S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 1
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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)
PUR 4/01/10 60 ISHARES S+P/TSX 60 IND 3,000,000.00 29,741.25 53,593,800.00 53,593,800.00
251354 4/07/10 CAD S27224 17.855 1.009 53,131,555.47 53,131,555.47
PUR 4/01/10 60 ISHARES S+P/TSX 60 IND 3,000,000.00 29,741.25 53,554,500.00 53,554,500.00
251354 4/07/10 CAD S27222 17.842 1.009 53,092,594.43 53,092,594.43
PUR 4/06/10 60 ISHARES S+P/TSX 60 IND 2,000,000.00 20,024.03 35,760,200.00 35,760,200.00
251354 4/09/10 CAD S27227 17.870 .999 35,803,163.80 35,803,163.80
PUR 4/07/10 60 ISHARES S+P/TSX 60 IND 3,000,000.00 29,940.12 53,483,700.00 53,483,700.00
251354 4/12/10 CAD S27234 17.818 1.002 53,376,946.11 53,376,946.11
PUR 4/07/10 60 ISHARES S+P/TSX 60 IND 1,000,000.00 9,980.04 17,770,200.00 17,770,200.00
251354 4/12/10 CAD S27233 17.760 1.002 17,734,730.54 17,734,730.54
PUR 4/08/10 60 ISHARES S+P/TSX 60 IND 3,000,000.00 29,827.00 53,474,400.00 53,474,400.00
251354 4/13/10 CAD S27236 17.815 1.006 53,166,036.99 53,166,036.99
PUR 4/12/10 60 ISHARES S+P/TSX 60 IND 3,000,000.00 29,958.06 53,802,300.00 53,802,300.00
251354 4/15/10 CAD S27249 17.924 1.001 53,727,082.09 53,727,082.09
PUR 4/13/10 60 ISHARES S+P/TSX 60 IND 3,000,000.00 29,818.11 53,342,100.00 53,342,100.00
251354 4/16/10 CAD S27261 17.771 1.006 53,018,686.02 53,018,686.02
PUR 4/14/10 60 ISHARES S+P/TSX 60 IND 1,000,000.00 10,027.07 17,955,900.00 17,955,900.00
251354 4/19/10 CAD S27269 17.946 .997 18,004,512.18 18,004,512.18
PUR 4/15/10 60 ISHARES S+P/TSX 60 IND 2,000,000.00 20,026.03 36,013,800.00 36,013,800.00
251354 4/20/10 CAD S27275 17.997 .999 36,060,678.88 36,060,678.88
PUR 4/27/10 60 ISHARES S+P/TSX 60 IND 3,000,000.00 29,835.90 53,865,300.00 53,865,300.00
251354 4/30/10 CAD S27310 17.945 1.006 53,570,661.36 53,570,661.36
27,000,000.00 268,918.86 482,616,200.00 482,616,200.00
480,686,647.87 480,686,647.87
11 TRANSACTIONS IN COUNTRY: CANADA ( 300)
27,000,000.00 268,918.86 482,616,200.00 482,616,200.00
480,686,647.87 480,686,647.87
11 TRANSACTIONS IN CATEGORY: ETF-INTERNATIONAL (1600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 2
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
PUR 3/31/10 60 ISHARES TR MSCI EMERGI 2,500,000.00 25,000.00 105,190,000.00 105,190,000.00
251349 4/06/10 USD S27210 42.066 1.000 105,190,000.00 105,190,000.00
PUR 3/31/10 60 VANGUARD I SHS VANGUAR 2,250,000.00 22,500.00 94,890,375.00 94,890,375.00
250587 4/06/10 USD S27212 42.164 1.000 94,890,375.00 94,890,375.00
PUR 4/12/10 60 ISHARES TR MSCI EMERGI 1,250,000.00 12,500.00 54,458,125.00 54,458,125.00
251349 4/15/10 USD S27251 43.557 1.000 54,458,125.00 54,458,125.00
PUR 4/12/10 60 VANGUARD I SHS VANGUAR 1,250,000.00 12,500.00 54,344,375.00 54,344,375.00
250587 4/15/10 USD S27250 43.466 1.000 54,344,375.00 54,344,375.00
PUR 4/13/10 60 ISHARES TR MSCI EMERGI 1,250,000.00 12,500.00 54,183,375.00 54,183,375.00
251349 4/16/10 USD S27262 43.337 1.000 54,183,375.00 54,183,375.00
PUR 4/13/10 60 VANGUARD I SHS VANGUAR 1,250,000.00 12,500.00 54,112,125.00 54,112,125.00
250587 4/16/10 USD S27263 43.280 1.000 54,112,125.00 54,112,125.00
---------------- --------- ---------------- ------------ ---------------- --------------
9,750,000.00 97,500.00 417,178,375.00 417,178,375.00
417,178,375.00 417,178,375.00
6 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
9,750,000.00 97,500.00 417,178,375.00 417,178,375.00
417,178,375.00 417,178,375.00
6 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
DEV MKT COMMON STOCK (2220)
--------------------------------
PUR 4/01/10 60 LOBLAW COMPANIES LTD 229.00 8,377.58 8,377.58
230224 4/01/10 CAD 27255 36.583 1.009 8,305.32 8,305.32
PUR 4/12/10 60 GOLDCORP INC 40,000.00 1,597.76 1,608,228.00 1,608,228.00
230216 4/15/10 CAD S27249 40.166 1.001 1,605,979.63 1,605,979.63
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 3
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/15/10 60 PENN WEST ENERGY TRUST 663.00 13,491.39 13,491.39
230930 4/15/10 CAD 27312 20.349 .999 13,508.95 13,508.95
PUR 4/28/10 60 BANK OF NOVA SCOTIA 1,877.00 95,535.36 95,535.36
230194 4/30/10 CAD 27343 50.898 1.011 94,477.22 94,477.22
---------------- --------- ---------------- ------------ ---------------- --------------
42,769.00 1,597.76 1,725,632.33 1,725,632.33
1,722,271.12 1,722,271.12
4 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 4/07/10 60 SANOFI-AVENTIS SA EUR 150,000.00 16,506.94 8,258,003.45 8,258,003.45
250067 4/12/10 EUR S27232 54.971 .749 11,021,133.95 11,021,133.95
---------------- --------- ---------------- ------------ ---------------- --------------
150,000.00 16,506.94 8,258,003.45 8,258,003.45
11,021,133.95 11,021,133.95
1 TRANSACTION IN COUNTRY: FRANCE ( 400)
PUR 4/09/10 60 FAST RETAILING CO LTD 100,000.00 19,616.741,528,832,400.00 1,528,832,400.00
241347 4/14/10 JPY S27238 15270.0 93.410 16,366,902.90 16,366,902.90
PUR 4/15/10 60 MITSUBISHI UFJ FINANCI 1,512,100.00 5,039.30 782,401,472.00 782,401,472.00
219545 4/20/10 JPY S27270 517.117 93.100 8,403,882.62 8,403,882.62
PUR 4/15/10 60 SUMITOMO MITSUI FINANC 230,200.00 4,950.02 768,539,468.00 768,539,468.00
231251 4/20/10 JPY S27270 3336.57 93.100 8,254,988.92 8,254,988.92
PUR 4/21/10 60 FAST RETAILING CO LTD 100,000.00 9,505.471,477,561,755.00 1,477,561,755.00
241347 4/26/10 JPY S27286 14766.7 93.210 15,851,966.04 15,851,966.04
PUR 4/26/10 60 SHISEIDO CO LTD JPY 50 500,000.00 12,459.67 978,218,655.00 978,218,655.00
243357 4/30/10 JPY S27299 1954.09 94.100 10,395,522.37 10,395,522.37
---------------- --------- ---------------- ------------ ---------------- --------------
2,442,300.00 51,571.205,535,553,750.00 5,535,553,750.00
59,273,262.85 59,273,262.85
5 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: 4
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/16/10 60 ASML HOLDING NV 300,000.00 15,620.12 7,720,062.75 7,720,062.75
251583 4/21/10 EUR S27278 25.695 .740 10,429,036.17 10,429,036.17
---------------- --------- ---------------- ------------ ---------------- --------------
300,000.00 15,620.12 7,720,062.75 7,720,062.75
10,429,036.17 10,429,036.17
1 TRANSACTION IN COUNTRY: NETHERLANDS ( 600)
PUR 3/29/10 60 SKANDINAVISKA ENSKILDA 550,000.00 5,122.70 24,828,326.71 24,828,326.71
251308 4/01/10 SEK S27203 45.075 7.259 3,420,256.60 3,420,256.60
PUR 3/29/10 60 SKANDINAVISKA ENSKILDA 342,200.00 3,185.38 15,438,651.55 15,438,651.55
251308 4/01/10 SEK S27203 45.048 7.259 2,126,770.38 2,126,770.38
PUR 3/30/10 60 SKANDINAVISKA ENSKILDA 1,107,800.00 10,421.51 50,539,419.77 50,539,419.77
251308 4/06/10 SEK S27204 45.553 7.263 6,958,093.97 6,958,093.97
PUR 3/31/10 60 SKANDINAVISKA ENSKILDA 1,500,000.00 14,415.00 69,245,763.07 69,245,763.07
251308 4/07/10 SEK S27208 46.095 7.195 9,624,418.06 9,624,418.06
PUR 4/01/10 60 SKANDINAVISKA ENSKILDA 1,000,000.00 9,719.15 46,544,111.60 46,544,111.60
251308 4/08/10 SEK S27213 46.474 7.173 6,489,154.78 6,489,154.78
PUR 4/09/10 60 ATLAS COPCO AB NPV RFD 750,000.00 17,962.22 86,589,013.99 86,589,013.99
251445 4/14/10 SEK S27244 115.279 7.220 11,992,772.12 11,992,772.12
PUR 4/09/10 60 SKANDINAVISKA ENSKILDA 2,000,000.00 19,773.01 95,318,163.10 95,318,163.10
251308 4/14/10 SEK S27244 47.588 7.220 13,201,778.80 13,201,778.80
PUR 4/13/10 60 ATLAS COPCO AB NPV RFD 750,000.00 18,058.32 86,568,808.73 86,568,808.73
251445 4/16/10 SEK S27259 115.252 7.180 12,056,937.15 12,056,937.15
PUR 4/13/10 60 LINDAB INTERNATIONAL A 28,000.00 452.62 2,169,805.83 2,169,805.83
251508 4/16/10 SEK S27259 77.377 7.180 302,201.37 302,201.37
PUR 4/13/10 60 SKANDINAVISKA ENSKILDA 1,000,000.00 6,733.59 48,395,547.20 48,395,547.20
251308 4/16/10 SEK S27259 48.347 7.180 6,740,326.91 6,740,326.91
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: 5
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/14/10 60 LINDAB INTERNATIONAL A 21,477.00 351.75 1,675,737.81 1,675,737.81
251508 4/19/10 SEK S27267 77.908 7.135 234,855.06 234,855.06
PUR 4/15/10 60 LINDAB INTERNATIONAL A 40,000.00 666.76 3,174,658.86 3,174,658.86
251508 4/20/10 SEK S27272 79.248 7.131 445,172.53 445,172.53
PUR 4/16/10 60 LINDAB INTERNATIONAL A 17,626.00 295.53 1,416,544.68 1,416,544.68
251508 4/21/10 SEK S27277 80.246 7.179 197,315.08 197,315.08
PUR 4/19/10 60 LINDAB INTERNATIONAL A 13,939.00 236.40 1,134,164.39 1,134,164.39
251508 4/22/10 SEK S27281 81.244 7.186 157,834.12 157,834.12
PUR 4/20/10 60 LINDAB INTERNATIONAL A 28,983.00 521.29 2,486,637.12 2,486,637.12
251508 4/23/10 SEK S27285 85.668 7.144 348,049.15 348,049.15
PUR 4/29/10 60 SAS AB 180,000,000.00 120,600,000.00 120,600,000.00
239815 4/29/10 SEK 27239 .670 7.250 16,633,794.46 16,633,794.46
---------------- --------- ---------------- ------------ ---------------- --------------
189,150,025.00 107,915.23 656,125,354.41 656,125,354.41
90,929,730.54 90,929,730.54
16 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
PUR 4/09/10 60 ACTELION LTD 150,000.00 11,374.74 7,511,903.46 7,511,903.46
249592 4/14/10 CHF S27242 49.998 1.069 7,027,695.26 7,027,695.26
PUR 4/22/10 60 SYNTHES-STRATEC INC CH 75,000.00 17,454.59 9,913,715.34 9,913,715.34
251649 4/27/10 CHF S27291 131.932 1.077 9,204,080.72 9,204,080.72
---------------- --------- ---------------- ------------ ---------------- --------------
225,000.00 28,829.33 17,425,618.80 17,425,618.80
16,231,775.98 16,231,775.98
2 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
PUR 4/01/10 60 BRITISH LAND CO PLC 300,000.00 13,882.53 1,473,832.45 1,473,832.45
251352 4/08/10 UKP S27216 4.883 .654 2,252,753.52 2,252,753.52
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 6
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/06/10 60 BRITISH LAND CO PLC 700,000.00 32,383.68 3,456,760.85 3,456,760.85
251352 4/09/10 UKP S27225 4.908 .658 5,255,312.84 5,255,312.84
PUR 4/06/10 60 DIAGEO PLC 25,605.00 291,990.33 291,990.33
248467 4/06/10 UKP 27240 11.404 .658 443,912.84 443,912.84
PUR 4/09/10 60 BRITISH LAND CO PLC 1,000,000.00 48,027.06 4,842,775.75 4,842,775.75
251352 4/14/10 UKP S27245 4.812 .651 7,436,569.33 7,436,569.33
PUR 4/20/10 60 BT GROUP PLC 3,950,027.00 47,197.04 5,330,093.48 5,330,093.48
250974 4/23/10 UKP S27284 1.342 .651 8,184,354.31 8,184,354.31
PUR 4/21/10 60 BT GROUP PLC 3,549,973.00 42,428.83 4,776,342.91 4,776,342.91
250974 4/26/10 UKP S27288 1.338 .649 7,357,478.97 7,357,478.97
---------------- --------- ---------------- ------------ ---------------- --------------
9,525,605.00 183,919.14 20,171,795.77 20,171,795.77
30,930,381.81 30,930,381.81
6 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
PUR 4/26/10 60 SIEMENS AG-REG 100,000.00 14,954.72 7,492,702.22 7,492,702.22
241042 4/28/10 EUR S27300 74.815 .750 9,984,771.37 9,984,771.37
---------------- --------- ---------------- ------------ ---------------- --------------
100,000.00 14,954.72 7,492,702.22 7,492,702.22
9,984,771.37 9,984,771.37
1 TRANSACTION IN COUNTRY: GERMANY (1100)
PUR 4/09/10 60 OUTOTEC OYJ NPV 69,661.00 4,009.98 1,991,023.41 1,991,023.41
251448 4/14/10 EUR S27246 28.539 .744 2,677,330.25 2,677,330.25
PUR 4/09/10 60 RAUTARUUKKI OYJ NPV 230,000.00 7,590.55 3,768,835.79 3,768,835.79
251449 4/14/10 EUR S27246 16.362 .744 5,067,955.52 5,067,955.52
PUR 4/12/10 60 OUTOTEC OYJ NPV 120,339.00 7,139.18 3,502,272.81 3,502,272.81
251448 4/15/10 EUR 27247A 29.060 .735 4,766,592.38 4,766,592.38
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 7
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/12/10 60 RAUTARUUKKI OYJ NPV 218,000.00 7,359.78 3,610,495.43 3,610,495.43
251449 4/15/10 EUR S27247 16.537 .735 4,913,883.34 4,913,883.34
PUR 4/13/10 60 OUTOTEC OYJ NPV 60,000.00 3,496.08 1,720,887.47 1,720,887.47
251448 4/16/10 EUR S27260 28.639 .737 2,334,210.66 2,334,210.66
PUR 4/13/10 60 RAUTARUUKKI OYJ NPV 52,000.00 1,762.42 867,525.74 867,525.74
251449 4/16/10 EUR S27260 16.658 .737 1,176,711.36 1,176,711.36
---------------- --------- ---------------- ------------ ---------------- --------------
750,000.00 31,357.99 15,461,040.65 15,461,040.65
20,936,683.51 20,936,683.51
6 TRANSACTIONS IN COUNTRY: FINLAND (1200)
PUR 4/07/10 60 VESTAS WIND SYSTEMS 100,000.00 8,445.01 31,447,340.36 31,447,340.36
222191 4/12/10 DKK S27231 314.002 5.577 5,638,452.36 5,638,452.36
PUR 4/09/10 60 FLSMIDTH + CO A/S DKK 100,000.00 10,903.00 40,290,975.94 40,290,975.94
248776 4/14/10 DKK S27241 402.306 5.535 7,279,572.15 7,279,572.15
---------------- --------- ---------------- ------------ ---------------- --------------
200,000.00 19,348.01 71,738,316.30 71,738,316.30
12,918,024.51 12,918,024.51
2 TRANSACTIONS IN COUNTRY: DENMARK (1400)
PUR 4/09/10 60 BANCO POPULAR ESPANOL 1,500,000.00 17,532.61 8,705,238.30 8,705,238.30
250973 4/14/10 EUR S27246 5.795 .744 11,705,938.63 11,705,938.63
---------------- --------- ---------------- ------------ ---------------- --------------
1,500,000.00 17,532.61 8,705,238.30 8,705,238.30
11,705,938.63 11,705,938.63
1 TRANSACTION IN COUNTRY: SPAIN (1500)
PUR 4/13/10 60 PIAGGIO + C SPA EUR 0. 162,804.00 775.86 381,907.81 381,907.81
234518 4/16/10 EUR S27260 2.342 .737 518,019.51 518,019.51
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: 8
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/14/10 60 PIAGGIO + C SPA EUR 0. 180,000.00 868.34 425,419.17 425,419.17
234518 4/19/10 EUR S27266 2.360 .734 579,761.55 579,761.55
PUR 4/15/10 60 PIAGGIO + C SPA EUR 0. 110,000.00 529.23 260,430.06 260,430.06
234518 4/20/10 EUR S27274 2.364 .737 353,351.65 353,351.65
PUR 4/16/10 60 PIAGGIO + C SPA EUR 0. 417,196.00 2,049.13 1,012,758.24 1,012,758.24
234518 4/21/10 EUR S27278 2.424 .740 1,368,135.55 1,368,135.55
PUR 4/19/10 60 PIAGGIO + C SPA EUR 0. 515,000.00 2,545.87 1,262,095.31 1,262,095.31
234518 4/22/10 EUR S27282 2.447 .743 1,699,789.37 1,699,789.37
PUR 4/20/10 60 PIAGGIO + C SPA EUR 0. 475,000.00 2,390.33 1,185,427.98 1,185,427.98
234518 4/23/10 EUR S27283 2.492 .743 1,595,942.76 1,595,942.76
PUR 4/21/10 60 PIAGGIO + C SPA EUR 0. 140,000.00 699.53 348,674.23 348,674.23
234518 4/26/10 EUR S27287 2.487 .747 467,049.27 467,049.27
---------------- --------- ---------------- ------------ ---------------- --------------
2,000,000.00 9,858.29 4,876,712.80 4,876,712.80
6,582,049.66 6,582,049.66
7 TRANSACTIONS IN COUNTRY: ITALY (1700)
PUR 4/07/10 60 MACQUARIE GP LTD NPV 250,000.00 22,738.67 12,293,162.25 12,293,162.25
251417 4/12/10 AUD S27229 49.075 1.079 11,392,072.13 11,392,072.13
PUR 4/09/10 60 MACQUARIE GP LTD NPV 250,000.00 23,066.65 12,404,885.25 12,404,885.25
251417 4/14/10 AUD S27237 49.521 1.073 11,556,391.85 11,556,391.85
PUR 4/13/10 60 MACQUARIE GP LTD NPV 250,000.00 23,118.19 12,524,023.05 12,524,023.05
251417 4/16/10 AUD S27252 49.996 1.081 11,582,215.22 11,582,215.22
PUR 4/27/10 60 MACQUARIE GP LTD NPV 250,000.00 23,243.35 12,586,372.50 12,586,372.50
251417 4/30/10 AUD S27307 50.245 1.081 11,644,915.98 11,644,915.98
PUR 4/27/10 60 SANTOS LTD NPV 1,000,000.00 25,828.63 13,986,316.80 13,986,316.80
251708 4/30/10 AUD S27307 13.958 1.081 12,940,144.89 12,940,144.89
---------------- --------- ---------------- ------------ ---------------- --------------
2,000,000.00 117,995.49 63,794,759.85 63,794,759.85
59,115,740.07 59,115,740.07
5 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: 9
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/07/10 60 VENTURE CORP LTD 60,000.00 1,157.96 558,715.59 558,715.59
218641 4/12/10 SGD S27228 9.285 1.395 400,455.55 400,455.55
PUR 4/23/10 60 SINGAPORE EXCHANGE LTD 160,000.00 2,817.78 1,335,894.89 1,335,894.89
229999 4/28/10 SGD S27296 8.325 1.371 974,465.60 974,465.60
---------------- --------- ---------------- ------------ ---------------- --------------
220,000.00 3,975.74 1,894,610.48 1,894,610.48
1,374,921.15 1,374,921.15
2 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
PUR 4/07/10 60 SWIRE PACIFIC 'A' 100,000.00 3,846.18 9,690,953.69 9,690,953.69
221525 4/09/10 HKD S27230 96.611 7.762 1,248,528.54 1,248,528.54
PUR 4/12/10 60 ESPRIT HOLDINGS LTD 16,772.00 938,728.84 938,728.84
236657 4/12/10 HKD 27256 55.970 7.758 121,002.96 121,002.96
---------------- --------- ---------------- ------------ ---------------- --------------
116,772.00 3,846.18 10,629,682.53 10,629,682.53
1,369,531.50 1,369,531.50
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
208,722,471.00 624,828.756,431,573,280.64 6,431,573,280.64
344,525,252.82 344,525,252.82
61 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
245,472,471.00 991,247.617,331,367,855.64 7,331,367,855.64
1,242,390,275.69 1,242,390,275.69
78 "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: 10
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 3/31/10 60 ISHARES MSCI JAPAN IND 10,000,000.00 76,767.09 104,484,232.91 86,256,363.71 18,227,869.20
245465 4/06/10 USD S27211 10.456 1.000 104,484,232.91 86,256,363.71 18,227,869.20
SALE 4/01/10 60 ISHARES MSCI JAPAN IND 10,000,000.00 51,781.13 105,340,218.87 86,256,363.71 19,083,855.16
245465 4/07/10 USD S27223 10.539 1.000 105,340,218.87 86,256,363.71 19,083,855.16
---------------- --------- ---------------- ------------ ---------------- --------------
20,000,000.00 128,548.22 209,824,451.78 172,512,727.42 37,311,724.36
209,824,451.78 172,512,727.42 37,311,724.36
2 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
---------------- --------- ---------------- ------------ ---------------- --------------
20,000,000.00 128,548.22 209,824,451.78 172,512,727.42 37,311,724.36
209,824,451.78 172,512,727.42 37,311,724.36
2 TRANSACTIONS IN CATEGORY: ETF-INTERNATIONAL (1600)
DEV MKT COMMON STOCK (2220)
--------------------------------
SALE 4/12/10 60 AGRIUM INC 24,000.00 958.66 1,643,757.60 881,682.55 762,075.05
230190 4/15/10 CAD S27249 68.530 1.001 1,641,459.56 821,618.83 819,840.73
---------------- --------- ---------------- ------------ ---------------- --------------
24,000.00 958.66 1,643,757.60 881,682.55 762,075.05
1,641,459.56 821,618.83 819,840.73
1 TRANSACTION IN COUNTRY: CANADA ( 300)
SALE 3/30/10 60 TRIGANO SA EUR 4.25678 20,000.00 693.08 343,683.70 777,312.90 -433,629.20
236573 4/06/10 EUR S27207 17.210 .745 461,361.27 1,048,908.68 -587,547.41
SALE 3/30/10 60 TRIGANO SA EUR 4.25678 21,252.00 746.08 369,964.34 825,972.69 -456,008.35
236573 4/06/10 EUR S27207 17.435 .745 496,640.43 1,114,570.37 -617,929.94
SALE 3/31/10 60 MICHELIN EUR 2.0 REGD 45,000.00 5,001.30 2,460,054.37 2,098,156.44 361,897.93
240580 4/07/10 EUR S27209 54.750 .739 3,329,193.65 3,064,364.42 264,829.23
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: 11
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 3/31/10 60 MICHELIN EUR 2.0 REGD 205,000.00 22,740.68 11,185,769.64 9,558,268.24 1,627,501.40
240580 4/07/10 EUR S27209 54.647 .739 15,137,711.45 13,959,882.40 1,177,829.05
SALE 3/31/10 60 TRIGANO SA EUR 4.25678 4,079.00 56.58 69,647.90 158,532.97 -88,885.07
236573 4/07/10 EUR S27209 17.085 .739 94,254.56 213,924.93 -119,670.37
SALE 3/31/10 60 TRIGANO SA EUR 4.25678 8,822.00 307.93 151,464.10 342,872.72 -191,408.62
236573 4/07/10 EUR S27209 17.195 .739 204,976.49 462,673.62 -257,697.13
SALE 4/01/10 60 TRIGANO SA EUR 4.25678 11,803.00 408.63 200,911.00 458,731.21 -257,820.21
236573 4/08/10 EUR S27217 17.048 .739 272,013.40 619,013.46 -347,000.06
SALE 4/06/10 60 TRIGANO SA EUR 4.25678 6,868.00 239.73 119,221.08 266,929.25 -147,708.17
236573 4/09/10 EUR S27226 17.385 .747 159,577.41 360,195.24 -200,617.83
SALE 4/06/10 60 TRIGANO SA EUR 4.25678 7,738.00 269.55 134,050.60 300,742.36 -166,691.76
236573 4/09/10 EUR S27226 17.350 .747 179,426.72 405,822.77 -226,396.05
SALE 4/07/10 60 MICHELIN EUR 2.0 REGD 250,000.00 26,863.70 13,398,971.35 11,656,424.69 1,742,546.66
240580 4/12/10 EUR S27232 53.676 .749 17,882,271.32 17,024,246.84 858,024.48
SALE 4/07/10 60 SOCIETE GENERALE EUR 1 250,000.00 23,120.20 11,531,801.31 7,959,779.74 3,572,021.57
245186 4/12/10 EUR S27232 46.197 .749 15,390,345.61 10,961,837.20 4,428,508.41
SALE 4/07/10 60 TRIGANO SA EUR 4.25678 6,691.00 231.17 115,297.39 260,050.03 -144,752.64
236573 4/12/10 EUR S27232 17.258 .749 153,875.93 350,912.40 -197,036.47
SALE 4/08/10 60 TRIGANO SA EUR 4.25678 4,430.00 150.68 75,086.89 172,174.81 -97,087.92
236573 4/13/10 EUR S27235 16.975 .749 100,301.08 232,333.28 -132,032.20
SALE 4/09/10 60 MICHELIN EUR 2.0 REGD 250,000.00 26,307.49 13,022,986.17 11,656,424.69 1,366,561.48
240580 4/14/10 EUR S27246 52.170 .744 17,512,016.54 17,024,246.84 487,769.70
SALE 4/09/10 60 TRIGANO SA EUR 4.25678 8,317.00 287.56 142,354.50 323,245.57 -180,891.07
236573 4/14/10 EUR S27246 17.142 .744 191,424.17 436,188.68 -244,764.51
SALE 4/13/10 60 ESSILOR INTL SA CIE GE 250,000.00 23,507.61 11,536,594.11 10,317,437.24 1,219,156.87
238510 4/16/10 EUR S27260 46.216 .737 15,648,228.87 14,503,425.39 1,144,803.48
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: 12
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/26/10 60 ESSILOR INTL SA CIE GE 98,000.00 9,211.19 4,601,224.20 4,044,435.40 556,788.80
238510 4/29/10 EUR S27301 47.022 .750 6,131,589.16 5,685,342.76 446,246.40
SALE 4/26/10 60 ESSILOR INTL SA CIE GE 35,674.00 3,351.81 1,674,312.59 1,472,257.02 202,055.57
238510 4/29/10 EUR S27301 47.004 .750 2,231,188.15 2,069,580.78 161,607.37
---------------- --------- ---------------- ------------ ---------------- --------------
1,483,674.00 143,494.97 71,133,395.24 62,649,747.97 8,483,647.27
95,576,396.21 89,537,470.06 6,038,926.15
18 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
SALE 3/05/10 60 JUPITER TELECOMMUNICAT 162.00 22,599,000.00 12,933,165.71 9,665,834.29
243590 4/21/10 JPY 139500. 90.540 249,602.39 139,623.06 109,979.33
SALE 4/15/10 60 ALFRESA HOLDINGS CORP 6,000.00 345.02 26,735,379.00 22,929,877.00 3,805,502.00
245293 4/20/10 JPY S27270 4461.25 93.100 287,168.41 234,696.80 52,471.61
SALE 4/15/10 60 ALL NIPPON AIRWAYS CO 130,410.00 492.90 38,195,148.00 48,532,140.14 -10,336,992.14
245108 4/20/10 JPY S27270 293.237 93.100 410,259.38 495,888.98 -85,629.60
SALE 4/15/10 60 DAIICHI SANKYO CO LTD 131,550.00 2,935.18 227,448,125.00 241,892,076.26 -14,443,951.26
241711 4/20/10 JPY S27270 1731.06 93.100 2,443,051.83 2,659,267.42 -216,215.59
SALE 4/15/10 60 KAJIMA CORP 150,130.00 464.16 35,968,274.00 43,667,561.06 -7,699,287.06
245457 4/20/10 JPY S27270 239.869 93.100 386,340.21 454,841.24 -68,501.03
SALE 4/15/10 60 NIPPON EXPRESS CO LTD 146,230.00 805.70 62,434,175.00 59,234,671.83 3,199,503.17
245145 4/20/10 JPY S27270 427.472 93.100 670,614.12 617,491.21 53,122.91
SALE 4/15/10 60 NIPPON MEAT PACKERS IN 34,530.00 547.62 42,434,898.00 39,803,467.05 2,631,430.95
245122 4/20/10 JPY S27270 1230.40 93.100 455,799.12 414,703.80 41,095.32
SALE 4/15/10 60 NISSIN FOODS HOLDINGS 15,770.00 648.29 50,236,969.00 48,572,105.00 1,664,864.00
245126 4/20/10 JPY S27270 3189.43 93.100 539,602.24 494,775.44 44,826.80
SALE 4/15/10 60 OBAYASHI CORP JPY 50.0 118,080.00 662.50 51,337,718.00 53,039,320.54 -1,701,602.54
245352 4/20/10 JPY S27270 435.293 93.100 551,425.54 552,961.69 -1,536.15
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 13
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/15/10 60 TEIJIN LTD JPY 50.0 174,490.00 712.37 55,202,303.00 38,984,138.00 16,218,165.00
245305 4/20/10 JPY S27270 316.744 93.100 592,935.59 399,018.81 193,916.78
SALE 4/15/10 60 TERUMO CORP JPY 50.0 31,860.00 2,080.63 161,229,443.00 134,398,323.51 26,831,119.49
245260 4/20/10 JPY S27270 5066.64 93.100 1,731,787.79 1,414,016.89 317,770.90
SALE 4/15/10 60 TOHO GAS CO LTD JPY 50 96,930.00 594.69 46,083,759.00 46,694,891.00 -611,132.00
245299 4/20/10 JPY S27270 476.005 93.100 494,992.04 477,941.57 17,050.47
SALE 4/15/10 60 TOKYO BROADCASTING SYS 7,510.00 154.04 11,936,493.00 10,184,893.00 1,751,600.00
245365 4/20/10 JPY S27270 1591.32 93.100 128,211.53 104,246.60 23,964.93
SALE 4/15/10 60 TOKYO ELECTRIC POWER C 235,980.00 7,387.64 572,469,944.00 575,435,081.12 -2,965,137.12
241669 4/20/10 JPY S27270 2428.84 93.100 6,148,978.99 6,225,846.44 -76,867.45
SALE 4/15/10 60 TOSOH CORP JPY 50.0 92,600.00 297.89 23,084,216.00 14,896,965.00 8,187,251.00
245135 4/20/10 JPY S27270 249.589 93.100 247,950.76 151,746.61 96,204.15
SALE 4/15/10 60 TOTO LTD JPY 50.0 47,160.00 400.16 31,008,903.00 28,251,015.38 2,757,887.62
245336 4/20/10 JPY S27270 658.315 93.100 333,070.92 294,475.14 38,595.78
SALE 4/15/10 60 TOYO SEIKAN KAISHA LTD 31,090.00 678.99 52,615,915.00 57,429,893.07 -4,813,978.07
245347 4/20/10 JPY S27270 1694.40 93.100 565,154.83 598,453.41 -33,298.58
SALE 4/15/10 60 YAMAHA MOTOR CO LTD JP 35,870.00 607.00 47,037,386.00 33,739,121.00 13,298,265.00
245269 4/20/10 JPY S27270 1312.90 93.100 505,235.08 344,804.51 160,430.57
SALE 4/21/10 60 BENESSE CORP JPY 50.0 13,200.00 360.49 55,969,608.00 46,462,436.00 9,507,172.00
245456 4/26/10 JPY S27286 4242.66 93.210 600,467.85 470,219.98 130,247.87
SALE 4/21/10 60 DAINIPPON SUMITOMO PHA 33,000.00 352.94 27,382,878.00 27,271,380.00 111,498.00
245419 4/26/10 JPY S27286 830.781 93.210 293,776.18 276,165.87 17,610.31
SALE 4/21/10 60 HOKKAIDO ELECTRIC POWE 38,410.00 440.96 68,463,824.00 78,986,249.00 -10,522,425.00
245393 4/26/10 JPY S27286 1783.51 93.210 734,511.58 805,899.90 -71,388.32
SALE 4/21/10 60 HOKURIKU ELECTRIC POWE 36,720.00 462.59 71,820,940.00 88,979,134.00 -17,158,194.00
245389 4/26/10 JPY S27286 1957.08 93.210 770,528.27 907,857.71 -137,329.44
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: 14
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/21/10 60 ITO EN LTD JPY 50.0 11,000.00 209.89 16,284,435.00 13,385,815.00 2,898,620.00
245447 4/26/10 JPY S27286 1482.18 93.210 174,706.95 135,470.25 39,236.70
SALE 4/21/10 60 KDDI CORP 560.00 3,310.54 256,837,925.00 298,813,970.39 -41,976,045.39
241277 4/26/10 JPY S27286 459190. 93.210 2,755,476.08 3,284,615.02 -529,138.94
SALE 4/21/10 60 KIRIN HOLDINGS COMPANY 150,000.00 2,635.00 204,428,387.00 189,525,266.71 14,903,120.29
245416 4/26/10 JPY S27286 1364.49 93.210 2,193,202.31 1,991,564.80 201,637.51
SALE 4/21/10 60 LAWSON INC 12,400.00 651.07 50,511,314.00 49,987,292.00 524,022.00
245448 4/26/10 JPY S27286 4078.38 93.210 541,908.74 505,893.05 36,015.69
SALE 4/21/10 60 NISSHA PRINTING CO LTD 50,000.00 2,237.14 173,561,591.00 242,368,146.00 -68,806,555.00
243540 4/26/10 JPY S27286 3475.40 93.210 1,862,049.04 2,524,308.85 -662,259.81
SALE 4/21/10 60 OJI PAPER CO LTD NPV 165,300.00 916.87 71,132,738.00 70,149,763.77 982,974.23
245311 4/26/10 JPY S27286 430.842 93.210 763,144.92 731,000.31 32,144.61
SALE 4/21/10 60 SAPPORO HOLDINGS LTD J 43,830.00 270.37 20,975,899.00 18,139,848.00 2,836,051.00
245288 4/26/10 JPY S27286 479.149 93.210 225,039.15 185,668.86 39,370.29
SALE 4/21/10 60 SHIONOGI + CO LTD NPV 58,760.00 664.20 103,121,884.00 121,766,115.78 -18,644,231.78
245124 4/26/10 JPY S27286 1756.02 93.210 1,106,339.28 1,349,347.40 -243,008.12
SALE 4/21/10 60 SHOWA SHELL SEKIYU KK 33,080.00 143.82 22,328,751.00 31,855,428.52 -9,526,677.52
245148 4/26/10 JPY S27286 675.398 93.210 239,553.17 332,111.62 -92,558.45
SALE 4/21/10 60 SOFTBANK CORP NPV 142,540.00 1,958.99 304,146,104.00 268,760,613.02 35,385,490.98
245151 4/26/10 JPY S27286 2135.04 93.210 3,263,020.11 2,970,402.95 292,617.16
SALE 4/21/10 60 TONENGENERAL SEKIYU KK 59,560.00 624.31 48,435,208.00 58,625,900.86 -10,190,692.86
245404 4/26/10 JPY S27286 814.194 93.210 519,635.32 610,954.83 -91,319.51
---------------- --------- ---------------- ------------ ---------------- --------------
2,334,712.00 35,053.963,053,459,534.00 3,115,696,064.72 -62,236,530.72
32,785,539.72 33,156,281.02 -370,741.30
33 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: 15
