S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 1/01/10 THROUGH 1/31/10 ** COMMON PENSION FD D **
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
ETF-EMERGING MARKETS (1700)
PUR 1/25/10 60 VANGUARD I SHS VANGUAR 250,000.00 2,500.00 9,923,225.00 9,923,225.00
250587 1/28/10 USD S27040 39.683 1.000 9,923,225.00 9,923,225.00
250,000.00 2,500.00 9,923,225.00 9,923,225.00
9,923,225.00 9,923,225.00
1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
250,000.00 2,500.00 9,923,225.00 9,923,225.00
9,923,225.00 9,923,225.00
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
DEV MKT COMMON STOCK (2220)
PUR 1/07/10 60 ARC ENERGY TRUST-UNITS 40,000.00 1,546.34 849,124.00 849,124.00
250346 1/12/10 CAD S26981 21.188 1.035 820,647.53 820,647.53
PUR 1/07/10 60 POTASH CORP SASK COM 10,000.00 386.59 1,289,778.00 1,289,778.00
230239 1/12/10 CAD S26981 128.938 1.035 1,246,523.63 1,246,523.63
PUR 1/21/10 60 VITERRA INC 40,000.00 1,526.72 407,936.00 407,936.00
249990 1/26/10 CAD S27028 10.158 1.048 389,251.91 389,251.91
PUR 1/26/10 60 BANK MONTREAL QUE NPV 20,000.00 752.87 1,063,390.00 1,063,390.00
248006 1/29/10 CAD S27047 53.130 1.063 1,000,743.46 1,000,743.46
PUR 1/26/10 60 NEXEN INC 40,000.00 1,505.74 912,988.00 912,988.00
230231 1/29/10 CAD S27047 22.785 1.063 859,201.96 859,201.96
PUR 1/26/10 60 TORONTO DOMINION BK ON 20,000.00 752.87 1,251,284.00 1,251,284.00
242764 1/29/10 CAD S27047 62.524 1.063 1,177,568.23 1,177,568.23
170,000.00 6,471.13 5,774,500.00 5,774,500.00
5,493,936.72 5,493,936.72
6 TRANSACTIONS IN COUNTRY: CANADA ( 300)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 2
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 12/30/09 60 CFAO SA NPV 27,588.00 1,682.46 785,376.24 785,376.24
249871 1/05/10 EUR S26969 28.425 .699 1,123,323.68 1,123,323.68
PUR 12/31/09 60 CFAO SA NPV 1,676.00 103.24 48,035.38 48,035.38
249871 1/06/10 EUR S26972 28.618 .697 68,925.93 68,925.93
PUR 1/04/10 60 CFAO SA NPV 14,760.00 932.17 431,011.73 431,011.73
249871 1/07/10 EUR S26975 29.158 .693 622,380.74 622,380.74
PUR 1/05/10 60 CFAO SA NPV 25,976.00 1,711.97 792,774.81 792,774.81
249871 1/08/10 EUR S26979 30.474 .694 1,143,023.50 1,143,023.50
PUR 1/05/10 60 CFAO SA NPV 30,000.00 1,992.74 922,796.12 922,796.12
249871 1/08/10 EUR S26979 30.714 .694 1,330,488.35 1,330,488.35
PUR 1/08/10 60 VINCI SA 250,000.00 22,126.28 10,311,293.77 10,311,293.77
249596 1/13/10 EUR S26986 41.183 .698 14,772,986.98 14,772,986.98
---------------- --------- ---------------- ------------ ---------------- --------------
350,000.00 28,548.86 13,291,288.05 13,291,288.05
19,061,129.18 19,061,129.18
6 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
PUR 1/15/10 60 FAST RETAILING CO LTD 74,600.00 15,635.281,185,011,159.00 1,185,011,159.00
241347 1/20/10 JPY S27006 15865.8 90.840 13,045,036.98 13,045,036.98
PUR 1/15/10 60 NISSAN MOTOR CO LTD NP 2,388,940.00 25,326.741,919,535,638.00 1,919,535,638.00
245070 1/20/10 JPY S27006 802.546 90.840 21,130,951.54 21,130,951.54
PUR 1/20/10 60 CANON INC. 119,400.00 5,920.55 450,452,945.00 450,452,945.00
14464 1/25/10 JPY S27017 3768.11 91.190 4,939,718.66 4,939,718.66
PUR 1/20/10 60 HONDA MOTOR CO LTD 137,800.00 5,961.20 453,546,096.00 453,546,096.00
9605 1/25/10 JPY S27017 3287.39 91.190 4,973,638.51 4,973,638.51
PUR 1/20/10 60 PANASONIC CORP 304,510.00 5,973.93 454,514,574.00 454,514,574.00
243112 1/25/10 JPY S27017 1490.82 91.190 4,984,258.95 4,984,258.95
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: 3
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/20/10 60 SHARP CORP NPV 389,410.00 5,944.52 452,276,684.00 452,276,684.00
244727 1/25/10 JPY S27017 1160.04 91.190 4,959,718.00 4,959,718.00
PUR 1/20/10 60 TOYOTA MOTOR CORP 219,700.00 12,018.27 914,384,452.00 914,384,452.00
220989 1/25/10 JPY S27017 4156.98 91.190 10,027,244.79 10,027,244.79
---------------- --------- ---------------- ------------ ---------------- --------------
3,634,360.00 76,780.495,829,721,548.00 5,829,721,548.00
64,060,567.43 64,060,567.43
7 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
PUR 1/12/10 60 KONINKLIJKE KPN NV 1,000,000.00 26,252.83 12,053,453.10 12,053,453.10
239708 1/15/10 EUR S26996 12.035 .688 17,528,139.68 17,528,139.68
PUR 1/19/10 60 KONINKLIJKE KPN NV 500,000.00 12,981.32 6,068,188.65 6,068,188.65
239708 1/22/10 EUR S27016 12.118 .700 8,667,194.15 8,667,194.15
PUR 1/21/10 60 KONINKLIJKE KPN NV 500,000.00 12,809.66 6,084,212.65 6,084,212.65
239708 1/26/10 EUR S27027 12.150 .711 8,552,581.86 8,552,581.86
PUR 1/22/10 60 KONINKLIJKE KPN NV 700,000.00 18,032.37 8,520,000.86 8,520,000.86
239708 1/27/10 EUR S27030 12.153 .708 12,039,613.22 12,039,613.22
PUR 1/22/10 60 KONINKLIJKE KPN NV 100,000.00 2,571.69 1,215,079.89 1,215,079.89
239708 1/27/10 EUR S27030 12.133 .708 1,717,029.39 1,717,029.39
---------------- --------- ---------------- ------------ ---------------- --------------
2,800,000.00 72,647.87 33,940,935.15 33,940,935.15
48,504,558.30 48,504,558.30
5 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
PUR 1/08/10 60 BANQUE CANTONALE VAUDO 4,100.00 3,317.03 1,804,395.64 1,804,395.64
249914 1/13/10 CHF S26983 439.262 1.032 1,749,123.34 1,749,123.34
PUR 1/11/10 60 BANQUE CANTONALE VAUDO 4,900.00 4,027.28 2,155,291.66 2,155,291.66
249914 1/14/10 CHF S26990 439.021 1.015 2,123,649.29 2,123,649.29
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: 4
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/12/10 60 BANQUE CANTONALE VAUDO 1,000.00 824.98 441,421.61 441,421.61
249914 1/15/10 CHF S26994 440.585 1.015 435,026.72 435,026.72
PUR 1/15/10 60 ADECCO SA-REG 200,000.00 18,135.70 12,423,427.23 12,423,427.23
249676 1/20/10 CHF S27004 62.024 1.026 12,108,603.54 12,108,603.54
PUR 1/25/10 60 ACTELION LTD 53,307.00 4,223.24 2,931,937.13 2,931,937.13
249592 1/28/10 CHF S27039 54.919 1.040 2,819,712.57 2,819,712.57
PUR 1/26/10 60 ACTELION LTD 46,693.00 3,676.96 2,571,349.90 2,571,349.90
249592 1/29/10 CHF S27044 54.987 1.047 2,454,983.67 2,454,983.67
---------------- --------- ---------------- ------------ ---------------- --------------
310,000.00 34,205.19 22,327,823.17 22,327,823.17
21,691,099.13 21,691,099.13
6 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
PUR 1/15/10 60 TESCO PLC 651,785.00 27,872.61 2,782,474.25 2,782,474.25
240797 1/20/10 UKP S27003 4.243 .615 4,523,193.67 4,523,193.67
---------------- --------- ---------------- ------------ ---------------- --------------
651,785.00 27,872.61 2,782,474.25 2,782,474.25
4,523,193.67 4,523,193.67
1 TRANSACTION IN COUNTRY: UNITED KINGDOM (1000)
PUR 1/15/10 60 DEUTSCHE TELEKOM AG NP 2,000,000.00 43,760.54 20,332,252.70 20,332,252.70
250453 1/19/10 EUR S27010 10.151 .696 29,217,456.50 29,217,456.50
PUR 1/15/10 60 DEUTSCHE TELEKOM AG NP 1,000,000.00 21,580.44 10,026,817.70 10,026,817.70
250453 1/19/10 EUR S27010 10.012 .696 14,408,541.65 14,408,541.65
PUR 1/15/10 60 FRESENIUS SE CUM PFD R 150,000.00 16,601.84 7,713,633.12 7,713,633.12
250455 1/19/10 EUR S27010 51.347 .696 11,084,494.33 11,084,494.33
PUR 1/19/10 60 DEUTSCHE TELEKOM AG NP 600,000.00 12,941.86 6,049,741.02 6,049,741.02
250453 1/21/10 EUR S27014 10.068 .700 8,640,845.40 8,640,845.40
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: 5
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/19/10 60 DEUTSCHE TELEKOM AG NP 400,000.00 8,646.59 4,041,893.76 4,041,893.76
250453 1/21/10 EUR S27014 10.090 .700 5,773,037.06 5,773,037.06
PUR 1/19/10 60 DEUTSCHE TELEKOM AG NP 1,000,000.00 21,509.34 10,054,659.40 10,054,659.40
250453 1/21/10 EUR S27014 10.040 .700 14,361,070.52 14,361,070.52
PUR 1/20/10 60 DEUTSCHE TELEKOM AG NP 1,000,000.00 21,165.75 10,010,393.10 10,010,393.10
250453 1/22/10 EUR S27023 9.995 .708 14,131,667.93 14,131,667.93
PUR 1/21/10 60 DEUTSCHE TELEKOM AG NP 1,000,000.00 20,942.13 9,946,898.00 9,946,898.00
250453 1/25/10 EUR S27026 9.932 .711 13,982,361.29 13,982,361.29
PUR 1/25/10 60 FRESENIUS SE CUM PFD R 150,000.00 16,075.37 7,580,864.26 7,580,864.26
250455 1/27/10 EUR S27037 50.463 .706 10,732,994.45 10,732,994.45
---------------- --------- ---------------- ------------ ---------------- --------------
7,300,000.00 183,223.86 85,757,153.06 85,757,153.06
122,332,469.13 122,332,469.13
9 TRANSACTIONS IN COUNTRY: GERMANY (1100)
PUR 1/25/10 60 DSV A/S 90,855.00 2,448.24 8,595,928.26 8,595,928.26
249200 1/28/10 DKK S27038 94.470 5.259 1,634,610.88 1,634,610.88
---------------- --------- ---------------- ------------ ---------------- --------------
90,855.00 2,448.24 8,595,928.26 8,595,928.26
1,634,610.88 1,634,610.88
1 TRANSACTION IN COUNTRY: DENMARK (1400)
PUR 1/20/10 60 AUSTRALIA AND NZ BANKI 250,000.00 10,678.17 5,873,047.65 5,873,047.65
249912 1/25/10 AUD S27018 23.445 1.098 5,349,760.80 5,349,760.80
---------------- --------- ---------------- ------------ ---------------- --------------
250,000.00 10,678.17 5,873,047.65 5,873,047.65
5,349,760.80 5,349,760.80
1 TRANSACTION IN COUNTRY: AUSTRALIA (1800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 6
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 12/29/09 60 OLAM INTERNATIONAL LTD 600,000.00 3,265.93 1,597,161.45 1,597,161.45
242025 1/04/10 SGD S26966 2.654 1.403 1,138,552.50 1,138,552.50
PUR 1/25/10 60 SINGAPORE TELECOM 600,000.00 3,701.71 1,837,400.55 1,837,400.55
228609 1/28/10 SGD S27032 3.054 1.399 1,312,897.86 1,312,897.86
---------------- --------- ---------------- ------------ ---------------- --------------
1,200,000.00 6,967.64 3,434,562.00 3,434,562.00
2,451,450.36 2,451,450.36
2 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
PUR 1/20/10 60 SWIRE PACIFIC 'A' 100,000.00 3,531.66 8,904,329.73 8,904,329.73
221525 1/22/10 HKD S27019 88.769 7.767 1,146,460.54 1,146,460.54
PUR 1/22/10 60 HONGKONG ELECTRIC HOLD 400,000.00 6,778.98 17,102,524.16 17,102,524.16
223127 1/26/10 HKD S27031 42.625 7.772 2,200,615.59 2,200,615.59
PUR 1/25/10 60 HONGKONG ELECTRIC HOLD 300,000.00 5,163.91 13,022,074.30 13,022,074.30
223127 1/27/10 HKD S27033 43.273 7.768 1,676,330.98 1,676,330.98
---------------- --------- ---------------- ------------ ---------------- --------------
800,000.00 15,474.55 39,028,928.19 39,028,928.19
5,023,407.11 5,023,407.11
3 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
17,557,000.00 465,318.616,050,528,187.78 6,050,528,187.78
300,126,182.71 300,126,182.71
47 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
17,807,000.00 467,818.616,060,451,412.78 6,060,451,412.78
310,049,407.71 310,049,407.71
48 "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: 7
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/21/10 60 INMET MNG CORP NPV 20,000.00 763.36 1,192,214.00 1,082,274.00 109,940.00
248430 1/26/10 CAD S27028 59.651 1.048 1,137,608.78 1,009,301.50 128,307.28
---------------- --------- ---------------- ------------ ---------------- --------------
20,000.00 763.36 1,192,214.00 1,082,274.00 109,940.00
1,137,608.78 1,009,301.50 128,307.28
1 TRANSACTION IN COUNTRY: CANADA ( 300)
SALE 12/30/09 60 BIC 3,869.00 406.73 189,296.63 145,144.00 44,152.63
222840 1/05/10 EUR S26973 49.000 .699 270,750.98 179,251.51 91,499.47
SALE 12/31/09 60 BIC 378.00 39.86 18,494.22 14,180.52 4,313.70
222840 1/06/10 EUR S26972 49.000 .697 26,537.34 17,512.81 9,024.53
SALE 1/04/10 60 BIC 1,210.00 128.43 59,201.06 45,392.67 13,808.39
222840 1/07/10 EUR S26975 49.000 .693 85,486.30 56,059.53 29,426.77
SALE 1/08/10 60 RENAULT SA EUR 3.81 250,000.00 21,294.40 9,893,886.87 4,166,630.74 5,727,256.13
245378 1/13/10 EUR S26986 39.635 .698 14,174,968.26 5,570,733.87 8,604,234.39
SALE 1/08/10 60 SOCIETE GENERALE EUR 1 250,000.00 27,870.49 12,949,296.87 7,959,779.74 4,989,517.13
245186 1/13/10 EUR S26986 51.875 .698 18,552,453.10 10,961,837.20 7,590,615.90
SALE 1/15/10 60 GDF SUEZ 400,000.00 24,962.08 11,563,269.04 12,350,123.22 -786,854.18
241862 1/20/10 EUR S27007 28.952 .696 16,616,422.94 16,212,303.46 404,119.48
SALE 1/15/10 60 GDF SUEZ 404,954.00 24,675.67 11,430,594.46 12,503,079.49 -1,072,485.03
241862 1/20/10 EUR S27007 28.269 .696 16,425,769.50 16,413,092.83 12,676.67
SALE 1/15/10 60 RENAULT SA EUR 3.81 250,000.00 21,042.96 9,747,806.33 4,166,630.75 5,581,175.58
245378 1/20/10 EUR S27007 39.050 .696 14,007,602.19 5,570,733.88 8,436,868.31
SALE 1/15/10 60 SOCIETE GENERALE EUR 1 250,000.00 27,090.55 12,549,247.85 7,959,779.74 4,589,468.11
245186 1/20/10 EUR S27007 50.272 .696 18,033,274.92 10,961,837.20 7,071,437.72
---------------- --------- ---------------- ------------ ---------------- --------------
1,810,411.00 147,511.17 68,401,093.33 49,310,740.87 19,090,352.46
98,193,265.53 65,943,362.29 32,249,903.24
