETEASE COM INC USD 0. 1,800.00 37.17 69,028.83 69,947.42 -918.59
247975 9/28/10 USD 38.370 1.000 69,028.83 69,947.42 -918.59
SALE 9/24/10 60 NETEASE COM INC USD 0. 100.00 4.07 3,887.01 3,885.97 1.04
247975 9/29/10 USD 38.911 1.000 3,887.01 3,885.97 1.04
SALE 9/27/10 60 NETEASE COM INC USD 0. 4,300.00 174.92 172,251.21 167,096.62 5,154.59
247975 9/30/10 USD 40.099 1.000 172,251.21 167,096.62 5,154.59
SALE 9/28/10 60 NETEASE COM INC USD 0. 100.00 4.07 4,008.78 3,885.97 122.81
247975 10/01/10 USD 40.129 1.000 4,008.78 3,885.97 122.81
SALE 9/29/10 60 NETEASE COM INC USD 0. 600.00 24.41 23,871.91 23,315.81 556.10
247975 10/04/10 USD 39.827 1.000 23,871.91 23,315.81 556.10
SALE 9/30/10 60 NETEASE COM INC USD 0. 4,900.00 199.27 192,771.06 190,412.42 2,358.64
247975 10/05/10 USD 39.382 1.000 192,771.06 190,412.42 2,358.64
---------------- --------- ---------------- ------------ ---------------- --------------
29,500.00 972.73 1,162,486.76 1,146,360.52 16,126.24
1,162,486.76 1,146,360.52 16,126.24
15 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 9/01/10 60 LUKOIL OAO SPON ADR AD 5,250.00 334.01 278,009.97 284,851.09 -6,841.12
253043 9/06/10 USD 53.018 1.000 278,009.97 284,851.09 -6,841.12
SALE 9/09/10 60 LUKOIL OAO SPON ADR AD 7,100.00 473.20 393,860.80 385,227.19 8,633.61
253043 9/14/10 USD 55.540 1.000 393,860.80 385,227.19 8,633.61
SALE 9/10/10 60 LUKOIL OAO SPON ADR AD 11,000.00 730.56 608,069.94 596,830.86 11,239.08
253043 9/15/10 USD 55.346 1.000 608,069.94 596,830.86 11,239.08
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: 70
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/13/10 60 LUKOIL OAO SPON ADR AD 6,950.00 466.03 387,890.93 377,088.59 10,802.34
253043 9/16/10 USD 55.879 1.000 387,890.93 377,088.59 10,802.34
SALE 9/14/10 60 LUKOIL OAO SPON ADR AD 6,100.00 407.92 339,521.29 330,969.84 8,551.45
253043 9/17/10 USD 55.726 1.000 339,521.29 330,969.84 8,551.45
SALE 9/15/10 60 LUKOIL OAO SPON ADR AD 5,300.00 352.83 293,673.68 287,563.96 6,109.72
253043 9/20/10 USD 55.477 1.000 293,673.68 287,563.96 6,109.72
SALE 9/16/10 60 LUKOIL OAO SPON ADR AD 2,400.00 159.88 133,076.60 130,217.64 2,858.96
253043 9/21/10 USD 55.515 1.000 133,076.60 130,217.64 2,858.96
SALE 9/17/10 60 LUKOIL OAO SPON ADR AD 150.00 9.99 8,315.01 8,138.60 176.41
253043 9/22/10 USD 55.500 1.000 8,315.01 8,138.60 176.41
SALE 9/20/10 60 LUKOIL OAO SPON ADR AD 6,850.00 456.96 380,343.44 371,662.85 8,680.59
253043 9/23/10 USD 55.591 1.000 380,343.44 371,662.85 8,680.59
SALE 9/21/10 60 LUKOIL OAO SPON ADR AD 9,100.00 608.89 506,798.01 493,741.89 13,056.12
253043 9/24/10 USD 55.759 1.000 506,798.01 493,741.89 13,056.12
---------------- --------- ---------------- ------------ ---------------- --------------
60,200.00 4,000.27 3,329,559.67 3,266,292.51 63,267.16
3,329,559.67 3,266,292.51 63,267.16
10 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
6,048,928.00 19,725.06 414,261,792.17 310,255,836.91 104,005,955.26
11,919,538.52 10,099,775.17 1,819,763.35
138 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240)
--------------------------------
SALE 9/01/10 60 ELETROPAULO METROP PRF 2,200.00 105.46 73,366.68 62,067.98 11,298.70
243786 9/06/10 BRL 33.432 1.740 42,163.55 28,960.38 13,203.17
SALE 9/01/10 60 ELETROPAULO METROP PRF 1,100.00 28.42 36,717.17 31,033.99 5,683.18
243786 9/06/10 BRL 33.424 1.740 21,101.22 14,480.19 6,621.03
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: 71
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/02/10 60 ELETROPAULO METROP PRF 300.00 7.79 10,049.31 8,463.81 1,585.50
243786 9/08/10 BRL 33.543 1.736 5,787.11 3,949.14 1,837.97
SALE 9/08/10 60 ELETROPAULO METROP PRF 200.00 5.11 6,534.80 5,642.54 892.26
243786 9/13/10 BRL 32.718 1.723 3,792.69 2,632.76 1,159.93
---------------- --------- ---------------- ------------ ---------------- --------------
3,800.00 146.78 126,667.96 107,208.32 19,459.64
72,844.57 50,022.47 22,822.10
4 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
3,800.00 146.78 126,667.96 107,208.32 19,459.64
72,844.57 50,022.47 22,822.10
4 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
6,052,728.00 19,871.84 414,388,460.13 310,363,045.23 104,025,414.90
11,992,383.09 10,149,797.64 1,842,585.45
142 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
---------------- --------- ---------------- ------------ ---------------- --------------
7,450,114.00 34,965.13 798,367,940.63 694,342,525.73 104,025,414.90
21,286,325.58 19,443,740.13 1,842,585.45
211 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: 72
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
DEV MKT COMMON STOCK (2220)
--------------------------------
PUR 9/23/10 60 PKO BANK POLSKI SA COM 98,060.00 4,293.33 4,271,325.33 4,271,325.33
253619 9/28/10 PLN 43.428 2.976 1,435,401.87 1,435,401.87
PUR 9/24/10 60 PKO BANK POLSKI SA COM 87,903.00 3,994.98 3,920,482.60 3,920,482.60
253619 9/29/10 PLN 44.467 2.935 1,335,655.43 1,335,655.43
---------------- --------- ---------------- ------------ ---------------- --------------
185,963.00 8,288.31 8,191,807.93 8,191,807.93
2,771,057.30 2,771,057.30
2 TRANSACTIONS IN COUNTRY: POLAND (2300)
PUR 9/09/10 60 LENOVO GROUP LTD COMMO 1,674,000.00 335.18 7,902,461.17 7,902,461.17
252816 9/13/10 HKD 4.719 7.770 1,017,106.68 1,017,106.68
PUR 9/24/10 60 LENOVO GROUP LTD COMMO 1,000,000.00 1,244.93 4,747,324.35 4,747,324.35
252816 9/28/10 HKD 4.738 7.755 612,143.30 612,143.30
---------------- --------- ---------------- ------------ ---------------- --------------
2,674,000.00 1,580.11 12,649,785.52 12,649,785.52
1,629,249.98 1,629,249.98
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
2,859,963.00 9,868.42 20,841,593.45 20,841,593.45
4,400,307.28 4,400,307.28
4 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
EM COMMON STOCK (2225)
--------------------------------
PUR 9/03/10 60 PING AN INSURANCE 112,315.00 2,397.00 7,360,500.00 7,360,500.00
240988 9/07/10 HKD 65.369 7.772 947,090.08 947,090.08
PUR 9/09/10 60 AGRICULTURAL BANK OF C 1,433,000.00 222.02 5,234,367.57 5,234,367.57
252610 9/13/10 HKD 3.652 7.770 673,702.80 673,702.80
---------------- --------- ---------------- ------------ ---------------- --------------
1,545,315.00 2,619.02 12,594,867.57 12,594,867.57
1,620,792.88 1,620,792.88
2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 73
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/02/10 60 HYUNDAI HOME SHOPPING 5,797.00 521,730,000.00 521,730,000.00
253404 9/13/10 KRW 90000.0 1180.65 441,900.65 441,900.65
PUR 9/09/10 60 KB FINANCIAL GROUP 24,210.00 294.461,185,890,800.00 1,185,890,800.00
243106 9/13/10 KRW 48969.3 1167.55 1,015,708.79 1,015,708.79
---------------- --------- ---------------- ------------ ---------------- --------------
30,007.00 294.461,707,620,800.00 1,707,620,800.00
1,457,609.44 1,457,609.44
2 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 9/02/10 60 INTILAND DEVELOPMENT T 16,166,500.00 3,273.758,581,583,171.00 8,581,583,171.00
253337 9/07/10 IDR 529.000 9012.50 952,186.76 952,186.76
PUR 9/15/10 60 INDO TAMBANGRAYA MEGAH 95,000.00 313.473,662,693,104.00 3,662,693,104.00
251016 9/20/10 IDR 38525.0 8990.00 407,418.59 407,418.59
PUR 9/15/10 60 TELEKOMUNIKASI INDONES 705,500.00 558.956,530,899,924.00 6,530,899,924.00
244926 9/20/10 IDR 9250.00 8990.00 726,462.73 726,462.73
PUR 9/21/10 60 INDOFOOD CBP SUKSES MA 1,136,500.00 6,837.386,192,731,675.00 6,192,731,675.00
253660 10/05/10 IDR 5395.00 8967.50 690,575.04 690,575.04
---------------- --------- ---------------- ------------ ---------------- --------------
18,103,500.00 10,983.55 24967907874.00 24967907874.00
2,776,643.12 2,776,643.12
4 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 9/08/10 60 NASPERS LTD ZAR 0.02 20,858.00 254.45 6,367,240.78 6,367,240.78
244867 9/15/10 ZAR 305.178 7.237 879,848.11 879,848.11
---------------- --------- ---------------- ------------ ---------------- --------------