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/20/10 60 KONINKLIJKE KPN NV 850,000.00 19,389.63 9,587,027.85 10,111,289.25 -524,261.40
239708 4/23/10 EUR S27283 11.296 .743 12,907,024.22 14,507,764.57 -1,600,740.35
SALE 4/20/10 60 KONINKLIJKE KPN NV 150,000.00 3,425.49 1,693,700.63 1,784,345.16 -90,644.53
239708 4/23/10 EUR S27283 11.308 .743 2,280,230.68 2,560,193.75 -279,963.07
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 22,815.12 11,280,728.48 11,895,634.41 -614,905.93
15,187,254.90 17,067,958.32 -1,880,703.42
2 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
SALE 4/13/10 60 STOREBRAND ASA 191,000.00 2,265.61 8,871,343.59 7,835,735.11 1,035,608.48
202782 4/16/10 NOK S27258 46.517 5.882 1,508,141.98 1,301,277.96 206,864.02
SALE 4/13/10 60 STOREBRAND ASA 305,082.00 3,623.75 14,189,342.55 12,515,925.34 1,673,417.21
202782 4/16/10 NOK S27258 46.580 5.882 2,412,209.94 2,078,515.62 333,694.32
SALE 4/14/10 60 STOREBRAND ASA 234,418.00 2,790.48 10,898,692.08 9,616,949.50 1,281,742.58
202782 4/19/10 NOK S27268 46.562 5.867 1,857,531.08 1,597,083.65 260,447.43
---------------- --------- ---------------- ------------ ---------------- --------------
730,500.00 8,679.84 33,959,378.22 29,968,609.95 3,990,768.27
5,777,883.00 4,976,877.23 801,005.77
3 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
SALE 3/29/10 60 MUNTERS 30,822.00 336.19 1,624,545.02 1,612,104.88 12,440.14
237273 4/01/10 SEK S27203 52.786 7.259 223,791.19 212,561.37 11,229.82
SALE 3/30/10 60 MUNTERS 969,178.00 10,458.62 50,567,462.07 50,691,602.85 -124,140.78
237273 4/06/10 SEK S27204 52.254 7.263 6,961,954.74 6,683,855.88 278,098.86
SALE 4/09/10 60 MUNTERS 44,356.00 497.24 2,389,802.01 2,319,983.26 69,818.75
237273 4/14/10 SEK S27244 53.959 7.220 330,992.92 305,897.48 25,095.44
SALE 4/12/10 60 MUNTERS 496,635.00 5,533.98 26,410,905.58 25,975,851.89 435,053.69
237273 4/15/10 SEK S27248 53.260 7.169 3,683,786.26 3,425,002.18 258,784.08
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: 16
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/13/10 60 MUNTERS 459,009.00 4,965.39 23,732,018.12 24,007,872.58 -275,854.46
237273 4/16/10 SEK S27259 51.780 7.180 3,305,295.00 3,165,517.59 139,777.41
SALE 4/29/10 60 SAS RIGHTS EXP 4/29/10 180,000,000.00 .01 .05 -.04
251432 4/29/10 SEK 27239 7.238 .01 -.01
---------------- --------- ---------------- ------------ ---------------- --------------
182,000,000.00 21,791.42 104,724,732.81 104,607,415.51 117,317.30
14,505,820.11 13,792,834.51 712,985.60
6 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
SALE 3/30/10 60 ZURICH FINCL SVCS AG ( 100,000.00 38,032.34 26,992,839.92 21,176,827.16 5,816,012.76
230391 4/06/10 CHF S27205 270.334 1.066 25,316,863.55 17,979,922.78 7,336,940.77
SALE 4/01/10 60 ZURICH FINCL SVCS AG ( 100,000.00 46,405.31 25,513,432.20 21,176,827.16 4,336,605.04
230391 4/08/10 CHF S27215 255.620 1.047 24,377,443.34 17,979,922.78 6,397,520.56
SALE 4/13/10 60 GEORG FISCHER AG CHF 2 1,950.00 1,210.31 771,535.52 404,166.54 367,368.98
247766 4/16/10 CHF S27257 396.316 1.057 729,584.42 376,977.46 352,606.96
SALE 4/13/10 60 GIVAUDAN (REG) 15,500.00 23,408.97 15,090,541.21 13,301,932.43 1,788,608.78
231194 4/16/10 CHF S27257 975.180 1.058 14,270,015.33 11,121,253.44 3,148,761.89
SALE 4/13/10 60 LINDT & SPR-REG 39.00 1,706.73 1,097,400.13 1,100,285.07 -2,884.94
233838 4/16/10 CHF S27257 28184.7 1.057 1,037,730.62 965,045.83 72,684.79
SALE 4/14/10 60 GEORG FISCHER AG CHF 2 3,314.00 2,052.29 1,293,702.56 686,875.85 606,826.71
247766 4/19/10 CHF S27264 391.027 1.053 1,228,237.50 640,668.36 587,569.14
SALE 4/14/10 60 GIVAUDAN (REG) 9,500.00 14,353.94 9,233,077.79 8,152,797.29 1,080,280.50
231194 4/19/10 CHF S27264 973.494 1.053 8,765,857.58 6,816,252.11 1,949,605.47
SALE 4/14/10 60 LINDT & SPR-REG 61.00 2,682.46 1,725,414.57 1,720,958.70 4,455.87
233838 4/19/10 CHF S27264 28331.8 1.053 1,638,103.65 1,509,430.66 128,672.99
SALE 4/15/10 60 GEORG FISCHER AG CHF 2 4,935.00 3,000.03 1,911,680.63 1,022,852.23 888,828.40
247766 4/20/10 CHF S27273 388.014 1.057 1,808,933.22 954,042.94 854,890.28
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: 17
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/15/10 60 LINDT & SPR-REG 134.00 5,868.17 3,788,938.52 3,780,466.66 8,471.86
233838 4/20/10 CHF S27273 28321.9 1.057 3,585,293.83 3,315,798.50 269,495.33
SALE 4/16/10 60 GEORG FISCHER AG CHF 2 5,600.00 3,058.82 2,159,543.02 1,160,683.39 998,859.63
247766 4/21/10 CHF S27276 386.212 1.061 2,036,152.20 1,082,601.93 953,550.27
SALE 4/16/10 60 LINDT & SPR-REG 39.00 1,553.48 1,096,767.38 1,100,285.07 -3,517.69
233838 4/21/10 CHF S27276 28164.4 1.061 1,034,100.87 965,045.83 69,055.04
SALE 4/19/10 60 GEORG FISCHER AG CHF 2 3,800.00 2,008.91 1,422,983.54 787,606.58 635,376.96
247766 4/22/10 CHF S27280 375.032 1.064 1,337,264.86 734,622.73 602,642.13
SALE 4/19/10 60 LINDT & SPR-REG 3.00 118.49 83,923.92 84,637.31 -713.39
233838 4/22/10 CHF S27280 28016.6 1.064 78,868.45 74,234.29 4,634.16
SALE 4/23/10 60 LINDT & SPR-REG 37.00 1,452.83 1,038,564.81 1,043,860.20 -5,295.39
233838 4/28/10 CHF S27297 28111.4 1.074 967,096.39 915,556.31 51,540.08
---------------- --------- ---------------- ------------ ---------------- --------------
244,912.00 146,913.08 93,220,345.72 76,701,061.64 16,519,284.08
88,211,545.81 65,431,375.95 22,780,169.86
15 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
SALE 4/01/10 60 BP PLC 750,000.00 8,599.62 4,682,023.82 3,812,019.54 870,004.28
214684 4/08/10 UKP S27216 6.250 .654 7,156,475.37 6,642,339.82 514,135.55
SALE 4/01/10 60 BP PLC 1,500,000.00 17,257.96 9,396,859.22 7,624,039.08 1,772,820.14
214684 4/08/10 UKP S27216 6.272 .654 14,363,103.25 13,284,679.64 1,078,423.61
SALE 4/01/10 60 BP PLC 750,000.00 10,825.31 4,713,792.69 3,812,019.54 901,773.15
214684 4/08/10 UKP S27216 6.295 .654 7,205,034.10 6,642,339.82 562,694.28
SALE 4/09/10 60 BP PLC 2,000,000.00 23,662.81 12,824,990.52 10,165,385.43 2,659,605.09
214684 4/14/10 UKP S27245 6.420 .651 19,694,063.09 17,712,906.17 1,981,156.92
SALE 4/21/10 60 ROYAL BANK OF SCOTLAND 1,200,000.00 1,196.24 645,543.42 2,054,570.38 -1,409,026.96
215793 4/26/10 UKP S27289 .539 .649 994,395.13 3,780,432.61 -2,786,037.48
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: 18
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/22/10 60 ROYAL BANK OF SCOTLAND 2,800,000.00 2,806.46 1,517,176.20 4,793,997.56 -3,276,821.36
215793 4/27/10 UKP S27292 .543 .650 2,334,630.85 8,821,009.44 -6,486,378.59
SALE 4/27/10 60 BP PLC 3,000,000.00 33,881.46 18,376,920.20 15,248,078.15 3,128,842.05
214684 4/30/10 UKP S27309 6.133 .652 28,199,387.12 26,569,359.26 1,630,027.86
---------------- --------- ---------------- ------------ ---------------- --------------
12,000,000.00 98,229.86 52,157,306.07 47,510,109.68 4,647,196.39
79,947,088.91 83,453,066.76 -3,505,977.85
7 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
SALE 3/30/10 60 DAIMLER AG 164,435.00 11,588.89 5,746,674.26 5,676,353.33 70,320.93
248924 4/01/10 EUR S27206 35.001 .745 7,714,340.12 8,358,956.50 -644,616.38
SALE 4/01/10 60 DAIMLER AG 85,565.00 6,114.00 3,006,045.90 2,953,733.53 52,312.37
248924 4/07/10 EUR S27214 35.184 .739 4,069,885.48 4,349,646.45 -279,760.97
SALE 4/14/10 60 DEUTSCHE TELEKOM AG NP 1,000,000.00 20,639.69 10,081,554.95 10,066,093.67 15,461.28
250453 4/16/10 EUR S27265 10.097 .734 13,739,150.33 14,359,282.90 -620,132.57
SALE 4/14/10 60 DEUTSCHE TELEKOM AG NP 1,000,000.00 20,645.00 10,084,151.05 10,066,093.67 18,057.38
250453 4/16/10 EUR S27265 10.099 .734 13,742,688.30 14,359,282.90 -616,594.60
SALE 4/14/10 60 DEUTSCHE TELEKOM AG NP 1,000,000.00 20,651.95 10,087,545.95 10,066,093.67 21,452.28
250453 4/16/10 EUR S27265 10.103 .734 13,747,314.87 14,359,282.90 -611,968.03
SALE 4/14/10 60 DEUTSCHE TELEKOM AG NP 750,000.00 15,525.30 7,583,407.80 7,549,570.25 33,837.55
250453 4/16/10 EUR S27265 10.126 .734 10,334,673.60 10,769,462.17 -434,788.57
SALE 4/14/10 60 DEUTSCHE TELEKOM AG NP 250,000.00 5,173.15 2,526,854.03 2,516,523.42 10,330.61
250453 4/16/10 EUR S27265 10.123 .734 3,443,598.49 3,589,820.73 -146,222.24
SALE 4/15/10 60 DEUTSCHE TELEKOM AG NP 200,000.00 4,118.84 2,020,764.30 2,013,218.73 7,545.57
250453 4/19/10 EUR S27271 10.119 .737 2,741,774.13 2,871,856.58 -130,082.45
SALE 4/15/10 60 DEUTSCHE TELEKOM AG NP 300,000.00 6,177.28 3,030,667.17 3,019,828.10 10,839.07
250453 4/19/10 EUR S27271 10.117 .737 4,112,010.91 4,307,784.87 -195,773.96
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 19
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/15/10 60 DEUTSCHE TELEKOM AG NP 1,000,000.00 20,597.25 10,105,319.25 10,066,093.67 39,225.58
250453 4/19/10 EUR S27271 10.121 .737 13,710,902.81 14,359,282.90 -648,380.09
SALE 4/15/10 60 DEUTSCHE TELEKOM AG NP 500,000.00 5,493.63 5,057,151.04 5,033,046.83 24,104.21
250453 4/19/10 EUR S27271 10.122 .737 6,861,545.36 7,179,641.45 -318,096.09
SALE 4/16/10 60 DEUTSCHE TELEKOM AG NP 300,000.00 6,147.99 3,029,468.97 3,019,828.10 9,640.87
250453 4/20/10 EUR S27279 10.113 .740 4,092,510.96 4,307,784.87 -215,273.91
SALE 4/16/10 60 DEUTSCHE TELEKOM AG NP 700,000.00 14,271.55 7,032,415.53 7,046,265.57 -13,850.04
250453 4/20/10 EUR S27279 10.061 .740 9,500,093.23 10,051,498.03 -551,404.80
---------------- --------- ---------------- ------------ ---------------- --------------
7,250,000.00 157,144.52 79,392,020.20 79,092,742.54 299,277.66
107,810,488.59 113,223,583.25 -5,413,094.66
13 TRANSACTIONS IN COUNTRY: GERMANY (1100)
SALE 4/13/10 60 OUTOKUMPU OYJ 250,000.00 8,448.47 4,146,171.40 2,627,092.01 1,519,079.39
243316 4/16/10 EUR S27260 16.610 .737 5,623,864.23 3,684,867.34 1,938,996.89
---------------- --------- ---------------- ------------ ---------------- --------------
250,000.00 8,448.47 4,146,171.40 2,627,092.01 1,519,079.39
5,623,864.23 3,684,867.34 1,938,996.89
1 TRANSACTION IN COUNTRY: FINLAND (1200)
SALE 4/13/10 60 VERBUND - OESTERREICHI 110,920.00 6,715.99 3,295,939.12 4,200,286.82 -904,347.70
237093 4/16/10 EUR S27260 29.759 .737 4,470,609.71 5,719,789.48 -1,249,179.77
SALE 4/14/10 60 VERBUND - OESTERREICHI 144,080.00 8,466.55 4,135,525.48 5,455,980.21 -1,320,454.73
237093 4/19/10 EUR S27266 28.746 .734 5,635,897.10 7,429,744.57 -1,793,847.47
SALE 4/15/10 60 VERBUND - OESTERREICHI 75,000.00 4,448.53 2,182,513.81 2,840,078.54 -657,564.73
237093 4/20/10 EUR S27274 29.144 .737 2,961,235.96 3,867,510.02 -906,274.06
SALE 4/15/10 60 VERBUND - OESTERREICHI 105,000.00 6,227.77 3,055,435.46 3,976,109.95 -920,674.49
237093 4/20/10 EUR S27274 29.143 .737 4,145,616.54 5,414,514.01 -1,268,897.47
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: 20
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/16/10 60 VERBUND - OESTERREICHI 65,000.00 3,862.25 1,903,155.48 2,461,401.40 -558,245.92
237093 4/21/10 EUR S27278 29.323 .740 2,570,973.58 3,351,842.01 -780,868.43
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 29,721.09 14,572,569.35 18,933,856.92 -4,361,287.57
19,784,332.89 25,783,400.09 -5,999,067.20
5 TRANSACTIONS IN COUNTRY: AUSTRIA (1300)
SALE 4/09/10 60 FERROVIAL SA 350,000.00 5,319.89 2,633,503.81 2,573,736.48 59,767.33
249959 4/14/10 EUR S27246 7.536 .744 3,541,274.00 3,744,236.69 -202,962.69
SALE 4/09/10 60 FERROVIAL SA 2,040,625.00 31,033.74 15,362,621.76 15,005,802.87 356,818.89
249959 4/14/10 EUR S27246 7.540 .744 20,658,125.79 21,830,237.13 -1,172,111.34
SALE 4/13/10 60 FERROVIAL SA 500,000.00 7,880.82 3,867,589.90 3,676,766.40 190,823.50
249959 4/16/10 EUR S27260 7.747 .737 5,245,996.47 5,348,909.56 -102,913.09
SALE 4/23/10 60 ABERTIS INFRAESTRU 35,000.00 982.11 489,265.00 518,596.50 -29,331.50
240490 4/28/10 EUR S27298 14.000 .748 653,755.86 780,964.11 -127,208.25
SALE 4/23/10 60 ABERTIS INFRAESTRU 450,000.00 12,633.13 6,293,560.48 6,667,669.27 -374,108.79
240490 4/28/10 EUR S27298 14.007 .748 8,409,455.07 10,040,967.05 -1,631,511.98
SALE 4/23/10 60 FERROVIAL SA 790,000.00 11,418.83 5,688,618.25 5,809,290.91 -120,672.66
249959 4/28/10 EUR S27298 7.212 .748 7,601,131.31 8,451,277.10 -850,145.79
SALE 4/23/10 60 FERROVIAL SA 210,000.00 3,012.82 1,500,925.23 1,544,241.89 -43,316.66
249959 4/28/10 EUR S27298 7.158 .748 2,005,536.19 2,246,542.02 -241,005.83
SALE 4/26/10 60 ABERTIS INFRAESTRU 300,000.00 8,375.04 4,183,545.26 4,445,112.85 -261,567.59
240490 4/29/10 EUR S27301 13.966 .750 5,574,990.41 6,693,978.04 -1,118,987.63
SALE 4/26/10 60 ABERTIS INFRAESTRU 90,000.00 2,513.10 1,255,351.14 1,333,533.85 -78,182.71
240490 4/29/10 EUR S27301 13.969 .750 1,672,880.33 2,008,193.40 -335,313.07
SALE 4/26/10 60 FERROVIAL SA 750,000.00 10,688.81 5,339,328.98 5,515,149.60 -175,820.62
249959 4/29/10 EUR S27301 7.130 .750 7,115,187.24 8,023,364.33 -908,177.09
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: 21
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/26/10 60 FERROVIAL SA 250,000.00 3,529.46 1,763,051.45 1,838,383.20 -75,331.75
249959 4/29/10 EUR S27301 7.063 .750 2,349,441.52 2,674,454.78 -325,013.26
SALE 4/26/10 60 GRIFOLS SA 350,000.00 7,127.46 3,560,346.46 4,027,254.38 -466,907.92
249919 4/29/10 EUR S27301 10.188 .750 4,744,515.98 5,912,882.44 -1,168,366.46
SALE 4/27/10 60 ABERTIS INFRAESTRU 100,000.00 2,723.01 1,361,125.24 1,481,704.28 -120,579.04
240490 4/30/10 EUR S27305 13.632 .751 1,812,610.18 2,231,326.01 -418,715.83
SALE 4/27/10 60 ABERTIS INFRAESTRU 25,000.00 683.73 341,771.57 370,426.07 -28,654.50
240490 4/30/10 EUR S27304 13.691 .751 455,137.12 557,831.50 -102,694.38
SALE 4/27/10 60 BANCO POPULAR ESPANOL 2,000,000.00 21,504.82 10,749,451.60 10,964,341.88 -214,890.28
250973 4/30/10 EUR S27305 5.383 .751 14,315,042.33 14,790,552.76 -475,510.43
SALE 4/27/10 60 FERROVIAL SA 1,150,000.00 15,595.34 7,795,524.15 8,456,562.72 -661,038.57
249959 4/30/10 EUR S27305 6.789 .751 10,381,297.79 12,302,491.98 -1,921,194.19
SALE 4/27/10 60 FERROVIAL SA 350,000.00 4,656.91 2,327,818.03 2,573,736.48 -245,918.45
249959 4/30/10 EUR S27306 6.661 .751 3,099,954.76 3,744,236.69 -644,281.93
---------------- --------- ---------------- ------------ ---------------- --------------
9,740,625.00 149,679.02 74,513,398.31 76,802,309.63 -2,288,911.32
99,636,332.35 111,382,445.59 -11,746,113.24
17 TRANSACTIONS IN COUNTRY: SPAIN (1500)
SALE 4/14/10 60 BULGARI SPA EURO 0.07 90,000.00 1,166.58 569,824.98 737,002.36 -167,177.38
233088 4/19/10 EUR S27266 6.341 .734 776,557.89 936,048.56 -159,490.67
SALE 4/15/10 60 BULGARI SPA EURO 0.07 133,199.00 1,718.77 843,254.84 1,090,755.30 -247,500.46
233088 4/20/10 EUR S27274 6.340 .737 1,144,128.64 1,385,341.46 -241,212.82
SALE 4/16/10 60 BULGARI SPA EURO 0.07 6,066.00 77.93 38,400.75 49,673.96 -11,273.21
233088 4/21/10 EUR S27278 6.340 .740 51,875.59 63,089.67 -11,214.08
SALE 4/22/10 60 BULGARI SPA EURO 0.07 520,735.00 6,643.17 3,324,169.26 4,264,254.70 -940,085.44
233088 4/27/10 EUR S27293 6.393 .752 4,422,143.20 5,415,924.94 -993,781.74
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 22
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/26/10 60 BULGARI SPA EURO 0.07 250,000.00 3,448.25 1,722,487.39 2,047,228.77 -324,741.38
233088 4/29/10 EUR S27301 6.900 .750 2,295,385.87 2,600,134.87 -304,749.00
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 13,054.70 6,498,137.22 8,188,915.09 -1,690,777.87
8,690,091.19 10,400,539.50 -1,710,448.31
5 TRANSACTIONS IN COUNTRY: ITALY (1700)
SALE 4/09/10 60 WESFARMERS 601,948.00 35,849.32 19,202,244.62 12,989,560.65 6,212,683.97
234285 4/14/10 AUD S27237 31.964 1.073 17,888,812.25 9,466,326.95 8,422,485.30
SALE 4/13/10 60 WESFARMERS 500,000.00 29,800.20 16,079,476.60 10,789,603.63 5,289,872.97
234285 4/16/10 AUD S27252 32.223 1.081 14,870,298.29 7,863,077.00 7,007,221.29
---------------- --------- ---------------- ------------ ---------------- --------------
1,101,948.00 65,649.52 35,281,721.22 23,779,164.28 11,502,556.94
32,759,110.54 17,329,403.95 15,429,706.59
2 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
SALE 4/23/10 60 SEMBCORP MARINE LTD 400,000.00 3,609.09 1,734,132.30 995,481.26 738,651.04
232290 4/28/10 SGD S27296 4.348 1.371 1,264,959.01 660,603.28 604,355.73
---------------- --------- ---------------- ------------ ---------------- --------------
400,000.00 3,609.09 1,734,132.30 995,481.26 738,651.04
1,264,959.01 660,603.28 604,355.73
1 TRANSACTION IN COUNTRY: SINGAPORE (1900)
SALE 4/09/10 60 PUBLIC POWER CORP EUR 100,000.00 8,929.08 1,295,359.80 1,956,611.72 -661,251.92
228225 4/14/10 EUR S27243 13.020 .744 1,741,871.02 2,388,710.52 -646,839.50
SALE 4/09/10 60 PUBLIC POWER CORP EUR 275,000.00 17,485.61 3,599,039.15 5,380,682.23 -1,781,643.08
228225 4/14/10 EUR S27243 13.135 .744 4,839,629.89 6,568,953.93 -1,729,324.04
SALE 4/12/10 60 PUBLIC POWER CORP EUR 145,000.00 9,606.59 1,953,631.52 2,837,087.00 -883,455.48
228225 4/15/10 EUR S27247 13.522 .735 2,658,891.99 3,463,630.26 -804,738.27
---------------- --------- ---------------- ------------ ---------------- --------------
520,000.00 36,021.28 6,848,030.47 10,174,380.95 -3,326,350.48
9,240,392.90 12,421,294.71 -3,180,901.81
3 TRANSACTIONS IN COUNTRY: GREECE (2400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 23
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/23/10 60 BRISA 374,920.00 4,375.63 2,179,846.99 2,713,405.60 -533,558.61
224313 4/28/10 EUR S27298 5.823 .748 2,912,711.40 3,901,441.19 -988,729.79
SALE 4/23/10 60 ENERGIAS DE PORTUGAL S 2,000,000.00 11,361.57 5,660,097.10 6,936,354.33 -1,276,257.23
238546 4/28/10 EUR S27298 2.834 .748 7,563,021.35 9,842,568.78 -2,279,547.43
SALE 4/26/10 60 BRISA 294,485.00 3,322.37 1,659,609.64 2,131,274.00 -471,664.36
224313 4/29/10 EUR S27301 5.644 .750 2,211,595.01 3,064,429.50 -852,834.49
SALE 4/27/10 60 BRISA 480,595.00 5,121.09 2,559,840.44 3,478,206.46 -918,366.02
224313 4/30/10 EUR S27305 5.334 .751 3,408,938.95 5,001,101.92 -1,592,162.97
SALE 4/27/10 60 ENERGIAS DE PORTUGAL S 3,000,000.00 16,244.27 8,119,901.85 10,404,531.49 -2,284,629.64
238546 4/30/10 EUR S27305 2.711 .751 10,813,271.51 14,763,853.16 -3,950,581.65
---------------- --------- ---------------- ------------ ---------------- --------------
6,150,000.00 40,424.93 20,179,296.02 25,663,771.88 -5,484,475.86
26,909,538.22 36,573,394.55 -9,663,856.33
5 TRANSACTIONS IN COUNTRY: PORTUGAL (3100)
SALE 4/07/10 60 HONG KONG EXCHANGE 1.0 100,000.00 5,412.28 13,553,000.43 9,935,166.94 3,617,833.49
234682 4/09/10 HKD S27230 135.950 7.762 1,746,093.15 1,278,008.51 468,084.64
---------------- --------- ---------------- ------------ ---------------- --------------
100,000.00 5,412.28 13,553,000.43 9,935,166.94 3,617,833.49
1,746,093.15 1,278,008.51 468,084.64
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
226,830,371.00 987,101.813,678,297,655.06 3,706,103,207.93 -27,805,552.87
647,098,191.29 640,975,023.45 6,123,167.84
138 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
246,830,371.00 1115650.033,888,122,106.84 3,878,615,935.35 9,506,171.49
856,922,643.07 813,487,750.87 43,434,892.20
140 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
---------------- --------- ---------------- ------------ ---------------- --------------
492,302,842.00 2106897.64 11219489962.48 11209983790.99 9,506,171.49
2,099,312,918.76 2,055,878,026.56 43,434,892.20
218 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: 24
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
HEDGE FUNDS ( 300)
--------------------------------
PUR 4/01/10 60 PERSHING SQUARE CAPITA 100,000,000.00 100,000,000.00 100,000,000.00
251331 4/01/10 USD 62886 1.000 1.000 100,000,000.00 100,000,000.00
---------------- --------- ---------------- ------------ ---------------- --------------
100,000,000.00 100,000,000.00 100,000,000.00
100,000,000.00 100,000,000.00
1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
100,000,000.00 100,000,000.00 100,000,000.00
100,000,000.00 100,000,000.00
1 TRANSACTION IN CATEGORY: HEDGE FUNDS ( 300)
PRIVATE EQUITY (3000)
--------------------------------
PUR 4/01/10 60 FAIRVIEW CAPSTONE PART 1,194,000.00 1,194,000.00 1,194,000.00
243120 4/01/10 USD 62861 1.000 1.000 1,194,000.00 1,194,000.00
PUR 4/01/10 60 LEXINGTON CAPITAL PART 267,121.00 267,121.00 267,121.00
234543 4/01/10 USD 62851 1.000 1.000 267,121.00 267,121.00
PUR 4/01/10 60 NJHL EUROPEAN BUYOUT I 218,700.00 218,700.00 218,700.00
233641 4/01/10 USD 62882 1.000 1.000 218,700.00 218,700.00
PUR 4/01/10 60 NJHL EUROPEAN BUYOUT S 270,000.00 270,000.00 270,000.00
241503 4/01/10 USD 62882 1.000 1.000 270,000.00 270,000.00
PUR 4/01/10 60 NJHL EUROPEAN BUYOUT S 243,000.00 243,000.00 243,000.00
244345 4/01/10 USD 62882 1.000 1.000 243,000.00 243,000.00
PUR 4/01/10 60 SONJ PRIVATE OPPORTUNI 980,000.00 980,000.00 980,000.00
239748 4/01/10 USD 62863 1.000 1.000 980,000.00 980,000.00
PUR 4/01/10 60 SONJ PRVATE OPP FD LP- 476,301.00 476,301.00 476,301.00
236473 4/01/10 USD 62862 1.000 1.000 476,301.00 476,301.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 25
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 4/05/10 60 MADISON DEARBORN CAP P 133,447.00 133,447.00 133,447.00
234853 4/05/10 USD 62872 1.000 1.000 133,447.00 133,447.00
PUR 4/05/10 60 NJHL EUROPEAN BUYOUT I 49,750.00 49,750.00 49,750.00
233641 4/05/10 USD 62876 1.000 1.000 49,750.00 49,750.00
PUR 4/07/10 60 GSO CAPITAL OPPORTUNIT 1,401,287.00 1,401,287.00 1,401,287.00
241894 4/07/10 USD 62867 1.000 1.000 1,401,287.00 1,401,287.00
PUR 4/07/10 60 NB/NJ SECONDARY FUND I 2,500,000.00 2,500,000.00 2,500,000.00
242111 4/07/10 USD 62866 1.000 1.000 2,500,000.00 2,500,000.00
PUR 4/08/10 60 FAIRVIEW CAPSTONE PART 1,194,030.00 1,194,030.00 1,194,030.00
237796 4/08/10 USD 62890 1.000 1.000 1,194,030.00 1,194,030.00
PUR 4/12/10 60 MATLINPATTERSON GLBL O 2,000,000.00 2,000,000.00 2,000,000.00
238086 4/12/10 USD 62877 1.000 1.000 2,000,000.00 2,000,000.00
PUR 4/12/10 60 ONEX PARTNERS III 881,209.00 881,209.00 881,209.00
245250 4/12/10 USD 62864 1.000 1.000 881,209.00 881,209.00
PUR 4/14/10 60 CSFB/NJDI EMERG. OPP F 1,500,000.00 1,500,000.00 1,500,000.00
237463 4/14/10 USD 62898 1.000 1.000 1,500,000.00 1,500,000.00
PUR 4/14/10 60 HFCP VI 375,000.00 375,000.00 375,000.00
237795 4/14/10 USD 62892 1.000 1.000 375,000.00 375,000.00
PUR 4/14/10 60 WARBURG PINCUS PRIVATE 9,000,000.00 9,000,000.00 9,000,000.00
238843 4/14/10 USD 62891 1.000 1.000 9,000,000.00 9,000,000.00
PUR 4/15/10 60 BDCM OPPORTUNITY FUND 204,149.10 204,149.10 204,149.10
233806 4/15/10 USD 62895 1.000 1.000 204,149.10 204,149.10
PUR 4/16/10 60 CSFB/NJDI INVESTMENT F 7,500,000.00 7,500,000.00 7,500,000.00
241599 4/16/10 USD 62906 1.000 1.000 7,500,000.00 7,500,000.00
PUR 4/19/10 60 GLEACHER MEZZANINE II 1,294,402.00 1,294,402.00 1,294,402.00
236975 4/19/10 USD 62899 1.000 1.000 1,294,402.00 1,294,402.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 26
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 4/19/10 60 GTCR FUND IX 5,202,665.00 5,202,665.00 5,202,665.00
236173 4/19/10 USD 62907 1.000 1.000 5,202,665.00 5,202,665.00
PUR 4/20/10 60 SILVER LAKE PARTNERS I 4,907,379.00 4,907,379.00 4,907,379.00
238088 4/20/10 USD 62915 1.000 1.000 4,907,379.00 4,907,379.00
PUR 4/22/10 60 CSFB-SERIES 2006 3,000,000.00 3,000,000.00 3,000,000.00
235211 4/22/10 USD 62924 1.000 1.000 3,000,000.00 3,000,000.00
PUR 4/22/10 60 NJHL EUROPEAN BUYOUT S 1,067,286.09 1,067,286.09 1,067,286.09
241503 4/22/10 USD 62925 1.000 1.000 1,067,286.09 1,067,286.09
PUR 4/22/10 60 OCM MEZZANINE FUND II 1,325,000.00 1,325,000.00 1,325,000.00
233660 4/22/10 USD 62916 1.000 1.000 1,325,000.00 1,325,000.00
PUR 4/23/10 60 COURT SQUARE CAP PTNRS 675,525.00 675,525.00 675,525.00
238089 4/23/10 USD 62908 1.000 1.000 675,525.00 675,525.00
PUR 4/26/10 60 APOLLO INVESTMENT FUND 4,670,902.00 4,670,902.00 4,670,902.00
234049 4/26/10 USD 62909 1.000 1.000 4,670,902.00 4,670,902.00
PUR 4/26/10 60 BLACKSTONE CAPITAL PAR 1,020,790.00 1,020,790.00 1,020,790.00
233139 4/26/10 USD 62928 1.000 1.000 1,020,790.00 1,020,790.00
PUR 4/26/10 60 NJHL EUROPEAN BUYOUT S 339,475.09 339,475.09 339,475.09
244345 4/26/10 USD 62927 1.000 1.000 339,475.09 339,475.09
PUR 4/27/10 60 CSFB/NJDI EMERG. OPP F 2,000,000.00 2,000,000.00 2,000,000.00
237463 4/27/10 USD 62933 1.000 1.000 2,000,000.00 2,000,000.00
PUR 4/29/10 60 KPS SPECIAL SITUATIONS 1,151,803.31 1,151,803.31 1,151,803.31
238854 4/29/10 USD 62935 1.000 1.000 1,151,803.31 1,151,803.31
PUR 4/29/10 60 NJHL EUROPEAN BUYOUT I 7,307.26 7,307.26 7,307.26
233641 4/29/10 USD 62936 1.000 1.000 7,307.26 7,307.26
PUR 4/30/10 60 CSFB/NJDI INVESTMENT F 1,500,000.00 1,500,000.00 1,500,000.00
232433 4/30/10 USD 62943 1.000 1.000 1,500,000.00 1,500,000.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 27
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 4/30/10 60 GLEACHER MEZZANINE II 1,775,420.00 1,775,420.00 1,775,420.00
236975 4/30/10 USD 62947 1.000 1.000 1,775,420.00 1,775,420.00
---------------- --------- ---------------- ------------ ---------------- --------------
60,325,948.85 60,325,948.85 60,325,948.85
60,325,948.85 60,325,948.85
34 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
PUR 4/22/10 60 ANACAP FINANCIAL PARTN 572,630.73 572,630.73 572,630.73
240633 4/22/10 EUR 62917 1.000 .752 761,770.80 761,770.80
---------------- --------- ---------------- ------------ ---------------- --------------
572,630.73 572,630.73 572,630.73
761,770.80 761,770.80
1 TRANSACTION IN COUNTRY: EUROPE (EURO) ( 750)
---------------- --------- ---------------- ------------ ---------------- --------------
60,898,579.58 60,898,579.58 60,898,579.58
61,087,719.65 61,087,719.65
35 TRANSACTIONS IN CATEGORY: PRIVATE EQUITY (3000)
COMMODITY FUND (3005)
--------------------------------
PUR 4/09/10 60 CARGILL PROALPHA INDEX 150,000,000.00 150,000,000.00 150,000,000.00
251412 4/09/10 USD 62896 1.000 1.000 150,000,000.00 150,000,000.00
---------------- --------- ---------------- ------------ ---------------- --------------
150,000,000.00 150,000,000.00 150,000,000.00
150,000,000.00 150,000,000.00
1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
150,000,000.00 150,000,000.00 150,000,000.00
150,000,000.00 150,000,000.00
1 TRANSACTION IN CATEGORY: COMMODITY FUND (3005)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
REAL ESTATE (3010)
--------------------------------
PUR 4/01/10 60 CAPMARK COMM RLTY PRTN 1,720,693.00 1,720,693.00 1,720,693.00
238280 4/01/10 USD 62884 1.000 1.000 1,720,693.00 1,720,693.00
PUR 4/05/10 60 BLACKSTONE R E ASSOC V 1,215,723.00 1,215,723.00 1,215,723.00
236949 4/05/10 USD 62885 1.000 1.000 1,215,723.00 1,215,723.00
PUR 4/13/10 60 CARLYLE REALTY V LP 4,778,465.00 4,778,465.00 4,778,465.00
236945 4/13/10 USD 62900 1.000 1.000 4,778,465.00 4,778,465.00
PUR 4/27/10 60 TA REALTY ASSOCIATES F 15,000,000.00 15,000,000.00 15,000,000.00
251640 4/27/10 USD 62934 1.000 1.000 15,000,000.00 15,000,000.00
PUR 4/28/10 60 BLACKSTONE R E ASSOC V 2,488,709.00 2,488,709.00 2,488,709.00
236949 4/28/10 USD 62939 1.000 1.000 2,488,709.00 2,488,709.00
PUR 4/28/10 60 NJDOI/GMAM CORE REAL E 1,841,877.41 1,841,877.41 1,841,877.41
241592 4/28/10 USD 62940 1.000 1.000 1,841,877.41 1,841,877.41
PUR 4/29/10 60 RLJ REAL ESTATE FUND I 7,859,200.00 7,859,200.00 7,859,200.00
242656 4/29/10 USD 62942 1.000 1.000 7,859,200.00 7,859,200.00
---------------- --------- ---------------- ------------ ---------------- --------------
34,904,667.41 34,904,667.41 34,904,667.41
34,904,667.41 34,904,667.41
7 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
34,904,667.41 34,904,667.41 34,904,667.41
34,904,667.41 34,904,667.41
7 TRANSACTIONS IN CATEGORY: REAL ESTATE (3010)
---------------- --------- ---------------- ------------ ---------------- --------------
345,803,246.99 345,803,246.99 345,803,246.99