9 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: 8
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/12/10 60 JAPAN AIRLINES CORP NP 187,520.00 91.59 6,929,914.00 39,662,849.00 -32,732,935.00
245364 1/15/10 JPY S26995 37.000 90.910 76,228.29 405,343.37 -329,115.08
SALE 1/18/10 60 CREDIT SAISON CO LTD N 26,700.00 439.89 33,249,053.00 27,916,993.00 5,332,060.00
245396 1/21/10 JPY S27011 1246.77 90.810 366,138.67 285,839.33 80,299.34
SALE 1/18/10 60 ORIENTAL LAND CO LTD N 11,270.00 922.96 69,761,604.00 71,705,447.00 -1,943,843.00
245328 1/21/10 JPY S27011 6197.46 90.810 768,215.00 733,934.97 34,280.03
SALE 1/18/10 60 PROMISE CO LTD 11,480.00 158.18 11,955,967.00 14,457,455.00 -2,501,488.00
245143 1/21/10 JPY S27011 1042.71 90.810 131,659.15 147,269.58 -15,610.43
SALE 1/18/10 60 TAKEFUJI CORP NPV 15,410.00 98.73 7,463,116.00 8,437,280.00 -974,164.00
245320 1/21/10 JPY S27011 484.885 90.810 82,183.86 86,359.06 -4,175.20
---------------- --------- ---------------- ------------ ---------------- --------------
252,380.00 1,711.35 129,359,654.00 162,180,024.00 -32,820,370.00
1,424,424.97 1,658,746.31 -234,321.34
5 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
SALE 12/28/09 60 STOREBRAND ASA 623,200.00 6,328.08 24,378,794.87 25,476,141.04 -1,097,346.17
202782 1/04/10 NOK S26962 39.178 5.787 4,212,391.55 4,227,344.29 -14,952.74
SALE 12/28/09 60 STOREBRAND ASA 28,000.00 284.60 1,096,403.72 1,144,627.65 -48,223.93
202782 1/04/10 NOK S26962 39.216 5.787 189,446.68 189,932.03 -485.35
SALE 1/08/10 60 STOREBRAND ASA 1,000,000.00 11,493.73 43,600,700.70 40,879,558.79 2,721,141.91
202782 1/13/10 NOK S26985 43.666 5.699 7,650,990.70 6,783,286.72 867,703.98
SALE 1/11/10 60 STOREBRAND ASA 500,000.00 5,855.90 21,888,467.97 20,439,779.40 1,448,688.57
202782 1/14/10 NOK S26992 43.843 5.615 3,898,074.51 3,391,643.36 506,431.15
SALE 1/11/10 60 STOREBRAND ASA 500,000.00 5,752.01 21,500,151.33 20,439,779.40 1,060,371.93
202782 1/14/10 NOK S26992 43.065 5.615 3,828,919.95 3,391,643.36 437,276.59
SALE 1/15/10 60 STOREBRAND ASA 720,000.00 8,560.95 32,365,418.94 29,433,282.33 2,932,136.61
202782 1/20/10 NOK S27009 45.020 5.679 5,698,739.12 4,883,966.44 814,772.68
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 1/01/10 THROUGH 1/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/19/10 60 STOREBRAND ASA 280,000.00 3,323.46 12,600,698.56 11,446,276.46 1,154,422.10
202782 1/22/10 NOK S27012 45.070 5.696 2,212,317.81 1,899,320.28 312,997.53
---------------- --------- ---------------- ------------ ---------------- --------------
3,651,200.00 41,598.73 157,430,636.09 149,259,445.07 8,171,191.02
27,690,880.32 24,767,136.48 2,923,743.84
7 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
SALE 12/28/09 60 AXFOOD AB 2,500.00 109.30 524,792.13 513,211.32 11,580.81
238548 1/04/10 SEK S26963 210.232 7.213 72,756.43 79,128.64 -6,372.21
SALE 12/29/09 60 AXFOOD AB 7,100.00 311.99 1,488,834.39 1,457,520.15 31,314.24
238548 1/05/10 SEK S26965 210.010 7.169 207,679.61 224,725.33 -17,045.72
SALE 12/30/09 60 AXFOOD AB 12,000.00 527.01 2,516,779.56 2,463,414.34 53,365.22
238548 1/07/10 SEK S26968 210.047 7.174 350,809.79 379,817.46 -29,007.67
SALE 1/04/10 60 AXFOOD AB 12,200.00 546.31 2,560,944.17 2,504,471.25 56,472.92
238548 1/08/10 SEK S26976 210.229 7.042 363,662.00 386,147.75 -22,485.75
SALE 1/05/10 60 AXFOOD AB 6,100.00 271.84 1,281,161.57 1,252,235.62 28,925.95
238548 1/11/10 SEK S26978 210.342 7.080 180,952.47 193,073.87 -12,121.40
SALE 1/07/10 60 AXFOOD AB 460.00 20.37 96,455.10 94,430.88 2,024.22
238548 1/12/10 SEK S26980 210.000 7.114 13,559.06 14,559.67 -1,000.61
SALE 1/08/10 60 AXFOOD AB 3,020.00 133.29 633,248.70 619,959.28 13,289.42
238548 1/13/10 SEK S26984 210.000 7.137 88,727.57 95,587.39 -6,859.82
SALE 1/11/10 60 AXFOOD AB 16,800.00 754.28 3,522,825.42 3,448,780.08 74,045.34
238548 1/14/10 SEK S26991 210.007 7.016 502,098.77 531,744.44 -29,645.67
SALE 1/14/10 60 AXFOOD AB 76,620.00 3,431.05 16,075,696.69 15,728,900.56 346,796.13
238548 1/19/10 SEK S27000 210.126 7.039 2,283,933.83 2,425,134.48 -141,200.65
SALE 1/15/10 60 AXFOOD AB 53,000.00 2,374.37 11,170,136.32 10,880,080.00 290,056.32
238548 1/20/10 SEK S27008 211.074 7.067 1,580,538.02 1,677,527.11 -96,989.09
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: 10
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/25/10 60 AXFOOD AB 3,191.00 142.37 685,035.90 655,062.93 29,972.97
238548 1/28/10 SEK S27036 215.000 7.228 94,773.99 100,999.79 -6,225.80
SALE 1/26/10 60 AXFOOD AB 3,289.00 145.48 706,074.30 675,180.81 30,893.49
238548 1/29/10 SEK S27042 215.000 7.291 96,840.57 104,101.63 -7,261.06
---------------- --------- ---------------- ------------ ---------------- --------------
196,280.00 8,767.66 41,261,984.25 40,293,247.22 968,737.03
5,836,332.11 6,212,547.56 -376,215.45
12 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
SALE 12/29/09 60 SWISSCOM AG-REG 4,600.00 2,644.50 1,816,862.25 1,601,790.42 215,071.83
243318 1/04/10 CHF S26967 395.563 1.032 1,760,354.86 1,395,933.77 364,421.09
---------------- --------- ---------------- ------------ ---------------- --------------
4,600.00 2,644.50 1,816,862.25 1,601,790.42 215,071.83
1,760,354.86 1,395,933.77 364,421.09
1 TRANSACTION IN COUNTRY: SWITZERLAND ( 900)
SALE 1/15/10 60 BP PLC 1,936,472.00 23,670.41 12,118,791.59 9,842,492.13 2,276,299.46
214684 1/20/10 UKP S27003 6.266 .615 19,700,322.99 17,150,273.42 2,550,049.57
SALE 1/19/10 60 INTERNATIONAL POWER PL 1,000,000.00 6,120.28 3,110,262.20 2,540,115.88 570,146.32
227679 1/22/10 UKP S27015 3.114 .611 5,092,745.99 4,268,168.43 824,577.56
SALE 1/21/10 60 CENTRICA ORD GBP 0.061 1,250,000.00 6,988.14 3,594,680.20 3,159,890.66 434,789.54
248801 1/26/10 UKP S27025 2.879 .618 5,815,110.28 5,102,978.78 712,131.50
SALE 1/21/10 60 INTERNATIONAL POWER PL 800,000.00 4,966.06 2,554,290.17 2,032,092.70 522,197.47
227679 1/26/10 UKP S27025 3.197 .618 4,132,072.45 3,414,534.74 717,537.71
SALE 1/22/10 60 CENTRICA ORD GBP 0.061 3,000,000.00 16,343.56 8,434,265.72 7,583,737.57 850,528.15
248801 1/27/10 UKP S27029 2.815 .620 13,601,943.17 12,247,149.04 1,354,794.13
SALE 1/22/10 60 CENTRICA ORD GBP 0.061 2,000,000.00 11,017.00 5,685,168.60 5,055,825.05 629,343.55
248801 1/27/10 UKP S27029 2.846 .620 9,168,473.32 8,164,766.03 1,003,707.29
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: 11
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/22/10 60 INTERNATIONAL POWER PL 200,000.00 1,220.85 629,262.98 508,023.18 121,239.80
227679 1/26/10 UKP S27029 3.150 .620 1,014,812.62 853,633.69 161,178.93
SALE 1/25/10 60 BP PLC 781,809.00 9,126.43 4,685,302.06 3,973,694.91 711,607.15
214684 1/28/10 UKP S27035 6.000 .617 7,594,876.44 6,924,054.73 670,821.71
SALE 1/25/10 60 BP PLC 1,000,000.00 11,689.36 6,001,288.80 5,082,692.72 918,596.08
214684 1/28/10 UKP S27035 6.009 .617 9,728,091.45 8,856,453.09 871,638.36
SALE 1/26/10 60 BP PLC 218,191.00 2,539.12 1,307,770.16 1,108,997.81 198,772.35
214684 1/29/10 UKP S27043 6.001 .619 2,112,048.97 1,932,398.36 179,650.61
---------------- --------- ---------------- ------------ ---------------- --------------
12,186,472.00 93,681.21 48,121,082.48 40,887,562.61 7,233,519.87
77,960,497.68 68,914,410.31 9,046,087.37
10 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
SALE 1/08/10 60 SALZGITTER AG NPV 150,000.00 23,238.59 10,797,204.86 9,723,535.46 1,073,669.40
247022 1/12/10 EUR S26988 72.090 .698 15,469,151.63 13,615,202.14 1,853,949.49
SALE 1/15/10 60 DAIMLER AG 250,000.00 19,997.87 9,263,683.60 8,771,120.31 492,563.29
248924 1/19/10 EUR S27010 37.110 .696 13,311,917.58 13,080,162.08 231,755.50
SALE 1/15/10 60 SALZGITTER AG NPV 200,000.00 29,545.45 13,686,439.50 12,964,713.95 721,725.55
247022 1/19/10 EUR S27010 68.535 .696 19,667,419.87 18,153,602.86 1,513,817.01
---------------- --------- ---------------- ------------ ---------------- --------------
600,000.00 72,781.91 33,747,327.96 31,459,369.72 2,287,958.24
48,448,489.08 44,848,967.08 3,599,522.00
3 TRANSACTIONS IN COUNTRY: GERMANY (1100)
SALE 1/15/10 60 FORTUM OYJ EUR 3.40 500,000.00 20,134.20 9,326,838.73 10,435,122.47 -1,108,283.74
237094 1/20/10 EUR S27007 18.682 .696 13,402,671.55 14,415,108.16 -1,012,436.61
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 20,134.20 9,326,838.73 10,435,122.47 -1,108,283.74
13,402,671.55 14,415,108.16 -1,012,436.61
1 TRANSACTION IN COUNTRY: FINLAND (1200)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 12
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/08/10 60 NOVOZYMES A-S-B SHARES 3,186.00 521.43 1,802,607.07 1,675,960.89 126,646.18
237222 1/13/10 DKK S26987 566.640 5.193 347,095.75 310,430.62 36,665.13
SALE 1/11/10 60 NOVOZYMES A-S-B SHARES 1,565.00 259.33 882,898.66 823,251.35 59,647.31
237222 1/14/10 DKK S26993 565.000 5.115 172,626.58 152,487.11 20,139.47
SALE 1/13/10 60 NOVOZYMES A-S-B SHARES 1,755.00 290.08 990,087.64 923,198.80 66,888.84
237222 1/18/10 DKK S26997 565.000 5.128 193,093.64 170,999.92 22,093.72
SALE 1/14/10 60 NOVOZYMES A-S-B SHARES 5,582.00 920.32 3,149,099.26 2,936,350.82 212,748.44
237222 1/19/10 DKK S27001 565.000 5.140 612,629.47 543,886.93 68,742.54
SALE 1/20/10 60 NOVOZYMES A-S-B SHARES 25,430.00 4,040.17 14,177,763.15 13,377,176.87 800,586.28
237222 1/25/10 DKK S27021 558.359 5.272 2,689,410.09 2,477,793.71 211,616.38
SALE 1/21/10 60 NOVOZYMES A-S-B SHARES 62,482.00 9,714.55 34,237,039.37 32,867,981.34 1,369,058.03
237222 1/26/10 DKK S27024 548.774 5.294 6,466,651.44 6,087,986.89 378,664.55
SALE 1/25/10 60 GENMAB A/S 70,250.00 684.97 7,200,535.43 5,860,547.46 1,339,987.97
250065 1/28/10 DKK S27038 102.550 5.259 1,369,261.50 1,131,345.99 237,915.51
SALE 1/25/10 60 GENMAB A/S 188,348.00 5,514.38 19,303,303.96 15,712,774.29 3,590,529.67
250065 1/28/10 DKK S27038 102.641 5.259 3,670,736.87 3,033,263.42 637,473.45
SALE 1/26/10 60 GENMAB A/S 20,000.00 571.08 2,013,117.79 1,668,483.26 344,634.53
250065 1/29/10 DKK S27045 100.807 5.296 380,149.14 322,091.39 58,057.75
SALE 1/26/10 60 GENMAB A/S 67,267.00 1,937.49 6,829,858.71 5,611,693.19 1,218,165.52
250065 1/29/10 DKK S27045 101.686 5.296 1,289,723.30 1,083,306.06 206,417.24
---------------- --------- ---------------- ------------ ---------------- --------------
445,865.00 24,453.80 90,586,311.04 81,457,418.27 9,128,892.77
17,191,377.78 15,313,592.04 1,877,785.74
10 TRANSACTIONS IN COUNTRY: DENMARK (1400)
SALE 1/08/10 60 ABERTIS INFRAESTRU 538,753.00 18,340.00 8,521,208.14 7,982,726.28 538,481.86
240490 1/13/10 EUR S26986 15.840 .698 12,208,331.92 12,021,335.84 186,996.08
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: 13
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/11/10 60 ABERTIS INFRAESTRU 461,247.00 15,907.85 7,278,889.60 6,834,316.55 444,573.05
240490 1/14/10 EUR S26989 15.805 .687 10,589,324.08 10,291,924.29 297,399.79
SALE 1/12/10 60 ABERTIS INFRAESTRU 200,000.00 6,695.20 3,064,755.96 2,963,408.57 101,347.39
240490 1/15/10 EUR S26996 15.347 .688 4,456,770.20 4,462,652.03 -5,881.83
SALE 1/13/10 60 ABERTIS INFRAESTRU 100,000.00 3,361.44 1,542,113.36 1,481,704.28 60,409.08
240490 1/18/10 EUR S26998 15.444 .689 2,237,606.08 2,231,326.01 6,280.07
SALE 1/15/10 60 ABERTIS INFRAESTRU 500,000.00 16,588.09 7,684,156.45 7,408,521.41 275,635.04
240490 1/20/10 EUR S27007 15.391 .696 11,042,136.34 11,156,630.06 -114,493.72
SALE 1/19/10 60 RED ELECTRICA CORP SA 200,000.00 16,055.01 7,482,519.36 7,837,063.25 -354,543.89
239600 1/22/10 EUR S27016 37.469 .700 10,687,282.77 11,538,209.26 -850,926.49
---------------- --------- ---------------- ------------ ---------------- --------------
2,000,000.00 76,947.59 35,573,642.87 34,507,740.34 1,065,902.53
51,221,451.39 51,702,077.49 -480,626.10
6 TRANSACTIONS IN COUNTRY: SPAIN (1500)
SALE 1/08/10 60 NATIONAL AUSTRALIA BAN 500,000.00 24,806.18 13,457,580.90 13,240,496.73 217,084.17
9880 1/13/10 AUD S26982 26.969 1.087 12,378,281.41 8,308,675.46 4,069,605.95
SALE 1/15/10 60 NATIONAL AUSTRALIA BAN 500,000.00 24,851.62 13,422,401.40 13,240,496.73 181,904.67
9880 1/20/10 AUD S27005 26.899 1.082 12,400,959.19 8,308,675.46 4,092,283.73
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 49,657.80 26,879,982.30 26,480,993.46 398,988.84
24,779,240.60 16,617,350.92 8,161,889.68
2 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
SALE 1/20/10 60 CITY DEVELOPMENTS LTD 200,000.00 4,522.62 2,284,891.95 1,463,677.51 821,214.44
225825 1/25/10 SGD S27020 11.456 1.399 1,632,998.82 943,416.32 689,582.50
SALE 1/25/10 60 KEPPEL CORP LTD 240,000.00 3,953.70 1,967,746.80 1,292,468.94 675,277.86