20,858.00 254.45 6,367,240.78 6,367,240.78
879,848.11 879,848.11
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: 74
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/09/10 60 ADVANCED INFO SERVICE 696,900.00 964.16 69,303,599.06 69,303,599.06
253389 9/14/10 THB 99.403 30.895 2,243,197.90 2,243,197.90
PUR 9/21/10 60 QUALITY HOUSE PCL FORE 6,449,900.00 1,689.13 17,505,353.35 17,505,353.35
253528 9/24/10 THB 2.706 30.740 569,464.98 569,464.98
PUR 9/22/10 60 QUALITY HOUSE PCL FORE 3,998,100.00 1,053.74 10,886,733.66 10,886,733.66
253528 9/27/10 THB 2.715 30.645 355,253.18 355,253.18
---------------- --------- ---------------- ------------ ---------------- --------------
11,144,900.00 3,707.03 97,695,686.07 97,695,686.07
3,167,916.06 3,167,916.06
3 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 9/08/10 60 BM+FBOVESPA SA COMMON 201,700.00 4,726.52 2,722,743.42 2,722,743.42
253387 9/13/10 BRL 13.459 1.723 1,580,234.14 1,580,234.14
PUR 9/08/10 60 CIA SIDERURGICA NACL S 116,493.00 561.01 1,935,067.07 1,935,067.07
253406 9/13/10 USD 16.606 1.000 1,935,067.07 1,935,067.07
PUR 9/28/10 60 VALE S A NPV ADR 15,400.00 823.79 412,718.35 412,718.35
252527 10/01/10 USD 26.746 1.000 412,718.35 412,718.35
PUR 9/29/10 60 BR PROPERTIES SA COMMO 8,100.00 224.89 128,363.94 128,363.94
253702 10/04/10 BRL 15.800 1.707 75,187.55 75,187.55
PUR 9/30/10 60 BR PROPERTIES SA COMMO 79,000.00 2,234.71 1,265,803.15 1,265,803.15
253702 10/05/10 BRL 15.975 1.694 747,139.15 747,139.15
PUR 9/30/10 60 BR PROPERTIES SA COMMO 3,900.00 109.11 61,804.86 61,804.86
253702 10/05/10 BRL 15.800 1.694 36,480.26 36,480.26
---------------- --------- ---------------- ------------ ---------------- --------------
424,593.00 8,680.03 6,526,500.79 6,526,500.79
4,786,826.52 4,786,826.52
6 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: 75
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/09/10 60 LEE + MAN PAPER MANUFA 2,531,000.00 634.23 14,953,000.50 14,953,000.50
253390 9/13/10 HKD 5.906 7.770 1,924,564.55 1,924,564.55
PUR 9/17/10 60 MAGIC HOLDINGS INTERNA 213,000.00 908.95 709,992.27 709,992.27
253492 9/24/10 HKD 3.300 7.764 91,446.12 91,446.12
PUR 9/17/10 60 SINA CORP COMMON STOCK 4,331.00 413.95 207,391.14 207,391.14
253527 9/22/10 USD 47.790 1.000 207,391.14 207,391.14
---------------- --------- ---------------- ------------ ---------------- --------------
2,748,331.00 1,957.13 15,870,383.91 15,870,383.91
2,223,401.81 2,223,401.81
3 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 9/07/10 60 GPO MEXICO SA SER B 179,800.00 1,431.11 6,257,182.06 6,257,182.06
248141 9/10/10 MXN 34.697 13.078 478,467.45 478,467.45
---------------- --------- ---------------- ------------ ---------------- --------------
179,800.00 1,431.11 6,257,182.06 6,257,182.06
478,467.45 478,467.45
1 TRANSACTION IN COUNTRY: MEXICO (7800)
PUR 9/02/10 60 SISTEMA JSFC-REG S SPO 2,223.00 11.64 58,220.01 58,220.01
239567 9/08/10 USD 26.185 1.000 58,220.01 58,220.01
PUR 9/02/10 60 SISTEMA JSFC-REG S SPO 738.00 38.75 19,411.25 19,411.25
239567 9/07/10 USD 26.250 1.000 19,411.25 19,411.25
PUR 9/03/10 60 SISTEMA JSFC-REG S SPO 238.00 1.24 6,191.62 6,191.62
239567 9/09/10 USD 26.010 1.000 6,191.62 6,191.62
PUR 9/03/10 60 SISTEMA JSFC-REG S SPO 364.00 19.60 9,818.48 9,818.48
239567 9/09/10 USD 26.920 1.000 9,818.48 9,818.48
PUR 9/03/10 60 SISTEMA JSFC-REG S SPO 340.00 18.31 9,171.11 9,171.11
239567 9/09/10 USD 26.920 1.000 9,171.11 9,171.11
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: 76
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/24/10 60 SISTEMA JSFC-REG S SPO 20,000.00 952.37 477,136.37 477,136.37
239567 9/29/10 USD 23.809 1.000 477,136.37 477,136.37
---------------- --------- ---------------- ------------ ---------------- --------------
23,903.00 1,041.91 579,948.84 579,948.84
579,948.84 579,948.84
6 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
PUR 9/08/10 60 ICICI BK LTD USD 10.0 24,434.00 315.50 1,088,239.35 1,088,239.35
239576 9/13/10 USD 44.525 1.000 1,088,239.35 1,088,239.35
---------------- --------- ---------------- ------------ ---------------- --------------
24,434.00 315.50 1,088,239.35 1,088,239.35
1,088,239.35 1,088,239.35
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
34,245,641.00 31,284.19 26822508723.37 26822508723.37
19,059,693.58 19,059,693.58
29 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
37,105,604.00 41,152.61 26843350316.82 26843350316.82
23,460,000.86 23,460,000.86
33 "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: 77
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
SALE 9/23/10 60 ISHARES MSCI TAIWAN IN 171,800.00 4,581.09 2,266,769.53 2,396,170.63 -129,401.10
240397 9/28/10 USD 13.221 1.000 2,266,769.53 2,396,170.63 -129,401.10
---------------- --------- ---------------- ------------ ---------------- --------------
171,800.00 4,581.09 2,266,769.53 2,396,170.63 -129,401.10
2,266,769.53 2,396,170.63 -129,401.10
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
---------------- --------- ---------------- ------------ ---------------- --------------
171,800.00 4,581.09 2,266,769.53 2,396,170.63 -129,401.10
2,266,769.53 2,396,170.63 -129,401.10
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
SALE 9/23/10 60 POWSZECHNY ZAKLAD UBEZ 8,522.00 3,456.97 3,418,686.36 2,921,041.91 497,644.45
252013 9/28/10 PLN 402.367 2.976 1,148,867.95 910,407.27 238,460.68
SALE 9/24/10 60 POWSZECHNY ZAKLAD UBEZ 10,953.00 4,452.38 4,343,218.54 3,754,303.22 588,915.32
252013 9/29/10 PLN 397.725 2.935 1,479,675.85 1,170,111.58 309,564.27
---------------- --------- ---------------- ------------ ---------------- --------------
19,475.00 7,909.35 7,761,904.90 6,675,345.13 1,086,559.77
2,628,543.80 2,080,518.85 548,024.95
2 TRANSACTIONS IN COUNTRY: POLAND (2300)
SALE 9/09/10 60 CHINA CITIC BANK C 882,000.00 190.54 4,479,837.68 4,373,248.87 106,588.81
239771 9/13/10 HKD 5.081 7.770 576,589.08 561,871.72 14,717.36
SALE 9/09/10 60 CHINA NATIONAL BUILDIN 498,490.00 332.88 7,826,494.14 5,698,039.42 2,128,454.72
244805 9/13/10 HKD 15.706 7.770 1,007,329.14 733,748.69 273,580.45
SALE 9/24/10 60 CHINA CITIC BANK C 3,474,000.00 4,560.55 17,283,771.35 17,225,245.56 58,525.79
239771 9/28/10 HKD 4.985 7.755 2,228,654.31 2,213,086.57 15,567.74
---------------- --------- ---------------- ------------ ---------------- --------------
4,854,490.00 5,083.97 29,590,103.17 27,296,533.85 2,293,569.32
3,812,572.53 3,508,706.98 303,865.55
3 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 78
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/09/10 60 CHINA UNICOM HONG KONG 652,000.00 313.70 7,375,663.52 9,477,726.58 -2,102,063.06
243862 9/13/10 HKD 11.316 7.770 949,303.82 1,216,176.26 -266,872.44
SALE 9/09/10 60 CNOOC LTD HKD 0.02 581,000.00 2,090.19 7,936,088.86 6,140,721.06 1,795,367.80
239779 9/13/10 HKD 13.687 7.770 1,021,434.81 790,370.41 231,064.40
SALE 9/24/10 60 SHANGHAI INDUSTRIAL HL 58,000.00 623.17 2,361,707.05 1,431,232.62 930,474.43
239784 9/28/10 HKD 40.802 7.755 304,530.10 183,844.88 120,685.22
SALE 9/27/10 60 SHANGHAI INDUSTRIAL HL 40,000.00 432.88 1,641,161.04 987,056.98 654,104.06
239784 9/29/10 HKD 41.113 7.758 211,538.89 126,789.58 84,749.31
SALE 9/28/10 60 SHANGHAI INDUSTRIAL HL 4,000.00 43.15 163,592.88 98,705.70 64,887.18
239784 9/30/10 HKD 40.982 7.758 21,086.58 12,678.96 8,407.62
---------------- --------- ---------------- ------------ ---------------- --------------
1,335,000.00 3,503.09 19,478,213.35 18,135,442.94 1,342,770.41
2,507,894.20 2,329,860.09 178,034.11
5 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 9/17/10 60 HYUNDAI HOME SHOPPING 5,797.00 2,286.33 714,512,482.00 521,730,000.00 192,782,482.00
253404 9/24/10 KRW 123713. 1160.60 615,640.60 441,900.65 173,739.95
---------------- --------- ---------------- ------------ ---------------- --------------
5,797.00 2,286.33 714,512,482.00 521,730,000.00 192,782,482.00
