S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 2/01/10 THROUGH 2/28/10 ** COMMON PENSION FD D **
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
DEV MKT COMMON STOCK (2220)
PUR 2/03/10 60 CANADIAN NATURAL RESOU 20,000.00 754.08 1,435,960.00 1,435,960.00
230200 2/08/10 CAD S27066 71.758 1.061 1,353,530.02 1,353,530.02
PUR 2/09/10 60 CENOVUS ENERGY INC 60,000.00 2,236.93 1,518,348.00 1,518,348.00
249997 2/12/10 CAD S27082 25.266 1.073 1,415,181.28 1,415,181.28
PUR 2/09/10 60 SUNCOR ENERGY INC 40,000.00 1,491.29 1,289,124.00 1,289,124.00
248036 2/12/10 CAD S27082 32.188 1.073 1,201,532.30 1,201,532.30
PUR 2/09/10 60 THOMSON REUTERS GRP(FM 30,000.00 1,118.46 1,083,783.00 1,083,783.00
230253 2/12/10 CAD S27082 36.086 1.073 1,010,143.54 1,010,143.54
PUR 2/22/10 60 TIM HORTON COM 20,000.00 767.31 636,794.00 636,794.00
250848 2/25/10 CAD S27104 31.800 1.043 610,774.99 610,774.99
PUR 2/22/10 60 TIM HORTON COM 20,000.00 767.31 636,800.00 636,800.00
250848 2/25/10 CAD S27104 31.800 1.043 610,780.74 610,780.74
190,000.00 7,135.38 6,600,809.00 6,600,809.00
6,201,942.87 6,201,942.87
6 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 2/08/10 60 CFAO SA NPV 100,000.00 5,652.49 2,754,125.00 2,754,125.00
249871 2/11/10 EUR S27077 27.500 .730 3,773,978.53 3,773,978.53
PUR 2/17/10 60 L'OREAL SA EUR 0.2 401.00 60.78 29,718.51 29,718.51
248327 2/22/10 EUR S27094 74.000 .732 40,583.59 40,583.59
100,401.00 5,713.27 2,783,843.51 2,783,843.51
3,814,562.12 3,814,562.12
2 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 2
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/03/10 60 UNICHARM CORP JPY 50.0 94,400.00 11,006.53 835,205,046.00 835,205,046.00
245132 2/08/10 JPY S27064 8836.90 90.950 9,183,123.10 9,183,123.10
PUR 2/04/10 60 UNICHARM CORP JPY 50.0 5,600.00 663.02 49,957,877.00 49,957,877.00
245132 2/09/10 JPY S27067 8910.35 90.310 553,182.12 553,182.12
PUR 2/17/10 60 FAST RETAILING CO LTD 100,000.00 19,423.891,472,153,466.00 1,472,153,466.00
241347 2/22/10 JPY S27088 14703.8 90.840 16,206,004.69 16,206,004.69
---------------- --------- ---------------- ------------ ---------------- --------------
200,000.00 31,093.442,357,316,389.00 2,357,316,389.00
25,942,309.91 25,942,309.91
3 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
PUR 2/08/10 60 ACTELION LTD 50,000.00 3,820.06 2,726,508.64 2,726,508.64
249592 2/11/10 CHF S27076 54.449 1.069 2,550,522.58 2,550,522.58
PUR 2/08/10 60 ACTELION LTD 50,000.00 3,831.95 2,734,996.35 2,734,996.35
249592 2/11/10 CHF S27076 54.618 1.069 2,558,462.44 2,558,462.44
---------------- --------- ---------------- ------------ ---------------- --------------
100,000.00 7,652.01 5,461,504.99 5,461,504.99
5,108,985.02 5,108,985.02
2 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
PUR 2/04/10 60 VODAFONE GR PLC US 5,800,000.00 83,903.93 8,230,574.23 8,230,574.23
238627 2/09/10 UKP S27069 1.410 .634 12,991,957.91 12,991,957.91
PUR 2/05/10 60 VODAFONE GR PLC US 5,800,000.00 78,679.19 8,160,423.87 8,160,423.87
238627 2/10/10 UKP S27071 1.398 .639 12,768,618.17 12,768,618.17
---------------- --------- ---------------- ------------ ---------------- --------------
11,600,000.00 162,583.12 16,390,998.10 16,390,998.10
25,760,576.08 25,760,576.08
2 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 2/01/10 THROUGH 2/28/10 ** 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 1/27/10 60 GAS NATURAL SDG SA EUR 200,000.00 6,142.45 2,920,394.03 2,920,394.03
250608 2/01/10 EUR S27048 14.580 .712 4,101,106.77 4,101,106.77
PUR 1/27/10 60 GAS NATURAL SDG SA EUR 1,000,000.00 30,456.09 14,480,187.75 14,480,187.75
250608 2/01/10 EUR S27048 14.459 .712 20,334,514.91 20,334,514.91
PUR 1/28/10 60 GAS NATURAL SDG SA EUR 800,000.00 24,555.41 11,742,467.32 11,742,467.32
250608 2/02/10 EUR S27052 14.656 .716 16,394,827.46 16,394,827.46
PUR 1/29/10 60 GAS NATURAL SDG SA EUR 500,000.00 15,123.80 7,263,979.65 7,263,979.65
250608 2/03/10 EUR S27058 14.506 .719 10,097,653.97 10,097,653.97
---------------- --------- ---------------- ------------ ---------------- --------------
2,500,000.00 76,277.75 36,407,028.75 36,407,028.75
50,928,103.11 50,928,103.11
4 TRANSACTIONS IN COUNTRY: SPAIN (1500)
PUR 1/29/10 60 STARHUB LTD NPV 400,000.00 1,776.45 862,173.07 862,173.07
245478 2/03/10 SGD S27056 2.149 1.403 614,345.92 614,345.92
---------------- --------- ---------------- ------------ ---------------- --------------
400,000.00 1,776.45 862,173.07 862,173.07
614,345.92 614,345.92
1 TRANSACTION IN COUNTRY: SINGAPORE (1900)
PUR 2/18/10 60 CHINA MERCHANTS HOLDIN 300,000.00 3,229.30 8,141,068.42 8,141,068.42
246175 2/22/10 HKD S27095 27.053 7.766 1,048,309.72 1,048,309.72
PUR 2/18/10 60 LENOVO GROUP LTD 1,600,000.00 3,409.02 8,593,994.12 8,593,994.12
225629 2/22/10 HKD S27095 5.355 7.766 1,106,632.09 1,106,632.09
---------------- --------- ---------------- ------------ ---------------- --------------
1,900,000.00 6,638.32 16,735,062.54 16,735,062.54
2,154,941.81 2,154,941.81
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
16,990,401.00 298,869.742,442,557,808.96 2,442,557,808.96
120,525,766.84 120,525,766.84
22 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
16,990,401.00 298,869.742,442,557,808.96 2,442,557,808.96
120,525,766.84 120,525,766.84
22 "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: 4
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/28/10 60 POTASH CORP SASK COM 10,000.00 376.93 1,112,160.00 739,334.69 372,825.31
230239 2/02/10 CAD S27055 111.256 1.061 1,048,021.11 693,416.45 354,604.66
SALE 2/22/10 60 CANADIAN TIRE CORP 16,000.00 613.85 827,145.60 435,139.20 392,006.40
230201 2/25/10 CAD S27104 51.737 1.043 793,348.94 283,273.72 510,075.22
SALE 2/22/10 60 SAPUTO INC NPV 16,800.00 644.54 507,689.28 446,449.75 61,239.53
242316 2/25/10 CAD S27104 30.260 1.043 486,945.41 419,818.34 67,127.07
SALE 2/23/10 60 SAPUTO INC NPV 3,200.00 121.97 96,664.00 85,038.05 11,625.95
242316 2/26/10 CAD S27105 30.248 1.049 92,113.59 79,965.40 12,148.19
---------------- --------- ---------------- ------------ ---------------- --------------
46,000.00 1,757.29 2,543,658.88 1,705,961.69 837,697.19
2,420,429.05 1,476,473.91 943,955.14
4 TRANSACTIONS IN COUNTRY: CANADA ( 300)
SALE 2/03/10 60 TOYOTA MOTOR CORP 709,320.00 33,049.172,501,846,181.00 2,646,689,964.05 -144843783.05
220989 2/08/10 JPY S27064 3531.34 90.950 27,507,929.42 28,123,892.39 -615,962.97
---------------- --------- ---------------- ------------ ---------------- --------------
709,320.00 33,049.172,501,846,181.00 2,646,689,964.05 -144843783.05
27,507,929.42 28,123,892.39 -615,962.97
1 TRANSACTION IN COUNTRY: JAPAN ( 500)
SALE 2/04/10 60 KONINKLIJKE KPN NV 800,000.00 19,031.40 9,192,111.12 9,516,507.53 -324,396.41
239708 2/09/10 EUR S27068 11.507 .726 12,668,569.19 13,654,366.66 -985,797.47
SALE 2/05/10 60 KONINKLIJKE KPN NV 800,000.00 18,730.86 9,119,739.84 9,516,507.53 -396,767.69
239708 2/10/10 EUR S27072 11.417 .731 12,468,506.30 13,654,366.66 -1,185,860.36
---------------- --------- ---------------- ------------ ---------------- --------------
1,600,000.00 37,762.26 18,311,850.96 19,033,015.06 -721,164.10
25,137,075.49 27,308,733.32 -2,171,657.83
2 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 6
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/08/10 60 DNB NOR ASA 2,033,022.00 31,756.84 125,915,132.20 81,186,196.63 44,728,935.57
243080 2/11/10 NOK S27078 62.028 5.956 21,139,468.84 13,264,471.23 7,874,997.61
SALE 2/08/10 60 STOREBRAND ASA 550,000.00 5,549.65 22,004,234.07 22,483,757.33 -479,523.26
202782 2/11/10 NOK S27078 40.068 5.956 3,694,216.99 3,730,807.70 -36,590.71
SALE 2/09/10 60 DNB NOR ASA 189,200.00 2,978.35 11,760,505.74 7,555,465.90 4,205,039.84
243080 2/12/10 NOK S27080 62.253 5.932 1,982,586.65 1,234,437.19 748,149.46
SALE 2/09/10 60 STOREBRAND ASA 97,800.00 989.37 3,906,678.86 3,998,020.85 -91,341.99
202782 2/12/10 NOK S27080 40.006 5.932 658,588.12 663,405.44 -4,817.32
SALE 2/10/10 60 STOREBRAND ASA 486,800.00 4,933.49 19,451,492.65 19,900,169.22 -448,676.57
202782 2/15/10 NOK S27083 40.018 5.923 3,284,060.89 3,302,103.98 -18,043.09
SALE 2/11/10 60 STOREBRAND ASA 393,800.00 3,995.79 15,812,912.00 16,098,370.25 -285,458.25
202782 2/16/10 NOK S27085 40.215 5.945 2,659,867.45 2,671,258.31 -11,390.86
SALE 2/11/10 60 STOREBRAND ASA 200,200.00 2,022.69 8,004,583.69 8,184,087.67 -179,503.98
202782 2/16/10 NOK S27085 40.043 5.945 1,346,439.65 1,358,014.00 -11,574.35
SALE 2/16/10 60 STOREBRAND ASA 271,400.00 2,779.07 10,864,837.04 11,094,712.26 -229,875.22
202782 2/19/10 NOK S27086 40.093 5.873 1,849,932.24 1,840,984.02 8,948.22
SALE 2/17/10 60 DNB NOR ASA 2,000,000.00 33,238.08 129,779,238.70 79,867,504.26 49,911,734.44
243080 2/22/10 NOK S27091 64.987 5.866 22,125,483.96 13,049,018.88 9,076,465.08
---------------- --------- ---------------- ------------ ---------------- --------------
6,222,222.00 88,243.33 347,499,614.95 250,368,284.37 97,131,330.58
58,740,644.79 41,114,500.75 17,626,144.04
9 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
SALE 1/27/10 60 AXFOOD AB 3,442.00 151.90 738,919.95 706,589.35 32,330.60
238548 2/01/10 SEK S27051 215.000 7.308 101,116.64 108,944.31 -7,827.67
SALE 1/28/10 60 AXFOOD AB 30,078.00 1,327.29 6,483,288.55 6,174,548.04 308,740.51
238548 2/02/10 SEK S27053 215.873 7.338 883,534.60 952,012.46 -68,477.86
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: 7
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/29/10 60 AXFOOD AB 2,702.00 118.81 580,479.48 554,678.80 25,800.68
238548 2/03/10 SEK S27060 215.156 7.339 79,089.79 85,522.23 -6,432.44
SALE 2/01/10 60 AXFOOD AB 26,298.00 1,167.50 5,660,566.77 5,398,572.53 261,994.24
238548 2/04/10 SEK S27061 215.570 7.284 777,166.07 832,369.96 -55,203.89
SALE 2/02/10 60 AXFOOD AB 181,000.00 8,139.30 39,259,272.53 37,156,499.62 2,102,772.91
238548 2/05/10 SEK S27063 217.228 7.246 5,418,061.35 5,728,913.35 -310,852.00
---------------- --------- ---------------- ------------ ---------------- --------------
243,520.00 10,904.80 52,722,527.28 49,990,888.34 2,731,638.94
7,258,968.45 7,707,762.31 -448,793.86
5 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
SALE 2/08/10 60 GIVAUDAN (REG) 18,030.00 21,894.05 15,579,757.26 15,473,151.07 106,606.19
231194 2/11/10 CHF S27076 865.400 1.069 14,574,141.50 12,936,529.00 1,637,612.50
---------------- --------- ---------------- ------------ ---------------- --------------
18,030.00 21,894.05 15,579,757.26 15,473,151.07 106,606.19
14,574,141.50 12,936,529.00 1,637,612.50
1 TRANSACTION IN COUNTRY: SWITZERLAND ( 900)
SALE 1/27/10 60 CENTRICA ORD GBP 0.061 300,000.00 1,597.73 820,413.32 758,373.76 62,039.56
248801 2/01/10 UKP S27050 2.738 .618 1,328,494.84 1,224,714.91 103,779.93
SALE 1/27/10 60 CENTRICA ORD GBP 0.061 1,000,000.00 5,317.33 2,732,316.28 2,527,912.52 204,403.76
248801 2/01/10 UKP S27050 2.736 .618 4,424,438.27 4,082,383.01 342,055.26
SALE 1/27/10 60 CENTRICA ORD GBP 0.061 2,700,000.00 14,388.66 7,395,054.27 6,825,363.82 569,690.45
248801 2/01/10 UKP S27050 2.742 .618 11,974,807.38 11,022,434.15 952,373.23
SALE 1/28/10 60 CENTRICA ORD GBP 0.061 2,000,000.00 10,566.59 5,448,652.76 5,055,825.05 392,827.71
248801 2/02/10 UKP S27054 2.728 .620 8,793,581.78 8,164,766.03 628,815.75
SALE 1/29/10 60 CENTRICA ORD GBP 0.061 2,000,000.00 12,973.53 5,388,104.70 5,055,825.05 332,279.65
248801 2/03/10 UKP S27059 2.698 .624 8,634,976.91 8,164,766.03 470,210.88
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: 8
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/04/10 60 BP PLC 1,200,000.00 12,829.48 6,764,072.36 6,099,231.26 664,841.10
214684 2/09/10 UKP S27070 5.644 .634 10,677,085.33 10,627,743.71 49,341.62
SALE 2/04/10 60 BP PLC 3,000,000.00 40,248.58 16,972,502.00 15,248,078.15 1,724,423.85
214684 2/09/10 UKP S27069 5.666 .634 26,791,087.16 26,569,359.26 221,727.90
SALE 2/04/10 60 CENTRICA ORD GBP 0.061 2,000,000.00 12,616.95 5,320,007.00 5,055,825.05 264,181.95
248801 2/09/10 UKP S27069 2.664 .634 8,397,628.78 8,164,766.03 232,862.75
SALE 2/04/10 60 INTERNATIONAL POWER PL 1,000,000.00 7,501.66 3,162,847.60 2,540,115.88 622,731.72
227679 2/09/10 UKP S27069 3.168 .634 4,992,553.59 4,268,168.43 724,385.16
SALE 2/05/10 60 BP PLC 1,500,000.00 15,842.47 8,426,475.08 7,624,039.08 802,436.00
214684 2/10/10 UKP S27073 5.624 .639 13,184,908.59 13,284,679.64 -99,771.05
SALE 2/05/10 60 BP PLC 1,800,000.00 18,944.06 10,076,352.85 9,148,846.89 927,505.96
214684 2/10/10 UKP S27071 5.605 .639 15,766,472.93 15,941,615.56 -175,142.63
SALE 2/08/10 60 BP PLC 1,500,000.00 15,830.41 8,421,680.84 7,624,039.08 797,641.76
214684 2/11/10 UKP S27074 5.621 .639 13,174,871.43 13,284,679.64 -109,808.21
SALE 2/16/10 60 BP PLC 2,000,000.00 22,118.36 11,740,893.00 10,165,385.43 1,575,507.57
214684 2/19/10 UKP S27087 5.878 .638 18,408,539.72 17,712,906.17 695,633.55
SALE 2/17/10 60 REED ELSEVIER PLC 14.4 1,011,953.00 9,473.17 5,013,363.81 5,022,041.15 -8,677.34
243324 2/22/10 UKP S27092 4.960 .636 7,883,515.18 7,875,890.32 7,624.86
SALE 2/18/10 60 REED ELSEVIER PLC 14.4 1,115,890.00 10,392.12 5,528,617.45 5,537,851.56 -9,234.11
243324 2/23/10 UKP S27099 4.960 .639 8,648,410.44 8,684,817.62 -36,407.18
---------------- --------- ---------------- ------------ ---------------- --------------
24,127,843.00 210,641.10 103,211,353.32 94,288,753.73 8,922,599.59
163,081,372.33 159,073,690.51 4,007,681.82
15 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
SALE 2/17/10 60 SYMRISE AG 167,041.00 5,601.33 2,730,392.84 2,638,092.94 92,299.90
240415 2/19/10 EUR S27093 16.370 .732 3,728,623.70 4,123,649.39 -395,025.69
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 9
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/18/10 60 SYMRISE AG 140,312.00 4,615.89 2,254,822.08 2,215,959.53 38,862.55
240415 2/22/10 EUR S27098 16.094 .734 3,072,647.04 3,463,805.24 -391,158.20
SALE 2/19/10 60 SYMRISE AG 122,647.00 3,916.82 1,929,331.56 1,936,974.66 -7,643.10
240415 2/23/10 EUR S27101 15.754 .740 2,607,299.94 3,027,719.10 -420,419.16
SALE 2/22/10 60 SYMRISE AG 50,715.00 1,642.69 804,444.94 800,946.37 3,498.57
240415 2/24/10 EUR S27103 15.886 .736 1,093,481.67 1,251,973.33 -158,491.66
SALE 2/23/10 60 SYMRISE AG 19,285.00 613.26 300,791.41 304,569.67 -3,778.26
240415 2/25/10 EUR S27106 15.621 .737 408,234.15 476,078.20 -67,844.05
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 16,389.99 8,019,782.83 7,896,543.17 123,239.66
10,910,286.50 12,343,225.26 -1,432,938.76
5 TRANSACTIONS IN COUNTRY: GERMANY (1100)
SALE 2/03/10 60 FORTUM OYJ EUR 3.40 130,000.00 5,051.05 2,416,320.07 2,713,131.84 -296,811.77
237094 2/08/10 EUR S27065 18.615 .719 3,362,309.09 3,747,928.12 -385,619.03
SALE 2/04/10 60 FORTUM OYJ EUR 3.40 370,000.00 14,226.71 6,871,455.33 7,721,990.63 -850,535.30
237094 2/09/10 EUR S27068 18.599 .726 9,470,240.97 10,667,180.04 -1,196,939.07
SALE 2/05/10 60 FORTUM OYJ EUR 3.40 250,000.00 9,356.10 4,555,331.74 5,217,561.24 -662,229.50
237094 2/10/10 EUR S27072 18.249 .731 6,228,048.55 7,207,554.09 -979,505.54
SALE 2/08/10 60 FORTUM OYJ EUR 3.40 500,000.00 18,411.81 8,944,113.67 10,435,122.47 -1,491,008.80
237094 2/11/10 EUR S27077 17.915 .730 12,256,122.36 14,415,108.16 -2,158,985.80
---------------- --------- ---------------- ------------ ---------------- --------------
1,250,000.00 47,045.67 22,787,220.81 26,087,806.18 -3,300,585.37
31,316,720.97 36,037,770.41 -4,721,049.44
4 TRANSACTIONS IN COUNTRY: FINLAND (1200)
SALE 1/27/10 60 GENMAB A/S 30,000.00 838.95 2,960,725.24 2,502,724.90 458,000.34
250065 2/01/10 DKK S27049 98.839 5.302 558,458.81 483,137.08 75,321.73
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: 10
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/27/10 60 GENMAB A/S 19,097.00 539.51 1,903,975.20 1,593,151.24 310,823.96
250065 2/01/10 DKK S27049 99.850 5.302 359,132.19 307,548.96 51,583.23
SALE 1/27/10 60 GENMAB A/S 105,038.00 2,952.16 10,418,456.13 8,762,707.26 1,655,748.87
250065 2/01/10 DKK S27049 99.337 5.302 1,965,153.19 1,691,591.75 273,561.44
SALE 2/08/10 60 GENMAB A/S 25,000.00 655.94 2,372,029.11 2,085,604.08 286,425.03
250065 2/11/10 DKK S27075 95.024 5.433 436,636.74 402,614.23 34,022.51
SALE 2/08/10 60 GN STORE NORD DKK 4.0 14,784.00 126.67 458,059.40 1,209,101.13 -751,041.73
235863 2/11/10 DKK S27075 31.030 5.433 84,318.34 214,388.75 -130,070.41
SALE 2/08/10 60 NOVOZYMES A-S-B SHARES 16,500.00 2,401.30 8,683,661.09 8,679,646.81 4,014.28
237222 2/11/10 DKK S27075 527.073 5.432 1,598,465.00 1,607,691.55 -9,226.55
SALE 2/09/10 60 GN STORE NORD DKK 4.0 10,000.00 85.80 309,535.00 817,844.38 -508,309.38
235863 2/12/10 DKK S27079 31.000 5.420 57,112.94 145,014.03 -87,901.09
SALE 2/09/10 60 NOVOZYMES A-S-B SHARES 60,100.00 8,786.26 31,698,294.95 31,614,955.96 83,338.99
237222 2/12/10 DKK S27079 528.218 5.420 5,848,717.63 5,855,894.69 -7,177.06
SALE 2/09/10 60 NOVOZYMES A-S-B SHARES 23,400.00 3,419.64 12,337,069.08 12,309,317.30 27,751.78
237222 2/12/10 DKK S27079 528.017 5.420 2,276,338.00 2,279,998.93 -3,660.93
SALE 2/10/10 60 GN STORE NORD DKK 4.0 10,000.00 85.57 309,535.00 817,844.38 -508,309.38
235863 2/15/10 DKK S27084 31.000 5.434 56,960.55 145,014.03 -88,053.48
SALE 2/17/10 60 GENMAB A/S 225,000.00 5,882.53 21,343,499.16 18,770,436.72 2,573,062.44
250065 2/22/10 DKK S27090 95.003 5.451 3,915,807.28 3,623,528.09 292,279.19
SALE 2/17/10 60 GN STORE NORD DKK 4.0 465,216.00 4,012.02 14,556,745.44 38,047,429.07 -23,490,683.63
235863 2/22/10 DKK S27090 31.337 5.451 2,670,668.45 6,746,284.87 -4,075,616.42
SALE 2/17/10 60 NOVOZYMES A-S-B SHARES 14,100.00 2,173.08 7,884,554.43 7,417,152.73 467,401.70
237222 2/22/10 DKK S27090 560.028 5.451 1,446,547.98 1,373,845.51 72,702.47
SALE 2/18/10 60 NOVOZYMES A-S-B SHARES 37,900.00 5,838.28 21,228,027.95 19,936,885.70 1,291,142.25
237222 2/23/10 DKK S27097 560.948 5.462 3,886,351.28 3,692,818.78 193,532.50
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 11
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/19/10 60 NOVOZYMES A-S-B SHARES 11,700.00 1,785.63 6,546,056.41 6,154,658.65 391,397.76
237222 2/24/10 DKK S27100 560.333 5.507 1,188,636.04 1,139,999.47 48,636.57
SALE 2/22/10 60 NOVOZYMES A-S-B SHARES 23,850.00 3,671.70 13,383,077.69 12,546,034.93 837,042.76
237222 2/25/10 DKK S27102 561.978 5.476 2,444,129.90 2,323,845.06 120,284.84
SALE 2/23/10 60 NOVOZYMES A-S-B SHARES 2,425.00 372.13 1,358,496.71 1,275,645.06 82,851.65
237222 2/26/10 DKK S27107 561.046 5.484 247,711.01 236,281.94 11,429.07
---------------- --------- ---------------- ------------ ---------------- --------------
1,094,110.00 43,627.17 157,751,797.99 174,541,140.30 -16,789,342.31
29,041,145.33 32,269,497.72 -3,228,352.39
17 TRANSACTIONS IN COUNTRY: DENMARK (1400)
SALE 1/27/10 60 RED ELECTRICA CORP SA 146,550.00 11,366.03 5,387,730.71 5,742,608.09 -354,877.38
239600 2/01/10 EUR S27048 36.819 .712 7,565,985.49 8,454,622.83 -888,637.34
SALE 1/28/10 60 RED ELECTRICA CORP SA 103,450.00 7,947.70 3,789,226.04 4,053,720.97 -264,494.93
239600 2/02/10 EUR S27052 36.684 .716 5,290,515.65 5,968,138.75 -677,623.10
SALE 2/05/10 60 ABERTIS INFRAESTRU 300,000.00 8,294.79 4,038,593.01 4,445,112.85 -406,519.84
240490 2/10/10 EUR S27072 13.482 .731 5,521,563.47 6,693,978.04 -1,172,414.57
SALE 2/08/10 60 ABERTIS INFRAESTRU 200,000.00 5,541.49 2,691,956.00 2,963,408.57 -271,452.57
240490 2/11/10 EUR S27077 13.480 .730 3,688,788.33 4,462,652.03 -773,863.70
---------------- --------- ---------------- ------------ ---------------- --------------
750,000.00 33,150.01 15,907,505.76 17,204,850.48 -1,297,344.72
22,066,852.94 25,579,391.65 -3,512,538.71
4 TRANSACTIONS IN COUNTRY: SPAIN (1500)
SALE 2/18/10 60 SINGAPORE EXCHANGE LTD 200,000.00 3,209.25 1,560,627.15 1,080,366.50 480,260.65
229999 2/23/10 SGD S27096 7.826 1.406 1,109,818.77 729,975.74 379,843.03
---------------- --------- ---------------- ------------ ---------------- --------------
200,000.00 3,209.25 1,560,627.15 1,080,366.50 480,260.65
1,109,818.77 729,975.74 379,843.03
1 TRANSACTION IN COUNTRY: SINGAPORE (1900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 2/01/10 THROUGH 2/28/10 ** 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 1/27/10 60 BRISA 229,650.00 3,339.44 1,582,964.83 1,674,998.65 -92,033.82
224313 2/01/10 EUR S27048 6.903 .712 2,222,956.12 2,413,691.89 -190,735.77
SALE 1/28/10 60 BRISA 100,000.00 1,455.43 693,907.58 729,370.19 -35,462.61