237171 1/28/10 SGD S27032 8.222 1.400 1,406,035.58 842,450.85 563,584.73
---------------- --------- ---------------- ------------ ---------------- --------------
440,000.00 8,476.32 4,252,638.75 2,756,146.45 1,496,492.30
3,039,034.40 1,785,867.17 1,253,167.23
2 TRANSACTIONS 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: 14
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/12/10 60 BRISA 259,000.00 4,202.65 1,923,785.09 1,889,068.80 34,716.29
224313 1/15/10 EUR S26996 7.439 .688 2,797,569.59 2,722,169.38 75,400.21
SALE 1/13/10 60 BRISA 115,000.00 1,859.66 853,145.36 838,775.72 14,369.64
224313 1/18/10 EUR S26998 7.430 .689 1,237,913.70 1,208,685.24 29,228.46
SALE 1/14/10 60 BRISA 180,526.00 2,913.89 1,339,927.11 1,316,702.84 23,224.27
224313 1/19/10 EUR S27002 7.433 .691 1,939,677.25 1,897,383.60 42,293.65
SALE 1/15/10 60 BRISA 150,665.00 2,389.83 1,107,050.53 1,098,905.60 8,144.93
224313 1/20/10 EUR S27007 7.359 .696 1,590,832.12 1,583,535.33 7,296.79
SALE 1/18/10 60 BRISA 55,065.00 864.57 400,051.96 401,627.70 -1,575.74
224313 1/21/10 EUR S27013 7.276 .695 575,514.96 578,750.03 -3,235.07
SALE 1/19/10 60 BRISA 255,094.00 3,890.72 1,813,290.17 1,860,579.60 -47,289.43
224313 1/22/10 EUR S27016 7.119 .700 2,589,922.44 2,681,116.12 -91,193.68
SALE 1/20/10 60 BRISA 100,000.00 1,505.13 709,723.82 729,370.19 -19,646.37
224313 1/25/10 EUR S27022 7.108 .708 1,001,916.83 1,051,030.65 -49,113.82
SALE 1/21/10 60 BRISA 90,000.00 1,352.55 640,494.81 656,433.17 -15,938.36
224313 1/26/10 EUR S27027 7.127 .711 900,343.99 945,927.58 -45,583.59
SALE 1/22/10 60 BRISA 80,000.00 1,177.31 554,590.86 583,496.16 -28,905.30
224313 1/27/10 EUR S27030 6.943 .708 783,692.34 840,824.53 -57,132.19
SALE 1/25/10 60 BRISA 150,000.00 2,225.37 1,046,298.19 1,094,055.29 -47,757.10
224313 1/28/10 EUR S27034 6.986 .706 1,481,349.92 1,576,545.97 -95,196.05
SALE 1/26/10 60 BRISA 185,000.00 2,712.28 1,284,209.29 1,349,334.86 -65,125.57
224313 1/29/10 EUR S27046 6.952 .711 1,805,470.20 1,944,406.71 -138,936.51
---------------- --------- ---------------- ------------ ---------------- --------------
1,620,350.00 25,093.96 11,672,567.19 11,818,349.93 -145,782.74
16,704,203.34 17,030,375.14 -326,171.80
11 TRANSACTIONS IN COUNTRY: PORTUGAL (3100)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 15
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/22/10 60 BANK OF EAST ASIA 400,000.00 4,473.30 11,216,034.83 8,383,236.53 2,832,798.30
218706 1/26/10 HKD S27031 28.127 7.772 1,443,189.37 1,078,145.11 365,044.26
SALE 1/25/10 60 ORIENT O/SEAS INTL 100,000.00 2,037.60 5,106,421.50 2,061,983.21 3,044,438.29
228271 1/27/10 HKD S27033 51.223 7.768 657,349.39 264,375.83 392,973.56
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 6,510.90 16,322,456.33 10,445,219.74 5,877,236.59
2,100,538.76 1,342,520.94 758,017.82
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
25,227,558.00 580,734.46 675,945,291.57 653,975,444.57 21,969,847.00
390,890,371.15 332,957,297.16 57,933,073.99
82 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
25,227,558.00 580,734.46 675,945,291.57 653,975,444.57 21,969,847.00
390,890,371.15 332,957,297.16 57,933,073.99
82 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
---------------- --------- ---------------- ------------ ---------------- --------------
43,034,558.00 1048553.076,736,396,704.35 6,714,426,857.35 21,969,847.00
700,939,778.86 643,006,704.87 57,933,073.99
130 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: 16
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** 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 1/04/10 60 FAIRVIEW CAPSTONE PART 268,650.00 268,650.00 268,650.00
243120 1/04/10 USD 62663 1.000 1.000 268,650.00 268,650.00
PUR 1/04/10 60 JLL PARTNERS FUND VI 1,559,238.00 1,559,238.00 1,559,238.00
243861 1/04/10 USD 62633 1.000 1.000 1,559,238.00 1,559,238.00
PUR 1/04/10 60 LINDSAY GOLDERG FUND I 918,654.00 918,654.00 918,654.00
242557 1/04/10 USD 62660 1.000 1.000 918,654.00 918,654.00
PUR 1/04/10 60 LINDSAY GOLDERG FUND I 710,335.00 710,335.00 710,335.00
242557 1/04/10 USD 62659 1.000 1.000 710,335.00 710,335.00
PUR 1/04/10 60 NEW MOUNTAIN PARTNERS 830,658.00 830,658.00 830,658.00
238085 1/04/10 USD 62653 1.000 1.000 830,658.00 830,658.00
PUR 1/04/10 60 NJHL EUROPEAN BUYOUT I 75,112.23 75,112.23 75,112.23
233641 1/04/10 USD 62661 1.000 1.000 75,112.23 75,112.23
PUR 1/04/10 60 RESOLUTE FUND II (THE) 840,579.00 840,579.00 840,579.00
240379 1/04/10 USD 62676 1.000 1.000 840,579.00 840,579.00
PUR 1/04/10 60 VISTA EQUITY PARTNERS 572,446.00 572,446.00 572,446.00
238512 1/04/10 USD 62662 1.000 1.000 572,446.00 572,446.00
PUR 1/05/10 60 COURT SQUARE CAP PTNRS 684,061.00 684,061.00 684,061.00
238089 1/05/10 USD 62665 1.000 1.000 684,061.00 684,061.00
PUR 1/05/10 60 JLL PARTNERS FUND V 249,113.00 249,113.00 249,113.00
232839 1/05/10 USD 62664 1.000 1.000 249,113.00 249,113.00
PUR 1/06/10 60 TPF II 5,668,017.00 5,668,017.00 5,668,017.00
243334 1/06/10 USD 62666 1.000 1.000 5,668,017.00 5,668,017.00
PUR 1/07/10 60 MADISON DEARBORN CAP P 179,585.00 179,585.00 179,585.00
234853 1/07/10 USD 62667 1.000 1.000 179,585.00 179,585.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 17
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** 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 1/11/10 60 CSFB/NJDI EMERG. OPP F 2,000,000.00 2,000,000.00 2,000,000.00
237463 1/11/10 USD 62688 1.000 1.000 2,000,000.00 2,000,000.00
PUR 1/11/10 60 CSFB/NJDI INVESTMENT F 1,500,000.00 1,500,000.00 1,500,000.00
232433 1/11/10 USD 62687 1.000 1.000 1,500,000.00 1,500,000.00
PUR 1/11/10 60 NJHL EUROPEAN BUYOUT I 87,160.93 87,160.93 87,160.93
233641 1/11/10 USD 62690 1.000 1.000 87,160.93 87,160.93
PUR 1/11/10 60 NJHL EUROPEAN BUYOUT I 4,940,297.69 4,940,297.69 4,940,297.69
233641 1/11/10 USD 62689 1.000 1.000 4,940,297.69 4,940,297.69
PUR 1/11/10 60 TEXAS PACFIC GROUP PAR 2,610,354.00 2,610,354.00 2,610,354.00
237192 1/11/10 USD 62679 1.000 1.000 2,610,354.00 2,610,354.00
PUR 1/13/10 60 VISTA EQUITY PARTNERS 9,831,808.00 9,831,808.00 9,831,808.00
238512 1/13/10 USD 62677 1.000 1.000 9,831,808.00 9,831,808.00
PUR 1/14/10 60 TPG FINANCIAL PARTNERS 2,020,605.00 2,020,605.00 2,020,605.00
242957 1/14/10 USD 62686 1.000 1.000 2,020,605.00 2,020,605.00
PUR 1/15/10 60 FAIRVIEW CAPSTONE PART 1,492,537.00 1,492,537.00 1,492,537.00
237796 1/15/10 USD 62699 1.000 1.000 1,492,537.00 1,492,537.00
PUR 1/15/10 60 GTCR FUND IX 3,588,045.00 3,588,045.00 3,588,045.00
236173 1/15/10 USD 62700 1.000 1.000 3,588,045.00 3,588,045.00
PUR 1/15/10 60 OAK HILL CAPITAL PARTN 58,342.93 58,342.93 58,342.93
231653 1/15/10 USD 62693 1.000 1.000 58,342.93 58,342.93
PUR 1/15/10 60 OAK HILL CAPITAL PARTN 1,953,089.64 1,953,089.64 1,953,089.64
239026 1/15/10 USD 62691 1.000 1.000 1,953,089.64 1,953,089.64
PUR 1/15/10 60 OAK HILL CAPITAL PRTNE 296,484.24 296,484.24 296,484.24
231661 1/15/10 USD 62692 1.000 1.000 296,484.24 296,484.24
PUR 1/19/10 60 GOLDMAN SACHS PRIVATE 4,517,991.00 4,517,991.00 4,517,991.00
234026 1/19/10 USD 62701 1.000 1.000 4,517,991.00 4,517,991.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 18
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** 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 1/19/10 60 NJHL EUROPEAN BUYOUT S 159,527.95 159,527.95 159,527.95
244345 1/19/10 USD 62718 1.000 1.000 159,527.95 159,527.95
PUR 1/19/10 60 NJHL EUROPEAN BUYOUT S 13,643.84 13,643.84 13,643.84
244345 1/19/10 USD 62715 1.000 1.000 13,643.84 13,643.84
PUR 1/20/10 60 NEWSTONE CAPITAL PARTN 1,106,724.00 1,106,724.00 1,106,724.00
236947 1/20/10 USD 62702 1.000 1.000 1,106,724.00 1,106,724.00
PUR 1/21/10 60 INTERMEDIA PARTNERS VI 3,761,797.05 3,761,797.05 3,761,797.05
232998 1/21/10 USD 62704 1.000 1.000 3,761,797.05 3,761,797.05
PUR 1/21/10 60 LEXINGTON CAPITAL PART 200,341.00 200,341.00 200,341.00
234543 1/21/10 USD 62703 1.000 1.000 200,341.00 200,341.00
PUR 1/22/10 60 JP MORGAN VNTRE CAP IN 137,500.00 137,500.00 137,500.00
234637 1/22/10 USD 62705 1.000 1.000 137,500.00 137,500.00
PUR 1/26/10 60 BDCM OPPORTUNITY FUND 979,837.79 979,837.79 979,837.79
233806 1/26/10 USD 62719 1.000 1.000 979,837.79 979,837.79
PUR 1/26/10 60 CSFB/NJDI INVESTMENT F 3,000,000.00 3,000,000.00 3,000,000.00
232433 1/26/10 USD 62739 1.000 1.000 3,000,000.00 3,000,000.00
PUR 1/26/10 60 NEW JERSEY ASIA INVEST 3,641,118.00 3,641,118.00 3,641,118.00
240378 1/26/10 USD 62733 1.000 1.000 3,641,118.00 3,641,118.00
PUR 1/27/10 60 CSFB/NJDI EMERG. OPP F 2,000,000.00 2,000,000.00 2,000,000.00
237463 1/27/10 USD 62741 1.000 1.000 2,000,000.00 2,000,000.00
---------------- --------- ---------------- ------------ ---------------- --------------
62,453,653.29 62,453,653.29 62,453,653.29
62,453,653.29 62,453,653.29
35 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
PUR 1/25/10 60 PARTNERS GROUP SECONDA 3,480,000.00 3,480,000.00 3,480,000.00
243683 1/25/10 EUR 62721 1.000 .695 5,006,113.63 5,006,113.63
---------------- --------- ---------------- ------------ ---------------- --------------
3,480,000.00 3,480,000.00 3,480,000.00
5,006,113.63 5,006,113.63
1 TRANSACTION IN COUNTRY: CHANNEL ISLANDS (3600)
---------------- --------- ---------------- ------------ ---------------- --------------
65,933,653.29 65,933,653.29 65,933,653.29
67,459,766.92 67,459,766.92
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 19
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
36 TRANSACTIONS IN CATEGORY: PRIVATE EQUITY (3000)
REAL ESTATE (3010)
--------------------------------
PUR 1/15/10 60 ARA ASIA DRAGON LIMITE 12,468,000.00 12,468,000.00 12,468,000.00
238842 1/15/10 USD 62714 1.000 1.000 12,468,000.00 12,468,000.00
PUR 1/19/10 60 CIM FUND III LP (RE) 6,533,722.00 6,533,722.00 6,533,722.00
238084 1/19/10 USD 62716 1.000 1.000 6,533,722.00 6,533,722.00
PUR 1/19/10 60 MACFARLANE URBAN RE FU 355,507.43 355,507.43 355,507.43
236474 1/19/10 USD 62717 1.000 1.000 355,507.43 355,507.43
PUR 1/26/10 60 NJDOI/GMAM CORE REAL E 2,650,248.67 2,650,248.67 2,650,248.67
241592 1/26/10 USD 62738 1.000 1.000 2,650,248.67 2,650,248.67
PUR 1/28/10 60 RLJ REAL ESTATE FUND I 4,001,743.00 4,001,743.00 4,001,743.00
242656 1/28/10 USD 62743 1.000 1.000 4,001,743.00 4,001,743.00
---------------- --------- ---------------- ------------ ---------------- --------------
26,009,221.10 26,009,221.10 26,009,221.10
26,009,221.10 26,009,221.10
5 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
26,009,221.10 26,009,221.10 26,009,221.10
26,009,221.10 26,009,221.10
5 TRANSACTIONS IN CATEGORY: REAL ESTATE (3010)
---------------- --------- ---------------- ------------ ---------------- --------------
91,942,874.39 91,942,874.39 91,942,874.39
93,468,988.02 93,468,988.02
41 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD E (5146)
---------------- --------- ---------------- ------------ ---------------- --------------
91,942,874.39 91,942,874.39 91,942,874.39
93,468,988.02 93,468,988.02
41 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: 20
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
PUR 1/11/10 60 ISHARES MSCI TAIWAN IN 74,700.00 2,988.00 1,002,205.08 1,002,205.08
239504 1/14/10 USD H20100 13.376 1.000 1,002,205.08 1,002,205.08
---------------- --------- ---------------- ------------ ---------------- --------------
74,700.00 2,988.00 1,002,205.08 1,002,205.08
1,002,205.08 1,002,205.08
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
---------------- --------- ---------------- ------------ ---------------- --------------
74,700.00 2,988.00 1,002,205.08 1,002,205.08
1,002,205.08 1,002,205.08
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
PUR 12/29/09 60 PKO BANK POLSKI SA 7,819.00 315.67 302,781.58 302,781.58
241000 1/04/10 PLN N20091 38.608 2.869 105,539.26 105,539.26
PUR 12/29/09 60 POLSKI KONCERN NAF PLN 4,803.00 172.48 165,438.98 165,438.98
248890 1/04/10 PLN N20091 34.342 2.869 57,666.35 57,666.35
PUR 12/30/09 60 POLSKI KONCERN NAF PLN 712.00 25.11 24,259.20 24,259.20
248890 1/05/10 PLN N20091 33.970 2.889 8,396.51 8,396.51
PUR 12/30/09 60 POLSKI KONCERN NAF PLN 3,324.00 117.30 113,307.38 113,307.38
248890 1/05/10 PLN N20091 33.986 2.889 39,217.56 39,217.56
PUR 12/30/09 60 POLSKI KONCERN NAF PLN 7,186.00 253.80 245,160.04 245,160.04
248890 1/05/10 PLN N20091 34.014 2.889 84,853.95 84,853.95
PUR 12/31/09 60 POLSKI KONCERN NAF PLN 5,936.00 211.50 202,280.04 202,280.04
248890 1/06/10 PLN N20091 33.975 2.861 70,709.98 70,709.98
PUR 1/04/10 60 POLSKI KONCERN NAF PLN 955.00 35.54 33,606.60 33,606.60
248890 1/07/10 PLN N20100 35.085 2.828 11,881.84 11,881.84