615,640.60 441,900.65 173,739.95
1 TRANSACTION IN COUNTRY: KOREA (4500)
SALE 9/15/10 60 BANK MANDIRI 933,500.00 1,190.066,033,713,889.00 2,401,889,245.32 3631824643.68
240115 9/20/10 IDR 6475.00 8990.00 671,158.39 236,212.00 434,946.39
---------------- --------- ---------------- ------------ ---------------- --------------
933,500.00 1,190.066,033,713,889.00 2,401,889,245.32 3631824643.68
671,158.39 236,212.00 434,946.39
1 TRANSACTION IN COUNTRY: INDONESIA (4600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 79
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/16/10 60 BANGKOK BANK PCL-FOREI 95,200.00 1,320.69 13,808,436.48 11,267,308.68 2,541,127.80
239803 9/21/10 THB 145.474 30.830 447,889.60 342,165.96 105,723.64
---------------- --------- ---------------- ------------ ---------------- --------------
95,200.00 1,320.69 13,808,436.48 11,267,308.68 2,541,127.80
447,889.60 342,165.96 105,723.64
1 TRANSACTION IN COUNTRY: THAILAND (6550)
SALE 9/08/10 60 PETROL BRASILEIROS SPO 44,516.00 440.51 1,434,906.68 2,086,839.31 -651,932.63
239561 9/13/10 USD 32.243 1.000 1,434,906.68 2,086,839.31 -651,932.63
SALE 9/28/10 60 PETROL BRASILEIROS SPO 47,996.00 3,054.54 1,511,416.04 2,249,976.18 -738,560.14
239561 10/01/10 USD 31.554 1.000 1,511,416.04 2,249,976.18 -738,560.14
---------------- --------- ---------------- ------------ ---------------- --------------
92,512.00 3,495.05 2,946,322.72 4,336,815.49 -1,390,492.77
2,946,322.72 4,336,815.49 -1,390,492.77
2 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 9/24/10 60 SHIMAO PROPERTY HOLDIN 361,000.00 1,267.81 4,804,817.80 2,426,062.95 2,378,754.85
244204 9/28/10 HKD 13.337 7.755 619,556.79 313,006.62 306,550.17
---------------- --------- ---------------- ------------ ---------------- --------------
361,000.00 1,267.81 4,804,817.80 2,426,062.95 2,378,754.85
619,556.79 313,006.62 306,550.17
1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 9/01/10 60 GENOMMA LAB INTERNACIO 127,703.00 724.62 3,144,801.31 2,449,526.36 695,274.95
251015 9/06/10 MXN 24.700 13.059 240,816.71 191,057.37 49,759.34
SALE 9/03/10 60 MEXICHEM SA DE CV 20,543.00 165.08 711,023.08 640,523.14 70,499.94
250639 9/08/10 MXN 34.716 12.961 54,860.56 50,209.01 4,651.55
SALE 9/06/10 60 MEXICHEM SA DE CV 11,056.00 89.19 384,168.85 344,721.99 39,446.86
250639 9/09/10 MXN 34.852 12.961 29,641.40 27,021.89 2,619.51
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 80
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/09/10 60 GRUPO FINANCIERO BANOR 186,670.00 2,141.10 9,231,967.44 5,446,944.56 3,785,022.88
243594 9/14/10 MXN 49.605 12.974 711,558.04 416,766.14 294,791.90
SALE 9/10/10 60 GRUPO FINANCIERO BANOR 175,639.00 2,026.38 8,726,763.19 5,125,065.06 3,601,698.13
243594 9/15/10 MXN 49.835 12.959 673,434.10 392,137.93 281,296.17
SALE 9/20/10 60 MEXICHEM SA DE CV 82,379.00 682.72 2,893,924.40 2,568,546.73 325,377.67
250639 9/23/10 MXN 35.235 12.755 226,889.05 201,341.95 25,547.10
SALE 9/21/10 60 MEXICHEM SA DE CV 24,000.00 199.55 845,739.85 748,311.12 97,428.73
250639 9/24/10 MXN 35.345 12.753 66,316.93 58,658.24 7,658.69
SALE 9/23/10 60 MEXICHEM SA DE CV 76,600.00 637.42 2,679,631.76 2,388,359.64 291,272.12
250639 9/28/10 MXN 35.087 12.650 211,836.97 187,217.54 24,619.43
SALE 9/24/10 60 MEXICHEM SA DE CV 19,000.00 159.89 666,734.22 592,412.97 74,321.25
250639 9/29/10 MXN 35.197 12.547 53,137.24 46,437.77 6,699.47
SALE 9/27/10 60 MEXICHEM SA DE CV 18,724.00 158.34 658,890.32 583,807.39 75,082.93
250639 9/30/10 MXN 35.295 12.521 52,623.24 45,763.20 6,860.04
SALE 9/28/10 60 MEXICHEM SA DE CV 55,300.00 468.69 1,944,293.01 1,724,233.53 220,059.48
250639 10/01/10 MXN 35.265 12.482 155,761.51 135,158.35 20,603.16
SALE 9/29/10 60 MEXICHEM SA DE CV 52,000.00 439.92 1,824,359.25 1,621,340.75 203,018.50
250639 10/04/10 MXN 35.189 12.479 146,198.45 127,092.85 19,105.60
SALE 9/30/10 60 MEXICHEM SA DE CV 25,149.00 212.66 885,643.03 784,136.51 101,506.52
250639 10/05/10 MXN 35.322 12.531 70,675.04 61,466.50 9,208.54
---------------- --------- ---------------- ------------ ---------------- --------------
874,763.00 8,105.56 34,597,939.71 25,017,929.75 9,580,009.96
2,693,749.24 1,940,328.74 753,420.50
13 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 9/07/10 60 COMPANIA DE MINAS BUEN 37,033.00 785.14 1,518,152.98 1,223,872.67 294,280.31
251847 9/10/10 USD 41.016 1.000 1,518,152.98 1,223,872.67 294,280.31
---------------- --------- ---------------- ------------ ---------------- --------------
37,033.00 785.14 1,518,152.98 1,223,872.67 294,280.31
1,518,152.98 1,223,872.67 294,280.31
1 TRANSACTION IN COUNTRY: PERU (8000)
---------------- --------- ---------------- ------------ ---------------- --------------
8,608,770.00 34,947.056,862,732,262.11 3,019,998,556.78 3842733705.33
18,461,480.85 16,753,388.05 1,708,092.80
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 81
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
30 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
DEPOSITORY RECEIPT - EM (2235)
--------------------------------
SALE 9/16/10 60 KASIKORNBANK PCL-NVDR 413,700.00 4,174.18 43,643,376.22 35,134,767.51 8,508,608.71
239801 9/21/10 THB 105.806 30.830 1,415,613.89 1,081,775.18 333,838.71
---------------- --------- ---------------- ------------ ---------------- --------------
413,700.00 4,174.18 43,643,376.22 35,134,767.51 8,508,608.71
1,415,613.89 1,081,775.18 333,838.71
1 TRANSACTION IN COUNTRY: THAILAND (6550)
---------------- --------- ---------------- ------------ ---------------- --------------
413,700.00 4,174.18 43,643,376.22 35,134,767.51 8,508,608.71
1,415,613.89 1,081,775.18 333,838.71
1 TRANSACTION IN CATEGORY: DEPOSITORY RECEIPT - EM (2235)
EM NON-CONV PREFERRED STO (2240)
--------------------------------
SALE 9/08/10 60 CIA DE BEBIDAS DAS AME 11,700.00 3,973.19 2,275,085.93 2,014,264.30 260,821.63
251636 9/13/10 BRL 195.037 1.723 1,320,421.32 1,154,216.09 166,205.23
---------------- --------- ---------------- ------------ ---------------- --------------
11,700.00 3,973.19 2,275,085.93 2,014,264.30 260,821.63
1,320,421.32 1,154,216.09 166,205.23
1 TRANSACTION IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
11,700.00 3,973.19 2,275,085.93 2,014,264.30 260,821.63
1,320,421.32 1,154,216.09 166,205.23
1 TRANSACTION IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
9,205,970.00 47,675.516,910,917,493.79 3,059,543,759.22 3851373734.57
23,464,285.59 21,385,549.95 2,078,735.64
33 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
---------------- --------- ---------------- ------------ ---------------- --------------
46,311,574.00 88,828.12 33754267810.61 29902894076.04 3851373734.57
46,924,286.45 44,845,550.81 2,078,735.64
66 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: 82
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
DEV MKT COMMON STOCK (2220)
--------------------------------
PUR 9/23/10 60 CYRELA BRAZIL REALTY C 19,100.00 595.36 477,783.77 477,783.77
253621 9/28/10 BRL 24.961 1.721 277,603.72 277,603.72
PUR 9/24/10 60 CYRELA BRAZIL REALTY C 56,800.00 1,768.64 1,412,257.06 1,412,257.06
253621 9/29/10 BRL 24.810 1.712 824,675.66 824,675.66
PUR 9/27/10 60 CYRELA BRAZIL REALTY C 10,200.00 317.11 253,100.31 253,100.31
253621 9/30/10 BRL 24.761 1.712 147,860.56 147,860.56
PUR 9/28/10 60 CYRELA BRAZIL REALTY C 14,300.00 444.01 353,777.31 353,777.31
253621 10/01/10 BRL 24.687 1.709 207,032.60 207,032.60
PUR 9/29/10 60 CYRELA BRAZIL REALTY C 43,200.00 1,335.36 1,063,011.22 1,063,011.22
253621 10/04/10 BRL 24.554 1.707 622,645.32 622,645.32
PUR 9/30/10 60 CYRELA BRAZIL REALTY C 59,100.00 1,806.92 1,427,407.45 1,427,407.45
253621 10/05/10 BRL 24.101 1.694 842,525.94 842,525.94
---------------- --------- ---------------- ------------ ---------------- --------------
202,700.00 6,267.40 4,987,337.12 4,987,337.12
2,922,343.80 2,922,343.80
6 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