345,992,387.06 345,992,387.06
44 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD E (5146)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 29
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
COMMON STOCK (2215)
--------------------------------
SALE 4/06/10 60 ARCH CAP GROUP LTD 6,952.00 520,426.72 484,519.64 35,907.08
249897 4/09/10 USD 62893 74.860 1.000 520,426.72 484,519.64 35,907.08
---------------- --------- ---------------- ------------ ---------------- --------------
6,952.00 520,426.72 484,519.64 35,907.08
520,426.72 484,519.64 35,907.08
1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
6,952.00 520,426.72 484,519.64 35,907.08
520,426.72 484,519.64 35,907.08
1 TRANSACTION IN CATEGORY: COMMON STOCK (2215)
---------------- --------- ---------------- ------------ ---------------- --------------
6,952.00 520,426.72 484,519.64 35,907.08
520,426.72 484,519.64 35,907.08
1 "SALE" TRANSACTION IN FUND: COMMON PENSION FD E (5146)
---------------- --------- ---------------- ------------ ---------------- --------------
345,810,198.99 346,323,673.71 346,287,766.63 35,907.08
346,512,813.78 346,476,906.70 35,907.08
45 TRANSACTIONS WITHIN FUND: COMMON PENSION FD E (5146)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 30
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/09/10 60 COCA-COLA ICECEK AS TR 11,183.00 202.75 151,272.44 151,272.44
248888 4/13/10 TRY N20100 13.500 1.489 101,579.67 101,579.67
PUR 4/12/10 60 COCA-COLA ICECEK AS TR 5,405.00 98.52 73,393.43 73,393.43
248888 4/14/10 TRY N20100 13.552 1.487 49,360.03 49,360.03
PUR 4/13/10 60 COCA-COLA ICECEK AS TR 101.00 1.83 1,366.23 1,366.23
248888 4/15/10 TRY N20100 13.500 1.489 917.67 917.67
PUR 4/13/10 60 TAV HAVALIMANLARI HOLD 16,044.00 132.55 98,867.94 98,867.94
250735 4/15/10 TRY N20100 6.150 1.489 66,407.80 66,407.80
PUR 4/14/10 60 COCA-COLA ICECEK AS TR 1,167.00 21.49 15,902.94 15,902.94
248888 4/16/10 TRY N20100 13.600 1.477 10,768.51 10,768.51
PUR 4/14/10 60 TAV HAVALIMANLARI HOLD 25,034.00 216.94 160,505.43 160,505.43
250735 4/16/10 TRY N20100 6.399 1.477 108,684.61 108,684.61
PUR 4/15/10 60 TAV HAVALIMANLARI HOLD 38,515.00 347.82 256,281.95 256,281.95
250735 4/19/10 TRY N20100 6.641 1.471 174,258.48 174,258.48
PUR 4/16/10 60 ANADOLU EFES BIRACILIK 1,375.00 32.10 23,814.13 23,814.13
242900 4/20/10 TRY N20100 17.285 1.481 16,081.94 16,081.94
PUR 4/16/10 60 COCA-COLA ICECEK AS TR 1,007.00 18.49 13,716.34 13,716.34
248888 4/20/10 TRY N20100 13.594 1.481 9,262.79 9,262.79
PUR 4/16/10 60 TAV HAVALIMANLARI HOLD 1,097.00 10.00 7,419.56 7,419.56
250735 4/20/10 TRY N20100 6.750 1.481 5,010.51 5,010.51
PUR 4/16/10 60 TUPRAS TURKIYE PETROL 8,566.00 378.46 280,770.56 280,770.56
251658 4/20/10 TRY N20100 32.712 1.481 189,607.35 189,607.35
PUR 4/19/10 60 ANADOLU EFES BIRACILIK 737.00 17.07 12,775.60 12,775.60
242900 4/21/10 TRY N20100 17.300 1.494 8,550.13 8,550.13
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: 31
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/19/10 60 TUPRAS TURKIYE PETROL 2,702.00 117.89 88,252.97 88,252.97
251658 4/21/10 TRY N20100 32.597 1.494 59,063.69 59,063.69
PUR 4/20/10 60 ANADOLU EFES BIRACILIK 516.00 12.21 9,099.76 9,099.76
242900 4/22/10 TRY N20100 17.600 1.488 6,116.25 6,116.25
PUR 4/20/10 60 COCA-COLA ICECEK AS TR 2,535.00 47.05 35,068.46 35,068.46
248888 4/22/10 TRY N20100 13.806 1.488 23,570.68 23,570.68
PUR 4/20/10 60 TUPRAS TURKIYE PETROL 1,200.00 54.04 40,280.40 40,280.40
251658 4/22/10 TRY N20100 33.500 1.488 27,073.80 27,073.80
PUR 4/20/10 60 TUPRAS TURKIYE PETROL 3,575.00 160.20 119,413.12 119,413.12
251658 4/22/10 TRY N20100 33.336 1.488 80,261.54 80,261.54
PUR 4/21/10 60 ANADOLU EFES BIRACILIK 1,620.00 39.48 29,380.64 29,380.64
242900 4/26/10 TRY N20100 18.100 1.485 19,779.61 19,779.61
PUR 4/21/10 60 COCA-COLA ICECEK AS TR 1,249.00 23.80 17,708.70 17,708.70
248888 4/26/10 TRY N20100 14.150 1.485 11,921.84 11,921.84
PUR 4/21/10 60 TAV HAVALIMANLARI HOLD 4,014.00 37.83 28,154.20 28,154.20
250735 4/26/10 TRY N20100 7.000 1.485 18,953.95 18,953.95
PUR 4/21/10 60 TUPRAS TURKIYE PETROL 7,018.00 314.90 234,341.20 234,341.20
251658 4/26/10 TRY N20100 33.325 1.485 157,763.03 157,763.03
PUR 4/22/10 60 ANADOLU EFES BIRACILIK 3,069.00 75.12 55,967.51 55,967.51
242900 4/27/10 TRY N20100 18.200 1.487 37,637.87 37,637.87
PUR 4/22/10 60 TAV HAVALIMANLARI HOLD 6,689.00 62.80 46,782.60 46,782.60
250735 4/27/10 TRY N20100 6.980 1.487 31,461.06 31,461.06
PUR 4/22/10 60 TUPRAS TURKIYE PETROL 5,591.00 249.65 185,984.04 185,984.04
251658 4/27/10 TRY N20100 33.198 1.487 125,073.33 125,073.33
PUR 4/26/10 60 ANADOLU EFES BIRACILIK 18,411.00 474.22 350,508.62 350,508.62
242900 4/28/10 TRY N20100 19.000 1.475 237,584.64 237,584.64
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 32
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/26/10 60 COCA-COLA ICECEK AS TR 1,359.00 26.70 19,733.20 19,733.20
248888 4/28/10 TRY N20100 14.491 1.475 13,375.72 13,375.72
PUR 4/26/10 60 TAV HAVALIMANLARI HOLD 12,610.00 119.66 88,446.54 88,446.54
250735 4/28/10 TRY N20100 7.000 1.475 59,951.56 59,951.56
PUR 4/26/10 60 TUPRAS TURKIYE PETROL 1,826.00 83.54 61,743.98 61,743.98
251658 4/28/10 TRY N20100 33.746 1.475 41,851.81 41,851.81
PUR 4/27/10 60 ANADOLU EFES BIRACILIK 3,232.00 80.42 59,911.58 59,911.58
242900 4/29/10 TRY N20100 18.500 1.487 40,290.24 40,290.24
PUR 4/27/10 60 TAV HAVALIMANLARI HOLD 6,689.00 62.53 46,581.53 46,581.53
250735 4/29/10 TRY N20100 6.950 1.487 31,325.84 31,325.84
PUR 4/27/10 60 TUPRAS TURKIYE PETROL 5,090.00 227.53 169,508.05 169,508.05
251658 4/29/10 TRY N20100 33.236 1.487 113,993.31 113,993.31
PUR 4/28/10 60 ANADOLU EFES BIRACILIK 3,136.00 76.64 57,503.58 57,503.58
242900 4/30/10 TRY N20100 18.300 1.498 38,394.59 38,394.59
PUR 4/28/10 60 TAV HAVALIMANLARI HOLD 10,401.00 95.14 71,389.34 71,389.34
250735 4/30/10 TRY N20100 6.850 1.498 47,665.98 47,665.98
PUR 4/28/10 60 TUPRAS TURKIYE PETROL 11,588.00 504.12 378,264.25 378,264.25
251658 4/30/10 TRY N20100 32.578 1.498 252,563.43 252,563.43
PUR 4/28/10 60 TURK TELEKOMUNIKASYON 39,233.00 279.42 209,659.84 209,659.84
244498 4/30/10 TRY N20100 5.333 1.498 139,987.87 139,987.87
PUR 4/28/10 60 TURK TELEKOMUNIKASYON 5,153.00 36.56 27,431.09 27,431.09
244498 4/30/10 TRY N20100 5.313 1.498 18,315.48 18,315.48
---------------- --------- ---------------- ------------ ---------------- --------------
268,737.00 4,739.47 3,527,201.75 3,527,201.75
2,374,466.61 2,374,466.61
36 TRANSACTIONS IN COUNTRY: TURKEY (3400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 33
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 3/30/10 60 CHINA COAL ENERGY H 111,000.00 633.17 1,374,056.68 1,374,056.68
250893 4/01/10 HKD H20100 12.335 7.764 176,973.38 176,973.38
PUR 3/30/10 60 CHINA TELECOM CORP 88,000.00 67.42 340,247.46 340,247.46
251330 4/01/10 HKD H20100 3.861 7.764 43,822.60 43,822.60
PUR 3/31/10 60 CHINA COAL ENERGY H 11,000.00 62.22 134,872.27 134,872.27
250893 4/07/10 HKD H20100 12.217 7.765 17,370.37 17,370.37
PUR 3/31/10 60 CHINA TELECOM CORP 122,000.00 93.39 471,388.96 471,388.96
251330 4/07/10 HKD H20100 3.858 7.765 60,710.79 60,710.79
PUR 4/01/10 60 CHINA TELECOM CORP 104,000.00 79.90 403,610.22 403,610.22
251330 4/08/10 HKD H20100 3.875 7.767 51,964.75 51,964.75
PUR 4/07/10 60 CHINA TELECOM CORP 128,000.00 232.61 504,704.71 504,704.71
251330 4/09/10 HKD H20100 3.929 7.762 65,023.35 65,023.35
PUR 4/08/10 60 CHINA TELECOM CORP 114,000.00 205.58 445,670.75 445,670.75
251330 4/12/10 HKD H20100 3.895 7.759 57,438.46 57,438.46
PUR 4/09/10 60 CHINA TELECOM CORP 96,000.00 176.72 383,124.34 383,124.34
251330 4/13/10 HKD H20100 3.977 7.757 49,392.70 49,392.70
PUR 4/12/10 60 CHINA TELECOM CORP 150,000.00 281.27 609,922.05 609,922.05
251330 4/14/10 HKD H20100 4.052 7.758 78,619.48 78,619.48
PUR 4/13/10 60 CHINA TELECOM CORP 436,000.00 805.17 1,746,454.94 1,746,454.94
251330 4/15/10 HKD H20100 3.991 7.760 225,058.63 225,058.63
PUR 4/14/10 60 CHINA TELECOM CORP 260,000.00 480.15 1,041,672.29 1,041,672.29
251330 4/16/10 HKD H20100 3.992 7.761 134,224.01 134,224.01
PUR 4/15/10 60 CHINA TELECOM CORP 266,000.00 494.22 1,072,038.45 1,072,038.45
251330 4/19/10 HKD H20100 4.016 7.761 138,131.48 138,131.48
PUR 4/16/10 60 CHINA TELECOM CORP 556,000.00 994.61 2,157,771.63 2,157,771.63
251330 4/20/10 HKD H20100 3.867 7.761 278,009.62 278,009.62
---------------- --------- ---------------- ------------ ---------------- --------------
2,442,000.00 4,606.43 10,685,534.75 10,685,534.75
1,376,739.62 1,376,739.62
13 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: 34
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/26/10 60 CHINA RESOURCES POWER 42,000.00 315.78 685,232.80 685,232.80
239284 4/28/10 HKD H20100 16.257 7.763 88,269.07 88,269.07
PUR 4/27/10 60 CHINA RESOURCES POWER 34,000.00 254.57 552,283.30 552,283.30
239284 4/29/10 HKD H20100 16.186 7.763 71,141.19 71,141.19
PUR 4/28/10 60 CHINA RESOURCES POWER 20,000.00 147.88 321,030.50 321,030.50
239284 4/30/10 HKD H20100 15.994 7.766 41,336.88 41,336.88
---------------- --------- ---------------- ------------ ---------------- --------------
96,000.00 718.23 1,558,546.60 1,558,546.60
200,747.14 200,747.14
3 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 3/30/10 60 KT CORP KRW 5000.0 800.00 59.88 37,660,553.00 37,660,553.00
251186 4/01/10 KRW H20100 46991.1 1130.00 33,327.92 33,327.92
PUR 3/31/10 60 KT CORP KRW 5000.0 1,050.00 78.35 49,324,892.00 49,324,892.00
251186 4/02/10 KRW H20100 46891.6 1131.20 43,604.04 43,604.04
PUR 4/01/10 60 KT CORP KRW 5000.0 820.00 62.18 38,975,047.00 38,975,047.00
251186 4/05/10 KRW H20100 47445.1 1126.20 34,607.57 34,607.57
PUR 4/02/10 60 KT CORP KRW 5000.0 1,600.00 118.15 74,053,056.00 74,053,056.00
251186 4/06/10 KRW H20100 46200.0 1126.20 65,754.80 65,754.80
PUR 4/05/10 60 KT CORP KRW 5000.0 1,220.00 88.69 55,422,053.00 55,422,053.00
251186 4/07/10 KRW H20100 45346.2 1122.80 49,360.57 49,360.57
PUR 4/06/10 60 KT CORP KRW 5000.0 840.00 61.63 38,525,208.00 38,525,208.00
251186 4/08/10 KRW H20100 45780.9 1123.10 34,302.56 34,302.56
PUR 4/07/10 60 KT CORP KRW 5000.0 2,270.00 169.34 105,622,131.00 105,622,131.00
251186 4/09/10 KRW H20100 46445.9 1120.66 94,249.93 94,249.93
PUR 4/08/10 60 KT CORP KRW 5000.0 900.00 67.55 42,226,660.00 42,226,660.00
251186 4/12/10 KRW H20100 46834.2 1123.10 37,598.31 37,598.31
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: 35
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/09/10 60 WOORI FINANCE HOLDINGS 63,110.00 1,806.531,011,779,520.00 1,011,779,520.00
251561 4/13/10 KRW H20100 16000.0 1117.90 905,071.58 905,071.58
PUR 4/09/10 60 WOORI FINANCE HOLDINGS 10,540.00 287.09 178,618,192.00 178,618,192.00
251561 4/13/10 KRW H20100 16916.2 1117.90 159,780.12 159,780.12
PUR 4/21/10 60 KT CORP KRW 5000.0 2,520.00 272.26 120,924,784.00 120,924,784.00
251186 4/23/10 KRW H20100 47866.3 1107.60 109,177.31 109,177.31
PUR 4/22/10 60 KT CORP KRW 5000.0 1,570.00 168.05 74,675,324.00 74,675,324.00
251186 4/26/10 KRW H20100 47445.2 1108.10 67,390.42 67,390.42
PUR 4/23/10 60 HYUNDAI MOTOR CO 327.00 95.76 42,566,267.00 42,566,267.00
250853 4/27/10 KRW H20100 129847. 1108.50 38,399.88 38,399.88
PUR 4/23/10 60 KT CORP KRW 5000.0 880.00 95.93 42,644,728.00 42,644,728.00
251186 4/27/10 KRW H20100 48339.0 1108.50 38,470.66 38,470.66
PUR 4/26/10 60 HYUNDAI MOTOR CO 478.00 142.24 62,964,729.00 62,964,729.00
250853 4/28/10 KRW H20100 131396. 1103.90 57,038.44 57,038.44
PUR 4/26/10 60 POSCO KRW 5000.0 179.00 216.09 95,656,767.00 95,656,767.00
251795 4/28/10 KRW H20100 533062. 1103.90 86,653.47 86,653.47
PUR 4/27/10 60 HYUNDAI MOTOR CO 43.00 12.58 5,599,864.00 5,599,864.00
250853 4/29/10 KRW H20100 129904. 1110.04 5,044.70 5,044.70
PUR 4/27/10 60 POSCO KRW 5000.0 150.00 179.39 79,850,452.00 79,850,452.00
251795 4/29/10 KRW H20100 531008. 1110.05 71,934.10 71,934.10
PUR 4/28/10 60 POSCO KRW 5000.0 292.00 339.22 152,174,107.00 152,174,107.00
251795 4/30/10 KRW H20100 519844. 1118.70 136,027.63 136,027.63
---------------- --------- ---------------- ------------ ---------------- --------------
89,589.00 4,320.912,309,264,334.00 2,309,264,334.00
2,067,794.01 2,067,794.01
19 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: 36
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 3/29/10 60 INDOSAT TBK PT IDR 100 59,000.00 335,365,304.00 335,365,304.00
251027 4/01/10 IDR H20100 5684.15 9084.99 36,914.18 36,914.18
PUR 3/30/10 60 INDOSAT TBK PT IDR 100 16,500.00 91,901,558.00 91,901,558.00
251027 4/05/10 IDR H20100 5569.79 9079.99 10,121.32 10,121.32
PUR 3/30/10 60 INDOSAT TBK PT IDR 100 9,500.00 20.56 52,911,645.00 52,911,645.00
251027 4/05/10 IDR H20100 5550.00 9080.00 5,827.27 5,827.27
PUR 3/31/10 60 INDOSAT TBK PT IDR 100 32,500.00 70.09 180,605,837.00 180,605,837.00
251027 4/06/10 IDR H20100 5537.50 9090.00 19,868.63 19,868.63
PUR 4/01/10 60 INDOSAT TBK PT IDR 100 8,000.00 45,585,048.00 45,585,048.00
251027 4/07/10 IDR H20100 5698.13 9074.99 5,023.15 5,023.15
PUR 4/05/10 60 INDOSAT TBK PT IDR 100 4,000.00 9.15 23,498,891.00 23,498,891.00
251027 4/08/10 IDR H20100 5854.00 9059.98 2,593.70 2,593.70
PUR 4/06/10 60 INDOSAT TBK PT IDR 100 9,500.00 6.17 57,043,974.00 57,043,974.00
251027 4/09/10 IDR H20100 5998.75 9044.99 6,306.69 6,306.69
PUR 4/06/10 60 INDOSAT TBK PT IDR 100 11,000.00 65,682,672.00 65,682,672.00
251027 4/09/10 IDR H20100 5971.15 9044.99 7,261.77 7,261.77
PUR 4/09/10 60 INDOSAT TBK PT IDR 100 6,500.00 4.23 39,038,220.00 39,038,220.00
251027 4/14/10 IDR H20100 6000.00 9025.00 4,325.56 4,325.56
PUR 4/12/10 60 INDOSAT TBK PT IDR 100 11,500.00 28.46 69,041,449.00 69,041,449.00
251027 4/15/10 IDR H20100 5981.29 9014.99 7,658.51 7,658.51
PUR 4/13/10 60 INDOSAT TBK PT IDR 100 9,000.00 5.87 54,052,920.00 54,052,920.00
251027 4/16/10 IDR H20100 6000.00 9020.00 5,992.56 5,992.56
PUR 4/14/10 60 INDOSAT TBK PT IDR 100 12,500.00 29.38 75,264,750.00 75,264,750.00
251027 4/19/10 IDR H20100 6000.00 9009.99 8,353.47 8,353.47
PUR 4/15/10 60 INDOSAT TBK PT IDR 100 15,500.00 36.56 93,329,220.00 93,329,220.00
251027 4/20/10 IDR H20100 6000.00 9004.99 10,364.16 10,364.16
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 37
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/16/10 60 INDOSAT TBK PT IDR 100 49,000.00 294,976,267.00 294,976,267.00
251027 4/21/10 IDR H20100 6019.92 9005.00 32,756.94 32,756.94
PUR 4/19/10 60 INDOSAT TBK PT IDR 100 8,000.00 47,252,637.00 47,252,637.00
251027 4/22/10 IDR H20100 5906.58 9039.00 5,227.64 5,227.64
PUR 4/20/10 60 INDOSAT TBK PT IDR 100 5,500.00 32,792,777.00 32,792,777.00
251027 4/23/10 IDR H20100 5962.32 9012.99 3,638.39 3,638.39
PUR 4/22/10 60 INDOSAT TBK PT IDR 100 4,000.00 2.61 24,023,520.00 24,023,520.00
251027 4/27/10 IDR H20100 6000.00 9011.98 2,665.73 2,665.73
PUR 4/23/10 60 INDOSAT TBK PT IDR 100 47,000.00 282,534,225.00 282,534,225.00
251027 4/28/10 IDR H20100 6011.36 9010.00 31,357.85 31,357.85
PUR 4/26/10 60 INDOSAT TBK PT IDR 100 35,500.00 216,257,583.00 216,257,583.00
251027 4/29/10 IDR H20100 6091.76 9004.99 24,015.28 24,015.28
PUR 4/27/10 60 INDOSAT TBK PT IDR 100 32,500.00 21.27 195,635,973.00 195,635,973.00
251027 4/30/10 IDR H20100 6013.67 9005.00 21,725.26 21,725.26
---------------- --------- ---------------- ------------ ---------------- --------------
386,500.00 234.352,276,794,470.00 2,276,794,470.00
251,998.06 251,998.06
20 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 3/29/10 60 ORASCOM CONSTR 738.00 29.52 35,084.52 35,084.52
250261 4/01/10 USD N20100 47.500 1.000 35,084.52 35,084.52
PUR 3/30/10 60 ORASCOM CONSTRUCTION I 807.00 116.55 214,347.95 214,347.95
250263 4/01/10 EGP N20100 264.816 5.501 38,965.27 38,965.27
PUR 3/31/10 60 ORASCOM CONSTR 1,078.00 43.12 51,738.93 51,738.93
250261 4/07/10 USD N20100 47.955 1.000 51,738.93 51,738.93
PUR 3/31/10 60 ORASCOM CONSTRUCTION I 1,167.00 167.67 308,569.23 308,569.23
250263 4/06/10 EGP N20100 263.621 5.505 56,057.63 56,057.63
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 38
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/01/10 60 ORASCOM CONSTR 414.00 16.56 19,845.92 19,845.92
250261 4/08/10 USD N20100 47.897 1.000 19,845.92 19,845.92
PUR 4/01/10 60 ORASCOM CONSTRUCTION I 2,433.00 352.72 649,072.92 649,072.92
250263 4/07/10 EGP N20100 265.981 5.504 117,927.49 117,927.49
PUR 4/06/10 60 ORASCOM CONSTR 629.00 25.16 30,846.16 30,846.16
250261 4/09/10 USD N20100 49.000 1.000 30,846.16 30,846.16
PUR 4/06/10 60 ORASCOM CONSTRUCTION I 2,429.00 362.45 666,854.14 666,854.14
250263 4/08/10 EGP N20100 273.717 5.503 121,180.11 121,180.11
---------------- --------- ---------------- ------------ ---------------- --------------
9,695.00 1,113.75 1,976,359.77 1,976,359.77
471,646.03 471,646.03
8 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 4/15/10 60 BQE AUD SAL GDR REPR 1 7,898.00 157.96 718,760.65 718,760.65
251638 4/20/10 USD N20100 90.985 1.000 718,760.65 718,760.65
PUR 4/19/10 60 BQE AUD SAL GDR REPR 1 4,556.00 91.12 410,131.12 410,131.12
251638 4/22/10 USD N20100 90.000 1.000 410,131.12 410,131.12
PUR 4/22/10 60 BLOM BK S A L LBP 1000 6,070.00 121.40 585,876.40 585,876.40
251725 4/27/10 USD N20100 96.500 1.000 585,876.40 585,876.40
PUR 4/23/10 60 BLOM BK S A L LBP 1000 2,995.00 59.90 289,077.40 289,077.40
251725 4/28/10 USD N20100 96.500 1.000 289,077.40 289,077.40
---------------- --------- ---------------- ------------ ---------------- --------------
21,519.00 430.38 2,003,845.57 2,003,845.57
2,003,845.57 2,003,845.57
4 TRANSACTIONS IN COUNTRY: LEBANON (5550)
PUR 3/25/10 60 ANGLOVAAL INDS ORD R0. 3,500.00 50.79 84,378.00 84,378.00
251190 4/01/10 ZAR N20100 24.000 7.442 11,338.54 11,338.54
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: 39
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 3/29/10 60 ANGLOVAAL INDS ORD R0. 1,000.00 9.64 23,827.02 23,827.02
251190 4/07/10 ZAR N20100 23.756 7.402 3,219.17 3,219.17
PUR 3/30/10 60 ANGLOVAAL INDS ORD R0. 600.00 5.74 14,133.31 14,133.31
251190 4/08/10 ZAR N20100 23.485 7.375 1,916.43 1,916.43
PUR 3/31/10 60 ANGLOVAAL INDS ORD R0. 3,800.00 36.49 89,535.50 89,535.50
251190 4/09/10 ZAR N20100 23.492 7.339 12,200.13 12,200.13
PUR 4/01/10 60 ANGLOVAAL INDS ORD R0. 3,600.00 35.62 86,614.09 86,614.09
251190 4/12/10 ZAR N20100 23.988 7.274 11,907.03 11,907.03
PUR 4/01/10 60 ANGLOVAAL INDS ORD R0. 3,700.00 54.93 89,199.60 89,199.60
251190 4/12/10 ZAR N20100 24.000 7.274 12,262.46 12,262.46
PUR 4/06/10 60 ANGLOVAAL INDS ORD R0. 2,500.00 24.74 60,079.70 60,079.70
251190 4/13/10 ZAR N20100 23.960 7.262 8,272.93 8,272.93
PUR 4/06/10 60 ANGLOVAAL INDS ORD R0. 1,500.00 22.32 36,162.07 36,162.07
251190 4/13/10 ZAR N20100 24.000 7.262 4,979.49 4,979.49
PUR 4/08/10 60 ANGLOVAAL INDS ORD R0. 18,000.00 268.42 436,657.02 436,657.02
251190 4/15/10 ZAR N20100 24.150 7.291 59,889.87 59,889.87
PUR 4/08/10 60 ANGLOVAAL INDS ORD R0. 6,100.00 90.96 147,977.60 147,977.60
251190 4/15/10 ZAR N20100 24.150 7.291 20,295.93 20,295.93
PUR 4/08/10 60 ANGLOVAAL INDS ORD R0. 12,600.00 187.81 305,659.30 305,659.30
251190 4/15/10 ZAR N20100 24.150 7.291 41,922.82 41,922.82
PUR 4/09/10 60 ANGLOVAAL INDS ORD R0. 2,000.00 19.82 48,141.89 48,141.89
251190 4/16/10 ZAR N20100 23.999 7.270 6,622.18 6,622.18
PUR 4/12/10 60 ANGLOVAAL INDS ORD R0. 200.00 2.99 4,821.60 4,821.60
251190 4/19/10 ZAR N20100 24.000 7.234 666.53 666.53
PUR 4/13/10 60 ANGLOVAAL INDS ORD R0. 700.00 10.34 16,874.77 16,874.77
251190 4/20/10 ZAR N20100 23.999 7.308 2,308.96 2,308.96
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 40
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/15/10 60 ANGLOVAAL INDS ORD R0. 5,000.00 75.35 123,048.98 123,048.98
251190 4/22/10 ZAR N20100 24.500 7.319 16,813.19 16,813.19
PUR 4/16/10 60 ANGLOVAAL INDS ORD R0. 3,300.00 48.54 80,053.63 80,053.63
251190 4/23/10 ZAR N20100 24.150 7.388 10,835.92 10,835.92
PUR 4/19/10 60 ANGLOVAAL INDS ORD R0. 1,100.00 10.57 26,346.52 26,346.52
251190 4/26/10 ZAR N20100 23.880 7.461 3,531.04 3,531.04
PUR 4/20/10 60 ANGLOVAAL INDS ORD R0. 36,200.00 528.07 872,709.60 872,709.60
251190 4/28/10 ZAR N20100 24.000 7.403 117,877.98 117,877.98
PUR 4/20/10 60 ANGLOVAAL INDS ORD R0. 1,800.00 17.41 43,052.20 43,052.20
251190 4/28/10 ZAR N20100 23.846 7.404 5,815.11 5,815.11
PUR 4/22/10 60 ANGLOVAAL INDS ORD R0. 10,100.00 143.93 240,954.44 240,954.44
251190 4/30/10 ZAR N20100 23.750 7.500 32,128.12 32,128.12
---------------- --------- ---------------- ------------ ---------------- --------------
117,300.00 1,644.48 2,830,226.84 2,830,226.84
384,803.83 384,803.83
20 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 4/26/10 60 BANPU PUBLIC CO LTD-NV 8,800.00 535.10 5,561,257.38 5,561,257.38
249893 4/29/10 THB H20100 630.005 32.170 172,870.92 172,870.92
PUR 4/26/10 60 SIAM CEMENT PCL THB 1. 29,300.00 142.55 7,777,424.76 7,777,424.76
248686 4/29/10 THB H20100 265.285 32.170 241,760.17 241,760.17
PUR 4/27/10 60 BANPU PUBLIC CO LTD-NV 9,900.00 605.64 6,239,888.04 6,239,888.04
249893 4/30/10 THB H20100 628.319 32.250 193,484.90 193,484.90
PUR 4/27/10 60 SIAM CEMENT PCL THB 1. 8,500.00 40.99 2,241,620.02 2,241,620.02
248686 4/30/10 THB H20100 263.565 32.250 69,507.60 69,507.60
---------------- --------- ---------------- ------------ ---------------- --------------
56,500.00 1,324.28 21,820,190.20 21,820,190.20
677,623.59 677,623.59
4 TRANSACTIONS IN COUNTRY: THAILAND (6550)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 41
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/09/10 60 ITAU UNIBANCO HLD-PREF 34,800.00 1,392.00 788,890.53 788,890.53
247080 4/14/10 USD N20100 22.629 1.000 788,890.53 788,890.53
PUR 4/12/10 60 ITAU UNIBANCO HLD-PREF 7,000.00 280.00 158,283.49 158,283.49
247080 4/15/10 USD N20100 22.572 1.000 158,283.49 158,283.49
PUR 4/13/10 60 ITAU UNIBANCO HLD-PREF 6,100.00 244.00 137,312.17 137,312.17
247080 4/16/10 USD N20100 22.470 1.000 137,312.17 137,312.17
---------------- --------- ---------------- ------------ ---------------- --------------
47,900.00 1,916.00 1,084,486.19 1,084,486.19
1,084,486.19 1,084,486.19
3 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 3/29/10 60 AYALA CORPORATION 3,110.00 73.93 999,798.91 999,798.91
250894 4/05/10 PHP H20100 320.402 45.290 22,075.49 22,075.49
PUR 3/29/10 60 SM INVESTMENTS CORP 2,610.00 72.37 967,346.59 967,346.59
251188 4/05/10 PHP H20100 369.375 45.290 21,358.94 21,358.94
PUR 3/30/10 60 AYALA CORPORATION 5,420.00 133.19 1,800,937.06 1,800,937.06
250894 4/06/10 PHP H20100 331.164 45.280 39,773.34 39,773.34
PUR 3/30/10 60 SM INVESTMENTS CORP 7,305.00 200.56 2,711,931.58 2,711,931.58
251188 4/06/10 PHP H20100 370.000 45.280 59,892.48 59,892.48
PUR 3/31/10 60 AYALA CORPORATION 3,390.00 84.83 1,131,007.40 1,131,007.40
250894 4/07/10 PHP H20100 332.500 45.180 25,033.36 25,033.36
PUR 3/31/10 60 SM INVESTMENTS CORP 3,915.00 107.71 1,453,174.76 1,453,174.76
251188 4/07/10 PHP H20100 369.938 45.180 32,164.12 32,164.12
PUR 4/05/10 60 AYALA CORPORATION 2,710.00 68.62 911,616.49 911,616.49
250894 4/08/10 PHP H20100 335.250 45.015 20,251.39 20,251.39
PUR 4/05/10 60 SM INVESTMENTS CORP 705.00 19.70 261,736.90 261,736.90
251188 4/08/10 PHP H20100 370.000 45.015 5,814.44 5,814.44
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: 42
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/06/10 60 AYALA CORPORATION 2,990.00 78.68 1,042,394.48 1,042,394.48
250894 4/12/10 PHP H20100 347.446 44.890 23,221.08 23,221.08
PUR 4/06/10 60 SM INVESTMENTS CORP 3,390.00 95.15 1,275,521.40 1,275,521.40
251188 4/12/10 PHP H20100 375.000 44.890 28,414.38 28,414.38
PUR 4/07/10 60 SM INVESTMENTS CORP 6,520.00 188.79 2,523,999.94 2,523,999.94
251188 4/13/10 PHP H20100 385.820 44.770 56,377.04 56,377.04
PUR 4/08/10 60 SM INVESTMENTS CORP 3,710.00 108.19 1,435,468.25 1,435,468.25
251188 4/14/10 PHP H20100 385.608 44.960 31,927.67 31,927.67
PUR 4/12/10 60 SM INVESTMENTS CORP 8,350.00 253.72 3,350,047.30 3,350,047.30
251188 4/15/10 PHP H20100 399.844 44.740 74,878.12 74,878.12
PUR 4/13/10 60 SM INVESTMENTS CORP 8,365.00 255.15 3,363,595.10 3,363,595.10
251188 4/16/10 PHP H20100 400.741 44.670 75,298.75 75,298.75
PUR 4/14/10 60 SM INVESTMENTS CORP 6,510.00 199.00 2,613,665.54 2,613,665.54
251188 4/19/10 PHP H20100 400.124 44.505 58,727.46 58,727.46
PUR 4/15/10 60 SM INVESTMENTS CORP 3,270.00 100.28 1,312,447.20 1,312,447.20
251188 4/20/10 PHP H20100 400.000 44.350 29,592.95 29,592.95
PUR 4/16/10 60 SM INVESTMENTS CORP 1,465.00 44.60 584,317.44 584,317.44
251188 4/21/10 PHP H20100 397.500 44.390 13,163.27 13,163.27
PUR 4/19/10 60 SM INVESTMENTS CORP 2,470.00 72.98 961,062.27 961,062.27
251188 4/22/10 PHP H20100 387.776 44.625 21,536.41 21,536.41
PUR 4/20/10 60 SM INVESTMENTS CORP 2,590.00 76.52 1,006,124.63 1,006,124.63
251188 4/23/10 PHP H20100 387.149 44.555 22,581.63 22,581.63
PUR 4/26/10 60 AYALA CORPORATION 10,790.00 289.32 3,818,763.12 3,818,763.12
250894 4/29/10 PHP H20100 352.732 44.200 86,397.36 86,397.36
PUR 4/26/10 60 METRO PACIFIC INVESTME 1,182,000.00 280.80 3,662,781.87 3,662,781.87
248762 4/29/10 PHP H20100 3.088 44.200 82,868.37 82,868.37
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: 43
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/26/10 60 SM INVESTMENTS CORP 7,435.00 227.33 2,965,293.04 2,965,293.04
251188 4/29/10 PHP H20100 397.477 44.200 67,088.08 67,088.08
PUR 4/27/10 60 METRO PACIFIC INVESTME 866,000.00 189.69 2,725,237.33 2,725,237.33
248762 4/30/10 PHP H20100 3.137 44.400 61,379.22 61,379.22
PUR 4/27/10 60 SM INVESTMENTS CORP 4,785.00 146.56 1,920,470.64 1,920,470.64
251188 4/30/10 PHP H20100 399.992 44.400 43,253.84 43,253.84
---------------- --------- ---------------- ------------ ---------------- --------------
2,149,805.00 3,367.67 44,798,739.24 44,798,739.24
1,003,069.19 1,003,069.19
24 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
PUR 3/26/10 60 RUSHYDRO CLS 7,400.00 .74 369.26 369.26
242612 4/02/10 USD N20100 .050 1.000 369.26 369.26
PUR 3/30/10 60 RUSHYDRO CLS 444,100.00 45.12 22,603.62 22,603.62
242612 4/06/10 USD N20100 .051 1.000 22,603.62 22,603.62
PUR 3/31/10 60 RUSHYDRO CLS 429,300.00 45.33 22,712.37 22,712.37
242612 4/07/10 USD N20100 .053 1.000 22,712.37 22,712.37
PUR 4/06/10 60 RUSHYDRO CLS 911,100.00 102.00 51,099.91 51,099.91
242612 4/13/10 USD N20100 .056 1.000 51,099.91 51,099.91
PUR 4/07/10 60 RUSHYDRO CLS 3,132,500.00 340.82 170,748.82 170,748.82
242612 4/14/10 USD N20100 .054 1.000 170,748.82 170,748.82
PUR 4/08/10 60 ROSNEFT OJSC GDR 73,299.00 979.81 613,363.64 613,363.64
240714 4/13/10 USD N20100 8.355 1.000 613,363.64 613,363.64
PUR 4/09/10 60 ROSNEFT OJSC GDR 46,809.00 653.36 409,005.71 409,005.71
240714 4/14/10 USD N20100 8.724 1.000 409,005.71 409,005.71
PUR 4/12/10 60 RUSHYDRO CLS 650,200.00 78.48 39,317.40 39,317.40
242612 4/19/10 USD N20100 .060 1.000 39,317.40 39,317.40
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: 44
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/13/10 60 RUSHYDRO CLS 581,300.00 71.02 35,581.47 35,581.47
242612 4/20/10 USD N20100 .061 1.000 35,581.47 35,581.47
PUR 4/23/10 60 STATE BK OF INDIA GDR- 8,712.00 882,090.00 882,090.00
251748 4/28/10 USD H20100 101.250 1.000 882,090.00 882,090.00
PUR 4/27/10 60 STATE BK OF INDIA GDR- 1,371.00 54.84 136,597.94 136,597.94
251748 4/30/10 USD H20100 99.594 1.000 136,597.94 136,597.94
---------------- --------- ---------------- ------------ ---------------- --------------
6,286,091.00 2,371.52 2,383,490.14 2,383,490.14
2,383,490.14 2,383,490.14
11 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
PUR 4/01/10 60 DR REDDYS LABS ADR 7,200.00 288.00 204,828.48 204,828.48
248690 4/07/10 USD H20100 28.408 1.000 204,828.48 204,828.48