---------------- --------- ---------------- ------------ ---------------- --------------
30,735.00 1,131.40 1,086,833.82 1,086,833.82
378,265.45 378,265.45
7 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: 21
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/11/10 60 COCA-COLA ICECEK AS TR 2,913.00 69.90 40,683.92 40,683.92
248888 1/13/10 TRY N20100 13.932 1.452 28,028.88 28,028.88
PUR 1/12/10 60 COCA-COLA ICECEK AS TR 442.00 10.21 5,946.78 5,946.78
248888 1/14/10 TRY N20100 13.421 1.452 4,094.17 4,094.17
PUR 1/13/10 60 COCA-COLA ICECEK AS TR 410.00 9.53 5,548.84 5,548.84
248888 1/15/10 TRY N20100 13.500 1.452 3,821.52 3,821.52
---------------- --------- ---------------- ------------ ---------------- --------------
3,765.00 89.64 52,179.54 52,179.54
35,944.57 35,944.57
3 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 1/11/10 60 CHINA PACIFIC 37,800.00 573.40 1,242,857.65 1,242,857.65
250260 1/13/10 HKD H20100 32.762 7.755 160,273.60 160,273.60
---------------- --------- ---------------- ------------ ---------------- --------------
37,800.00 573.40 1,242,857.65 1,242,857.65
160,273.60 160,273.60
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 12/29/09 60 KOREA EXCHANGE BANK KR 5,240.00 112.22 73,127,774.00 73,127,774.00
248891 1/04/10 KRW H20091 13930.6 1170.90 62,454.33 62,454.33
PUR 12/30/09 60 KOREA EXCHANGE BANK KR 5,190.00 114.22 73,973,058.00 73,973,058.00
248891 1/05/10 KRW H20091 14227.3 1163.65 63,569.85 63,569.85
PUR 1/04/10 60 KOREA EXCHANGE BANK KR 800.00 18.03 11,583,302.00 11,583,302.00
248891 1/06/10 KRW H20100 14453.1 1154.39 10,034.05 10,034.05
PUR 1/05/10 60 KOREA EXCHANGE BANK KR 540.00 12.30 7,806,226.00 7,806,226.00
248891 1/07/10 KRW H20100 14430.0 1140.40 6,845.16 6,845.16
PUR 1/07/10 60 KIA MOTORS CORP 4,077.00 79,757,149.00 79,757,149.00
249234 1/11/10 KRW H20100 19562.7 1135.30 70,252.05 70,252.05
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 22
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/07/10 60 LG DISPLAY CO LTD KRW 18,840.00 309.72 781,750,620.00 781,750,620.00
248301 1/11/10 KRW H20100 41475.5 1135.30 688,585.06 688,585.06
PUR 1/07/10 60 OCI COMPANY LTD 479.00 231.82 105,537,397.00 105,537,397.00
247824 1/11/10 KRW H20100 219779. 1135.30 92,959.92 92,959.92
PUR 1/08/10 60 KIA MOTORS CORP 8,224.00 154,192,810.00 154,192,810.00
249234 1/12/10 KRW H20100 18749.1 1130.70 136,369.34 136,369.34
PUR 1/08/10 60 OCI COMPANY LTD 36.00 17.70 8,026,778.00 8,026,778.00
247824 1/12/10 KRW H20100 222410. 1130.69 7,098.95 7,098.95
PUR 1/11/10 60 KIA MOTORS CORP 13,698.00 576.49 258,671,512.00 258,671,512.00
249234 1/13/10 KRW H20100 18836.7 1118.95 231,173.43 231,173.43
PUR 1/12/10 60 KIA MOTORS CORP 6,770.00 128,544,573.00 128,544,573.00
249234 1/14/10 KRW H20100 18987.3 1123.50 114,414.40 114,414.40
PUR 1/13/10 60 KIA MOTORS CORP 4,588.00 193.73 87,416,273.00 87,416,273.00
249234 1/15/10 KRW H20100 19005.7 1125.20 77,689.54 77,689.54
PUR 1/14/10 60 KIA MOTORS CORP 8,227.00 349.17 156,878,164.00 156,878,164.00
249234 1/18/10 KRW H20100 19021.1 1120.40 140,019.78 140,019.78
PUR 1/15/10 60 KIA MOTORS CORP 8,226.00 157,113,493.00 157,113,493.00
249234 1/19/10 KRW H20100 19099.6 1122.05 140,023.61 140,023.61
PUR 1/22/10 60 LG DISPLAY CO LTD KRW 4,570.00 293.68 188,111,119.00 188,111,119.00
248301 1/26/10 KRW H20100 41088.2 1150.90 163,446.97 163,446.97
PUR 1/25/10 60 KIA MOTORS CORP 4,575.00 192.18 88,616,269.00 88,616,269.00
249234 1/27/10 KRW H20100 19321.3 1149.90 77,064.33 77,064.33
PUR 1/25/10 60 LG DISPLAY CO LTD KRW 3,040.00 192.31 123,073,785.00 123,073,785.00
248301 1/27/10 KRW H20100 40412.0 1149.90 107,029.99 107,029.99
PUR 1/26/10 60 KIA MOTORS CORP 6,411.00 120,036,774.00 120,036,774.00
249234 1/28/10 KRW H20100 18723.5 1162.40 103,266.32 103,266.32
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 23
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/26/10 60 LG DISPLAY CO LTD KRW 2,900.00 176.90 114,441,878.00 114,441,878.00
248301 1/28/10 KRW H20100 39391.8 1162.40 98,453.10 98,453.10
PUR 1/27/10 60 KIA MOTORS CORP 8,200.00 333.38 155,037,256.00 155,037,256.00
249234 1/29/10 KRW H20100 18859.8 1159.70 133,687.38 133,687.38
---------------- --------- ---------------- ------------ ---------------- --------------
114,631.00 3,123.852,873,696,210.00 2,873,696,210.00
2,524,437.56 2,524,437.56
20 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 12/30/09 60 TELECOM EGYPT EGP 10.0 92.00 .91 1,660.56 1,660.56
250266 1/04/10 EGP N20091 17.996 5.485 302.72 302.72
PUR 12/31/09 60 TELECOM EGYPT EGP 10.0 75.00 .74 1,360.13 1,360.13
250266 1/04/10 EGP N20091 18.081 5.484 248.04 248.04
PUR 1/05/10 60 TELECOM EGYPT EGP 10.0 402.00 4.08 7,459.31 7,459.31
250266 1/11/10 EGP N20100 18.500 5.463 1,365.30 1,365.30
---------------- --------- ---------------- ------------ ---------------- --------------
569.00 5.73 10,480.00 10,480.00
1,916.06 1,916.06
3 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 1/11/10 60 IMPALA PLATINUM HOLDIN 13,000.00 1,786.68 2,926,796.38 2,926,796.38
245197 1/18/10 ZAR N20100 224.130 7.338 398,827.61 398,827.61
PUR 1/12/10 60 IMPALA PLATINUM HOLDIN 1,500.00 134.48 332,353.74 332,353.74
245197 1/19/10 ZAR N20100 220.906 7.397 44,931.49 44,931.49
PUR 1/12/10 60 IMPALA PLATINUM HOLDIN 2,700.00 364.34 601,581.45 601,581.45
245197 1/19/10 ZAR N20100 221.810 7.397 81,328.86 81,328.86
PUR 1/13/10 60 IMPALA PLATINUM HOLDIN 3,900.00 523.33 865,957.98 865,957.98
245197 1/20/10 ZAR N20100 221.046 7.413 116,817.71 116,817.71
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 24
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/14/10 60 IMPALA PLATINUM HOLDIN 8,900.00 1,177.50 1,949,177.64 1,949,177.64
245197 1/21/10 ZAR N20100 218.028 7.416 262,844.73 262,844.73
---------------- --------- ---------------- ------------ ---------------- --------------
30,000.00 3,986.33 6,675,867.19 6,675,867.19
904,750.40 904,750.40
5 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 1/11/10 60 OGX PETROLEO E GAS PAR 48,300.00 1,570.19 908,085.12 908,085.12
247978 1/14/10 BRL N20100 18.745 1.730 524,965.38 524,965.38
PUR 1/11/10 60 TIM PARTICIPACOES S A 2,100.00 84.00 63,831.81 63,831.81
250548 1/14/10 USD N20100 30.356 1.000 63,831.81 63,831.81
PUR 1/11/10 60 TIM PARTICIPACOES S A 3,300.00 132.00 100,254.99 100,254.99
250548 1/14/10 USD N20100 30.340 1.000 100,254.99 100,254.99
PUR 1/11/10 60 TIM PARTICIPACOES S A 1,000.00 20.00 30,387.80 30,387.80
250548 1/14/10 USD N20100 30.368 1.000 30,387.80 30,387.80
PUR 1/12/10 60 TIM PARTICIPACOES S A 7,300.00 292.00 216,733.35 216,733.35
250548 1/15/10 USD N20100 29.650 1.000 216,733.35 216,733.35
PUR 1/12/10 60 TIM PARTICIPACOES S A 600.00 24.00 17,758.26 17,758.26
250548 1/15/10 USD N20100 29.557 1.000 17,758.26 17,758.26
PUR 1/13/10 60 OGX PETROLEO E GAS PAR 17,000.00 566.76 331,033.23 331,033.23
247978 1/18/10 BRL N20100 19.414 1.747 189,486.68 189,486.68
PUR 1/13/10 60 TIM PARTICIPACOES S A 2,000.00 80.00 59,731.40 59,731.40
250548 1/19/10 USD N20100 29.826 1.000 59,731.40 59,731.40
PUR 1/13/10 60 TIM PARTICIPACOES S A 2,100.00 84.00 61,831.77 61,831.77
250548 1/19/10 USD N20100 29.404 1.000 61,831.77 61,831.77
PUR 1/14/10 60 OGX PETROLEO E GAS PAR 48,900.00 1,569.33 928,154.85 928,154.85
247978 1/19/10 BRL N20100 18.924 1.769 524,677.70 524,677.70
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/14/10 60 TIM PARTICIPACOES S A 2,200.00 88.00 65,197.88 65,197.88
250548 1/20/10 USD N20100 29.595 1.000 65,197.88 65,197.88
PUR 1/15/10 60 OGX PETROLEO E GAS PAR 8,500.00 264.82 156,508.57 156,508.57
247978 1/20/10 BRL N20100 18.358 1.768 88,537.97 88,537.97
PUR 1/15/10 60 TIM PARTICIPACOES S A 900.00 36.00 26,277.21 26,277.21
250548 1/21/10 USD N20100 29.157 1.000 26,277.21 26,277.21
PUR 1/18/10 60 OGX PETROLEO E GAS PAR 5,700.00 184.81 109,192.61 109,192.61
247978 1/21/10 BRL N20100 19.099 1.767 61,788.48 61,788.48
PUR 1/19/10 60 OGX PETROLEO E GAS PAR 3,000.00 98.05 58,073.70 58,073.70
247978 1/22/10 BRL N20100 19.300 1.771 32,782.22 32,782.22
PUR 1/19/10 60 TIM PARTICIPACOES S A 1,500.00 60.00 44,515.05 44,515.05
250548 1/22/10 USD N20100 29.637 1.000 44,515.05 44,515.05
PUR 1/19/10 60 TIM PARTICIPACOES S A 400.00 16.00 11,908.56 11,908.56
250548 1/22/10 USD N20100 29.731 1.000 11,908.56 11,908.56
PUR 1/20/10 60 OGX PETROLEO E GAS PAR 11,100.00 350.60 209,821.51 209,821.51
247978 1/26/10 BRL N20100 18.846 1.790 117,218.72 117,218.72
PUR 1/20/10 60 TIM PARTICIPACOES S A 1,820.00 72.80 51,445.76 51,445.76
250548 1/25/10 USD N20100 28.227 1.000 51,445.76 51,445.76
PUR 1/21/10 60 TIM PARTICIPACOES S A 1,990.00 79.60 55,706.47 55,706.47
250548 1/26/10 USD N20100 27.953 1.000 55,706.47 55,706.47
PUR 1/22/10 60 TIM PARTICIPACOES S A 1,390.00 55.60 39,875.35 39,875.35
250548 1/27/10 USD N20100 28.647 1.000 39,875.35 39,875.35
---------------- --------- ---------------- ------------ ---------------- --------------
171,100.00 5,728.56 3,546,325.25 3,546,325.25
2,384,912.81 2,384,912.81
21 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 26
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/11/10 60 WANT WANT CHINA HO 93,000.00 237.12 514,036.30 514,036.30
249766 1/13/10 HKD H20100 5.508 7.755 66,287.92 66,287.92
PUR 1/12/10 60 WANT WANT CHINA HO 11,000.00 27.32 59,216.93 59,216.93
249766 1/14/10 HKD H20100 5.364 7.755 7,636.16 7,636.16
PUR 1/12/10 60 WANT WANT CHINA HO 146,000.00 155.06 781,733.09 781,733.09
249766 1/14/10 HKD H20100 5.346 7.755 100,806.35 100,806.35
PUR 1/13/10 60 WANT WANT CHINA HO 45,000.00 47.64 240,106.96 240,106.96
249766 1/15/10 HKD H20100 5.328 7.756 30,958.77 30,958.77
PUR 1/14/10 60 WANT WANT CHINA HO 20,000.00 21.61 108,771.64 108,771.64
249766 1/18/10 HKD H20100 5.430 7.758 14,021.30 14,021.30
PUR 1/15/10 60 WANT WANT CHINA HO 67,000.00 172.11 373,252.27 373,252.27
249766 1/19/10 HKD H20100 5.551 7.758 48,109.44 48,109.44
PUR 1/18/10 60 WANT WANT CHINA HO 19,000.00 21.17 106,381.96 106,381.96
249766 1/20/10 HKD H20100 5.590 7.762 13,705.13 13,705.13
PUR 1/19/10 60 WANT WANT CHINA HO 4,000.00 4.50 22,137.74 22,137.74
249766 1/21/10 HKD H20100 5.526 7.763 2,851.88 2,851.88
PUR 1/20/10 60 WANT WANT CHINA HO 23,000.00 25.34 127,563.88 127,563.88
249766 1/22/10 HKD H20100 5.538 7.767 16,424.25 16,424.25
PUR 1/21/10 60 WANT WANT CHINA HO 34,000.00 37.84 191,098.63 191,098.63
249766 1/25/10 HKD H20100 5.612 7.769 24,596.32 24,596.32
PUR 1/22/10 60 WANT WANT CHINA HO 26,000.00 27.93 141,020.03 141,020.03
249766 1/26/10 HKD H20100 5.416 7.772 18,145.33 18,145.33
---------------- --------- ---------------- ------------ ---------------- --------------
488,000.00 777.64 2,665,319.43 2,665,319.43
343,542.85 343,542.85
11 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 27
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/12/10 60 AMERICA MOVIL ADR SERI 1,500.00 60.00 74,509.65 74,509.65
239497 1/15/10 USD N20100 49.633 1.000 74,509.65 74,509.65
PUR 1/12/10 60 GRUPO TELEVISA SA USD 2,000.00 80.00 40,751.40 40,751.40
242473 1/15/10 USD N20100 20.336 1.000 40,751.40 40,751.40
PUR 1/13/10 60 GRUPO TELEVISA SA USD 1,300.00 52.00 26,541.84 26,541.84
242473 1/19/10 USD N20100 20.377 1.000 26,541.84 26,541.84
PUR 1/14/10 60 AMERICA MOVIL ADR SERI 2,900.00 116.00 137,286.87 137,286.87
239497 1/20/10 USD N20100 47.300 1.000 137,286.87 137,286.87
PUR 1/14/10 60 GRUPO TELEVISA SA USD 1,400.00 56.00 28,984.20 28,984.20
242473 1/20/10 USD N20100 20.663 1.000 28,984.20 28,984.20
PUR 1/15/10 60 AMERICA MOVIL ADR SERI 1,500.00 60.00 70,397.55 70,397.55
239497 1/21/10 USD N20100 46.892 1.000 70,397.55 70,397.55
PUR 1/15/10 60 FOMENTO ECONOMICO MEXI 500.00 10.00 21,963.90 21,963.90
248889 1/21/10 USD N20100 43.908 1.000 21,963.90 21,963.90
PUR 1/15/10 60 GRUPO TELEVISA SA USD 1,700.00 68.00 34,976.31 34,976.31
242473 1/21/10 USD N20100 20.534 1.000 34,976.31 34,976.31
PUR 1/19/10 60 AMERICA MOVIL ADR SERI 1,500.00 60.00 70,296.45 70,296.45
239497 1/22/10 USD N20100 46.824 1.000 70,296.45 70,296.45
PUR 1/19/10 60 GRUPO TELEVISA SA USD 1,000.00 40.00 20,363.10 20,363.10
242473 1/22/10 USD N20100 20.323 1.000 20,363.10 20,363.10
PUR 1/20/10 60 AMERICA MOVIL ADR SERI 1,100.00 44.00 50,171.77 50,171.77
239497 1/25/10 USD N20100 45.571 1.000 50,171.77 50,171.77
PUR 1/20/10 60 FOMENTO ECONOMICO MEXI 1,500.00 30.00 65,646.00 65,646.00
248889 1/25/10 USD N20100 43.744 1.000 65,646.00 65,646.00
PUR 1/20/10 60 GRUPO TELEVISA SA USD 1,200.00 48.00 24,184.08 24,184.08
242473 1/25/10 USD N20100 20.113 1.000 24,184.08 24,184.08
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: 28