224313 2/02/10 EUR S27052 6.950 .716 968,833.44 1,051,030.65 -82,197.21
SALE 1/29/10 60 BRISA 50,000.00 703.88 337,058.65 364,685.10 -27,626.45
224313 2/03/10 EUR S27058 6.751 .719 468,545.04 525,515.33 -56,970.29
---------------- --------- ---------------- ------------ ---------------- --------------
379,650.00 5,498.75 2,613,931.06 2,769,053.94 -155,122.88
3,660,334.60 3,990,237.87 -329,903.27
3 TRANSACTIONS IN COUNTRY: PORTUGAL (3100)
SALE 1/29/10 60 BANK OF EAST ASIA 400,000.00 4,273.39 10,706,454.15 8,383,236.53 2,323,217.62
218706 2/02/10 HKD S27057 26.849 7.766 1,378,685.01 1,078,145.11 300,539.90
SALE 1/29/10 60 CITIC PACIFIC 300,000.00 1,915.58 4,799,314.15 7,555,338.51 -2,756,024.36
223200 2/02/10 HKD S27057 16.047 7.766 618,014.36 968,119.92 -350,105.56
SALE 2/17/10 60 HONG KONG EXCHANGE 1.0 80,000.00 4,186.73 10,491,624.40 7,948,133.55 2,543,490.85
234682 2/19/10 HKD S27089 131.552 7.767 1,350,742.78 1,022,406.81 328,335.97
---------------- --------- ---------------- ------------ ---------------- --------------
780,000.00 10,375.70 25,997,392.70 23,886,708.59 2,110,684.11
3,347,442.15 3,068,671.84 278,770.31
3 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
37,920,695.00 563,548.543,276,353,201.95 3,331,016,487.47 -54,663,285.52
400,173,162.29 391,760,352.68 8,412,809.61
74 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
37,920,695.00 563,548.543,276,353,201.95 3,331,016,487.47 -54,663,285.52
400,173,162.29 391,760,352.68 8,412,809.61
74 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
---------------- --------- ---------------- ------------ ---------------- --------------
54,911,096.00 862,418.285,718,911,010.91 5,773,574,296.43 -54,663,285.52
520,698,929.13 512,286,119.52 8,412,809.61
96 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: 13
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PRIVATE EQUITY (3000)
--------------------------------
PUR 2/01/10 60 CSFB-SERIES 2006 3,000,000.00 3,000,000.00 3,000,000.00
235211 2/01/10 USD 62745 1.000 1.000 3,000,000.00 3,000,000.00
PUR 2/01/10 60 NB/NJ SECONDARY FUND I 2,500,000.00 2,500,000.00 2,500,000.00
242111 2/01/10 USD 62734 1.000 1.000 2,500,000.00 2,500,000.00
PUR 2/01/10 60 RESOLUTE FUND II (THE) 6,463,293.00 6,463,293.00 6,463,293.00
240379 2/01/10 USD 62735 1.000 1.000 6,463,293.00 6,463,293.00
PUR 2/03/10 60 CSFB/NJDI INVESTMENT F 2,000,000.00 2,000,000.00 2,000,000.00
241599 2/03/10 USD 62756 1.000 1.000 2,000,000.00 2,000,000.00
PUR 2/04/10 60 NB/NJ CUSTOM FUND 285,714.00 285,714.00 285,714.00
238282 2/04/10 USD 62744 1.000 1.000 285,714.00 285,714.00
PUR 2/05/10 60 CS/NJDI EMERGING OPPOR 3,500,000.00 3,500,000.00 3,500,000.00
241598 2/05/10 USD 62763 1.000 1.000 3,500,000.00 3,500,000.00
PUR 2/09/10 60 BLACKSTONE CAPITAL PAR 1,211,223.00 1,211,223.00 1,211,223.00
233139 2/09/10 USD 62770 1.000 1.000 1,211,223.00 1,211,223.00
PUR 2/09/10 60 FAIRVIEW CAPSTONE PART 616,900.00 616,900.00 616,900.00
237796 2/09/10 USD 62767 1.000 1.000 616,900.00 616,900.00
PUR 2/09/10 60 TEXAS PACFIC GROUP PAR 4,150,217.00 4,150,217.00 4,150,217.00
237192 2/09/10 USD 62752 1.000 1.000 4,150,217.00 4,150,217.00
PUR 2/11/10 60 CSFB/NJDI INVESTMENT F 2,000,000.00 2,000,000.00 2,000,000.00
232433 2/11/10 USD 62773 1.000 1.000 2,000,000.00 2,000,000.00
PUR 2/12/10 60 JLL PARTNERS FUND V 1,166,667.00 1,166,667.00 1,166,667.00
232839 2/12/10 USD 1.000 1.000 1,166,667.00 1,166,667.00
PUR 2/17/10 60 BDCM OPPORTUNITY FUND 241,935.26 241,935.26 241,935.26
233806 2/17/10 USD 62768 1.000 1.000 241,935.26 241,935.26
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: 14
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/18/10 60 WARBURG PINCUS PRIVATE 8,000,000.00 8,000,000.00 8,000,000.00
238843 2/18/10 USD 62769 1.000 1.000 8,000,000.00 8,000,000.00
PUR 2/19/10 60 LEXINGTON CAPITAL PART 267,123.00 267,123.00 267,123.00
234543 2/19/10 USD 62777 1.000 1.000 267,123.00 267,123.00
PUR 2/22/10 60 SONJ PRIVATE OPPORTUNI 2,740,000.00 2,740,000.00 2,740,000.00
239748 2/22/10 USD 62784 1.000 1.000 2,740,000.00 2,740,000.00
PUR 2/22/10 60 TEXAS PACFIC GROUP PAR 2,223,330.00 2,223,330.00 2,223,330.00
237192 2/22/10 USD 62779 1.000 1.000 2,223,330.00 2,223,330.00
PUR 2/24/10 60 TEXAS PACIFIC GROUP PA 12,197,264.00 12,197,264.00 12,197,264.00
235460 2/24/10 USD 62783 1.000 1.000 12,197,264.00 12,197,264.00
PUR 2/24/10 60 TPG PARTNERS VI 14,364,987.00 14,364,987.00 14,364,987.00
242558 2/24/10 USD 62782 1.000 1.000 14,364,987.00 14,364,987.00
PUR 2/26/10 60 BDCM OPPORTUNITY FUND 2,338,707.47 2,338,707.47 2,338,707.47
233806 2/26/10 USD 62785 1.000 1.000 2,338,707.47 2,338,707.47
---------------- --------- ---------------- ------------ ---------------- --------------
69,267,360.73 69,267,360.73 69,267,360.73
69,267,360.73 69,267,360.73
19 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
PUR 2/19/10 60 ANACAP FINANCIAL PARTN 2,288,627.11 2,288,627.11 2,288,627.11
240633 2/19/10 EUR 62778 1.000 .730 3,135,320.27 3,135,320.27
---------------- --------- ---------------- ------------ ---------------- --------------
2,288,627.11 2,288,627.11 2,288,627.11
3,135,320.27 3,135,320.27
1 TRANSACTION IN COUNTRY: EUROPE (EURO) ( 750)
---------------- --------- ---------------- ------------ ---------------- --------------
71,555,987.84 71,555,987.84 71,555,987.84
72,402,681.00 72,402,681.00
20 TRANSACTIONS IN CATEGORY: PRIVATE EQUITY (3000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 15
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/09/10 60 FIVE MILE CAPITAL PART 10,000,000.00 10,000,000.00 10,000,000.00
239162 2/09/10 USD 62766 1.000 1.000 10,000,000.00 10,000,000.00
PUR 2/23/10 60 WESTBROOK REAL ESTATE 3,878,788.00 3,878,788.00 3,878,788.00
238956 2/23/10 USD 62790 1.000 1.000 3,878,788.00 3,878,788.00
PUR 2/24/10 60 L & B DIVERSIFIED STRA 512,705.00 512,705.00 512,705.00
240511 2/24/10 USD 62791 1.000 1.000 512,705.00 512,705.00
---------------- --------- ---------------- ------------ ---------------- --------------
14,391,493.00 14,391,493.00 14,391,493.00
14,391,493.00 14,391,493.00
3 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
14,391,493.00 14,391,493.00 14,391,493.00
14,391,493.00 14,391,493.00
3 TRANSACTIONS IN CATEGORY: REAL ESTATE (3010)
---------------- --------- ---------------- ------------ ---------------- --------------
85,947,480.84 85,947,480.84 85,947,480.84
86,794,174.00 86,794,174.00
23 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD E (5146)
---------------- --------- ---------------- ------------ ---------------- --------------
85,947,480.84 85,947,480.84 85,947,480.84
86,794,174.00 86,794,174.00
23 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: 16
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETN - EMERGING MARKET (1750)
--------------------------------
PUR 2/05/10 60 IPATH ETNS LKD MSCI IN 14,000.00 280.00 792,856.40 792,856.40
247826 2/10/10 USD H20100 56.613 1.000 792,856.40 792,856.40
PUR 2/18/10 60 IPATH ETNS LKD MSCI IN 14,000.00 560.00 848,101.80 848,101.80
247826 2/23/10 USD H20100 60.539 1.000 848,101.80 848,101.80
---------------- --------- ---------------- ------------ ---------------- --------------
28,000.00 840.00 1,640,958.20 1,640,958.20
1,640,958.20 1,640,958.20
2 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
28,000.00 840.00 1,640,958.20 1,640,958.20
1,640,958.20 1,640,958.20
2 TRANSACTIONS IN CATEGORY: ETN - EMERGING MARKET (1750)
EM COMMON STOCK (2225)
--------------------------------
PUR 2/08/10 60 RICHTER GEDEON VEG HUF 4.00 2.20 146,435.05 146,435.05
243414 2/11/10 HUF N20100 36499.2 199.234 734.99 734.99
PUR 2/08/10 60 RICHTER GEDEON VEG HUF 485.00 292.47 19,481,794.82 19,481,794.82
243414 2/11/10 HUF N20100 40048.5 199.234 97,783.63 97,783.63
PUR 2/09/10 60 RICHTER GEDEON VEG HUF 867.00 533.88 35,324,241.62 35,324,241.62
243414 2/12/10 HUF N20100 40621.2 197.904 178,492.25 178,492.25
PUR 2/09/10 60 RICHTER GEDEON VEG HUF 858.00 528.33 34,957,554.00 34,957,554.00
243414 2/12/10 HUF N20100 40621.2 197.904 176,639.39 176,639.39
PUR 2/09/10 60 RICHTER GEDEON VEG HUF 161.00 98.85 6,540,062.00 6,540,062.00
243414 2/12/10 HUF N20100 40500.0 197.904 33,046.72 33,046.72
PUR 2/10/10 60 RICHTER GEDEON VEG HUF 496.00 311.44 20,638,516.29 20,638,516.29
243414 2/15/10 HUF N20100 41485.4 198.212 104,123.60 104,123.60
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 17
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/11/10 60 RICHTER GEDEON VEG HUF 255.00 158.93 10,598,267.96 10,598,267.96
243414 2/16/10 HUF N20100 41437.5 199.456 53,135.82 53,135.82
PUR 2/12/10 60 RICHTER GEDEON VEG HUF 57.00 35.12 2,335,773.49 2,335,773.49
243414 2/17/10 HUF N20100 40855.9 198.905 11,743.14 11,743.14
PUR 2/15/10 60 RICHTER GEDEON VEG HUF 137.00 84.12 5,632,380.29 5,632,380.29
243414 2/18/10 HUF N20100 40989.2 200.280 28,122.60 28,122.60
PUR 2/16/10 60 RICHTER GEDEON VEG HUF 58.00 35.85 2,376,611.51 2,376,611.51
243414 2/19/10 HUF N20100 40853.5 198.300 11,984.94 11,984.94
PUR 2/16/10 60 RICHTER GEDEON VEG HUF 12.00 7.44 493,476.00 493,476.00
243414 2/19/10 HUF N20100 41000.0 198.299 2,488.54 2,488.54
PUR 2/17/10 60 RICHTER GEDEON VEG HUF 121.00 76.04 5,055,127.95 5,055,127.95
243414 2/22/10 HUF N20100 41652.9 198.850 25,421.78 25,421.78
PUR 2/17/10 60 RICHTER GEDEON VEG HUF 306.00 12,776,097.00 12,776,097.00
243414 2/22/10 HUF N20100 41751.9 198.850 64,249.83 64,249.83
PUR 2/18/10 60 RICHTER GEDEON VEG HUF 184.00 115.68 7,700,265.60 7,700,265.60
243414 2/23/10 HUF N20100 41724.0 199.097 38,675.87 38,675.87
---------------- --------- ---------------- ------------ ---------------- --------------
4,001.00 2,280.35 164,056,603.58 164,056,603.58
826,643.10 826,643.10
14 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
PUR 1/28/10 60 TAV HAVALIMANLARI HOLD 21,363.00 210.61 126,296.83 126,296.83
250735 2/01/10 TRY N20100 5.897 1.495 84,456.89 84,456.89
PUR 1/29/10 60 TAV HAVALIMANLARI HOLD 11,868.00 122.43 73,123.08 73,123.08
250735 2/02/10 TRY N20100 6.146 1.489 49,095.66 49,095.66
PUR 1/29/10 60 TAV HAVALIMANLARI HOLD 14,242.00 146.37 87,420.35 87,420.35
250735 2/02/10 TRY N20100 6.123 1.489 58,695.01 58,695.01
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: 18
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/01/10 60 TAV HAVALIMANLARI HOLD 19,512.00 203.17 121,302.27 121,302.27
250735 2/03/10 TRY N20100 6.201 1.489 81,471.07 81,471.07
PUR 2/02/10 60 TAV HAVALIMANLARI HOLD 12,415.00 133.05 79,435.59 79,435.59
250735 2/04/10 TRY N20100 6.382 1.489 53,355.45 53,355.45
PUR 2/03/10 60 COCA-COLA ICECEK AS TR 5,712.00 120.70 72,082.42 72,082.42
248888 2/05/10 TRY N20100 12.588 1.489 48,400.20 48,400.20
PUR 2/04/10 60 COCA-COLA ICECEK AS TR 1,828.00 37.64 22,769.68 22,769.68
248888 2/08/10 TRY N20100 12.425 1.508 15,095.25 15,095.25
PUR 2/04/10 60 COCA-COLA ICECEK AS TR 971.00 19.94 12,059.40 12,059.40
248888 2/08/10 TRY N20100 12.389 1.508 7,994.83 7,994.83
PUR 2/04/10 60 TAV HAVALIMANLARI HOLD 17,723.00 177.71 107,492.21 107,492.21
250735 2/08/10 TRY N20100 6.050 1.508 71,262.40 71,262.40
PUR 2/05/10 60 COCA-COLA ICECEK AS TR 3,147.00 62.18 37,917.09 37,917.09
248888 2/09/10 TRY N20100 12.019 1.521 24,932.33 24,932.33
PUR 2/05/10 60 TAV HAVALIMANLARI HOLD 55,287.00 538.89 328,638.29 328,638.29
250735 2/09/10 TRY N20100 5.929 1.521 216,095.67 216,095.67
PUR 2/08/10 60 COCA-COLA ICECEK AS TR 2,669.00 54.31 33,077.20 33,077.20
248888 2/10/10 TRY N20100 12.362 1.519 21,777.08 21,777.08
PUR 2/08/10 60 TAV HAVALIMANLARI HOLD 29,538.00 285.97 174,176.88 174,176.88
250735 2/10/10 TRY N20100 5.882 1.519 114,673.04 114,673.04
PUR 2/09/10 60 COCA-COLA ICECEK AS TR 1,917.00 39.56 24,022.41 24,022.41
248888 2/11/10 TRY N20100 12.500 1.514 15,862.66 15,862.66
PUR 2/09/10 60 TAV HAVALIMANLARI HOLD 12,201.00 120.50 73,174.96 73,174.96
250735 2/11/10 TRY N20100 5.982 1.514 48,319.44 48,319.44
PUR 2/10/10 60 COCA-COLA ICECEK AS TR 100.00 2.06 1,253.13 1,253.13
248888 2/12/10 TRY N20100 12.500 1.516 826.55 826.55
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 19
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/10/10 60 TAV HAVALIMANLARI HOLD 11,949.00 123.14 74,867.95 74,867.95
250735 2/12/10 TRY N20100 6.250 1.516 49,381.93 49,381.93
PUR 2/11/10 60 TAV HAVALIMANLARI HOLD 12,069.00 124.11 75,619.83 75,619.83
250735 2/15/10 TRY N20100 6.250 1.519 49,769.53 49,769.53
PUR 2/12/10 60 TAV HAVALIMANLARI HOLD 8,365.00 84.28 51,363.72 51,363.72
250735 2/16/10 TRY N20100 6.125 1.520 33,794.14 33,794.14
PUR 2/15/10 60 TAV HAVALIMANLARI HOLD 21,158.00 209.33 127,265.37 127,265.37
250735 2/17/10 TRY N20100 6.000 1.516 83,942.60 83,942.60
PUR 2/19/10 60 COCA-COLA ICECEK AS TR 308.00 6.74 4,111.86 4,111.86
248888 2/23/10 TRY N20100 13.317 1.521 2,703.21 2,703.21
PUR 2/22/10 60 COCA-COLA ICECEK AS TR 514.00 11.05 6,773.94 6,773.94
248888 2/24/10 TRY N20100 13.146 1.530 4,427.70 4,427.70
PUR 2/23/10 60 COCA-COLA ICECEK AS TR 565.00 11.96 7,390.71 7,390.71
248888 2/25/10 TRY N20100 13.048 1.542 4,794.49 4,794.49
PUR 2/24/10 60 COCA-COLA ICECEK AS TR 481.00 10.02 6,219.35 6,219.35
248888 2/26/10 TRY N20100 12.898 1.548 4,017.41 4,017.41
---------------- --------- ---------------- ------------ ---------------- --------------
265,902.00 2,855.72 1,727,854.52 1,727,854.52
1,145,144.54 1,145,144.54
24 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 2/17/10 60 CHINA COAL ENERGY 55,000.00 130.22 657,436.47 657,436.47
250893 2/19/10 HKD H20100 11.935 7.767 84,641.57 84,641.57
PUR 2/18/10 60 CHINA COAL ENERGY 53,000.00 125.28 632,351.35 632,351.35
250893 2/22/10 HKD H20100 11.913 7.766 81,426.67 81,426.67
PUR 2/19/10 60 CHINA COAL ENERGY 137,000.00 313.08 1,581,356.63 1,581,356.63
250893 2/23/10 HKD H20100 11.525 7.767 203,602.03 203,602.03
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 20
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/22/10 60 CHINA COAL ENERGY 59,000.00 138.64 699,754.29 699,754.29
250893 2/24/10 HKD H20100 11.842 7.763 90,136.19 90,136.19
PUR 2/23/10 60 CHINA COAL ENERGY 64,000.00 152.53 769,529.51 769,529.51
250893 2/25/10 HKD H20100 12.005 7.762 99,144.45 99,144.45
PUR 2/24/10 60 CHINA COAL ENERGY 70,000.00 389.27 844,975.66 844,975.66
250893 2/26/10 HKD H20100 12.028 7.765 108,819.90 108,819.90
---------------- --------- ---------------- ------------ ---------------- --------------
438,000.00 1,249.02 5,185,403.91 5,185,403.91
667,770.81 667,770.81
6 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 2/01/10 60 HYUNDAI MOTOR CO 801.00 92,580,992.00 92,580,992.00
250853 2/03/10 KRW H20100 115581. 1169.30 79,176.42 79,176.42
PUR 2/01/10 60 KIA MOTORS CORP 14,470.00 630.28 295,533,541.00 295,533,541.00
249234 2/03/10 KRW H20100 20372.9 1169.30 252,743.98 252,743.98
PUR 2/01/10 60 SK ENERGY CO LTD KRW 5 1,311.00 208.68 135,807,631.00 135,807,631.00
250854 2/03/10 KRW H20100 103404. 1169.30 116,144.39 116,144.39
PUR 2/02/10 60 SK ENERGY CO LTD KRW 5 732.00 117.63 75,910,968.00 75,910,968.00
250854 2/04/10 KRW H20100 103517. 1159.50 65,468.71 65,468.71
PUR 2/03/10 60 SK ENERGY CO LTD KRW 5 373.00 61.18 39,119,211.00 39,119,211.00
250854 2/05/10 KRW H20100 104688. 1148.90 34,049.27 34,049.27
PUR 2/04/10 60 SK ENERGY CO LTD KRW 5 741.00 120.05 76,880,978.00 76,880,978.00
250854 2/08/10 KRW H20100 103566. 1150.70 66,812.36 66,812.36
PUR 2/05/10 60 SK ENERGY CO LTD KRW 5 694.00 106.87 69,557,268.00 69,557,268.00
250854 2/09/10 KRW H20100 100046. 1169.40 59,481.16 59,481.16
PUR 2/08/10 60 HYUNDAI MOTOR CO 319.00 37,165,004.00 37,165,004.00
250853 2/10/10 KRW H20100 116504. 1171.60 31,721.58 31,721.58
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 21
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/08/10 60 KIA MOTORS CORP 3,310.00 147.55 69,319,259.00 69,319,259.00
249234 2/10/10 KRW H20100 20890.1 1171.60 59,166.32 59,166.32
PUR 2/08/10 60 SK ENERGY CO LTD KRW 5 54.00 8.28 5,397,842.00 5,397,842.00
250854 2/10/10 KRW H20100 99780.4 1171.60 4,607.24 4,607.24
PUR 2/09/10 60 HYUNDAI MOTOR CO 2,151.00 251,167,182.00 251,167,182.00
250853 2/11/10 KRW H20100 116767. 1163.20 215,927.77 215,927.77
PUR 2/09/10 60 KIA MOTORS CORP 230.00 10.32 4,816,092.00 4,816,092.00
249234 2/11/10 KRW H20100 20887.3 1163.20 4,140.38 4,140.38
PUR 2/10/10 60 HYUNDAI MOTOR CO 1,694.00 421.17 195,898,067.00 195,898,067.00
250853 2/12/10 KRW H20100 115353. 1159.90 168,892.20 168,892.20
PUR 2/11/10 60 HYUNDAI MOTOR CO 818.00 205.47 95,307,593.00 95,307,593.00
250853 2/16/10 KRW H20100 116222. 1156.70 82,396.12 82,396.12
PUR 2/12/10 60 HYUNDAI MOTOR CO 1,172.00 293.60 135,498,901.00 135,498,901.00
250853 2/17/10 KRW H20100 115325. 1150.90 117,732.99 117,732.99
PUR 2/16/10 60 HYUNDAI MOTOR CO 779.00 198.51 91,603,076.00 91,603,076.00
250853 2/18/10 KRW H20100 117297. 1150.75 79,602.93 79,602.93
PUR 2/17/10 60 HYUNDAI MOTOR CO 1,696.00 434.84 199,149,148.00 199,149,148.00
250853 2/19/10 KRW H20100 117130. 1142.10 174,371.03 174,371.03
PUR 2/18/10 60 HYUNDAI MOTOR CO 123.00 31.10 14,346,971.00 14,346,971.00
250853 2/22/10 KRW H20100 116351. 1150.20 12,473.46 12,473.46
PUR 2/19/10 60 HYUNDAI MOTOR CO 355.00 88.10 40,984,004.00 40,984,004.00
250853 2/23/10 KRW H20100 115160. 1160.00 35,331.04 35,331.04
PUR 2/22/10 60 HYUNDAI MOTOR CO 576.00 146.62 67,401,140.00 67,401,140.00
250853 2/24/10 KRW H20100 116724. 1146.35 58,796.30 58,796.30
PUR 2/23/10 60 HYUNDAI MOTOR CO 397.00 101.11 46,523,421.00 46,523,421.00
250853 2/25/10 KRW H20100 116895. 1147.35 40,548.59 40,548.59
---------------- --------- ---------------- ------------ ---------------- --------------
32,796.00 3,331.362,039,968,289.00 2,039,968,289.00
1,759,584.24 1,759,584.24
21 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: 22
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/03/10 60 ORASCOM CONSTRUCTION I 2,221.00 326.98 596,345.61 596,345.61
250263 2/08/10 EGP N20100 267.700 5.455 109,320.92 109,320.92
PUR 2/03/10 60 TELECOM EGYPT EGP 10.0 17,060.00 184.17 335,885.62 335,885.62
250266 2/08/10 EGP N20100 19.630 5.455 61,573.90 61,573.90
PUR 2/04/10 60 ORASCOM CONSTR 1,374.00 27.48 66,450.65 66,450.65
250261 2/09/10 USD N20100 48.343 1.000 66,450.65 66,450.65
PUR 2/04/10 60 ORASCOM CONSTR 2,075.00 41.50 100,857.45 100,857.45
250261 2/09/10 USD N20100 48.586 1.000 100,857.45 100,857.45
PUR 2/04/10 60 ORASCOM CONSTRUCTION I 717.00 105.23 192,448.48 192,448.48
250263 2/08/10 EGP N20100 267.605 5.470 35,182.54 35,182.54
PUR 2/04/10 60 TELECOM EGYPT EGP 10.0 6,213.00 66.58 121,759.38 121,759.38
250266 2/08/10 EGP N20100 19.539 5.470 22,259.48 22,259.48
PUR 2/05/10 60 ORASCOM CONSTR 3,165.00 63.30 147,722.30 147,722.30
250261 2/10/10 USD N20100 46.654 1.000 147,722.30 147,722.30
PUR 2/08/10 60 ORASCOM CONSTR 300.00 6.00 14,481.00 14,481.00
250261 2/11/10 USD N20100 48.250 1.000 14,481.00 14,481.00
PUR 2/08/10 60 TELECOM EGYPT EGP 10.0 7,280.00 78.23 143,452.68 143,452.68
250266 2/10/10 EGP N20100 19.646 5.485 26,153.63 26,153.63
PUR 2/08/10 60 TELECOM EGYPT EGP 10.0 15,458.00 161.39 295,958.34 295,958.34
250266 2/09/10 EGP 19.089 5.485 53,957.76 53,957.76
PUR 2/09/10 60 TELECOM EGYPT EGP 10.0 12,065.00 130.63 239,704.10 239,704.10
250266 2/11/10 EGP N20100 19.808 5.489 43,673.88 43,673.88
PUR 2/10/10 60 TELECOM EGYPT EGP 10.0 32,888.00 359.97 660,234.68 660,234.68
250266 2/15/10 EGP N20100 20.015 5.486 120,349.01 120,349.01
PUR 2/11/10 60 TELECOM EGYPT EGP 10.0 484.00 5.29 9,709.04 9,709.04
250266 2/15/10 EGP N20100 20.000 5.486 1,769.78 1,769.78
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: 23
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/15/10 60 TELECOM EGYPT EGP 10.0 6,210.00 68.76 126,193.29 126,193.29
250266 2/17/10 EGP N20100 20.260 5.489 22,990.21 22,990.21
PUR 2/16/10 60 TELECOM EGYPT EGP 10.0 4,669.00 51.69 94,863.21 94,863.21
250266 2/18/10 EGP N20100 20.257 5.489 17,282.42 17,282.42
PUR 2/17/10 60 TELECOM EGYPT EGP 10.0 24,677.00 272.42 499,748.07 499,748.07
250266 2/22/10 EGP N20100 20.191 5.487 91,078.56 91,078.56
PUR 2/18/10 60 TELECOM EGYPT EGP 10.0 7,884.00 86.15 158,120.62 158,120.62
250266 2/22/10 EGP N20100 19.996 5.490 28,801.57 28,801.57
PUR 2/22/10 60 TELECOM EGYPT EGP 10.0 15,459.00 164.49 301,967.22 301,967.22
250266 2/24/10 EGP N20100 19.475 5.491 54,993.12 54,993.12
PUR 2/22/10 60 TELECOM EGYPT EGP 10.0 14,597.00 155.56 285,574.48 285,574.48
250266 2/23/10 EGP N20100 19.505 5.491 52,007.74 52,007.74
PUR 2/23/10 60 TELECOM EGYPT EGP 10.0 23,252.00 241.73 443,003.76 443,003.76