PUR 4/08/10 60 AXIS BANK LTD- GDR 7,762.00 200,647.70 200,647.70
250852 4/13/10 USD H20100 25.850 1.000 200,647.70 200,647.70
PUR 4/15/10 60 GAIL INDIA LTD (REG S 7,724.00 424,820.00 424,820.00
244497 4/20/10 USD H20100 55.000 1.000 424,820.00 424,820.00
PUR 4/27/10 60 ICICI BK LTD USD 10.0 4,600.00 92.00 193,177.92 193,177.92
248420 4/30/10 USD H20100 41.975 1.000 193,177.92 193,177.92
PUR 4/27/10 60 LARSEN + TOUBRO LTD IN 5,675.00 207,988.75 207,988.75
239208 4/30/10 USD H20100 36.650 1.000 207,988.75 207,988.75
PUR 4/27/10 60 TATA ENGR + LOCOMOTIVE 10,200.00 204.00 204,089.76 204,089.76
249599 4/30/10 USD H20100 19.989 1.000 204,089.76 204,089.76
PUR 4/27/10 60 TATA PWR CO LTD GDR RE 7,928.00 245,768.00 245,768.00
250593 4/30/10 USD H20100 31.000 1.000 245,768.00 245,768.00
---------------- --------- ---------------- ------------ ---------------- --------------
51,089.00 584.00 1,681,320.61 1,681,320.61
1,681,320.61 1,681,320.61
7 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
12,022,725.00 27,371.474,680,408,745.66 4,680,408,745.66
15,962,030.59 15,962,030.59
172 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 45
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
12,022,725.00 27,371.474,680,408,745.66 4,680,408,745.66
15,962,030.59 15,962,030.59
172 "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: 46
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
SALE 4/26/10 60 ISHARES MSCI TAIWAN IN 90,450.00 3,638.04 1,182,089.10 1,119,120.08 62,969.02
239504 4/29/10 USD H20100 13.109 1.000 1,182,089.10 1,119,120.08 62,969.02
---------------- --------- ---------------- ------------ ---------------- --------------
90,450.00 3,638.04 1,182,089.10 1,119,120.08 62,969.02
1,182,089.10 1,119,120.08 62,969.02
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
---------------- --------- ---------------- ------------ ---------------- --------------
90,450.00 3,638.04 1,182,089.10 1,119,120.08 62,969.02
1,182,089.10 1,119,120.08 62,969.02
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
SALE 4/26/10 60 BANK ZACHODNI WBK SA 4,672.00 1,043.74 1,010,782.53 678,219.53 332,563.00
240025 4/29/10 PLN N20100 217.000 2.914 346,871.15 282,091.75 64,779.40
SALE 4/26/10 60 BK HANDLOWY W WARS PLN 3,878.00 325.70 315,413.50 177,266.72 138,146.78
246234 4/29/10 PLN N20100 81.579 2.914 108,240.73 53,899.32 54,341.41
SALE 4/26/10 60 PKO BANK POLSKI SA 33,997.00 1,457.86 1,411,818.64 1,289,433.34 122,385.30
241000 4/29/10 PLN N20100 41.653 2.914 484,495.07 544,049.58 -59,554.51
SALE 4/26/10 60 PKO BANK POLSKI SA 25,650.00 1,098.28 1,063,593.38 972,849.52 90,743.86
241000 4/29/10 PLN N20100 41.590 2.914 364,994.30 410,473.62 -45,479.32
SALE 4/27/10 60 BK HANDLOWY W WARS PLN 132.00 10.95 10,688.55 6,033.83 4,654.72
246234 4/30/10 PLN N20100 81.218 2.936 3,640.39 1,834.63 1,805.76
---------------- --------- ---------------- ------------ ---------------- --------------
68,329.00 3,936.53 3,812,296.60 3,123,802.94 688,493.66
1,308,241.64 1,292,348.90 15,892.74
5 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: 47
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/28/10 60 TURKIYE HALK BANKASI A 26,361.00 413.19 308,801.31 120,346.67 188,454.64
243418 4/30/10 TRY N20100 11.738 1.498 206,183.69 80,935.57 125,248.12
---------------- --------- ---------------- ------------ ---------------- --------------
26,361.00 413.19 308,801.31 120,346.67 188,454.64
206,183.69 80,935.57 125,248.12
1 TRANSACTION IN COUNTRY: TURKEY (3400)
SALE 3/30/10 60 DONGFENG MOTOR GROUP C 86,000.00 504.80 1,087,713.07 350,957.97 736,755.10
240999 4/01/10 HKD H20100 12.693 7.764 140,093.39 45,062.84 95,030.55
SALE 3/31/10 60 CHINA CONSTRUCTION 20,000.00 25.33 126,955.33 120,805.75 6,149.58
239291 4/07/10 HKD H20100 6.358 7.765 16,350.74 15,542.62 808.12
SALE 3/31/10 60 IND & COMMERCIAL BANK 11,000.00 13.03 65,082.60 52,954.45 12,128.15
239287 4/07/10 HKD H20100 5.926 7.765 8,382.07 6,807.93 1,574.14
SALE 4/01/10 60 CHINA CONSTRUCTION 16,000.00 20.60 103,536.01 96,644.60 6,891.41
239291 4/08/10 HKD H20100 6.481 7.767 13,330.24 12,434.10 896.14
SALE 4/01/10 60 IND & COMMERCIAL BANK 9,000.00 10.84 53,992.31 43,326.37 10,665.94
239287 4/08/10 HKD H20100 6.009 7.767 6,951.50 5,570.13 1,381.37
SALE 4/07/10 60 CHINA CONSTRUCTION 40,000.00 124.09 267,072.79 241,611.51 25,461.28
239291 4/09/10 HKD H20100 6.701 7.762 34,408.17 31,085.25 3,322.92
SALE 4/07/10 60 IND & COMMERCIAL BANK 30,000.00 86.45 186,204.99 144,421.24 41,783.75
239287 4/09/10 HKD H20100 6.229 7.762 23,989.61 18,567.09 5,422.52
SALE 4/08/10 60 CHINA CONSTRUCTION 38,000.00 118.81 255,779.54 229,530.93 26,248.61
239291 4/12/10 HKD H20100 6.755 7.759 32,965.10 29,530.99 3,434.11
SALE 4/08/10 60 IND & COMMERCIAL BANK 20,000.00 58.11 124,995.09 96,280.83 28,714.26
239287 4/12/10 HKD H20100 6.272 7.759 16,109.48 12,378.06 3,731.42
SALE 4/09/10 60 CHINA CONSTRUCTION 30,000.00 95.21 204,881.45 181,208.63 23,672.82
239291 4/13/10 HKD H20100 6.854 7.757 26,413.48 23,313.94 3,099.54
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: 48
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/09/10 60 IND & COMMERCIAL BANK 15,000.00 43.75 94,018.12 72,210.62 21,807.50
239287 4/13/10 HKD H20100 6.291 7.757 12,120.89 9,283.55 2,837.34
SALE 4/12/10 60 CHINA CONSTRUCTION 50,000.00 157.48 338,823.29 302,014.38 36,808.91
239291 4/14/10 HKD H20100 6.801 7.758 43,674.61 38,856.56 4,818.05
SALE 4/12/10 60 IND & COMMERCIAL BANK 27,000.00 78.15 168,243.59 129,979.12 38,264.47
239287 4/14/10 HKD H20100 6.254 7.758 21,686.74 16,710.38 4,976.36
SALE 4/13/10 60 CHINA CONSTRUCTION 51,000.00 160.06 344,721.55 308,054.67 36,666.88
239291 4/15/10 HKD H20100 6.784 7.760 44,422.88 39,633.69 4,789.19
SALE 4/13/10 60 IND & COMMERCIAL BANK 30,000.00 85.91 184,934.30 144,421.24 40,513.06
239287 4/15/10 HKD H20100 6.187 7.760 23,831.74 18,567.09 5,264.65
SALE 4/26/10 60 CHINA LONGYUAN POWER G 86,000.00 336.00 723,782.04 708,840.76 14,941.28
250002 4/28/10 HKD H20100 8.446 7.763 93,234.84 91,465.68 1,769.16
SALE 4/27/10 60 CHINA LONGYUAN POWER G 46,000.00 179.37 386,433.53 379,147.38 7,286.15
250002 4/29/10 HKD H20100 8.431 7.763 49,777.61 48,923.50 854.11
SALE 4/28/10 60 CHINA LONGYUAN POWER G 45,000.00 173.27 373,414.37 370,905.05 2,509.32
250002 4/30/10 HKD H20100 8.328 7.766 48,081.99 47,859.95 222.04
---------------- --------- ---------------- ------------ ---------------- --------------
650,000.00 2,271.26 5,090,583.97 3,973,315.50 1,117,268.47
655,825.08 511,593.35 144,231.73
18 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 3/31/10 60 CHINA LIFE INS 1,000.00 7.49 37,247.85 27,421.27 9,826.58
241827 4/07/10 HKD H20100 37.306 7.764 4,797.20 3,522.26 1,274.94
SALE 4/01/10 60 CHINA LIFE INS 1,000.00 7.52 37,731.59 27,421.27 10,310.32
241827 4/08/10 HKD H20100 37.790 7.767 4,857.94 3,522.26 1,335.68
SALE 4/07/10 60 CHINA LIFE INS 1,000.00 17.81 38,169.78 27,421.27 10,748.51
241827 4/09/10 HKD H20100 38.308 7.762 4,917.58 3,522.26 1,395.32
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: 49
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/08/10 60 CHINA LIFE INS 1,000.00 17.53 37,713.68 27,421.27 10,292.41
241827 4/12/10 HKD H20100 37.850 7.759 4,860.57 3,522.26 1,338.31
SALE 4/09/10 60 CHINA LIFE INS 1,000.00 17.76 37,980.87 27,421.27 10,559.60
241827 4/13/10 HKD H20100 38.119 7.757 4,896.52 3,522.26 1,374.26
SALE 4/12/10 60 CHINA LIFE INS 4,000.00 70.55 151,713.05 109,685.06 42,027.99
241827 4/14/10 HKD H20100 38.065 7.758 19,555.94 14,089.04 5,466.90
SALE 4/13/10 60 CHINA LIFE INS 3,000.00 52.91 113,706.44 82,263.80 31,442.64
241827 4/15/10 HKD H20100 38.039 7.760 14,652.89 10,566.78 4,086.11
---------------- --------- ---------------- ------------ ---------------- --------------
12,000.00 191.57 454,263.26 329,055.21 125,208.05
58,538.64 42,267.12 16,271.52
7 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 3/30/10 60 KOREA EXCHANGE BANK KR 990.00 65.28 13,340,281.00 14,123,427.36 -783,146.36
248891 4/01/10 KRW H20100 13549.5 1130.00 11,805.56 12,089.36 -283.80
SALE 3/30/10 60 LG TELECOM LTD KRW 500 1,070.00 40.00 8,174,500.00 9,307,936.35 -1,133,436.35
250385 4/01/10 KRW H20100 7681.96 1130.00 7,234.07 7,802.12 -568.05
SALE 3/30/10 60 NCSOFT CORP 206.00 145.95 29,822,689.00 30,608,934.69 -786,245.69
248978 4/01/10 KRW H20100 145570. 1130.00 26,391.76 26,237.73 154.03
SALE 3/30/10 60 SAMSUNG ELCTRNCS N/VT 30.00 79.67 16,278,526.00 11,607,682.64 4,670,843.36
239490 4/01/10 KRW H20100 545618. 1130.00 14,405.78 10,853.35 3,552.43
SALE 3/31/10 60 KOREA EXCHANGE BANK KR 1,210.00 70.20 16,464,916.00 17,261,966.77 -797,050.77
248891 4/02/10 KRW H20100 13672.9 1131.20 14,555.27 14,775.88 -220.61
SALE 3/31/10 60 LG TELECOM LTD KRW 500 1,150.00 37.56 8,809,514.00 10,003,856.83 -1,194,342.83
250385 4/02/10 KRW H20100 7697.39 1131.20 7,787.76 8,385.45 -597.69
SALE 3/31/10 60 NCSOFT CORP 97.00 59.23 13,890,572.00 14,412,944.97 -522,372.97
248978 4/02/10 KRW H20100 143892. 1131.20 12,279.50 12,354.66 -75.16
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 50
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 3/31/10 60 SAMSUNG ELCTRNCS N/VT 28.00 64.48 15,123,589.00 10,833,837.13 4,289,751.87
239490 4/02/10 KRW H20100 542733. 1131.20 13,369.51 10,129.80 3,239.71
SALE 4/06/10 60 AMOREPACIFIC CORP 16.00 61.79 12,549,062.00 9,888,226.10 2,660,835.90
239473 4/08/10 KRW H20100 788653. 1123.10 11,173.59 9,581.90 1,591.69
SALE 4/06/10 60 CHEIL WORLDWIDE INC 4.00 6.68 1,357,186.00 991,344.10 365,841.90
239474 4/08/10 KRW H20100 341172. 1123.09 1,208.43 982.80 225.63
SALE 4/07/10 60 AMOREPACIFIC CORP 13.00 51.04 10,344,084.00 8,034,183.71 2,309,900.29
239473 4/09/10 KRW H20100 800099. 1120.66 9,230.35 7,785.30 1,445.05
SALE 4/07/10 60 CHEIL WORLDWIDE INC 9.00 15.28 3,097,843.00 2,230,524.22 867,318.78
239474 4/09/10 KRW H20100 346107. 1120.66 2,764.30 2,211.31 552.99
SALE 4/07/10 60 KOREA EXCHANGE BANK KR 1,090.00 72.28 14,645,947.00 15,550,036.18 -904,089.18
248891 4/09/10 KRW H20100 13510.9 1120.66 13,069.04 13,310.51 -241.47
SALE 4/07/10 60 KOREA LIFE INSURAN KRW 4,710.00 197.44 40,007,567.00 38,622,000.00 1,385,567.00
251094 4/09/10 KRW H20100 8541.15 1120.66 35,700.00 33,875.98 1,824.02
SALE 4/08/10 60 AMOREPACIFIC CORP 15.00 60.04 12,194,250.00 9,270,211.97 2,924,038.03
239473 4/12/10 KRW H20100 817445. 1123.10 10,857.67 8,983.03 1,874.64
SALE 4/08/10 60 CHEIL WORLDWIDE INC 10.00 16.48 3,348,944.00 2,478,360.25 870,583.75
239474 4/12/10 KRW H20100 336745. 1123.09 2,981.88 2,457.01 524.87
SALE 4/08/10 60 KOREA EXCHANGE BANK KR 2,630.00 174.47 35,430,605.00 37,519,812.08 -2,089,207.08
248891 4/12/10 KRW H20100 13546.2 1123.10 31,547.15 32,116.18 -569.03
SALE 4/08/10 60 KOREA LIFE INSURAN KRW 5,200.00 217.12 44,092,499.00 42,640,000.00 1,452,499.00
251094 4/12/10 KRW H20100 8526.22 1123.10 39,259.64 37,400.23 1,859.41
SALE 4/09/10 60 AMOREPACIFIC CORP 8.00 32.50 6,569,437.00 4,944,113.05 1,625,323.95
239473 4/13/10 KRW H20100 825720. 1117.89 5,876.59 4,790.95 1,085.64
SALE 4/09/10 60 CHEIL WORLDWIDE INC 5.00 8.21 1,660,266.00 1,239,180.12 421,085.88
239474 4/13/10 KRW H20100 333888. 1117.89 1,485.17 1,228.51 256.66
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 51
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/09/10 60 KOREA EXCHANGE BANK KR 1,650.00 111.80 22,597,965.00 23,539,045.60 -941,080.60
248891 4/13/10 KRW H20100 13771.4 1117.90 20,214.66 20,148.93 65.73
SALE 4/09/10 60 KOREA LIFE INSURAN KRW 5,470.00 225.46 45,575,046.00 44,854,000.00 721,046.00
251094 4/13/10 KRW H20100 8377.89 1117.90 40,768.45 39,342.16 1,426.29
SALE 4/09/10 60 LG TELECOM LTD KRW 500 2,340.00 89.27 18,046,302.00 20,355,673.90 -2,309,371.90
250385 4/13/10 KRW H20100 7754.74 1117.90 16,143.04 17,062.57 -919.53
SALE 4/12/10 60 AMOREPACIFIC CORP 6.00 24.11 4,856,329.00 3,708,084.79 1,148,244.21
239473 4/14/10 KRW H20100 813863. 1113.80 4,360.14 3,593.21 766.93
SALE 4/12/10 60 CHEIL WORLDWIDE INC 5.00 8.24 1,660,357.00 1,239,180.12 421,176.88
239474 4/14/10 KRW H20100 333907. 1113.80 1,490.71 1,228.51 262.20
SALE 4/12/10 60 KIA MOTORS CORP 6,660.00 850.73 171,334,862.00 127,629,116.23 43,705,745.77
249234 4/14/10 KRW H20100 25868.2 1113.80 153,829.11 111,125.61 42,703.50
SALE 4/12/10 60 KOREA EXCHANGE BANK KR 1,740.00 119.89 24,145,847.00 24,822,993.54 -677,146.54
248891 4/14/10 KRW H20100 13953.6 1113.80 21,678.80 21,247.96 430.84
SALE 4/12/10 60 KOREA LIFE INSURAN KRW 5,150.00 210.64 42,422,464.00 42,230,000.00 192,464.00
251094 4/14/10 KRW H20100 8282.92 1113.80 38,088.04 37,040.61 1,047.43
SALE 4/12/10 60 LG CHEM LTD KRW 5000.0 611.00 754.44 151,941,271.00 64,627,334.34 87,313,936.66
239483 4/14/10 KRW H20100 250051. 1113.80 136,417.01 58,240.25 78,176.76
SALE 4/12/10 60 LG TELECOM LTD KRW 500 1,090.00 41.81 8,421,336.00 9,481,916.47 -1,060,580.47
250385 4/14/10 KRW H20100 7768.71 1113.79 7,560.91 7,947.95 -387.04
SALE 4/12/10 60 NCSOFT CORP 275.00 191.49 38,566,103.00 40,861,441.94 -2,295,338.94
248978 4/14/10 KRW H20100 141015. 1113.80 34,625.70 35,026.10 -400.40
SALE 4/12/10 60 OCI COMPANY LTD 63.00 58.33 11,748,400.00 14,235,429.11 -2,487,029.11
247824 4/14/10 KRW H20100 187513. 1113.80 10,548.03 11,426.02 -877.99
SALE 4/12/10 60 SHINHAN FINANCIAL GROU 2,210.00 104,288,117.00 74,582,053.84 29,706,063.16
239492 4/14/10 KRW H20100 47189.1 1113.80 93,632.71 62,375.33 31,257.38
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 52
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/13/10 60 AMOREPACIFIC CORP 5.00 19.82 4,028,784.00 3,090,070.66 938,713.34
239473 4/15/10 KRW H20100 810211. 1123.79 3,584.97 2,994.34 590.63
SALE 4/13/10 60 CHEIL WORLDWIDE INC 3.00 4.90 996,502.00 743,508.07 252,993.93
239474 4/15/10 KRW H20100 334002. 1123.79 886.73 737.10 149.63
SALE 4/13/10 60 KOREA EXCHANGE BANK KR 610.00 41.40 8,412,211.00 8,702,313.83 -290,102.83
248891 4/15/10 KRW H20100 13866.7 1123.79 7,485.51 7,449.00 36.51
SALE 4/13/10 60 KOREA LIFE INSURAN KRW 4,260.00 173.42 35,239,086.00 34,932,000.00 307,086.00
251094 4/15/10 KRW H20100 8317.83 1123.80 31,357.08 30,639.42 717.66
SALE 4/13/10 60 LG TELECOM LTD KRW 500 1,870.00 70.81 14,388,426.00 16,267,141.11 -1,878,715.11
250385 4/15/10 KRW H20100 7736.89 1123.80 12,803.37 13,635.47 -832.10
SALE 4/13/10 60 NCSOFT CORP 159.00 110.66 22,486,643.00 23,625,342.79 -1,138,699.79
248978 4/15/10 KRW H20100 142207. 1123.80 20,009.47 20,251.45 -241.98
SALE 4/13/10 60 OCI COMPANY LTD 52.00 47.23 9,597,983.00 11,749,878.00 -2,151,895.00
247824 4/15/10 KRW H20100 185597. 1123.80 8,540.65 9,431.00 -890.35
SALE 4/13/10 60 SHINHAN FINANCIAL GROU 2,020.00 94,964,812.00 68,170,022.06 26,794,789.94
239492 4/15/10 KRW H20100 47012.2 1123.80 84,503.30 57,012.74 27,490.56
SALE 4/14/10 60 AMOREPACIFIC CORP 6.00 24.71 4,970,050.00 3,708,084.79 1,261,965.21
239473 4/16/10 KRW H20100 832922. 1112.09 4,469.07 3,593.21 875.86
SALE 4/14/10 60 CHEIL WORLDWIDE INC 6.00 10.20 2,051,177.00 1,487,016.15 564,160.85
239474 4/16/10 KRW H20100 343752. 1112.09 1,844.42 1,474.21 370.21
SALE 4/14/10 60 KOREA EXCHANGE BANK KR 4,190.00 291.49 58,615,074.00 59,774,909.73 -1,159,835.73
248891 4/16/10 KRW H20100 14066.6 1112.10 52,706.66 51,166.08 1,540.58
SALE 4/14/10 60 KOREA LIFE INSURAN KRW 14,200.00 606.91 122,043,079.00 116,440,000.00 5,603,079.00
251094 4/16/10 KRW H20100 8642.11 1112.10 109,741.10 102,131.39 7,609.71
SALE 4/14/10 60 LG TELECOM LTD KRW 500 2,280.00 86.18 17,329,464.00 19,833,733.54 -2,504,269.54
250385 4/16/10 KRW H20100 7642.67 1112.10 15,582.65 16,625.07 -1,042.42
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: 53
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/14/10 60 NCSOFT CORP 129.00 90.45 18,189,099.00 19,167,730.94 -978,631.94
248978 4/16/10 KRW H20100 141780. 1112.10 16,355.63 16,430.42 -74.79
SALE 4/14/10 60 OCI COMPANY LTD 88.00 81.27 16,341,715.00 19,884,408.92 -3,542,693.92
247824 4/16/10 KRW H20100 186728. 1112.10 14,694.47 15,960.16 -1,265.69
SALE 4/15/10 60 AMOREPACIFIC CORP 4.00 16.67 3,338,137.00 2,472,056.53 866,080.47
239473 4/19/10 KRW H20100 839149. 1107.40 3,014.39 2,395.48 618.91
SALE 4/15/10 60 CHEIL WORLDWIDE INC 10.00 17.47 3,500,475.00 2,478,360.25 1,022,114.75
239474 4/19/10 KRW H20100 351982. 1107.39 3,160.99 2,457.01 703.98
SALE 4/15/10 60 KOREA EXCHANGE BANK KR 3,610.00 258.81 51,824,141.00 51,500,578.55 323,562.45
248891 4/19/10 KRW H20100 14435.1 1107.40 46,798.03 44,083.42 2,714.61
SALE 4/15/10 60 KOREA LIFE INSURAN KRW 15,320.00 678.10 135,782,192.00 125,624,000.00 10,158,192.00
251094 4/19/10 KRW H20100 8912.08 1107.40 122,613.50 110,186.82 12,426.68
SALE 4/15/10 60 LG TELECOM LTD KRW 500 1,540.00 58.51 11,716,706.00 13,396,469.15 -1,679,763.15
250385 4/19/10 KRW H20100 7650.32 1107.40 10,580.37 11,229.21 -648.84
SALE 4/15/10 60 NCSOFT CORP 310.00 222.10 44,472,877.00 46,061,989.09 -1,589,112.09
248978 4/19/10 KRW H20100 144254. 1107.40 40,159.72 39,483.96 675.76
SALE 4/15/10 60 OCI COMPANY LTD 93.00 87.85 17,592,152.00 21,014,204.88 -3,422,052.88
247824 4/19/10 KRW H20100 190209. 1107.40 15,886.00 16,866.99 -980.99
SALE 4/16/10 60 AMOREPACIFIC CORP 4.00 16.50 3,312,582.00 2,472,056.53 840,525.47
239473 4/20/10 KRW H20100 832723. 1109.99 2,984.31 2,395.48 588.83
SALE 4/16/10 60 CHEIL WORLDWIDE INC 5.00 8.73 1,752,173.00 1,239,180.12 512,992.88
239474 4/20/10 KRW H20100 352371. 1110.00 1,578.53 1,228.51 350.02
SALE 4/16/10 60 KOREA EXCHANGE BANK KR 1,760.00 123.27 24,741,112.00 25,108,315.31 -367,203.31
248891 4/20/10 KRW H20100 14135.1 1110.00 22,289.29 21,492.19 797.10
SALE 4/16/10 60 KOREA LIFE INSURAN KRW 5,110.00 221.62 44,479,742.00 41,902,000.00 2,577,742.00
251094 4/20/10 KRW H20100 8752.59 1110.00 40,071.84 36,752.92 3,318.92
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 54
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/16/10 60 LG TELECOM LTD KRW 500 2,700.00 103.72 20,816,974.00 23,487,316.03 -2,670,342.03
250385 4/20/10 KRW H20100 7752.63 1110.00 18,754.03 19,687.58 -933.55
SALE 4/16/10 60 NCSOFT CORP 116.00 81.78 16,414,230.00 17,236,099.14 -821,869.14
248978 4/20/10 KRW H20100 142284. 1110.00 14,787.59 14,774.64 12.95
SALE 4/16/10 60 OCI COMPANY LTD 61.00 58.99 11,839,254.00 13,783,510.73 -1,944,256.73
247824 4/20/10 KRW H20100 195159. 1110.00 10,665.99 11,063.29 -397.30
SALE 4/19/10 60 AMOREPACIFIC CORP 8.00 33.01 6,675,012.00 4,944,113.05 1,730,898.95
239473 4/21/10 KRW H20100 838989. 1118.10 5,969.96 4,790.95 1,179.01
SALE 4/19/10 60 CHEIL WORLDWIDE INC 5.00 8.61 1,742,080.00 1,239,180.12 502,899.88
239474 4/21/10 KRW H20100 350341. 1118.10 1,558.07 1,228.51 329.56
SALE 4/19/10 60 KOREA EXCHANGE BANK KR 1,550.00 105.10 21,247,464.00 22,112,436.77 -864,972.77
248891 4/21/10 KRW H20100 13783.8 1118.10 19,003.19 18,927.78 75.41
SALE 4/19/10 60 KOREA LIFE INSURAN KRW 3,470.00 146.58 29,635,456.00 28,454,000.00 1,181,456.00
251094 4/21/10 KRW H20100 8587.71 1118.10 26,505.19 24,957.46 1,547.73
SALE 4/19/10 60 LG TELECOM LTD KRW 500 1,180.00 44.99 9,097,198.00 10,264,827.01 -1,167,629.01
250385 4/21/10 KRW H20100 7752.11 1118.10 8,136.30 8,604.20 -467.90
SALE 4/19/10 60 NCSOFT CORP 142.00 98.25 19,863,767.00 21,099,362.75 -1,235,595.75
248978 4/21/10 KRW H20100 140659. 1118.10 17,765.64 18,086.20 -320.56
SALE 4/20/10 60 AMOREPACIFIC CORP 7.00 29.29 5,921,801.00 4,326,098.92 1,595,702.08
239473 4/22/10 KRW H20100 850649. 1117.80 5,297.73 4,192.08 1,105.65
SALE 4/20/10 60 CHEIL WORLDWIDE INC 5.00 8.61 1,741,834.00 1,239,180.12 502,653.88
239474 4/22/10 KRW H20100 350291. 1117.80 1,558.27 1,228.51 329.76
SALE 4/20/10 60 KOREA EXCHANGE BANK KR 1,270.00 86.21 17,425,001.00 18,117,932.07 -692,931.07
248891 4/22/10 KRW H20100 13796.3 1117.80 15,588.66 15,508.57 80.09
SALE 4/20/10 60 KOREA LIFE INSURAN KRW 2,900.00 122.92 24,844,080.00 23,780,000.00 1,064,080.00
251094 4/22/10 KRW H20100 8614.30 1117.80 22,225.87 20,857.82 1,368.05
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 55
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/21/10 60 AMOREPACIFIC CORP 9.00 38.17 7,645,325.00 5,562,127.18 2,083,197.82
239473 4/23/10 KRW H20100 854177. 1107.60 6,902.60 5,389.82 1,512.78
SALE 4/21/10 60 CHEIL WORLDWIDE INC 2.00 3.46 693,343.00 495,672.05 197,670.95
239474 4/23/10 KRW H20100 348587. 1107.59 625.99 491.40 134.59
SALE 4/21/10 60 KOREA EXCHANGE BANK KR 3,800.00 267.06 53,484,393.00 54,211,135.32 -726,742.32
248891 4/23/10 KRW H20100 14152.6 1107.60 48,288.55 46,403.60 1,884.95
SALE 4/21/10 60 KOREA LIFE INSURAN KRW 4,710.00 205.44 41,145,051.00 38,622,000.00 2,523,051.00
251094 4/23/10 KRW H20100 8783.99 1107.60 37,147.93 33,875.98 3,271.95
SALE 4/22/10 60 AMOREPACIFIC CORP 9.00 38.09 7,632,756.00 5,562,127.18 2,070,628.82
239473 4/26/10 KRW H20100 852773. 1108.10 6,888.15 5,389.82 1,498.33
SALE 4/22/10 60 KOREA EXCHANGE BANK KR 1,690.00 119.79 24,001,971.00 24,109,689.13 -107,718.13
248891 4/26/10 KRW H20100 14280.8 1108.10 21,660.47 20,637.39 1,023.08
SALE 4/23/10 60 AMOREPACIFIC CORP 120.00 512.03 102,632,154.00 74,161,695.76 28,470,458.24
239473 4/27/10 KRW H20100 859997. 1108.50 92,586.52 71,864.27 20,722.25
SALE 4/23/10 60 KOREA EXCHANGE BANK KR 830.00 58.52 11,729,348.00 11,840,853.24 -111,505.24
248891 4/27/10 KRW H20100 14209.8 1108.50 10,581.28 10,135.52 445.76
SALE 4/26/10 60 AMOREPACIFIC CORP 7.00 30.04 5,998,778.00 4,326,098.92 1,672,679.08
239473 4/28/10 KRW H20100 861706. 1103.90 5,434.17 4,192.08 1,242.09
SALE 4/26/10 60 HYUNDAI ENGINEERING & 710.00 204.04 40,728,961.00 46,963,973.44 -6,235,012.44
247012 4/28/10 KRW H20100 57681.9 1103.90 36,895.52 37,972.52 -1,077.00
SALE 4/26/10 60 HYUNDAI MOBIS 445.00 373.90 74,634,733.00 67,549,810.86 7,084,922.14
249828 4/28/10 KRW H20100 168646. 1103.90 67,610.05 58,298.53 9,311.52
SALE 4/26/10 60 KB FINANCIAL GROUP 1,650.00 467.78 93,370,720.00 62,390,539.22 30,980,180.78
244142 4/28/10 KRW H20100 56901.2 1103.90 84,582.59 46,913.01 37,669.58
SALE 4/26/10 60 KIA MOTORS CORP 2,750.00 360.82 72,022,264.00 52,699,710.15 19,322,553.85
249234 4/28/10 KRW H20100 26334.7 1103.90 65,243.47 45,885.20 19,358.27
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 56
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/26/10 60 KOREA EXCHANGE BANK KR 1,010.00 71.79 14,328,692.00 14,408,749.12 -80,057.12
248891 4/28/10 KRW H20100 14265.2 1103.90 12,980.06 12,333.59 646.47
SALE 4/26/10 60 NHN CORP 91.00 85.55 17,075,792.00 15,681,977.85 1,393,814.15
239486 4/28/10 KRW H20100 188683. 1103.90 15,468.60 14,383.10 1,085.50
SALE 4/26/10 60 SAMSUNG ELECTRONICS CO 239.00 624.39 199,098,731.00 140,859,560.33 58,239,170.67
239489 4/28/10 KRW H20100 835933. 1103.90 180,359.39 128,960.84 51,398.55
SALE 4/26/10 60 SHINHAN FINANCIAL GROU 1,430.00 69,219,656.00 48,258,976.01 20,960,679.99
239492 4/28/10 KRW H20100 48405.3 1103.90 62,704.64 40,360.51 22,344.13
SALE 4/27/10 60 AMOREPACIFIC CORP 6.00 25.45 5,108,272.00 3,708,084.79 1,400,187.21
239473 4/29/10 KRW H20100 856087. 1110.05 4,601.84 3,593.21 1,008.63
SALE 4/27/10 60 HYUNDAI ENGINEERING & 861.00 249.67 50,114,589.00 56,952,086.11 -6,837,497.11
247012 4/29/10 KRW H20100 58526.9 1110.05 45,146.24 46,048.37 -902.13
SALE 4/27/10 60 HYUNDAI MOBIS 18.00 15.05 3,021,284.00 2,732,351.90 288,932.10
249828 4/29/10 KRW H20100 168777. 1110.05 2,721.75 2,358.14 363.61
SALE 4/27/10 60 KB FINANCIAL GROUP 1,050.00 293.53 58,916,666.00 39,703,070.41 19,213,595.59
244142 4/29/10 KRW H20100 56421.4 1110.05 53,075.69 29,853.73 23,221.96
SALE 4/27/10 60 KIA MOTORS CORP 2,710.00 349.02 70,056,054.00 51,933,168.91 18,122,885.09
249234 4/29/10 KRW H20100 25993.9 1110.05 63,110.72 45,217.78 17,892.94
SALE 4/27/10 60 KOREA EXCHANGE BANK KR 730.00 50.84 10,204,751.00 10,414,244.42 -209,493.42
248891 4/29/10 KRW H20100 14056.4 1110.04 9,193.06 8,914.38 278.68
SALE 4/27/10 60 NHN CORP 95.00 89.60 17,983,339.00 16,371,295.56 1,612,043.44
239486 4/29/10 KRW H20100 190345. 1110.05 16,200.48 15,015.32 1,185.16
SALE 4/27/10 60 SHINHAN FINANCIAL GROU 820.00 39,619,587.00 27,672,979.25 11,946,607.75
239492 4/29/10 KRW H20100 48316.5 1110.05 35,691.71 23,143.79 12,547.92
SALE 4/28/10 60 AMOREPACIFIC CORP 9.00 36.84 7,451,407.00 5,562,127.18 1,889,279.82
239473 4/30/10 KRW H20100 832512. 1118.70 6,660.77 5,389.82 1,270.95
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 57
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/28/10 60 HYUNDAI ENGINEERING & 806.00 224.67 45,446,269.00 53,314,031.83 -7,867,762.83
247012 4/30/10 KRW H20100 56696.7 1118.70 40,624.18 43,106.84 -2,482.66
SALE 4/28/10 60 KB FINANCIAL GROUP 1,550.00 416.12 84,172,254.00 58,609,294.42 25,562,959.58
244142 4/30/10 KRW H20100 54605.0 1118.70 75,241.13 44,069.80 31,171.33
SALE 4/28/10 60 KIA MOTORS CORP 3,230.00 410.35 83,007,987.00 61,898,205.02 21,109,781.98
249234 4/30/10 KRW H20100 25841.1 1118.70 74,200.40 53,894.25 20,306.15
SALE 4/28/10 60 KOREA EXCHANGE BANK KR 1,390.00 94.25 19,065,734.00 19,829,862.66 -764,128.66
248891 4/30/10 KRW H20100 13792.2 1118.70 17,042.76 16,973.95 68.81
SALE 4/28/10 60 NHN CORP 156.00 145.59 29,450,366.00 26,883,390.60 2,566,975.40
239486 4/30/10 KRW H20100 189828. 1118.70 26,325.53 24,656.74 1,668.79
SALE 4/28/10 60 SHINHAN FINANCIAL GROU 1,090.00 253.85 51,351,668.00 36,784,813.88 14,566,854.12
239492 4/30/10 KRW H20100 47372.1 1118.70 45,902.98 30,764.30 15,138.68
---------------- --------- ---------------- ------------ ---------------- --------------
150,842.00 14,574.753,322,650,116.00 2,854,737,978.81 467,912,137.19
2,985,558.09 2,461,655.51 523,902.58
104 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 3/29/10 60 INDOCEMENT TUNGGAL IDR 26,000.00 376,066,155.00 259,721,129.01 116,345,025.99
248555 4/01/10 IDR H20100 14464.0 9085.00 41,394.18 26,234.46 15,159.72
SALE 3/30/10 60 INDOCEMENT TUNGGAL IDR 3,500.00 24.73 49,352,913.00 34,962,459.68 14,390,453.32
248555 4/05/10 IDR H20100 14165.0 9080.00 5,435.34 3,531.56 1,903.78
SALE 3/31/10 60 INDOCEMENT TUNGGAL IDR 7,500.00 52.37 104,606,476.00 74,919,556.45 29,686,919.55
248555 4/06/10 IDR H20100 14011.0 9090.00 11,507.86 7,567.63 3,940.23
SALE 4/01/10 60 INDOCEMENT TUNGGAL IDR 25,500.00 365,712,642.00 254,726,491.92 110,986,150.08
248555 4/07/10 IDR H20100 14341.6 9075.00 40,298.91 25,729.95 14,568.96
SALE 4/05/10 60 INDOCEMENT TUNGGAL IDR 19,000.00 140.80 280,332,055.00 189,796,209.66 90,535,845.34
248555 4/08/10 IDR H20100 14821.4 9059.99 30,941.73 19,171.33 11,770.40
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: 58
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/06/10 60 INDOCEMENT TUNGGAL IDR 12,500.00 186,694,484.00 124,865,927.41 61,828,556.59
248555 4/09/10 IDR H20100 14935.5 9044.99 20,640.63 12,612.72 8,027.91
SALE 4/07/10 60 INDOCEMENT TUNGGAL IDR 7,500.00 56.52 112,406,720.00 74,919,556.45 37,487,163.55
248555 4/12/10 IDR H20100 15055.7 9050.00 12,420.63 7,567.63 4,853.00
SALE 4/08/10 60 INDOCEMENT TUNGGAL IDR 11,000.00 80.66 160,673,070.00 109,882,016.12 50,791,053.88
248555 4/13/10 IDR H20100 14673.1 9065.00 17,724.55 11,099.19 6,625.36
SALE 4/09/10 60 INDOCEMENT TUNGGAL IDR 8,000.00 116,651,197.00 79,914,193.54 36,737,003.46
248555 4/14/10 IDR H20100 14581.4 9025.00 12,925.34 8,072.14 4,853.20
SALE 4/12/10 60 INDOCEMENT TUNGGAL IDR 6,500.00 95,365,881.00 64,930,282.25 30,435,598.75
248555 4/15/10 IDR H20100 14671.6 9014.99 10,578.58 6,558.61 4,019.97
SALE 4/13/10 60 INDOCEMENT TUNGGAL IDR 50,000.00 380.47 754,138,710.00 499,463,709.64 254,675,000.36
248555 4/16/10 IDR H20100 15151.4 9020.00 83,607.40 50,450.88 33,156.52
SALE 4/14/10 60 INDOCEMENT TUNGGAL IDR 14,000.00 212,397,226.00 139,849,838.70 72,547,387.30
248555 4/19/10 IDR H20100 15171.2 9010.00 23,573.50 14,126.25 9,447.25