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/21/10 60 AMERICA MOVIL ADR SERI 500.00 10.00 22,290.40 22,290.40
239497 1/26/10 USD N20100 44.561 1.000 22,290.40 22,290.40
PUR 1/21/10 60 GRUPO TELEVISA SA USD 500.00 10.00 9,968.30 9,968.30
242473 1/26/10 USD N20100 19.917 1.000 9,968.30 9,968.30
PUR 1/22/10 60 AMERICA MOVIL ADR SERI 1,100.00 44.00 47,866.50 47,866.50
239497 1/27/10 USD N20100 43.475 1.000 47,866.50 47,866.50
PUR 1/22/10 60 FOMENTO ECONOMICO MEXI 1,300.00 52.00 55,530.41 55,530.41
248889 1/27/10 USD N20100 42.676 1.000 55,530.41 55,530.41
PUR 1/22/10 60 GRUPO TELEVISA SA USD 1,100.00 44.00 21,751.40 21,751.40
242473 1/27/10 USD N20100 19.734 1.000 21,751.40 21,751.40
PUR 1/26/10 60 AMERICA MOVIL ADR SERI 1,300.00 52.00 56,991.61 56,991.61
239497 1/29/10 USD N20100 43.800 1.000 56,991.61 56,991.61
PUR 1/26/10 60 FOMENTO ECONOMICO MEXI 1,400.00 56.00 59,319.40 59,319.40
248889 1/29/10 USD N20100 42.331 1.000 59,319.40 59,319.40
PUR 1/26/10 60 GRUPO TELEVISA SA USD 1,300.00 52.00 25,624.82 25,624.82
242473 1/29/10 USD N20100 19.671 1.000 25,624.82 25,624.82
---------------- --------- ---------------- ------------ ---------------- --------------
27,600.00 1,044.00 965,415.96 965,415.96
965,415.96 965,415.96
21 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 12/29/09 60 SIME DARBY BHD MY 0.50 16,500.00 164.79 149,220.34 149,220.34
249896 1/04/10 MYR H20091 9.009 3.430 43,504.47 43,504.47
---------------- --------- ---------------- ------------ ---------------- --------------
16,500.00 164.79 149,220.34 149,220.34
43,504.47 43,504.47
1 TRANSACTION IN COUNTRY: MALAYSIA (8700)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 29
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/21/10 60 DR REDDYS LABS ADR 22,200.00 888.00 533,251.46 533,251.46
248690 1/26/10 USD H20100 23.980 1.000 533,251.46 533,251.46
PUR 1/21/10 60 TATA ENGR + LOCOMOTIVE 13,700.00 548.00 229,421.57 229,421.57
249599 1/26/10 USD H20100 16.706 1.000 229,421.57 229,421.57
PUR 1/25/10 60 TATA ENGR + LOCOMOTIVE 13,400.00 536.00 219,990.48 219,990.48
249599 1/28/10 USD H20100 16.377 1.000 219,990.48 219,990.48
PUR 1/26/10 60 DR REDDYS LABS ADR 13,500.00 540.00 319,742.10 319,742.10
248690 1/29/10 USD H20100 23.645 1.000 319,742.10 319,742.10
---------------- --------- ---------------- ------------ ---------------- --------------
62,800.00 2,512.00 1,302,405.61 1,302,405.61
1,302,405.61 1,302,405.61
4 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
983,500.00 19,137.342,891,393,114.79 2,891,393,114.79
9,045,369.34 9,045,369.34
97 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
1,058,200.00 22,125.342,892,395,319.87 2,892,395,319.87
10,047,574.42 10,047,574.42
98 "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: 30
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 12/29/09 60 BANK PEKAO SA 2,033.00 345.37 329,282.02 321,480.14 7,801.88
240024 1/04/10 PLN N20091 162.456 2.869 114,776.40 136,065.65 -21,289.25
SALE 12/30/09 60 BANK PEKAO SA 1,887.00 319.39 306,668.98 298,393.02 8,275.96
240024 1/05/10 PLN N20091 163.006 2.889 106,143.22 126,294.09 -20,150.87
SALE 12/31/09 60 BANK PEKAO SA 864.00 147.70 140,419.23 136,625.10 3,794.13
240024 1/06/10 PLN N20091 163.011 2.861 49,085.62 57,826.23 -8,740.61
SALE 1/04/10 60 BANK PEKAO SA 1,513.00 262.17 246,428.68 239,252.06 7,176.62
240024 1/07/10 PLN N20100 163.364 2.828 87,126.53 101,262.83 -14,136.30
SALE 1/25/10 60 BANK PEKAO SA 1,285.00 230.89 220,997.51 203,198.22 17,799.29
240024 1/28/10 PLN N20100 172.500 2.880 76,732.58 86,003.13 -9,270.55
SALE 1/25/10 60 BANK PEKAO SA 3,387.00 603.12 577,280.42 535,589.39 41,691.03
240024 1/28/10 PLN N20100 170.953 2.880 200,437.63 226,686.85 -26,249.22
SALE 1/25/10 60 CYFROWY POLSAT SA PLN 7,141.00 112.82 107,982.63 120,875.61 -12,892.98
247736 1/28/10 PLN N20100 15.167 2.880 37,492.67 39,746.01 -2,253.34
SALE 1/25/10 60 CYFROWY POLSAT SA PLN 11,365.00 179.47 171,777.66 192,375.19 -20,597.53
247736 1/28/10 PLN N20100 15.160 2.880 59,642.95 63,256.32 -3,613.37
SALE 1/26/10 60 BANK PEKAO SA 3,629.00 620.97 600,823.49 573,857.07 26,966.42
240024 1/29/10 PLN N20100 166.060 2.911 206,369.27 242,883.55 -36,514.28
SALE 1/26/10 60 CYFROWY POLSAT SA PLN 3,743.00 58.15 56,268.02 63,357.71 -7,089.69
247736 1/29/10 PLN N20100 15.078 2.911 19,326.79 20,833.12 -1,506.33
---------------- --------- ---------------- ------------ ---------------- --------------
36,847.00 2,880.05 2,757,928.64 2,685,003.51 72,925.13
957,133.66 1,100,857.78 -143,724.12
10 TRANSACTIONS IN COUNTRY: POLAND (2300)
SALE 12/29/09 60 CHINA COMMUNICATION SE 16,000.00 27.94 59,895.31 62,936.96 -3,041.65
243415 1/04/10 HKD H20091 3.757 7.755 7,723.05 8,114.75 -391.70
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 12/30/09 60 CHINA COMMUNICATION SE 34,000.00 59.05 126,926.47 133,741.05 -6,814.58
243415 1/05/10 HKD H20091 3.747 7.755 16,366.84 17,243.84 -877.00
SALE 12/31/09 60 CHINA COMMUNICATION SE 20,000.00 35.36 75,843.85 78,671.20 -2,827.35
243415 1/05/10 HKD H20091 3.806 7.754 9,781.51 10,143.44 -361.93
SALE 1/04/10 60 CHINA COMMUNICATION SE 32,000.00 57.14 122,798.41 125,873.93 -3,075.52
243415 1/06/10 HKD H20100 3.851 7.756 15,833.31 16,229.50 -396.19
SALE 1/05/10 60 CHINA COMMUNICATION SE 42,000.00 75.72 162,847.30 165,209.53 -2,362.23
243415 1/07/10 HKD H20100 3.891 7.756 20,995.49 21,301.22 -305.73
SALE 1/06/10 60 CHINA COMMUNICATION SE 92,000.00 171.50 368,905.69 361,887.53 7,018.16
243415 1/08/10 HKD H20100 4.024 7.754 47,573.72 46,659.81 913.91
SALE 1/11/10 60 BANK OF CHINA LTD - H 665,000.00 1,323.06 2,847,577.71 2,038,692.89 808,884.82
246232 1/13/10 HKD H20100 4.298 7.755 367,211.42 263,016.19 104,195.23
SALE 1/11/10 60 CHINA CITIC BANK C 207,000.00 259.55 1,304,840.41 953,452.81 351,387.60
247241 1/13/10 HKD H20100 6.313 7.755 168,266.63 123,008.26 45,258.37
SALE 1/12/10 60 CHINA CITIC BANK C 127,000.00 155.24 779,985.85 584,968.64 195,017.21
247241 1/14/10 HKD H20100 6.151 7.755 100,581.04 75,468.84 25,112.20
---------------- --------- ---------------- ------------ ---------------- --------------
1,235,000.00 2,164.56 5,849,621.00 4,505,434.54 1,344,186.46
754,333.01 581,185.85 173,147.16
9 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 1/06/10 60 CHEIL WORLDWIDE INC 3.00 2.75 905,454.00 743,508.07 161,945.93
239474 1/08/10 KRW H20100 302860. 1135.35 797.51 737.10 60.41
SALE 1/07/10 60 AMOREPACIFIC CORP 15.00 39.27 12,880,516.00 9,270,211.97 3,610,304.03
239473 1/11/10 KRW H20100 861673. 1135.30 11,345.47 8,983.03 2,362.44
SALE 1/07/10 60 CHEIL WORLDWIDE INC 8.00 7.27 2,387,978.00 1,982,688.20 405,289.80
239474 1/11/10 KRW H20100 299529. 1135.30 2,103.39 1,965.61 137.78
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: 32
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/07/10 60 HYUNDAI MOBIS 1,250.00 191,794,314.00 189,746,659.72 2,047,654.28
249828 1/11/10 KRW H20100 153435. 1135.30 168,937.12 163,759.91 5,177.21
SALE 1/07/10 60 KB FINANCIAL GROUP INC 1,600.00 450.64 92,509,361.00 60,499,916.82 32,009,444.18
244142 1/11/10 KRW H20100 58138.1 1135.30 81,484.51 45,491.40 35,993.11
SALE 1/08/10 60 AMOREPACIFIC CORP 20.00 50.77 16,583,633.00 12,360,282.63 4,223,350.37
239473 1/12/10 KRW H20100 832051. 1130.70 14,666.70 11,977.38 2,689.32
SALE 1/08/10 60 CHEIL WORLDWIDE INC 8.00 7.22 2,359,285.00 1,982,688.20 376,596.80
239474 1/12/10 KRW H20100 295930. 1130.70 2,086.57 1,965.61 120.96
SALE 1/08/10 60 KB FINANCIAL GROUP INC 790.00 222.44 45,478,062.00 29,871,833.93 15,606,228.07
244142 1/12/10 KRW H20100 57885.5 1130.70 40,221.16 22,461.38 17,759.78
SALE 1/11/10 60 AMOREPACIFIC CORP 27.00 70.49 22,787,262.00 16,686,381.55 6,100,880.45
239473 1/13/10 KRW H20100 846894. 1118.95 20,364.86 16,169.46 4,195.40
SALE 1/11/10 60 CHEIL WORLDWIDE INC 9.00 8.04 2,599,086.00 2,230,524.22 368,561.78
239474 1/13/10 KRW H20100 289786. 1118.95 2,322.79 2,211.31 111.48
SALE 1/11/10 60 KB FINANCIAL GROUP INC 2,540.00 737.51 149,217,375.00 96,043,617.95 53,173,757.05
244142 1/13/10 KRW H20100 59071.8 1118.95 133,354.82 72,217.60 61,137.22
SALE 1/12/10 60 AMOREPACIFIC CORP 9.00 23.41 7,598,402.00 5,562,127.18 2,036,274.82
239473 1/14/10 KRW H20100 847189. 1123.50 6,763.15 5,389.82 1,373.33
SALE 1/12/10 60 CHEIL WORLDWIDE INC 9.00 8.08 2,624,217.00 2,230,524.22 393,692.78
239474 1/14/10 KRW H20100 292588. 1123.50 2,335.75 2,211.31 124.44
SALE 1/12/10 60 KB FINANCIAL GROUP INC 1,140.00 328.21 66,676,159.00 43,106,190.73 23,569,968.27
244142 1/14/10 KRW H20100 58811.3 1123.50 59,346.83 32,412.63 26,934.20
SALE 1/13/10 60 AMOREPACIFIC CORP 4.00 10.28 3,342,304.00 2,472,056.53 870,247.47
239473 1/15/10 KRW H20100 838466. 1125.20 2,970.41 2,395.48 574.93
SALE 1/13/10 60 CHEIL WORLDWIDE INC 5.00 4.60 1,498,439.00 1,239,180.12 259,258.88
239474 1/15/10 KRW H20100 300723. 1125.19 1,331.71 1,228.51 103.20
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 33
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/13/10 60 KB FINANCIAL GROUP INC 1,440.00 407.03 82,812,080.00 54,449,925.14 28,362,154.86
244142 1/15/10 KRW H20100 57826.4 1125.20 73,597.65 40,942.26 32,655.39
SALE 1/14/10 60 AMOREPACIFIC CORP 9.00 23.20 7,510,301.00 5,562,127.18 1,948,173.82
239473 1/18/10 KRW H20100 837366. 1120.40 6,703.23 5,389.82 1,313.41
SALE 1/14/10 60 CHEIL WORLDWIDE INC 7.00 6.54 2,116,403.00 1,734,852.17 381,550.83
239474 1/18/10 KRW H20100 303389. 1120.40 1,888.97 1,719.91 169.06
SALE 1/14/10 60 KB FINANCIAL GROUP INC 2,120.00 595.97 120,736,444.00 80,162,389.78 40,574,054.22
244142 1/18/10 KRW H20100 57266.1 1120.40 107,761.91 60,276.11 47,485.80
SALE 1/15/10 60 AMOREPACIFIC CORP 10.00 25.12 8,142,624.00 6,180,141.31 1,962,482.69
239473 1/19/10 KRW H20100 817080. 1122.05 7,256.92 5,988.69 1,268.23
SALE 1/15/10 60 CHEIL WORLDWIDE INC 3.00 2.81 912,355.00 743,508.07 168,846.93
239474 1/19/10 KRW H20100 305170. 1122.05 813.11 737.10 76.01
SALE 1/15/10 60 KB FINANCIAL GROUP INC 1,530.00 429.49 87,138,715.00 57,853,045.46 29,285,669.54
244142 1/19/10 KRW H20100 57268.3 1122.05 77,660.28 43,501.16 34,159.12
SALE 1/18/10 60 AMOREPACIFIC CORP 11.00 27.81 9,033,626.00 6,798,155.45 2,235,470.55
239473 1/20/10 KRW H20100 824080. 1124.00 8,037.03 6,587.56 1,449.47
SALE 1/18/10 60 CHEIL WORLDWIDE INC 3.00 2.76 896,792.00 743,508.07 153,283.93
239474 1/20/10 KRW H20100 299964. 1123.99 797.86 737.10 60.76
SALE 1/18/10 60 KB FINANCIAL GROUP INC 2,230.00 610.78 124,135,534.00 84,321,759.06 39,813,774.94
244142 1/20/10 KRW H20100 55974.0 1124.00 110,440.87 63,403.64 47,037.23
SALE 1/19/10 60 AMOREPACIFIC CORP 8.00 20.03 6,519,934.00 4,944,113.05 1,575,820.95
239473 1/21/10 KRW H20100 817812. 1126.44 5,788.04 4,790.95 997.09
SALE 1/19/10 60 CHEIL WORLDWIDE INC 3.00 2.73 889,791.00 743,508.07 146,282.93
239474 1/21/10 KRW H20100 297623. 1126.44 789.91 737.10 52.81
SALE 1/19/10 60 KB FINANCIAL GROUP INC 1,180.00 325.13 66,225,176.00 44,618,688.65 21,606,487.35
244142 1/21/10 KRW H20100 56433.4 1126.45 58,791.05 33,549.91 25,241.14
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 34
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/20/10 60 AMOREPACIFIC CORP 9.00 22.23 7,305,763.00 5,562,127.18 1,743,635.82
239473 1/22/10 KRW H20100 814560. 1137.40 6,423.21 5,389.82 1,033.39
SALE 1/20/10 60 CHEIL WORLDWIDE INC 4.00 3.54 1,164,119.00 991,344.10 172,774.90
239474 1/22/10 KRW H20100 292035. 1137.40 1,023.49 982.80 40.69
SALE 1/20/10 60 KB FINANCIAL GROUP INC 1,780.00 480.57 98,836,864.00 67,306,157.46 31,530,706.54
244142 1/22/10 KRW H20100 55833.4 1137.40 86,897.19 50,609.19 36,288.00
SALE 1/21/10 60 AMOREPACIFIC CORP 7.00 17.34 5,697,148.00 4,326,098.92 1,371,049.08
239473 1/25/10 KRW H20100 816695. 1137.00 5,010.68 4,192.08 818.60
SALE 1/21/10 60 CHEIL WORLDWIDE INC 8.00 7.01 2,303,887.00 1,982,688.20 321,198.80
239474 1/25/10 KRW H20100 288982. 1136.99 2,026.29 1,965.61 60.68
SALE 1/21/10 60 KB FINANCIAL GROUP INC 1,040.00 280.08 57,582,535.00 39,324,945.93 18,257,589.07
244142 1/25/10 KRW H20100 55674.0 1137.00 50,644.27 29,569.41 21,074.86
SALE 1/21/10 60 NHN CORP 161.00 146.68 30,156,132.00 27,745,037.74 2,411,094.26
239486 1/25/10 KRW H20100 188341. 1137.00 26,522.54 25,447.02 1,075.52
SALE 1/22/10 60 AMOREPACIFIC CORP 13.00 31.21 10,378,015.00 8,034,183.71 2,343,831.29
239473 1/26/10 KRW H20100 801072. 1150.90 9,017.30 7,785.30 1,232.00
SALE 1/22/10 60 CHEIL WORLDWIDE INC 4.00 3.41 1,134,481.00 991,344.10 143,136.90
239474 1/26/10 KRW H20100 284601. 1150.90 985.73 982.80 2.93
SALE 1/22/10 60 KB FINANCIAL GROUP INC 460.00 120.39 25,054,395.00 17,393,726.08 7,660,668.92
244142 1/26/10 KRW H20100 54767.2 1150.90 21,769.39 13,078.78 8,690.61