202,700.00 6,267.40 4,987,337.12 4,987,337.12
2,922,343.80 2,922,343.80
6 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
EM COMMON STOCK (2225)
--------------------------------
PUR 9/01/10 60 AQUARIUS PLATINUM LTD 27,177.00 148.02 80,282.39 80,282.39
252744 9/06/10 UKP 2.951 .647 124,120.51 124,120.51
PUR 9/01/10 60 AQUARIUS PLATINUM LTD 11,483.00 60.76 32,953.76 32,953.76
252744 9/06/10 UKP 2.866 .647 50,948.13 50,948.13
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 83
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/02/10 60 AQUARIUS PLATINUM LTD 29,873.00 168.50 91,745.22 91,745.22
252744 9/07/10 UKP 3.068 .649 141,296.92 141,296.92
PUR 9/02/10 60 AQUARIUS PLATINUM LTD 29,987.00 162.82 88,649.57 88,649.57
252744 9/07/10 UKP 2.953 .649 136,529.31 136,529.31
---------------- --------- ---------------- ------------ ---------------- --------------
98,520.00 540.10 293,630.94 293,630.94
452,894.87 452,894.87
4 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
PUR 9/01/10 60 POWSZECHNY ZAKLAD UBEZ 1,526.00 652.03 578,407.56 578,407.56
252011 9/06/10 PLN 377.713 3.094 186,944.91 186,944.91
PUR 9/14/10 60 POWSZECHNA KASA OSZCZE 29,074.00 597.28 1,206,779.39 1,206,779.39
252443 9/17/10 PLN 41.445 3.026 398,783.73 398,783.73
PUR 9/14/10 60 POWSZECHNA KASA OSZCZE 23,544.00 1,117.63 969,700.87 969,700.87
252443 9/17/10 PLN 41.043 3.026 320,440.45 320,440.45
---------------- --------- ---------------- ------------ ---------------- --------------
54,144.00 2,366.94 2,754,887.82 2,754,887.82
906,169.09 906,169.09
3 TRANSACTIONS IN COUNTRY: POLAND (2300)
PUR 9/28/10 60 TURKIYE IS BANKASI-C 209,585.00 1,737.12 1,277,035.36 1,277,035.36
250703 9/30/10 TRY 6.081 1.467 870,300.45 870,300.45
---------------- --------- ---------------- ------------ ---------------- --------------
209,585.00 1,737.12 1,277,035.36 1,277,035.36
870,300.45 870,300.45
1 TRANSACTION IN COUNTRY: TURKEY (3400)
PUR 9/03/10 60 PING AN INSURANCE 235,000.00 4,172.12 16,262,347.10 16,262,347.10
252047 9/07/10 HKD 69.064 7.772 2,092,508.34 2,092,508.34
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 84
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/10/10 60 AGRICULTURAL BANK OF C 3,589,000.00 3,488.24 13,588,180.41 13,588,180.41
252598 9/14/10 HKD 3.779 7.767 1,749,509.83 1,749,509.83
PUR 9/10/10 60 AGRICULTURAL BANK OF C 562,000.00 273.15 2,125,984.49 2,125,984.49
252598 9/14/10 HKD 3.779 7.767 273,725.45 273,725.45
PUR 9/13/10 60 AGRICULTURAL BANK OF C 7,803,000.00 7,827.86 30,495,208.28 30,495,208.28
252598 9/15/10 HKD 3.900 7.767 3,926,025.69 3,926,025.69
---------------- --------- ---------------- ------------ ---------------- --------------
12,189,000.00 15,761.37 62,471,720.28 62,471,720.28
8,041,769.31 8,041,769.31
4 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 9/08/10 60 SAMSUNG CARD CO 7,560.00 878.62 413,192,381.00 413,192,381.00
246994 9/10/10 KRW 54518.7 1172.75 352,327.76 352,327.76
PUR 9/08/10 60 SAMSUNG CARD CO 933.00 12.88 50,354,915.00 50,354,915.00
246994 9/10/10 KRW 53954.7 1172.75 42,937.47 42,937.47
PUR 9/09/10 60 SAMSUNG CARD CO 7,647.00 899.04 420,917,982.00 420,917,982.00
246994 9/13/10 KRW 54906.2 1167.55 360,513.88 360,513.88
PUR 9/10/10 60 SAMSUNG CARD CO 2,088.00 248.46 116,145,743.00 116,145,743.00
246994 9/14/10 KRW 55486.6 1165.75 99,631.78 99,631.78
PUR 9/13/10 60 SAMSUNG CARD CO 2,295.00 276.98 128,939,712.00 128,939,712.00
246994 9/15/10 KRW 56042.7 1160.90 111,068.75 111,068.75
PUR 9/14/10 60 GREEN CROSS CORP/SOUTH 3,637.00 1,239.85 577,596,890.00 577,596,890.00
252441 9/16/10 KRW 158415. 1161.75 497,178.30 497,178.30
PUR 9/14/10 60 SAMSUNG CARD CO 6,437.00 776.64 361,805,508.00 361,805,508.00
246994 9/16/10 KRW 56066.9 1161.75 311,431.47 311,431.47
PUR 9/15/10 60 SAMSUNG CARD CO 3,431.00 419.99 195,608,316.00 195,608,316.00
246994 9/17/10 KRW 56869.8 1161.45 168,417.34 168,417.34
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 85
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/24/10 60 HYUNDAI MOTOR CO COMMO 11,600.00 4,031.651,867,601,439.00 1,867,601,439.00
253632 9/28/10 KRW 160598. 1155.20 1,616,691.00 1,616,691.00
PUR 9/27/10 60 HYUNDAI MOTOR CO COMMO 12,451.00 4,305.091,982,099,244.00 1,982,099,244.00
253632 9/29/10 KRW 158794. 1148.15 1,726,341.72 1,726,341.72
PUR 9/28/10 60 GREEN CROSS CORP/SOUTH 1,426.00 472.91 217,385,043.00 217,385,043.00
252441 9/30/10 KRW 152063. 1146.30 189,640.62 189,640.62
PUR 9/28/10 60 HYUNDAI MOTOR CO COMMO 3,654.00 149.83 572,654,423.00 572,654,423.00
253632 9/30/10 KRW 156672. 1146.30 499,567.67 499,567.67
PUR 9/29/10 60 GREEN CROSS CORP/SOUTH 3,277.00 1,133.20 518,963,189.00 518,963,189.00
252441 10/01/10 KRW 157970. 1142.05 454,413.72 454,413.72
---------------- --------- ---------------- ------------ ---------------- --------------
66,436.00 14,845.147,423,264,785.00 7,423,264,785.00
6,430,161.48 6,430,161.48
13 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 9/01/10 60 ASPEN PHARMACARE HOLDI 7,642.00 178.20 651,786.07 651,786.07
239337 9/08/10 ZAR 85.120 7.282 89,500.32 89,500.32
PUR 9/01/10 60 CLICKS GROUP 5,855.00 61.16 223,711.75 223,711.75
252254 9/08/10 ZAR 38.133 7.282 30,719.09 30,719.09
PUR 9/01/10 60 SHOPRITE HOLDINGS LTD 13,266.00 333.34 1,219,253.34 1,219,253.34
253303 9/08/10 ZAR 91.725 7.283 167,422.36 167,422.36
PUR 9/02/10 60 ASPEN PHARMACARE HOLDI 15,275.00 369.27 1,340,913.77 1,340,913.77
239337 9/09/10 ZAR 87.610 7.230 185,465.25 185,465.25
PUR 9/02/10 60 SHOPRITE HOLDINGS LTD 58,731.00 1,490.41 5,412,074.63 5,412,074.63
253303 9/09/10 ZAR 91.967 7.230 748,558.04 748,558.04
PUR 9/03/10 60 ASPEN PHARMACARE HOLDI 10,090.00 245.83 886,684.89 886,684.89
239337 9/10/10 ZAR 87.703 7.182 123,467.06 123,467.06
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: 86
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/03/10 60 SHOPRITE HOLDINGS LTD 33,477.00 859.19 3,099,053.37 3,099,053.37
253303 9/10/10 ZAR 92.388 7.182 431,529.87 431,529.87
PUR 9/06/10 60 ASPEN PHARMACARE HOLDI 10,060.00 246.33 888,502.83 888,502.83
239337 9/13/10 ZAR 88.145 7.182 123,720.20 123,720.20
PUR 9/06/10 60 SHOPRITE HOLDINGS LTD 28,335.00 730.48 2,634,782.94 2,634,782.94
253303 9/13/10 ZAR 92.802 7.182 366,882.21 366,882.21
PUR 9/07/10 60 SHOPRITE HOLDINGS LTD 23,200.00 588.46 2,147,262.82 2,147,262.82
253303 9/14/10 ZAR 92.370 7.265 295,554.54 295,554.54
PUR 9/08/10 60 SHOPRITE HOLDINGS LTD 12,930.00 330.71 1,202,037.08 1,202,037.08
253303 9/15/10 ZAR 92.780 7.237 166,101.78 166,101.78
PUR 9/09/10 60 SHOPRITE HOLDINGS LTD 21,715.00 576.26 2,077,715.94 2,077,715.94
253303 9/16/10 ZAR 95.491 7.179 289,425.87 289,425.87
PUR 9/10/10 60 SHOPRITE HOLDINGS LTD 12,232.00 327.83 1,180,851.31 1,180,851.31
253303 9/17/10 ZAR 96.346 7.172 164,652.01 164,652.01
PUR 9/13/10 60 SHOPRITE HOLDINGS LTD 19,730.00 534.08 1,912,911.16 1,912,911.16
253303 9/20/10 ZAR 96.761 7.131 268,239.70 268,239.70
---------------- --------- ---------------- ------------ ---------------- --------------
272,538.00 6,871.55 24,877,541.90 24,877,541.90
3,451,238.30 3,451,238.30
14 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 9/10/10 60 LAND + HOUSES PUB NV 404,600.00 20.83 2,570,211.99 2,570,211.99
253408 9/15/10 THB 6.351 30.835 83,353.72 83,353.72
PUR 9/13/10 60 LAND + HOUSES PUB NV 1,207,000.00 63.62 7,828,877.98 7,828,877.98
253408 9/16/10 THB 6.485 30.750 254,597.66 254,597.66
PUR 9/14/10 60 LAND + HOUSES PUB NV 1,479,300.00 77.11 9,504,657.55 9,504,657.55
253408 9/17/10 THB 6.423 30.805 308,542.69 308,542.69
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 87
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/15/10 60 LAND + HOUSES PUB NV 350,300.00 18.46 2,277,838.01 2,277,838.01
253408 9/20/10 THB 6.501 30.835 73,871.83 73,871.83
PUR 9/16/10 60 LAND + HOUSES PUB NV 1,250,800.00 97.51 8,593,827.76 8,593,827.76
253408 9/21/10 THB 6.868 30.830 278,748.87 278,748.87