250266 2/25/10 EGP N20100 18.995 5.482 80,817.98 80,817.98
---------------- --------- ---------------- ------------ ---------------- --------------
198,048.00 2,597.55 4,834,479.98 4,834,479.98
1,151,723.90 1,151,723.90
20 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 1/27/10 60 KUMBA IRON ORE LTD ZAR 2,300.00 434.06 738,729.79 738,729.79
250000 2/03/10 ZAR N20100 319.748 7.624 96,891.49 96,891.49
PUR 1/28/10 60 KUMBA IRON ORE LTD ZAR 100.00 18.95 32,144.00 32,144.00
250000 2/04/10 ZAR N20100 320.000 7.597 4,230.92 4,230.92
PUR 1/29/10 60 KUMBA IRON ORE LTD ZAR 2,400.00 458.24 771,255.66 771,255.66
250000 2/05/10 ZAR N20100 319.917 7.540 102,288.55 102,288.55
PUR 2/01/10 60 KUMBA IRON ORE LTD ZAR 2,700.00 513.88 863,835.23 863,835.23
250000 2/08/10 ZAR N20100 318.506 7.531 114,710.01 114,710.01
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: 24
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/04/10 60 IMPERIAL HOLDINGS LTD 2,300.00 113.35 193,491.97 193,491.97
247827 2/11/10 ZAR N20100 83.750 7.651 25,290.75 25,290.75
PUR 2/04/10 60 IMPERIAL HOLDINGS LTD 4,700.00 236.33 403,420.71 403,420.71
247827 2/11/10 ZAR N20100 85.450 7.651 52,729.91 52,729.91
PUR 2/04/10 60 TIGER BRANDS LTD ZAR 0 3,900.00 403.14 688,181.31 688,181.31
243220 2/11/10 ZAR N20100 175.666 7.651 89,950.11 89,950.11
PUR 2/04/10 60 TIGER BRANDS LTD ZAR 0 2,300.00 168.99 405,322.39 405,322.39
243220 2/11/10 ZAR N20100 175.665 7.651 52,978.47 52,978.47
PUR 2/05/10 60 TIGER BRANDS LTD ZAR 0 1,200.00 119.97 206,427.16 206,427.16
243220 2/12/10 ZAR N20100 171.252 7.708 26,780.90 26,780.90
PUR 2/08/10 60 IMPERIAL HOLDINGS LTD 2,300.00 114.58 197,765.96 197,765.96
247827 2/15/10 ZAR N20100 85.600 7.732 25,577.26 25,577.26
PUR 2/08/10 60 TIGER BRANDS LTD ZAR 0 10,500.00 1,048.48 1,808,856.97 1,808,856.97
243220 2/15/10 ZAR N20100 171.500 7.732 233,941.23 233,941.23
PUR 2/08/10 60 TIGER BRANDS LTD ZAR 0 2,300.00 229.57 396,225.03 396,225.03
243220 2/15/10 ZAR N20100 171.500 7.732 51,244.17 51,244.17
PUR 2/11/10 60 IMPERIAL HOLDINGS LTD 8,200.00 430.61 740,909.16 740,909.16
247827 2/18/10 ZAR N20100 89.950 7.708 96,122.10 96,122.10
PUR 2/11/10 60 IMPERIAL HOLDINGS LTD 5,100.00 268.24 461,322.57 461,322.57
247827 2/18/10 ZAR N20100 90.050 7.708 59,849.84 59,849.84
---------------- --------- ---------------- ------------ ---------------- --------------
50,300.00 4,558.39 7,907,887.91 7,907,887.91
1,032,585.71 1,032,585.71
14 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 2/11/10 60 TOTAL ACCESS COMMUNICA 53,200.00 32.33 1,817,543.16 1,817,543.16
250862 2/16/10 THB H20100 34.144 33.150 54,827.85 54,827.85
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 25
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/12/10 60 TOTAL ACCESS COMMUNICA 23,700.00 76.19 808,365.88 808,365.88
250862 2/17/10 THB H20100 34.002 33.210 24,341.04 24,341.04
PUR 2/15/10 60 TOTAL ACCESS COMMUNICA 25,700.00 81.32 861,743.04 861,743.04
250862 2/18/10 THB H20100 33.426 33.170 25,979.59 25,979.59
PUR 2/16/10 60 TOTAL ACCESS COMMUNICA 6,000.00 19.02 201,456.60 201,456.60
250862 2/19/10 THB H20100 33.471 33.160 6,075.29 6,075.29
PUR 2/17/10 60 TOTAL ACCESS COMMUNICA 21,700.00 70.29 743,767.21 743,767.21
250862 2/22/10 THB H20100 34.168 33.120 22,456.74 22,456.74
PUR 2/18/10 60 TOTAL ACCESS COMMUNICA 62,100.00 38.41 2,160,963.18 2,160,963.18
250862 2/23/10 THB H20100 34.778 33.170 65,148.12 65,148.12
PUR 2/19/10 60 TOTAL ACCESS COMMUNICA 1,700.00 1.04 58,413.29 58,413.29
250862 2/24/10 THB H20100 34.341 33.170 1,761.03 1,761.03
PUR 2/22/10 60 TOTAL ACCESS COMMUNICA 31,100.00 19.50 1,095,832.66 1,095,832.66
250862 2/25/10 THB H20100 35.215 33.130 33,076.75 33,076.75
PUR 2/23/10 60 TOTAL ACCESS COMMUNICA 26,100.00 87.85 928,100.53 928,100.53
250862 2/26/10 THB H20100 35.448 33.070 28,064.73 28,064.73
PUR 2/23/10 60 TOTAL ACCESS COMMUNICA 14,800.00 9.36 524,809.62 524,809.62
250862 2/26/10 THB H20100 35.439 33.070 15,869.66 15,869.66
---------------- --------- ---------------- ------------ ---------------- --------------
266,100.00 435.31 9,200,995.17 9,200,995.17
277,600.80 277,600.80
10 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 1/28/10 60 AMERICA MOVIL ADR SERI 3,900.00 156.00 171,697.89 171,697.89
239497 2/02/10 USD N20100 43.985 1.000 171,697.89 171,697.89
PUR 1/28/10 60 FOMENTO ECONOMICO MEXI 4,200.00 168.00 176,763.72 176,763.72
248889 2/02/10 USD N20100 42.047 1.000 176,763.72 176,763.72
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 26
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/28/10 60 GRUPO TELEVISA SA USD 4,000.00 160.00 78,140.80 78,140.80
242473 2/02/10 USD N20100 19.495 1.000 78,140.80 78,140.80
PUR 2/05/10 60 AMERICA MOVIL ADR SERI 24,500.00 490.00 1,065,958.25 1,065,958.25
239497 2/10/10 USD N20100 43.489 1.000 1,065,958.25 1,065,958.25
---------------- --------- ---------------- ------------ ---------------- --------------
36,600.00 974.00 1,492,560.66 1,492,560.66
1,492,560.66 1,492,560.66
4 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 2/19/10 60 AYALA CORPORATION 5,390.00 114.45 1,581,196.27 1,581,196.27
250894 2/24/10 PHP H20100 292.375 46.265 34,176.94 34,176.94
PUR 2/19/10 60 METROPOLITAN BANK + TR 43,500.00 134.27 1,854,961.80 1,854,961.80
250897 2/24/10 PHP H20100 42.500 46.265 40,094.28 40,094.28
PUR 2/22/10 60 AYALA CORPORATION 1,890.00 37.39 557,924.19 557,924.19
250894 2/25/10 PHP H20100 294.286 46.120 12,097.23 12,097.23
PUR 2/22/10 60 AYALA CORPORATION 390.00 8.35 114,934.17 114,934.17
250894 2/25/10 PHP H20100 293.716 46.120 2,492.07 2,492.07
PUR 2/22/10 60 METROPOLITAN BANK + TR 17,400.00 55.14 759,443.18 759,443.18
250897 2/25/10 PHP H20100 43.500 46.120 16,466.68 16,466.68
PUR 2/23/10 60 AYALA CORPORATION 7,350.00 144.66 2,155,618.76 2,155,618.76
250894 2/26/10 PHP H20100 292.375 46.050 46,810.40 46,810.40
PUR 2/23/10 60 METROPOLITAN BANK + TR 19,400.00 62.31 846,769.26 846,769.26
250897 2/26/10 PHP H20100 43.500 46.050 18,388.04 18,388.04
---------------- --------- ---------------- ------------ ---------------- --------------
95,320.00 556.57 7,870,847.63 7,870,847.63
170,525.64 170,525.64
7 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 27
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/28/10 60 TATA ENGR + LOCOMOTIVE 11,700.00 234.00 180,999.00 180,999.00
249599 2/02/10 USD H20100 15.450 1.000 180,999.00 180,999.00
PUR 2/01/10 60 AXIS BANK LTD- GDR 32,966.00 746,679.90 746,679.90
250852 2/04/10 USD H20100 22.650 1.000 746,679.90 746,679.90
PUR 2/05/10 60 AXIS BANK LTD- GDR 18,957.00 409,850.34 409,850.34
250852 2/10/10 USD H20100 21.620 1.000 409,850.34 409,850.34
PUR 2/05/10 60 WIPRO LTD ADR 6,500.00 130.00 126,309.30 126,309.30
248465 2/10/10 USD H20100 19.412 1.000 126,309.30 126,309.30
PUR 2/08/10 60 HINDALCO INDS REG S + 36,553.00 110,024.53 110,024.53
249895 2/11/10 USD H20100 3.010 1.000 110,024.53 110,024.53
PUR 2/18/10 60 ITC LIMITED GDR REG S 34,000.00 184,280.00 184,280.00
242448 2/23/10 USD H20100 5.420 1.000 184,280.00 184,280.00
PUR 2/22/10 60 ITC LIMITED GDR REG S 44,636.00 242,819.84 242,819.84
242448 2/25/10 USD H20100 5.440 1.000 242,819.84 242,819.84
---------------- --------- ---------------- ------------ ---------------- --------------
185,312.00 364.00 2,000,962.91 2,000,962.91
2,000,962.91 2,000,962.91
7 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
1,572,379.00 19,202.272,244,245,885.27 2,244,245,885.27
10,525,102.31 10,525,102.31
127 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
1,600,379.00 20,042.272,245,886,843.47 2,245,886,843.47
12,166,060.51 12,166,060.51
129 "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: 28
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/04/10 60 X5 RETAIL GROUP N V NP 584.00 31.12 19,416.08 9,067.76 10,348.32
246236 2/09/10 USD N20100 33.300 1.000 19,416.08 9,067.76 10,348.32
SALE 2/04/10 60 X5 RETAIL GROUP N V NP 2,336.00 123.34 76,964.66 36,271.06 40,693.60
246236 2/09/10 USD N20100 33.000 1.000 76,964.66 36,271.06 40,693.60
SALE 2/04/10 60 X5 RETAIL GROUP N V NP 701.00 36.73 22,921.02 10,884.42 12,036.60
246236 2/09/10 USD N20100 32.750 1.000 22,921.02 10,884.42 12,036.60
SALE 2/05/10 60 X5 RETAIL GROUP N V NP 1,588.00 76.86 47,960.46 24,656.87 23,303.59
246236 2/10/10 USD N20100 30.250 1.000 47,960.46 24,656.87 23,303.59
SALE 2/08/10 60 X5 RETAIL GROUP N V NP 3,971.00 192.20 119,930.55 61,657.70 58,272.85
246236 2/11/10 USD N20100 30.250 1.000 119,930.55 61,657.70 58,272.85
SALE 2/09/10 60 X5 RETAIL GROUP N V NP 2,919.00 137.70 85,926.10 45,323.30 40,602.80
246236 2/12/10 USD N20100 29.484 1.000 85,926.10 45,323.30 40,602.80
SALE 2/11/10 60 X5 RETAIL GROUP N V NP 1,227.00 58.41 36,444.84 19,051.62 17,393.22
246236 2/16/10 USD N20100 29.750 1.000 36,444.84 19,051.62 17,393.22
SALE 2/15/10 60 X5 RETAIL GROUP N V NP 2,975.00 140.24 87,511.29 46,192.81 41,318.48
246236 2/18/10 USD N20100 29.463 1.000 87,511.29 46,192.81 41,318.48
SALE 2/17/10 60 X5 RETAIL GROUP N V NP 4,983.00 238.62 148,901.57 77,371.01 71,530.56
246236 2/22/10 USD N20100 29.930 1.000 148,901.57 77,371.01 71,530.56
SALE 2/18/10 60 X5 RETAIL GROUP N V NP 1,167.00 55.55 34,662.70 18,120.00 16,542.70
246236 2/23/10 USD N20100 29.750 1.000 34,662.70 18,120.00 16,542.70
SALE 2/22/10 60 X5 RETAIL GROUP N V NP 1,167.00 56.18 35,058.85 18,120.00 16,938.85
246236 2/25/10 USD N20100 30.090 1.000 35,058.85 18,120.00 16,938.85
SALE 2/23/10 60 X5 RETAIL GROUP N V NP 1,283.00 61.72 38,513.47 19,921.13 18,592.34
246236 2/26/10 USD N20100 30.066 1.000 38,513.47 19,921.13 18,592.34
---------------- --------- ---------------- ------------ ---------------- --------------
24,901.00 1,208.67 754,211.59 386,637.68 367,573.91
754,211.59 386,637.68 367,573.91
12 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 29
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/27/10 60 BANK PEKAO SA 460.00 78.60 76,360.23 72,740.22 3,620.01
240024 2/01/10 PLN N20100 166.500 2.923 26,122.14 30,787.11 -4,664.97
SALE 1/27/10 60 CYFROWY POLSAT SA PLN 8,887.00 137.72 133,792.01 150,430.12 -16,638.11
247736 2/01/10 PLN N20100 15.100 2.923 45,769.02 49,464.05 -3,695.03
SALE 1/28/10 60 BANK PEKAO SA 1,883.00 326.19 316,910.74 297,760.50 19,150.24
240024 2/02/10 PLN N20100 168.807 2.923 108,404.85 126,026.37 -17,621.52
SALE 1/28/10 60 CYFROWY POLSAT SA PLN 1,684.00 26.10 25,354.47 28,505.04 -3,150.57
247736 2/02/10 PLN N20100 15.101 2.923 8,672.94 9,372.95 -700.01
SALE 1/29/10 60 CYFROWY POLSAT SA PLN 225.00 3.52 3,387.31 3,808.57 -421.26
247736 2/03/10 PLN N20100 15.100 2.899 1,168.64 1,252.32 -83.68
SALE 2/01/10 60 BANK PEKAO SA 653.00 115.95 110,614.34 103,259.48 7,354.86
240024 2/04/10 PLN N20100 169.904 2.870 38,534.87 43,704.31 -5,169.44
SALE 2/01/10 60 BANK PEKAO SA 422.00 74.98 71,524.78 66,731.24 4,793.54
240024 2/04/10 PLN N20100 170.000 2.870 24,917.19 28,243.83 -3,326.64
SALE 2/01/10 60 CYFROWY POLSAT SA PLN 36.00 .57 542.06 609.37 -67.31
247736 2/04/10 PLN N20100 15.103 2.870 188.84 200.37 -11.53
SALE 2/02/10 60 BANK PEKAO SA 628.00 111.10 105,346.02 99,306.21 6,039.81
240024 2/05/10 PLN N20100 168.253 2.853 36,923.35 42,031.10 -5,107.75
SALE 2/02/10 60 CYFROWY POLSAT SA PLN 292.00 4.65 4,414.32 4,942.68 -528.36
247736 2/05/10 PLN N20100 15.163 2.853 1,547.20 1,625.24 -78.04
SALE 2/03/10 60 BANK PEKAO SA 627.00 111.17 106,270.23 99,148.08 7,122.15
240024 2/08/10 PLN N20100 170.000 2.876 36,945.57 41,964.17 -5,018.60
SALE 2/03/10 60 BANK PEKAO SA 188.00 32.75 31,301.81 29,728.61 1,573.20
240024 2/08/10 PLN N20100 167.000 2.876 10,882.29 12,582.56 -1,700.27
SALE 2/03/10 60 CYFROWY POLSAT SA PLN 2,249.00 35.19 33,633.79 38,068.79 -4,435.00
247736 2/08/10 PLN N20100 15.000 2.876 11,693.02 12,517.68 -824.66
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: 30
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/03/10 60 CYFROWY POLSAT SA PLN 1,124.00 17.58 16,809.42 19,025.93 -2,216.51
247736 2/08/10 PLN N20100 15.000 2.876 5,843.91 6,256.06 -412.15
SALE 2/04/10 60 CYFROWY POLSAT SA PLN 1,102.00 16.55 16,238.70 18,653.54 -2,414.84
247736 2/09/10 PLN N20100 14.780 2.952 5,501.47 6,133.61 -632.14
SALE 2/05/10 60 CYFROWY POLSAT SA PLN 577.00 8.21 8,151.50 9,766.87 -1,615.37
247736 2/10/10 PLN N20100 14.170 2.987 2,728.72 3,211.52 -482.80
SALE 2/08/10 60 CYFROWY POLSAT SA PLN 20,240.00 284.71 281,837.95 342,602.20 -60,764.25
247736 2/11/10 PLN N20100 13.967 2.979 94,617.77 112,653.58 -18,035.81
SALE 2/08/10 60 CYFROWY POLSAT SA PLN 495.00 6.98 6,909.21 8,378.86 -1,469.65
247736 2/11/10 PLN N20100 14.000 2.979 2,319.54 2,755.12 -435.58
SALE 2/09/10 60 CYFROWY POLSAT SA PLN 7,017.00 99.37 98,119.59 118,776.66 -20,657.07
247736 2/12/10 PLN N20100 14.025 2.971 33,023.56 39,055.84 -6,032.28
SALE 2/09/10 60 CYFROWY POLSAT SA PLN 25,962.00 367.58 362,962.58 439,458.41 -76,495.83
247736 2/12/10 PLN N20100 14.023 2.971 122,160.27 144,501.60 -22,341.33
---------------- --------- ---------------- ------------ ---------------- --------------
74,751.00 1,859.47 1,810,481.06 1,951,701.38 -141,220.32
617,965.16 714,339.39 -96,374.23
20 TRANSACTIONS IN COUNTRY: POLAND (2300)
SALE 2/08/10 60 OTP BANK PLC HUF 100.0 7,392.00 38,305,501.00 39,591,898.99 -1,286,397.99
248687 2/11/10 HUF N20100 5182.02 199.234 192,264.17 215,536.04 -23,271.87
SALE 2/09/10 60 OTP BANK PLC HUF 100.0 8,853.00 704.96 46,365,348.00 47,417,083.57 -1,051,735.57
248687 2/12/10 HUF N20100 5253.00 197.903 234,282.61 258,135.90 -23,853.29
SALE 2/09/10 60 OTP BANK PLC HUF 100.0 3,951.00 314.44 20,680,521.75 21,161,741.47 -481,219.72
248687 2/12/10 HUF N20100 5250.00 197.903 104,498.01 115,203.31 -10,705.30
SALE 2/09/10 60 OTP BANK PLC HUF 100.0 683.00 3,555,837.00 3,658,180.06 -102,343.06
248687 2/12/10 HUF N20100 5206.20 197.903 17,967.53 19,914.92 -1,947.39
---------------- --------- ---------------- ------------ ---------------- --------------
20,879.00 1,019.40 108,907,207.75 111,828,904.09 -2,921,696.34
549,012.32 608,790.17 -59,777.85
4 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 31
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/28/10 60 TURKIYE IS BANKASI-C 45,005.00 499.51 298,041.23 190,871.40 107,169.83
241963 2/01/10 TRY N20100 6.639 1.495 199,305.36 146,847.89 52,457.47
SALE 1/29/10 60 TURKIYE IS BANKASI-C 10,977.00 122.54 72,820.03 46,554.72 26,265.31
241963 2/02/10 TRY N20100 6.651 1.489 48,892.19 35,817.11 13,075.08
SALE 2/01/10 60 TURKIYE IS BANKASI-C 21,954.00 248.82 147,819.03 93,109.45 54,709.58
241963 2/03/10 TRY N20100 6.750 1.489 99,280.70 71,634.23 27,646.47
SALE 2/02/10 60 TURKIYE IS BANKASI-C 2,946.00 33.39 19,835.79 12,494.33 7,341.46
241963 2/04/10 TRY N20100 6.750 1.489 13,323.34 9,612.58 3,710.76
SALE 2/04/10 60 TURKIYE IS BANKASI-C 5,488.00 59.58 35,856.53 23,275.24 12,581.29
241963 2/08/10 TRY N20100 6.550 1.508 23,771.23 17,906.93 5,864.30
SALE 2/05/10 60 TURKIYE IS BANKASI-C 43,907.00 447.83 271,744.31 186,214.65 85,529.66
241963 2/09/10 TRY N20100 6.205 1.521 178,685.11 143,265.20 35,419.91
SALE 2/08/10 60 TURKIYE IS BANKASI-C 27,205.00 278.06 168,512.55 115,379.54 53,133.01
241963 2/10/10 TRY N20100 6.210 1.519 110,943.81 88,767.84 22,175.97
SALE 2/09/10 60 TURKIYE IS BANKASI-C 65,861.00 651.89 393,902.16 279,324.10 114,578.06
241963 2/11/10 TRY N20100 5.996 1.514 260,104.44 214,899.43 45,205.01
---------------- --------- ---------------- ------------ ---------------- --------------
223,343.00 2,341.62 1,408,531.63 947,223.43 461,308.20
934,306.18 728,751.21 205,554.97
8 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 2/05/10 60 CHINA CONSTRUCTION 331,000.00 893.90 1,927,947.23 1,999,335.22 -71,387.99
239291 2/09/10 HKD H20100 5.846 7.771 248,098.32 257,230.42 -9,132.10
SALE 2/05/10 60 IND & COMMERCIAL BANK 327,000.00 835.54 1,801,947.94 1,574,191.52 227,756.42
239287 2/09/10 HKD H20100 5.530 7.771 231,884.07 202,381.30 29,502.77
SALE 2/17/10 60 CHINA LONGYUAN POWER G 24,000.00 104.30 224,732.24 197,816.03 26,916.21
250002 2/19/10 HKD H20100 9.398 7.767 28,933.12 25,525.31 3,407.81
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: 32
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/18/10 60 CHINA LONGYUAN POWER G 17,000.00 72.45 156,060.05 140,119.68 15,940.37
250002 2/22/10 HKD H20100 9.213 7.766 20,095.55 18,080.43 2,015.12
SALE 2/19/10 60 CHINA LONGYUAN POWER G 39,000.00 161.49 347,881.53 321,451.04 26,430.49
250002 2/23/10 HKD H20100 8.952 7.767 44,790.27 41,478.62 3,311.65
SALE 2/22/10 60 CHINA LONGYUAN POWER G 32,000.00 134.91 290,600.63 263,754.70 26,845.93
250002 2/24/10 HKD H20100 9.114 7.763 37,432.62 34,033.74 3,398.88
---------------- --------- ---------------- ------------ ---------------- --------------
770,000.00 2,202.59 4,749,169.62 4,496,668.19 252,501.43
611,233.95 578,729.82 32,504.13
6 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 2/05/10 60 CNOOC LTD HKD 0.02 202,000.00 1,088.85 2,348,414.09 2,434,348.42 -85,934.33
250259 2/09/10 HKD H20100 11.668 7.771 302,206.19 313,996.03 -11,789.84
SALE 2/05/10 60 GOME ELECTRICAL APPLIA 34,000.00 17.42 87,584.63 97,591.46 -10,006.83
239292 2/09/10 HKD H20100 2.580 7.771 11,270.85 12,525.56 -1,254.71
SALE 2/05/10 60 SHANGHAI INDUSTRIAL HL 12,000.00 192.78 415,530.70 346,197.88 69,332.82
239283 2/09/10 HKD H20100 34.752 7.771 53,472.66 44,430.31 9,042.35
SALE 2/17/10 60 CNOOC LTD HKD 0.02 1,569,000.00 3,863.78 19,457,282.67 18,908,379.57 548,903.10
250259 2/19/10 HKD H20100 12.420 7.767 2,505,025.26 2,438,909.76 66,115.50
---------------- --------- ---------------- ------------ ---------------- --------------
1,817,000.00 5,162.83 22,308,812.09 21,786,517.33 522,294.76
2,871,974.96 2,809,861.66 62,113.30
4 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 1/28/10 60 AMOREPACIFIC CORP 13.00 31.72 10,551,250.00 8,034,183.71 2,517,066.29
239473 2/01/10 KRW H20100 814444. 1151.40 9,163.84 7,785.30 1,378.54
SALE 1/28/10 60 CHEIL INDUSTRIES INC 140.00 39.48 8,220,758.00 6,601,393.55 1,619,364.45
239475 2/01/10 KRW H20100 59044.4 1151.40 7,139.79 6,296.55 843.24
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: 33
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/28/10 60 CHEIL WORLDWIDE INC 6.00 4.98 1,657,731.00 1,487,016.15 170,714.85
239474 2/01/10 KRW H20100 277243. 1151.40 1,439.75 1,474.21 -34.46
SALE 1/28/10 60 SHINHAN FINANCIAL GROU 4,070.00 789.70 164,410,883.00 137,352,470.19 27,058,412.81
239492 2/01/10 KRW H20100 40619.2 1151.40 142,792.15 114,872.21 27,919.94
SALE 1/29/10 60 AMOREPACIFIC CORP 5.00 12.01 4,030,579.00 3,090,070.66 940,508.34
239473 2/02/10 KRW H20100 808906. 1161.50 3,470.15 2,994.34 475.81
SALE 1/29/10 60 CHEIL INDUSTRIES INC 210.00 56.15 11,792,608.00 9,902,090.33 1,890,517.67
239475 2/02/10 KRW H20100 56465.8 1161.50 10,152.91 9,444.82 708.09
SALE 1/29/10 60 CHEIL WORLDWIDE INC 9.00 7.20 2,415,429.00 2,230,524.22 184,904.78
239474 2/02/10 KRW H20100 269310. 1161.49 2,079.58 2,211.31 -131.73
SALE 1/29/10 60 NHN CORP 62.00 51.16 10,743,137.00 10,684,424.47 58,712.53
239486 2/02/10 KRW H20100 174234. 1161.50 9,249.36 9,799.47 -550.11
SALE 2/01/10 60 AMOREPACIFIC CORP 6.00 14.44 4,879,714.00 3,708,084.79 1,171,629.21
239473 2/03/10 KRW H20100 816100. 1169.30 4,173.19 3,593.21 579.98
SALE 2/01/10 60 CHEIL INDUSTRIES INC 470.00 122.67 25,937,273.00 22,161,821.21 3,775,451.79
239475 2/03/10 KRW H20100 55490.8 1169.30 22,181.88 21,138.42 1,043.46
SALE 2/01/10 60 CHEIL WORLDWIDE INC 6.00 4.70 1,587,528.00 1,487,016.15 100,511.85
239474 2/03/10 KRW H20100 265503. 1169.30 1,357.67 1,474.21 -116.54
SALE 2/01/10 60 KB FINANCIAL GROUP INC 1,550.00 375.79 79,454,477.00 58,609,294.42 20,845,182.58
244142 2/03/10 KRW H20100 51544.4 1169.30 67,950.46 44,069.80 23,880.66
SALE 2/01/10 60 KOREA EXCHANGE BANK KR 630.00 38.69 8,180,912.00 8,987,635.59 -806,723.59
248891 2/03/10 KRW H20100 13057.3 1169.30 6,996.42 7,693.23 -696.81
SALE 2/01/10 60 LG CHEM LTD KRW 5000.0 161.00 153.89 32,538,441.00 17,029,461.26 15,508,979.74
239483 2/03/10 KRW H20100 203219. 1169.30 27,827.28 15,346.45 12,480.83
SALE 2/01/10 60 NCSOFT CORP 150.00 19,259,223.00 22,288,059.24 -3,028,836.24
248978 2/03/10 KRW H20100 128394. 1169.30 16,470.73 19,105.14 -2,634.41
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 34
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/01/10 60 NHN CORP 181.00 143.09 30,254,161.00 31,191,626.27 -937,465.27
239486 2/03/10 KRW H20100 168074. 1169.30 25,873.74 28,608.14 -2,734.40