SALE 4/15/10 60 INDOCEMENT TUNGGAL IDR 14,000.00 108.21 214,139,423.00 139,849,838.70 74,289,584.30
248555 4/20/10 IDR H20100 15365.2 9004.99 23,780.06 14,126.25 9,653.81
SALE 4/16/10 60 INDOCEMENT TUNGGAL IDR 11,000.00 164,123,657.00 109,882,016.12 54,241,640.88
248555 4/21/10 IDR H20100 14920.3 9004.99 18,225.84 11,099.19 7,126.65
SALE 4/19/10 60 INDOCEMENT TUNGGAL IDR 29,500.00 421,218,195.00 294,683,588.69 126,534,606.31
248555 4/22/10 IDR H20100 14278.5 9039.00 46,600.09 29,766.02 16,834.07
SALE 4/20/10 60 INDOCEMENT TUNGGAL IDR 19,000.00 141.27 274,914,713.00 189,796,209.67 85,118,503.33
248555 4/23/10 IDR H20100 14536.2 9013.00 30,502.02 19,171.33 11,330.69
---------------- --------- ---------------- ------------ ---------------- --------------
264,500.00 985.033,888,793,517.00 2,642,163,024.01 1246630492.99
430,156.66 266,885.14 163,271.52
16 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 59
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/16/10 60 KUMBA IRON ORE LTD 1,400.00 143.15 527,736.97 435,473.13 92,263.84
250000 4/23/10 ZAR N20100 377.710 7.388 71,433.58 58,261.37 13,172.21
SALE 4/19/10 60 KUMBA IRON ORE LTD 2,400.00 235.53 876,937.81 746,525.36 130,412.45
250000 4/26/10 ZAR N20100 366.123 7.461 117,529.93 99,876.64 17,653.29
SALE 4/20/10 60 KUMBA IRON ORE LTD 1,600.00 157.79 582,919.34 497,683.57 85,235.77
250000 4/28/10 ZAR N20100 365.055 7.404 78,735.64 66,584.43 12,151.21
SALE 4/21/10 60 KUMBA IRON ORE LTD 2,900.00 284.41 1,052,128.82 902,051.48 150,077.34
250000 4/29/10 ZAR N20100 363.530 7.414 141,920.66 120,684.27 21,236.39
SALE 4/22/10 60 KUMBA IRON ORE LTD 2,200.00 213.43 798,745.45 684,314.91 114,430.54
250000 4/30/10 ZAR N20100 363.794 7.500 106,502.23 91,553.59 14,948.64
---------------- --------- ---------------- ------------ ---------------- --------------
10,500.00 1,034.31 3,838,468.39 3,266,048.45 572,419.94
516,122.04 436,960.30 79,161.74
5 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 4/26/10 60 PTT PCL/FOREIGN 41,900.00 1,054.17 10,766,244.08 11,511,672.64 -745,428.56
240468 4/29/10 THB H20100 257.760 32.170 334,667.21 356,165.11 -21,497.90
SALE 4/27/10 60 PTT PCL/FOREIGN 34,000.00 849.37 8,696,202.12 9,341,214.08 -645,011.96
240468 4/30/10 THB H20100 256.576 32.250 269,649.68 289,012.26 -19,362.58
---------------- --------- ---------------- ------------ ---------------- --------------
75,900.00 1,903.54 19,462,446.20 20,852,886.72 -1,390,440.52
604,316.89 645,177.37 -40,860.48
2 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 4/09/10 60 CIELO SA (FMLY COMP BR 4,300.00 115.97 68,359.95 69,645.93 -1,285.98
247599 4/14/10 BRL N20100 15.946 1.774 38,540.88 37,971.94 568.94
SALE 4/09/10 60 CIELO SA (FMLY COMP BR 29,000.00 774.01 457,776.68 469,705.10 -11,928.42
247599 4/14/10 BRL N20100 15.833 1.774 258,091.38 256,089.82 2,001.56
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 60
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/09/10 60 ULTRAPAR PARTICIPACOES 1,100.00 158.96 93,701.61 50,740.32 42,961.29
243517 4/14/10 BRL N20100 85.440 1.774 52,828.33 23,161.28 29,667.05
SALE 4/12/10 60 CIELO SA (FMLY COMP BR 4,300.00 115.96 67,994.09 69,645.93 -1,651.84
247599 4/15/10 BRL N20100 15.860 1.758 38,665.96 37,971.94 694.02
SALE 4/12/10 60 CIELO SA (FMLY COMP BR 10,700.00 286.61 167,495.63 173,304.98 -5,809.35
247599 4/15/10 BRL N20100 15.701 1.758 95,249.15 94,488.31 760.84
SALE 4/12/10 60 ULTRAPAR PARTICIPACOES 500.00 71.66 41,875.69 23,063.78 18,811.91
243517 4/15/10 BRL N20100 84.003 1.759 23,813.30 10,527.85 13,285.45
SALE 4/13/10 60 CIELO SA (FMLY COMP BR 1,500.00 40.29 23,637.57 24,295.09 -657.52
247599 4/16/10 BRL N20100 15.806 1.765 13,390.11 13,246.02 144.09
SALE 4/13/10 60 ULTRAPAR PARTICIPACOES 600.00 83.81 49,167.25 27,676.54 21,490.71
243517 4/16/10 BRL N20100 82.192 1.765 27,852.06 12,633.43 15,218.63
---------------- --------- ---------------- ------------ ---------------- --------------
52,000.00 1,647.27 970,008.47 908,077.67 61,930.80
548,431.17 486,090.59 62,340.58
8 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 4/13/10 60 CHECK POINT SOFTWARE T 7,900.00 162.80 283,687.36 182,514.27 101,173.09
244870 4/16/10 USD N20100 35.930 1.000 283,687.36 182,514.27 101,173.09
SALE 4/14/10 60 CHECK POINT SOFTWARE T 5,900.00 121.60 212,609.98 136,308.13 76,301.85
244870 4/19/10 USD N20100 36.056 1.000 212,609.98 136,308.13 76,301.85
SALE 4/15/10 60 CHECK POINT SOFTWARE T 2,700.00 55.64 96,489.61 62,378.30 34,111.31
244870 4/20/10 USD N20100 35.758 1.000 96,489.61 62,378.30 34,111.31
SALE 4/15/10 60 CHECK POINT SOFTWARE T 3,400.00 138.04 120,826.82 78,550.45 42,276.37
244870 4/20/10 USD N20100 35.578 1.000 120,826.82 78,550.45 42,276.37
SALE 4/16/10 60 CHECK POINT SOFTWARE T 4,200.00 170.51 148,095.37 97,032.91 51,062.46
244870 4/21/10 USD N20100 35.301 1.000 148,095.37 97,032.91 51,062.46
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: 61
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/16/10 60 CHECK POINT SOFTWARE T 4,600.00 94.75 162,601.27 106,274.13 56,327.14
244870 4/21/10 USD N20100 35.369 1.000 162,601.27 106,274.13 56,327.14
SALE 4/19/10 60 CHECK POINT SOFTWARE T 7,200.00 148.30 254,121.14 166,342.12 87,779.02
244870 4/22/10 USD N20100 35.315 1.000 254,121.14 166,342.12 87,779.02
SALE 4/20/10 60 CHECK POINT SOFTWARE T 4,700.00 96.83 167,151.26 108,584.44 58,566.82
244870 4/23/10 USD N20100 35.585 1.000 167,151.26 108,584.44 58,566.82
SALE 4/21/10 60 CHECK POINT SOFTWARE T 3,120.00 64.28 110,996.80 72,081.59 38,915.21
244870 4/26/10 USD N20100 35.597 1.000 110,996.80 72,081.59 38,915.21
---------------- --------- ---------------- ------------ ---------------- --------------
43,720.00 1,052.75 1,556,579.61 1,010,066.34 546,513.27
1,556,579.61 1,010,066.34 546,513.27
9 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
SALE 3/30/10 60 OJSC POLYUS GOLD USD 1 9.00 .18 227.13 188.32 38.81
244929 4/06/10 USD N20100 25.257 1.000 227.13 188.32 38.81
SALE 3/31/10 60 OJSC POLYUS GOLD USD 1 309.00 6.18 7,867.73 6,465.80 1,401.93
244929 4/07/10 USD N20100 25.482 1.000 7,867.73 6,465.80 1,401.93
SALE 4/01/10 60 OJSC POLYUS GOLD USD 1 1,267.00 25.34 33,089.23 26,511.86 6,577.37
244929 4/08/10 USD N20100 26.136 1.000 33,089.23 26,511.86 6,577.37
SALE 4/06/10 60 OJSC POLYUS GOLD USD 1 479.00 9.58 12,615.33 10,023.03 2,592.30
244929 4/09/10 USD N20100 26.357 1.000 12,615.33 10,023.03 2,592.30
SALE 4/07/10 60 OJSC POLYUS GOLD USD 1 1,091.00 43.64 28,595.11 22,829.08 5,766.03
244929 4/12/10 USD N20100 26.250 1.000 28,595.11 22,829.08 5,766.03
SALE 4/07/10 60 OJSC POLYUS GOLD USD 1 1,351.00 27.02 35,393.36 28,269.55 7,123.81
244929 4/12/10 USD N20100 26.218 1.000 35,393.36 28,269.55 7,123.81
SALE 4/08/10 60 OJSC POLYUS GOLD USD 1 6,548.00 261.92 171,295.68 137,016.31 34,279.37
244929 4/13/10 USD N20100 26.200 1.000 171,295.68 137,016.31 34,279.37
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: 62
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/08/10 60 OJSC POLYUS GOLD USD 1 604.00 12.08 15,815.85 12,638.65 3,177.20
244929 4/13/10 USD N20100 26.205 1.000 15,815.85 12,638.65 3,177.20
SALE 4/08/10 60 VIMPEL COMMUNICATI SPN 32,376.00 1,304.80 575,985.18 478,079.35 97,905.83
239514 4/13/10 USD N20100 17.831 1.000 575,985.18 478,079.35 97,905.83
SALE 4/08/10 60 VIMPEL COMMUNICATI SPN 21,100.00 428.36 375,672.41 311,572.60 64,099.81
239514 4/13/10 USD N20100 17.825 1.000 375,672.41 311,572.60 64,099.81
SALE 4/08/10 60 VIMPEL COMMUNICATI SPN 1,300.00 26.39 23,278.58 19,196.42 4,082.16
239514 4/13/10 USD N20100 17.927 1.000 23,278.58 19,196.42 4,082.16
SALE 4/13/10 60 OJSC POLYUS GOLD USD 1 1,681.00 67.24 43,386.61 35,174.78 8,211.83
244929 4/16/10 USD N20100 25.850 1.000 43,386.61 35,174.78 8,211.83
SALE 4/13/10 60 OJSC POLYUS GOLD USD 1 231.00 4.62 5,969.22 4,833.65 1,135.57
244929 4/16/10 USD N20100 25.861 1.000 5,969.22 4,833.65 1,135.57
SALE 4/14/10 60 OJSC POLYUS GOLD USD 1 4,147.00 165.88 108,485.52 86,775.60 21,709.92
244929 4/19/10 USD N20100 26.200 1.000 108,485.52 86,775.60 21,709.92
SALE 4/14/10 60 OJSC POLYUS GOLD USD 1 590.00 11.80 15,376.58 12,345.70 3,030.88
244929 4/19/10 USD N20100 26.082 1.000 15,376.58 12,345.70 3,030.88
SALE 4/16/10 60 OJSC POLYUS GOLD USD 1 218.00 4.36 5,642.76 4,561.63 1,081.13
244929 4/21/10 USD N20100 25.904 1.000 5,642.76 4,561.63 1,081.13
SALE 4/23/10 60 OJSC POLYUS GOLD USD 1 1,091.00 44.11 27,580.01 22,829.08 4,750.93
244929 4/28/10 USD N20100 25.320 1.000 27,580.01 22,829.08 4,750.93
SALE 4/27/10 60 OJSC POLYUS GOLD USD 1 313.00 6.26 7,826.05 6,549.50 1,276.55
244929 4/30/10 USD N20100 25.023 1.000 7,826.05 6,549.50 1,276.55
---------------- --------- ---------------- ------------ ---------------- --------------
74,705.00 2,449.76 1,494,102.34 1,225,860.91 268,241.43
1,494,102.34 1,225,860.91 268,241.43
18 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: 63
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 3/29/10 60 INFOSYS TECHNOLOGIES L 4,200.00 172.28 252,737.44 180,546.01 72,191.43
239503 4/01/10 USD H20100 60.217 1.000 252,737.44 180,546.01 72,191.43
SALE 3/30/10 60 INFOSYS TECHNOLOGIES L 9,500.00 389.59 566,787.01 408,377.89 158,409.12
239503 4/05/10 USD H20100 59.703 1.000 566,787.01 408,377.89 158,409.12
SALE 4/06/10 60 INFOSYS TECHNOLOGIES L 2,900.00 60.99 176,564.67 124,662.72 51,901.95
239503 4/09/10 USD H20100 60.905 1.000 176,564.67 124,662.72 51,901.95
SALE 4/08/10 60 WIPRO LTD ADR 8,700.00 351.42 202,188.93 150,711.76 51,477.17
248465 4/13/10 USD H20100 23.281 1.000 202,188.93 150,711.76 51,477.17
SALE 4/09/10 60 LARSEN + TOUBRO LTD IN 5,515.00 204,055.00 171,399.07 32,655.93
239208 4/14/10 USD H20100 37.000 1.000 204,055.00 171,399.07 32,655.93
SALE 4/09/10 60 TATA PWR CO LTD GDR RE 9,198.00 284,954.04 247,651.64 37,302.40
250593 4/14/10 USD H20100 30.980 1.000 284,954.04 247,651.64 37,302.40
SALE 4/21/10 60 GAIL INDIA LTD (REG S 4,300.00 245,960.00 170,993.54 74,966.46
244497 4/26/10 USD H20100 57.200 1.000 245,960.00 170,993.54 74,966.46
SALE 4/22/10 60 GAIL INDIA LTD (REG S 4,110.00 237,558.00 163,438.02 74,119.98
244497 4/27/10 USD H20100 57.800 1.000 237,558.00 163,438.02 74,119.98
---------------- --------- ---------------- ------------ ---------------- --------------
48,423.00 974.28 2,170,805.09 1,617,780.65 553,024.44
2,170,805.09 1,617,780.65 553,024.44
8 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
1,477,280.00 31,434.247,250,601,988.24 5,533,328,243.88 1717273744.36
12,534,860.94 10,077,621.75 2,457,239.19
201 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
1,567,730.00 35,072.287,251,784,077.34 5,534,447,363.96 1717336713.38
13,716,950.04 11,196,741.83 2,520,208.21
202 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
---------------- --------- ---------------- ------------ ---------------- --------------
13,590,455.00 62,443.75 11932192823.00 10214856109.62 1717336713.38
29,678,980.63 27,158,772.42 2,520,208.21
374 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: 64
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/07/10 60 VALE SA ADR 16,800.00 554,853.60 554,853.60
250850 4/12/10 USD 33.027 1.000 554,853.60 554,853.60
PUR 4/07/10 60 VALE SA ADR 17,900.00 591,168.98 591,168.98
250850 4/12/10 USD 33.026 1.000 591,168.98 591,168.98
PUR 4/08/10 60 VALE SA ADR 40,400.00 1,343,328.28 1,343,328.28
250850 4/13/10 USD 33.251 1.000 1,343,328.28 1,343,328.28
PUR 4/09/10 60 VALE SA ADR 21,200.00 717,829.88 717,829.88
250850 4/14/10 USD 33.860 1.000 717,829.88 717,829.88
---------------- --------- ---------------- ------------ ---------------- --------------
96,300.00 3,207,180.74 3,207,180.74
3,207,180.74 3,207,180.74
4 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
PUR 4/08/10 60 TURKCELL ILETISIM HIZM 30,203.00 477.11 287,515.63 287,515.63
239834 4/12/10 TRY GT2KSQ 9.496 1.503 191,319.96 191,319.96
PUR 4/09/10 60 TURKCELL ILETISIM HIZM 21,524.00 343.27 204,989.20 204,989.20
239834 4/13/10 TRY GT2KIY 9.500 1.489 137,650.55 137,650.55
PUR 4/12/10 60 TURKCELL ILETISIM HIZM 16,316.00 260.62 155,389.51 155,389.51
239834 4/14/10 TRY GT2LDI 9.500 1.487 104,505.69 104,505.69
PUR 4/13/10 60 TURKCELL ILETISIM HIZM 18,082.00 287.75 171,789.71 171,789.71
239834 4/15/10 TRY GT2L9K 9.477 1.489 115,388.04 115,388.04
PUR 4/14/10 60 TURKCELL ILETISIM HIZM 9,200.00 147.72 87,482.92 87,482.92
239834 4/16/10 TRY GT2L9G 9.485 1.477 59,238.16 59,238.16
PUR 4/15/10 60 TURKCELL ILETISIM HIZM 23,486.00 378.32 223,116.78 223,116.78
239834 4/19/10 TRY GT2LDG 9.476 1.471 151,707.88 151,707.88
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 65
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/16/10 60 TURKCELL ILETISIM HIZM 7,525.00 120.06 71,289.03 71,289.03
239834 4/20/10 TRY GT2LDI 9.450 1.481 48,142.24 48,142.24
PUR 4/19/10 60 TURKCELL ILETISIM HIZM 5,070.00 78.89 47,268.88 47,268.88
239834 4/21/10 TRY GT2LWY 9.300 1.494 31,634.91 31,634.91
PUR 4/20/10 60 TURKCELL ILETISIM HIZM 9,909.00 155.68 92,880.77 92,880.77
239834 4/22/10 TRY GT2LYY 9.350 1.488 62,428.26 62,428.26
PUR 4/21/10 60 TURKCELL ILETISIM HIZM 13,135.00 206.70 123,119.28 123,119.28
239834 4/26/10 TRY GT2LWY 9.350 1.485 82,886.28 82,886.28
PUR 4/22/10 60 TURKCELL ILETISIM HIZM 9,552.00 150.15 89,534.48 89,534.48
239834 4/27/10 TRY GT2LWW 9.350 1.487 60,211.49 60,211.49
PUR 4/26/10 60 TURKCELL ILETISIM HIZM 3,168.00 50.73 30,012.44 30,012.44
239834 4/28/10 TRY GT2MWA 9.450 1.475 20,343.28 20,343.28
PUR 4/27/10 60 TURKCELL ILETISIM HIZM 5,156.00 81.92 48,846.01 48,846.01
239834 4/29/10 TRY GT2MWA 9.450 1.487 32,848.70 32,848.70
PUR 4/28/10 60 TURKCELL ILETISIM HIZM 7,175.00 112.15 67,357.54 67,357.54
239834 4/30/10 TRY GT2MY6 9.364 1.498 44,973.99 44,973.99
---------------- --------- ---------------- ------------ ---------------- --------------
179,501.00 2,851.07 1,700,592.18 1,700,592.18
1,143,279.43 1,143,279.43
14 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 4/01/10 60 TAIWAN SEMICONDUCT ADS 90,397.00 963,921.29 963,921.29
240081 4/07/10 USD 10.663 1.000 963,921.29 963,921.29
---------------- --------- ---------------- ------------ ---------------- --------------
90,397.00 963,921.29 963,921.29
963,921.29 963,921.29
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 66
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/13/10 60 CHINA CONSTRUCTION 2,464,000.00 6,654.49 16,763,226.01 16,763,226.01
251606 4/15/10 HKD GT2L9G 6.782 7.760 2,160,209.54 2,160,209.54
PUR 4/14/10 60 CHINA CONSTRUCTION 1,256,000.00 3,404.06 8,575,884.26 8,575,884.26
251606 4/16/10 HKD GT2LDG 6.807 7.761 1,105,040.04 1,105,040.04
PUR 4/15/10 60 CHINA CONSTRUCTION 372,000.00 1,013.93 2,554,506.72 2,554,506.72
251606 4/19/10 HKD GT2L9K 6.846 7.761 329,146.59 329,146.59
---------------- --------- ---------------- ------------ ---------------- --------------
4,092,000.00 11,072.48 27,893,616.99 27,893,616.99
3,594,396.17 3,594,396.17
3 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 4/13/10 60 HYUNDAI MOBIS KRW 5000 1,326.00 461.18 207,825,728.00 207,825,728.00
251607 4/15/10 KRW GT2LDG 156340. 1123.80 184,931.24 184,931.24
PUR 4/14/10 60 HYUNDAI MOBIS KRW 5000 2,923.00 1,047.43 467,104,793.00 467,104,793.00
251607 4/16/10 KRW GT2LDG 159404. 1112.10 420,020.50 420,020.50
PUR 4/14/10 60 HYUNDAI MOBIS KRW 5000 3,619.00 1,297.10 578,445,003.00 578,445,003.00
251607 4/16/10 KRW GT2LDG 159437. 1112.10 520,137.58 520,137.58
PUR 4/15/10 60 HYUNDAI MOBIS KRW 5000 4,434.00 1,555.80 690,881,774.00 690,881,774.00
251607 4/19/10 KRW GT2LDI 155426. 1107.40 623,877.35 623,877.35
PUR 4/15/10 60 HYUNDAI MOBIS KRW 5000 2,000.00 701.54 311,534,890.00 311,534,890.00
251607 4/19/10 KRW GT2L9G 155379. 1107.40 281,321.01 281,321.01
PUR 4/16/10 60 HYUNDAI MOBIS KRW 5000 1,500.00 527.69 234,885,470.00 234,885,470.00
251607 4/20/10 KRW GT2LDI 156199. 1110.00 211,608.53 211,608.53
PUR 4/19/10 60 HYUNDAI MOBIS KRW 5000 1,500.00 169.67 237,329,700.00 237,329,700.00
251607 4/21/10 KRW GT2LWW 158093. 1118.10 212,261.60 212,261.60
PUR 4/20/10 60 HYUNDAI MOBIS KRW 5000 1,000.00 115.66 161,734,794.00 161,734,794.00
251607 4/22/10 KRW GT2LZ0 161605. 1117.80 144,690.28 144,690.28
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: 67
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/21/10 60 HYUNDAI MOBIS KRW 5000 1,000.00 149.52 165,778,613.00 165,778,613.00
251607 4/23/10 KRW GT2LWW 165613. 1107.60 149,673.72 149,673.72
PUR 4/22/10 60 HYUNDAI MOBIS KRW 5000 500.00 74.54 82,682,055.00 82,682,055.00
251607 4/26/10 KRW GT2LWW 165198. 1108.10 74,616.06 74,616.06
PUR 4/23/10 60 HYUNDAI MOBIS KRW 5000 1,000.00 120.46 167,040,069.00 167,040,069.00
251607 4/27/10 KRW GT2LWW 166906. 1108.50 150,690.18 150,690.18
PUR 4/26/10 60 HYUNDAI MOBIS KRW 5000 1,500.00 184.49 254,788,099.00 254,788,099.00
251607 4/28/10 KRW GT2MY4 169722. 1103.90 230,807.23 230,807.23
PUR 4/27/10 60 HYUNDAI MOBIS KRW 5000 500.00 61.42 85,305,651.00 85,305,651.00
251607 4/29/10 KRW GT2MWA 170474. 1110.05 76,848.48 76,848.48
PUR 4/28/10 60 HYUNDAI MOBIS KRW 5000 1,000.00 157.76 176,657,131.00 176,657,131.00
251607 4/30/10 KRW GT2MWA 176480. 1118.70 157,912.87 157,912.87
---------------- --------- ---------------- ------------ ---------------- --------------
23,802.00 6,624.263,821,993,770.00 3,821,993,770.00
3,439,396.63 3,439,396.63
14 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 3/31/10 60 SEMEN GRESIK PERSERO T 4,524,300.00 31784429061.00 31784429061.00
251402 4/06/10 IDR GT2JXE 7025.27 9090.00 3,496,636.86 3,496,636.86
---------------- --------- ---------------- ------------ ---------------- --------------
4,524,300.00 31784429061.00 31784429061.00
3,496,636.86 3,496,636.86
1 TRANSACTION IN COUNTRY: INDONESIA (4600)
PUR 4/12/10 60 NEDBANK GROUP LTD 10,072.00 1,285,847.20 1,285,847.20
239838 4/12/10 ZAR LFY10- 127.666 7.234 177,752.97 177,752.97
---------------- --------- ---------------- ------------ ---------------- --------------
10,072.00 1,285,847.20 1,285,847.20
177,752.97 177,752.97
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: 68
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/07/10 60 CEMIG SA SPN ADR 4,200.00 70,975.38 70,975.38
248069 4/12/10 USD 16.899 1.000 70,975.38 70,975.38
PUR 4/07/10 60 CEMIG SA SPN ADR 4,200.00 70,560.00 70,560.00
248069 4/12/10 USD 16.800 1.000 70,560.00 70,560.00
PUR 4/08/10 60 CEMIG SA SPN ADR 4,200.00 70,045.50 70,045.50
248069 4/13/10 USD 16.678 1.000 70,045.50 70,045.50
PUR 4/09/10 60 CEMIG SA SPN ADR 2,100.00 35,224.56 35,224.56
248069 4/14/10 USD 16.774 1.000 35,224.56 35,224.56
PUR 4/12/10 60 CEMIG SA SPN ADR 4,300.00 72,392.22 72,392.22
248069 4/15/10 USD 16.835 1.000 72,392.22 72,392.22
PUR 4/13/10 60 CEMIG SA SPN ADR 3,000.00 50,221.20 50,221.20
248069 4/16/10 USD 16.740 1.000 50,221.20 50,221.20
PUR 4/14/10 60 CEMIG SA SPN ADR 4,100.00 69,866.46 69,866.46
248069 4/19/10 USD 17.041 1.000 69,866.46 69,866.46
PUR 4/15/10 60 CEMIG SA SPN ADR 4,200.00 72,850.26 72,850.26
248069 4/20/10 USD 17.345 1.000 72,850.26 72,850.26
PUR 4/26/10 60 ULTRAPAR PARTICIPACOES 200.00 16.26 16,762.57 16,762.57
251794 4/29/10 BRL GT2MY6 83.671 1.744 9,611.57 9,611.57
PUR 4/27/10 60 ULTRAPAR PARTICIPACOES 1,700.00 134.82 139,507.66 139,507.66
251794 4/30/10 BRL GT2MY6 81.924 1.751 79,673.14 79,673.14
---------------- --------- ---------------- ------------ ---------------- --------------
32,200.00 151.08 668,405.81 668,405.81
601,420.29 601,420.29
10 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 4/12/10 60 OIL + GAS DEVELOPMENT 208,400.00 1,053.62 27,541,347.29 27,541,347.29
249826 4/14/10 PKR GT2LDG 131.732 83.900 328,263.97 328,263.97
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: 69
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/13/10 60 OIL + GAS DEVELOPMENT 4,100.00 20.64 538,707.30 538,707.30
249826 4/15/10 PKR GT2L9G 130.970 83.760 6,431.56 6,431.56
PUR 4/16/10 60 OIL + GAS DEVELOPMENT 2,300.00 11.72 306,815.78 306,815.78
249826 4/20/10 PKR GT2L9G 132.970 84.000 3,652.57 3,652.57
PUR 4/19/10 60 OIL + GAS DEVELOPMENT 2,000.00 10.23 267,588.27 267,588.27
249826 4/21/10 PKR GT2LWY 133.365 83.950 3,187.47 3,187.47
PUR 4/21/10 60 OIL + GAS DEVELOPMENT 1,700.00 8.65 225,871.27 225,871.27
249826 4/23/10 PKR GT2LWY 132.439 83.850 2,693.75 2,693.75
PUR 4/22/10 60 OIL + GAS DEVELOPMENT 1,100.00 5.64 147,319.99 147,319.99
249826 4/26/10 PKR GT2LYY 133.497 83.850 1,756.95 1,756.95
PUR 4/23/10 60 OIL + GAS DEVELOPMENT 900.00 4.60 120,514.94 120,514.94
249826 4/27/10 PKR GT2LZ0 133.476 84.150 1,432.14 1,432.14
PUR 4/26/10 60 OIL + GAS DEVELOPMENT 7,600.00 38.91 1,017,035.19 1,017,035.19
249826 4/28/10 PKR GT2MY4 133.391 83.900 12,121.99 12,121.99
PUR 4/27/10 60 OIL + GAS DEVELOPMENT 16,900.00 86.78 2,271,869.98 2,271,869.98
249826 4/29/10 PKR GT2MWC 133.999 84.030 27,036.42 27,036.42
PUR 4/28/10 60 OIL + GAS DEVELOPMENT 19,300.00 99.10 2,588,788.62 2,588,788.62
249826 4/30/10 PKR GT2MWA 133.704 83.850 30,874.04 30,874.04
---------------- --------- ---------------- ------------ ---------------- --------------
264,300.00 1,339.89 35,025,858.63 35,025,858.63
417,450.86 417,450.86
10 TRANSACTIONS IN COUNTRY: PAKISTAN (8950)
---------------- --------- ---------------- ------------ ---------------- --------------
9,312,872.00 22,038.78 35677168253.84 35677168253.84
17,041,435.24 17,041,435.24
58 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
9,312,872.00 22,038.78 35677168253.84 35677168253.84
17,041,435.24 17,041,435.24
58 "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: 70
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/08/10 60 AKBANK TAS TRY 1.0 1,704.00 29.76 17,847.27 10,282.42 7,564.85
244496 4/12/10 TRY GT2KSS 10.500 1.503 11,876.01 6,580.53 5,295.48
SALE 4/09/10 60 AKBANK TAS TRY 1.0 22,816.00 403.71 239,879.44 137,678.18 102,201.26
244496 4/13/10 TRY GT2LDI 10.540 1.489 161,079.40 88,111.06 72,968.34
SALE 4/12/10 60 AKBANK TAS TRY 1.0 6,517.00 116.15 68,907.50 39,325.42 29,582.08
244496 4/14/10 TRY GT2LDG 10.600 1.487 46,343.06 25,167.42 21,175.64
SALE 4/13/10 60 AKBANK TAS TRY 1.0 2,140.00 36.72 21,813.99 12,913.36 8,900.63
244496 4/15/10 TRY GT2LDG 10.219 1.489 14,652.06 8,264.27 6,387.79
SALE 4/14/10 60 AKBANK TAS TRY 1.0 56,734.00 1,002.80 590,895.77 342,348.95 248,546.82
244496 4/16/10 TRY GT2L9G 10.441 1.477 400,119.02 219,095.93 181,023.09
SALE 4/15/10 60 AKBANK TAS TRY 1.0 53,546.00 952.87 559,155.62 323,111.66 236,043.96
244496 4/19/10 TRY GT2LDI 10.469 1.471 380,196.93 206,784.48 173,412.45
SALE 4/16/10 60 TURKIYE IS BANKASI-C 108,700.00 963.46 569,248.31 350,385.63 218,862.68
239835 4/20/10 TRY GT2LDG 5.250 1.481 384,419.44 249,376.64 135,042.80
SALE 4/20/10 60 AKBANK TAS TRY 1.0 31,793.00 397.60 236,027.85 143,885.97 92,141.88
244496 4/22/10 TRY GT2LYY 7.442 1.488 158,642.19 92,083.91 66,558.28
SALE 4/21/10 60 AKBANK TAS TRY 1.0 287.00 3.53 2,089.86 1,298.88 790.98
244496 4/26/10 TRY GT2LYY 7.300 1.485 1,406.93 831.26 575.67
SALE 4/21/10 60 AKBANK TAS TRY 1.0 8,333.00 102.38 60,678.82 37,712.76 22,966.06
244496 4/26/10 TRY GT2LWW 7.300 1.485 40,850.15 24,135.35 16,714.80
SALE 4/22/10 60 AKBANK TAS TRY 1.0 18,540.00 227.69 135,092.41 83,906.71 51,185.70
244496 4/27/10 TRY GT2LYY 7.305 1.487 90,848.96 53,698.48 37,150.48
SALE 4/26/10 60 AKBANK TAS TRY 1.0 43,309.00 543.09 319,685.38 196,004.08 123,681.30
244496 4/28/10 TRY GT2MWC 7.400 1.475 216,691.78 125,438.38 91,253.40
SALE 4/26/10 60 AKBANK TAS TRY 1.0 9,624.00 120.68 71,039.56 43,555.46 27,484.10
244496 4/28/10 TRY GT2MWC 7.400 1.475 48,152.62 27,874.55 20,278.07
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: 71
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/28/10 60 AKBANK TAS TRY 1.0 9,624.00 118.88 71,039.56 43,555.46 27,484.10
244496 4/30/10 TRY GT2MY4 7.400 1.498 47,432.44 27,874.55 19,557.89
---------------- --------- ---------------- ------------ ---------------- --------------
373,667.00 5,019.32 2,963,401.34 1,765,964.94 1,197,436.40
2,002,710.99 1,155,316.81 847,394.18
14 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 4/16/10 60 ADVANCED SEMICOND EN T 44,200.00 214,746.48 166,438.95 48,307.53
239874 4/21/10 USD 4.859 1.000 214,746.48 166,438.95 48,307.53
---------------- --------- ---------------- ------------ ---------------- --------------
44,200.00 214,746.48 166,438.95 48,307.53
214,746.48 166,438.95 48,307.53
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
SALE 4/20/10 60 SHOUGANG CONCORD INTER 82,000.00 49.68 124,336.33 124,873.04 -536.71
241650 4/22/10 HKD GT2LWW 1.521 7.763 16,016.12 16,062.97 -46.85
SALE 4/20/10 60 SHOUGANG CONCORD INTER 172,000.00 104.12 260,786.47 261,928.81 -1,142.34
241650 4/22/10 HKD GT2LYY 1.521 7.763 33,592.65 33,693.06 -100.41
SALE 4/21/10 60 SHOUGANG CONCORD INTER 140,000.00 85.35 213,761.43 213,197.87 563.56
241650 4/23/10 HKD GT2LWW 1.532 7.763 27,535.22 27,424.59 110.63
SALE 4/21/10 60 SHOUGANG CONCORD INTER 64,000.00 38.94 97,457.68 97,461.88 -4.20
241650 4/23/10 HKD GT2LWW 1.528 7.763 12,553.80 12,536.95 16.85
SALE 4/21/10 60 SHOUGANG CONCORD INTER 88,000.00 53.99 134,660.85 134,010.09 650.76
241650 4/23/10 HKD GT2LZ0 1.535 7.763 17,346.05 17,238.31 107.74
SALE 4/27/10 60 SHOUGANG CONCORD INTER 76,000.00 23.50 107,745.19 115,735.98 -7,990.79
241650 4/29/10 HKD GT2MWC 1.420 7.763 13,878.97 14,887.63 -1,008.66
SALE 4/28/10 60 SHOUGANG CONCORD INTER 100,000.00 30.49 139,883.20 152,284.19 -12,400.99
241650 4/30/10 HKD GT2MWC 1.401 7.766 18,011.79 19,588.99 -1,577.20
---------------- --------- ---------------- ------------ ---------------- --------------
722,000.00 386.07 1,078,631.15 1,099,491.86 -20,860.71
138,934.60 141,432.50 -2,497.90
7 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 72
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/28/10 60 WOONGJIN COWAY CO LTD 1,650.00 302.58 61,206,504.00 52,099,917.44 9,106,586.56
240084 4/30/10 KRW GT2MY4 37300.0 1118.70 54,712.17 48,191.87 6,520.30
SALE 4/28/10 60 WOONGJIN COWAY CO LTD 330.00 59.81 12,098,544.00 10,419,983.49 1,678,560.51
240084 4/30/10 KRW GT2MWA 36865.0 1118.70 10,814.82 9,638.37 1,176.45
---------------- --------- ---------------- ------------ ---------------- --------------
1,980.00 362.39 73,305,048.00 62,519,900.93 10,785,147.07
65,526.99 57,830.24 7,696.75
2 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 3/30/10 60 BANK MANDIRI 105,500.00 579,250,349.00 324,258,423.88 254,991,925.12
240057 4/05/10 IDR GT2JVC 5490.52 9080.00 63,794.09 33,363.06 30,431.03
SALE 3/30/10 60 INDOFOOD SUKSES MAKMUR 63,500.00 244,099,309.00 215,487,885.71 28,611,423.29
249825 4/05/10 IDR GT2JX4 3844.08 9080.00 26,883.18 22,971.56 3,911.62
SALE 3/30/10 60 INDOFOOD SUKSES MAKMUR 27,500.00 105,244,119.00 93,321,525.31 11,922,593.69
249825 4/05/10 IDR GT2JX4 3827.05 9080.00 11,590.76 9,948.31 1,642.45
SALE 3/31/10 60 BANK MANDIRI 5,500.00 29,392,456.00 16,904,467.60 12,487,988.40
240057 4/06/10 IDR GT2JX4 5344.08 9090.01 3,233.49 1,739.31 1,494.18
SALE 3/31/10 60 BANK MANDIRI 27,500.00 69.99 142,969,651.00 84,522,337.98 58,447,313.02
240057 4/06/10 IDR GT2JVA 5222.03 9090.00 15,728.23 8,696.53 7,031.70
SALE 3/31/10 60 INDOFOOD SUKSES MAKMUR 61,000.00 232,552,934.00 207,004,110.68 25,548,823.32
249825 4/06/10 IDR GT2JVC 3812.34 9090.00 25,583.38 22,067.17 3,516.21
SALE 4/01/10 60 BANK MANDIRI 512,500.00 1,343.532,691,244,996.00 1,575,189,025.94 1116055970.06
240057 4/07/10 IDR GT2JVA 5275.00 9075.00 296,555.92 162,071.71 134,484.21
SALE 4/01/10 60 BANK MANDIRI 146,500.00 770,036,159.00 450,273,545.95 319,762,613.05
240057 4/07/10 IDR GT2JVC 5256.22 9075.00 84,852.47 46,328.79 38,523.68
SALE 4/01/10 60 INDOFOOD SUKSES MAKMUR 30,500.00 57.98 116,136,351.00 103,502,055.34 12,634,295.66