SALE 1/22/10 60 NHN CORP 21.00 18.67 3,884,379.00 3,618,917.97 265,461.03
239486 1/26/10 KRW H20100 185993. 1150.90 3,375.08 3,319.18 55.90
SALE 1/25/10 60 AMOREPACIFIC CORP 8.00 18.94 6,292,666.00 4,944,113.05 1,348,552.95
239473 1/27/10 KRW H20100 789306. 1149.90 5,472.36 4,790.95 681.41
SALE 1/25/10 60 CHEIL INDUSTRIES INC 220.00 63.08 13,116,623.00 10,373,618.44 2,743,004.56
239475 1/27/10 KRW H20100 59950.7 1149.90 11,406.75 9,894.58 1,512.17
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 35
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/25/10 60 CHEIL WORLDWIDE INC 3.00 2.54 845,324.00 743,508.07 101,815.93
239474 1/27/10 KRW H20100 282749. 1149.89 735.13 737.10 -1.97
SALE 1/25/10 60 SHINHAN FINANCIAL GROU 2,950.00 567.96 118,092,764.00 99,555,230.24 18,537,533.76
239492 1/27/10 KRW H20100 40252.8 1149.90 102,698.29 83,261.18 19,437.11
SALE 1/26/10 60 AMOREPACIFIC CORP 16.00 38.04 12,776,143.00 9,888,226.10 2,887,916.90
239473 1/28/10 KRW H20100 801272. 1162.40 10,991.18 9,581.90 1,409.28
SALE 1/26/10 60 CHEIL INDUSTRIES INC 190.00 53.04 11,148,417.00 8,959,034.10 2,189,382.90
239475 1/28/10 KRW H20100 59000.3 1162.40 9,590.86 8,545.32 1,045.54
SALE 1/26/10 60 CHEIL WORLDWIDE INC 4.00 3.37 1,133,078.00 991,344.10 141,733.90
239474 1/28/10 KRW H20100 284250. 1162.40 974.77 982.80 -8.03
SALE 1/26/10 60 SHINHAN FINANCIAL GROU 2,950.00 565.83 118,928,974.00 99,555,230.24 19,373,743.76
239492 1/28/10 KRW H20100 40537.8 1162.40 102,313.29 83,261.18 19,052.11
SALE 1/27/10 60 AMOREPACIFIC CORP 11.00 26.79 8,975,690.00 6,798,155.45 2,177,534.55
239473 1/29/10 KRW H20100 818796. 1159.69 7,739.67 6,587.56 1,152.11
SALE 1/27/10 60 CHEIL INDUSTRIES INC 160.00 44.62 9,356,404.00 7,544,449.77 1,811,954.23
239475 1/29/10 KRW H20100 58800.9 1159.70 8,067.95 7,196.06 871.89
SALE 1/27/10 60 CHEIL WORLDWIDE INC 3.00 2.54 852,566.00 743,508.07 109,057.93
239474 1/29/10 KRW H20100 285170. 1159.70 735.16 737.10 -1.94
SALE 1/27/10 60 SHINHAN FINANCIAL GROU 3,100.00 586.81 123,052,059.00 104,617,360.59 18,434,698.41
239492 1/29/10 KRW H20100 39913.7 1159.70 106,106.80 87,494.80 18,612.00
---------------- --------- ---------------- ------------ ---------------- --------------
29,113.00 7,555.071,806,380,048.00 1,356,874,463.11 449,505,584.89
1,591,286.96 1,106,331.37 484,955.59
52 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 1/11/10 60 ANGLOGOLD LIMITED ZAR 11,310.00 1,016.37 3,690,858.22 2,491,791.42 1,199,066.80
243416 1/18/10 ZAR N20100 326.995 7.339 502,944.50 265,177.71 237,766.79
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/12/10 60 ANGLOGOLD LIMITED ZAR 6,760.00 590.34 2,149,511.98 1,489,346.60 660,165.38
243416 1/19/10 ZAR N20100 318.621 7.397 290,596.33 158,497.02 132,099.31
SALE 1/12/10 60 ANGLOGOLD LIMITED ZAR 1,880.00 161.65 596,644.70 414,196.98 182,447.72
243416 1/19/10 ZAR N20100 318.000 7.397 80,661.45 44,079.05 36,582.40
SALE 1/13/10 60 ANGLOGOLD LIMITED ZAR 3,040.00 263.28 947,021.44 669,765.34 277,256.10
243416 1/20/10 ZAR N20100 312.162 7.413 127,753.17 71,276.77 56,476.40
SALE 1/13/10 60 NASPERS LTD ZAR 0.02 5,200.00 414.82 1,532,885.93 1,083,235.39 449,650.54
242613 1/20/10 ZAR N20100 295.377 7.413 206,786.27 137,306.61 69,479.66
SALE 1/14/10 60 ANGLOGOLD LIMITED ZAR 6,190.00 519.16 1,919,194.27 1,363,765.60 555,428.67
243416 1/21/10 ZAR N20100 310.670 7.416 258,801.50 145,132.63 113,668.87
SALE 1/14/10 60 ANGLOGOLD LIMITED ZAR 160.00 15.07 50,265.17 35,250.81 15,014.36
243416 1/21/10 ZAR N20100 314.856 7.416 6,778.21 3,751.41 3,026.80
SALE 1/14/10 60 NASPERS LTD ZAR 0.02 2,300.00 184.94 683,677.32 479,123.35 204,553.97
242613 1/21/10 ZAR N20100 297.847 7.416 92,193.23 60,731.77 31,461.46
SALE 1/15/10 60 ANGLOGOLD LIMITED ZAR 2,330.00 193.59 712,934.33 513,339.88 199,594.45
243416 1/22/10 ZAR N20100 306.594 7.388 96,504.19 54,629.89 41,874.30
SALE 1/15/10 60 NASPERS LTD ZAR 0.02 1,200.00 95.20 350,608.68 249,977.40 100,631.28
242613 1/22/10 ZAR N20100 292.760 7.388 47,459.08 31,686.14 15,772.94
SALE 1/18/10 60 ANGLOGOLD LIMITED ZAR 430.00 35.25 130,029.25 94,736.54 35,292.71
243416 1/25/10 ZAR N20100 303.000 7.399 17,573.66 10,081.91 7,491.75
SALE 1/21/10 60 ANGLOGOLD LIMITED ZAR 1,005.00 77.84 292,973.09 221,419.13 71,553.96
243416 1/28/10 ZAR N20100 292.100 7.550 38,805.41 23,563.54 15,241.87
---------------- --------- ---------------- ------------ ---------------- --------------
41,805.00 3,567.51 13,056,604.38 9,105,948.44 3,950,655.94
1,766,857.00 1,005,914.45 760,942.55
12 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: 37
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/11/10 60 ITAU UNIBANCO HLD-PREF 17,200.00 697.89 383,837.35 288,088.20 95,749.15
247080 1/14/10 USD N20100 22.357 1.000 383,837.35 288,088.20 95,749.15
SALE 1/11/10 60 ITAU UNIBANCO HLD-PREF 5,300.00 215.04 117,995.63 88,771.36 29,224.27
247080 1/14/10 USD N20100 22.304 1.000 117,995.63 88,771.36 29,224.27
SALE 1/11/10 60 PDG REALTY SA EMPREEND 103,000.00 2,728.30 1,568,420.18 987,609.97 580,810.21
242987 1/14/10 BRL N20100 15.273 1.730 906,706.08 520,390.36 386,315.72
SALE 1/12/10 60 ITAU UNIBANCO HLD-PREF 4,200.00 170.42 93,909.58 70,347.12 23,562.46
247080 1/15/10 USD N20100 22.400 1.000 93,909.58 70,347.12 23,562.46
SALE 1/12/10 60 ITAU UNIBANCO HLD-PREF 11,200.00 230.40 248,690.72 187,592.31 61,098.41
247080 1/15/10 USD N20100 22.225 1.000 248,690.72 187,592.31 61,098.41
SALE 1/13/10 60 ITAU UNIBANCO HLD-PREF 3,700.00 149.03 81,322.01 61,972.46 19,349.55
247080 1/19/10 USD N20100 22.019 1.000 81,322.01 61,972.46 19,349.55
SALE 1/13/10 60 ITAU UNIBANCO HLD-PREF 11,900.00 241.33 262,213.17 199,316.83 62,896.34
247080 1/19/10 USD N20100 22.055 1.000 262,213.17 199,316.83 62,896.34
SALE 1/14/10 60 ITAU UNIBANCO HLD-PREF 15,100.00 608.18 328,576.35 252,914.64 75,661.71
247080 1/20/10 USD N20100 21.800 1.000 328,576.35 252,914.64 75,661.71
SALE 1/15/10 60 ITAU UNIBANCO HLD-PREF 12,100.00 487.27 256,827.70 202,666.70 54,161.00
247080 1/21/10 USD N20100 21.266 1.000 256,827.70 202,666.70 54,161.00
SALE 1/19/10 60 ITAU UNIBANCO HLD-PREF 7,600.00 306.07 161,966.85 127,294.78 34,672.07
247080 1/22/10 USD N20100 21.352 1.000 161,966.85 127,294.78 34,672.07
SALE 1/20/10 60 ITAU UNIBANCO HLD-PREF 17,600.00 708.58 359,464.86 294,787.92 64,676.94
247080 1/25/10 USD N20100 20.464 1.000 359,464.86 294,787.92 64,676.94
---------------- --------- ---------------- ------------ ---------------- --------------
208,900.00 6,542.51 3,863,224.40 2,761,362.29 1,101,862.11
3,201,510.30 2,294,142.68 907,367.62
11 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: 38
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/12/10 60 GRUPO FINANCIERO BANOR 7,000.00 62.99 320,356.40 244,968.40 75,388.00
239199 1/15/10 MXN N20100 45.880 12.747 25,131.71 21,473.24 3,658.47
SALE 1/12/10 60 GRUPO FINANCIERO BANOR 9,900.00 89.64 455,940.29 346,455.30 109,484.99
239199 1/15/10 MXN N20100 46.170 12.747 35,768.16 30,369.30 5,398.86
SALE 1/12/10 60 GRUPO FINANCIERO BANOR 8,400.00 75.08 381,840.25 293,962.07 87,878.18
239199 1/15/10 MXN N20100 45.571 12.747 29,955.07 25,767.89 4,187.18
SALE 1/13/10 60 GRUPO FINANCIERO BANOR 27,300.00 246.09 1,254,223.60 955,376.74 298,846.86
239199 1/18/10 MXN N20100 46.057 12.774 98,189.50 83,745.64 14,443.86
SALE 1/13/10 60 GRUPO FINANCIERO BANOR 2,400.00 21.69 110,549.17 83,989.16 26,560.01
239199 1/18/10 MXN N20100 46.178 12.774 8,654.57 7,362.25 1,292.32
SALE 1/13/10 60 GRUPO FINANCIERO BANOR 14,100.00 127.01 647,327.31 493,436.34 153,890.97
239199 1/18/10 MXN N20100 46.025 12.774 50,677.36 43,253.24 7,424.12
SALE 1/14/10 60 GRUPO FINANCIERO BANOR 43,900.00 406.59 2,070,722.69 1,536,301.80 534,420.89
239199 1/19/10 MXN N20100 47.287 12.764 162,230.22 134,667.90 27,562.32
SALE 1/15/10 60 GRUPO FINANCIERO BANOR 11,800.00 110.09 557,525.03 412,946.72 144,578.31
239199 1/20/10 MXN N20100 47.366 12.692 43,926.93 36,197.75 7,729.18
SALE 1/18/10 60 GRUPO FINANCIERO BANOR 3,500.00 32.57 164,583.81 122,484.20 42,099.61
239199 1/21/10 MXN N20100 47.142 12.665 12,994.96 10,736.62 2,258.34
SALE 1/19/10 60 GRUPO FINANCIERO BANOR 10,800.00 101.10 510,977.39 377,951.24 133,026.15
239199 1/22/10 MXN N20100 47.431 12.667 40,339.90 33,130.14 7,209.76
SALE 1/20/10 60 GRUPO FINANCIERO BANOR 11,700.00 108.74 552,528.32 409,447.18 143,081.14
239199 1/25/10 MXN N20100 47.343 12.735 43,385.58 35,890.99 7,494.59
SALE 1/20/10 60 GRUPO FINANCIERO BANOR 6,800.00 63.10 320,640.55 237,969.30 82,671.25
239199 1/25/10 MXN N20100 47.271 12.735 25,177.31 20,859.72 4,317.59
SALE 1/21/10 60 GRUPO FINANCIERO BANOR 18,300.00 166.87 848,835.40 640,417.38 208,418.02
239199 1/26/10 MXN N20100 46.501 12.749 66,581.59 56,137.19 10,444.40
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: 39
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/22/10 60 GRUPO FINANCIERO BANOR 12,200.00 108.36 559,771.44 426,944.92 132,826.52
239199 1/27/10 MXN N20100 45.998 12.947 43,234.27 37,424.79 5,809.48
SALE 1/26/10 60 GRUPO FINANCIERO BANOR 13,500.00 114.25 588,009.19 472,439.05 115,570.14
239199 1/29/10 MXN N20100 43.665 12.899 45,586.35 41,412.68 4,173.67
---------------- --------- ---------------- ------------ ---------------- --------------
201,600.00 1,834.17 9,343,830.84 7,055,089.80 2,288,741.04
731,833.48 618,429.34 113,404.14
15 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 12/29/09 60 TENAGA NASIONAL BHD 20,300.00 186.82 167,849.22 129,613.96 38,235.26
243720 1/04/10 MYR H20091 8.300 3.430 48,935.63 36,360.13 12,575.50
SALE 12/30/09 60 TENAGA NASIONAL BHD 13,100.00 120.57 108,142.81 83,642.50 24,500.31
243720 1/05/10 MYR H20091 8.287 3.425 31,574.54 23,463.93 8,110.61
SALE 12/31/09 60 TENAGA NASIONAL BHD 16,900.00 155.45 139,452.43 107,905.21 31,547.22
243720 1/06/10 MYR H20091 8.283 3.422 40,751.73 30,270.26 10,481.47
SALE 1/04/10 60 TENAGA NASIONAL BHD 8,700.00 81.65 72,713.01 55,548.84 17,164.17
243720 1/07/10 MYR H20100 8.390 3.397 21,405.07 15,582.91 5,822.16
SALE 1/05/10 60 TENAGA NASIONAL BHD 27,400.00 249.31 229,124.28 174,946.92 54,177.36
243720 1/08/10 MYR H20100 8.393 3.385 67,688.12 49,077.23 18,610.89
SALE 1/06/10 60 TENAGA NASIONAL BHD 28,700.00 257.71 238,696.71 183,247.32 55,449.39
243720 1/11/10 MYR H20100 8.347 3.379 70,641.23 51,405.71 19,235.52
SALE 1/07/10 60 TENAGA NASIONAL BHD 51,700.00 411.55 422,223.01 330,100.57 92,122.44
243720 1/12/10 MYR H20100 8.194 3.368 125,363.13 92,601.92 32,761.21
SALE 1/08/10 60 TENAGA NASIONAL BHD 35,700.00 301.92 291,478.25 227,941.78 63,536.47
243720 1/13/10 MYR H20100 8.193 3.375 86,363.93 63,943.68 22,420.25
---------------- --------- ---------------- ------------ ---------------- --------------
202,500.00 1,764.98 1,669,679.72 1,292,947.10 376,732.62
492,723.38 362,705.77 130,017.61
8 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 40
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/14/10 60 HDFC BANK LTD ADR REPS 1,200.00 49.98 155,492.94 119,488.56 36,004.38
239502 1/20/10 USD H20100 129.619 1.000 155,492.94 119,488.56 36,004.38
SALE 1/15/10 60 HDFC BANK LTD ADR REPS 2,300.00 95.78 297,566.77 229,019.73 68,547.04
239502 1/21/10 USD H20100 129.419 1.000 297,566.77 229,019.73 68,547.04
---------------- --------- ---------------- ------------ ---------------- --------------
3,500.00 145.76 453,059.71 348,508.29 104,551.42
453,059.71 348,508.29 104,551.42
2 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
1,959,265.00 26,454.611,843,373,996.69 1,384,628,757.08 458,745,239.61
9,948,737.50 7,418,075.53 2,530,661.97
119 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
1,959,265.00 26,454.611,843,373,996.69 1,384,628,757.08 458,745,239.61
9,948,737.50 7,418,075.53 2,530,661.97
119 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
---------------- --------- ---------------- ------------ ---------------- --------------
3,017,465.00 48,579.954,735,769,316.56 4,277,024,076.95 458,745,239.61
19,996,311.92 17,465,649.95 2,530,661.97
217 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: 41
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 12/29/09 60 CFAO SA NPV 979.00 16.08 27,912.66 27,912.66
249999 1/04/10 EUR GT2A1I 28.500 .694 40,216.55 40,216.55
---------------- --------- ---------------- ------------ ---------------- --------------
979.00 16.08 27,912.66 27,912.66
40,216.55 40,216.55
1 TRANSACTION IN COUNTRY: FRANCE ( 400)
PUR 12/30/09 60 TURKCELL ILETISIM HIZM 5,384.00 92.22 55,922.55 55,922.55
239834 1/04/10 TRY GT29ZG 10.361 1.512 36,980.92 36,980.92
PUR 12/31/09 60 TURKCELL ILETISIM HIZM 5,618.00 98.44 59,136.47 59,136.47