SALE 2/01/10 60 SHINHAN FINANCIAL GROU 1,690.00 332.48 70,298,053.00 57,033,335.29 13,264,717.71
239492 2/03/10 KRW H20100 41826.5 1169.30 60,119.78 47,698.78 12,421.00
SALE 2/01/10 60 WOONGJIN COWAY CO LTD 110.00 15.76 3,821,996.00 3,332,772.11 489,223.89
239495 2/03/10 KRW H20100 34913.0 1169.30 3,268.62 3,209.37 59.25
SALE 2/02/10 60 AMOREPACIFIC CORP 6.00 14.63 4,901,653.00 3,708,084.79 1,193,568.21
239473 2/04/10 KRW H20100 819769. 1159.49 4,227.39 3,593.21 634.18
SALE 2/02/10 60 CHEIL INDUSTRIES INC 280.00 75.05 15,735,059.00 13,202,787.10 2,532,271.90
239475 2/04/10 KRW H20100 56507.4 1159.50 13,570.56 12,593.10 977.46
SALE 2/02/10 60 CHEIL WORLDWIDE INC 4.00 3.20 1,072,378.00 991,344.10 81,033.90
239474 2/04/10 KRW H20100 269021. 1159.50 924.86 982.80 -57.94
SALE 2/02/10 60 NCSOFT CORP 236.00 125.89 30,265,516.00 35,066,546.54 -4,801,030.54
248978 2/04/10 KRW H20100 128862. 1159.50 26,102.21 30,058.76 -3,956.55
SALE 2/02/10 60 NHN CORP 194.00 156.78 32,870,452.00 33,431,908.82 -561,456.82
239486 2/04/10 KRW H20100 170372. 1159.50 28,348.82 30,662.87 -2,314.05
SALE 2/02/10 60 WOONGJIN COWAY CO LTD 70.00 10.27 2,469,692.00 2,120,854.98 348,837.02
239495 2/04/10 KRW H20100 35451.4 1159.50 2,129.96 2,042.33 87.63
SALE 2/03/10 60 AMOREPACIFIC CORP 19.00 45.08 14,963,427.00 11,742,268.50 3,221,158.50
239473 2/05/10 KRW H20100 790274. 1148.90 13,024.13 11,378.51 1,645.62
SALE 2/03/10 60 CHEIL INDUSTRIES INC 400.00 108.90 22,624,795.00 18,861,124.43 3,763,670.57
239475 2/05/10 KRW H20100 56874.7 1148.90 19,692.57 17,990.14 1,702.43
SALE 2/03/10 60 CHEIL WORLDWIDE INC 7.00 5.59 1,857,076.00 1,734,852.17 122,223.83
239474 2/05/10 KRW H20100 266213. 1148.90 1,616.39 1,719.91 -103.52
SALE 2/03/10 60 NCSOFT CORP 238.00 125.95 30,002,852.00 35,363,720.66 -5,360,868.66
248978 2/05/10 KRW H20100 126670. 1148.90 26,114.42 30,313.49 -4,199.07
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: 35
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/03/10 60 NHN CORP 233.00 186.49 38,740,784.00 40,152,756.47 -1,411,972.47
239486 2/05/10 KRW H20100 167189. 1148.90 33,719.89 36,827.06 -3,107.17
SALE 2/03/10 60 WOONGJIN COWAY CO LTD 40.00 5.94 1,413,815.00 1,211,917.13 201,897.87
239495 2/05/10 KRW H20100 35515.8 1148.90 1,230.58 1,167.04 63.54
SALE 2/04/10 60 NCSOFT CORP 103.00 54.78 13,068,826.00 15,304,467.34 -2,235,641.34
248978 2/08/10 KRW H20100 127493. 1150.70 11,357.28 13,118.87 -1,761.59
SALE 2/05/10 60 NCSOFT CORP 112.00 56.77 13,763,652.00 16,641,750.90 -2,878,098.90
248978 2/09/10 KRW H20100 123482. 1169.40 11,769.84 14,265.17 -2,495.33
SALE 2/08/10 60 NCSOFT CORP 48.00 24.17 5,872,197.00 7,132,178.96 -1,259,981.96
248978 2/10/10 KRW H20100 122927. 1171.59 5,012.12 6,113.65 -1,101.53
SALE 2/10/10 60 KB FINANCIAL GROUP INC 4,520.00 1,055.49 221,368,278.00 170,912,265.01 50,456,012.99
244142 2/12/10 KRW H20100 49246.1 1159.90 190,851.18 128,513.22 62,337.96
SALE 2/10/10 60 NCSOFT CORP 147.00 74.87 18,004,340.00 21,842,298.05 -3,837,958.05
248978 2/12/10 KRW H20100 123069. 1159.90 15,522.32 18,723.04 -3,200.72
SALE 2/11/10 60 AMOREPACIFIC CORP 6.00 13.73 4,587,749.00 3,708,084.79 879,664.21
239473 2/16/10 KRW H20100 767271. 1156.70 3,966.24 3,593.21 373.03
SALE 2/11/10 60 CHEIL WORLDWIDE INC 3.00 2.50 836,045.00 743,508.07 92,536.93
239474 2/16/10 KRW H20100 279643. 1156.70 722.78 737.10 -14.32
SALE 2/11/10 60 LG TELECOM LTD KRW 500 1,340.00 48.64 10,172,742.00 11,656,667.96 -1,483,925.96
250385 2/16/10 KRW H20100 7633.58 1156.70 8,794.62 9,770.88 -976.26
SALE 2/11/10 60 NCSOFT CORP 212.00 110.62 26,529,377.00 31,500,457.06 -4,971,080.06
248978 2/16/10 KRW H20100 125742. 1156.70 22,935.40 27,001.94 -4,066.54
SALE 2/12/10 60 AMOREPACIFIC CORP 6.00 13.76 4,577,891.00 3,708,084.79 869,806.21
239473 2/17/10 KRW H20100 765622. 1150.90 3,977.66 3,593.21 384.45
SALE 2/12/10 60 CHEIL WORLDWIDE INC 4.00 3.38 1,126,013.00 991,344.10 134,668.90
239474 2/17/10 KRW H20100 282475. 1150.89 978.38 982.80 -4.42
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: 36
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/12/10 60 NCSOFT CORP 127.00 66.41 15,846,565.00 18,870,556.82 -3,023,991.82
248978 2/17/10 KRW H20100 125377. 1150.90 13,768.85 16,175.69 -2,406.84
SALE 2/16/10 60 AMOREPACIFIC CORP 7.00 16.42 5,459,555.00 4,326,098.92 1,133,456.08
239473 2/18/10 KRW H20100 782635. 1150.75 4,744.34 4,192.08 552.26
SALE 2/16/10 60 CHEIL WORLDWIDE INC 5.00 4.36 1,448,706.00 1,239,180.12 209,525.88
239474 2/18/10 KRW H20100 290743. 1150.75 1,258.92 1,228.51 30.41
SALE 2/16/10 60 NCSOFT CORP 92.00 48.99 11,688,599.00 13,670,009.67 -1,981,410.67
248978 2/18/10 KRW H20100 127662. 1150.75 10,157.37 11,717.82 -1,560.45
SALE 2/17/10 60 AMOREPACIFIC CORP 5.00 12.00 3,962,214.00 3,090,070.66 872,143.34
239473 2/19/10 KRW H20100 795184. 1142.09 3,469.24 2,994.34 474.90
SALE 2/17/10 60 CHEIL WORLDWIDE INC 4.00 3.52 1,163,329.00 991,344.10 171,984.90
239474 2/19/10 KRW H20100 291837. 1142.09 1,018.59 982.80 35.79
SALE 2/17/10 60 NCSOFT CORP 168.00 91.79 21,736,439.00 24,962,626.35 -3,226,187.35
248978 2/19/10 KRW H20100 130007. 1142.10 19,031.99 21,397.76 -2,365.77
SALE 2/18/10 60 AMOREPACIFIC CORP 6.00 14.29 4,751,158.00 3,708,084.79 1,043,073.21
239473 2/22/10 KRW H20100 794600. 1150.20 4,130.72 3,593.21 537.51
SALE 2/18/10 60 CHEIL WORLDWIDE INC 4.00 3.52 1,172,803.00 991,344.10 181,458.90
239474 2/22/10 KRW H20100 294213. 1150.20 1,019.65 982.80 36.85
SALE 2/18/10 60 KB FINANCIAL GROUP INC 950.00 236.38 49,161,340.00 35,921,825.61 13,239,514.39
244142 2/22/10 KRW H20100 52034.9 1150.20 42,741.56 27,010.52 15,731.04
SALE 2/18/10 60 KOREA EXCHANGE BANK KR 380.00 23.61 4,911,974.00 5,421,113.53 -509,139.53
248891 2/22/10 KRW H20100 12997.7 1150.20 4,270.54 4,640.36 -369.82
SALE 2/18/10 60 LG CHEM LTD KRW 5000.0 34.00 21.64 7,190,148.00 3,596,283.74 3,593,864.26
239483 2/22/10 KRW H20100 212206. 1150.19 6,251.22 3,240.86 3,010.36
SALE 2/18/10 60 NCSOFT CORP 117.00 65.08 15,521,005.00 17,384,686.21 -1,863,681.21
248978 2/22/10 KRW H20100 133297. 1150.20 13,494.18 14,902.01 -1,407.83
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 37
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/18/10 60 SHINHAN FINANCIAL GROU 730.00 148.87 30,963,697.00 24,635,701.04 6,327,995.96
239492 2/22/10 KRW H20100 42650.5 1150.20 26,920.27 20,603.61 6,316.66
SALE 2/19/10 60 AMOREPACIFIC CORP 9.00 21.27 7,129,158.00 5,562,127.18 1,567,030.82
239473 2/23/10 KRW H20100 794870. 1159.99 6,145.83 5,389.82 756.01
SALE 2/19/10 60 CHEIL INDUSTRIES INC 120.00 33.48 7,022,227.00 5,658,337.33 1,363,889.67
239475 2/23/10 KRW H20100 58842.1 1160.00 6,053.64 5,397.04 656.60
SALE 2/19/10 60 CHEIL WORLDWIDE INC 2.00 1.74 585,776.00 495,672.05 90,103.95
239474 2/23/10 KRW H20100 293900. 1159.99 504.98 491.40 13.58
SALE 2/19/10 60 KB FINANCIAL GROUP INC 4,160.00 997.27 209,176,328.00 157,299,783.72 51,876,544.28
244142 2/23/10 KRW H20100 50560.8 1160.00 180,324.42 118,277.65 62,046.77
SALE 2/19/10 60 KOREA EXCHANGE BANK KR 1,960.00 118.33 24,820,643.00 27,961,532.95 -3,140,889.95
248891 2/23/10 KRW H20100 12733.6 1160.00 21,397.11 23,934.49 -2,537.38
SALE 2/19/10 60 LG CHEM LTD KRW 5000.0 213.00 132.02 44,237,633.00 22,529,659.92 21,707,973.08
239483 2/23/10 KRW H20100 208407. 1160.00 38,135.89 20,303.06 17,832.83
SALE 2/19/10 60 LG TELECOM LTD KRW 500 1,020.00 37.95 7,960,676.00 8,872,986.06 -912,310.06
250385 2/23/10 KRW H20100 7847.74 1160.00 6,862.65 7,437.53 -574.88
SALE 2/19/10 60 NCSOFT CORP 154.00 84.23 20,257,223.00 22,882,407.49 -2,625,184.49
248978 2/23/10 KRW H20100 132174. 1160.00 17,463.12 19,614.61 -2,151.49
SALE 2/19/10 60 NHN CORP 484.00 392.04 82,229,451.00 83,407,442.63 -1,177,991.63
239486 2/23/10 KRW H20100 170835. 1160.00 70,887.46 76,499.12 -5,611.66
SALE 2/19/10 60 SAMSUNG ELCTRNCS N/VT 70.00 165.58 34,731,027.00 27,084,592.83 7,646,434.17
239490 2/23/10 KRW H20100 498901. 1160.00 29,940.54 25,324.49 4,616.05
SALE 2/19/10 60 SAMSUNG ELECTRONICS CO 318.00 1,156.97 242,674,051.00 187,419,833.41 55,254,217.59
239489 2/23/10 KRW H20100 767346. 1160.00 209,201.77 171,588.06 37,613.71
SALE 2/22/10 60 AMOREPACIFIC CORP 5.00 11.98 3,966,468.00 3,090,070.66 876,397.34
239473 2/24/10 KRW H20100 796039. 1146.35 3,460.08 2,994.34 465.74
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: 38
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/22/10 60 CHEIL INDUSTRIES INC 200.00 56.81 11,776,373.00 9,430,562.22 2,345,810.78
239475 2/24/10 KRW H20100 59207.4 1146.35 10,272.93 8,995.07 1,277.86
SALE 2/22/10 60 CHEIL WORLDWIDE INC 6.00 5.34 1,771,046.00 1,487,016.15 284,029.85
239474 2/24/10 KRW H20100 296194. 1146.35 1,544.94 1,474.21 70.73
SALE 2/22/10 60 KOREA EXCHANGE BANK KR 1,580.00 98.78 20,477,048.00 22,540,419.42 -2,063,371.42
248891 2/24/10 KRW H20100 13031.8 1146.35 17,862.82 19,294.13 -1,431.31
SALE 2/22/10 60 LG CHEM LTD KRW 5000.0 196.00 198.01 41,044,388.00 20,731,518.05 20,312,869.95
239483 2/24/10 KRW H20100 210568. 1146.35 35,804.41 18,682.63 17,121.78
SALE 2/22/10 60 LG TELECOM LTD KRW 500 1,580.00 60.23 12,484,958.00 13,744,429.38 -1,259,471.38
250385 2/24/10 KRW H20100 7945.57 1146.35 10,891.05 11,520.88 -629.83
SALE 2/22/10 60 NCSOFT CORP 191.00 107.22 25,484,877.00 28,380,128.76 -2,895,251.76
248978 2/24/10 KRW H20100 134072. 1146.35 22,231.32 24,327.22 -2,095.90
SALE 2/22/10 60 SAMSUNG ELCTRNCS N/VT 39.00 94.31 19,549,703.00 15,089,987.43 4,459,715.57
239490 2/24/10 KRW H20100 504046. 1146.35 17,053.87 14,109.36 2,944.51
SALE 2/23/10 60 AMOREPACIFIC CORP 6.00 14.39 4,771,597.00 3,708,084.79 1,063,512.21
239473 2/25/10 KRW H20100 798018. 1147.34 4,158.80 3,593.21 565.59
SALE 2/23/10 60 CHEIL INDUSTRIES INC 160.00 45.35 9,409,940.00 7,544,449.77 1,865,490.23
239475 2/25/10 KRW H20100 59137.3 1147.34 8,201.46 7,196.06 1,005.40
SALE 2/23/10 60 CHEIL WORLDWIDE INC 22.00 19.95 6,613,744.00 5,452,392.54 1,161,351.46
239474 2/25/10 KRW H20100 301665. 1147.35 5,764.36 5,405.42 358.94
SALE 2/23/10 60 KOREA EXCHANGE BANK KR 1,570.00 98.07 20,346,377.00 22,397,758.54 -2,051,381.54
248891 2/25/10 KRW H20100 13031.1 1147.35 17,733.37 19,172.01 -1,438.64
SALE 2/23/10 60 LG CHEM LTD KRW 5000.0 191.00 192.43 39,922,965.00 20,202,652.80 19,720,312.20
239483 2/25/10 KRW H20100 210176. 1147.35 34,795.80 18,206.03 16,589.77
SALE 2/23/10 60 LG TELECOM LTD KRW 500 1,380.00 51.76 10,739,214.00 12,004,628.19 -1,265,414.19
250385 2/25/10 KRW H20100 7825.07 1147.34 9,360.02 10,062.54 -702.52
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: 39
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/23/10 60 NCSOFT CORP 80.00 44.17 10,508,442.00 11,886,964.93 -1,378,522.93
248978 2/25/10 KRW H20100 131989. 1147.35 9,158.88 10,189.41 -1,030.53
SALE 2/23/10 60 SAMSUNG ELCTRNCS N/VT 89.00 209.62 43,488,228.00 34,436,125.16 9,052,102.84
239490 2/25/10 KRW H20100 491334. 1147.35 37,903.19 32,198.28 5,704.91
SALE 2/24/10 60 AMOREPACIFIC CORP 3.00 7.05 2,347,673.00 1,854,042.39 493,630.61
239473 2/26/10 KRW H20100 785267. 1153.00 2,036.14 1,796.61 239.53
SALE 2/24/10 60 CHEIL INDUSTRIES INC 190.00 53.12 11,076,073.00 8,959,034.10 2,117,038.90
239475 2/26/10 KRW H20100 58617.5 1153.00 9,606.31 8,545.32 1,060.99
SALE 2/24/10 60 CHEIL WORLDWIDE INC 12.00 10.94 3,644,574.00 2,974,032.29 670,541.71
239474 2/26/10 KRW H20100 304765. 1153.00 3,160.95 2,948.41 212.54
SALE 2/24/10 60 HYUNDAI ENGINEERING & 2,579.00 739.99 154,277,452.00 170,591,672.56 -16,314,220.56
247012 2/26/10 KRW H20100 60151.4 1153.00 133,805.25 137,931.18 -4,125.93
SALE 2/24/10 60 KOREA EXCHANGE BANK KR 2,620.00 162.57 33,894,560.00 37,377,151.19 -3,482,591.19
248891 2/26/10 KRW H20100 13008.3 1153.00 29,396.84 31,994.06 -2,597.22
SALE 2/24/10 60 LG CHEM LTD KRW 5000.0 203.00 202.72 42,265,051.00 21,471,929.41 20,793,121.59
239483 2/26/10 KRW H20100 209353. 1153.00 36,656.59 19,349.87 17,306.72
SALE 2/24/10 60 LG TELECOM LTD KRW 500 2,520.00 92.62 19,311,206.00 21,921,494.97 -2,610,288.97
250385 2/26/10 KRW H20100 7705.55 1153.00 16,748.66 18,375.08 -1,626.42
SALE 2/24/10 60 NCSOFT CORP 173.00 95.82 22,906,355.00 25,705,561.66 -2,799,206.66
248978 2/26/10 KRW H20100 133045. 1153.00 19,866.74 22,034.60 -2,167.86
SALE 2/24/10 60 OCI COMPANY LTD 112.00 93.67 19,529,243.00 25,307,429.54 -5,778,186.54
247824 2/26/10 KRW H20100 175332. 1153.00 16,937.76 20,312.93 -3,375.17
SALE 2/24/10 60 SAMSUNG ELCTRNCS N/VT 63.00 146.31 30,503,066.00 24,376,133.54 6,126,932.46
239490 2/26/10 KRW H20100 486853. 1153.00 26,455.39 22,792.04 3,663.35
SALE 2/24/10 60 SAMSUNG ELECTRONICS CO 275.00 988.47 206,080,290.00 162,076,899.96 44,003,390.04
239489 2/26/10 KRW H20100 753527. 1153.00 178,733.99 148,385.90 30,348.09
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: 40
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/24/10 60 SHINHAN FINANCIAL GROU 4,330.00 866.59 180,671,691.00 146,126,829.46 34,544,861.54
239492 2/26/10 KRW H20100 41956.3 1153.00 156,697.04 122,210.48 34,486.56
SALE 2/24/10 60 SK ENERGY CO LTD KRW 5 3,061.00 1,512.49 315,328,433.00 315,642,714.92 -314,281.92
250854 2/26/10 KRW H20100 103584. 1153.00 273,485.20 271,659.34 1,825.86
---------------- --------- ---------------- ------------ ---------------- --------------
52,272.00 14,694.933,186,851,522.00 2,791,435,968.34 395,415,553.66
2,757,275.91 2,396,233.53 361,042.38
95 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 2/11/10 60 BANGKOK BANK PUBLIC CO 14,200.00 144.67 1,522,556.11 1,519,138.74 3,417.37
240465 2/16/10 THB H20100 107.560 33.150 45,929.29 45,882.30 46.99
SALE 2/11/10 60 KASIKORNBANK PCL-NVDR 132,400.00 982.76 10,459,684.60 9,155,137.37 1,304,547.23
240466 2/16/10 THB H20100 79.247 33.150 315,525.93 276,638.88 38,887.05
SALE 2/12/10 60 BANGKOK BANK PUBLIC CO 15,600.00 159.37 1,680,310.61 1,668,912.99 11,397.62
240465 2/17/10 THB H20100 108.052 33.210 50,596.53 50,405.91 190.62
SALE 2/12/10 60 KASIKORNBANK PCL-NVDR 71,500.00 537.95 5,671,775.63 4,944,050.77 727,724.86
240466 2/17/10 THB H20100 79.575 33.210 170,785.17 149,393.35 21,391.82
SALE 2/15/10 60 BANGKOK BANK PUBLIC CO 15,600.00 156.76 1,650,749.68 1,668,912.99 -18,163.31
240465 2/18/10 THB H20100 106.151 33.170 49,766.35 50,405.91 -639.56
SALE 2/16/10 60 BANGKOK BANK PUBLIC CO 15,900.00 158.92 1,673,049.81 1,701,007.47 -27,957.66
240465 2/19/10 THB H20100 105.555 33.160 50,453.85 51,375.26 -921.41
SALE 2/17/10 60 BANGKOK BANK PUBLIC CO 14,200.00 144.00 1,514,126.56 1,519,138.74 -5,012.18
240465 2/22/10 THB H20100 106.965 33.120 45,716.38 45,882.30 -165.92
SALE 2/18/10 60 BANGKOK BANK PUBLIC CO 13,900.00 141.85 1,493,749.61 1,487,044.26 6,705.35
240465 2/23/10 THB H20100 107.803 33.170 45,033.15 44,912.96 120.19
SALE 2/19/10 60 BANGKOK BANK PUBLIC CO 14,300.00 145.89 1,536,283.31 1,529,836.90 6,446.41
240465 2/24/10 THB H20100 107.771 33.170 46,315.44 46,205.42 110.02
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 41
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/22/10 60 BANGKOK BANK PUBLIC CO 6,800.00 70.46 741,135.34 727,474.89 13,660.45
240465 2/25/10 THB H20100 109.334 33.130 22,370.52 21,971.81 398.71
SALE 2/23/10 60 BANGKOK BANK PUBLIC CO 7,500.00 77.71 825,122.51 802,362.01 22,760.50
240465 2/26/10 THB H20100 110.359 33.070 24,950.79 24,233.61 717.18
---------------- --------- ---------------- ------------ ---------------- --------------
321,900.00 2,720.34 28,768,543.77 26,723,017.13 2,045,526.64
867,443.40 807,307.71 60,135.69
11 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 2/05/10 60 BANCO BRADESCO S A ADR 9,200.00 185.88 147,211.92 127,911.63 19,300.29
243721 2/10/10 USD N20100 16.022 1.000 147,211.92 127,911.63 19,300.29
SALE 2/05/10 60 COMPANHIA DE BEBIDAS D 1,300.00 27.47 115,622.09 61,644.71 53,977.38
243785 2/10/10 USD N20100 88.961 1.000 115,622.09 61,644.71 53,977.38
SALE 2/05/10 60 VALE SA SP PREF ADR 20,500.00 820.00 435,848.45 492,525.16 -56,676.71
247280 2/10/10 USD N20100 21.301 1.000 435,848.45 492,525.16 -56,676.71
---------------- --------- ---------------- ------------ ---------------- --------------
31,000.00 1,033.35 698,682.46 682,081.50 16,600.96
698,682.46 682,081.50 16,600.96
3 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 2/17/10 60 CHINA RESOURCES LAND L 24,000.00 171.00 368,638.98 394,751.29 -26,112.31
247885 2/19/10 HKD H20100 15.415 7.767 47,460.38 50,935.57 -3,475.19
SALE 2/18/10 60 CHINA RESOURCES LAND L 20,000.00 141.63 305,022.14 328,959.41 -23,937.27
247885 2/22/10 HKD H20100 15.306 7.766 39,277.11 42,446.30 -3,169.19
SALE 2/19/10 60 CHINA RESOURCES LAND L 30,000.00 207.31 446,712.84 493,439.12 -46,726.28
247885 2/23/10 HKD H20100 14.944 7.767 57,514.95 63,669.46 -6,154.51
SALE 2/22/10 60 CHINA RESOURCES LAND L 18,000.00 127.52 274,672.83 296,063.47 -21,390.64
247885 2/24/10 HKD H20100 15.315 7.763 35,380.94 38,201.67 -2,820.73
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: 42
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/23/10 60 CHINA RESOURCES LAND L 14,000.00 101.51 218,473.12 230,271.59 -11,798.47
247885 2/25/10 HKD H20100 15.662 7.762 28,147.59 29,712.41 -1,564.82
SALE 2/24/10 60 CHINA RESOURCES LAND L 8,000.00 58.43 125,681.50 131,583.77 -5,902.27
247885 2/26/10 HKD H20100 15.767 7.765 16,185.85 16,978.52 -792.67
---------------- --------- ---------------- ------------ ---------------- --------------
114,000.00 807.40 1,739,201.41 1,875,068.65 -135,867.24
223,966.82 241,943.93 -17,977.11
6 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 1/27/10 60 GRUPO FINANCIERO BANOR 41,300.00 333.52 1,721,636.90 1,445,313.54 276,323.36
239199 2/02/10 MXN N20100 41.791 12.937 133,074.41 126,692.13 6,382.28
SALE 1/28/10 60 GRUPO FINANCIERO BANOR 23,300.00 190.91 987,256.08 815,394.80 171,861.28
239199 2/03/10 MXN N20100 42.478 12.961 76,173.64 71,475.22 4,698.42
SALE 1/29/10 60 GRUPO FINANCIERO BANOR 21,400.00 177.40 918,343.51 748,903.38 169,440.13
239199 2/04/10 MXN N20100 43.021 12.974 70,783.92 65,646.77 5,137.15
SALE 2/02/10 60 GRUPO FINANCIERO BANOR 13,100.00 114.01 585,606.20 458,440.86 127,165.34
239199 2/05/10 MXN N20100 44.815 12.873 45,490.69 40,185.64 5,305.05
SALE 2/02/10 60 GRUPO FINANCIERO BANOR 7,900.00 27.66 355,753.94 276,464.33 79,289.61
239199 2/05/10 MXN N20100 45.077 12.873 27,635.45 24,234.09 3,401.36
SALE 2/03/10 60 GRUPO FINANCIERO BANOR 6,600.00 23.38 302,018.60 230,970.20 71,048.40
239199 2/08/10 MXN N20100 45.806 12.930 23,358.34 20,246.20 3,112.14
SALE 2/03/10 60 GRUPO FINANCIERO BANOR 19,200.00 170.39 879,028.92 671,913.31 207,115.61
239199 2/08/10 MXN N20100 45.898 12.930 67,984.73 58,898.03 9,086.70
---------------- --------- ---------------- ------------ ---------------- --------------
132,800.00 1,037.27 5,749,644.15 4,647,400.42 1,102,243.73
444,501.18 407,378.08 37,123.10
7 TRANSACTIONS IN COUNTRY: MEXICO (7800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 43
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/27/10 60 ITC LIMITED GDR REG S 30,029.00 166,060.37 131,319.91 34,740.46
242448 2/01/10 USD H20100 5.530 1.000 166,060.37 131,319.91 34,740.46
SALE 1/28/10 60 ITC LIMITED GDR REG S 34,123.00 185,970.35 149,223.39 36,746.96
242448 2/02/10 USD H20100 5.450 1.000 185,970.35 149,223.39 36,746.96
SALE 2/01/10 60 HDFC BANK LTD ADR REPS 15,200.00 630.91 1,803,107.49 1,513,521.72 289,585.77
239502 2/04/10 USD H20100 118.667 1.000 1,803,107.49 1,513,521.72 289,585.77
SALE 2/03/10 60 ITC LIMITED GDR REG S 55,275.00 299,590.50 241,723.27 57,867.23
242448 2/08/10 USD H20100 5.420 1.000 299,590.50 241,723.27 57,867.23
SALE 2/03/10 60 LARSEN + TOUBRO LTD IN 10,991.00 343,798.48 341,586.07 2,212.41
239208 2/08/10 USD H20100 31.280 1.000 343,798.48 341,586.07 2,212.41
SALE 2/05/10 60 INFOSYS TECHNOLOGIES-S 15,900.00 328.20 802,289.49 683,495.63 118,793.86
239503 2/10/10 USD H20100 50.479 1.000 802,289.49 683,495.63 118,793.86
SALE 2/09/10 60 HDFC BANK LTD ADR REPS 1,600.00 66.30 180,729.86 159,318.08 21,411.78
239502 2/12/10 USD H20100 112.998 1.000 180,729.86 159,318.08 21,411.78
SALE 2/15/10 60 MAHINDRA +MAHINDRA GDR 11,100.00 239,982.00 124,094.80 115,887.20
239209 2/18/10 USD H20100 21.620 1.000 239,982.00 124,094.80 115,887.20
SALE 2/17/10 60 MAHINDRA +MAHINDRA GDR 8,600.00 192,726.00 96,145.52 96,580.48
239209 2/22/10 USD H20100 22.410 1.000 192,726.00 96,145.52 96,580.48
---------------- --------- ---------------- ------------ ---------------- --------------
182,818.00 1,025.41 4,214,254.54 3,440,428.39 773,826.15