249825 4/07/10 IDR GT2JX4 3825.00 9075.00 12,797.39 11,033.58 1,763.81
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: 73
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/01/10 60 INDOFOOD SUKSES MAKMUR 147,500.00 562,514,534.00 500,542,726.65 61,971,807.35
249825 4/07/10 IDR GT2JVC 3813.65 9075.00 61,985.07 53,359.13 8,625.94
SALE 4/05/10 60 BANK MANDIRI 195,000.00 513.821,027,547,392.00 599,340,214.75 428,207,177.25
240057 4/08/10 IDR GT2KOW 5293.34 9060.00 113,415.83 61,666.31 51,749.52
SALE 4/05/10 60 BANK MANDIRI 153,500.00 414.23 810,334,842.00 471,788,322.89 338,546,519.11
240057 4/08/10 IDR GT2KOW 5303.50 9060.00 89,440.93 48,542.45 40,898.48
SALE 4/05/10 60 INDOFOOD SUKSES MAKMUR 253,000.00 489.17 978,254,844.00 858,558,032.83 119,696,811.17
249825 4/08/10 IDR GT2KIW 3884.13 9060.00 107,975.15 91,524.48 16,450.67
SALE 4/06/10 60 BANK MANDIRI 85,500.00 227.53 444,371,447.00 262,787,632.62 181,583,814.38
240057 4/09/10 IDR GT2KIY 5221.39 9045.00 49,128.96 27,038.31 22,090.65
SALE 4/06/10 60 BANK MANDIRI 22,000.00 56.42 114,681,521.00 67,617,870.38 47,063,650.62
240057 4/09/10 IDR GT2KSS 5235.99 9044.99 12,679.00 6,957.22 5,721.78
SALE 4/06/10 60 BANK MANDIRI 13,500.00 35.68 71,227,309.00 41,492,784.10 29,734,524.90
240057 4/09/10 IDR GT2KSS 5300.00 9045.00 7,874.77 4,269.21 3,605.56
SALE 4/06/10 60 BANK MANDIRI 17,500.00 45.38 91,219,357.00 53,786,942.35 37,432,414.65
240057 4/09/10 IDR GT2KSQ 5235.99 9044.99 10,085.06 5,534.16 4,550.90
SALE 4/06/10 60 INDOFOOD SUKSES MAKMUR 53,000.00 205,190,573.00 179,856,030.59 25,334,542.41
249825 4/09/10 IDR GT2KIY 3871.52 9045.00 22,685.52 19,173.11 3,512.41
SALE 4/06/10 60 INDOFOOD SUKSES MAKMUR 15,500.00 29.75 59,786,321.00 52,599,405.17 7,186,915.83
249825 4/09/10 IDR GT2KSS 3874.54 9044.99 6,609.88 5,607.23 1,002.65
SALE 4/07/10 60 BANK MANDIRI 149,000.00 788,860,754.00 457,957,394.86 330,903,359.14
240057 4/12/10 IDR GT2KIY 5294.36 9050.00 87,166.93 47,119.39 40,047.54
SALE 4/07/10 60 BANK MANDIRI 34,000.00 89.75 179,291,124.00 104,500,345.14 74,790,778.86
240057 4/12/10 IDR GT2KIY 5297.15 9050.00 19,811.17 10,752.07 9,059.10
SALE 4/07/10 60 BANK MANDIRI 429,500.00 1,154.712,256,383,167.00 1,320,085,242.22 936,297,924.78
240057 4/12/10 IDR GT2KIY 5277.84 9050.00 249,324.11 135,824.00 113,500.11
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: 74
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/07/10 60 BANK MANDIRI 45,500.00 117.98 239,952,990.00 139,846,050.11 100,106,939.89
240057 4/12/10 IDR GT2KIY 5297.15 9050.00 26,514.14 14,388.81 12,125.33
SALE 4/07/10 60 BANK MANDIRI 17,500.00 45.89 92,284,977.00 53,786,942.35 38,498,034.65
240057 4/12/10 IDR GT2KIW 5297.15 9049.99 10,197.24 5,534.16 4,663.08
SALE 4/07/10 60 INDOFOOD SUKSES MAKMUR 63,500.00 243,843,517.00 215,487,885.71 28,355,631.29
249825 4/12/10 IDR GT2KIW 3840.05 9049.99 26,944.04 22,971.56 3,972.48
SALE 4/07/10 60 INDOFOOD SUKSES MAKMUR 15,500.00 29.57 59,467,216.00 52,599,405.17 6,867,810.83
249825 4/12/10 IDR GT2KIY 3853.86 9050.00 6,570.96 5,607.23 963.73
SALE 4/07/10 60 INDOFOOD SUKSES MAKMUR 5,500.00 10.80 21,098,514.00 18,664,305.06 2,434,208.94
249825 4/12/10 IDR GT2KIW 3853.86 9049.99 2,331.33 1,989.66 341.67
SALE 4/08/10 60 BANK MANDIRI 147,000.00 371.48 743,301,793.00 451,810,315.73 291,491,477.27
240057 4/13/10 IDR GT2KIY 5079.38 9065.00 81,996.89 46,486.91 35,509.98
SALE 4/08/10 60 INDOFOOD SUKSES MAKMUR 10,000.00 19.40 37,971,187.00 33,935,100.11 4,036,086.89
249825 4/13/10 IDR GT2KIY 3814.70 9064.99 4,188.77 3,617.57 571.20
SALE 4/08/10 60 INDOFOOD SUKSES MAKMUR 17,000.00 32.10 64,661,351.00 57,689,670.19 6,971,680.81
249825 4/13/10 IDR GT2KSS 3820.72 9064.99 7,133.08 6,149.87 983.21
SALE 4/08/10 60 INDOFOOD SUKSES MAKMUR 34,000.00 129,513,758.00 115,379,340.38 14,134,417.62
249825 4/13/10 IDR GT2KSS 3809.22 9065.00 14,287.23 12,299.73 1,987.50
SALE 4/08/10 60 INDOFOOD SUKSES MAKMUR 76,000.00 144.16 288,443,227.00 257,906,760.85 30,536,466.15
249825 4/13/10 IDR GT2KIW 3812.50 9065.00 31,819.44 27,493.52 4,325.92
SALE 4/09/10 60 BANK MANDIRI 17,500.00 43.66 87,568,799.00 53,786,942.35 33,781,856.65
240057 4/14/10 IDR GT2KIY 5026.45 9025.00 9,702.91 5,534.16 4,168.75
SALE 4/09/10 60 BANK MANDIRI 146,000.00 731,911,367.00 448,736,776.17 283,174,590.83
240057 4/14/10 IDR GT2KIY 5013.09 9025.00 81,098.21 46,170.67 34,927.54
SALE 4/09/10 60 BANK MANDIRI 153,500.00 394.22 768,211,578.00 471,788,322.89 296,423,255.11
240057 4/14/10 IDR GT2KSQ 5027.81 9025.00 85,120.40 48,542.45 36,577.95
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 75
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/09/10 60 BANK MANDIRI 150,500.00 377.92 752,851,755.00 462,567,704.20 290,284,050.80
240057 4/14/10 IDR GT2KIW 5025.00 9025.00 83,418.48 47,593.74 35,824.74
SALE 4/09/10 60 INDOFOOD SUKSES MAKMUR 152,500.00 290.54 578,784,107.00 517,510,276.70 61,273,830.30
249825 4/14/10 IDR GT2KIW 3812.50 9025.00 64,131.20 55,167.92 8,963.28
SALE 4/09/10 60 INDOFOOD SUKSES MAKMUR 41,000.00 79.65 155,209,370.00 139,133,910.46 16,075,459.54
249825 4/14/10 IDR GT2KIW 3803.12 9025.00 17,197.71 14,832.03 2,365.68
SALE 4/09/10 60 INDOFOOD SUKSES MAKMUR 20,500.00 77,685,080.00 69,566,955.23 8,118,124.77
249825 4/14/10 IDR GT2KSQ 3789.51 9024.99 8,607.77 7,416.02 1,191.75
SALE 4/12/10 60 BANK MANDIRI 138,500.00 715,734,041.00 425,685,229.45 290,048,811.55
240057 4/15/10 IDR GT2L9K 5167.75 9015.00 79,393.68 43,798.89 35,594.79
SALE 4/12/10 60 BANK MANDIRI 268,500.00 1,386,523,320.00 825,245,372.61 561,277,947.39
240057 4/15/10 IDR GT2L9G 5163.96 9015.00 153,801.81 84,909.77 68,892.04
SALE 4/12/10 60 BANK MANDIRI 400,500.00 2,075,370,474.00 1,230,952,594.90 844,417,879.10
240057 4/15/10 IDR GT2L9K 5181.94 9015.00 230,213.03 126,653.12 103,559.91
SALE 4/12/10 60 INDOFOOD SUKSES MAKMUR 7,500.00 28,585,730.00 25,451,325.08 3,134,404.92
249825 4/15/10 IDR GT2L9K 3811.43 9014.99 3,170.91 2,713.18 457.73
SALE 4/12/10 60 INDOFOOD SUKSES MAKMUR 61,500.00 234,271,977.00 208,700,865.69 25,571,111.31
249825 4/15/10 IDR GT2LDG 3809.30 9014.99 25,986.91 22,248.05 3,738.86
SALE 4/13/10 60 BANK MANDIRI 97,500.00 505,460,083.00 299,670,107.37 205,789,975.63
240057 4/16/10 IDR GT2L9K 5184.20 9020.00 56,037.70 30,833.16 25,204.54
SALE 4/13/10 60 BANK MANDIRI 34,000.00 88.83 176,848,798.00 104,500,345.14 72,348,452.86
240057 4/16/10 IDR GT2LDI 5225.00 9019.99 19,606.30 10,752.07 8,854.23
SALE 4/13/10 60 BANK MANDIRI 19,500.00 51.05 99,427,871.00 59,934,021.47 39,493,849.53
240057 4/16/10 IDR GT2LDI 5122.48 9019.99 11,023.05 6,166.63 4,856.42
SALE 4/13/10 60 INDOFOOD SUKSES MAKMUR 127,500.00 485,440,326.00 432,672,526.42 52,767,799.58
249825 4/16/10 IDR GT2LDG 3807.37 9020.00 53,818.22 46,124.00 7,694.22
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 76
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/14/10 60 BANK MANDIRI 119,000.00 622,875,531.00 365,751,207.97 257,124,323.03
240057 4/19/10 IDR GT2L9K 5234.24 9010.00 69,131.58 37,632.26 31,499.32
SALE 4/14/10 60 INDOFOOD SUKSES MAKMUR 102,500.00 395,131,794.00 347,834,776.15 47,297,017.85
249825 4/19/10 IDR GT2L9G 3854.94 9009.99 43,854.81 37,080.08 6,774.73
SALE 4/15/10 60 BANK MANDIRI 210,500.00 1,100,118,784.00 646,980,077.97 453,138,706.03
240057 4/20/10 IDR GT2LDG 5226.21 9005.00 122,167.55 66,567.99 55,599.56
SALE 4/15/10 60 BANK MANDIRI 34,500.00 88.68 179,463,936.00 106,037,114.92 73,426,821.08
240057 4/20/10 IDR GT2L9K 5225.00 9004.99 19,929.37 10,910.19 9,019.18
SALE 4/15/10 60 BANK MANDIRI 45,000.00 116.22 235,203,412.00 138,309,280.33 96,894,131.67
240057 4/20/10 IDR GT2LDI 5250.00 9005.00 26,119.20 14,230.69 11,888.51
SALE 4/15/10 60 BANK MANDIRI 292,500.00 768.801,528,114,552.00 899,010,322.12 629,104,229.88
240057 4/20/10 IDR GT2LDI 5247.99 9005.00 169,696.23 92,499.47 77,196.76
SALE 4/15/10 60 INDOFOOD SUKSES MAKMUR 89,000.00 341,884,314.00 302,022,390.99 39,861,923.01
249825 4/20/10 IDR GT2LDI 3841.39 9005.00 37,966.05 32,196.36 5,769.69
SALE 4/16/10 60 BANK MANDIRI 173,000.00 454.78 884,259,683.00 531,722,344.37 352,537,338.63
240057 4/21/10 IDR GT2LDI 5135.00 9005.00 98,196.52 54,709.09 43,487.43
SALE 4/16/10 60 BANK MANDIRI 69,500.00 177.99 353,792,368.00 213,610,999.61 140,181,368.39
240057 4/21/10 IDR GT2L9K 5113.60 9004.99 39,288.44 21,978.51 17,309.93
SALE 4/16/10 60 INDOFOOD SUKSES MAKMUR 20,000.00 76,307,600.00 67,870,200.22 8,437,399.78
249825 4/21/10 IDR GT2L9G 3815.38 9005.00 8,473.91 7,235.14 1,238.77
SALE 4/16/10 60 INDOFOOD SUKSES MAKMUR 15,000.00 27.98 56,625,173.00 50,902,650.17 5,722,522.83
249825 4/21/10 IDR GT2L9K 3791.80 9005.00 6,288.19 5,426.35 861.84
SALE 4/20/10 60 INDOFOOD SUKSES MAKMUR 63,000.00 241,451,249.00 213,791,130.70 27,660,118.30
249825 4/23/10 IDR GT2LWY 3832.56 9013.00 26,789.22 22,790.68 3,998.54
SALE 4/21/10 60 BANK MANDIRI 259,000.00 1,363,868,420.00 796,046,746.77 567,821,673.23
240057 4/26/10 IDR GT2LWY 5265.90 9012.00 151,339.15 81,905.51 69,433.64
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 77
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/21/10 60 BANK MANDIRI 279,000.00 1,474,680,365.00 857,517,538.02 617,162,826.98
240057 4/26/10 IDR GT2LWY 5285.59 9012.00 163,635.19 88,230.26 75,404.93
SALE 4/21/10 60 INDOFOOD SUKSES MAKMUR 15,500.00 30.52 59,396,036.00 52,599,405.17 6,796,630.83
249825 4/26/10 IDR GT2LYY 3849.75 9012.00 6,590.77 5,607.23 983.54
SALE 4/21/10 60 INDOFOOD SUKSES MAKMUR 114,500.00 438,828,211.00 388,556,896.28 50,271,314.72
249825 4/26/10 IDR GT2LWY 3832.56 9011.99 48,693.77 41,421.16 7,272.61
SALE 4/22/10 60 BANK MANDIRI 65,500.00 174.51 345,602,247.00 201,316,841.36 144,285,405.64
240057 4/27/10 IDR GT2LWY 5300.38 9011.99 38,349.12 20,713.56 17,635.56
SALE 4/22/10 60 BANK MANDIRI 155,500.00 820,416,601.00 477,935,402.02 342,481,198.98
240057 4/27/10 IDR GT2LWW 5275.99 9012.00 91,036.02 49,174.93 41,861.09
SALE 4/22/10 60 BANK MANDIRI 44,500.00 235,518,445.00 136,772,510.54 98,745,934.46
240057 4/27/10 IDR GT2LYY 5292.54 9012.00 26,133.87 14,072.57 12,061.30
SALE 4/23/10 60 BANK MANDIRI 54,500.00 287,586,686.00 167,507,906.17 120,078,779.83
240057 4/28/10 IDR GT2LYY 5276.82 9010.00 31,918.61 17,234.94 14,683.67
SALE 4/23/10 60 INDOFOOD SUKSES MAKMUR 28,500.00 108,518,673.00 96,715,035.32 11,803,637.68
249825 4/28/10 IDR GT2LWY 3807.67 9009.99 12,044.25 10,310.07 1,734.18
SALE 4/26/10 60 BANK MANDIRI 275,500.00 1,450,892,554.00 846,760,149.55 604,132,404.45
240057 4/29/10 IDR GT2MY4 5266.39 9005.00 161,120.77 87,123.43 73,997.34
SALE 4/26/10 60 INDOFOOD SUKSES MAKMUR 16,000.00 60,796,656.00 54,296,160.18 6,500,495.82
249825 4/29/10 IDR GT2MWA 3799.79 9005.00 6,751.43 5,788.11 963.32
SALE 4/27/10 60 BANK MANDIRI 94,000.00 494,003,455.00 288,912,718.90 205,090,736.10
240057 4/30/10 IDR GT2MY6 5255.35 9004.99 54,858.80 29,726.32 25,132.48
SALE 4/27/10 60 INDOFOOD SUKSES MAKMUR 15,000.00 57,115,091.00 50,902,650.17 6,212,440.83
249825 4/30/10 IDR GT2MWC 3807.67 9004.99 6,342.60 5,426.35 916.25
---------------- --------- ---------------- ------------ ---------------- --------------
7,467,000.00 8,464.67 36493464551.00 23514067830.70 12979396720.30
4,040,228.12 2,441,573.22 1,598,654.90
73 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 78
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 3/25/10 60 KUMBA IRON ORE LTD 1,108.00 21.14 391,204.46 281,535.58 109,668.88
239842 4/01/10 ZAR GT2J0W 353.215 7.442 52,569.23 36,543.47 16,025.76
SALE 3/26/10 60 KUMBA IRON ORE LTD 218.00 4.17 77,211.91 55,392.38 21,819.53
239842 4/06/10 ZAR GT2J0Y 354.326 7.441 10,376.55 7,189.96 3,186.59
SALE 3/26/10 60 SANLAM LTD 4,452.00 5.95 110,105.32 83,947.97 26,157.35
239837 4/06/10 ZAR GT2J2Y 24.742 7.441 14,797.11 10,734.49 4,062.62
SALE 3/30/10 60 KUMBA IRON ORE LTD 773.00 14.87 272,759.38 196,414.27 76,345.11
239842 4/08/10 ZAR GT2JVA 353.000 7.375 36,985.33 25,494.68 11,490.65
SALE 3/31/10 60 NEDBANK GROUP LTD 41,806.00 563.61 5,904,828.28 4,228,974.87 1,675,853.41
239838 4/09/10 ZAR GT2JVA 141.343 7.339 804,593.10 538,917.08 265,676.02
SALE 4/01/10 60 NEDBANK GROUP LTD 4,023.00 30.75 559,011.13 406,955.12 152,056.01
239838 4/12/10 ZAR GT2JX6 139.009 7.274 76,848.47 51,860.10 24,988.37
SALE 4/01/10 60 SANLAM LTD 7,144.00 9.68 175,083.32 134,708.97 40,374.35
239837 4/12/10 ZAR GT2JVC 24.518 7.274 24,069.08 17,225.34 6,843.74
SALE 4/06/10 60 NEDBANK GROUP LTD 4,163.00 32.29 586,000.42 423,083.97 162,916.45
239838 4/13/10 ZAR GT2KSS 140.820 7.262 80,691.86 54,017.81 26,674.05
SALE 4/06/10 60 SANLAM LTD 32,663.00 221.29 801,902.78 615,901.31 186,001.47
239837 4/13/10 ZAR GT2KIY 24.600 7.262 110,421.47 78,755.77 31,665.70
SALE 4/07/10 60 NEDBANK GROUP LTD 455.00 3.51 63,708.86 46,241.46 17,467.40
239838 4/14/10 ZAR GT2KIW 140.075 7.257 8,778.35 5,903.94 2,874.41
SALE 4/07/10 60 SANLAM LTD 28,736.00 39.20 710,988.96 541,852.87 169,136.09
239837 4/14/10 ZAR GT2KIW 24.752 7.257 97,966.10 69,287.14 28,678.96
SALE 4/08/10 60 MASSMART ZAR0.01 13,552.00 406.81 1,480,074.48 1,023,893.56 456,180.92
239844 4/15/10 ZAR GT2KSS 109.433 7.291 203,000.20 132,073.52 70,926.68
SALE 4/08/10 60 TIGER BRANDS LTD ZAR 0 966.00 9.97 181,618.49 143,571.51 38,046.98
247237 4/15/10 ZAR GT2KIW 188.086 7.291 24,909.96 18,292.08 6,617.88
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 79
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/09/10 60 MASSMART ZAR0.01 14,729.00 442.18 1,604,059.25 1,112,819.38 491,239.87
239844 4/16/10 ZAR GT2KIW 109.123 7.270 220,646.96 143,544.20 77,102.76
SALE 4/09/10 60 TIGER BRANDS LTD ZAR 0 1,012.00 10.49 190,531.73 150,408.25 40,123.48
247237 4/16/10 ZAR GT2KSS 188.348 7.270 26,208.66 19,163.13 7,045.53
SALE 4/12/10 60 MASSMART ZAR0.01 534.00 3.24 58,252.15 40,345.27 17,906.88
239844 4/19/10 ZAR GT2LDI 109.130 7.234 8,052.66 5,204.20 2,848.46
SALE 4/12/10 60 MASSMART ZAR0.01 3,399.00 102.43 369,750.02 256,804.47 112,945.55
239844 4/19/10 ZAR GT2LDG 109.000 7.234 51,113.51 33,125.58 17,987.93
SALE 4/12/10 60 TIGER BRANDS LTD ZAR 0 1,183.00 12.42 224,500.82 175,823.08 48,677.74
247237 4/19/10 ZAR GT2L9G 189.848 7.234 31,034.55 22,401.17 8,633.38
SALE 4/13/10 60 MASSMART ZAR0.01 8,057.00 240.33 876,456.57 608,730.11 267,726.46
239844 4/20/10 ZAR GT2L9K 109.000 7.308 119,924.55 78,520.99 41,403.56
SALE 4/13/10 60 MASSMART ZAR0.01 58.00 .35 6,334.91 4,382.07 1,952.84
239844 4/20/10 ZAR GT2L9K 109.266 7.308 866.80 565.25 301.55
SALE 4/13/10 60 SANLAM LTD 11,087.00 75.37 274,850.28 209,059.12 65,791.16
239837 4/20/10 ZAR GT2L9G 24.840 7.308 37,607.45 26,732.55 10,874.90
SALE 4/13/10 60 TIGER BRANDS LTD ZAR 0 2,746.00 28.40 516,151.37 408,123.57 108,027.80
247237 4/20/10 ZAR GT2LDI 188.040 7.308 70,624.40 51,997.99 18,626.41
SALE 4/14/10 60 MASSMART ZAR0.01 604.00 3.63 66,112.86 45,633.98 20,478.88
239844 4/21/10 ZAR GT2L9K 109.502 7.332 9,017.40 5,886.39 3,131.01
SALE 4/14/10 60 SANLAM LTD 11,087.00 75.61 276,620.65 209,059.12 67,561.53
239837 4/21/10 ZAR GT2L9G 25.000 7.332 37,729.40 26,732.55 10,996.85
SALE 4/14/10 60 SANLAM LTD 7,762.00 10.59 193,977.04 146,362.12 47,614.92
239837 4/21/10 ZAR GT2LDI 25.001 7.332 26,457.31 18,715.44 7,741.87
SALE 4/14/10 60 TIGER BRANDS LTD ZAR 0 1,793.00 18.44 337,803.72 266,484.18 71,319.54
247237 4/21/10 ZAR GT2LDG 188.477 7.332 46,074.41 33,952.08 12,122.33
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: 80
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/15/10 60 NEDBANK GROUP LTD 792.00 5.96 108,542.48 80,490.63 28,051.85
239838 4/22/10 ZAR GT2LDI 137.104 7.319 14,831.04 10,276.75 4,554.29
SALE 4/15/10 60 SANLAM LTD 11,086.00 76.04 277,702.08 209,040.26 68,661.82
239837 4/22/10 ZAR GT2L9K 25.100 7.319 37,944.70 26,730.14 11,214.56
SALE 4/15/10 60 SANLAM LTD 22,173.00 152.21 555,871.79 418,099.37 137,772.42
239837 4/22/10 ZAR GT2LDI 25.120 7.319 75,953.30 53,462.68 22,490.62
SALE 4/15/10 60 SANLAM LTD 26,977.00 37.21 677,174.09 508,684.74 168,489.35
239837 4/22/10 ZAR GT2L9K 25.112 7.319 92,527.82 65,045.90 27,481.92
SALE 4/15/10 60 TIGER BRANDS LTD ZAR 0 5,123.00 52.91 962,899.67 761,404.61 201,495.06
247237 4/22/10 ZAR GT2LDI 188.032 7.319 131,568.83 97,008.64 34,560.19
SALE 4/16/10 60 SANLAM LTD 600.00 .83 15,159.80 11,313.74 3,846.06
239837 4/23/10 ZAR GT2L9K 25.277 7.388 2,052.00 1,446.70 605.30
SALE 4/16/10 60 SANLAM LTD 11,087.00 75.88 279,718.80 209,059.12 70,659.68
239837 4/23/10 ZAR GT2LDI 25.280 7.388 37,862.26 26,732.55 11,129.71
SALE 4/16/10 60 TIGER BRANDS LTD ZAR 0 1,675.00 17.16 315,232.18 248,946.46 66,285.72
247237 4/23/10 ZAR GT2LDG 188.274 7.388 42,669.29 31,717.64 10,951.65
SALE 4/19/10 60 SANLAM LTD 11,507.00 73.90 275,156.30 216,978.74 58,177.56
239837 4/26/10 ZAR GT2LWY 23.960 7.461 36,877.30 27,745.24 9,132.06
SALE 4/19/10 60 SANLAM LTD 1,109.00 1.43 26,586.29 20,911.57 5,674.72
239837 4/26/10 ZAR GT2LZ0 23.983 7.461 3,563.18 2,673.98 889.20
SALE 4/21/10 60 TIGER BRANDS LTD ZAR 0 4,616.00 234.12 866,072.38 686,051.86 180,020.52
247237 4/29/10 ZAR GT2LZ0 188.000 7.414 116,823.68 87,408.13 29,415.55
SALE 4/21/10 60 TIGER BRANDS LTD ZAR 0 316.00 3.22 59,411.92 46,965.42 12,446.50
247237 4/29/10 ZAR GT2LWY 188.088 7.413 8,014.02 5,983.75 2,030.27
SALE 4/22/10 60 TIGER BRANDS LTD ZAR 0 3,693.00 185.33 692,894.04 548,871.21 144,022.83
247237 4/30/10 ZAR GT2LWW 188.000 7.500 92,388.34 69,930.29 22,458.05
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 81
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/22/10 60 TIGER BRANDS LTD ZAR 0 409.00 4.12 76,903.49 60,787.52 16,115.97
247237 4/30/10 ZAR GT2LYY 188.104 7.500 10,254.07 7,744.78 2,509.29
---------------- --------- ---------------- ------------ ---------------- --------------
305,273.00 3,307.04 21,499,224.47 15,844,113.81 5,655,110.66
2,934,694.70 2,026,744.07 907,950.63
40 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 3/30/10 60 CIA DE CONCESSOES RODO 800.00 26.70 31,872.10 23,130.26 8,741.84
240087 4/05/10 BRL GT2JVC 39.900 1.794 17,763.96 12,419.99 5,343.97
SALE 3/30/10 60 CIA DE CONCESSOES RODO 300.00 10.00 11,952.06 8,673.85 3,278.21
240087 4/05/10 BRL GT2JX4 39.900 1.794 6,661.50 4,657.50 2,004.00
SALE 3/30/10 60 CIA DE CONCESSOES RODO 5,800.00 365.43 229,805.02 167,694.36 62,110.66
240087 4/05/10 BRL GT2JVA 39.735 1.794 128,082.16 90,044.93 38,037.23
SALE 3/31/10 60 AES TIETE SA PFD 3,900.00 107.09 76,248.90 60,906.47 15,342.43
240053 4/06/10 BRL GT2JX4 19.600 1.784 42,730.83 35,062.85 7,667.98
SALE 3/31/10 60 CIA DE CONCESSOES RODO 7,700.00 478.62 299,339.69 222,628.72 76,710.97
240087 4/06/10 BRL GT2JX6 38.986 1.784 167,753.69 119,542.41 48,211.28
SALE 4/01/10 60 CIA DE CONCESSOES RODO 900.00 56.88 35,263.27 26,021.54 9,241.73
240087 4/07/10 BRL GT2JX4 39.293 1.769 19,937.39 13,972.49 5,964.90
SALE 4/05/10 60 AES TIETE SA PFD 2,700.00 76.11 53,412.53 42,166.02 11,246.51
240053 4/08/10 BRL GT2KOU 19.832 1.759 30,365.28 24,274.28 6,091.00
SALE 4/05/10 60 CIA DE CONCESSOES RODO 1,900.00 120.47 74,269.05 54,934.36 19,334.69
240087 4/08/10 BRL GT2KIW 39.201 1.759 42,222.31 29,497.48 12,724.83
SALE 4/06/10 60 CIA DE CONCESSOES RODO 21,100.00 1,321.05 814,867.54 610,060.51 204,807.03
240087 4/09/10 BRL GT2KIW 38.730 1.760 463,019.23 327,577.24 135,441.99
SALE 4/07/10 60 CIA DE CONCESSOES RODO 7,600.00 481.13 297,302.04 219,737.44 77,564.60
240087 4/12/10 BRL GT2KSQ 39.230 1.763 168,634.17 117,989.91 50,644.26
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: 82
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/12/10 60 AES TIETE SA PFD 800.00 14.92 15,457.54 12,493.63 2,963.91
240053 4/15/10 BRL GT2L9K 19.355 1.759 8,790.18 7,192.38 1,597.80
SALE 4/12/10 60 CIA DE CONCESSOES RODO 100.00 4.13 3,931.48 2,891.28 1,040.20
240087 4/15/10 BRL GT2L9G 39.388 1.759 2,235.70 1,552.50 683.20
SALE 4/13/10 60 AES TIETE SA PFD 700.00 13,696.70 10,931.93 2,764.77
240053 4/16/10 BRL GT2LDI 19.567 1.765 7,758.85 6,293.33 1,465.52
SALE 4/13/10 60 CIA DE CONCESSOES RODO 1,200.00 49.05 46,843.02 34,695.38 12,147.64
240087 4/16/10 BRL GT2LDG 39.108 1.765 26,535.44 18,629.98 7,905.46
SALE 4/15/10 60 CIA DE CONCESSOES RODO 1,900.00 78.53 73,904.50 54,934.36 18,970.14
240087 4/20/10 BRL GT2L9G 38.969 1.739 42,486.06 29,497.48 12,988.58
SALE 4/16/10 60 BANCO DO BRASIL SA 21,800.00 706.17 669,145.85 499,032.04 170,113.81
240056 4/22/10 BRL GT2LDG 30.752 1.752 382,041.59 272,327.84 109,713.75
SALE 4/16/10 60 CIA DE CONCESSOES RODO 1,800.00 73.77 69,897.28 52,043.08 17,854.20
240087 4/22/10 BRL GT2L9K 38.904 1.751 39,907.10 27,944.98 11,962.12
SALE 4/16/10 60 REDECARD SA 27,200.00 829.94 786,424.28 721,696.68 64,727.60
240065 4/22/10 BRL GT2LDG 28.966 1.751 449,000.45 405,957.01 43,043.44
SALE 4/19/10 60 AES TIETE SA PFD 1,200.00 23,141.15 18,740.45 4,400.70
240053 4/23/10 BRL GT2LZ0 19.284 1.757 13,168.58 10,788.57 2,380.01
SALE 4/19/10 60 CIA DE CONCESSOES RODO 2,800.00 115.36 109,679.07 80,955.90 28,723.17
240087 4/23/10 BRL GT2LWY 39.244 1.757 62,413.40 43,469.97 18,943.43
SALE 4/22/10 60 CIA DE CONCESSOES RODO 2,900.00 121.05 115,654.86 83,847.18 31,807.68
240087 4/27/10 BRL GT2LZ0 39.955 1.766 65,489.73 45,022.47 20,467.26
SALE 4/26/10 60 AES TIETE SA PFD 300.00 5.57 5,717.23 4,685.11 1,032.12
240053 4/29/10 BRL GT2MWA 19.090 1.744 3,278.23 2,697.14 581.09
SALE 4/26/10 60 CIA DE CONCESSOES RODO 200.00 7.78 7,990.96 5,782.56 2,208.40
240087 4/29/10 BRL GT2MY6 40.023 1.744 4,581.97 3,105.00 1,476.97
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: 83
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/27/10 60 AES TIETE SA PFD 1,500.00 27.61 28,477.65 23,425.57 5,052.08
240053 4/30/10 BRL GT2MY6 19.017 1.751 16,263.65 13,485.71 2,777.94
SALE 4/27/10 60 CIA DE CONCESSOES RODO 500.00 18.98 19,572.43 14,456.41 5,116.02
240087 4/30/10 BRL GT2MY6 39.211 1.751 11,177.86 7,762.49 3,415.37
SALE 4/27/10 60 CIA DE CONCESSOES RODO 13,800.00 771.60 539,077.63 398,996.92 140,080.71
240087 4/30/10 BRL GT2MY6 39.162 1.751 307,868.44 214,244.83 93,623.61
---------------- --------- ---------------- ------------ ---------------- --------------
131,400.00 5,867.94 4,452,943.83 3,455,562.01 997,381.82
2,530,167.75 1,885,010.76 645,156.99
26 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 4/01/10 60 AMERICA MOVIL ADR 18,700.00 948,042.18 585,350.43 362,691.75
243935 4/07/10 USD 50.697 1.000 948,042.18 585,350.43 362,691.75
SALE 4/01/10 60 AMERICA MOVIL ADR 3,300.00 167,803.81 103,297.13 64,506.68
243935 4/07/10 USD 50.850 1.000 167,803.81 103,297.13 64,506.68
SALE 4/01/10 60 FOMENTO ECONOMICO MEXI 5,200.00 250,253.57 170,018.30 80,235.27
240074 4/07/10 USD 48.126 1.000 250,253.57 170,018.30 80,235.27
SALE 4/01/10 60 GRUPO TELEVISA SA ADR 15,600.00 329,681.69 297,009.09 32,672.60
239875 4/07/10 USD 21.133 1.000 329,681.69 297,009.09 32,672.60
SALE 4/05/10 60 AMERICA MOVIL ADR 11,700.00 601,002.45 366,235.30 234,767.15
243935 4/08/10 USD 51.368 1.000 601,002.45 366,235.30 234,767.15
SALE 4/05/10 60 FOMENTO ECONOMICO MEXI 1,900.00 92,173.90 62,122.07 30,051.83
240074 4/08/10 USD 48.513 1.000 92,173.90 62,122.07 30,051.83
SALE 4/05/10 60 GRUPO TELEVISA SA ADR 6,400.00 137,639.90 121,849.88 15,790.02
239875 4/08/10 USD 21.506 1.000 137,639.90 121,849.88 15,790.02
SALE 4/06/10 60 AMERICA MOVIL ADR 8,000.00 413,461.01 250,417.30 163,043.71
243935 4/09/10 USD 51.683 1.000 413,461.01 250,417.30 163,043.71
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: 84
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/06/10 60 FOMENTO ECONOMICO MEXI 3,200.00 155,114.50 104,626.65 50,487.85
240074 4/09/10 USD 48.473 1.000 155,114.50 104,626.65 50,487.85
SALE 4/06/10 60 GRUPO TELEVISA SA ADR 3,900.00 83,773.70 74,252.27 9,521.43
239875 4/09/10 USD 21.480 1.000 83,773.70 74,252.27 9,521.43
SALE 4/07/10 60 FOMENTO ECONOMICO MEXI 1,300.00 63,069.86 42,504.58 20,565.28
240074 4/12/10 USD 48.515 1.000 63,069.86 42,504.58 20,565.28
SALE 4/07/10 60 GRUPO TELEVISA SA ADR 5,400.00 113,666.99 102,810.84 10,856.15
239875 4/12/10 USD 21.049 1.000 113,666.99 102,810.84 10,856.15
SALE 4/08/10 60 AMERICA MOVIL ADR 1,100.00 55,544.44 34,432.38 21,112.06
243935 4/13/10 USD 50.495 1.000 55,544.44 34,432.38 21,112.06
---------------- --------- ---------------- ------------ ---------------- --------------
85,700.00 3,411,228.00 2,314,926.22 1,096,301.78
3,411,228.00 2,314,926.22 1,096,301.78
13 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 3/29/10 60 PHILIPPINE LONG DIST - 200.00 11,005.51 11,952.50 -946.99
240079 4/01/10 USD 55.028 1.000 11,005.51 11,952.50 -946.99
---------------- --------- ---------------- ------------ ---------------- --------------
200.00 11,005.51 11,952.50 -946.99
11,005.51 11,952.50 -946.99
1 TRANSACTION IN COUNTRY: PHILIPINES (8900)
SALE 3/29/10 60 CELLCOM ISRAEL LTD 1,100.00 37,529.71 31,833.96 5,695.75
247007 4/01/10 USD 34.118 1.000 37,529.71 31,833.96 5,695.75
SALE 3/30/10 60 CELLCOM ISRAEL LTD 5,600.00 192,412.74 162,063.80 30,348.94
247007 4/05/10 USD 34.359 1.000 192,412.74 162,063.80 30,348.94
SALE 3/31/10 60 CELLCOM ISRAEL LTD 2,100.00 72,191.10 60,773.93 11,417.17
247007 4/06/10 USD 34.377 1.000 72,191.10 60,773.93 11,417.17
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 85
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 3/31/10 60 DELEK AUTOMOTIVE SYSTE 7,312.00 270.81 332,424.73 272,287.31 60,137.42
240256 4/05/10 ILS GT2JVA 45.600 3.694 89,997.76 75,183.99 14,813.77
SALE 3/31/10 60 ISRAEL CHEMICALS LIMIT 6,654.00 270.46 332,000.91 303,280.57 28,720.34
239829 4/06/10 ILS GT2JVA 50.045 3.694 89,883.02 82,318.28 7,564.74
SALE 3/31/10 60 ISRAEL CHEMICALS LIMIT 7,229.00 294.73 361,795.76 329,488.31 32,307.45
239829 4/06/10 ILS GT2JXE 50.198 3.694 97,949.42 89,431.75 8,517.67
SALE 4/01/10 60 CELLCOM ISRAEL LTD 1,000.00 34,492.61 28,939.97 5,552.65
247007 4/07/10 USD 34.493 1.000 34,492.61 28,939.97 5,552.64
SALE 4/01/10 60 DELEK AUTOMOTIVE SYSTE 242.00 9.10 11,152.87 9,011.70 2,141.17
240256 4/06/10 ILS GT2JVA 46.225 3.689 3,023.28 2,488.31 534.97
SALE 4/01/10 60 ISRAEL CHEMICALS LIMIT 6,493.00 263.84 323,458.18 295,942.40 27,515.78
239829 4/07/10 ILS GT2JX6 49.966 3.689 87,681.81 80,326.51 7,355.30
SALE 4/05/10 60 CELLCOM ISRAEL LTD 1,700.00 58,846.71 49,197.94 9,648.77
247007 4/08/10 USD 34.616 1.000 58,846.71 49,197.94 9,648.77
SALE 4/06/10 60 CELLCOM ISRAEL LTD 1,000.00 34,644.11 28,939.97 5,704.14
247007 4/09/10 USD 34.644 1.000 34,644.11 28,939.97 5,704.14
SALE 4/06/10 60 DELEK AUTOMOTIVE SYSTE 18,387.00 681.05 834,923.61 684,702.80 150,220.81
240256 4/08/10 ILS GT2KIW 45.545 3.689 226,334.03 189,060.19 37,273.84
SALE 4/06/10 60 DELEK AUTOMOTIVE SYSTE 2,603.00 38.72 118,876.49 96,931.60 21,944.89
240256 4/08/10 ILS GT2KIW 45.724 3.689 32,225.46 26,764.76 5,460.70
SALE 4/06/10 60 ISRAEL CHEMICALS LIMIT 735.00 29.32 35,943.88 33,500.33 2,443.55
239829 4/08/10 ILS GT2KSQ 49.050 3.689 9,743.79 9,092.87 650.92
SALE 4/07/10 60 DELEK AUTOMOTIVE SYSTE 3,236.00 47.89 147,270.11 120,503.52 26,766.59
240256 4/12/10 ILS GT2KSQ 45.565 3.695 39,859.83 33,273.44 6,586.39
SALE 4/07/10 60 ISRAEL CHEMICALS LIMIT 4,650.00 182.93 224,616.62 211,940.88 12,675.74
239829 4/12/10 ILS GT2KIY 48.450 3.695 60,794.28 57,526.30 3,267.98
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 86
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/08/10 60 DELEK AUTOMOTIVE SYSTE 699.00 10.30 31,707.96 26,029.65 5,678.31
240256 4/12/10 ILS GT2KSQ 45.416 3.698 8,574.35 7,187.31 1,387.04
SALE 4/08/10 60 DELEK AUTOMOTIVE SYSTE 1,673.00 61.62 75,726.34 62,299.87 13,426.47
240256 4/12/10 ILS GT2KIY 45.400 3.698 20,477.65 17,202.25 3,275.40
SALE 4/09/10 60 CELLCOM ISRAEL LTD 900.00 30,626.39 26,045.97 4,580.42
247007 4/14/10 USD 34.029 1.000 30,626.39 26,045.97 4,580.42