239834 1/05/10 TRY GT2A1G 10.500 1.498 39,474.31 39,474.31
---------------- --------- ---------------- ------------ ---------------- --------------
11,002.00 190.66 115,059.02 115,059.02
76,455.23 76,455.23
2 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 12/29/09 60 KT+G CORP KRW 5000.0 1,930.00 86.10 126,121,982.00 126,121,982.00
247575 1/04/10 KRW GT2A1G 65295.9 1170.90 107,713.71 107,713.71
PUR 12/30/09 60 KT+G CORP KRW 5000.0 1,890.00 83.55 121,631,151.00 121,631,151.00
247575 1/05/10 KRW GT29ZG 64303.6 1163.65 104,525.55 104,525.55
PUR 1/04/10 60 KT+G CORP KRW 5000.0 640.00 28.70 41,453,319.00 41,453,319.00
247575 1/06/10 KRW GT2AKC 64719.0 1154.40 35,908.97 35,908.97
PUR 1/05/10 60 KT+G CORP KRW 5000.0 3,790.00 169.99 242,524,867.00 242,524,867.00
247575 1/07/10 KRW GT2AIQ 63939.5 1140.40 212,666.49 212,666.49
PUR 1/06/10 60 KT+G CORP KRW 5000.0 3,150.00 140.53 199,607,841.00 199,607,841.00
247575 1/08/10 KRW GT2AIO 63316.9 1135.35 175,811.72 175,811.72
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: 42
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/07/10 60 KT+G CORP KRW 5000.0 2,650.00 363.70 165,577,042.00 165,577,042.00
247575 1/11/10 KRW GT2AKC 62326.0 1135.30 145,844.31 145,844.31
PUR 1/07/10 60 KT+G CORP KRW 5000.0 230.00 31.58 14,376,350.00 14,376,350.00
247575 1/11/10 KRW GT2AIO 62350.0 1135.30 12,663.04 12,663.04
PUR 1/08/10 60 KT+G CORP KRW 5000.0 1,170.00 161.69 73,311,725.00 73,311,725.00
247575 1/12/10 KRW GT2AKE 62503.3 1130.70 64,837.47 64,837.47
---------------- --------- ---------------- ------------ ---------------- --------------
15,450.00 1,065.84 984,604,277.00 984,604,277.00
859,971.26 859,971.26
8 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 12/28/09 60 INDOFOOD SUKSES MAKMUR 11,600.00 15.07 40,355,685.00 40,355,685.00
249825 1/04/10 IDR GT2A1G 3466.66 9445.00 4,272.70 4,272.70
PUR 12/29/09 60 INDOFOOD SUKSES MAKMUR 34,200.00 45.96 122,885,003.00 122,885,003.00
249825 1/05/10 IDR GT29ZG 3580.45 9432.00 13,028.52 13,028.52
PUR 12/30/09 60 INDOFOOD SUKSES MAKMUR 19,200.00 25.48 68,113,818.00 68,113,818.00
249825 1/06/10 IDR GT2A1G 3535.08 9431.00 7,222.33 7,222.33
PUR 12/30/09 60 INDOFOOD SUKSES MAKMUR 32,600.00 115,641,585.00 115,641,585.00
249825 1/06/10 IDR GT29ZE 3547.28 9430.99 12,261.86 12,261.86
PUR 1/04/10 60 INDOFOOD SUKSES MAKMUR 22,300.00 30.40 80,574,732.00 80,574,732.00
249825 1/07/10 IDR GT2AKC 3600.47 9349.99 8,617.62 8,617.62
PUR 1/05/10 60 INDOFOOD SUKSES MAKMUR 23,200.00 31.85 86,788,785.00 86,788,785.00
249825 1/08/10 IDR GT2AIO 3728.10 9315.00 9,317.10 9,317.10
PUR 1/05/10 60 INDOFOOD SUKSES MAKMUR 34,000.00 47.75 126,087,246.00 126,087,246.00
249825 1/08/10 IDR GT2AIO 3695.36 9314.99 13,535.94 13,535.94
PUR 1/06/10 60 INDOFOOD SUKSES MAKMUR 31,000.00 45.83 118,035,526.00 118,035,526.00
249825 1/11/10 IDR GT2AKE 3793.90 9264.99 12,739.94 12,739.94
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 43
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/13/10 60 INDOFOOD SUKSES MAKMUR 28,500.00 40.94 106,419,143.00 106,419,143.00
249825 1/18/10 IDR GT2BCO 3720.83 9170.00 11,605.14 11,605.14
PUR 1/14/10 60 INDOFOOD SUKSES MAKMUR 34,500.00 49.66 128,965,576.00 128,965,576.00
249825 1/19/10 IDR GT2BAS 3724.94 9160.00 14,079.21 14,079.21
PUR 1/18/10 60 INDOFOOD SUKSES MAKMUR 1,000.00 1.43 3,738,185.00 3,738,185.00
249825 1/21/10 IDR GT2CBG 3725.00 9220.07 405.44 405.44
PUR 1/18/10 60 INDOFOOD SUKSES MAKMUR 6,500.00 9.07 24,462,849.00 24,462,849.00
249825 1/21/10 IDR GT2C8A 3750.65 9219.99 2,653.24 2,653.24
PUR 1/18/10 60 INDOFOOD SUKSES MAKMUR 24,000.00 90,315,788.00 90,315,788.00
249825 1/21/10 IDR GT2C8C 3763.15 9219.99 9,795.64 9,795.64
PUR 1/19/10 60 INDOFOOD SUKSES MAKMUR 44,000.00 61.82 166,833,421.00 166,833,421.00
249825 1/22/10 IDR GT2CBE 3778.70 9225.00 18,084.92 18,084.92
PUR 1/20/10 60 INDOFOOD SUKSES MAKMUR 33,500.00 127,946,352.00 127,946,352.00
249825 1/25/10 IDR GT2C8C 3819.29 9290.00 13,772.48 13,772.48
PUR 1/21/10 60 INDOFOOD SUKSES MAKMUR 61,500.00 231,033,927.00 231,033,927.00
249825 1/26/10 IDR GT2C8C 3756.64 9279.99 24,895.90 24,895.90
PUR 1/21/10 60 INDOFOOD SUKSES MAKMUR 84,500.00 119.55 314,508,166.00 314,508,166.00
249825 1/26/10 IDR GT2CBG 3708.86 9279.99 33,890.97 33,890.97
PUR 1/22/10 60 INDOFOOD SUKSES MAKMUR 67,000.00 246,239,859.00 246,239,859.00
249825 1/27/10 IDR GT2CPW 3675.22 9300.00 26,477.40 26,477.40
PUR 1/22/10 60 INDOFOOD SUKSES MAKMUR 8,000.00 10.81 29,400,499.00 29,400,499.00
249825 1/27/10 IDR GT2C8C 3662.50 9300.01 3,161.34 3,161.34
PUR 1/22/10 60 INDOFOOD SUKSES MAKMUR 104,500.00 141.38 384,660,638.00 384,660,638.00
249825 1/27/10 IDR GT2C8C 3668.38 9300.00 41,361.36 41,361.36
---------------- --------- ---------------- ------------ ---------------- --------------
705,600.00 677.002,613,006,783.00 2,613,006,783.00
281,179.05 281,179.05
20 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: 44
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 12/28/09 60 USINAS SIDER MINAS GER 1,100.00 46.32 53,760.52 53,760.52
245414 1/04/10 BRL GT29ZG 48.800 1.738 30,923.51 30,923.51
PUR 12/29/09 60 CIELO SA(FMLY COMP BRA 1,800.00 27,133.53 27,133.53
247595 1/05/10 BRL GT2A1G 15.074 1.739 15,602.95 15,602.95
PUR 12/29/09 60 USINAS SIDER MINAS GER 700.00 29.86 34,668.82 34,668.82
245414 1/05/10 BRL GT2A1I 49.453 1.739 19,936.07 19,936.07
PUR 12/30/09 60 CIELO SA(FMLY COMP BRA 300.00 4.38 4,528.96 4,528.96
247595 1/06/10 BRL GT29ZE 15.071 1.747 2,592.27 2,592.27
PUR 12/30/09 60 USINAS SIDER MINAS GER 3,000.00 125.73 146,670.07 146,670.07
245414 1/06/10 BRL GT2A1G 48.817 1.747 83,950.59 83,950.59
PUR 1/04/10 60 USINAS SIDER MINAS GER 600.00 30,439.21 30,439.21
245414 1/07/10 BRL GT2AIQ 50.732 1.723 17,666.40 17,666.40
PUR 1/05/10 60 USINAS SIDER MINAS GER 2,200.00 110.91 112,914.97 112,914.97
245414 1/08/10 BRL GT2AIO 51.238 1.723 65,541.54 65,541.54
PUR 1/06/10 60 USINAS SIDER MINAS GER 1,600.00 79.95 81,694.85 81,694.85
245414 1/11/10 BRL GT2AIQ 50.973 1.729 47,249.77 47,249.77
PUR 1/12/10 60 CIELO SA(FMLY COMP BRA 10,500.00 214.56 159,208.30 159,208.30
247595 1/15/10 BRL GT2BCQ 15.127 1.736 91,709.85 91,709.85
PUR 1/12/10 60 CIELO SA(FMLY COMP BRA 2,900.00 42.91 44,019.23 44,019.23
247595 1/15/10 BRL GT2BAS 15.153 1.736 25,356.70 25,356.70
PUR 1/13/10 60 CIELO SA(FMLY COMP BRA 3,500.00 69.99 52,267.95 52,267.95
247595 1/18/10 BRL GT2BCQ 14.899 1.747 29,918.69 29,918.69
PUR 1/15/10 60 CIELO SA(FMLY COMP BRA 3,400.00 71.40 50,615.88 50,615.88
247595 1/20/10 BRL GT2BCO 14.850 1.768 28,633.75 28,633.75
PUR 1/20/10 60 CIELO SA(FMLY COMP BRA 6,500.00 133.23 95,633.79 95,633.79
247595 1/26/10 BRL GT2CBG 14.676 1.790 53,426.70 53,426.70
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 1/01/10 THROUGH 1/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/21/10 60 CIELO SA(FMLY COMP BRA 3,300.00 66.20 47,726.47 47,726.47
247595 1/27/10 BRL GT2C8A 14.427 1.798 26,544.20 26,544.20
PUR 1/22/10 60 CIELO SA(FMLY COMP BRA 100.00 2.00 1,453.63 1,453.63
247595 1/28/10 BRL GT2CBG 14.500 1.816 800.32 800.32
---------------- --------- ---------------- ------------ ---------------- --------------
41,500.00 997.44 942,736.18 942,736.18
539,853.31 539,853.31
15 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 12/29/09 60 NETEASE COM INC USD 0. 1,500.00 56,249.70 56,249.70
247975 1/04/10 USD 37.500 1.000 56,249.70 56,249.70
---------------- --------- ---------------- ------------ ---------------- --------------
1,500.00 56,249.70 56,249.70
56,249.70 56,249.70
1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 1/04/10 60 OIL + GAS DEVELOPMENT 1,400.00 6.20 156,440.13 156,440.13
249826 1/06/10 PKR GT2AIQ 111.368 84.560 1,850.05 1,850.05
PUR 1/05/10 60 OIL + GAS DEVELOPMENT 41,700.00 190.69 4,814,552.51 4,814,552.51
249826 1/07/10 PKR GT2AIO 115.070 84.650 56,875.99 56,875.99
PUR 1/19/10 60 OIL + GAS DEVELOPMENT 400.00 1.87 47,152.76 47,152.76
249826 1/21/10 PKR GT2CBE 117.487 84.600 557.36 557.36
PUR 1/20/10 60 OIL + GAS DEVELOPMENT 4,800.00 22.40 564,912.87 564,912.87
249826 1/22/10 PKR GT2C8A 117.296 84.550 6,681.41 6,681.41
PUR 1/21/10 60 OIL + GAS DEVELOPMENT 5,100.00 23.64 595,923.56 595,923.56
249826 1/25/10 PKR GT2C8A 116.456 84.520 7,050.68 7,050.68
PUR 1/22/10 60 OIL + GAS DEVELOPMENT 1,600.00 7.42 186,912.75 186,912.75
249826 1/26/10 PKR GT2C8C 116.429 84.500 2,211.99 2,211.99
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 46
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/25/10 60 OIL + GAS DEVELOPMENT 3,600.00 16.62 419,471.13 419,471.13
249826 1/27/10 PKR GT2CNW 116.129 84.600 4,958.29 4,958.29
PUR 1/27/10 60 OIL + GAS DEVELOPMENT 2,400.00 11.01 277,568.29 277,568.29
249826 1/29/10 PKR GT2CNU 115.266 84.550 3,282.89 3,282.89
---------------- --------- ---------------- ------------ ---------------- --------------
61,000.00 279.85 7,062,934.00 7,062,934.00
83,468.66 83,468.66
8 TRANSACTIONS IN COUNTRY: PAKISTAN (8950)
---------------- --------- ---------------- ------------ ---------------- --------------
837,031.00 3,226.873,605,815,951.56 3,605,815,951.56
1,937,393.76 1,937,393.76
55 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
837,031.00 3,226.873,605,815,951.56 3,605,815,951.56
1,937,393.76 1,937,393.76
55 "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: 47
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 12/29/09 60 NHN CORP 300.00 218.68 56,644,838.00 48,742,576.53 7,902,261.47
244927 1/04/10 KRW GT2A1G 189669. 1170.90 48,377.18 37,364.83 11,012.35
SALE 12/30/09 60 NHN CORP 1,300.00 965.45 248,531,257.00 211,217,831.65 37,313,425.35
244927 1/05/10 KRW GT29ZE 192042. 1163.65 213,579.05 161,914.26 51,664.79
SALE 1/04/10 60 NHN CORP 700.00 439.25 132,931,333.00 113,732,678.58 19,198,654.42
244927 1/06/10 KRW GT2AKE 190626. 1154.40 115,151.88 87,184.60 27,967.28
SALE 1/05/10 60 NHN CORP 1,000.00 643.71 192,448,181.00 162,475,255.11 29,972,925.89
244927 1/07/10 KRW GT2AIO 193182. 1140.40 168,754.98 124,549.43 44,205.55
SALE 1/06/10 60 NHN CORP 1,300.00 998.80 250,863,882.00 211,217,831.65 39,646,050.35
244927 1/08/10 KRW GT2AKE 193844. 1135.35 220,957.31 161,914.26 59,043.05
SALE 1/07/10 60 NHN CORP 400.00 258.83 77,035,830.00 64,990,102.04 12,045,727.96
244927 1/11/10 KRW GT2AIO 193324. 1135.30 67,855.04 49,819.77 18,035.27
SALE 1/08/10 60 NHN CORP 800.00 732.44 149,748,438.00 129,980,204.09 19,768,233.91
244927 1/12/10 KRW GT2AIQ 188220. 1130.70 132,438.70 99,639.54 32,799.16
SALE 1/11/10 60 NHN CORP 1,300.00 965.10 238,897,008.00 211,217,831.65 27,679,176.35
244927 1/13/10 KRW GT2BAS 184597. 1118.95 213,501.06 161,914.26 51,586.80
SALE 1/12/10 60 NHN CORP 195.00 145.97 36,280,034.00 31,682,674.75 4,597,359.25
244927 1/14/10 KRW GT2BCO 186892. 1123.50 32,291.98 24,287.14 8,004.84
---------------- --------- ---------------- ------------ ---------------- --------------
7,295.00 5,368.231,383,380,801.00 1,185,256,986.05 198,123,814.95
1,212,907.18 908,588.09 304,319.09
9 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 12/29/09 60 P T TELEKOMUNIKASI IND 1,100.00 44,459.65 34,880.78 9,578.87
240078 1/04/10 USD 40.418 1.000 44,459.65 34,880.78 9,578.87
SALE 12/29/09 60 P T TELEKOMUNIKASI IND 1,500.00 60,365.94 47,564.71 12,801.23
240078 1/04/10 USD 40.244 1.000 60,365.94 47,564.71 12,801.23
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 48
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 12/29/09 60 P T TELEKOMUNIKASI IND 1,000.00 40,296.66 31,709.80 8,586.86
240078 1/04/10 USD 40.297 1.000 40,296.66 31,709.80 8,586.86
SALE 12/30/09 60 P T TELEKOMUNIKASI IND 300.00 12,060.98 9,512.94 2,548.04
240078 1/05/10 USD 40.203 1.000 12,060.98 9,512.94 2,548.04
SALE 12/30/09 60 P T TELEKOMUNIKASI IND 2,400.00 96,316.48 76,103.53 20,212.95
240078 1/05/10 USD 40.132 1.000 96,316.48 76,103.53 20,212.95
SALE 1/04/10 60 P T TELEKOMUNIKASI IND 2,100.00 85,493.63 66,590.59 18,903.04
240078 1/07/10 USD 40.711 1.000 85,493.63 66,590.59 18,903.04
SALE 1/04/10 60 P T TELEKOMUNIKASI IND 2,300.00 93,979.03 72,932.55 21,046.48
240078 1/07/10 USD 40.860 1.000 93,979.03 72,932.55 21,046.48
SALE 1/05/10 60 P T TELEKOMUNIKASI IND 1,300.00 53,388.20 41,222.74 12,165.46
240078 1/08/10 USD 41.068 1.000 53,388.20 41,222.74 12,165.46
SALE 1/05/10 60 P T TELEKOMUNIKASI IND 1,300.00 53,149.78 41,222.74 11,927.04
240078 1/08/10 USD 40.884 1.000 53,149.78 41,222.74 11,927.04
SALE 1/06/10 60 P T TELEKOMUNIKASI IND 1,300.00 53,238.83 41,222.74 12,016.09
240078 1/11/10 USD 40.953 1.000 53,238.83 41,222.74 12,016.09
SALE 1/07/10 60 P T TELEKOMUNIKASI IND 3,000.00 120,748.40 95,129.41 25,618.99