PUR 9/17/10 60 LAND + HOUSES PUB NV 266,600.00 181.17 1,861,538.13 1,861,538.13
253408 9/22/10 THB 6.962 30.730 60,577.23 60,577.23
PUR 9/20/10 60 LAND + HOUSES PUB NV 154,300.00 8.97 1,103,675.26 1,103,675.26
253408 9/23/10 THB 7.151 30.750 35,891.88 35,891.88
PUR 9/21/10 60 LAND + HOUSES PUB NV 389,900.00 22.82 2,806,970.65 2,806,970.65
253408 9/24/10 THB 7.197 30.740 91,313.29 91,313.29
PUR 9/22/10 60 LAND + HOUSES PUB NV 275,300.00 15.95 1,955,392.31 1,955,392.31
253408 9/27/10 THB 7.101 30.645 63,807.87 63,807.87
PUR 9/23/10 60 LAND + HOUSES PUB NV 450,400.00 319.97 3,284,147.46 3,284,147.46
253408 9/28/10 THB 7.270 30.695 106,992.91 106,992.91
PUR 9/24/10 60 LAND + HOUSES PUB NV 389,200.00 279.27 2,868,196.83 2,868,196.83
253408 9/29/10 THB 7.347 30.715 93,380.98 93,380.98
PUR 9/27/10 60 LAND + HOUSES PUB NV 135,000.00 97.57 997,145.56 997,145.56
253408 9/30/10 THB 7.364 30.565 32,623.77 32,623.77
PUR 9/28/10 60 LAND + HOUSES PUB NV 485,900.00 358.01 3,657,661.25 3,657,661.25
253408 10/01/10 THB 7.505 30.555 119,707.45 119,707.45
PUR 9/28/10 60 PTT CHEMICAL PCL FOREI 179,900.00 2,270.03 23,192,877.94 23,192,877.94
253672 10/01/10 THB 128.535 30.555 759,053.44 759,053.44
PUR 9/29/10 60 LAND + HOUSES PUB NV 379,600.00 284.66 2,899,667.56 2,899,667.56
253408 10/04/10 THB 7.616 30.465 95,180.29 95,180.29
PUR 9/29/10 60 PTT CHEMICAL PCL FOREI 125,100.00 1,660.28 16,913,105.76 16,913,105.76
253672 10/04/10 THB 134.792 30.465 555,165.13 555,165.13
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 88
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/30/10 60 LAND + HOUSES PUB NV 441,500.00 325.59 3,304,082.31 3,304,082.31
253408 10/05/10 THB 7.461 30.350 108,865.97 108,865.97
PUR 9/30/10 60 PTT CHEMICAL PCL FOREI 120,100.00 1,597.56 16,212,761.85 16,212,761.85
253672 10/05/10 THB 134.590 30.350 534,193.14 534,193.14
---------------- --------- ---------------- ------------ ---------------- --------------
8,484,800.00 7,699.38 111,832,636.16 111,832,636.16
3,655,868.12 3,655,868.12
18 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 9/08/10 60 OGX PETROLEO E GAS PAR 203,500.00 4,965.82 3,989,514.02 3,989,514.02
251994 9/13/10 BRL 19.562 1.723 2,315,446.33 2,315,446.33
PUR 9/14/10 60 BM+FBOVESPA SA COMMON 252,900.00 4,515.19 3,593,269.30 3,593,269.30
253450 9/17/10 BRL 14.178 1.707 2,105,328.43 2,105,328.43
PUR 9/16/10 60 BM+FBOVESPA SA COMMON 60,800.00 1,091.56 873,980.27 873,980.27
253450 9/21/10 BRL 14.344 1.717 508,971.42 508,971.42
PUR 9/21/10 60 BM+FBOVESPA SA COMMON 45,200.00 793.76 640,260.43 640,260.43
253450 9/24/10 BRL 14.135 1.730 370,114.13 370,114.13
PUR 9/21/10 60 BM+FBOVESPA SA COMMON 8,900.00 25.38 125,502.41 125,502.41
253450 9/24/10 BRL 14.096 1.730 72,548.94 72,548.94
PUR 9/22/10 60 BM+FBOVESPA SA COMMON 37,500.00 687.41 550,982.53 550,982.53
253450 9/27/10 BRL 14.661 1.719 320,525.03 320,525.03
PUR 9/22/10 60 BM+FBOVESPA SA COMMON 14,300.00 79.39 208,572.23 208,572.23
253450 9/27/10 BRL 14.576 1.719 121,333.47 121,333.47
PUR 9/27/10 60 BANCO BRADESCO S A ADR 50,400.00 504.00 967,463.28 967,463.28
247229 9/30/10 USD 19.186 1.000 967,463.28 967,463.28
PUR 9/27/10 60 BANCO SANTANDER BRASIL 109,900.00 549.50 1,411,984.21 1,411,984.21
253662 9/30/10 EUR 12.843 1.000 1,411,984.21 1,411,984.21
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: 89
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/27/10 60 BM+FBOVESPA SA COMMON 80,000.00 432.10 1,139,060.24 1,139,060.24
253450 9/30/10 BRL 14.229 1.712 665,436.10 665,436.10
PUR 9/27/10 60 BM+FBOVESPA SA COMMON 152,900.00 2,736.66 2,184,261.16 2,184,261.16
253450 9/30/10 BRL 14.255 1.712 1,276,039.82 1,276,039.82
PUR 9/28/10 60 BANCO SANTANDER BRASIL 13,800.00 69.00 178,928.04 178,928.04
253662 10/01/10 EUR 12.961 1.000 178,928.04 178,928.04
PUR 9/28/10 60 BANCO SANTANDER BRASIL 10,900.00 54.50 139,824.11 139,824.11
253662 10/01/10 EUR 12.823 1.000 139,824.11 139,824.11
PUR 9/28/10 60 BANCO SANTANDER BRASIL 3,125.00 15.63 40,014.69 40,014.69
253662 10/01/10 EUR 12.800 1.000 40,014.69 40,014.69
PUR 9/28/10 60 BANCO SANTANDER BRASIL 25,204.00 126.02 322,081.92 322,081.92
253662 10/01/10 EUR 12.774 1.000 322,081.92 322,081.92
PUR 9/28/10 60 BANCO SANTANDER BRASIL 3,896.00 38.96 49,656.86 49,656.86
253662 10/01/10 EUR 12.736 1.000 49,656.86 49,656.86
PUR 9/28/10 60 BANCO SANTANDER BRASIL 30,900.00 309.00 394,172.76 394,172.76
253662 10/01/10 EUR 12.746 1.000 394,172.76 394,172.76
PUR 9/29/10 60 BANCO SANTANDER BRASIL 1,900.00 9.50 24,705.51 24,705.51
253662 10/04/10 EUR 12.998 1.000 24,705.51 24,705.51
PUR 9/29/10 60 BANCO SANTANDER BRASIL 6,000.00 60.00 78,120.00 78,120.00
253662 10/04/10 EUR 13.010 1.000 78,120.00 78,120.00
PUR 9/29/10 60 BANCO SANTANDER BRASIL 1,900.00 19.00 24,693.92 24,693.92
253662 10/04/10 EUR 12.987 1.000 24,693.92 24,693.92
PUR 9/29/10 60 BANCO SANTANDER BRASIL 2,375.00 11.88 31,148.13 31,148.13
253662 10/04/10 EUR 13.110 1.000 31,148.13 31,148.13
---------------- --------- ---------------- ------------ ---------------- --------------
1,116,300.00 17,094.26 16,968,196.02 16,968,196.02
11,418,537.10 11,418,537.10
21 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 90
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/02/10 60 LIJUN INTL PHARMACETL 215,000.00 18.41 544,729.03 544,729.03
253326 9/06/10 HKD 2.533 7.771 70,098.13 70,098.13
PUR 9/03/10 60 LIJUN INTL PHARMACETL 475,000.00 46.27 1,254,776.40 1,254,776.40
253326 9/07/10 HKD 2.641 7.772 161,454.56 161,454.56
PUR 9/06/10 60 LIJUN INTL PHARMACETL 315,000.00 33.22 861,839.65 861,839.65
253326 9/08/10 HKD 2.735 7.772 110,894.61 110,894.61
PUR 9/07/10 60 LIJUN INTL PHARMACETL 135,000.00 14.06 364,533.58 364,533.58
253326 9/09/10 HKD 2.699 7.768 46,926.69 46,926.69
PUR 9/08/10 60 LIJUN INTL PHARMACETL 80,000.00 8.24 213,721.24 213,721.24
253326 9/10/10 HKD 2.671 7.769 27,508.61 27,508.61
PUR 9/09/10 60 LIJUN INTL PHARMACETL 195,000.00 20.68 545,370.17 545,370.17
253326 9/13/10 HKD 2.796 7.770 70,193.28 70,193.28
PUR 9/10/10 60 LIJUN INTL PHARMACETL 100,000.00 10.90 282,512.18 282,512.18
253326 9/14/10 HKD 2.824 7.767 36,374.10 36,374.10
PUR 9/13/10 60 LIJUN INTL PHARMACETL 180,000.00 18.25 520,008.51 520,008.51
253326 9/15/10 HKD 2.888 7.767 66,947.13 66,947.13
---------------- --------- ---------------- ------------ ---------------- --------------
1,695,000.00 170.03 4,587,490.76 4,587,490.76
590,397.11 590,397.11
8 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 9/27/10 60 GPO MEXICO SA SER B 315,600.00 2,294.31 11,519,438.74 11,519,438.74
249888 9/30/10 MXN 36.409 12.521 920,016.83 920,016.83
PUR 9/28/10 60 GPO MEXICO SA SER B 236,900.00 1,718.70 8,602,919.26 8,602,919.26
249888 10/01/10 MXN 36.224 12.482 689,198.42 689,198.42
PUR 9/29/10 60 GPO MEXICO SA SER B 96,400.00 701.62 3,510,841.90 3,510,841.90
249888 10/04/10 MXN 36.329 12.479 281,347.89 281,347.89
---------------- --------- ---------------- ------------ ---------------- --------------
648,900.00 4,714.63 23,633,199.90 23,633,199.90
1,890,563.14 1,890,563.14
3 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: 91
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/02/10 60 COPA HOLDINGS SA CLASS 3,900.00 39.00 201,925.62 201,925.62
253325 9/08/10 USD 51.766 1.000 201,925.62 201,925.62
PUR 9/02/10 60 COPA HOLDINGS SA CLASS 2,600.00 104.00 134,379.96 134,379.96
253325 9/08/10 USD 51.645 1.000 134,379.96 134,379.96
PUR 9/09/10 60 COPA HOLDINGS SA CLASS 7,500.00 300.00 376,685.25 376,685.25
253325 9/14/10 USD 50.185 1.000 376,685.25 376,685.25
PUR 9/10/10 60 COPA HOLDINGS SA CLASS 4,800.00 192.00 241,391.52 241,391.52
253325 9/15/10 USD 50.250 1.000 241,391.52 241,391.52
PUR 9/16/10 60 COPA HOLDINGS SA CLASS 4,200.00 168.00 211,129.80 211,129.80
253325 9/21/10 USD 50.229 1.000 211,129.80 211,129.80
PUR 9/17/10 60 COPA HOLDINGS SA CLASS 1,900.00 76.00 95,545.11 95,545.11
253325 9/22/10 USD 50.247 1.000 95,545.11 95,545.11