4,214,254.54 3,440,428.39 773,826.15
9 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
3,765,664.00 35,113.283,367,960,262.07 2,970,201,616.53 397,758,645.54
15,544,828.47 13,802,483.07 1,742,345.40
185 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
3,765,664.00 35,113.283,367,960,262.07 2,970,201,616.53 397,758,645.54
15,544,828.47 13,802,483.07 1,742,345.40
185 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
---------------- --------- ---------------- ------------ ---------------- --------------
5,366,043.00 55,155.555,613,847,105.54 5,216,088,460.00 397,758,645.54
27,710,888.98 25,968,543.58 1,742,345.40
314 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: 44
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------* * * THIS PAGE INTENTIONALLY BLANK * * *
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 2/01/10 THROUGH 2/28/10 ** 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 2/11/10 60 VALE S A NPV ADR 64,100.00 1,703,995.94 1,703,995.94
250850 2/17/10 USD 26.583 1.000 1,703,995.94 1,703,995.94
PUR 2/11/10 60 VALE S A NPV ADR 16,500.00 434,136.45 434,136.45
250850 2/17/10 USD 26.311 1.000 434,136.45 434,136.45
PUR 2/12/10 60 VALE S A NPV ADR 9,200.00 247,400.88 247,400.88
250850 2/18/10 USD 26.891 1.000 247,400.88 247,400.88
PUR 2/12/10 60 VALE S A NPV ADR 31,100.00 830,575.26 830,575.26
250850 2/18/10 USD 26.707 1.000 830,575.26 830,575.26
PUR 2/16/10 60 VALE S A NPV ADR 18,200.00 514,965.36 514,965.36
250850 2/19/10 USD 28.295 1.000 514,965.36 514,965.36
PUR 2/16/10 60 VALE S A NPV ADR 4,600.00 128,476.16 128,476.16
250850 2/19/10 USD 27.930 1.000 128,476.16 128,476.16
PUR 2/17/10 60 VALE S A NPV ADR 52,400.00 1,472,607.68 1,472,607.68
250850 2/22/10 USD 28.103 1.000 1,472,607.68 1,472,607.68
---------------- --------- ---------------- ------------ ---------------- --------------
196,100.00 5,332,157.73 5,332,157.73
5,332,157.73 5,332,157.73
7 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
PUR 2/01/10 60 FIRST QUANTUM MINERALS 11,600.00 108.81 907,045.76 907,045.76
248466 2/04/10 CAD GT2DBU 78.184 1.066 850,807.39 850,807.39
---------------- --------- ---------------- ------------ ---------------- --------------
11,600.00 108.81 907,045.76 907,045.76
850,807.39 850,807.39
1 TRANSACTION IN COUNTRY: CANADA ( 300)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 46
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/01/10 60 CFAO SA NPV 12,100.00 246.52 354,961.49 354,961.49
249999 2/04/10 EUR GT2D9S 29.321 .720 493,289.82 493,289.82
---------------- --------- ---------------- ------------ ---------------- --------------
12,100.00 246.52 354,961.49 354,961.49
493,289.82 493,289.82
1 TRANSACTION IN COUNTRY: FRANCE ( 400)
PUR 2/01/10 60 ORIFLAME COSMETICS SA- 9,500.00 273.68 3,988,791.90 3,988,791.90
239833 2/04/10 SEK GT2D9U 419.663 7.284 547,640.16 547,640.16
---------------- --------- ---------------- ------------ ---------------- --------------
9,500.00 273.68 3,988,791.90 3,988,791.90
547,640.16 547,640.16
1 TRANSACTION IN COUNTRY: SWEDEN ( 800)
PUR 2/01/10 60 AKBANK TAS TRY 1.0 140,500.00 1,265.85 1,258,362.17 1,258,362.17
244496 2/03/10 TRY GT2DBU 8.943 1.489 845,162.31 845,162.31
PUR 2/01/10 60 KOC HOLDING AS 210,100.00 1,084.03 1,077,620.15 1,077,620.15
247977 2/03/10 TRY GT2DBW 5.121 1.489 723,769.33 723,769.33
PUR 2/01/10 60 TURKIYE IS BANKASI-C 333,600.00 2,277.83 2,264,365.46 2,264,365.46
239835 2/03/10 TRY GT2DBU 6.778 1.489 1,520,831.12 1,520,831.12
---------------- --------- ---------------- ------------ ---------------- --------------
684,200.00 4,627.71 4,600,347.78 4,600,347.78
3,089,762.76 3,089,762.76
3 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 2/01/10 60 ADVANCED SEMICOND EN T 106,300.00 414,314.88 414,314.88
239874 2/04/10 USD 3.898 1.000 414,314.88 414,314.88
PUR 2/01/10 60 HON HAI PRECISION IND 14,200.00 62.84 125,732.84 125,732.84
239871 2/04/10 USD GT2D9U 8.850 1.000 125,732.84 125,732.84
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 47
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/01/10 60 TAIWAN SEMICONDUCT ADS 71,400.00 717,127.32 717,127.32
240081 2/04/10 USD 10.044 1.000 717,127.32 717,127.32
PUR 2/02/10 60 HTC CORP 11,200.00 533.25 444,906.69 444,906.69
244137 2/05/10 USD GT2DGC 39.676 1.000 444,906.69 444,906.69
---------------- --------- ---------------- ------------ ---------------- --------------
203,100.00 596.09 1,702,081.73 1,702,081.73
1,702,081.73 1,702,081.73
4 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 2/02/10 60 SHOUGANG CONCORD INTER 1,340,000.00 865.26 2,181,540.37 2,181,540.37
241650 2/04/10 HKD GT2D9S 1.623 7.767 280,876.59 280,876.59
---------------- --------- ---------------- ------------ ---------------- --------------
1,340,000.00 865.26 2,181,540.37 2,181,540.37
280,876.59 280,876.59
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
PUR 1/28/10 60 SHINHAN FINANCIAL GROU 12,901.00 1,146.70 529,444,657.00 529,444,657.00
240067 2/01/10 KRW GT2CNU 40936.6 1151.40 459,826.87 459,826.87
PUR 1/29/10 60 SHINHAN FINANCIAL GROU 10,203.00 899.66 419,025,051.00 419,025,051.00
240067 2/02/10 KRW GT2CNW 40966.3 1161.50 360,761.99 360,761.99
PUR 2/01/10 60 SHINHAN FINANCIAL GROU 2,973.00 267.09 125,235,313.00 125,235,313.00
240067 2/03/10 KRW GT2D9S 42019.1 1169.30 107,102.81 107,102.81
PUR 2/01/10 60 SHINHAN FINANCIAL GROU 2,507.00 227.89 106,857,397.00 106,857,397.00
240067 2/03/10 KRW GT2DBU 42517.3 1169.30 91,385.78 91,385.78
PUR 2/01/10 60 SHINHAN FINANCIAL GROU 1,464.00 132.26 62,015,970.00 62,015,970.00
240067 2/03/10 KRW GT2D9S 42255.0 1169.30 53,036.83 53,036.83
PUR 2/02/10 60 HITE BREWERY 3,000.00 1,025.97 477,034,610.00 477,034,610.00
242505 2/04/10 KRW GT2D9U 158615. 1159.50 411,414.07 411,414.07
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: 48
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/02/10 60 KT+G CORP KRW 5000.0 27,900.00 2,500.361,935,680,869.00 1,935,680,869.00
247575 2/04/10 KRW GT2D9S 69275.3 1159.50 1,669,409.98 1,669,409.98
PUR 2/02/10 60 NHN CORP 7,600.00 1,674.291,296,163,832.00 1,296,163,832.00
244927 2/04/10 KRW GT2D9U 170292. 1159.50 1,117,864.45 1,117,864.45
PUR 2/02/10 60 SAMSUNG ELECTRONICS CO 1,500.00 1,525.291,180,814,570.00 1,180,814,570.00
240066 2/04/10 KRW GT2D9S 786030. 1159.50 1,018,382.55 1,018,382.55
PUR 2/02/10 60 SHINHAN FINANCIAL GROU 5,594.00 163.09 236,565,776.00 236,565,776.00
240067 2/04/10 KRW GT2D9S 42255.3 1159.50 204,023.96 204,023.96
PUR 2/02/10 60 SHINHAN FINANCIAL GROU 14,020.00 413.43 599,694,768.00 599,694,768.00
240067 2/04/10 KRW GT2D9U 42740.0 1159.50 517,201.18 517,201.18
PUR 2/02/10 60 WOONGJIN COWAY CO LTD 30,800.00 1,416.031,096,237,389.00 1,096,237,389.00
240084 2/04/10 KRW GT2D9S 35538.8 1159.50 945,439.75 945,439.75
PUR 2/03/10 60 SHINHAN FINANCIAL GROU 15,000.00 1,408.70 648,998,821.00 648,998,821.00
240067 2/05/10 KRW GT2D9U 43158.6 1148.90 564,887.13 564,887.13
PUR 2/04/10 60 SHINHAN FINANCIAL GROU 7,313.00 220.84 317,908,239.00 317,908,239.00
240067 2/08/10 KRW GT2D9S 43436.9 1150.70 276,273.78 276,273.78
PUR 2/04/10 60 SHINHAN FINANCIAL GROU 14,000.00 420.85 605,818,612.00 605,818,612.00
240067 2/08/10 KRW GT2DL8 43238.1 1150.70 526,478.33 526,478.33
PUR 2/17/10 60 NHN CORP 1,017.00 395.29 181,037,293.00 181,037,293.00
244927 2/19/10 KRW GT2FCS 177567. 1142.10 158,512.65 158,512.65
PUR 2/17/10 60 SAMSUNG ELECTRONICS CO 2,575.00 4,358.741,996,229,098.00 1,996,229,098.00
240066 2/19/10 KRW GT2FAI 773301. 1142.10 1,747,858.42 1,747,858.42
PUR 2/18/10 60 NHN CORP 765.00 288.73 133,175,301.00 133,175,301.00
244927 2/22/10 KRW GT2FAK 173651. 1150.20 115,784.47 115,784.47
PUR 2/18/10 60 NHN CORP 655.00 118.90 114,106,764.00 114,106,764.00
244927 2/22/10 KRW GT2FAK 174000. 1150.20 99,206.02 99,206.02
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 49
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/19/10 60 NHN CORP 1,027.00 379.41 176,491,060.00 176,491,060.00
244927 2/23/10 KRW GT2FQ8 171422. 1160.00 152,147.47 152,147.47
PUR 2/22/10 60 NHN CORP 643.00 246.80 113,451,084.00 113,451,084.00
244927 2/24/10 KRW GT2G8M 176000. 1146.35 98,967.23 98,967.23
PUR 2/23/10 60 NHN CORP 206.00 31.84 36,566,515.00 36,566,515.00
244927 2/25/10 KRW GT2G8M 177330. 1147.35 31,870.41 31,870.41
PUR 2/24/10 60 NHN CORP 165.00 25.46 29,382,586.00 29,382,586.00
244927 2/26/10 KRW GT2G6E 177898. 1153.00 25,483.60 25,483.60
---------------- --------- ---------------- ------------ ---------------- --------------
163,828.00 19,287.62 12417935575.00 12417935575.00
10,753,319.73 10,753,319.73
23 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 2/01/10 60 INDOFOOD SUKSES MAKMUR 79,000.00 102.91 282,402,831.00 282,402,831.00
249825 2/04/10 IDR GT2D9U 3562.50 9380.00 30,106.91 30,106.91
PUR 2/01/10 60 INDOFOOD SUKSES MAKMUR 115,500.00 154.83 411,708,304.00 411,708,304.00
249825 2/04/10 IDR GT2DBU 3552.00 9380.00 43,892.14 43,892.14
PUR 2/01/10 60 P T TELEKOMUNIKASI IND 33,600.00 1,337,290.08 1,337,290.08
240078 2/04/10 USD 39.800 1.000 1,337,290.08 1,337,290.08
PUR 2/02/10 60 BANK MANDIRI 1,043,000.00 4,923,201,790.00 4,923,201,790.00
240057 2/05/10 IDR GT2D9U 4720.23 9355.00 526,264.22 526,264.22
PUR 2/02/10 60 INDOFOOD SUKSES MAKMUR 49,000.00 66.09 175,261,763.00 175,261,763.00
249825 2/05/10 IDR GT2D9S 3564.15 9354.99 18,734.56 18,734.56
PUR 2/02/10 60 TAMBANG BATUBARA BUKIT 337,000.00 5,689,312,641.00 5,689,312,641.00
247976 2/05/10 IDR GT2D9U 16882.2 9355.00 608,157.42 608,157.42
PUR 2/02/10 60 UNITED TRACTORS TBK PT 326,000.00 1,170.925,487,954,001.00 5,487,954,001.00
242799 2/05/10 IDR GT2D9U 16800.6 9355.00 586,633.24 586,633.24
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: 50
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/05/10 60 INDOFOOD SUKSES MAKMUR 183,500.00 244.14 649,182,547.00 649,182,547.00
249825 2/10/10 IDR GT2D9U 3525.30 9380.00 69,209.23 69,209.23
PUR 2/05/10 60 INDOFOOD SUKSES MAKMUR 61,000.00 216,243,484.00 216,243,484.00
249825 2/10/10 IDR GT2D9U 3544.97 9379.99 23,053.68 23,053.68
PUR 2/08/10 60 INDOFOOD SUKSES MAKMUR 143,000.00 490,444,171.00 490,444,171.00
249825 2/11/10 IDR GT2ECO 3429.68 9389.99 52,230.48 52,230.48
PUR 2/09/10 60 INDOFOOD SUKSES MAKMUR 63,000.00 222,459,536.00 222,459,536.00
249825 2/12/10 IDR GT2EAG 3531.10 9374.99 23,729.02 23,729.02
PUR 2/09/10 60 INDOFOOD SUKSES MAKMUR 85,000.00 112.16 298,091,867.00 298,091,867.00
249825 2/12/10 IDR GT2ECM 3494.59 9374.99 31,796.47 31,796.47
PUR 2/10/10 60 INDOFOOD SUKSES MAKMUR 49,500.00 66.74 176,995,271.00 176,995,271.00
249825 2/15/10 IDR GT2EAG 3563.04 9354.99 18,919.86 18,919.86
PUR 2/11/10 60 INDOFOOD SUKSES MAKMUR 63,000.00 84.82 225,175,044.00 225,175,044.00
249825 2/16/10 IDR GT2EAI 3561.59 9364.99 24,044.32 24,044.32
PUR 2/12/10 60 INDOFOOD SUKSES MAKMUR 28,500.00 103,809,575.00 103,809,575.00
249825 2/17/10 IDR GT2EAG 3642.44 9334.99 11,120.47 11,120.47
---------------- --------- ---------------- ------------ ---------------- --------------
2,659,600.00 2,002.61 19353580115.08 19353580115.08
3,405,182.10 3,405,182.10
15 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 2/02/10 60 COMMERCIAL INTERNATION 48,200.00 826.16 3,015,575.41 3,015,575.41
247491 2/04/10 EGP GT2D9S 62.470 5.467 551,596.01 551,596.01
PUR 2/02/10 60 MOBINIL EGP 10.0 11,900.00 1,738.03 2,724,308.32 2,724,308.32
240076 2/04/10 EGP GT2D9S 228.135 5.467 498,318.70 498,318.70
PUR 2/02/10 60 ORASCOM CONSTRUCTION I 28,700.00 4,880.29 7,649,690.40 7,649,690.40
240086 2/04/10 EGP GT2D9S 265.610 5.467 1,399,248.29 1,399,248.29
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 51
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/03/10 60 EASTERN TOBACCO CO EGP 6,200.00 517.50 809,375.98 809,375.98
240085 2/08/10 EGP GT2D9U 130.089 5.455 148,373.23 148,373.23
---------------- --------- ---------------- ------------ ---------------- --------------
95,000.00 7,961.98 14,198,950.11 14,198,950.11
2,597,536.23 2,597,536.23
4 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 2/01/10 60 KUMBA IRON ORE LTD 20,500.00 3,510.73 6,635,912.60 6,635,912.60
239842 2/08/10 ZAR GT2DBW 322.413 7.531 881,193.08 881,193.08
PUR 2/01/10 60 MASSMART ZAR0.01 45,100.00 2,131.74 4,029,376.01 4,029,376.01
239844 2/08/10 ZAR GT2DBU 88.987 7.531 535,067.06 535,067.06
PUR 2/01/10 60 MURRAY + ROBERTS HOLDI 122,200.00 2,593.49 4,902,165.96 4,902,165.96
240206 2/08/10 ZAR GT2DBW 39.956 7.531 650,966.19 650,966.19
PUR 2/01/10 60 NEDBANK GROUP LTD 67,700.00 4,363.69 8,248,168.22 8,248,168.22
239838 2/08/10 ZAR GT2DBU 121.349 7.531 1,095,286.99 1,095,286.99
PUR 2/01/10 60 PRETORIA PORTLAND CEME 99,800.00 1,757.20 3,321,423.13 3,321,423.13
239841 2/08/10 ZAR GT2D9U 33.148 7.531 441,056.91 441,056.91
PUR 2/01/10 60 SANLAM LTD 428,600.00 5,270.10 9,961,434.11 9,961,434.11
239837 2/08/10 ZAR GT2DBW 23.149 7.531 1,322,794.21 1,322,794.21
PUR 2/01/10 60 SHOPRITE HOLDINGS LTD 45,500.00 1,697.99 3,209,503.11 3,209,503.11
248759 2/08/10 ZAR GT2DBW 70.258 7.531 426,194.87 426,194.87
PUR 2/01/10 60 STANDARD BANK GROUP LT 65,700.00 3,764.91 7,116,350.51 7,116,350.51
247879 2/08/10 ZAR GT2DBW 107.884 7.531 944,991.17 944,991.17
PUR 2/01/10 60 TIGER BRANDS LTD ZAR 0 43,900.00 4,104.00 7,757,305.60 7,757,305.60
247237 2/08/10 ZAR GT2DBW 176.000 7.531 1,030,104.59 1,030,104.59
PUR 2/01/10 60 TRUWORTHS INTERNAT ZAR 43,300.00 966.58 1,827,017.75 1,827,017.75
239843 2/08/10 ZAR GT2DBU 42.026 7.531 242,612.51 242,612.51
---------------- --------- ---------------- ------------ ---------------- --------------
982,300.00 30,160.43 57,008,657.00 57,008,657.00
7,570,267.58 7,570,267.58
10 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 52
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/02/10 60 BANPU PUBLIC CO LTD-FO 28,200.00 1,170.79 14,919,764.00 14,919,764.00
242472 2/05/10 THB GT2D9U 527.695 33.110 450,612.02 450,612.02
PUR 2/02/10 60 KASIKORNBANK PCL-FOREI 128,200.00 532.82 11,009,291.66 11,009,291.66
246231 2/05/10 THB GT2D9S 85.738 33.110 332,506.54 332,506.54
---------------- --------- ---------------- ------------ ---------------- --------------
156,400.00 1,703.61 25,929,055.66 25,929,055.66
783,118.56 783,118.56
2 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 1/27/10 60 CIELO SA(FMLY COMP BRA 2,700.00 51.09 40,653.84 40,653.84
247595 2/01/10 BRL GT2CNU 15.022 1.862 21,838.12 21,838.12
PUR 1/28/10 60 CEMIG SA SPN ADR 3,100.00 50,859.22 50,859.22
248069 2/02/10 USD 16.406 1.000 50,859.22 50,859.22
PUR 1/28/10 60 CIA SIDERBURGICA NACL 6,500.00 188,639.10 188,639.10
250732 2/02/10 USD 29.021 1.000 188,639.10 188,639.10
PUR 1/28/10 60 CIA SIDERBURGICA NACL 900.00 25,785.27 25,785.27
250732 2/02/10 USD 28.650 1.000 25,785.27 25,785.27
PUR 1/28/10 60 CIELO SA(FMLY COMP BRA 300.00 5.69 4,525.59 4,525.59
247595 2/02/10 BRL GT2CNW 15.050 1.861 2,431.41 2,431.41
PUR 1/28/10 60 USINAS SIDER MINAS GER 2,400.00 105.22 115,735.22 115,735.22
245414 2/02/10 BRL GT2CNU 48.141 1.861 62,179.78 62,179.78
PUR 1/28/10 60 USINAS SIDER MINAS GER 2,200.00 143.22 106,896.39 106,896.39
245414 2/02/10 BRL GT2CNU 48.468 1.861 57,431.04 57,431.04
PUR 1/29/10 60 CIA SIDERBURGICA NACL 14,700.00 434,063.07 434,063.07
250732 2/03/10 USD 29.528 1.000 434,063.07 434,063.07
PUR 1/29/10 60 CIA SIDERBURGICA NACL 7,300.00 215,652.95 215,652.95
250732 2/03/10 USD 29.542 1.000 215,652.95 215,652.95
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: 53
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/29/10 60 CIELO SA(FMLY COMP BRA 3,200.00 59.81 47,830.84 47,830.84
247595 2/03/10 BRL GT2CNU 14.912 1.871 25,564.32 25,564.32
PUR 2/01/10 60 CIA DE CONCESSOES RODO 41,900.00 2,162.15 1,690,514.11 1,690,514.11
240087 2/04/10 BRL GT2D9S 40.250 1.868 904,937.70 904,937.70
PUR 2/01/10 60 CIA SIDERBURGICA NACL 6,500.00 197,798.25 197,798.25
250732 2/04/10 USD 30.431 1.000 197,798.25 197,798.25
PUR 2/01/10 60 ELETROPAULO METROP PRF 16,300.00 582.72 591,102.93 591,102.93
243786 2/04/10 BRL GT2DBW 36.197 1.868 316,419.32 316,419.32
PUR 2/01/10 60 NATURA COSMETICOS SA N 28,400.00 974.88 988,905.77 988,905.77
248071 2/04/10 BRL GT2DBU 34.757 1.868 529,364.47 529,364.47
PUR 2/01/10 60 REDECARD SA 155,700.00 6,200.30 4,082,857.52 4,082,857.52
240065 2/04/10 BRL GT2D9U 26.148 1.868 2,185,566.90 2,185,566.90
PUR 2/01/10 60 SOUZA CRUZ SA 12,400.00 750.13 760,921.15 760,921.15
240069 2/04/10 BRL GT2D9U 61.252 1.868 407,323.56 407,323.56
PUR 2/02/10 60 BANCO DO BRASIL SA 166,000.00 6,625.09 5,098,105.49 5,098,105.49
240056 2/05/10 BRL GT2D9U 30.638 1.839 2,772,819.26 2,772,819.26
PUR 2/02/10 60 CIA SIDERBURGICA NACL 5,600.00 174,027.28 174,027.28
250732 2/05/10 USD 31.076 1.000 174,027.28 174,027.28
PUR 2/02/10 60 CIA SIDERBURGICA NACL 600.00 18,330.00 18,330.00
250732 2/05/10 USD 30.550 1.000 18,330.00 18,330.00
PUR 2/03/10 60 CEMIG SA SPN ADR 2,300.00 37,936.66 37,936.66
248069 2/08/10 USD 16.494 1.000 37,936.66 37,936.66
PUR 2/03/10 60 CIA SIDERBURGICA NACL 2,100.00 64,728.93 64,728.93
250732 2/08/10 USD 30.823 1.000 64,728.93 64,728.93
PUR 2/03/10 60 CIA SIDERBURGICA NACL 9,000.00 277,224.30 277,224.30
250732 2/08/10 USD 30.803 1.000 277,224.30 277,224.30
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 54
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/04/10 60 CEMIG SA SPN ADR 13,300.00 210,787.71 210,787.71
248069 2/09/10 USD 15.849 1.000 210,787.71 210,787.71
PUR 2/04/10 60 CIA SIDERBURGICA NACL 18,800.00 559,087.56 559,087.56
250732 2/09/10 USD 29.739 1.000 559,087.56 559,087.56
PUR 2/04/10 60 CIELO SA(FMLY COMP BRA 21,100.00 482.25 320,466.53 320,466.53
247595 2/09/10 BRL GT2DL8 15.145 1.885 169,990.73 169,990.73
PUR 2/05/10 60 CEMIG SA SPN ADR 9,300.00 145,791.45 145,791.45
248069 2/10/10 USD 15.677 1.000 145,791.45 145,791.45
PUR 2/05/10 60 CIA SIDERBURGICA NACL 7,500.00 215,862.00 215,862.00
250732 2/10/10 USD 28.782 1.000 215,862.00 215,862.00
PUR 2/05/10 60 CIA SIDERBURGICA NACL 5,800.00 165,646.26 165,646.26
250732 2/10/10 USD 28.560 1.000 165,646.26 165,646.26
PUR 2/05/10 60 CIELO SA(FMLY COMP BRA 109,400.00 2,026.77 1,590,088.24 1,590,088.24
247595 2/10/10 BRL GT2DL8 14.500 1.874 848,273.27 848,273.27
PUR 2/08/10 60 CEMIG SA SPN ADR 4,400.00 70,232.36 70,232.36
248069 2/11/10 USD 15.962 1.000 70,232.36 70,232.36
PUR 2/08/10 60 CIA SIDERBURGICA NACL 4,300.00 125,374.67 125,374.67
250732 2/11/10 USD 29.157 1.000 125,374.67 125,374.67
PUR 2/10/10 60 USINAS SIDER MINAS GER 9,300.00 669.85 438,115.98 438,115.98
245414 2/17/10 BRL GT2ECO 46.976 1.855 236,117.48 236,117.48
PUR 2/10/10 60 USINAS SIDER MINAS GER 29,800.00 1,884.03 1,401,822.08 1,401,822.08
245414 2/17/10 BRL GT2EAG 46.924 1.855 755,495.60 755,495.60
PUR 2/11/10 60 USINAS SIDER MINAS GER 12,600.00 792.68 591,865.35 591,865.35
245414 2/18/10 BRL GT2ECO 46.856 1.862 317,865.39 317,865.39
PUR 2/12/10 60 USINAS SIDER MINAS GER 3,600.00 253.58 166,453.81 166,453.81
245414 2/19/10 BRL GT2ECO 46.106 1.862 89,385.57 89,385.57
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 55
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/12/10 60 USINAS SIDER MINAS GER 14,100.00 876.46 654,491.76 654,491.76
245414 2/19/10 BRL GT2EAG 46.302 1.862 351,461.58 351,461.58
---------------- --------- ---------------- ------------ ---------------- --------------
753,400.00 24,645.92 21,869,179.64 21,869,179.64
13,232,292.54 13,232,292.54
36 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 2/01/10 60 NETEASE COM INC USD 0. 32,600.00 1,079,803.28 1,079,803.28
247975 2/04/10 USD 33.123 1.000 1,079,803.28 1,079,803.28
---------------- --------- ---------------- ------------ ---------------- --------------
32,600.00 1,079,803.28 1,079,803.28
1,079,803.28 1,079,803.28
1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 2/01/10 60 AMERICA MOVIL ADR SER 10,300.00 455,973.79 455,973.79
243935 2/04/10 USD 44.269 1.000 455,973.79 455,973.79
PUR 2/01/10 60 DESARROLADORA HOMEX AD 11,800.00 365,243.04 365,243.04
240080 2/04/10 USD 30.953 1.000 365,243.04 365,243.04
PUR 2/01/10 60 FOMENTO ECONOMICO MEXI 24,700.00 1,039,203.10 1,039,203.10
240074 2/04/10 USD 42.073 1.000 1,039,203.10 1,039,203.10
PUR 2/01/10 60 GRUPO TELEVISA SA-SPON 60,000.00 1,166,844.00 1,166,844.00
239875 2/04/10 USD 19.447 1.000 1,166,844.00 1,166,844.00
PUR 2/02/10 60 GPO MEXICO SA SER B 165,000.00 716.16 4,618,824.21 4,618,824.21
247974 2/05/10 MXN GT2D9S 27.937 12.873 358,796.58 358,796.58