SALE 4/12/10 60 CELLCOM ISRAEL LTD 2,800.00 96,107.53 81,031.90 15,075.63
247007 4/15/10 USD 34.324 1.000 96,107.53 81,031.90 15,075.63
SALE 4/12/10 60 DELEK AUTOMOTIVE SYSTE 1,312.00 19.56 59,839.67 48,856.81 10,982.86
240256 4/14/10 ILS GT2L9G 45.664 3.676 16,278.47 13,490.35 2,788.12
SALE 4/13/10 60 CELLCOM ISRAEL LTD 200.00 6,923.84 5,787.99 1,135.85
247007 4/16/10 USD 34.619 1.000 6,923.84 5,787.99 1,135.85
SALE 4/13/10 60 CELLCOM ISRAEL LTD 500.00 17,339.70 14,469.98 2,869.72
247007 4/16/10 USD 34.679 1.000 17,339.70 14,469.98 2,869.72
SALE 4/13/10 60 DELEK AUTOMOTIVE SYSTE 561.00 8.26 25,384.48 20,890.75 4,493.73
240256 4/15/10 ILS GT2L9G 45.303 3.692 6,875.16 5,768.36 1,106.80
SALE 4/13/10 60 DELEK AUTOMOTIVE SYSTE 1,673.00 61.51 75,476.14 62,299.87 13,176.27
240256 4/15/10 ILS GT2L9K 45.250 3.692 20,442.05 17,202.25 3,239.80
SALE 4/14/10 60 CELLCOM ISRAEL LTD 500.00 17,207.96 14,469.98 2,737.98
247007 4/19/10 USD 34.416 1.000 17,207.96 14,469.98 2,737.98
SALE 4/14/10 60 DELEK AUTOMOTIVE SYSTE 5,019.00 184.53 227,095.44 186,899.62 40,195.82
240256 4/19/10 ILS GT2LDG 45.383 3.703 61,324.11 51,606.74 9,717.37
SALE 4/14/10 60 DELEK AUTOMOTIVE SYSTE 3,008.00 44.21 136,275.84 112,013.16 24,262.68
240256 4/19/10 ILS GT2L9K 45.359 3.703 36,799.48 30,929.08 5,870.40
SALE 4/15/10 60 CELLCOM ISRAEL LTD 500.00 17,097.71 14,469.98 2,627.73
247007 4/20/10 USD 34.195 1.000 17,097.71 14,469.98 2,627.73
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 87
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/15/10 60 DELEK AUTOMOTIVE SYSTE 4,183.00 154.29 189,338.48 155,768.31 33,570.17
240256 4/19/10 ILS GT2LDG 45.400 3.693 51,276.50 43,010.76 8,265.74
SALE 4/15/10 60 DELEK AUTOMOTIVE SYSTE 270.00 4.03 12,379.89 10,054.37 2,325.52
240256 4/19/10 ILS GT2LDI 45.907 3.693 3,352.71 2,776.21 576.50
SALE 4/19/10 60 CELLCOM ISRAEL LTD 600.00 19,916.06 17,363.98 2,552.08
247007 4/22/10 USD 33.193 1.000 19,916.06 17,363.98 2,552.08
SALE 4/20/10 60 CELLCOM ISRAEL LTD 800.00 26,587.87 23,151.97 3,435.90
247007 4/23/10 USD 33.235 1.000 26,587.87 23,151.97 3,435.90
SALE 4/21/10 60 CELLCOM ISRAEL LTD 1,500.00 49,627.71 43,409.95 6,217.76
247007 4/26/10 USD 33.085 1.000 49,627.71 43,409.95 6,217.76
SALE 4/21/10 60 DELEK AUTOMOTIVE SYSTE 1,084.00 15.95 49,522.77 40,366.45 9,156.32
240256 4/26/10 ILS GT2LWW 45.740 3.731 13,274.39 11,145.99 2,128.40
SALE 4/21/10 60 DELEK AUTOMOTIVE SYSTE 3,346.00 123.03 152,536.86 124,599.75 27,937.11
240256 4/26/10 ILS GT2LWW 45.725 3.731 40,886.93 34,404.49 6,482.44
SALE 4/21/10 60 ISRAEL CHEMICALS LIMIT 35,890.00 1,341.00 1,662,622.38 1,635,819.00 26,803.38
239829 4/26/10 ILS GT2LWW 46.465 3.731 445,659.63 444,004.09 1,655.54
SALE 4/22/10 60 DELEK AUTOMOTIVE SYSTE 1,415.00 20.74 64,512.29 52,692.36 11,819.93
240256 4/26/10 ILS GT2LZC 45.647 3.738 17,258.04 14,549.42 2,708.62
SALE 4/22/10 60 ISRAEL CHEMICALS LIMIT 3,982.00 58.54 182,138.85 181,494.32 644.53
239829 4/26/10 ILS GT2LYY 45.795 3.738 48,724.98 49,262.31 -537.33
SALE 4/22/10 60 ISRAEL CHEMICALS LIMIT 6,604.00 242.48 301,226.60 301,001.63 224.97
239829 4/26/10 ILS GT2LYY 45.750 3.738 80,582.81 81,699.72 -1,116.91
SALE 4/23/10 60 CELLCOM ISRAEL LTD 1,000.00 32,857.94 28,939.97 3,917.97
247007 4/28/10 USD 32.858 1.000 32,857.94 28,939.97 3,917.97
SALE 4/26/10 60 CELLCOM ISRAEL LTD 2,100.00 66,978.36 60,773.93 6,204.43
247007 4/29/10 USD 31.894 1.000 66,978.36 60,773.93 6,204.43
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 88
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/26/10 60 CELLCOM ISRAEL LTD 1,000.00 31,927.06 28,939.97 2,987.09
247007 4/29/10 USD 31.927 1.000 31,927.06 28,939.97 2,987.09
SALE 4/26/10 60 DELEK AUTOMOTIVE SYSTE 21,855.00 814.46 1,007,761.37 813,845.64 193,915.73
240256 4/28/10 ILS GT2MWC 46.250 3.723 270,670.76 224,719.12 45,951.64
---------------- --------- ---------------- ------------ ---------------- --------------
175,015.00 5,253.36 7,819,323.63 6,913,126.12 906,197.52
2,723,265.81 2,415,029.99 308,235.82
44 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
SALE 3/30/10 60 MAGNIT OJSC NPV GDR 15,518.00 350.33 291,589.80 216,789.98 74,799.82
249598 4/06/10 USD GT2JVC 18.813 1.000 291,589.80 216,789.98 74,799.82
SALE 3/31/10 60 MAGNIT OJSC NPV GDR 2,822.00 62.75 52,228.91 39,423.98 12,804.93
249598 4/07/10 USD GT2JVA 18.530 1.000 52,228.91 39,423.98 12,804.93
SALE 4/01/10 60 MAGNIT OJSC NPV GDR 2,178.00 49.14 40,897.26 30,427.15 10,470.11
249598 4/08/10 USD GT2JX6 18.800 1.000 40,897.26 30,427.15 10,470.11
SALE 4/06/10 60 MAGNIT OJSC NPV GDR 17,060.00 385.75 321,070.71 238,332.07 82,738.64
249598 4/09/10 USD GT2KSQ 18.843 1.000 321,070.71 238,332.07 82,738.64
SALE 4/07/10 60 MAGNIT OJSC NPV GDR 3,937.00 88.16 73,380.98 55,000.78 18,380.20
249598 4/12/10 USD GT2KSS 18.661 1.000 73,380.98 55,000.78 18,380.20
SALE 4/09/10 60 MAGNIT OJSC NPV GDR 15,226.00 339.84 282,863.76 212,710.67 70,153.09
249598 4/14/10 USD GT2KIW 18.600 1.000 282,863.76 212,710.67 70,153.09
---------------- --------- ---------------- ------------ ---------------- --------------
56,741.00 1,275.97 1,062,031.42 792,684.63 269,346.79
1,062,031.42 792,684.63 269,346.79
6 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
9,363,176.00 29,936.76 36609282134.83 23608951992.67 13000330142.17
19,134,540.37 13,408,939.89 5,725,600.48
227 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
9,363,176.00 29,936.76 36609282134.83 23608951992.67 13000330142.17
19,134,540.37 13,408,939.89 5,725,600.48
227 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
---------------- --------- ---------------- ------------ ---------------- --------------
18,676,048.00 51,975.54 72286450388.67 59286120246.51 13000330142.17
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 89
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
36,175,975.61 30,450,375.13 5,725,600.48
285 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: 90
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 4/22/10 60 SKYWORTH DIGITAL HOLDI 1,702,000.00 2,307.01 12,900,685.68 12,900,685.68
251723 4/26/10 HKD 834132 7.569 7.762 1,662,009.72 1,662,009.72
PUR 4/28/10 60 SKYWORTH DIGITAL HOLDI 780,000.00 2,290.40 5,774,109.71 5,774,109.71
251723 4/30/10 HKD 834227 7.380 7.766 743,492.28 743,492.28
---------------- --------- ---------------- ------------ ---------------- --------------
2,482,000.00 4,597.41 18,674,795.39 18,674,795.39
2,405,502.00 2,405,502.00
2 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
PUR 4/26/10 60 TERNIUM S A USD 1.0 AD 13,600.00 1,037.17 519,622.85 519,622.85
248143 4/29/10 USD 834187 38.131 1.000 519,622.85 519,622.85
---------------- --------- ---------------- ------------ ---------------- --------------
13,600.00 1,037.17 519,622.85 519,622.85
519,622.85 519,622.85
1 TRANSACTION IN COUNTRY: LUXEMBOURG (2700)
PUR 4/12/10 60 CHINA CONSTRUCTION 1,402,000.00 1,989.50 9,722,601.93 9,722,601.93
247574 4/14/10 HKD 833967 6.924 7.758 1,253,251.77 1,253,251.77
---------------- --------- ---------------- ------------ ---------------- --------------
1,402,000.00 1,989.50 9,722,601.93 9,722,601.93
1,253,251.77 1,253,251.77
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 4/22/10 60 LG DISPLAY CO LTD KRW 65,520.00 6,197.662,868,383,130.00 2,868,383,130.00
251721 4/26/10 KRW 834132 43673.9 1108.10 2,588,559.81 2,588,559.81
---------------- --------- ---------------- ------------ ---------------- --------------
65,520.00 6,197.662,868,383,130.00 2,868,383,130.00
2,588,559.81 2,588,559.81
1 TRANSACTION 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: 91
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 3/29/10 60 INDO TAMBANGRAYA MEGAH 55,500.00 2,199,324,440.00 2,199,324,440.00
251016 4/01/10 IDR 833801 39627.4 9085.00 242,083.04 242,083.04
PUR 3/30/10 60 BUMI SERPONG DAMAI PT 234,000.00 51.18 140,864,724.00 140,864,724.00
251087 4/05/10 IDR 833717 600.000 9079.99 15,513.74 15,513.74
PUR 3/31/10 60 BUMI SERPONG DAMAI PT 285,000.00 62.27 171,566,010.00 171,566,010.00
251087 4/06/10 IDR 833827 600.000 9089.99 18,874.15 18,874.15
---------------- --------- ---------------- ------------ ---------------- --------------
574,500.00 113.452,511,755,174.00 2,511,755,174.00
276,470.93 276,470.93
3 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 3/31/10 60 ECORODOVIAS INFRAESTRU 385,875.00 3,665,812.50 3,665,812.50
251400 4/06/10 BRL 833836 9.500 1.784 2,054,367.01 2,054,367.01
PUR 4/09/10 60 PDG REALTY SA EMPREEND 41,500.00 1,069.72 634,353.22 634,353.22
248804 4/14/10 BRL 833967 15.240 1.774 357,644.03 357,644.03
PUR 4/15/10 60 CIA DE BEBIDAS DAS AME 8,881.00 2,634.01 1,531,868.74 1,531,868.74
251636 4/20/10 BRL 834043 171.972 1.740 880,637.39 880,637.39
PUR 4/16/10 60 CIA DE BEBIDAS DAS AME 7,952.00 2,332.86 1,366,089.46 1,366,089.46
251636 4/22/10 BRL 834050 171.278 1.751 779,954.02 779,954.02
PUR 4/20/10 60 COMPANHIA DE BEBIDAS D 16,971.00 3,331.91 1,669,288.43 1,669,288.43
251689 4/23/10 USD 834101 98.165 1.000 1,669,288.43 1,669,288.43
PUR 4/27/10 60 BRADESPAR SA - PREF NP 32,060.00 406.74 1,307,641.31 1,307,641.31
251819 4/30/10 BRL 834203 40.765 1.751 746,796.86 746,796.86
---------------- --------- ---------------- ------------ ---------------- --------------
493,239.00 9,775.24 10,175,053.66 10,175,053.66
6,488,687.74 6,488,687.74
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: 92
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/14/10 60 WANT WANT CHINA HO 2,420,700.00 5,703.37 14,368,270.29 14,368,270.29
251621 4/16/10 HKD 834026 5.917 7.761 1,851,414.21 1,851,414.21
PUR 4/14/10 60 WANT WANT CHINA HO 270,600.00 637.77 1,606,630.91 1,606,630.91
251621 4/16/10 HKD 834011 5.919 7.761 207,021.39 207,021.39
---------------- --------- ---------------- ------------ ---------------- --------------
2,691,300.00 6,341.14 15,974,901.20 15,974,901.20
2,058,435.60 2,058,435.60
2 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 4/16/10 60 JSC RUSHYDRO NPV ADR 30,250.00 347.88 174,285.38 174,285.38
251657 4/21/10 USD 833967 5.750 1.000 174,285.38 174,285.38
PUR 4/19/10 60 JSC RUSHYDRO NPV ADR 274,657.00 3,053.31 1,529,706.78 1,529,706.78
251657 4/22/10 USD 834061 5.558 1.000 1,529,706.78 1,529,706.78
PUR 4/26/10 60 JSC MMC NORILSK NICKEL 87,102.00 3,375.62 1,691,185.91 1,691,185.91
251792 4/29/10 USD 834187 19.377 1.000 1,691,185.91 1,691,185.91
---------------- --------- ---------------- ------------ ---------------- --------------
392,009.00 6,776.81 3,395,178.07 3,395,178.07
3,395,178.07 3,395,178.07
3 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
8,114,168.00 36,828.385,438,600,457.10 5,438,600,457.10
18,985,708.77 18,985,708.77
19 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
8,114,168.00 36,828.385,438,600,457.10 5,438,600,457.10
18,985,708.77 18,985,708.77
19 "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: 93
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/12/10 60 ISHARES MSCI INDIA ETF 26,100.00 554.57 192,337.48 172,469.44 19,868.04
240129 4/15/10 USD 833967 7.391 1.000 192,337.48 172,469.44 19,868.04
SALE 4/13/10 60 ISHARES MSCI INDIA ETF 55,000.00 1,158.46 401,782.54 363,441.36 38,341.18
240129 4/16/10 USD 833986 7.326 1.000 401,782.54 363,441.36 38,341.18
SALE 4/14/10 60 ISHARES MSCI INDIA ETF 51,400.00 1,101.48 382,023.84 339,652.47 42,371.37
240129 4/19/10 USD 834006 7.454 1.000 382,023.84 339,652.47 42,371.37
SALE 4/15/10 60 ISHARES MSCI INDIA ETF 40,200.00 857.36 297,354.28 265,642.59 31,711.69
240129 4/20/10 USD 834023 7.418 1.000 297,354.28 265,642.59 31,711.69
SALE 4/16/10 60 ISHARES MSCI INDIA ETF 62,200.00 1,300.82 451,160.64 411,019.14 40,141.50
240129 4/21/10 USD 834038 7.274 1.000 451,160.64 411,019.14 40,141.50
SALE 4/19/10 60 ISHARES MSCI INDIA ETF 15,100.00 310.32 107,625.99 99,781.17 7,844.82
240129 4/22/10 USD 834055 7.148 1.000 107,625.99 99,781.17 7,844.82
---------------- --------- ---------------- ------------ ---------------- --------------
250,000.00 5,283.01 1,832,284.77 1,652,006.17 180,278.60
1,832,284.77 1,652,006.17 180,278.60
6 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
250,000.00 5,283.01 1,832,284.77 1,652,006.17 180,278.60
1,832,284.77 1,652,006.17 180,278.60
6 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
SALE 4/26/10 60 CREDICORP COM STK 7,900.00 1,425.82 705,507.26 367,378.63 338,128.63
246073 4/29/10 USD 834187 89.485 1.000 705,507.26 367,378.63 338,128.63
---------------- --------- ---------------- ------------ ---------------- --------------
7,900.00 1,425.82 705,507.26 367,378.63 338,128.63
705,507.26 367,378.63 338,128.63
1 TRANSACTION IN COUNTRY: BERMUDA ( 250)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 94
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/26/10 60 EVRAZ GROUP S A NPV GD 7,171.00 139.47 278,798.09 192,953.74 85,844.35
248807 4/29/10 USD 834188 38.898 1.000 278,798.09 192,953.74 85,844.35
---------------- --------- ---------------- ------------ ---------------- --------------
7,171.00 139.47 278,798.09 192,953.74 85,844.35
278,798.09 192,953.74 85,844.35
1 TRANSACTION IN COUNTRY: LUXEMBOURG (2700)
SALE 4/22/10 60 MAANSHAN IRON + ST ''H 2,574,000.00 4,363.31 10,926,738.39 15,128,791.77 -4,202,053.38
250526 4/26/10 HKD 834135 4.258 7.762 1,407,703.89 1,950,634.21 -542,930.32
---------------- --------- ---------------- ------------ ---------------- --------------
2,574,000.00 4,363.31 10,926,738.39 15,128,791.77 -4,202,053.38
1,407,703.89 1,950,634.21 -542,930.32
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 4/12/10 60 CHINA LIFE INS 94,000.00 736.13 3,585,540.36 2,721,249.54 864,290.82
243217 4/14/10 HKD 833967 38.205 7.758 462,179.24 350,267.08 111,912.16
SALE 4/22/10 60 PORTS DESIGN LTD HKD 0 321,882.00 1,159.50 6,465,656.31 6,817,810.22 -352,153.91
240128 4/26/10 HKD 834132 20.115 7.762 832,977.71 874,778.63 -41,800.92
---------------- --------- ---------------- ------------ ---------------- --------------
415,882.00 1,895.63 10,051,196.67 9,539,059.76 512,136.91
1,295,156.95 1,225,045.71 70,111.24
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 4/22/10 60 NHN CORP 11,139.00 6,867.832,049,211,255.00 2,323,840,174.00 -274628919.00
239558 4/26/10 KRW 834132 184650. 1108.10 1,849,301.74 2,311,124.26 -461,822.52
SALE 4/27/10 60 KB FINANCIAL GROUP 20,000.00 3,770.261,126,945,119.00 1,182,692,401.11 -55,747,282.11
243106 4/29/10 KRW 834187 56556.5 1110.05 1,015,220.14 1,091,690.79 -76,470.65
---------------- --------- ---------------- ------------ ---------------- --------------
31,139.00 10,638.093,176,156,374.00 3,506,532,575.11 -330376201.11
2,864,521.88 3,402,815.05 -538,293.17
2 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: 95
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/22/10 60 PERUSAHAAN GAS NEGARA 1,890,000.00 7,757,666,802.00 5,432,841,010.33 2324825791.67
247002 4/27/10 IDR 834132 4104.58 9012.00 860,815.22 529,055.28 331,759.94
---------------- --------- ---------------- ------------ ---------------- --------------
1,890,000.00 7,757,666,802.00 5,432,841,010.33 2324825791.67
860,815.22 529,055.28 331,759.94
1 TRANSACTION IN COUNTRY: INDONESIA (4600)
SALE 4/22/10 60 TELKOM SA LTD ZAR 10.0 83,961.00 1,057.89 3,165,665.86 4,370,257.21 -1,204,591.35
246566 4/30/10 ZAR 834132 37.799 7.500 422,100.04 492,232.86 -70,132.82
SALE 4/22/10 60 VODACOM GROUP PTY LTD 83,927.00 1,548.55 4,633,921.86 4,424,145.99 209,775.87
247192 4/30/10 ZAR 834132 55.352 7.500 617,872.72 499,985.28 117,887.44
---------------- --------- ---------------- ------------ ---------------- --------------
167,888.00 2,606.44 7,799,587.72 8,794,403.20 -994,815.48
1,039,972.76 992,218.14 47,754.62
2 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 4/27/10 60 BANGKOK BANK PCL-FOREI 61,600.00 683.48 7,565,673.21 7,290,611.50 275,061.71
239803 4/30/10 THB 834202 123.177 32.250 234,594.52 221,401.50 13,193.02
SALE 4/27/10 60 KASIKORNBANK PCL-FOREI 239,400.00 2,048.90 22,679,963.20 18,181,796.16 4,498,167.04
239802 4/30/10 THB 834202 95.013 32.250 703,254.67 550,710.99 152,543.68
---------------- --------- ---------------- ------------ ---------------- --------------
301,000.00 2,732.38 30,245,636.41 25,472,407.66 4,773,228.75
937,849.19 772,112.49 165,736.70
2 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 4/14/10 60 FLEURY SA NPV 24,382.00 755.74 437,637.15 398,238.77 39,398.38
250256 4/19/10 BRL 833887 18.003 1.742 251,154.75 226,512.49 24,642.26
SALE 4/16/10 60 FLEURY SA NPV 44,065.00 1,343.48 782,017.11 719,727.32 62,289.79
250256 4/22/10 BRL 834035 17.800 1.751 446,484.22 409,370.56 37,113.66
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 96
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/22/10 60 ANHANGUERA EDUCACIONAL 33,398.00 1,433.19 841,139.21 789,143.76 51,995.45
250179 4/27/10 BRL 834132 25.261 1.766 476,296.27 449,398.50 26,897.77
SALE 4/22/10 60 BANCO BRADESCO SA PREF 89,720.00 4,800.91 2,817,656.73 2,871,532.33 -53,875.60
248882 4/27/10 BRL 834132 31.500 1.766 1,595,502.11 1,618,981.71 -23,479.60
SALE 4/23/10 60 ANHANGUERA EDUCACIONAL 17,102.00 740.33 433,466.14 404,094.15 29,371.99
250179 4/28/10 BRL 834157 25.422 1.762 246,035.95 230,121.95 15,914.00
SALE 4/26/10 60 OGX PETROLEO E GAS PAR 90,800.00 2,786.92 1,615,265.86 1,321,595.00 293,670.86
241566 4/29/10 BRL 834187 17.843 1.744 926,184.55 737,248.69 188,935.86
SALE 4/27/10 60 VALE SA - PREF A 27,370.00 405.08 1,300,676.73 1,180,342.14 120,334.59
239762 4/30/10 BRL 834213 47.548 1.751 742,819.38 672,864.34 69,955.04
---------------- --------- ---------------- ------------ ---------------- --------------
326,837.00 12,265.65 8,227,858.93 7,684,673.47 543,185.46
4,684,477.23 4,344,498.24 339,978.99
7 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 4/07/10 60 TENCENT HOLDINGS LTD 83,000.00 5,165.52 12,935,129.78 4,386,136.85 8,548,992.93
244134 4/09/10 HKD 833874 156.328 7.762 1,666,490.14 565,928.89 1,100,561.25
SALE 4/14/10 60 PCD STORES LTD USD 0.0 410,000.00 410.31 1,027,104.70 807,566.96 219,537.74
250175 4/16/10 HKD 834011 2.513 7.761 132,346.91 104,198.15 28,148.76
SALE 4/14/10 60 PCD STORES LTD USD 0.0 276,000.00 275.72 690,316.65 543,630.44 146,686.21
250175 4/16/10 HKD 834026 2.509 7.761 88,950.31 70,143.15 18,807.16
SALE 4/15/10 60 PCD STORES LTD USD 0.0 1,484,000.00 1,443.84 3,614,948.33 2,922,998.44 691,949.89
250175 4/19/10 HKD 834022 2.444 7.761 465,783.83 377,146.49 88,637.34
SALE 4/16/10 60 PCD STORES LTD USD 0.0 286,000.00 265.57 664,976.59 563,327.19 101,649.40
250175 4/20/10 HKD 834054 2.332 7.761 85,676.30 72,684.57 12,991.73
SALE 4/16/10 60 PCD STORES LTD USD 0.0 388,000.00 360.52 902,561.00 764,234.09 138,326.91
250175 4/20/10 HKD 834037 2.333 7.761 116,286.93 98,607.03 17,679.90
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 97
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/19/10 60 PCD STORES LTD USD 0.0 1,326,000.00 645.20 3,144,507.40 2,611,789.72 532,717.68
250175 4/21/10 HKD 834052 2.375 7.762 405,136.49 336,992.08 68,144.41
SALE 4/22/10 60 SHIMAO PROPERTY HOLDIN 456,000.00 983.28 5,482,926.88 3,064,500.56 2,418,426.32
244204 4/26/10 HKD 834132 12.041 7.762 706,371.59 395,376.78 310,994.81
---------------- --------- ---------------- ------------ ---------------- --------------
4,709,000.00 9,549.96 28,462,471.33 15,664,184.25 12,798,287.08
3,667,042.50 2,021,077.14 1,645,965.36
8 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 4/26/10 60 GPO MEXICO SA SER B 395,600.00 3,371.20 13,628,514.27 10,017,897.50 3,610,616.77
248141 4/29/10 MXN 834187 34.554 12.164 1,120,360.58 759,043.23 361,317.35
SALE 4/26/10 60 GRUPO FINANCIERO BANOR 230,800.00 3,039.10 12,285,974.01 5,308,965.90 6,977,008.11
243594 4/29/10 MXN 834187 53.392 12.164 1,009,994.25 401,446.29 608,547.96
---------------- --------- ---------------- ------------ ---------------- --------------
626,400.00 6,410.30 25,914,488.28 15,326,863.40 10,587,624.88
2,130,354.83 1,160,489.52 969,865.31
2 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 4/21/10 60 COMPANIA DE MINAS BUEN 77,932.00 4,870.22 2,409,837.21 2,586,467.24 -176,630.03
248803 4/26/10 USD 834132 30.985 1.000 2,409,837.21 2,586,467.24 -176,630.03
---------------- --------- ---------------- ------------ ---------------- --------------
77,932.00 4,870.22 2,409,837.21 2,586,467.24 -176,630.03
2,409,837.21 2,586,467.24 -176,630.03
1 TRANSACTION IN COUNTRY: PERU (8000)
SALE 3/31/10 60 AYALA LAND INC 282,736.00 676.61 3,715,682.58 3,214,423.98 501,258.60
240110 4/07/10 PHP 833841 13.250 45.180 82,241.76 74,261.90 7,979.86
SALE 3/31/10 60 AYALA LAND INC 294,705.00 881.57 3,865,011.87 3,350,499.48 514,512.39
240110 4/07/10 PHP 833831 13.250 45.180 85,546.96 77,405.61 8,141.35
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 98
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/06/10 60 AYALA LAND INC 200,500.00 482.92 2,634,946.94 2,279,483.37 355,463.57
240110 4/12/10 PHP 833839 13.250 44.890 58,697.86 52,662.24 6,035.62
SALE 4/07/10 60 AYALA LAND INC 102,059.00 246.47 1,341,247.13 1,160,308.19 180,938.94
240110 4/13/10 PHP 833886 13.250 44.770 29,958.61 26,806.26 3,152.35
SALE 4/27/10 60 AYALA LAND INC 1,400,000.00 3,487.39 19,445,160.00 15,916,592.08 3,528,567.92
240110 4/30/10 PHP 834187 14.000 44.400 437,954.05 367,716.38 70,237.67
---------------- --------- ---------------- ------------ ---------------- --------------
2,280,000.00 5,774.96 31,002,048.52 25,921,307.10 5,080,741.42
694,399.24 598,852.39 95,546.85
5 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
SALE 4/22/10 60 ISRAEL DISC BK LTD ILS 127,578.00 807.09 1,002,642.12 1,081,160.55 -78,518.43
239550 4/26/10 ILS 834132 7.883 3.738 268,222.39 298,941.14 -30,718.75
---------------- --------- ---------------- ------------ ---------------- --------------
127,578.00 807.09 1,002,642.12 1,081,160.55 -78,518.43
268,222.39 298,941.14 -30,718.75
1 TRANSACTION IN COUNTRY: ISRAEL (9600)
SALE 3/30/10 60 MAGNIT OJSC NPV GDR 25,095.00 945.06 471,583.75 336,868.91 134,714.84
248973 4/05/10 USD 833826 18.830 1.000 471,583.75 336,868.91 134,714.84
SALE 4/22/10 60 SISTEMA JSFC-REG S SPO 41,609.00 2,443.50 1,219,304.92 1,115,303.02 104,001.90
239567 4/27/10 USD 834132 29.363 1.000 1,219,304.92 1,115,303.02 104,001.90
SALE 4/26/10 60 JSC VTB BANK OJSC GDR 188,401.00 2,071.73 1,033,794.65 958,503.59 75,291.06
250636 4/29/10 USD 834188 5.498 1.000 1,033,794.65 958,503.59 75,291.06
SALE 4/26/10 60 SEVERSTAL JT STK CO NP 18,705.00 526.53 262,736.99 123,814.60 138,922.39
247489 4/29/10 USD 834187 14.074 1.000 262,736.99 123,814.60 138,922.39
---------------- --------- ---------------- ------------ ---------------- --------------
273,810.00 5,986.82 2,987,420.31 2,534,490.12 452,930.19
2,987,420.31 2,534,490.12 452,930.19
4 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
13,816,537.00 69,466.14 11093837407.24 9,069,667,726.33 2024169680.91
26,232,078.95 22,977,029.04 3,255,049.91
40 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: 99
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
14,066,537.00 74,749.15 11095669692.01 9,071,319,732.50 2024349959.51
28,064,363.72 24,629,035.21 3,435,328.51
46 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
---------------- --------- ---------------- ------------ ---------------- --------------
22,180,705.00 111,577.53 16534270149.11 14509920189.60 2024349959.51
47,050,072.49 43,614,743.98 3,435,328.51
65 TRANSACTIONS WITHIN FUND: PICTET ASSET MANAGEMENT (5149)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 100
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 3/31/10 60 EVRAZ GROUP S A NPV GD 28,243.00 1,129.72 1,131,900.36 1,131,900.36
251277 4/05/10 USD TID910 40.037 1.000 1,131,900.36 1,131,900.36
PUR 4/01/10 60 EVRAZ GROUP S A NPV GD 26,442.00 1,057.68 1,054,832.20 1,054,832.20
251277 4/06/10 USD TID911 39.852 1.000 1,054,832.20 1,054,832.20
---------------- --------- ---------------- ------------ ---------------- --------------
54,685.00 2,187.40 2,186,732.56 2,186,732.56
2,186,732.56 2,186,732.56
2 TRANSACTIONS IN COUNTRY: LUXEMBOURG (2700)
PUR 4/15/10 60 TURKIYE IS BANKASI-C 341,034.00 3,034.16 1,789,400.19 1,789,400.19
250703 4/19/10 TRY TID918 5.234 1.471 1,216,699.66 1,216,699.66
PUR 4/16/10 60 TURKIYE IS BANKASI-C 92,437.00 821.64 487,888.24 487,888.24
250703 4/20/10 TRY TID919 5.265 1.481 329,476.12 329,476.12
---------------- --------- ---------------- ------------ ---------------- --------------
433,471.00 3,855.80 2,277,288.43 2,277,288.43
1,546,175.78 1,546,175.78
2 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 4/15/10 60 HON HAI PRECISION IND 134,220.00 5,368.80 1,308,645.00 1,308,645.00
239195 4/20/10 USD TID918 9.710 1.000 1,308,645.00 1,308,645.00
---------------- --------- ---------------- ------------ ---------------- --------------
134,220.00 5,368.80 1,308,645.00 1,308,645.00
1,308,645.00 1,308,645.00
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
PUR 4/07/10 60 INDUSTRIAL + COMME 2,366,000.00 2,596.62 14,753,000.08 14,753,000.08
251505 4/09/10 HKD TID912 6.227 7.762 1,900,694.43 1,900,694.43
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 101
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/08/10 60 INDUSTRIAL + COMME 3,954,000.00 9,872.74 24,867,392.77 24,867,392.77
251505 4/12/10 HKD TID913 6.270 7.759 3,204,932.63 3,204,932.63
---------------- --------- ---------------- ------------ ---------------- --------------
6,320,000.00 12,469.36 39,620,392.85 39,620,392.85
5,105,627.06 5,105,627.06
2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 4/01/10 60 SHINHAN FINANCIAL GROU 18,410.00 1,846.76 834,009,221.00 834,009,221.00
248414 4/05/10 KRW TID911 45188.9 1126.20 740,551.61 740,551.61
PUR 4/02/10 60 SHINHAN FINANCIAL GROU 22,610.00 2,298.511,038,022,239.00 1,038,022,239.00
248414 4/06/10 KRW TID911 45795.3 1126.20 921,703.28 921,703.28
PUR 4/05/10 60 DOOSAN CORP KRW 5000.0 3,624.00 1,058.38 476,529,928.00 476,529,928.00
251456 4/07/10 KRW TID912 131164. 1122.80 424,412.12 424,412.12
PUR 4/05/10 60 SHINHAN FINANCIAL GROU 25,900.00 2,654.061,194,975,363.00 1,194,975,363.00
248414 4/07/10 KRW TID912 46022.9 1122.80 1,064,281.58 1,064,281.58
PUR 4/06/10 60 DOOSAN CORP KRW 5000.0 4,546.00 1,353.04 609,359,765.00 609,359,765.00
251456 4/08/10 KRW TID912 133708. 1123.10 542,569.46 542,569.46
PUR 4/06/10 60 DOOSAN CORP KRW 5000.0 972.00 35.01 131,106,872.00 131,106,872.00
251456 4/08/10 KRW TID912 134843. 1123.10 116,736.60 116,736.60
PUR 4/06/10 60 SHINHAN FINANCIAL GROU 1,020.00 12.64 47,351,408.00 47,351,408.00
248414 4/08/10 KRW TID912 46409.0 1123.10 42,161.35 42,161.35
PUR 4/07/10 60 DOOSAN CORP KRW 5000.0 5,338.00 1,594.89 716,721,174.00 716,721,174.00
251456 4/09/10 KRW TID912 133932. 1120.66 639,552.74 639,552.74
PUR 4/08/10 60 DOOSAN CORP KRW 5000.0 2,297.00 327.03 306,442,540.00 306,442,540.00
251456 4/12/10 KRW TID913 133250. 1123.10 272,854.19 272,854.19
PUR 4/08/10 60 DOOSAN CORP KRW 5000.0 3,928.00 1,160.83 522,795,443.00 522,795,443.00
251456 4/12/10 KRW TID913 132762. 1123.10 465,493.23 465,493.23
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: 102
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/09/10 60 DOOSAN CORP KRW 5000.0 3,740.00 1,120.10 502,115,171.00 502,115,171.00
251456 4/13/10 KRW TID914 133920. 1117.90 449,159.29 449,159.29
PUR 4/09/10 60 DOOSAN CORP KRW 5000.0 1,154.00 166.61 155,399,256.00 155,399,256.00
251456 4/13/10 KRW TID914 134500. 1117.90 139,009.98 139,009.98
PUR 4/09/10 60 SAMSUNG ELECTRONICS CO 2,485.00 570.582,126,806,910.00 2,126,806,910.00
250524 4/13/10 KRW TID914 855601. 1117.90 1,902,501.93 1,902,501.93