PUR 9/21/10 60 COPA HOLDINGS SA CLASS 1,300.00 52.00 65,377.00 65,377.00
253325 9/24/10 USD 50.250 1.000 65,377.00 65,377.00
PUR 9/22/10 60 COPA HOLDINGS SA CLASS 20,800.00 832.00 1,046,032.00 1,046,032.00
253325 9/27/10 USD 50.250 1.000 1,046,032.00 1,046,032.00
PUR 9/24/10 60 COPA HOLDINGS SA CLASS 900.00 36.00 45,258.21 45,258.21
253325 9/29/10 USD 50.247 1.000 45,258.21 45,258.21
---------------- --------- ---------------- ------------ ---------------- --------------
47,900.00 1,799.00 2,417,724.47 2,417,724.47
2,417,724.47 2,417,724.47
9 TRANSACTIONS IN COUNTRY: PANAMA (8200)
PUR 9/14/10 60 GENTING BHD COMMON STO 170,700.00 1,345.16 1,676,365.65 1,676,365.65
253085 9/20/10 MYR 9.796 3.108 539,457.97 539,457.97
PUR 9/15/10 60 GENTING BHD COMMON STO 46,400.00 369.96 462,562.63 462,562.63
253085 9/21/10 MYR 9.944 3.118 148,376.14 148,376.14
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: 92
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/15/10 60 GENTING BHD COMMON STO 34,800.00 277.11 346,537.51 346,537.51
253085 9/21/10 MYR 9.933 3.118 111,158.78 111,158.78
---------------- --------- ---------------- ------------ ---------------- --------------
251,900.00 1,992.23 2,485,465.79 2,485,465.79
798,992.89 798,992.89
3 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
PUR 9/13/10 60 METROPOLITAN BANK + TR 137,290.00 692.94 10,226,127.05 10,226,127.05
253432 9/16/10 PHP 74.263 44.122 231,766.72 231,766.72
PUR 9/14/10 60 AYALA CORPORATION COMM 11,690.00 325.02 4,810,906.05 4,810,906.05
253452 9/17/10 PHP 410.310 44.255 108,708.76 108,708.76
PUR 9/14/10 60 METROPOLITAN BANK + TR 58,390.00 292.15 4,324,348.80 4,324,348.80
253432 9/17/10 PHP 73.838 44.255 97,714.36 97,714.36
PUR 9/14/10 60 SM INVESTMENTS CORP CO 47,070.00 1,629.45 24,118,755.69 24,118,755.69
253453 9/17/10 PHP 510.870 44.255 544,995.04 544,995.04
PUR 9/15/10 60 AYALA CORPORATION COMM 9,340.00 259.28 3,837,863.42 3,837,863.42
253452 9/20/10 PHP 409.678 44.255 86,721.58 86,721.58
PUR 9/15/10 60 METROPOLITAN BANK + TR 83,130.00 411.30 6,088,038.50 6,088,038.50
253432 9/20/10 PHP 73.016 44.255 137,567.25 137,567.25
PUR 9/15/10 60 SM INVESTMENTS CORP CO 29,840.00 1,045.03 15,468,366.99 15,468,366.99
253453 9/20/10 PHP 516.827 44.255 349,528.12 349,528.12
PUR 9/16/10 60 AYALA CORPORATION COMM 18,060.00 499.13 7,413,904.92 7,413,904.92
253452 9/21/10 PHP 409.288 44.410 166,942.24 166,942.24
PUR 9/16/10 60 METROPOLITAN BANK + TR 81,390.00 401.63 5,965,697.18 5,965,697.18
253432 9/21/10 PHP 73.079 44.410 134,332.29 134,332.29
PUR 9/16/10 60 SM INVESTMENTS CORP CO 12,360.00 452.58 6,722,534.48 6,722,534.48
253453 9/21/10 PHP 542.268 44.410 151,374.34 151,374.34
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 93
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/17/10 60 AYALA CORPORATION COMM 7,370.00 205.23 3,033,387.71 3,033,387.71
253452 9/22/10 PHP 410.355 44.190 68,644.21 68,644.21
PUR 9/17/10 60 METROPOLITAN BANK + TR 73,190.00 357.44 5,283,051.04 5,283,051.04
253432 9/22/10 PHP 71.967 44.190 119,553.09 119,553.09
PUR 9/20/10 60 AYALA CORPORATION COMM 2,830.00 78.32 1,153,922.99 1,153,922.99
253452 9/23/10 PHP 406.528 44.050 26,195.75 26,195.75
PUR 9/20/10 60 METROPOLITAN BANK + TR 19,690.00 97.54 1,437,070.86 1,437,070.86
253432 9/23/10 PHP 72.767 44.050 32,623.63 32,623.63
PUR 9/21/10 60 AYALA CORPORATION COMM 6,170.00 172.31 2,536,372.49 2,536,372.49
253452 9/24/10 PHP 409.852 44.010 57,631.73 57,631.73
PUR 9/21/10 60 METROPOLITAN BANK + TR 16,090.00 81.21 1,195,415.38 1,195,415.38
253432 9/24/10 PHP 74.073 44.010 27,162.36 27,162.36
PUR 9/22/10 60 AYALA CORPORATION COMM 6,600.00 184.64 2,709,786.72 2,709,786.72
253452 9/27/10 PHP 409.346 43.892 61,736.90 61,736.90
PUR 9/22/10 60 METROPOLITAN BANK + TR 50,460.00 249.27 3,659,416.53 3,659,416.53
253432 9/27/10 PHP 72.304 43.893 83,372.25 83,372.25
PUR 9/23/10 60 AYALA CORPORATION COMM 2,690.00 74.63 1,100,565.05 1,100,565.05
253452 9/28/10 PHP 407.908 44.105 24,953.29 24,953.29
PUR 9/23/10 60 METROPOLITAN BANK + TR 56,080.00 274.35 4,047,133.04 4,047,133.04
253432 9/28/10 PHP 71.951 44.105 91,761.32 91,761.32
PUR 9/24/10 60 AYALA CORPORATION COMM 5,150.00 142.64 2,102,736.83 2,102,736.83
253452 9/29/10 PHP 407.078 44.075 47,708.15 47,708.15
PUR 9/24/10 60 METROPOLITAN BANK + TR 16,600.00 81.13 1,195,932.39 1,195,932.39
253432 9/29/10 PHP 71.829 44.075 27,134.03 27,134.03
PUR 9/27/10 60 AYALA CORPORATION COMM 21,920.00 614.26 9,012,969.27 9,012,969.27
253452 9/30/10 PHP 409.946 43.883 205,388.69 205,388.69
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 94
TRANS-TYPE: PUR TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 9/27/10 60 METROPOLITAN BANK + TR 17,370.00 86.73 1,272,943.45 1,272,943.45
253432 9/30/10 PHP 73.065 43.882 29,008.00 29,008.00
PUR 9/28/10 60 AYALA CORPORATION COMM 2,990.00 83.01 1,223,611.77 1,223,611.77
253452 10/01/10 PHP 408.011 44.085 27,755.74 27,755.74
PUR 9/29/10 60 AYALA CORPORATION COMM 12,610.00 352.57 5,173,478.22 5,173,478.22
253452 10/04/10 PHP 409.041 43.885 117,887.16 117,887.16
PUR 9/30/10 60 AYALA CORPORATION COMM 8,480.00 236.86 3,475,552.74 3,475,552.74
253452 10/05/10 PHP 408.627 43.885 79,196.83 79,196.83
---------------- --------- ---------------- ------------ ---------------- --------------
814,850.00 9,380.65 138,589,889.56 138,589,889.56
3,137,363.83 3,137,363.83
27 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
PUR 9/02/10 60 RELIANCE INDS SPONS GD 36,803.00 1,472.12 1,488,887.45 1,488,887.45
253327 9/07/10 USD 40.416 1.000 1,488,887.45 1,488,887.45
PUR 9/02/10 60 WIPRO LTD ADR ADR 43,600.00 436.00 569,681.96 569,681.96
252992 9/08/10 USD 13.056 1.000 569,681.96 569,681.96
PUR 9/03/10 60 RELIANCE INDS SPONS GD 37,037.00 1,481.48 1,490,517.03 1,490,517.03
253327 9/08/10 USD 40.204 1.000 1,490,517.03 1,490,517.03
PUR 9/07/10 60 RELIANCE INDS SPONS GD 40,434.00 1,617.36 1,663,859.10 1,663,859.10
253327 9/10/10 USD 41.110 1.000 1,663,859.10 1,663,859.10
---------------- --------- ---------------- ------------ ---------------- --------------
157,874.00 5,006.96 5,212,945.54 5,212,945.54
5,212,945.54 5,212,945.54
4 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
26,107,747.00 89,979.367,820,667,149.50 7,820,667,149.50
49,274,925.70 49,274,925.70
132 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
26,310,447.00 96,246.767,825,654,486.62 7,825,654,486.62
52,197,269.50 52,197,269.50
138 "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: 95
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
SALE 9/24/10 60 ISHARES BSE SENSEX IND 1,187,200.00 878.98 22,713,433.99 17,297,448.30 5,415,985.69
239277 9/28/10 HKD 19.138 7.755 2,928,781.66 2,224,896.91 703,884.75
---------------- --------- ---------------- ------------ ---------------- --------------
1,187,200.00 878.98 22,713,433.99 17,297,448.30 5,415,985.69
2,928,781.66 2,224,896.91 703,884.75
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
1,187,200.00 878.98 22,713,433.99 17,297,448.30 5,415,985.69
2,928,781.66 2,224,896.91 703,884.75
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
SALE 9/10/10 60 INDUSTRIAL + COMME 2,847,000.00 4,235.65 16,398,000.16 17,611,933.03 -1,213,932.87
251505 9/14/10 HKD 5.771 7.767 2,111,280.66 2,268,159.66 -156,879.00
SALE 9/13/10 60 INDUSTRIAL + COMME 4,402,000.00 6,654.59 25,764,722.41 27,231,376.60 -1,466,654.19
251505 9/15/10 HKD 5.865 7.767 3,317,011.68 3,507,003.45 -189,991.77
---------------- --------- ---------------- ------------ ---------------- --------------
7,249,000.00 10,890.24 42,162,722.57 44,843,309.63 -2,680,587.06
5,428,292.34 5,775,163.11 -346,870.77
2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 9/03/10 60 GOME ELECTRICAL APPLIA 1,446,000.00 845.60 3,275,736.89 3,790,351.53 -514,614.64
249679 9/07/10 HKD 2.270 7.772 421,495.54 488,608.69 -67,113.15
SALE 9/03/10 60 GOME ELECTRICAL APPLIA 939,000.00 550.06 2,130,840.98 2,461,369.36 -330,528.38