PUR 2/02/10 60 KIMBERLY-CLARK DE MEXI 22,700.00 156.06 1,341,308.95 1,341,308.95
239830 2/05/10 MXN GT2D9U 59.000 12.873 104,194.71 104,194.71
---------------- --------- ---------------- ------------ ---------------- --------------
294,500.00 872.22 8,987,397.09 8,987,397.09
3,490,255.22 3,490,255.22
6 TRANSACTIONS IN COUNTRY: MEXICO (7800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 56
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/02/10 60 BRITISH AMERICAN TOBAC 10,800.00 433.32 458,239.01 458,239.01
239832 2/05/10 MYR GT2D9U 42.293 3.413 134,262.82 134,262.82
PUR 2/03/10 60 BRITISH AMERICAN TOBAC 9,700.00 398.46 413,345.56 413,345.56
239832 2/08/10 MYR GT2D9U 42.473 3.397 121,679.59 121,679.59
---------------- --------- ---------------- ------------ ---------------- --------------
20,500.00 831.78 871,584.57 871,584.57
255,942.41 255,942.41
2 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
PUR 1/28/10 60 OIL + GAS DEVELOPMENT 8,700.00 39.67 1,001,667.66 1,001,667.66
249826 2/01/10 PKR GT2CNW 114.748 84.650 11,833.05 11,833.05
PUR 1/29/10 60 OIL + GAS DEVELOPMENT 7,200.00 32.98 834,434.35 834,434.35
249826 2/02/10 PKR GT2DBU 115.505 84.840 9,835.39 9,835.39
PUR 2/01/10 60 OIL + GAS DEVELOPMENT 2,400.00 10.96 277,889.29 277,889.29
249826 2/03/10 PKR GT2DBW 115.399 84.980 3,270.06 3,270.06
PUR 2/02/10 60 OIL + GAS DEVELOPMENT 5,600.00 25.61 647,648.10 647,648.10
249826 2/04/10 PKR GT2D9U 115.264 84.800 7,637.36 7,637.36
PUR 2/02/10 60 OIL + GAS DEVELOPMENT 429,600.00 876.99 49,653,688.74 49,653,688.74
249826 2/04/10 PKR GT2D9U 115.408 84.800 585,538.78 585,538.78
PUR 2/02/10 60 PAKISTAN PETROLEUM LTD 82,500.00 282.71 16,006,649.51 16,006,649.51
241890 2/04/10 PKR GT2D9S 193.729 84.800 188,757.66 188,757.66
PUR 2/03/10 60 OIL + GAS DEVELOPMENT 5,800.00 26.41 668,714.79 668,714.79
249826 2/08/10 PKR GT2D9S 114.909 84.880 7,878.36 7,878.36
PUR 2/10/10 60 OIL + GAS DEVELOPMENT 4,100.00 19.10 483,624.43 483,624.43
249826 2/12/10 PKR GT2ECM 117.562 84.880 5,697.74 5,697.74
PUR 2/11/10 60 OIL + GAS DEVELOPMENT 4,200.00 19.59 495,521.28 495,521.28
249826 2/15/10 PKR GT2ECO 117.586 84.800 5,843.41 5,843.41
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 57
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/12/10 60 OIL + GAS DEVELOPMENT 19,300.00 89.72 2,273,025.87 2,273,025.87
249826 2/16/10 PKR GT2EAI 117.379 84.940 26,760.37 26,760.37
PUR 2/15/10 60 OIL + GAS DEVELOPMENT 5,800.00 26.85 679,973.22 679,973.22
249826 2/17/10 PKR GT2FAI 116.844 84.900 8,009.11 8,009.11
PUR 2/16/10 60 OIL + GAS DEVELOPMENT 3,300.00 15.43 390,351.68 390,351.68
249826 2/18/10 PKR GT2FAK 117.892 84.800 4,603.20 4,603.20
PUR 2/24/10 60 OIL + GAS DEVELOPMENT 8,900.00 41.32 1,048,249.00 1,048,249.00
249826 2/26/10 PKR GT2G6E 117.386 85.050 12,325.09 12,325.09
---------------- --------- ---------------- ------------ ---------------- --------------
587,400.00 1,507.34 74,461,437.92 74,461,437.92
877,989.58 877,989.58
13 TRANSACTIONS IN COUNTRY: PAKISTAN (8950)
PUR 2/01/10 60 CELLCOM ISRAEL LTD 15,200.00 490,960.00 490,960.00
247007 2/04/10 USD 32.300 1.000 490,960.00 490,960.00
PUR 2/01/10 60 ISRAEL CHEMICALS LIMIT 67,000.00 1,280.21 3,174,645.44 3,174,645.44
239829 2/03/10 ILS GT2DBW 47.312 3.714 854,754.97 854,754.97
---------------- --------- ---------------- ------------ ---------------- --------------
82,200.00 1,280.21 3,665,605.44 3,665,605.44
1,345,714.97 1,345,714.97
2 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
PUR 2/01/10 60 MAGNIT OJSC NPV GDR 75,700.00 1,371.68 1,144,441.68 1,144,441.68
249598 2/04/10 USD GT2D9S 15.100 1.000 1,144,441.68 1,144,441.68
PUR 2/01/10 60 MOBILE TELESYSTEMS OJS 19,000.00 927,473.60 927,473.60
240075 2/04/10 USD 48.814 1.000 927,473.60 927,473.60
PUR 2/01/10 60 URALKALI JSC NPV GDR 24,900.00 264.52 529,294.90 529,294.90
248070 2/04/10 USD GT2DBW 21.246 1.000 529,294.90 529,294.90
---------------- --------- ---------------- ------------ ---------------- --------------
119,600.00 1,636.20 2,601,210.18 2,601,210.18
2,601,210.18 2,601,210.18
3 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 58
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/01/10 60 INFOSYS TECHNOLOGIES L 11,800.00 619,457.52 619,457.52
247492 2/04/10 USD 52.496 1.000 619,457.52 619,457.52
---------------- --------- ---------------- ------------ ---------------- --------------
11,800.00 619,457.52 619,457.52
619,457.52 619,457.52
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
8,415,728.00 98,607.99 32001874955.25 32001874955.25
60,908,706.08 60,908,706.08
136 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
8,415,728.00 98,607.99 32001874955.25 32001874955.25
60,908,706.08 60,908,706.08
136 "PUR " TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 59
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/28/10 60 TURKCELL ILETISIM HIZM 28,369.00 521.70 311,278.85 270,906.05 40,372.80
239834 2/01/10 TRY GT2CNU 11.000 1.495 208,157.58 207,394.16 763.42
SALE 1/28/10 60 TURKCELL ILETISIM HIZM 7,092.00 132.79 79,231.82 67,724.13 11,507.69
239834 2/01/10 TRY GT2CNW 11.200 1.495 52,983.70 51,846.72 1,136.98
---------------- --------- ---------------- ------------ ---------------- --------------
35,461.00 654.49 390,510.67 338,630.18 51,880.49
261,141.28 259,240.88 1,900.40
2 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 1/27/10 60 TRUWORTHS INTERNAT ZAR 685.00 1.51 28,784.99 19,749.12 9,035.87
239843 2/03/10 ZAR GT2CNU 42.039 7.624 3,775.43 2,512.99 1,262.44
SALE 1/27/10 60 TRUWORTHS INTERNAT ZAR 2,076.00 22.90 87,121.83 59,852.80 27,269.03
239843 2/03/10 ZAR GT2CNU 42.050 7.624 11,426.86 7,616.01 3,810.85
SALE 1/28/10 60 TRUWORTHS INTERNAT ZAR 8,205.00 90.72 343,920.78 236,556.94 107,363.84
239843 2/04/10 ZAR GT2CNW 42.000 7.597 45,268.22 30,100.86 15,167.36
SALE 1/28/10 60 TRUWORTHS INTERNAT ZAR 3,116.00 6.91 131,131.13 89,836.86 41,294.27
239843 2/04/10 ZAR GT2CNW 42.100 7.597 17,260.00 11,431.36 5,828.64
SALE 2/17/10 60 MASSMART ZAR0.01 1,290.00 6.12 116,134.03 97,463.30 18,670.73
239844 2/24/10 ZAR GT2FCQ 90.062 7.594 15,292.26 12,571.93 2,720.33
SALE 2/17/10 60 SHOPRITE HOLDINGS LTD 45,298.00 314.17 3,406,062.10 2,885,905.34 520,156.76
248759 2/24/10 ZAR GT2FAK 75.245 7.594 448,502.44 386,466.61 62,035.83
SALE 2/18/10 60 MASSMART ZAR0.01 7,626.00 181.00 685,997.06 576,166.79 109,830.27
239844 2/25/10 ZAR GT2FQ6 90.135 7.595 90,319.82 74,320.59 15,999.23
SALE 2/19/10 60 MASSMART ZAR0.01 2,908.00 13.75 262,409.22 219,707.98 42,701.24
239844 2/26/10 ZAR GT2FQ8 90.273 7.678 34,178.99 28,340.45 5,838.54
---------------- --------- ---------------- ------------ ---------------- --------------
71,204.00 637.08 5,061,561.14 4,185,239.13 876,322.01
666,024.02 553,360.80 112,663.22
8 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 60
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/28/10 60 FERTILIZANTES FOSFATAD 800.00 12.32 15,276.50 13,222.55 2,053.95
247577 2/02/10 BRL GT2CNW 19.124 1.861 8,207.44 7,164.07 1,043.37
SALE 1/29/10 60 AES TIETE SA PFD 100.00 1,906.85 1,561.70 345.15
240053 2/03/10 BRL GT2CNW 19.069 1.871 1,019.16 899.04 120.12
SALE 1/29/10 60 FERTILIZANTES FOSFATAD 100.00 1,897.55 1,652.82 244.73
247577 2/03/10 BRL GT2CNU 18.976 1.871 1,014.19 895.51 118.68
SALE 2/03/10 60 AES TIETE SA PFD 400.00 6.83 7,420.98 6,246.82 1,174.16
240053 2/08/10 BRL GT2D9S 18.584 1.846 4,021.12 3,596.19 424.93
SALE 2/04/10 60 AES TIETE SA PFD 300.00 5.00 5,550.36 4,685.11 865.25
240053 2/09/10 BRL GT2DL8 18.533 1.885 2,944.18 2,697.14 247.04
SALE 2/09/10 60 AES TIETE SA PFD 1,400.00 23.94 26,138.45 21,863.86 4,274.59
240053 2/12/10 BRL GT2ECM 18.702 1.854 14,098.41 12,586.66 1,511.75
SALE 2/10/10 60 AES TIETE SA PFD 1,400.00 23.83 26,040.66 21,863.86 4,176.80
240053 2/17/10 BRL GT2EAG 18.632 1.855 14,034.31 12,586.66 1,447.65
SALE 2/10/10 60 FERTILIZANTES FOSFATAD 2,500.00 41.83 45,713.77 41,320.46 4,393.31
247577 2/17/10 BRL GT2EAI 18.317 1.856 24,636.90 22,387.72 2,249.18
SALE 2/11/10 60 AES TIETE SA PFD 600.00 10.21 11,194.16 9,370.23 1,823.93
240053 2/18/10 BRL GT2EAI 18.689 1.862 6,011.90 5,394.29 617.61
SALE 2/11/10 60 FERTILIZANTES FOSFATAD 700.00 12,862.02 11,569.73 1,292.29
247577 2/18/10 BRL GT2ECO 18.374 1.862 6,907.64 6,268.56 639.08
SALE 2/12/10 60 AES TIETE SA PFD 1,300.00 24,439.25 20,302.16 4,137.09
240053 2/19/10 BRL GT2ECO 18.799 1.862 13,123.86 11,687.62 1,436.24
SALE 2/12/10 60 FERTILIZANTES FOSFATAD 600.00 9.90 10,857.35 9,916.91 940.44
247577 2/19/10 BRL GT2ECM 18.126 1.862 5,830.39 5,373.05 457.34
SALE 2/17/10 60 FERTILIZANTES FOSFATAD 900.00 15.41 16,663.82 14,875.37 1,788.45
247577 2/22/10 BRL GT2FAK 18.547 1.836 9,074.67 8,059.58 1,015.09
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 61
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/22/10 60 AES TIETE SA PFD 4,400.00 114.59 82,780.05 68,714.99 14,065.06
240053 2/25/10 BRL GT2G6E 18.861 1.811 45,722.20 39,558.09 6,164.11
SALE 2/22/10 60 FERTILIZANTES FOSFATAD 100.00 1.89 1,846.58 1,652.82 193.76
247577 2/25/10 BRL GT2G8M 18.500 1.810 1,019.93 895.51 124.42
---------------- --------- ---------------- ------------ ---------------- --------------
15,600.00 265.75 290,588.35 248,819.39 41,768.96
157,666.30 140,049.69 17,616.61
15 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 1/27/10 60 DELEK AUTOMOTIVE SYSTE 313.00 4.72 14,624.70 11,655.62 2,969.08
240256 2/01/10 ILS GT2CNU 46.780 3.726 3,925.04 3,218.35 706.69
SALE 1/27/10 60 DELEK AUTOMOTIVE SYSTE 833.00 31.19 38,618.30 31,019.60 7,598.70
240256 2/01/10 ILS GT2CNW 46.500 3.726 10,364.55 8,565.13 1,799.42
SALE 1/28/10 60 DELEK AUTOMOTIVE SYSTE 152.00 2.28 7,073.51 5,660.24 1,413.27
240256 2/01/10 ILS GT2CNU 46.592 3.729 1,896.64 1,562.91 333.73
SALE 1/28/10 60 DELEK AUTOMOTIVE SYSTE 6,639.00 248.25 307,688.08 247,225.86 60,462.22
240256 2/01/10 ILS GT2CNU 46.485 3.730 82,501.16 68,264.02 14,237.14
SALE 2/01/10 60 DELEK AUTOMOTIVE SYSTE 36.00 .54 1,665.44 1,340.58 324.86
240256 2/03/10 ILS GT2DBW 46.318 3.714 448.41 370.16 78.25
SALE 2/02/10 60 DELEK AUTOMOTIVE SYSTE 74.00 1.11 3,431.93 2,755.64 676.29
240256 2/04/10 ILS GT2D9U 46.433 3.706 926.05 760.89 165.16
SALE 2/02/10 60 DELEK AUTOMOTIVE SYSTE 827.00 31.04 38,232.95 30,796.17 7,436.78
240256 2/04/10 ILS GT2D9U 46.370 3.706 10,316.50 8,503.44 1,813.06
SALE 2/03/10 60 DELEK AUTOMOTIVE SYSTE 4,963.00 186.16 229,658.16 184,814.27 44,843.89
240256 2/08/10 ILS GT2D9S 46.413 3.712 61,867.45 51,030.93 10,836.52
SALE 2/04/10 60 DELEK AUTOMOTIVE SYSTE 1,654.00 60.47 74,948.78 61,592.34 13,356.44
240256 2/08/10 ILS GT2DLA 45.450 3.729 20,097.28 17,006.88 3,090.40
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: 62
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/04/10 60 DELEK AUTOMOTIVE SYSTE 553.00 8.12 25,220.84 20,592.85 4,627.99
240256 2/08/10 ILS GT2D9U 45.662 3.729 6,762.89 5,686.10 1,076.79
SALE 2/08/10 60 DELEK AUTOMOTIVE SYSTE 835.00 30.58 37,878.52 31,094.08 6,784.44
240256 2/10/10 ILS GT2EAG 45.500 3.727 10,163.82 8,585.70 1,578.12
SALE 2/09/10 60 DELEK AUTOMOTIVE SYSTE 427.00 6.19 19,240.05 15,900.80 3,339.25
240256 2/11/10 ILS GT2ECO 45.113 3.732 5,155.15 4,390.53 764.62
SALE 2/09/10 60 DELEK AUTOMOTIVE SYSTE 1,654.00 60.23 74,701.42 61,592.34 13,109.08
240256 2/11/10 ILS GT2ECO 45.300 3.732 20,015.39 17,006.88 3,008.51
SALE 2/10/10 60 DELEK AUTOMOTIVE SYSTE 7,280.00 265.04 330,479.27 271,095.68 59,383.59
240256 2/15/10 ILS GT2ECM 45.532 3.752 88,080.83 74,854.96 13,225.87
SALE 2/10/10 60 DELEK AUTOMOTIVE SYSTE 1,671.00 60.67 75,645.81 62,225.40 13,420.41
240256 2/15/10 ILS GT2EAG 45.406 3.752 20,161.46 17,181.68 2,979.78
SALE 2/10/10 60 DELEK AUTOMOTIVE SYSTE 2,454.00 35.85 111,947.78 91,383.08 20,564.70
240256 2/15/10 ILS GT2EAG 45.673 3.752 29,836.83 25,232.70 4,604.13
SALE 2/15/10 60 DELEK AUTOMOTIVE SYSTE 234.00 3.53 10,993.19 8,713.79 2,279.40
240256 2/17/10 ILS GT2FCS 47.036 3.746 2,934.65 2,406.05 528.60
SALE 2/15/10 60 DELEK AUTOMOTIVE SYSTE 4,964.00 184.58 229,787.08 184,851.51 44,935.57
240256 2/17/10 ILS GT2FAI 46.430 3.746 61,341.99 51,041.21 10,300.78
SALE 2/15/10 60 DELEK AUTOMOTIVE SYSTE 2,482.00 93.02 115,809.13 92,425.75 23,383.38
240256 2/17/10 ILS GT2FAI 46.800 3.746 30,915.41 25,520.61 5,394.80
SALE 2/16/10 60 DELEK AUTOMOTIVE SYSTE 352.00 5.25 16,331.59 13,107.92 3,223.67
240256 2/18/10 ILS GT2FCQ 46.452 3.736 4,371.18 3,619.36 751.82
SALE 2/16/10 60 DELEK AUTOMOTIVE SYSTE 827.00 30.79 38,224.70 30,796.17 7,428.53
240256 2/18/10 ILS GT2FCQ 46.360 3.736 10,230.90 8,503.44 1,727.46
SALE 2/17/10 60 CELLCOM ISRAEL LTD 200.00 6,851.07 5,787.99 1,063.08
247007 2/22/10 USD 34.255 1.000 6,851.07 5,787.99 1,063.08
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: 63
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/17/10 60 CELLCOM ISRAEL LTD 1,100.00 37,681.23 31,833.96 5,847.27
247007 2/22/10 USD 34.256 1.000 37,681.23 31,833.96 5,847.27
SALE 2/17/10 60 DELEK AUTOMOTIVE SYSTE 623.00 9.38 29,197.58 23,199.53 5,998.05
240256 2/22/10 ILS GT2FAI 46.922 3.739 7,808.51 6,405.86 1,402.65
SALE 2/18/10 60 CELLCOM ISRAEL LTD 1,200.00 40,675.88 34,727.96 5,947.92
247007 2/23/10 USD 33.897 1.000 40,675.88 34,727.96 5,947.92
SALE 2/18/10 60 CELLCOM ISRAEL LTD 1,800.00 60,989.88 52,091.94 8,897.94
247007 2/23/10 USD 33.883 1.000 60,989.88 52,091.94 8,897.94
SALE 2/18/10 60 DELEK AUTOMOTIVE SYSTE 385.00 5.76 17,969.19 14,336.79 3,632.40
240256 2/22/10 ILS GT2FCQ 46.729 3.746 4,797.16 3,958.68 838.48
SALE 2/19/10 60 CELLCOM ISRAEL LTD 1,000.00 33,851.07 28,939.97 4,911.10
247007 2/24/10 USD 33.851 1.000 33,851.07 28,939.97 4,911.10
SALE 2/22/10 60 CELLCOM ISRAEL LTD 400.00 13,360.67 11,575.99 1,784.68
247007 2/25/10 USD 33.402 1.000 13,360.67 11,575.99 1,784.68
SALE 2/22/10 60 CELLCOM ISRAEL LTD 1,400.00 46,732.80 40,515.95 6,216.85
247007 2/25/10 USD 33.381 1.000 46,732.80 40,515.95 6,216.85
SALE 2/22/10 60 DELEK AUTOMOTIVE SYSTE 213.00 3.18 9,962.16 7,931.78 2,030.38
240256 2/24/10 ILS GT2G8K 46.827 3.766 2,645.43 2,190.12 455.31
SALE 2/23/10 60 CELLCOM ISRAEL LTD 500.00 16,796.89 14,469.98 2,326.91
247007 2/26/10 USD 33.594 1.000 16,796.89 14,469.98 2,326.91
SALE 2/23/10 60 DELEK AUTOMOTIVE SYSTE 270.00 4.01 12,586.89 10,054.37 2,532.52
240256 2/25/10 ILS GT2G8K 46.674 3.771 3,337.64 2,776.21 561.43
---------------- --------- ---------------- ------------ ---------------- --------------
48,315.00 1,371.94 2,128,856.54 1,736,105.90 392,750.64
757,841.81 638,586.54 119,255.27
33 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
---------------- --------- ---------------- ------------ ---------------- --------------
170,580.00 2,929.26 7,871,516.70 6,508,794.60 1,362,722.10
1,842,673.41 1,591,237.91 251,435.50
58 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
170,580.00 2,929.26 7,871,516.70 6,508,794.60 1,362,722.10
1,842,673.41 1,591,237.91 251,435.50
58 "SALE" 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: 64
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
8,586,308.00 101,537.25 32009746471.95 32008383749.85 1,362,722.10
62,751,379.49 62,499,943.99 251,435.50
194 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: 65
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/04/10 60 KGHM POLSKA MIEDZ PLN1 42,800.00 4,132.53 4,078,198.00 4,078,198.00
250839 2/09/10 PLN 833010 95.000 2.952 1,381,643.80 1,381,643.80
PUR 2/22/10 60 KGHM POLSKA MIEDZ PLN1 13,663.00 91.33 1,332,176.61 1,332,176.61
250839 2/25/10 PLN 833321 97.483 2.917 456,756.71 456,756.71
---------------- --------- ---------------- ------------ ---------------- --------------
56,463.00 4,223.86 5,410,374.61 5,410,374.61
1,838,400.51 1,838,400.51
2 TRANSACTIONS IN COUNTRY: POLAND (2300)
PUR 2/03/10 60 CHINA NATIONAL BUILDIN 12,000.00 67.10 169,001.12 169,001.12
244805 2/05/10 HKD 833010 14.040 7.766 21,761.95 21,761.95
PUR 2/04/10 60 CHINA NATIONAL BUILDIN 247,800.00 1,356.19 3,420,090.51 3,420,090.51
244805 2/08/10 HKD 833027 13.759 7.769 440,234.08 440,234.08
PUR 2/05/10 60 CHINA NATIONAL BUILDIN 248,000.00 648.10 3,172,517.15 3,172,517.15
244805 2/09/10 HKD 833048 12.772 7.771 408,256.08 408,256.08
PUR 2/08/10 60 MAANSHAN IRON + ST ''H 52,000.00 91.01 229,491.56 229,491.56
250526 2/10/10 HKD 833029 4.400 7.770 29,535.97 29,535.97
PUR 2/09/10 60 MAANSHAN IRON + ST ''H 116,000.00 202.28 510,127.48 510,127.48
250526 2/11/10 HKD 833094 4.384 7.771 65,645.02 65,645.02
---------------- --------- ---------------- ------------ ---------------- --------------
675,800.00 2,364.68 7,501,227.82 7,501,227.82
965,433.10 965,433.10
5 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 2/19/10 60 NINE DRAGONS PAPER HOL 466,000.00 1,137.51 4,682,908.12 4,682,908.12
250892 2/23/10 HKD 833235 10.030 7.767 602,931.43 602,931.43
---------------- --------- ---------------- ------------ ---------------- --------------
466,000.00 1,137.51 4,682,908.12 4,682,908.12
602,931.43 602,931.43
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 66
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/03/10 60 SHINSEGAE CO LTD KRW 5 5,320.00 5,660.442,716,207,280.00 2,716,207,280.00
250838 2/05/10 KRW 833010 509342. 1148.90 2,364,180.76 2,364,180.76
PUR 2/23/10 60 SHINSEGAE CO LTD KRW 5 589.00 54.53 312,867,560.00 312,867,560.00
250838 2/25/10 KRW 833321 531078. 1147.35 272,687.11 272,687.11
---------------- --------- ---------------- ------------ ---------------- --------------
5,909.00 5,714.973,029,074,840.00 3,029,074,840.00
2,636,867.87 2,636,867.87
2 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 2/02/10 60 BROOKFIELD INCORPORACO 4,000.00 57.18 35,148.33 35,148.33
249225 2/05/10 BRL 833010 8.761 1.839 19,116.90 19,116.90
PUR 2/02/10 60 BROOKFIELD INCORPORACO 102,200.00 1,460.94 898,039.84 898,039.84
249225 2/05/10 BRL 833010 8.761 1.839 488,436.77 488,436.77
PUR 2/03/10 60 OGX PETROLEO E GAS PAR 90,000.00 2,746.83 1,694,828.28 1,694,828.28
241566 2/08/10 BRL 833045 18.775 1.845 918,357.24 918,357.24
PUR 2/03/10 60 TIM PARTICIPACOES S A 21,033.00 1,166.52 584,426.33 584,426.33
250176 2/08/10 USD 833045 27.731 1.000 584,426.33 584,426.33
PUR 2/18/10 60 BM+FBOVESPA SA NPV 129,100.00 2,635.62 1,604,179.32 1,604,179.32
250890 2/23/10 BRL 833235 12.389 1.820 881,175.13 881,175.13
PUR 2/22/10 60 BM+FBOVESPA SA NPV 71,500.00 274.42 912,121.84 912,121.84
250890 2/25/10 BRL 833321 12.750 1.810 503,795.55 503,795.55
PUR 2/22/10 60 HYPERMARCAS SA NPV 38,000.00 264.21 878,202.35 878,202.35
247870 2/25/10 BRL 833321 23.098 1.811 485,060.67 485,060.67
---------------- --------- ---------------- ------------ ---------------- --------------
455,833.00 8,605.72 6,606,946.29 6,606,946.29
3,880,368.59 3,880,368.59
7 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: 67
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/23/10 60 CHINA DONGXIANG GROUP 1,226,000.00 1,016.71 6,125,263.60 6,125,263.60
249597 2/25/10 HKD 833321 4.990 7.762 789,165.21 789,165.21
---------------- --------- ---------------- ------------ ---------------- --------------
1,226,000.00 1,016.71 6,125,263.60 6,125,263.60
789,165.21 789,165.21
1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 2/22/10 60 GENOMMA LAB INTERNACIO 229,800.00 124.16 7,948,992.68 7,948,992.68
251015 2/25/10 MXN 833321 34.584 12.802 620,927.74 620,927.74
PUR 2/22/10 60 GPO MEXICO SA SER B 195,400.00 97.24 6,225,809.61 6,225,809.61
248141 2/25/10 MXN 833321 31.856 12.802 486,322.99 486,322.99
---------------- --------- ---------------- ------------ ---------------- --------------
425,200.00 221.40 14,174,802.29 14,174,802.29
1,107,250.73 1,107,250.73
2 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 2/23/10 60 AYALA LAND INC 1,277,000.00 62.39 14,369,123.25 14,369,123.25
240110 2/26/10 PHP 833321 11.250 46.050 312,033.08 312,033.08
---------------- --------- ---------------- ------------ ---------------- --------------
1,277,000.00 62.39 14,369,123.25 14,369,123.25
312,033.08 312,033.08
1 TRANSACTION IN COUNTRY: PHILIPINES (8900)
PUR 2/22/10 60 TEVA PHARMACEUTICAL SP 7,939.00 93.20 466,112.50 466,112.50
239572 2/25/10 USD 833321 58.700 1.000 466,112.50 466,112.50
---------------- --------- ---------------- ------------ ---------------- --------------
7,939.00 93.20 466,112.50 466,112.50
466,112.50 466,112.50
1 TRANSACTION IN COUNTRY: ISRAEL (9600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 2/01/10 THROUGH 2/28/10 ** 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 2/22/10 60 JSC VTB BANK OJSC GDR 154,188.00 156.01 780,193.10 780,193.10