PUR 4/12/10 60 DOOSAN CORP KRW 5000.0 2,321.00 696.59 311,120,923.00 311,120,923.00
251456 4/14/10 KRW TID916 133711. 1113.80 279,332.85 279,332.85
PUR 4/27/10 60 DOOSAN CORP KRW 5000.0 3,164.00 872.31 388,293,054.00 388,293,054.00
251456 4/29/10 KRW TID923 122416. 1110.05 349,797.81 349,797.81
PUR 4/28/10 60 DOOSAN CORP KRW 5000.0 1,648.00 470.63 211,123,121.00 211,123,121.00
251456 4/30/10 KRW TID924 127789. 1118.70 188,721.84 188,721.84
---------------- --------- ---------------- ------------ ---------------- --------------
103,157.00 16,237.979,572,172,388.00 9,572,172,388.00
8,538,839.86 8,538,839.86
16 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 3/26/10 60 NEDBANK GROUP LTD ZAR 17,199.00 1,416.25 2,352,383.38 2,352,383.38
251397 4/06/10 ZAR TID909 136.162 7.441 316,138.07 316,138.07
PUR 3/29/10 60 NEDBANK GROUP LTD ZAR 14,379.00 1,201.81 1,985,633.98 1,985,633.98
251397 4/07/10 ZAR TID909 137.474 7.402 268,270.91 268,270.91
PUR 3/30/10 60 NEDBANK GROUP LTD ZAR 22,897.00 1,967.48 3,238,899.64 3,238,899.64
251397 4/08/10 ZAR TID910 140.822 7.375 439,184.74 439,184.74
PUR 3/31/10 60 NEDBANK GROUP LTD ZAR 114,210.00 7,038.76 16,194,383.66 16,194,383.66
251397 4/09/10 ZAR TID910 141.343 7.339 2,206,650.00 2,206,650.00
PUR 3/31/10 60 NEDBANK GROUP LTD ZAR 24,786.00 2,130.86 3,490,781.59 3,490,781.59
251397 4/09/10 ZAR TID910 140.206 7.339 475,654.61 475,654.61
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 103
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/13/10 60 ANGLOGOLD LTD NPV ADR 19,300.00 772.00 786,390.08 786,390.08
248878 4/16/10 USD TID916 40.706 1.000 786,390.08 786,390.08
---------------- --------- ---------------- ------------ ---------------- --------------
212,771.00 14,527.16 28,048,472.33 28,048,472.33
4,492,288.41 4,492,288.41
6 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 3/29/10 60 C.P.SEVEN ELEVEN THB 1 127,400.00 328.93 3,437,701.02 3,437,701.02
251183 4/01/10 THB TID909 26.900 32.350 106,265.87 106,265.87
PUR 3/30/10 60 C.P.SEVEN ELEVEN THB 1 189,300.00 506.16 5,285,013.56 5,285,013.56
251183 4/02/10 THB TID910 27.832 32.320 163,521.46 163,521.46
PUR 3/31/10 60 C.P.SEVEN ELEVEN THB 1 346,900.00 931.97 9,724,951.50 9,724,951.50
251183 4/05/10 THB TID910 27.947 32.300 301,082.09 301,082.09
PUR 3/31/10 60 PTT PCL THB 10.0 ( FOR 233,400.00 5,950.66 61,404,437.28 61,404,437.28
251398 4/05/10 THB TID910 262.263 32.300 1,901,066.17 1,901,066.17
PUR 4/07/10 60 PTT PCL THB 10.0 ( FOR 157,900.00 4,376.76 44,680,944.99 44,680,944.99
251398 4/12/10 THB TID912 282.074 32.310 1,382,882.85 1,382,882.85
PUR 4/27/10 60 PTT PCL THB 10.0 ( FOR 77,300.00 1,932.12 19,906,542.72 19,906,542.72
251398 4/30/10 THB TID923 256.717 32.250 617,257.14 617,257.14
---------------- --------- ---------------- ------------ ---------------- --------------
1,132,200.00 14,026.60 144,439,591.07 144,439,591.07
4,472,075.58 4,472,075.58
6 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 4/01/10 60 HYPERMARCAS SA NPV 14,506.00 395.18 325,902.16 325,902.16
251422 4/07/10 BRL TID911 22.419 1.769 184,260.85 184,260.85
PUR 4/01/10 60 HYPERMARCAS SA NPV 20,494.00 562.63 464,008.26 464,008.26
251422 4/07/10 BRL TID911 22.593 1.769 262,344.24 262,344.24
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 104
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/01/10 60 HYPERMARCAS SA NPV 1,917.00 52.69 43,455.55 43,455.55
251422 4/07/10 BRL TID911 22.620 1.769 24,569.20 24,569.20
PUR 4/01/10 60 HYPERMARCAS SA NPV 4,383.00 120.47 99,356.11 99,356.11
251422 4/07/10 BRL TID911 22.620 1.769 56,174.65 56,174.65
PUR 4/01/10 60 HYPERMARCAS SA NPV 6,300.00 200.96 142,811.66 142,811.66
251422 4/07/10 BRL TID911 22.612 1.769 80,743.86 80,743.86
PUR 4/01/10 60 HYPERMARCAS SA NPV 35,000.00 1,111.51 789,910.42 789,910.42
251422 4/07/10 BRL TID911 22.513 1.769 446,605.09 446,605.09
PUR 4/05/10 60 HYPERMARCAS SA NPV 24,700.00 788.53 557,309.93 557,309.93
251422 4/08/10 BRL TID912 22.507 1.759 316,833.39 316,833.39
PUR 4/05/10 60 HYPERMARCAS SA NPV 14,000.00 456.72 322,484.17 322,484.17
251422 4/08/10 BRL TID912 22.977 1.759 183,333.81 183,333.81
PUR 4/06/10 60 HYPERMARCAS SA NPV 73,501.00 2,141.16 1,757,035.26 1,757,035.26
251422 4/09/10 BRL TID912 23.854 1.760 998,372.21 998,372.21
PUR 4/06/10 60 HYPERMARCAS SA NPV 399.00 11.59 9,514.20 9,514.20
251422 4/09/10 BRL TID912 23.794 1.760 5,406.10 5,406.10
PUR 4/06/10 60 HYPERMARCAS SA NPV 73,900.00 2,498.19 1,766,549.46 1,766,549.46
251422 4/09/10 BRL TID912 23.845 1.760 1,003,778.32 1,003,778.32
PUR 4/07/10 60 CIA DE CONCESSOES RODO 42,200.00 2,344.49 1,660,778.73 1,660,778.73
251504 4/12/10 BRL TID913 39.257 1.763 942,018.56 942,018.56
PUR 4/07/10 60 HYPERMARCAS SA NPV 9,200.00 317.39 224,834.40 224,834.40
251422 4/12/10 BRL TID913 24.378 1.763 127,529.44 127,529.44
PUR 4/08/10 60 CIA DE CONCESSOES RODO 82,900.00 4,521.26 3,239,994.78 3,239,994.78
251504 4/13/10 BRL TID913 38.986 1.784 1,816,649.72 1,816,649.72
PUR 4/08/10 60 HYPERMARCAS SA NPV 15,400.00 527.91 378,303.12 378,303.12
251422 4/13/10 BRL TID913 24.504 1.783 212,112.77 212,112.77
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 105
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/09/10 60 GERDAU SA SIDERURG 103,800.00 4,615.50 3,289,356.42 3,289,356.42
251560 4/14/10 BRL TID915 31.611 1.774 1,854,516.78 1,854,516.78
PUR 4/19/10 60 CENTRAIS ELETRICAS BRA 20,500.00 740.46 522,825.31 522,825.31
251678 4/23/10 BRL TID920 25.440 1.757 297,516.25 297,516.25
PUR 4/20/10 60 JULIO SIMOES LOGISTICA 133,300.00 1,066,400.00 1,066,400.00
251688 4/26/10 BRL TID920 8.000 1.751 609,092.99 609,092.99
PUR 4/22/10 60 CENTRAIS ELETRICAS BRA 17,900.00 641.48 455,182.47 455,182.47
251678 4/27/10 BRL TID922 25.366 1.766 257,747.72 257,747.72
PUR 4/22/10 60 JULIO SIMOES LOGISTICA 60,900.00 688.31 488,415.56 488,415.56
251688 4/27/10 BRL TID922 8.000 1.766 276,566.00 276,566.00
PUR 4/23/10 60 CENTRAIS ELETRICAS BRA 4,400.00 157.92 111,789.18 111,789.18
251678 4/28/10 BRL TID922 25.343 1.762 63,451.69 63,451.69
PUR 4/26/10 60 CENTRAIS ELETRICAS BRA 13,400.00 486.51 340,917.69 340,917.69
251678 4/29/10 BRL TID923 25.378 1.744 195,480.33 195,480.33
PUR 4/26/10 60 GERDAU SA SIDERURG 56,900.00 2,477.01 1,735,747.08 1,735,747.08
251560 4/29/10 BRL TID923 30.429 1.744 995,267.82 995,267.82
PUR 4/26/10 60 JULIO SIMOES LOGISTICA 5,600.00 55.21 44,898.30 44,898.30
251688 4/29/10 BRL TID923 8.000 1.744 25,744.44 25,744.44
PUR 4/27/10 60 CENTRAIS ELETRICAS BRA 25,100.00 771.95 630,255.81 630,255.81
251678 4/30/10 BRL TID923 25.056 1.751 359,940.50 359,940.50
PUR 4/27/10 60 HYPERMARCAS SA NPV 38,100.00 1,122.44 916,417.89 916,417.89
251422 4/30/10 BRL TID923 24.001 1.751 523,368.30 523,368.30
PUR 4/27/10 60 JULIO SIMOES LOGISTICA 11,800.00 134.16 94,387.11 94,387.11
251688 4/30/10 BRL TID924 7.979 1.751 53,904.69 53,904.69
---------------- --------- ---------------- ------------ ---------------- --------------
910,500.00 27,941.63 21,478,841.03 21,478,841.03
12,173,329.72 12,173,329.72
27 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: 106
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/26/10 60 HENGAN INTL GROUP CO L 69,500.00 1,612.68 4,064,049.53 4,064,049.53
251791 4/28/10 HKD TID922 58.295 7.763 523,515.33 523,515.33
PUR 4/27/10 60 HENGAN INTL GROUP CO L 115,000.00 2,706.49 6,820,708.06 6,820,708.06
251791 4/29/10 HKD TID923 59.128 7.763 878,594.92 878,594.92
PUR 4/28/10 60 HENGAN INTL GROUP CO L 80,000.00 1,854.92 4,676,445.70 4,676,445.70
251791 4/30/10 HKD TID924 58.276 7.766 602,153.65 602,153.65
---------------- --------- ---------------- ------------ ---------------- --------------
264,500.00 6,174.09 15,561,203.29 15,561,203.29
2,004,263.90 2,004,263.90
3 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 3/30/10 60 JSC MMC NORILSK NICKEL 40,393.00 403.93 740,040.15 740,040.15
250633 4/02/10 USD TID910 18.311 1.000 740,040.15 740,040.15
PUR 4/26/10 60 JSC MMC NORILSK NICKEL 46,427.00 272.35 908,119.84 908,119.84
250633 4/29/10 USD TID922 19.554 1.000 908,119.84 908,119.84
---------------- --------- ---------------- ------------ ---------------- --------------
86,820.00 676.28 1,648,159.99 1,648,159.99
1,648,159.99 1,648,159.99
2 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
PUR 4/27/10 60 STERLITE INDS INDIA LT 32,100.00 1,284.00 589,201.92 589,201.92
251818 4/30/10 USD TID923 18.315 1.000 589,201.92 589,201.92
PUR 4/27/10 60 STERLITE INDS INDIA LT 30,400.00 1,216.00 570,206.72 570,206.72
251818 4/30/10 USD TID923 18.717 1.000 570,206.72 570,206.72
---------------- --------- ---------------- ------------ ---------------- --------------
62,500.00 2,500.00 1,159,408.64 1,159,408.64
1,159,408.64 1,159,408.64
2 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
9,714,824.00 105,965.099,829,901,123.19 9,829,901,123.19
44,635,546.50 44,635,546.50
69 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
9,714,824.00 105,965.099,829,901,123.19 9,829,901,123.19
44,635,546.50 44,635,546.50
69 "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: 107
TRANS-TYPE: PUR SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 108
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/01/10 60 ISHARES TR MSCI EMERGI 142,140.00 1,524.50 6,098,854.23 5,165,801.30 933,052.93
247590 4/07/10 USD TID911 42.918 1.000 6,098,854.23 5,165,801.30 933,052.93
---------------- --------- ---------------- ------------ ---------------- --------------
142,140.00 1,524.50 6,098,854.23 5,165,801.30 933,052.93
6,098,854.23 5,165,801.30 933,052.93
1 TRANSACTION IN COUNTRY: KOREA (4500)
---------------- --------- ---------------- ------------ ---------------- --------------
142,140.00 1,524.50 6,098,854.23 5,165,801.30 933,052.93
6,098,854.23 5,165,801.30 933,052.93
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
SALE 4/08/10 60 PACIFIC RUBIALES ENERG 5,900.00 234.64 113,503.61 90,681.36 22,822.25
250383 4/13/10 CAD TID913 19.278 1.006 112,849.09 86,904.80 25,944.29
---------------- --------- ---------------- ------------ ---------------- --------------
5,900.00 234.64 113,503.61 90,681.36 22,822.25
112,849.09 86,904.80 25,944.29
1 TRANSACTION IN COUNTRY: CANADA ( 300)
SALE 4/15/10 60 X5 RETAIL GROUP N V NP 4,351.00 174.04 161,683.16 118,808.31 42,874.85
248881 4/20/10 USD TID918 37.200 1.000 161,683.16 118,808.31 42,874.85
SALE 4/15/10 60 X5 RETAIL GROUP N V NP 1,360.00 54.42 50,570.63 37,136.13 13,434.50
248881 4/20/10 USD TID918 37.224 1.000 50,570.63 37,136.13 13,434.50
SALE 4/19/10 60 X5 RETAIL GROUP N V NP 1,673.00 66.92 58,906.33 45,682.90 13,223.43
248881 4/22/10 USD TID920 35.250 1.000 58,906.33 45,682.90 13,223.43
SALE 4/19/10 60 X5 RETAIL GROUP N V NP 8,366.00 334.64 294,985.16 228,441.80 66,543.36
248881 4/22/10 USD TID920 35.300 1.000 294,985.16 228,441.80 66,543.36
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 109
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/20/10 60 X5 RETAIL GROUP N V NP 2,907.00 116.28 102,937.45 79,378.47 23,558.98
248881 4/23/10 USD TID920 35.450 1.000 102,937.45 79,378.47 23,558.98
---------------- --------- ---------------- ------------ ---------------- --------------
18,657.00 746.30 669,082.73 509,447.61 159,635.12
669,082.73 509,447.61 159,635.12
5 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
SALE 4/16/10 60 MOL MAGYAR OLAJ ES GAZ 3,347.00 1,217.82 67,696,066.00 60,829,486.99 6,866,579.01
250317 4/21/10 HUF TID919 20296.9 195.240 346,732.21 320,715.46 26,016.75
SALE 4/19/10 60 MOL MAGYAR OLAJ ES GAZ 3,409.00 1,189.06 66,705,705.00 61,956,295.53 4,749,409.47
250317 4/22/10 HUF TID920 19636.2 197.037 338,543.37 326,656.40 11,886.97
---------------- --------- ---------------- ------------ ---------------- --------------
6,756.00 2,406.88 134,401,771.00 122,785,782.52 11,615,988.48
685,275.58 647,371.86 37,903.72
2 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
SALE 3/30/10 60 ANGANG NEW STEEL - H 642,000.00 3,698.54 9,264,554.80 10,986,346.12 -1,721,791.32
250177 4/01/10 HKD TID910 14.476 7.764 1,193,240.10 1,417,203.00 -223,962.90
SALE 3/31/10 60 ANGANG NEW STEEL - H 284,000.00 1,616.87 4,050,264.62 4,860,003.58 -809,738.96
250177 4/07/10 HKD TID910 14.306 7.765 521,638.82 626,924.69 -105,285.87
SALE 4/07/10 60 BEIJING CAPITAL INTL A 216,000.00 395.53 990,249.16 1,088,251.28 -98,002.12
250254 4/09/10 HKD TID912 4.599 7.762 127,578.19 140,303.91 -12,725.72
SALE 4/08/10 60 BEIJING CAPITAL INTL A 494,000.00 606.22 2,245,466.31 2,488,870.98 -243,404.67
250254 4/12/10 HKD TID913 4.555 7.759 289,397.78 320,880.24 -31,482.46
SALE 4/08/10 60 BEIJING CAPITAL INTL A 278,000.00 505.91 1,266,117.61 1,400,619.70 -134,502.09
250254 4/12/10 HKD TID913 4.569 7.759 163,178.41 180,576.33 -17,397.92
SALE 4/09/10 60 BEIJING CAPITAL INTL A 358,000.00 661.66 1,655,772.90 1,803,675.73 -147,902.83
250254 4/13/10 HKD TID914 4.639 7.757 213,463.57 232,540.74 -19,077.17
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 110
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/09/10 60 BEIJING CAPITAL INTL A 42,000.00 52.47 194,053.04 211,604.41 -17,551.37
250254 4/13/10 HKD TID914 4.630 7.757 25,017.47 27,281.32 -2,263.85
SALE 4/12/10 60 BEIJING CAPITAL INTL A 244,000.00 451.57 1,130,120.73 1,229,320.89 -99,200.16
250254 4/14/10 HKD TID916 4.646 7.758 145,673.54 158,491.46 -12,817.92
SALE 4/13/10 60 BEIJING CAPITAL INTL A 58,000.00 107.31 268,420.66 292,215.62 -23,794.96
250254 4/15/10 HKD TID916 4.642 7.760 34,590.29 37,674.20 -3,083.91
SALE 4/13/10 60 BEIJING CAPITAL INTL A 52,000.00 64.82 239,841.03 261,986.42 -22,145.39
250254 4/15/10 HKD TID916 4.622 7.760 30,907.35 33,776.87 -2,869.52
SALE 4/14/10 60 BEIJING CAPITAL INTL A 50,000.00 62.91 232,761.76 251,910.02 -19,148.26
250254 4/16/10 HKD TID917 4.665 7.761 29,992.37 32,477.76 -2,485.39
SALE 4/14/10 60 BEIJING CAPITAL INTL A 182,000.00 338.25 846,677.95 916,952.46 -70,274.51
250254 4/16/10 HKD TID917 4.667 7.761 109,098.14 118,219.04 -9,120.90
SALE 4/16/10 60 BEIJING CAPITAL INTL A 90,000.00 165.56 414,514.98 453,438.03 -38,923.05
250254 4/20/10 HKD TID919 4.620 7.761 53,406.56 58,459.96 -5,053.40
SALE 4/19/10 60 BEIJING CAPITAL INTL A 90,000.00 162.74 407,408.88 453,438.03 -46,029.15
250254 4/21/10 HKD TID919 4.541 7.762 52,490.32 58,459.96 -5,969.64
SALE 4/20/10 60 BEIJING CAPITAL INTL A 28,000.00 50.00 125,051.83 141,069.61 -16,017.78
250254 4/22/10 HKD TID920 4.480 7.763 16,108.28 18,187.54 -2,079.26
---------------- --------- ---------------- ------------ ---------------- --------------
3,108,000.00 8,940.36 23,331,276.26 26,839,702.88 -3,508,426.62
3,005,781.19 3,461,457.02 -455,675.83
15 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 3/30/10 60 COSCO PACIFIC LTD HKD 456,000.00 2,123.58 5,319,350.50 5,659,680.80 -340,330.30
248138 4/01/10 HKD TID910 11.701 7.764 685,112.50 730,257.17 -45,144.67
SALE 3/31/10 60 COSCO PACIFIC LTD HKD 306,000.00 1,431.05 3,584,755.85 3,797,943.70 -213,187.85
248138 4/07/10 HKD TID910 11.751 7.765 461,685.34 490,041.00 -28,355.66
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 111
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/01/10 60 COSCO PACIFIC LTD HKD 558,000.00 2,663.01 6,673,028.62 6,925,662.03 -252,633.41
248138 4/08/10 HKD TID911 11.996 7.767 859,151.36 893,604.17 -34,452.81
SALE 4/05/10 60 CHINA MOBILE HONG KONG 5,900.00 122.90 289,621.97 325,417.92 -35,795.95
239458 4/08/10 USD TID912 49.109 1.000 289,621.97 325,417.92 -35,795.95
SALE 4/05/10 60 CHINA MOBILE HONG KONG 27,000.00 346.41 1,325,488.59 1,489,200.66 -163,712.07
239458 4/08/10 USD TID912 49.105 1.000 1,325,488.59 1,489,200.66 -163,712.07
SALE 4/05/10 60 CHINA MOBILE HONG KONG 4,100.00 44.41 201,245.09 226,137.88 -24,892.79
239458 4/08/10 USD TID912 49.095 1.000 201,245.09 226,137.88 -24,892.79
SALE 4/06/10 60 CHINA MOBILE HONG KONG 13,800.00 287.48 678,465.52 761,147.01 -82,681.49
239458 4/09/10 USD TID912 49.185 1.000 678,465.52 761,147.01 -82,681.49
SALE 4/06/10 60 CHINA MOBILE HONG KONG 3,100.00 33.59 152,849.11 170,982.30 -18,133.19
239458 4/09/10 USD TID912 49.317 1.000 152,849.11 170,982.30 -18,133.19
SALE 4/07/10 60 CHINA MOBILE HONG KONG 92,730.00 3,709.20 4,529,814.14 5,114,576.94 -584,762.80
239458 4/12/10 USD TID912 48.890 1.000 4,529,814.14 5,114,576.94 -584,762.80
SALE 4/07/10 60 COSCO PACIFIC LTD HKD 74,000.00 365.35 914,897.40 918,456.97 -3,559.57
248138 4/09/10 HKD TID912 12.402 7.762 117,870.29 118,506.65 -636.36
---------------- --------- ---------------- ------------ ---------------- --------------
1,540,630.00 11,126.98 23,669,516.79 25,389,206.21 -1,719,689.42
9,301,303.91 10,319,871.70 -1,018,567.79
10 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 4/05/10 60 KT CORP KRW 15,890.00 3,528.47 716,361,730.00 675,454,685.43 40,907,044.57
248463 4/07/10 KRW TID912 45331.8 1122.80 638,013.65 566,426.78 71,586.87
SALE 4/06/10 60 KT CORP KRW 20,130.00 4,514.99 916,892,709.00 855,689,289.97 61,203,419.03
248463 4/08/10 KRW TID912 45800.4 1123.10 816,394.54 717,568.98 98,825.56
SALE 4/07/10 60 KT CORP KRW 34,450.00 7,852.411,591,179,624.00 1,464,406,161.93 126,773,462.07
248463 4/09/10 KRW TID912 46443.5 1120.66 1,419,859.39 1,228,030.38 191,829.01
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 112
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/08/10 60 KT CORP KRW 26,170.00 6,004.081,219,292,315.00 1,112,438,585.13 106,853,729.87
248463 4/12/10 KRW TID913 46848.8 1123.10 1,085,648.93 932,875.33 152,773.60
SALE 4/09/10 60 KT CORP KRW 13,760.00 3,171.44 641,064,650.00 584,912,301.54 56,152,348.46
248463 4/13/10 KRW TID914 46846.6 1117.90 573,454.38 490,499.22 82,955.16
---------------- --------- ---------------- ------------ ---------------- --------------
110,400.00 25,071.395,084,791,028.00 4,692,901,024.00 391,890,004.00
4,533,370.89 3,935,400.69 597,970.20
5 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 3/29/10 60 KASIKORNBANK PCL-FOREI 12,100.00 116.23 1,193,720.04 1,065,204.51 128,515.53
248680 4/01/10 THB TID909 98.965 32.350 36,900.16 31,855.05 5,045.11
SALE 4/01/10 60 KASIKORNBANK PCL-FOREI 29,400.00 295.38 3,032,647.77 2,588,182.86 444,464.91
248680 4/07/10 THB TID911 103.476 32.340 93,773.90 77,399.88 16,374.02
SALE 4/02/10 60 KASIKORNBANK PCL-FOREI 34,000.00 340.07 3,491,552.79 2,993,136.64 498,416.15
248680 4/08/10 THB TID911 103.016 32.340 107,963.91 89,510.06 18,453.85
SALE 4/05/10 60 KASIKORNBANK PCL-FOREI 37,700.00 375.97 3,866,036.49 3,318,860.33 547,176.16
248680 4/09/10 THB TID912 102.870 32.390 119,358.95 99,250.87 20,108.08
SALE 4/07/10 60 KASIKORNBANK PCL-FOREI 37,500.00 383.71 3,980,429.77 3,301,253.64 679,176.13
248680 4/12/10 THB TID912 106.475 32.310 123,194.98 98,724.34 24,470.64
SALE 4/07/10 60 PTT CHEMICAL PCL-FOREI 160,700.00 1,767.06 17,925,156.01 10,058,684.93 7,866,471.08
248211 4/12/10 THB TID912 111.900 32.310 554,786.63 297,135.00 257,651.63
SALE 4/27/10 60 KASIKORNBANK PCL-FOREI 8,500.00 79.24 811,319.43 748,284.16 63,035.27
248680 4/30/10 THB TID923 95.750 32.250 25,157.19 22,377.52 2,779.67
SALE 4/27/10 60 KASIKORNBANK PCL-FOREI 54,800.00 508.21 5,203,310.14 4,824,231.99 379,078.15
248680 4/30/10 THB TID923 95.250 32.250 161,342.95 144,269.16 17,073.79
---------------- --------- ---------------- ------------ ---------------- --------------
374,700.00 3,865.87 39,504,172.44 28,897,839.06 10,606,333.38
1,222,478.67 860,521.88 361,956.79
8 TRANSACTIONS IN COUNTRY: THAILAND (6550)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 113
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/12/10 60 VIVO PARTICIPACOES S A 1,400.00 13.40 67,265.78 59,044.79 8,220.99
247096 4/15/10 BRL TID916 48.064 1.759 38,251.79 30,219.15 8,032.64
SALE 4/13/10 60 VIVO PARTICIPACOES S A 2,400.00 138.99 113,835.27 101,219.65 12,615.62
247096 4/16/10 BRL TID917 47.534 1.765 64,484.94 51,804.26 12,680.68
SALE 4/13/10 60 VIVO PARTICIPACOES S A 3,100.00 29.16 146,945.06 130,742.05 16,203.01
247096 4/16/10 BRL TID917 47.418 1.765 83,240.84 66,913.84 16,327.00
SALE 4/14/10 60 VIVO PARTICIPACOES S A 12,400.00 831.78 579,465.82 522,968.18 56,497.64
247096 4/19/10 BRL TID918 46.848 1.743 332,548.53 267,655.36 64,893.17
SALE 4/15/10 60 VIVO PARTICIPACOES S A 5,800.00 385.21 267,899.51 244,614.15 23,285.36
247096 4/20/10 BRL TID918 46.305 1.740 154,009.49 125,193.64 28,815.85
SALE 4/16/10 60 VIVO PARTICIPACOES S A 3,500.00 227.79 159,512.53 147,611.99 11,900.54
247096 4/22/10 BRL TID919 45.689 1.751 91,071.96 75,547.89 15,524.07
SALE 4/19/10 60 BM&FBOVESPA SA 3,800.00 8.79 44,081.64 42,209.57 1,872.07
242812 4/23/10 BRL TID920 11.604 1.757 25,084.87 23,582.67 1,502.20
SALE 4/19/10 60 BM&FBOVESPA SA 39,900.00 565.39 460,968.81 443,200.51 17,768.30
242812 4/23/10 BRL TID920 11.578 1.757 262,316.51 247,618.06 14,698.45
SALE 4/19/10 60 VIVO PARTICIPACOES S A 6,400.00 405.97 285,221.95 269,919.06 15,302.89
247096 4/23/10 BRL TID920 44.677 1.757 162,306.92 138,144.70 24,162.22
SALE 4/20/10 60 BM&FBOVESPA SA 251,700.00 4,221.37 2,954,841.36 2,795,828.80 159,012.56
242812 4/26/10 BRL TID920 11.769 1.751 1,687,709.25 1,562,041.75 125,667.50
SALE 4/20/10 60 CENTRAIS ELETRICAS BRA 14,900.00 538.41 376,869.20 380,004.74 -3,135.54
251678 4/26/10 BRL TID920 25.357 1.751 215,255.43 216,243.52 -988.09
SALE 4/20/10 60 VIVO PARTICIPACOES S A 14,600.00 952.02 666,389.78 615,752.86 50,636.92
247096 4/26/10 BRL TID920 45.757 1.751 380,620.16 315,142.60 65,477.56
SALE 4/22/10 60 BM&FBOVESPA SA 212,500.00 3,497.85 2,469,660.29 2,360,403.73 109,256.56
242812 4/27/10 BRL TID922 11.651 1.766 1,398,448.64 1,318,767.86 79,680.78
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 114
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/22/10 60 VIVO PARTICIPACOES S A 10,900.00 701.95 495,615.05 459,705.91 35,909.14
247096 4/27/10 BRL TID922 45.583 1.766 280,642.72 235,277.70 45,365.02
SALE 4/23/10 60 BM&FBOVESPA SA 91,400.00 1,299.32 1,062,062.13 1,015,251.30 46,810.83
242812 4/28/10 BRL TID922 11.645 1.762 602,827.86 567,225.33 35,602.53
SALE 4/23/10 60 VIVO PARTICIPACOES S A 8,100.00 444.55 363,371.61 341,616.31 21,755.30
247096 4/28/10 BRL TID922 44.957 1.762 206,250.20 174,839.39 31,410.81
SALE 4/26/10 60 VIVO PARTICIPACOES S A 2,900.00 184.58 128,701.12 122,307.08 6,394.04
247096 4/29/10 BRL TID923 44.491 1.744 73,796.51 62,596.82 11,199.69
---------------- --------- ---------------- ------------ ---------------- --------------
685,700.00 14,446.53 10,642,706.91 10,052,400.68 590,306.23
6,058,866.62 5,478,814.54 580,052.08
17 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 4/06/10 60 ENTEL CHILE SA NPV 5,799.00 202.38 42,030,681.00 43,760,716.26 -1,730,035.26
250630 4/08/10 CLP TID912 7266.08 520.500 80,750.59 87,885.97 -7,135.38
SALE 4/07/10 60 ENTEL CHILE SA NPV 3,100.00 108.73 22,437,620.00 23,393,381.69 -955,761.69
250630 4/09/10 CLP TID913 7256.08 517.200 43,382.87 46,981.63 -3,598.76
SALE 4/09/10 60 ENTEL CHILE SA NPV 1,835.00 13,308,809.00 13,847,372.71 -538,563.71
250630 4/13/10 CLP TID915 7252.75 514.800 25,852.39 27,810.10 -1,957.71
SALE 4/13/10 60 ENTEL CHILE SA NPV 1,811.00 63.99 13,155,164.00 13,666,262.66 -511,098.66
250630 4/15/10 CLP TID917 7282.23 515.200 25,534.09 27,446.37 -1,912.28
SALE 4/16/10 60 ENTEL CHILE SA NPV 1,899.00 13,517,160.00 14,330,332.85 -813,172.85
250630 4/20/10 CLP TID919 7118.04 522.300 25,880.07 28,780.04 -2,899.97
SALE 4/19/10 60 ENTEL CHILE SA NPV 1,914.00 65.24 13,630,499.00 14,443,526.63 -813,027.63
250630 4/21/10 CLP TID920 7139.32 523.600 26,032.27 29,007.37 -2,975.10
SALE 4/21/10 60 ENTEL CHILE SA NPV 3,740.00 129.86 27,156,352.00 28,222,983.07 -1,066,631.07
250630 4/23/10 CLP TID921 7279.25 524.100 51,815.21 56,681.07 -4,865.86
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: 115
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/22/10 60 ENTEL CHILE SA NPV 2,700.00 93.52 19,448,360.00 20,374,880.83 -926,520.83
250630 4/26/10 CLP TID922 7221.14 521.200 37,314.58 40,919.49 -3,604.91
SALE 4/23/10 60 ENTEL CHILE SA NPV 1,800.00 62.93 13,082,929.00 13,583,253.88 -500,324.88
250630 4/27/10 CLP TID922 7286.51 521.000 25,111.19 27,279.66 -2,168.47
SALE 4/26/10 60 ENTEL CHILE SA NPV 2,459.00 86.63 17,929,044.00 18,556,234.05 -627,190.05
250630 4/28/10 CLP TID923 7309.46 518.700 34,565.34 37,267.04 -2,701.70
---------------- --------- ---------------- ------------ ---------------- --------------
27,057.00 813.28 195,696,618.00 204,178,944.63 -8,482,326.63
376,238.60 410,058.74 -33,820.14
10 TRANSACTIONS IN COUNTRY: CHILE (7000)
SALE 4/09/10 60 AMERICA MOVIL ADR 20,100.00 218.14 1,013,981.63 993,775.61 20,206.02
239457 4/14/10 USD TID914 50.458 1.000 1,013,981.63 993,775.61 20,206.02
SALE 4/09/10 60 AMERICA MOVIL ADR 19,300.00 209.67 986,010.68 954,222.35 31,788.33
239457 4/14/10 USD TID915 51.100 1.000 986,010.68 954,222.35 31,788.33
SALE 4/09/10 60 CEMEX SAB SPON ADR REP 46,100.00 1,852.27 487,005.96 615,946.71 -128,940.75
248965 4/14/10 USD TID914 10.604 1.000 487,005.96 615,946.71 -128,940.75
SALE 4/09/10 60 CEMEX SAB-CPO 357,200.00 952.03 4,634,413.89 4,522,795.05 111,618.84
244806 4/14/10 MXN TID914 13.007 12.200 379,860.65 335,520.67 44,339.98
SALE 4/19/10 60 CEMEX SAB-CPO 613,300.00 1,611.16 7,904,026.41 7,765,482.09 138,544.32
244806 4/22/10 MXN TID920 12.920 12.295 642,854.64 576,077.34 66,777.30
---------------- --------- ---------------- ------------ ---------------- --------------
1,056,000.00 4,843.27 15,025,438.57 14,852,221.81 173,216.76
3,509,713.56 3,475,542.68 34,170.88
5 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 4/13/10 60 COMPANIA DE MINAS BUEN 41,600.00 438.89 1,353,936.47 1,243,134.45 110,802.02
241165 4/16/10 USD TID917 32.557 1.000 1,353,936.47 1,243,134.45 110,802.02
---------------- --------- ---------------- ------------ ---------------- --------------
41,600.00 438.89 1,353,936.47 1,243,134.45 110,802.02
1,353,936.47 1,243,134.45 110,802.02
1 TRANSACTION IN COUNTRY: PERU (8000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 116
TRANS-TYPE: SALE SETTLEMENTS FROM 4/01/10 THROUGH 4/30/10 ** 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 4/07/10 60 MAHINDRA +MAHINDRA GDR 38,194.00 1,527.76 456,353.37 212,277.59 244,075.78
248721 4/12/10 USD TID913 11.988 1.000 456,353.37 212,277.59 244,075.78
SALE 4/08/10 60 MAHINDRA +MAHINDRA GDR 25,463.00 1,018.52 301,364.79 141,520.25 159,844.54
248721 4/13/10 USD TID913 11.875 1.000 301,364.79 141,520.25 159,844.54
SALE 4/22/10 60 MAHINDRA +MAHINDRA GDR 60,374.00 2,414.96 688,257.56 335,551.32 352,706.24
248721 4/27/10 USD TID921 11.440 1.000 688,257.56 335,551.32 352,706.24
SALE 4/23/10 60 MAHINDRA +MAHINDRA GDR 92,007.00 3,680.28 1,038,639.42 511,363.67 527,275.75
248721 4/28/10 USD TID922 11.329 1.000 1,038,639.42 511,363.67 527,275.75
---------------- --------- ---------------- ------------ ---------------- --------------
216,038.00 8,641.52 2,484,615.14 1,200,712.83 1,283,902.31
2,484,615.14 1,200,712.83 1,283,902.31
4 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
7,191,438.00 81,575.915,531,683,665.92 5,128,941,098.04 402,742,567.88
33,313,512.45 31,629,238.80 1,684,273.65
83 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
7,333,578.00 83,100.415,537,782,520.15 5,134,106,899.34 403,675,620.81
39,412,366.68 36,795,040.10 2,617,326.58
84 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
17,048,402.00 189,065.50 15367683643.34 14964008022.53 403,675,620.81
84,047,913.18 81,430,586.60 2,617,326.58
153 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
909,608,650.99 2521959.96 127686410640.31 110531176125.88 17155234514.44
2,642,778,674.45 2,585,009,411.39 57,769,263.06
1140 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****