249679 9/07/10 HKD 2.274 7.772 274,179.52 317,291.54 -43,112.02
SALE 9/03/10 60 SHANGRI-LA ASIA LTD 32,000.00 137.23 531,600.26 549,504.76 -17,904.50
239298 9/07/10 HKD 16.646 7.772 68,402.06 70,550.75 -2,148.69
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 96
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/06/10 60 SHANGRI-LA ASIA LTD 180,000.00 770.44 2,984,545.12 3,090,964.25 -106,419.13
239298 9/08/10 HKD 16.614 7.772 384,027.32 396,847.97 -12,820.65
SALE 9/08/10 60 BELLE INTERNATIONAL H 823,000.00 2,978.26 11,533,654.74 7,963,391.57 3,570,263.17
252128 9/10/10 HKD 14.042 7.769 1,484,526.14 1,022,222.53 462,303.61
SALE 9/09/10 60 BELLE INTERNATIONAL H 74,000.00 40.57 1,049,228.23 716,027.92 333,200.31
252128 9/13/10 HKD 14.183 7.770 135,043.63 91,913.08 43,130.55
SALE 9/13/10 60 CHINA LIFE INS 1,168,000.00 1,294.02 35,976,821.77 36,412,195.56 -435,373.79
239268 9/15/10 HKD 30.811 7.767 4,631,741.66 4,681,666.49 -49,924.83
SALE 9/14/10 60 CHINA LIFE INS 457,000.00 511.55 14,120,194.21 14,246,895.01 -126,700.80
239268 9/16/10 HKD 30.906 7.767 1,817,961.03 1,831,782.18 -13,821.15
SALE 9/14/10 60 UNITED LABORATORIES LT 40,000.00 173.74 672,626.85 410,208.04 262,418.81
252445 9/16/10 HKD 16.849 7.767 86,600.04 52,703.29 33,896.75
SALE 9/15/10 60 CHINA LIFE INS 95,130.00 113.28 2,928,609.92 2,965,661.10 -37,051.18
239268 9/17/10 HKD 30.795 7.767 377,065.34 381,307.31 -4,241.97
SALE 9/15/10 60 CHINA LIFE INS 235,000.00 937.20 7,263,910.74 7,326,083.87 -62,173.13
239268 9/17/10 HKD 30.941 7.767 935,245.40 941,944.89 -6,699.49
SALE 9/16/10 60 CHINA LIFE INS 39,870.00 315.35 1,220,866.39 1,242,940.27 -22,073.88
239268 9/20/10 HKD 30.683 7.767 157,186.35 159,809.97 -2,623.62
---------------- --------- ---------------- ------------ ---------------- --------------
5,529,000.00 8,667.30 83,688,636.10 81,175,593.24 2,513,042.86
10,773,474.03 10,436,648.69 336,825.34
12 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 9/08/10 60 SHINHAN FINANCIAL GROU 29,370.00 2,648.461,235,561,124.00 1,297,699,419.39 -62,138,295.39
248414 9/10/10 KRW 42174.5 1172.75 1,053,558.84 1,121,160.83 -67,601.99
SALE 9/09/10 60 SHINHAN FINANCIAL GROU 9,860.00 906.62 421,082,871.00 435,659,389.69 -14,576,518.69
248414 9/13/10 KRW 42813.5 1167.55 360,655.11 376,392.43 -15,737.32
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: 97
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/23/10 60 SK TELECOM CO LTD KRW 13,600.00 547.88 228,476.12 230,562.27 -2,086.15
250889 9/28/10 USD 16.840 1.000 228,476.12 230,562.27 -2,086.15
SALE 9/23/10 60 SK TELECOM CO LTD KRW 1,400.00 56.40 23,504.48 23,734.35 -229.87
250889 9/28/10 USD 16.829 1.000 23,504.48 23,734.35 -229.87
SALE 9/24/10 60 HANMI PHARM 775.00 193.20 88,783,850.00 97,217,373.84 -8,433,523.84
253193 9/28/10 KRW 114847. 1155.20 76,855.83 83,087.39 -6,231.56
SALE 9/24/10 60 SHINHAN FINANCIAL GROU 16,910.00 1,614.28 741,826,690.00 747,160,271.77 -5,333,581.77
248414 9/28/10 KRW 43979.3 1155.20 642,162.99 645,516.84 -3,353.85
SALE 9/24/10 60 SK TELECOM CO LTD KRW 76,300.00 3,073.87 1,290,913.09 1,293,522.16 -2,609.07
250889 9/29/10 USD 16.959 1.000 1,290,913.09 1,293,522.16 -2,609.07
SALE 9/27/10 60 HANMI PHARM 1,814.00 468.59 214,019,825.00 227,551,375.66 -13,531,550.66
253193 9/29/10 KRW 118278. 1148.15 186,404.06 194,478.10 -8,074.04
SALE 9/27/10 60 SHINHAN FINANCIAL GROU 15,280.00 1,456.26 665,126,757.00 675,139,500.45 -10,012,743.45
248414 9/29/10 KRW 43638.6 1148.15 579,303.02 583,293.75 -3,990.73
SALE 9/27/10 60 SK TELECOM CO LTD KRW 37,000.00 1,490.74 633,784.46 627,265.00 6,519.46
250889 9/30/10 USD 17.170 1.000 633,784.46 627,265.00 6,519.46
SALE 9/27/10 60 SK TELECOM CO LTD KRW 12,600.00 507.66 215,553.36 213,609.16 1,944.20
250889 9/30/10 USD 17.148 1.000 215,553.36 213,609.16 1,944.20
SALE 9/28/10 60 SHINHAN FINANCIAL GROU 2,820.00 31.93 121,597,360.00 124,600,352.83 -3,002,992.83
248414 9/30/10 KRW 43132.6 1146.30 106,078.13 107,649.76 -1,571.63
SALE 9/28/10 60 SHINHAN FINANCIAL GROU 7,350.00 692.67 315,857,982.00 324,756,238.76 -8,898,256.76
248414 9/30/10 KRW 43081.9 1146.30 275,545.65 280,576.51 -5,030.86
SALE 9/28/10 60 SK TELECOM CO LTD KRW 8,000.00 322.33 137,357.67 135,624.87 1,732.80
250889 10/01/10 USD 17.210 1.000 137,357.67 135,624.87 1,732.80
SALE 9/28/10 60 SK TELECOM CO LTD KRW 10,800.00 435.14 185,324.86 183,093.57 2,231.29
250889 10/01/10 USD 17.200 1.000 185,324.86 183,093.57 2,231.29
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 98
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/28/10 60 SK TELECOM CO LTD KRW 17,000.00 684.96 292,225.04 288,202.84 4,022.20
250889 10/01/10 USD 17.230 1.000 292,225.04 288,202.84 4,022.20
SALE 9/29/10 60 HANMI PHARM 13,148.00 3,295.491,497,166,052.00 1,649,308,427.36 -152142375.36
253193 10/01/10 KRW 114156. 1142.05 1,310,946.15 1,409,591.01 -98,644.86
SALE 9/29/10 60 HANMI PHARM 659.00 166.12 75,470,757.00 82,666,128.20 -7,195,371.20
253193 10/01/10 KRW 114811. 1142.05 66,083.58 70,651.09 -4,567.51
SALE 9/29/10 60 SHINHAN FINANCIAL GROU 6,400.00 291.01 275,796,768.00 282,780,942.60 -6,984,174.60
248414 10/01/10 KRW 43145.1 1142.05 241,492.73 244,311.52 -2,818.79
SALE 9/29/10 60 SHINHAN FINANCIAL GROU 17,970.00 1,701.58 773,040,300.00 793,995,865.39 -20,955,565.39
248414 10/01/10 KRW 43126.5 1142.05 676,888.31 685,980.94 -9,092.63
SALE 9/29/10 60 SK TELECOM CO LTD KRW 16,500.00 664.86 286,435.14 279,726.29 6,708.85
250889 10/04/10 USD 17.400 1.000 286,435.14 279,726.29 6,708.85
SALE 9/29/10 60 SK TELECOM CO LTD KRW 6,200.00 63.82 107,406.98 105,109.27 2,297.71
250889 10/04/10 USD 17.334 1.000 107,406.98 105,109.27 2,297.71
SALE 9/30/10 60 HANMI PHARM 1,837.00 465.87 211,318,259.00 230,436,536.44 -19,118,277.44
253193 10/04/10 KRW 115323. 1140.25 185,326.25 196,943.92 -11,617.67
SALE 9/30/10 60 SHINHAN FINANCIAL GROU 5,640.00 532.96 241,747,038.00 249,200,705.66 -7,453,667.66
248414 10/04/10 KRW 42970.7 1140.25 212,012.31 215,299.53 -3,287.22
SALE 9/30/10 60 SHINHAN FINANCIAL GROU 25,340.00 2,407.331,091,945,313.00 1,119,635,794.60 -27,690,481.60
248414 10/04/10 KRW 43200.0 1140.25 957,636.76 967,320.92 -9,684.16
SALE 9/30/10 60 SK TELECOM CO LTD KRW 43,400.00 2,182.86 758,250.24 735,764.89 22,485.35
250889 10/05/10 USD 17.522 1.000 758,250.24 735,764.89 22,485.35
SALE 9/30/10 60 SK TELECOM CO LTD KRW 14,300.00 290.30 253,806.40 242,429.45 11,376.95
250889 10/05/10 USD 17.769 1.000 253,806.40 242,429.45 11,376.95
---------------- --------- ---------------- ------------ ---------------- --------------
412,273.00 27,193.197,974,753,983.84 8,342,166,966.76 -367412982.92
11,343,987.56 11,540,898.66 -196,911.10
27 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: 99
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/23/10 60 BANK MANDIRI 326,000.00 682.762,029,811,529.00 1,267,613,313.78 762,198,215.22
247479 9/28/10 IDR 6245.17 8959.00 226,566.75 130,118.04 96,448.71
SALE 9/24/10 60 BANK MANDIRI 1,320,500.00 2,871.378,531,203,059.00 5,134,611,597.69 3396591461.31
247479 9/29/10 IDR 6480.05 8953.50 952,834.43 527,057.89 425,776.54
SALE 9/27/10 60 BANK MANDIRI 669,000.00 1,485.684,414,160,264.00 2,601,329,162.33 1812831101.67
247479 9/30/10 IDR 6618.03 8953.50 493,009.47 267,021.38 225,988.09
---------------- --------- ---------------- ------------ ---------------- --------------
2,315,500.00 5,039.81 14975174852.00 9,003,554,073.80 5971620778.20
1,672,410.65 924,197.31 748,213.34
3 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 9/01/10 60 FOSCHINI LTD 30,761.00 598.75 2,175,831.65 1,860,277.92 315,553.73
250316 9/08/10 ZAR 70.875 7.283 298,775.37 245,617.24 53,158.13
SALE 9/02/10 60 FOSCHINI LTD 6,708.00 132.87 479,379.75 405,667.70 73,712.05
250316 9/09/10 ZAR 71.607 7.230 66,304.25 53,561.34 12,742.91
SALE 9/03/10 60 FOSCHINI LTD 4,709.00 92.79 332,535.38 284,777.76 47,757.62