250636 2/25/10 USD 833321 5.059 1.000 780,193.10 780,193.10
PUR 2/22/10 60 SEVERSTAL JT STK CO NP 9,812.00 247.84 124,167.51 124,167.51
247489 2/25/10 USD 833324 12.629 1.000 124,167.51 124,167.51
PUR 2/23/10 60 SEVERSTAL JT STK CO NP 11,775.00 285.44 143,006.68 143,006.68
247489 2/26/10 USD 833329 12.121 1.000 143,006.68 143,006.68
---------------- --------- ---------------- ------------ ---------------- --------------
175,775.00 689.29 1,047,367.29 1,047,367.29
1,047,367.29 1,047,367.29
3 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
4,771,919.00 24,129.733,089,458,965.77 3,089,458,965.77
13,645,930.31 13,645,930.31
25 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
4,771,919.00 24,129.733,089,458,965.77 3,089,458,965.77
13,645,930.31 13,645,930.31
25 "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: 69
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/03/10 60 HYUNDAI MOTOR CO 10,730.00 3,867.191,196,370,490.00 803,100,184.18 393,270,305.82
241565 2/05/10 KRW 833010 111911. 1148.90 1,041,318.21 757,908.98 283,409.23
---------------- --------- ---------------- ------------ ---------------- --------------
10,730.00 3,867.191,196,370,490.00 803,100,184.18 393,270,305.82
1,041,318.21 757,908.98 283,409.23
1 TRANSACTION IN COUNTRY: KOREA (4500)
SALE 2/18/10 60 BANCO BRADESCO SA PFD 35,200.00 1,864.89 1,128,281.45 1,154,480.98 -26,199.53
248882 2/23/10 BRL 833235 32.150 1.820 619,764.60 663,687.26 -43,922.66
SALE 2/18/10 60 BANCO ESTADO RIO GRAND 119,300.00 2,792.55 1,689,524.95 1,100,106.60 589,418.35
239760 2/23/10 BRL 833258 14.205 1.821 928,055.45 639,405.63 288,649.82
SALE 2/18/10 60 PDG REALTY SA EMPREEND 85,000.00 2,345.94 1,419,317.72 1,246,990.07 172,327.65
248804 2/23/10 BRL 833235 16.748 1.820 779,630.72 696,525.76 83,104.96
SALE 2/22/10 60 OGX PETROLEO E GAS PAR 74,900.00 391.09 1,298,514.82 1,032,802.93 265,711.89
241566 2/25/10 BRL 833321 17.346 1.810 717,213.38 575,943.02 141,270.36
---------------- --------- ---------------- ------------ ---------------- --------------
314,400.00 7,394.47 5,535,638.94 4,534,380.58 1,001,258.36
3,044,664.15 2,575,561.67 469,102.48
4 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 2/22/10 60 AMERICA MOVIL ADR SERI 174,312.00 1,659.33 7,799,604.51 9,564,264.72 -1,764,660.21
239544 2/25/10 USD 833321 44.755 1.000 7,799,604.51 9,564,264.72 -1,764,660.21
---------------- --------- ---------------- ------------ ---------------- --------------
174,312.00 1,659.33 7,799,604.51 9,564,264.72 -1,764,660.21
7,799,604.51 9,564,264.72 -1,764,660.21
1 TRANSACTION IN COUNTRY: MEXICO (7800)
---------------- --------- ---------------- ------------ ---------------- --------------
499,442.00 12,920.991,209,705,733.45 817,198,829.48 392,506,903.97
11,885,586.87 12,897,735.37 -1,012,148.50
6 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
499,442.00 12,920.991,209,705,733.45 817,198,829.48 392,506,903.97
11,885,586.87 12,897,735.37 -1,012,148.50
6 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
---------------- --------- ---------------- ------------ ---------------- --------------
5,271,361.00 37,050.724,299,164,699.22 3,906,657,795.25 392,506,903.97
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: 70
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
25,531,517.18 26,543,665.68 -1,012,148.50
31 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: 71
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
PUR 1/29/10 60 VANGUARD I SHS VANGUAR 298,400.00 2,984.00 11,420,752.72 11,420,752.72
250705 2/03/10 USD TID879 38.263 1.000 11,420,752.72 11,420,752.72
---------------- --------- ---------------- ------------ ---------------- --------------
298,400.00 2,984.00 11,420,752.72 11,420,752.72
11,420,752.72 11,420,752.72
1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
PUR 1/29/10 60 ISHARES MSCI TAIWAN IN 136,000.00 1,360.00 1,644,036.00 1,644,036.00
242792 2/02/10 USD TID879 12.079 1.000 1,644,036.00 1,644,036.00
---------------- --------- ---------------- ------------ ---------------- --------------
136,000.00 1,360.00 1,644,036.00 1,644,036.00
1,644,036.00 1,644,036.00
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
PUR 1/29/10 60 ISHARES BSE SENSEX IND 1,170,200.00 1,017.87 17,972,697.89 17,972,697.89
239277 2/02/10 HKD TID879 15.352 7.766 2,314,369.33 2,314,369.33
---------------- --------- ---------------- ------------ ---------------- --------------
1,170,200.00 1,017.87 17,972,697.89 17,972,697.89
2,314,369.33 2,314,369.33
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
PUR 1/29/10 60 MORGAN STANLEY INDIA I 46,100.00 461.00 984,101.31 984,101.31
239218 2/03/10 USD TID879 21.337 1.000 984,101.31 984,101.31
---------------- --------- ---------------- ------------ ---------------- --------------
46,100.00 461.00 984,101.31 984,101.31
984,101.31 984,101.31
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
1,650,700.00 5,822.87 32,021,587.92 32,021,587.92
16,363,259.36 16,363,259.36
4 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 72
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/29/10 60 CENTRAL EUROPEAN DISTR 6,400.00 64.00 205,214.08 205,214.08
250628 2/03/10 USD TID879 32.055 1.000 205,214.08 205,214.08
---------------- --------- ---------------- ------------ ---------------- --------------
6,400.00 64.00 205,214.08 205,214.08
205,214.08 205,214.08
1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
PUR 1/29/10 60 AQUARIUS PLATINUM LTD 64,014.00 2,046.94 240,017.47 240,017.47
250380 2/03/10 UKP TID879 3.729 .624 384,652.01 384,652.01
PUR 1/29/10 60 CENTRAL EUROPEAN MEDIA 21,300.00 213.00 623,269.95 623,269.95
248137 2/03/10 USD TID879 29.252 1.000 623,269.95 623,269.95
---------------- --------- ---------------- ------------ ---------------- --------------
85,314.00 2,259.94 863,287.42 863,287.42
1,007,921.96 1,007,921.96
2 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
PUR 1/29/10 60 PACIFIC RUBIALES ENERG 20,800.00 390.54 297,440.00 297,440.00
250383 2/03/10 CAD TID879 14.280 1.065 279,233.95 279,233.95
---------------- --------- ---------------- ------------ ---------------- --------------
20,800.00 390.54 297,440.00 297,440.00
279,233.95 279,233.95
1 TRANSACTION IN COUNTRY: CANADA ( 300)
PUR 1/29/10 60 X5 RETAIL GROUP N V NP 16,233.00 185.75 530,894.47 530,894.47
248881 2/03/10 USD TID879 32.693 1.000 530,894.47 530,894.47
---------------- --------- ---------------- ------------ ---------------- --------------
16,233.00 185.75 530,894.47 530,894.47
530,894.47 530,894.47
1 TRANSACTION IN COUNTRY: NETHERLANDS ( 600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 73
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/29/10 60 HIKMA PHARMACEUTICALS 40,759.00 1,943.15 227,661.35 227,661.35
239225 2/03/10 UKP TID879 5.556 .624 364,850.09 364,850.09
---------------- --------- ---------------- ------------ ---------------- --------------
40,759.00 1,943.15 227,661.35 227,661.35
364,850.09 364,850.09
1 TRANSACTION IN COUNTRY: UNITED KINGDOM (1000)
PUR 1/29/10 60 BANK PEKAO SA PLN 1.0 7,334.00 519.21 1,255,618.94 1,255,618.94
248411 2/03/10 PLN TID879 171.000 2.898 433,196.12 433,196.12
---------------- --------- ---------------- ------------ ---------------- --------------
7,334.00 519.21 1,255,618.94 1,255,618.94
433,196.12 433,196.12
1 TRANSACTION IN COUNTRY: POLAND (2300)
PUR 1/29/10 60 MOL MAGYAR OLAJ ES GAZ 4,923.00 552.01 89,739,412.10 89,739,412.10
250317 2/03/10 HUF TID879 18206.7 194.849 460,558.04 460,558.04
PUR 1/29/10 60 RICHTER GEDEON VEG HUF 2,413.00 614.68 99,927,319.89 99,927,319.89
240231 2/03/10 HUF TID879 41362.4 194.849 512,844.13 512,844.13
PUR 2/17/10 60 MOL MAGYAR OLAJ ES GAZ 6,302.00 1,971.67 112,411,330.60 112,411,330.60
250317 2/22/10 HUF TID889 17775.1 198.850 565,306.32 565,306.32
---------------- --------- ---------------- ------------ ---------------- --------------
13,638.00 3,138.36 302,078,062.59 302,078,062.59
1,538,708.49 1,538,708.49
3 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
PUR 1/29/10 60 TURKIYE IS BANKASI TRY 67,686.00 365.38 454,040.40 454,040.40
250703 2/02/10 TRY TID879 6.700 1.489 304,847.86 304,847.86
PUR 2/02/10 60 TURKIYE IS BANKASI TRY 143,813.00 1,627.41 971,578.70 971,578.70
250703 2/04/10 TRY TID880 6.739 1.489 652,591.82 652,591.82
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 74
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/17/10 60 TURKIYE IS BANKASI TRY 131,422.00 1,366.95 827,591.11 827,591.11
250703 2/19/10 TRY TID889 6.281 1.510 548,146.18 548,146.18
---------------- --------- ---------------- ------------ ---------------- --------------
342,921.00 3,359.74 2,253,210.21 2,253,210.21
1,505,585.86 1,505,585.86
3 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 1/29/10 60 DELTA ELECTRS INC NPV 31,818.00 1,272.72 485,587.23 485,587.23
248140 2/03/10 USD TID879 15.221 1.000 485,587.23 485,587.23
PUR 1/29/10 60 HON HAI PRECISION IND 170,495.00 6,819.80 1,512,290.65 1,512,290.65
239195 2/03/10 USD TID879 8.830 1.000 1,512,290.65 1,512,290.65
PUR 1/29/10 60 TAIWAN SEMICONDUCT ADS 144,200.00 1,442.00 1,466,975.44 1,466,975.44
242791 2/03/10 USD TID879 10.163 1.000 1,466,975.44 1,466,975.44
PUR 2/04/10 60 HON HAI PRECISION IND 76,555.00 3,062.20 679,808.40 679,808.40
239195 2/09/10 USD TID881 8.840 1.000 679,808.40 679,808.40
---------------- --------- ---------------- ------------ ---------------- --------------
423,068.00 12,596.72 4,144,661.72 4,144,661.72
4,144,661.72 4,144,661.72
4 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 1/29/10 60 ANGANG NEW STEEL - H 164,000.00 410.69 2,217,500.90 2,217,500.90
250177 2/02/10 HKD TID879 13.502 7.766 285,550.68 285,550.68
PUR 1/29/10 60 BEIJING CAPITAL INTL A 304,000.00 250.31 1,351,551.82 1,351,551.82
250254 2/02/10 HKD TID879 4.440 7.766 174,041.21 174,041.21
PUR 1/29/10 60 CHINA MERCHANTS BK - H 207,500.00 689.79 3,725,063.93 3,725,063.93
249678 2/02/10 HKD TID879 17.926 7.766 479,681.67 479,681.67
PUR 1/29/10 60 CHINA SHIPPING DEV - H 522,000.00 1,186.92 6,409,876.89 6,409,876.89
248413 2/02/10 HKD TID879 12.262 7.766 825,408.77 825,408.77
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: 75
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/29/10 60 YANZHOU COAL MININ ''H 106,000.00 303.33 1,637,776.59 1,637,776.59
250381 2/02/10 HKD TID879 15.429 7.766 210,898.77 210,898.77
PUR 2/12/10 60 CHINA MERCHANTS BK - H 239,500.00 813.36 4,553,251.76 4,553,251.76
249678 2/18/10 HKD TID887 18.985 7.771 585,958.84 585,958.84
PUR 2/17/10 60 CHINA MERCHANTS BK - H 85,000.00 294.73 1,649,079.25 1,649,079.25
249678 2/19/10 HKD TID889 19.374 7.767 212,310.49 212,310.49
---------------- --------- ---------------- ------------ ---------------- --------------
1,628,000.00 3,949.13 21,544,101.14 21,544,101.14
2,773,850.43 2,773,850.43
7 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 1/29/10 60 CHINA LIFE INS 224,000.00 1,438.93 7,770,915.09 7,770,915.09
239268 2/02/10 HKD TID879 34.642 7.766 1,000,671.55 1,000,671.55
PUR 1/29/10 60 CHINA MOBILE HONG KONG 16,800.00 168.00 790,623.12 790,623.12
239458 2/03/10 USD TID879 47.051 1.000 790,623.12 790,623.12
PUR 1/29/10 60 GOME ELECTRICAL APPLIA 1,663,000.00 840.35 4,538,034.57 4,538,034.57
249679 2/02/10 HKD TID879 2.725 7.766 584,369.03 584,369.03
PUR 1/29/10 60 LENOVO GROUP LTD HKD 0 736,000.00 729.45 3,939,069.50 3,939,069.50
250523 2/02/10 HKD TID879 5.344 7.766 507,239.46 507,239.46
PUR 1/29/10 60 SHANGRI-LA ASIA LTD 298,000.00 1,608.10 4,053,904.46 4,053,904.46
239298 2/02/10 HKD TID879 13.562 7.766 522,026.92 522,026.92
PUR 2/08/10 60 LENOVO GROUP LTD HKD 0 908,000.00 1,902.88 4,799,582.02 4,799,582.02
250523 2/10/10 HKD TID883 5.270 7.770 617,714.77 617,714.77
---------------- --------- ---------------- ------------ ---------------- --------------
3,845,800.00 6,687.71 25,892,128.76 25,892,128.76
4,022,644.85 4,022,644.85
6 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: 76
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/29/10 60 DONG-A PHARMACEUTICAL 4,057.00 139.48 463,040,801.00 463,040,801.00
246990 2/02/10 KRW TID879 114093. 1161.50 398,657.60 398,657.60
PUR 1/29/10 60 DOOSAN INFRACORE CO LT 30,890.00 162.89 540,764,201.00 540,764,201.00
248682 2/02/10 KRW TID879 17500.0 1161.50 465,574.00 465,574.00
PUR 1/29/10 60 HANMI PHARM CO LTD KRW 3,742.00 130.23 432,352,267.00 432,352,267.00
248805 2/02/10 KRW TID879 115500. 1161.50 372,236.13 372,236.13
PUR 1/29/10 60 KT CORP KRW 13,780.00 206.79 686,484,183.00 686,484,183.00
248463 2/02/10 KRW TID879 49800.0 1161.50 591,032.44 591,032.44
PUR 1/29/10 60 LG ELECTRONICS INC~KRW 7,333.00 240.85 799,576,752.00 799,576,752.00
239451 2/02/10 KRW TID879 109000. 1161.50 688,400.13 688,400.13
PUR 1/29/10 60 POSCO ADR 4,800.00 48.00 542,622.24 542,622.24
248968 2/03/10 USD TID879 113.036 1.000 542,622.24 542,622.24
PUR 1/29/10 60 SAMSUNG CARD CO 11,617.00 178.00 590,920,919.00 590,920,919.00
246994 2/02/10 KRW TID879 50849.1 1161.50 508,756.71 508,756.71
PUR 1/29/10 60 SAMSUNG ELECTRONICS CO 2,493.00 588.961,955,196,079.00 1,955,196,079.00
250524 2/02/10 KRW TID879 784000. 1161.50 1,683,337.13 1,683,337.13
PUR 1/29/10 60 SHINHAN FINANCIAL GROU 8,410.00 103.90 344,930,680.00 344,930,680.00
248414 2/02/10 KRW TID879 41000.0 1161.50 296,970.02 296,970.02
PUR 2/04/10 60 LG ELECTRONICS INC~KRW 17,175.00 434.201,922,178,413.00 1,922,178,413.00
239451 2/08/10 KRW TID881 111888. 1150.70 1,670,442.70 1,670,442.70
PUR 2/08/10 60 KT CORP KRW 9,650.00 970.97 456,175,264.00 456,175,264.00
248463 2/10/10 KRW TID883 47154.1 1171.60 389,360.93 389,360.93
PUR 2/08/10 60 SAMSUNG ELECTRONICS CO 1,764.00 293.091,316,011,674.00 1,316,011,674.00
250524 2/10/10 KRW TID883 745843. 1171.60 1,123,260.22 1,123,260.22
PUR 2/18/10 60 SK TELECOM CO LTD KRW 2,900.00 29.00 50,063.86 50,063.86
250889 2/23/10 USD TID890 17.253 1.000 50,063.86 50,063.86
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: 77
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/18/10 60 SK TELECOM CO LTD KRW 3,200.00 32.00 55,256.96 55,256.96
250889 2/23/10 USD TID890 17.258 1.000 55,256.96 55,256.96
PUR 2/19/10 60 SK TELECOM CO LTD KRW 5,500.00 220.00 94,710.00 94,710.00
250889 2/24/10 USD TID890 17.180 1.000 94,710.00 94,710.00
PUR 2/19/10 60 SK TELECOM CO LTD KRW 14,000.00 140.00 240,010.40 240,010.40
250889 2/24/10 USD TID890 17.134 1.000 240,010.40 240,010.40
PUR 2/19/10 60 SK TELECOM CO LTD KRW 13,300.00 532.00 225,706.32 225,706.32
250889 2/24/10 USD TID890 16.930 1.000 225,706.32 225,706.32
PUR 2/22/10 60 SK TELECOM CO LTD KRW 29,800.00 1,192.00 515,981.04 515,981.04
250889 2/25/10 USD TID891 17.275 1.000 515,981.04 515,981.04
PUR 2/22/10 60 SK TELECOM CO LTD KRW 6,200.00 62.00 107,178.78 107,178.78
250889 2/25/10 USD TID892 17.277 1.000 107,178.78 107,178.78
PUR 2/22/10 60 SK TELECOM CO LTD KRW 5,500.00 220.00 95,370.00 95,370.00
250889 2/25/10 USD TID892 17.300 1.000 95,370.00 95,370.00
PUR 2/23/10 60 SK TELECOM CO LTD KRW 43,400.00 1,736.00 757,690.22 757,690.22
250889 2/26/10 USD TID892 17.418 1.000 757,690.22 757,690.22
---------------- --------- ---------------- ------------ ---------------- --------------
239,511.00 7,660.369,510,315,822.82 9,510,315,822.82
10,872,617.83 10,872,617.83
21 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 1/29/10 60 BANK MANDIRI TBK PT ID 1,129,500.00 5,208,370,986.00 5,208,370,986.00
247479 2/03/10 IDR TID879 4611.21 9345.00 557,343.07 557,343.07
PUR 1/29/10 60 INDO TAMBANGRAYA MEGAH 143,500.00 4,502,864,257.00 4,502,864,257.00
248967 2/03/10 IDR TID879 31378.8 9345.00 481,847.43 481,847.43
---------------- --------- ---------------- ------------ ---------------- --------------
1,273,000.00 9,711,235,243.00 9,711,235,243.00
1,039,190.50 1,039,190.50
2 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 78
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/01/10 60 EFG-HERMES HOLDING SAE 165,630.00 3,800.12 5,216,596.35 5,216,596.35
244274 2/03/10 EGP TID879 31.370 5.469 953,830.86 953,830.86
PUR 2/01/10 60 ORASCOM CONSTRUCTION I 13,416.00 2,580.53 3,542,401.75 3,542,401.75
240471 2/03/10 EGP TID879 262.991 5.469 647,712.01 647,712.01
---------------- --------- ---------------- ------------ ---------------- --------------
179,046.00 6,380.65 8,758,998.10 8,758,998.10
1,601,542.87 1,601,542.87
2 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 1/29/10 60 ADCOCK INGRAM HOLDINGS 51,628.00 1,046.44 2,776,379.74 2,776,379.74
242793 2/05/10 ZAR TID879 53.624 7.540 368,220.12 368,220.12
PUR 1/29/10 60 ANGLOGOLD LTD NPV ADR 6,400.00 64.00 228,565.76 228,565.76
248878 2/03/10 USD TID879 35.703 1.000 228,565.76 228,565.76
PUR 1/29/10 60 ASPEN PHARMACARE HOLDI 41,185.00 1,044.58 2,771,426.69 2,771,426.69
239337 2/05/10 ZAR TID879 67.101 7.540 367,563.22 367,563.22
PUR 1/29/10 60 BARLOWORLD LTD ZAR 0.0 120,115.00 2,052.15 5,444,671.22 5,444,671.22
246992 2/05/10 ZAR TID879 45.200 7.540 722,104.94 722,104.94
PUR 1/29/10 60 FOSCHINI LTD 15,665.00 519.53 874,424.46 874,424.46
250316 2/05/10 ZAR TID879 55.570 7.540 115,971.41 115,971.41
PUR 1/29/10 60 IMPERIAL HOLDINGS LTD 51,846.00 1,570.50 4,166,780.02 4,166,780.02
248300 2/05/10 ZAR TID879 80.140 7.540 552,623.34 552,623.34
PUR 2/01/10 60 FOSCHINI LTD 12,513.00 415.32 698,148.41 698,148.41
250316 2/08/10 ZAR TID880 55.544 7.531 92,708.21 92,708.21
PUR 2/02/10 60 FOSCHINI LTD 5,271.00 176.95 295,091.13 295,091.13
250316 2/09/10 ZAR TID880 55.733 7.471 39,499.80 39,499.80
PUR 2/03/10 60 FOSCHINI LTD 26,665.00 916.02 1,532,123.00 1,532,123.00
250316 2/10/10 ZAR TID881 57.201 7.493 204,476.64 204,476.64
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: 79
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/03/10 60 FOSCHINI LTD 26,665.00 916.02 1,532,123.00 1,532,123.00
250316 2/10/10 ZAR TID881 57.201 7.493 204,476.64 204,476.64
PUR 2/04/10 60 FOSCHINI LTD 22,123.00 762.57 1,302,321.63 1,302,321.63
250316 2/11/10 ZAR TID881 58.604 7.651 170,222.55 170,222.55
PUR 2/05/10 60 FOSCHINI LTD 26,171.00 884.15 1,521,265.37 1,521,265.37
250316 2/12/10 ZAR TID882 57.867 7.708 197,361.88 197,361.88
PUR 2/08/10 60 FOSCHINI LTD 10,815.00 362.88 626,329.54 626,329.54
250316 2/15/10 ZAR TID883 57.654 7.732 81,003.81 81,003.81
PUR 2/09/10 60 FOSCHINI LTD 22,050.00 741.12 1,273,848.44 1,273,848.44
250316 2/16/10 ZAR TID883 57.512 7.700 165,434.86 165,434.86
PUR 2/10/10 60 FOSCHINI LTD 14,344.00 486.43 839,818.07 839,818.07
250316 2/17/10 ZAR TID886 58.286 7.734 108,582.19 108,582.19
PUR 2/11/10 60 FOSCHINI LTD 6,830.00 238.63 410,582.75 410,582.75
250316 2/18/10 ZAR TID886 59.845 7.708 53,267.09 53,267.09
PUR 2/17/10 60 BARLOWORLD LTD ZAR 0.0 31,626.00 806.86 1,367,803.95 1,367,803.95
246992 2/24/10 ZAR TID889 43.056 7.594 180,109.29 180,109.29
---------------- --------- ---------------- ------------ ---------------- --------------
491,912.00 13,004.15 27,661,703.18 27,661,703.18
3,852,191.75 3,852,191.75
17 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 1/29/10 60 IRPC PCL FOREIGN 3,764,800.00 222.67 16,240,074.03 16,240,074.03
249995 2/03/10 THB TID879 4.312 33.170 489,601.27 489,601.27
PUR 1/29/10 60 KASIKORNBANK PCL-FOREI 104,300.00 849.12 8,997,965.17 8,997,965.17
248680 2/03/10 THB TID879 86.000 33.170 271,268.17 271,268.17
PUR 1/29/10 60 KASIKORNBANK PCL-FOREI 195,100.00 229.91 16,768,569.68 16,768,569.68
248680 2/03/10 THB TID879 85.910 33.170 505,534.21 505,534.21
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 80
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/29/10 60 PTT CHEMICAL PCL-FOREI 131,400.00 151.84 11,074,698.29 11,074,698.29
248211 2/03/10 THB TID879 84.244 33.170 333,876.95 333,876.95
---------------- --------- ---------------- ------------ ---------------- --------------
4,195,600.00 1,453.54 53,081,307.17 53,081,307.17
1,600,280.60 1,600,280.60
4 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 1/29/10 60 BANCO BRADESCO S A ADR 14,000.00 140.00 231,980.00 231,980.00
247229 2/03/10 USD TID879 16.560 1.000 231,980.00 231,980.00
PUR 1/29/10 60 BM&FBOVESPA SA 103,600.00 246.68 1,319,578.71 1,319,578.71
242812 2/03/10 BRL TID879 12.733 1.871 705,279.91 705,279.91
PUR 1/29/10 60 CIA PARANAENSE DE ENER 27,900.00 201.54 1,078,107.27 1,078,107.27
247483 2/03/10 BRL TID879 38.628 1.871 576,219.81 576,219.81
PUR 1/29/10 60 CYRELA BRAZIL REALTY 48,700.00 197.47 1,056,340.24 1,056,340.24