250316 9/10/10 ZAR 70.759 7.182 46,304.12 37,599.93 8,704.19
SALE 9/06/10 60 FOSCHINI LTD 5,051.00 100.00 358,344.34 305,460.28 52,884.06
250316 9/13/10 ZAR 71.087 7.182 49,897.91 40,330.70 9,567.21
SALE 9/07/10 60 FOSCHINI LTD 7,705.00 150.13 544,257.64 465,961.49 78,296.15
250316 9/14/10 ZAR 70.778 7.265 74,912.96 61,522.09 13,390.87
SALE 9/08/10 60 FOSCHINI LTD 5,459.00 105.11 379,574.96 330,134.17 49,440.79
250316 9/15/10 ZAR 69.671 7.237 52,451.03 43,588.46 8,862.57
SALE 9/09/10 60 FOSCHINI LTD 6,439.00 127.03 455,038.84 389,399.87 65,638.97
250316 9/16/10 ZAR 70.811 7.179 63,386.92 51,413.46 11,973.46
SALE 9/23/10 60 ANGLOGOLD LTD NPV ADR 53,900.00 2,156.00 2,448,337.43 2,240,822.37 207,515.06
248878 9/28/10 USD 45.464 1.000 2,448,337.43 2,240,822.37 207,515.06
---------------- --------- ---------------- ------------ ---------------- --------------
120,732.00 3,462.68 7,173,299.99 6,282,501.56 890,798.43
3,100,369.99 2,774,455.59 325,914.40
8 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: 100
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/03/10 60 IRPC PCL FOREIGN 4,574,600.00 1,777.87 18,423,543.26 19,578,848.53 -1,155,305.27
249995 9/08/10 THB 4.039 31.185 590,782.21 590,846.68 -64.47
SALE 9/06/10 60 IRPC PCL FOREIGN 7,423,700.00 2,973.69 30,815,564.09 31,772,722.82 -957,158.73
249995 9/09/10 THB 4.163 31.185 988,153.41 958,831.05 29,322.36
SALE 9/07/10 60 IRPC PCL FOREIGN 3,651,000.00 1,425.17 14,782,857.87 15,625,929.26 -843,071.39
249995 9/10/10 THB 4.061 31.215 473,581.86 471,556.25 2,025.61
SALE 9/08/10 60 IRPC PCL FOREIGN 2,227,600.00 859.33 8,857,861.56 9,533,914.00 -676,052.44
249995 9/13/10 THB 3.988 31.020 285,553.24 287,712.60 -2,159.36
---------------- --------- ---------------- ------------ ---------------- --------------
17,876,900.00 7,036.06 72,879,826.78 76,511,414.61 -3,631,587.83
2,338,070.72 2,308,946.58 29,124.14
4 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 9/07/10 60 TAM S A NPV ADR 1,200.00 48.43 25,382.93 13,219.37 12,163.56
246366 9/10/10 USD 21.193 1.000 25,382.93 13,219.37 12,163.56
SALE 9/07/10 60 TAM S A NPV ADR 19,000.00 766.86 405,128.24 209,306.74 195,821.50
246366 9/10/10 USD 21.363 1.000 405,128.24 209,306.74 195,821.50
SALE 9/08/10 60 TAM S A NPV ADR 19,800.00 898.25 427,827.19 218,119.65 209,707.54
246366 9/13/10 USD 21.653 1.000 427,827.19 218,119.65 209,707.54
SALE 9/14/10 60 TAM S A NPV ADR 27,800.00 1,122.65 628,880.95 306,248.81 322,632.14
246366 9/17/10 USD 22.662 1.000 628,880.95 306,248.81 322,632.14
SALE 9/27/10 60 TAM S A NPV ADR 4,600.00 185.79 105,269.21 50,674.26 54,594.95
246366 9/30/10 USD 22.925 1.000 105,269.21 50,674.26 54,594.95
SALE 9/28/10 60 TAM S A NPV ADR 11,500.00 464.47 263,497.33 126,685.66 136,811.67
246366 10/01/10 USD 22.953 1.000 263,497.33 126,685.66 136,811.67
SALE 9/29/10 60 TAM S A NPV ADR 6,300.00 254.46 145,011.57 69,401.71 75,609.86
246366 10/04/10 USD 23.058 1.000 145,011.57 69,401.71 75,609.86
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 101
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/30/10 60 TAM S A NPV ADR 6,200.00 250.44 143,899.56 68,300.09 75,599.47
246366 10/05/10 USD 23.250 1.000 143,899.56 68,300.09 75,599.47
---------------- --------- ---------------- ------------ ---------------- --------------
96,400.00 3,991.35 2,144,896.98 1,061,956.29 1,082,940.69
2,144,896.98 1,061,956.29 1,082,940.69
8 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 9/24/10 60 HENGAN INTL GROUP CO L 58,500.00 1,175.09 4,542,496.84 3,427,706.91 1,114,789.93
251791 9/28/10 HKD 77.805 7.755 585,731.84 441,072.51 144,659.33
---------------- --------- ---------------- ------------ ---------------- --------------
58,500.00 1,175.09 4,542,496.84 3,427,706.91 1,114,789.93
585,731.84 441,072.51 144,659.33
1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 9/02/10 60 BANCOLOMBIA SA SPONSOR 2,400.00 26.67 157,394.37 129,720.98 27,673.39
252439 9/08/10 USD 65.592 1.000 157,394.37 129,720.98 27,673.39
SALE 9/29/10 60 BANCOLOMBIA SA SPONSOR 6,300.00 70.05 417,036.57 340,517.58 76,518.99
252439 10/04/10 USD 66.207 1.000 417,036.57 340,517.58 76,518.99
SALE 9/30/10 60 BANCOLOMBIA SA SPONSOR 1,300.00 14.47 86,836.06 70,265.53 16,570.53
252439 10/05/10 USD 66.808 1.000 86,836.06 70,265.53 16,570.53
---------------- --------- ---------------- ------------ ---------------- --------------
10,000.00 111.19 661,267.00 540,504.09 120,762.91
661,267.00 540,504.09 120,762.91
3 TRANSACTIONS IN COUNTRY: COLOMBIA (7700)
SALE 9/03/10 60 JSC MMC NORILSK NICKEL 59,659.00 596.59 1,020,819.18 1,030,236.25 -9,417.07
250633 9/09/10 USD 17.121 1.000 1,020,819.18 1,030,236.25 -9,417.07
SALE 9/30/10 60 URALKALI SPON GDR REG 20,896.00 835.84 458,013.16 475,089.37 -17,076.21
253092 10/05/10 USD 21.959 1.000 458,013.16 475,089.37 -17,076.21
---------------- --------- ---------------- ------------ ---------------- --------------
80,555.00 1,432.43 1,478,832.34 1,505,325.62 -26,493.28
1,478,832.34 1,505,325.62 -26,493.28
2 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: 102
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 9/14/10 60 UNITED SPIRITS LTD INR 14,166.00 566.64 244,646.82 137,322.14 107,324.68
246372 9/15/10 USD 17.310 1.000 244,646.82 137,322.14 107,324.68
SALE 9/15/10 60 UNITED SPIRITS LTD INR 8,348.00 333.92 144,859.50 80,923.71 63,935.79
246372 9/16/10 USD 17.393 1.000 144,859.50 80,923.71 63,935.79
SALE 9/15/10 60 UNITED SPIRITS LTD INR 7,601.00 304.04 132,561.44 73,682.45 58,878.99
246372 9/16/10 USD 17.480 1.000 132,561.44 73,682.45 58,878.99
SALE 9/16/10 60 UNITED SPIRITS LTD INR 3,986.00 69,497.90 38,639.42 30,858.48
246372 9/17/10 USD 17.435 1.000 69,497.90 38,639.42 30,858.48
SALE 9/17/10 60 UNITED SPIRITS LTD INR 4,979.00 199.16 87,335.64 48,265.35 39,070.29
246372 9/20/10 USD 17.581 1.000 87,335.64 48,265.35 39,070.29
SALE 9/20/10 60 UNITED SPIRITS LTD INR 2,813.00 112.52 49,617.66 27,268.61 22,349.05
246372 9/21/10 USD 17.679 1.000 49,617.66 27,268.61 22,349.05
SALE 9/21/10 60 UNITED SPIRITS LTD INR 6,069.00 242.76 106,108.58 58,831.57 47,277.01
246372 9/24/10 USD 17.524 1.000 106,108.58 58,831.57 47,277.01
SALE 9/21/10 60 UNITED SPIRITS LTD INR 19,472.00 778.88 343,236.84 188,757.36 154,479.48
246372 9/24/10 USD 17.667 1.000 343,236.84 188,757.36 154,479.48
SALE 9/22/10 60 UNITED SPIRITS LTD INR 1,643.00 65.72 28,068.68 15,926.89 12,141.79
246372 9/23/10 USD 17.124 1.000 28,068.68 15,926.89 12,141.79
SALE 9/23/10 60 TATA ENGR + LOCOMOTIVE 6,900.00 71.78 164,208.94 93,196.32 71,012.62
248464 9/28/10 USD 23.809 1.000 164,208.94 93,196.32 71,012.62
SALE 9/27/10 60 UNITED SPIRITS LTD INR 4,522.00 180.88 78,367.62 43,835.29 34,532.33
246372 9/30/10 USD 17.370 1.000 78,367.62 43,835.29 34,532.33
SALE 9/28/10 60 UNITED SPIRITS LTD INR 1,506.00 60.24 26,099.43 14,598.84 11,500.59
246372 10/01/10 USD 17.370 1.000 26,099.43 14,598.84 11,500.59
---------------- --------- ---------------- ------------ ---------------- --------------
82,005.00 2,916.54 1,474,609.05 821,247.95 653,361.10
1,474,609.05 821,247.95 653,361.10
12 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
33,830,865.00 71,915.88 23166135423.49 17561890600.46 5604244823.03
41,001,942.50 38,130,416.40 2,871,526.10
82 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 103
TRANS-TYPE: SALE TRADES FROM 9/01/10 THROUGH 9/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
35,018,065.00 72,794.86 23188848857.48 17579188048.76 5609660808.72
43,930,724.16 40,355,313.31 3,575,410.85
83 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
61,328,512.00 169,041.62 31014503344.10 25404842535.38 5609660808.72
96,127,993.66 92,552,582.81 3,575,410.85
221 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
235,298,712.00 1806988.51 120045627741.06 112691248904.50 7354378836.55
1,397,015,141.59 1,348,691,327.70 48,323,813.89
1030 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****