243869 2/03/10 BRL TID879 21.683 1.871 564,585.91 564,585.91
PUR 1/29/10 60 ITAU UNIBANCO HLD-PREF 57,800.00 578.00 1,104,188.08 1,104,188.08
246136 2/03/10 USD TID879 19.094 1.000 1,104,188.08 1,104,188.08
PUR 1/29/10 60 LOJAS RENNER SA NPV 29,900.00 200.79 1,074,087.20 1,074,087.20
247972 2/03/10 BRL TID879 35.910 1.871 574,071.19 574,071.19
PUR 1/29/10 60 TAM S A NPV ADR 21,700.00 217.00 396,224.64 396,224.64
246366 2/03/10 USD TID879 18.249 1.000 396,224.64 396,224.64
PUR 1/29/10 60 VALE SA SP ADR 61,200.00 612.00 1,577,778.84 1,577,778.84
247279 2/03/10 USD TID879 25.771 1.000 1,577,778.84 1,577,778.84
PUR 1/29/10 60 VIVO PARTICIPACOES S A 11,500.00 115.04 615,389.90 615,389.90
247096 2/03/10 BRL TID879 53.493 1.871 328,909.62 328,909.62
PUR 2/05/10 60 LOJAS RENNER SA NPV 27,600.00 1,344.43 1,012,591.81 1,012,591.81
247972 2/10/10 BRL TID882 36.597 1.874 540,193.02 540,193.02
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 81
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/09/10 60 VALE SA SP ADR 48,600.00 486.00 1,279,949.04 1,279,949.04
247279 2/12/10 USD TID883 26.326 1.000 1,279,949.04 1,279,949.04
PUR 2/09/10 60 VALE SA SP ADR 48,600.00 486.00 1,279,949.04 1,279,949.04
247279 2/12/10 USD TID883 26.326 1.000 1,279,949.04 1,279,949.04
PUR 2/18/10 60 BANCO BRADESCO S A ADR 121,400.00 4,856.00 2,169,393.72 2,169,393.72
247229 2/23/10 USD TID889 17.830 1.000 2,169,393.72 2,169,393.72
---------------- --------- ---------------- ------------ ---------------- --------------
622,500.00 9,680.95 14,195,558.49 14,195,558.49
11,328,722.82 11,328,722.82
13 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 1/29/10 60 ENERSIS S NPV ADR 16,300.00 163.00 375,168.95 375,168.95
250314 2/03/10 USD TID879 23.007 1.000 375,168.95 375,168.95
PUR 1/29/10 60 ENTEL CHILE SA NPV 3,944.00 29,812,460.00 29,812,460.00
250630 2/02/10 CLP TID879 7558.94 524.500 56,839.77 56,839.77
PUR 2/04/10 60 SOCIEDAD QUIMICA Y MI 31,900.00 1,276.00 1,149,274.06 1,149,274.06
250836 2/09/10 USD TID882 35.987 1.000 1,149,274.06 1,149,274.06
PUR 2/05/10 60 SOCIEDAD QUIMICA Y MI 19,700.00 788.00 696,968.27 696,968.27
250836 2/10/10 USD TID882 35.339 1.000 696,968.27 696,968.27
PUR 2/08/10 60 SOCIEDAD QUIMICA Y MI 5,400.00 216.00 191,468.88 191,468.88
250836 2/11/10 USD TID883 35.417 1.000 191,468.88 191,468.88
PUR 2/09/10 60 SOCIEDAD QUIMICA Y MI 7,800.00 312.00 275,485.86 275,485.86
250836 2/12/10 USD TID884 35.279 1.000 275,485.86 275,485.86
PUR 2/10/10 60 SOCIEDAD QUIMICA Y MI 7,500.00 75.00 270,405.00 270,405.00
250836 2/16/10 USD TID886 36.044 1.000 270,405.00 270,405.00
PUR 2/11/10 60 SOCIEDAD QUIMICA Y MI 1,900.00 19.00 69,095.02 69,095.02
250836 2/17/10 USD TID887 36.356 1.000 69,095.02 69,095.02
---------------- --------- ---------------- ------------ ---------------- --------------
94,444.00 2,849.00 32,840,326.04 32,840,326.04
3,084,705.81 3,084,705.81
8 TRANSACTIONS IN COUNTRY: CHILE (7000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 82
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/29/10 60 AMERICA MOVIL ADR SERI 25,600.00 256.00 1,118,551.04 1,118,551.04
239457 2/03/10 USD TID879 43.683 1.000 1,118,551.04 1,118,551.04
PUR 1/29/10 60 CEMEX SAB-CPO 530,400.00 175.00 6,489,062.38 6,489,062.38
244806 2/04/10 MXN TID879 12.230 12.974 500,162.82 500,162.82
PUR 1/29/10 60 GPO MEXICO SA SER B 102,200.00 73.09 2,710,270.26 2,710,270.26
249888 2/04/10 MXN TID879 26.510 12.974 208,901.74 208,901.74
PUR 1/29/10 60 WALMART DE MEXICO-SER 111,900.00 175.06 6,491,352.18 6,491,352.18
247868 2/04/10 MXN TID879 57.990 12.974 500,339.31 500,339.31
PUR 2/05/10 60 AMERICA MOVIL ADR SERI 36,100.00 361.00 1,582,667.32 1,582,667.32
239457 2/10/10 USD TID882 43.831 1.000 1,582,667.32 1,582,667.32
PUR 2/17/10 60 WALMART DE MEXICO-SER 77,200.00 915.27 4,724,718.82 4,724,718.82
247868 2/22/10 MXN TID889 61.048 12.873 367,022.61 367,022.61
PUR 2/18/10 60 WALMART DE MEXICO-SER 110,300.00 1,338.88 6,892,429.76 6,892,429.76
247868 2/23/10 MXN TID890 62.332 12.838 536,889.77 536,889.77
PUR 2/19/10 60 WALMART DE MEXICO-SER 82,400.00 1,009.26 5,201,765.90 5,201,765.90
247868 2/24/10 MXN TID890 62.971 12.853 404,715.35 404,715.35
PUR 2/23/10 60 GPO MEXICO SA SER B 446,700.00 2,701.77 13,910,755.61 13,910,755.61
249888 2/26/10 MXN TID892 31.064 12.840 1,083,409.06 1,083,409.06
---------------- --------- ---------------- ------------ ---------------- --------------
1,522,800.00 7,005.33 49,121,573.27 49,121,573.27
6,302,659.02 6,302,659.02
9 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 1/29/10 60 COMPANIA DE MINAS BUEN 18,500.00 185.00 583,658.35 583,658.35
241165 2/03/10 USD TID879 31.539 1.000 583,658.35 583,658.35
---------------- --------- ---------------- ------------ ---------------- --------------
18,500.00 185.00 583,658.35 583,658.35
583,658.35 583,658.35
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: 83
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/29/10 60 GENTING BHD MYR 0.1 313,200.00 474.85 2,184,309.55 2,184,309.55
246226 2/04/10 MYR TID879 6.969 3.409 640,747.89 640,747.89
PUR 2/10/10 60 DIGI COM BHD MYR1 13,900.00 312,396.96 312,396.96
250837 2/17/10 MYR TID886 22.475 3.429 91,104.39 91,104.39
PUR 2/11/10 60 DIGI COM BHD MYR1 24,000.00 498.26 539,752.94 539,752.94
250837 2/18/10 MYR TID886 22.419 3.425 157,592.10 157,592.10
PUR 2/12/10 60 DIGI COM BHD MYR1 19,200.00 411.35 432,260.15 432,260.15
250837 2/19/10 MYR TID887 22.440 3.419 126,428.82 126,428.82
PUR 2/17/10 60 DIGI COM BHD MYR1 19,300.00 418.89 436,252.33 436,252.33
250837 2/22/10 MYR TID889 22.530 3.384 128,916.17 128,916.17
PUR 2/18/10 60 DIGI COM BHD MYR1 44,800.00 888.05 1,009,930.72 1,009,930.72
250837 2/23/10 MYR TID889 22.476 3.400 297,038.45 297,038.45
PUR 2/19/10 60 DIGI COM BHD MYR1 12,900.00 294.85 288,875.98 288,875.98
250837 2/24/10 MYR TID890 22.316 3.412 84,664.71 84,664.71
PUR 2/22/10 60 DIGI COM BHD MYR1 29,500.00 602.19 661,634.40 661,634.40
250837 2/25/10 MYR TID891 22.359 3.399 194,655.60 194,655.60
---------------- --------- ---------------- ------------ ---------------- --------------
476,800.00 3,588.44 5,865,413.03 5,865,413.03
1,721,148.13 1,721,148.13
8 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
PUR 1/29/10 60 TEVA PHARMACEUTICAL SP 21,400.00 214.00 1,213,476.30 1,213,476.30
239858 2/03/10 USD TID879 56.695 1.000 1,213,476.30 1,213,476.30
PUR 2/01/10 60 BEZEQ THE ISRAELI TELE 193,048.00 1,507.76 1,872,258.31 1,872,258.31
243383 2/03/10 ILS TID879 9.669 3.714 504,094.75 504,094.75
---------------- --------- ---------------- ------------ ---------------- --------------
214,448.00 1,721.76 3,085,734.61 3,085,734.61
1,717,571.05 1,717,571.05
2 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 84
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/29/10 60 JSC MMC NORILSK NICKEL 14,638.00 79.67 227,700.57 227,700.57
250633 2/03/10 USD TID879 15.550 1.000 227,700.57 227,700.57
PUR 1/29/10 60 URALKALI JSC NPV GDR 26,792.00 200.61 573,372.58 573,372.58
249223 2/03/10 USD TID879 21.393 1.000 573,372.58 573,372.58
---------------- --------- ---------------- ------------ ---------------- --------------
41,430.00 280.28 801,073.15 801,073.15
801,073.15 801,073.15
2 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
PUR 1/29/10 60 INFOSYS TECHNOLOGIES L 10,700.00 107.00 555,930.27 555,930.27
247873 2/03/10 USD TID879 51.946 1.000 555,930.27 555,930.27
PUR 1/29/10 60 MAHINDRA +MAHINDRA GDR 14,776.00 591.04 322,116.80 322,116.80
248721 2/03/10 USD TID879 21.760 1.000 322,116.80 322,116.80
PUR 1/29/10 60 UNITED SPIRITS LTD INR 31,096.00 1,243.84 416,375.44 416,375.44
246372 2/03/10 USD TID879 13.350 1.000 416,375.44 416,375.44
---------------- --------- ---------------- ------------ ---------------- --------------
56,572.00 1,941.88 1,294,422.51 1,294,422.51
1,294,422.51 1,294,422.51
3 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
15,856,830.00 90,845.59 19778133114.40 19778133114.40
62,606,546.41 62,606,546.41
122 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
17,507,530.00 96,668.46 19810154702.32 19810154702.32
78,969,805.77 78,969,805.77
126 "PUR " TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 85
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/22/10 60 AQUARIUS PLATINUM LTD 61,904.00 433.72 232,126.30 264,006.17 -31,879.87
250380 2/25/10 UKP TID891 3.754 .645 359,702.82 423,287.58 -63,584.76
SALE 2/23/10 60 AQUARIUS PLATINUM LTD 49,799.00 328.23 175,976.43 212,381.16 -36,404.73
250380 2/26/10 UKP TID892 3.538 .647 271,901.31 340,515.93 -68,614.62
---------------- --------- ---------------- ------------ ---------------- --------------
111,703.00 761.95 408,102.73 476,387.33 -68,284.60
631,604.13 763,803.51 -132,199.38
2 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
SALE 2/05/10 60 SOUTHGOBI ENERGY RESOU 4,500.00 93.02 501,168.02 572,902.85 -71,734.83
250635 2/09/10 HKD TID882 111.531 7.771 64,492.92 73,738.36 -9,245.44
---------------- --------- ---------------- ------------ ---------------- --------------
4,500.00 93.02 501,168.02 572,902.85 -71,734.83
64,492.92 73,738.36 -9,245.44
1 TRANSACTION IN COUNTRY: CANADA ( 300)
SALE 2/08/10 60 BANK PEKAO SA PLN 1.0 10,000.00 1,818.57 1,542,289.03 1,607,154.26 -64,865.23
248411 2/11/10 PLN TID883 154.771 2.979 517,772.53 564,381.58 -46,609.05
SALE 2/09/10 60 BANK PEKAO SA PLN 1.0 13,668.00 2,489.77 2,106,205.51 2,196,658.44 -90,452.93
248411 2/12/10 PLN TID883 154.639 2.971 708,873.69 771,396.74 -62,523.05
SALE 2/10/10 60 BANK PEKAO SA PLN 1.0 10,088.00 1,828.91 1,546,948.45 1,621,297.22 -74,348.77
248411 2/15/10 PLN TID886 153.884 2.971 520,717.80 569,348.14 -48,630.34
SALE 2/11/10 60 BANK PEKAO SA PLN 1.0 8,194.00 1,458.96 1,230,583.28 1,316,902.20 -86,318.92
248411 2/16/10 PLN TID887 150.709 2.963 415,386.76 462,454.27 -47,067.51
SALE 2/12/10 60 BANK PEKAO SA PLN 1.0 11,664.00 2,090.24 1,757,391.67 1,874,584.72 -117,193.05
248411 2/17/10 PLN TID887 151.197 2.953 595,120.78 658,294.67 -63,173.89
---------------- --------- ---------------- ------------ ---------------- --------------
53,614.00 9,686.45 8,183,417.94 8,616,596.84 -433,178.90
2,757,871.56 3,025,875.40 -268,003.84
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: 86
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/28/10 60 FORD OTOMOTIV SAN TRY 21,468.00 402.98 240,446.52 144,951.06 95,495.46
246567 2/01/10 TRY TID878 11.228 1.495 160,790.77 93,114.08 67,676.69
SALE 1/28/10 60 HURRIYET GAZETE 57,148.00 185.60 110,743.87 84,525.38 26,218.49
248758 2/01/10 TRY TID878 1.943 1.495 74,056.35 57,146.12 16,910.23
SALE 1/29/10 60 HURRIYET GAZETE 31,335.00 100.80 59,900.26 46,346.38 13,553.88
248758 2/02/10 TRY TID879 1.916 1.489 40,217.71 31,333.97 8,883.74
SALE 2/01/10 60 HURRIYET GAZETE 139,704.00 489.39 290,735.80 206,630.74 84,105.06
248758 2/03/10 TRY TID880 2.086 1.489 195,268.86 139,699.40 55,569.46
SALE 2/18/10 60 FORD OTOMOTIV SAN TRY 4,969.00 82.41 49,854.74 33,550.49 16,304.25
246567 2/22/10 TRY TID889 10.058 1.516 32,881.37 21,552.26 11,329.11
SALE 2/19/10 60 FORD OTOMOTIV SAN TRY 4,587.00 75.70 45,943.83 30,971.24 14,972.59
246567 2/23/10 TRY TID890 10.041 1.521 30,204.35 19,895.39 10,308.96
SALE 2/22/10 60 FORD OTOMOTIV SAN TRY 7,693.00 127.84 78,042.22 51,942.82 26,099.40
246567 2/24/10 TRY TID891 10.170 1.530 51,011.32 33,367.18 17,644.14
SALE 2/23/10 60 FORD OTOMOTIV SAN TRY 13,478.00 220.01 135,316.93 91,002.91 44,314.02
246567 2/25/10 TRY TID892 10.065 1.542 87,782.63 58,458.71 29,323.92
SALE 2/24/10 60 FORD OTOMOTIV SAN TRY 332,743.00 4,836.07 2,987,200.28 2,246,667.17 740,533.11
246567 2/26/10 TRY TID893 9.000 1.548 1,929,591.29 1,443,220.54 486,370.75
---------------- --------- ---------------- ------------ ---------------- --------------
613,125.00 6,520.80 3,998,184.45 2,936,588.19 1,061,596.26
2,601,804.65 1,897,787.65 704,017.00
9 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 2/11/10 60 SIMCERE PHARMACEUTICAL 2,800.00 70.34 26,118.06 32,404.34 -6,286.28
239470 2/17/10 USD TID887 9.353 1.000 26,118.06 32,404.34 -6,286.28
SALE 2/17/10 60 SIMCERE PHARMACEUTICAL 5,300.00 53.64 49,799.22 61,336.79 -11,537.57
239470 2/22/10 USD TID889 9.406 1.000 49,799.22 61,336.79 -11,537.57
---------------- --------- ---------------- ------------ ---------------- --------------
8,100.00 123.98 75,917.28 93,741.13 -17,823.85
75,917.28 93,741.13 -17,823.85
2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 87
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 2/12/10 60 POSCO ADR 10,400.00 416.00 1,191,129.68 1,194,804.49 -3,674.81
248968 2/18/10 USD TID887 114.572 1.000 1,191,129.68 1,194,804.49 -3,674.81
SALE 2/16/10 60 POSCO ADR 2,300.00 26.51 275,842.16 264,235.61 11,606.55
248968 2/19/10 USD TID888 119.943 1.000 275,842.16 264,235.61 11,606.55
SALE 2/17/10 60 POSCO ADR 8,300.00 332.00 992,312.31 953,545.89 38,766.42
248968 2/22/10 USD TID889 119.596 1.000 992,312.31 953,545.89 38,766.42
SALE 2/18/10 60 POSCO ADR 13,900.00 556.00 1,629,866.74 1,596,902.16 32,964.58
248968 2/23/10 USD TID889 117.297 1.000 1,629,866.74 1,596,902.16 32,964.58
---------------- --------- ---------------- ------------ ---------------- --------------
34,900.00 1,330.51 4,089,150.89 4,009,488.15 79,662.74
4,089,150.89 4,009,488.15 79,662.74
4 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 2/10/10 60 ORASCOM CONSTRUCTION I 13,326.00 2,490.03 3,401,415.04 3,735,598.28 -334,183.24
240471 2/11/10 EGP TID886 256.272 5.486 620,017.32 687,969.63 -67,952.31
SALE 2/11/10 60 ORASCOM CONSTRUCTION I 26,651.00 4,944.82 6,754,696.70 7,470,916.24 -716,219.54
240471 2/15/10 EGP TID886 254.468 5.486 1,231,260.79 1,375,887.64 -144,626.85
SALE 2/18/10 60 ORASCOM CONSTRUCTION I 10,720.00 1,967.79 2,689,993.61 3,005,073.81 -315,080.20
240471 2/22/10 EGP TID889 251.940 5.490 489,980.62 553,431.97 -63,451.35
SALE 2/22/10 60 ORASCOM CONSTRUCTION I 11,845.00 2,132.78 2,916,056.67 3,320,438.37 -404,381.70
240471 2/23/10 EGP TID891 247.173 5.491 531,061.13 611,511.36 -80,450.23
SALE 2/23/10 60 ORASCOM CONSTRUCTION I 4,277.00 753.31 1,028,186.71 1,198,945.96 -170,759.25
240471 2/24/10 EGP TID892 241.365 5.481 187,573.97 220,804.90 -33,230.93
SALE 2/24/10 60 ORASCOM CONSTRUCTION I 2,388.00 419.07 572,566.41 669,413.83 -96,847.42
240471 2/25/10 EGP TID893 240.731 5.487 104,349.63 123,283.17 -18,933.54
---------------- --------- ---------------- ------------ ---------------- --------------
69,207.00 12,707.80 17,362,915.14 19,400,386.49 -2,037,471.35
3,164,243.46 3,572,888.67 -408,645.21
6 TRANSACTIONS IN COUNTRY: EGYPT (5100)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 88
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/29/10 60 NASPERS LTD ZAR 0.02 35,524.00 2,551.65 9,600,467.96 8,910,062.09 690,405.87
247875 2/05/10 ZAR TID879 270.795 7.540 1,273,271.61 1,147,401.57 125,870.04
SALE 2/01/10 60 IMPALA PLATINUM HOLDIN 14,826.00 760.73 2,858,649.99 3,248,245.41 -389,595.42
240708 2/08/10 ZAR TID879 193.200 7.531 379,604.55 407,617.43 -28,012.88
SALE 2/01/10 60 NASPERS LTD ZAR 0.02 21,372.00 1,520.52 5,713,757.88 5,360,484.38 353,273.50
247875 2/08/10 ZAR TID880 267.884 7.531 758,738.73 690,301.38 68,437.35
SALE 2/02/10 60 NASPERS LTD ZAR 0.02 13,630.00 995.54 3,711,245.08 3,418,650.67 292,594.41
247875 2/09/10 ZAR TID880 272.831 7.471 496,773.41 440,239.93 56,533.48
SALE 2/04/10 60 IMPALA PLATINUM HOLDIN 34,403.00 1,747.43 6,671,144.19 7,537,392.88 -866,248.69
240708 2/11/10 ZAR TID881 194.300 7.651 871,965.20 945,856.10 -73,890.90
---------------- --------- ---------------- ------------ ---------------- --------------
119,755.00 7,575.87 28,555,265.10 28,474,835.43 80,429.67
3,780,353.50 3,631,416.41 148,937.09
5 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 2/02/10 60 BM&FBOVESPA SA 158,100.00 2,779.11 2,042,854.49 1,756,140.37 286,714.12
242812 2/05/10 BRL TID880 12.954 1.839 1,111,092.40 981,163.29 129,929.11
SALE 2/02/10 60 VIVO PARTICIPACOES S A 12,300.00 911.64 670,125.26 518,750.70 151,374.56
247096 2/05/10 BRL TID880 54.618 1.839 364,475.83 265,496.85 98,978.98
SALE 2/02/10 60 VIVO PARTICIPACOES S A 12,300.00 911.64 670,125.26 518,750.70 151,374.56
247096 2/05/10 BRL TID880 54.618 1.839 364,475.83 265,496.85 98,978.98
---------------- --------- ---------------- ------------ ---------------- --------------
182,700.00 4,602.39 3,383,105.01 2,793,641.77 589,463.24
1,840,044.06 1,512,156.99 327,887.07
3 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 1/27/10 60 GRUPO AEROPORTUARIO DE 5,000.00 203.21 252,310.79 192,632.19 59,678.60
247481 2/01/10 USD TID878 50.503 1.000 252,310.79 192,632.19 59,678.60
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 89
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/28/10 60 GRUPO AEROPORTUARIO DE 800.00 8.51 39,706.05 30,821.15 8,884.90
247481 2/02/10 USD TID878 49.643 1.000 39,706.05 30,821.15 8,884.90
SALE 1/28/10 60 GRUPO AEROPORTUARIO DE 1,500.00 30.94 73,851.56 57,789.66 16,061.90
247481 2/02/10 USD TID878 49.255 1.000 73,851.56 57,789.66 16,061.90
SALE 1/29/10 60 GRUPO AEROPORTUARIO DE 3,800.00 40.43 190,550.85 146,400.46 44,150.39
247481 2/03/10 USD TID879 50.156 1.000 190,550.85 146,400.46 44,150.39
SALE 2/16/10 60 DESARROLLADORA HOMEX A 8,400.00 339.34 262,628.54 172,851.91 89,776.63
246224 2/19/10 USD TID888 31.306 1.000 262,628.54 172,851.91 89,776.63
SALE 2/17/10 60 DESARROLLADORA HOMEX A 11,600.00 468.57 358,967.87 238,700.26 120,267.61
246224 2/22/10 USD TID889 30.986 1.000 358,967.87 238,700.26 120,267.61
SALE 2/18/10 60 DESARROLLADORA HOMEX A 13,800.00 557.42 426,122.02 283,971.00 142,151.02
246224 2/23/10 USD TID890 30.919 1.000 426,122.02 283,971.00 142,151.02
SALE 2/19/10 60 DESARROLLADORA HOMEX A 3,300.00 133.28 100,543.45 67,906.11 32,637.34
246224 2/24/10 USD TID890 30.508 1.000 100,543.45 67,906.11 32,637.34
SALE 2/22/10 60 DESARROLLADORA HOMEX A 1,900.00 76.74 57,478.06 39,097.46 18,380.60
246224 2/25/10 USD TID892 30.292 1.000 57,478.06 39,097.46 18,380.60
SALE 2/23/10 60 DESARROLLADORA HOMEX A 6,262.00 252.78 180,848.64 128,856.98 51,991.66
246224 2/26/10 USD TID892 28.921 1.000 180,848.64 128,856.98 51,991.66
---------------- --------- ---------------- ------------ ---------------- --------------
56,362.00 2,111.22 1,943,007.83 1,359,027.18 583,980.65
1,943,007.83 1,359,027.18 583,980.65
10 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 1/27/10 60 MECHEL GROUP OAO RUB 1 77,400.00 794.79 1,635,944.31 796,159.72 839,784.59
246999 2/01/10 USD TID878 21.147 1.000 1,635,944.31 796,159.72 839,784.59
SALE 1/27/10 60 ROSNEFT OJSC GDR 116,448.00 4,657.92 888,079.03 484,294.45 403,784.58
244467 2/01/10 USD TID877 7.666 1.000 888,079.03 484,294.45 403,784.58
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 90
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/10 THROUGH 2/28/10 ** 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 1/29/10 60 ROSNEFT OJSC GDR 150,472.00 1,504.72 1,166,865.22 625,796.53 541,068.69
244467 2/03/10 USD TID879 7.765 1.000 1,166,865.22 625,796.53 541,068.69
SALE 2/01/10 60 ROSNEFT OJSC GDR 266,721.00 10,668.84 2,021,878.54 1,109,263.36 912,615.18
244467 2/04/10 USD TID880 7.620 1.000 2,021,878.54 1,109,263.36 912,615.18
SALE 2/02/10 60 MECHEL GROUP OAO RUB 1 67,800.00 697.65 1,546,464.45 697,411.23 849,053.22
246999 2/05/10 USD TID880 22.820 1.000 1,546,464.45 697,411.23 849,053.22
SALE 2/02/10 60 ROSNEFT OJSC GDR 53,418.00 2,136.72 417,408.25 222,159.60 195,248.65
244467 2/05/10 USD TID880 7.854 1.000 417,408.25 222,159.60 195,248.65
---------------- --------- ---------------- ------------ ---------------- --------------
732,259.00 20,460.64 7,676,639.80 3,935,084.89 3,741,554.91
7,676,639.80 3,935,084.89 3,741,554.91
6 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
1,986,225.00 65,974.63 76,176,874.19 72,668,680.25 3,508,193.94
28,625,130.08 23,875,008.34 4,750,121.74
53 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
1,986,225.00 65,974.63 76,176,874.19 72,668,680.25 3,508,193.94
28,625,130.08 23,875,008.34 4,750,121.74
53 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
19,493,755.00 162,643.09 19886331576.51 19882823382.57 3,508,193.94
107,594,935.85 102,844,814.11 4,750,121.74
179 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
179,576,043.84 1218804.89 67613948344.97 66873475164.94 740,473,180.03
831,081,824.63 816,937,260.88 14,144,563.75
837 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****