240078 1/12/10 USD 40.249 1.000 120,748.40 95,129.41 25,618.99
SALE 1/11/10 60 P T TELEKOMUNIKASI IND 1,900.00 76,954.29 60,248.63 16,705.66
240078 1/14/10 USD 40.502 1.000 76,954.29 60,248.63 16,705.66
SALE 1/12/10 60 P T TELEKOMUNIKASI IND 1,900.00 77,892.55 60,248.63 17,643.92
240078 1/15/10 USD 40.996 1.000 77,892.55 60,248.63 17,643.92
SALE 1/13/10 60 P T TELEKOMUNIKASI IND 1,500.00 61,226.22 47,564.71 13,661.51
240078 1/19/10 USD 40.817 1.000 61,226.22 47,564.71 13,661.51
SALE 1/14/10 60 P T TELEKOMUNIKASI IND 500.00 20,358.74 15,854.90 4,503.84
240078 1/20/10 USD 40.717 1.000 20,358.74 15,854.90 4,503.84
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: 49
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/15/10 60 P T TELEKOMUNIKASI IND 1,400.00 56,664.56 44,393.73 12,270.83
240078 1/21/10 USD 40.475 1.000 56,664.56 44,393.73 12,270.83
SALE 1/15/10 60 P T TELEKOMUNIKASI IND 2,900.00 117,818.88 91,958.43 25,860.45
240078 1/21/10 USD 40.627 1.000 117,818.88 91,958.43 25,860.45
SALE 1/19/10 60 P T TELEKOMUNIKASI IND 3,200.00 129,533.39 101,471.37 28,062.02
240078 1/22/10 USD 40.479 1.000 129,533.39 101,471.37 28,062.02
SALE 1/20/10 60 P T TELEKOMUNIKASI IND 1,300.00 51,832.81 41,222.74 10,610.07
240078 1/25/10 USD 39.871 1.000 51,832.81 41,222.74 10,610.07
SALE 1/21/10 60 P T TELEKOMUNIKASI IND 2,400.00 95,847.58 76,103.53 19,744.05
240078 1/26/10 USD 39.936 1.000 95,847.58 76,103.53 19,744.05
---------------- --------- ---------------- ------------ ---------------- --------------
34,600.00 1,401,626.60 1,097,159.20 304,467.40
1,401,626.60 1,097,159.20 304,467.40
20 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 12/31/09 60 ORASCOM CONSTRUCTION I 714.00 113.89 177,805.74 202,318.89 -24,513.15
240086 1/04/10 EGP GT29ZE 249.902 5.484 32,425.59 36,779.48 -4,353.89
SALE 1/04/10 60 ORASCOM CONSTRUCTION I 1,856.00 295.74 460,917.11 525,915.76 -64,998.65
240086 1/05/10 EGP GT2AKE 249.211 5.474 84,201.15 95,606.03 -11,404.88
SALE 1/05/10 60 ORASCOM CONSTRUCTION I 940.00 148.69 231,289.15 266,358.20 -35,069.05
240086 1/06/10 EGP GT2AKC 246.917 5.464 42,333.51 48,421.16 -6,087.65
SALE 1/06/10 60 ORASCOM CONSTRUCTION I 2,165.00 342.42 531,427.53 613,473.94 -82,046.41
240086 1/11/10 EGP 246.325 5.451 97,491.75 111,523.20 -14,031.45
---------------- --------- ---------------- ------------ ---------------- --------------
5,675.00 900.74 1,401,439.53 1,608,066.79 -206,627.26
256,452.00 292,329.87 -35,877.87
4 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: 50
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 12/28/09 60 TRUWORTHS INTERNAT ZAR 2,602.00 6.04 112,746.90 75,017.81 37,729.09
239843 1/05/10 ZAR GT2A1I 43.348 7.473 15,088.24 9,545.70 5,542.54
SALE 12/29/09 60 TRUWORTHS INTERNAT ZAR 2,251.00 5.32 98,307.53 64,898.19 33,409.34
239843 1/06/10 ZAR GT29ZE 43.690 7.391 13,301.16 8,258.02 5,043.14
SALE 1/04/10 60 TRUWORTHS INTERNAT ZAR 2,043.00 4.94 89,898.52 58,901.38 30,997.14
239843 1/11/10 ZAR GT2AIQ 44.021 7.284 12,341.24 7,494.95 4,846.29
SALE 1/04/10 60 TRUWORTHS INTERNAT ZAR 4,080.00 49.29 179,160.96 117,629.78 61,531.18
239843 1/11/10 ZAR GT2AKE 44.000 7.284 24,595.16 14,967.89 9,627.27
SALE 1/05/10 60 TRUWORTHS INTERNAT ZAR 12,746.00 30.81 562,072.52 367,477.73 194,594.79
239843 1/12/10 ZAR GT2AKE 44.116 7.299 77,001.51 46,759.98 30,241.53
SALE 1/06/10 60 TRUWORTHS INTERNAT ZAR 3,340.00 8.08 147,423.72 96,294.97 51,128.75
239843 1/13/10 ZAR GT2AIQ 44.157 7.303 20,186.73 12,253.13 7,933.60
SALE 1/07/10 60 TRUWORTHS INTERNAT ZAR 17,820.00 41.88 771,502.21 513,765.36 257,736.85
239843 1/14/10 ZAR GT2AIQ 43.312 7.371 104,664.40 65,374.46 39,289.94
SALE 1/08/10 60 TRUWORTHS INTERNAT ZAR 51,085.00 600.45 2,208,678.16 1,472,822.85 735,855.31
239843 1/15/10 ZAR GT2AIQ 43.322 7.371 299,623.98 187,410.44 112,213.54
SALE 1/08/10 60 TRUWORTHS INTERNAT ZAR 3,740.00 8.79 161,885.07 107,827.30 54,057.77
239843 1/15/10 ZAR GT2AIO 43.302 7.372 21,960.94 13,720.57 8,240.37
SALE 1/11/10 60 TRUWORTHS INTERNAT ZAR 1,652.00 3.88 71,130.94 47,628.53 23,502.41
239843 1/18/10 ZAR GT2BCO 43.075 7.339 9,692.84 6,060.53 3,632.31
SALE 1/11/10 60 TRUWORTHS INTERNAT ZAR 9,195.00 107.78 394,696.20 265,099.46 129,596.74
239843 1/18/10 ZAR GT2BAU 43.011 7.338 53,784.32 33,732.78 20,051.54
SALE 1/12/10 60 TRUWORTHS INTERNAT ZAR 319.00 .74 13,718.27 9,197.03 4,521.24
239843 1/19/10 ZAR GT2BAS 43.021 7.397 1,854.60 1,170.28 684.32
SALE 1/12/10 60 TRUWORTHS INTERNAT ZAR 32,304.00 371.21 1,370,174.16 931,351.07 438,823.09
239843 1/19/10 ZAR GT2BCO 42.500 7.397 185,236.27 118,510.46 66,725.81
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: 51
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/13/10 60 TRUWORTHS INTERNAT ZAR 3,809.00 8.74 161,855.82 109,816.62 52,039.20
239843 1/20/10 ZAR GT2BAU 42.510 7.413 21,834.35 13,973.70 7,860.65
SALE 1/14/10 60 TRUWORTHS INTERNAT ZAR 17,257.00 39.82 737,988.49 497,533.60 240,454.89
239843 1/21/10 ZAR GT2BAS 42.782 7.416 99,517.04 63,309.03 36,208.01
SALE 1/15/10 60 TRUWORTHS INTERNAT ZAR 5,128.00 59.42 219,039.44 147,844.49 71,194.95
239843 1/22/10 ZAR GT2BCO 42.800 7.388 29,649.61 18,812.58 10,837.03
SALE 1/18/10 60 TRUWORTHS INTERNAT ZAR 5,165.00 11.87 219,420.05 148,911.23 70,508.82
239843 1/25/10 ZAR GT2C8C 42.499 7.399 29,654.96 18,948.32 10,706.64
SALE 1/19/10 60 TRUWORTHS INTERNAT ZAR 5,235.00 11.91 220,365.00 150,929.38 69,435.62
239843 1/26/10 ZAR GT2C8A 42.111 7.402 29,772.62 19,205.12 10,567.50
SALE 1/20/10 60 TRUWORTHS INTERNAT ZAR 581.00 1.29 24,394.27 16,750.71 7,643.56
239843 1/27/10 ZAR GT2C8A 42.003 7.559 3,227.18 2,131.46 1,095.72
SALE 1/21/10 60 TRUWORTHS INTERNAT ZAR 3,487.00 7.76 146,406.57 100,533.10 45,873.47
239843 1/28/10 ZAR GT2CBG 42.003 7.550 19,392.11 12,792.41 6,599.70
---------------- --------- ---------------- ------------ ---------------- --------------
183,839.00 1,380.02 7,910,864.80 5,300,230.59 2,610,634.21
1,072,379.26 674,431.81 397,947.45
20 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 12/30/09 60 CIA DE CONCESSOES RODO 600.00 20.55 23,904.09 15,819.57 8,084.52
240087 1/06/10 BRL GT2A1G 39.900 1.747 13,682.15 8,503.38 5,178.77
SALE 1/04/10 60 AES TIETE SA PFD 400.00 6.79 7,788.30 6,246.82 1,541.48
240053 1/07/10 BRL GT2AKC 19.500 1.723 4,520.20 3,596.19 924.01
SALE 1/04/10 60 CIA DE CONCESSOES RODO 400.00 16,012.81 10,546.38 5,466.43
240087 1/07/10 BRL GT2AKE 40.032 1.723 9,293.56 5,668.92 3,624.64
SALE 1/05/10 60 AES TIETE SA PFD 1,300.00 22.15 25,407.00 20,302.16 5,104.84
240053 1/08/10 BRL GT2AKC 19.573 1.723 14,747.50 11,687.62 3,059.88
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: 52
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/05/10 60 CIA DE CONCESSOES RODO 3,300.00 131.88 133,814.96 87,007.62 46,807.34
240087 1/08/10 BRL GT2AIO 40.619 1.723 77,672.95 46,768.59 30,904.36
SALE 1/06/10 60 CIA DE CONCESSOES RODO 6,100.00 342.70 252,080.46 160,832.28 91,248.18
240087 1/11/10 BRL GT2AKC 41.422 1.729 145,795.52 86,451.03 59,344.49
SALE 1/06/10 60 CIA DE CONCESSOES RODO 1,600.00 95.41 65,819.04 42,185.51 23,633.53
240087 1/11/10 BRL GT2AIO 41.240 1.729 38,067.69 22,675.68 15,392.01
SALE 1/08/10 60 AES TIETE SA PFD 4,400.00 74.61 86,231.47 68,714.99 17,516.48
240053 1/13/10 BRL GT2AIO 19.628 1.736 49,672.51 39,558.09 10,114.42
SALE 1/08/10 60 AES TIETE SA PFD 4,800.00 136.11 94,275.72 74,961.81 19,313.91
240053 1/13/10 BRL GT2AKC 19.690 1.736 54,306.29 43,154.28 11,152.01
SALE 1/22/10 60 AES TIETE SA PFD 900.00 15.26 16,321.10 14,055.34 2,265.76
240053 1/28/10 BRL GT2CBE 18.165 1.816 8,985.91 8,091.43 894.48
SALE 1/26/10 60 FERTILIZANTES FOSFATAD 1,100.00 17.13 20,986.25 18,181.00 2,805.25
247577 1/29/10 BRL GT2CNU 19.107 1.843 11,387.62 9,850.59 1,537.03
---------------- --------- ---------------- ------------ ---------------- --------------
24,900.00 862.59 742,641.20 518,853.48 223,787.72
428,131.90 286,005.80 142,126.10
11 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 12/29/09 60 FOMENTO ECONOMICO MEXI 7,400.00 356,486.57 226,499.70 129,986.87
240074 1/04/10 USD 48.174 1.000 356,486.57 226,499.70 129,986.87
---------------- --------- ---------------- ------------ ---------------- --------------
7,400.00 356,486.57 226,499.70 129,986.87
356,486.57 226,499.70 129,986.87
1 TRANSACTION IN COUNTRY: MEXICO (7800)
SALE 12/30/09 60 PLUS EXPRESSWAYS B MYR 42,000.00 44.58 136,477.52 132,261.46 4,216.06
239831 1/05/10 MYR GT2A1G 3.253 3.425 39,847.45 39,689.15 158.30
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: 53
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 12/31/09 60 PLUS EXPRESSWAYS B MYR 2,000.00 3.82 6,506.94 6,298.16 208.78
239831 1/06/10 MYR GT29ZG 3.260 3.422 1,901.50 1,889.96 11.54
SALE 1/04/10 60 PLUS EXPRESSWAYS B MYR 12,000.00 16.48 38,969.22 37,788.99 1,180.23
239831 1/07/10 MYR GT2AIQ 3.252 3.397 11,471.66 11,339.76 131.90
SALE 1/07/10 60 PLUS EXPRESSWAYS B MYR 32,000.00 36.67 104,196.48 100,770.63 3,425.85
239831 1/12/10 MYR GT2AIQ 3.260 3.368 30,937.20 30,239.35 697.85
SALE 1/12/10 60 PLUS EXPRESSWAYS B MYR 18,000.00 23.48 58,781.51 56,683.48 2,098.03
239831 1/15/10 MYR GT2BCQ 3.270 3.343 17,586.09 17,009.64 576.45
SALE 1/13/10 60 PLUS EXPRESSWAYS B MYR 8,000.00 13.55 26,114.64 25,192.66 921.98
239831 1/18/10 MYR GT2BCQ 3.270 3.347 7,802.40 7,559.84 242.56
SALE 1/14/10 60 PLUS EXPRESSWAYS B MYR 22,000.00 27.67 71,847.76 69,279.81 2,567.95
239831 1/19/10 MYR GT2BCQ 3.270 3.334 21,550.02 20,789.55 760.47
SALE 1/15/10 60 PLUS EXPRESSWAYS B MYR 16,000.00 21.43 52,248.48 50,385.32 1,863.16
239831 1/20/10 MYR GT2BCQ 3.270 3.338 15,652.63 15,119.68 532.95
SALE 1/18/10 60 PLUS EXPRESSWAYS B MYR 32,000.00 37.45 104,732.53 100,770.63 3,961.90
239831 1/21/10 MYR GT2C8C 3.277 3.340 31,357.04 30,239.35 1,117.69
SALE 1/19/10 60 PLUS EXPRESSWAYS B MYR 6,000.00 12.09 19,639.63 18,894.50 745.13
239831 1/22/10 MYR GT2C8A 3.280 3.338 5,883.65 5,669.88 213.77
SALE 1/20/10 60 PLUS EXPRESSWAYS B MYR 5,600.00 10.48 18,388.78 17,634.86 753.92
239831 1/25/10 MYR GT2C8A 3.290 3.362 5,469.60 5,291.89 177.71
---------------- --------- ---------------- ------------ ---------------- --------------
195,600.00 247.70 637,903.49 615,960.50 21,942.99
189,459.24 184,838.05 4,621.19
11 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
SALE 1/25/10 60 DELEK AUTOMOTIVE SYSTE 2,356.00 36.35 112,649.44 87,733.71 24,915.73
240256 1/27/10 ILS GT2CNW 47.871 3.723 30,257.71 24,225.04 6,032.67
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 54
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/26/10 60 DELEK AUTOMOTIVE SYSTE 351.00 5.34 16,538.91 13,070.68 3,468.23
240256 1/28/10 ILS GT2CNU 47.176 3.720 4,445.35 3,609.08 836.27
---------------- --------- ---------------- ------------ ---------------- --------------
2,707.00 41.69 129,188.35 100,804.39 28,383.96
34,703.06 27,834.12 6,868.94
2 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
SALE 12/28/09 60 TNK-BP HOLDING OJS 29,418.00 100.61 50,204.17 36,080.76 14,123.41
240991 1/12/10 USD 1.710 1.000 50,204.17 36,080.76 14,123.41
SALE 12/29/09 60 MOBILE TELESYSTEMS OJS 1,500.00 73,581.36 83,753.18 -10,171.82
240075 1/04/10 USD 49.054 1.000 73,581.36 83,753.18 -10,171.82
SALE 12/29/09 60 TNK-BP HOLDING OJS 58,732.00 201.74 100,670.46 72,033.97 28,636.49
240991 1/13/10 USD 1.717 1.000 100,670.46 72,033.97 28,636.49
SALE 12/29/09 60 TNK-BP HOLDING OJS 29,366.00 100.43 50,115.43 36,016.99 14,098.44
240991 1/13/10 USD 1.710 1.000 50,115.43 36,016.99 14,098.44
SALE 12/30/09 60 MOBILE TELESYSTEMS OJS 200.00 9,800.71 11,167.09 -1,366.38
240075 1/05/10 USD 49.004 1.000 9,800.71 11,167.09 -1,366.38
SALE 12/30/09 60 TNK-BP HOLDING OJS 29,366.00 101.02 50,408.50 36,016.99 14,391.51
240991 1/14/10 USD 1.720 1.000 50,408.50 36,016.99 14,391.51
SALE 12/31/09 60 MOBILE TELESYSTEMS OJS 700.00 34,290.58 39,084.82 -4,794.24
240075 1/06/10 USD 48.987 1.000 34,290.58 39,084.82 -4,794.24
SALE 1/04/10 60 MOBILE TELESYSTEMS OJS 3,200.00 161,349.13 178,673.44 -17,324.31
240075 1/07/10 USD 50.422 1.000 161,349.13 178,673.44 -17,324.31
SALE 1/05/10 60 MOBILE TELESYSTEMS OJS 5,800.00 296,918.14 323,845.62 -26,927.48
240075 1/08/10 USD 51.193 1.000 296,918.14 323,845.62 -26,927.48
SALE 1/06/10 60 MOBILE TELESYSTEMS OJS 1,400.00 72,261.52 78,169.63 -5,908.11
240075 1/11/10 USD 51.615 1.000 72,261.52 78,169.63 -5,908.11
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 55
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/06/10 60 MOBILE TELESYSTEMS OJS 2,900.00 149,545.09 161,922.81 -12,377.72
240075 1/11/10 USD 51.567 1.000 149,545.09 161,922.81 -12,377.72
SALE 1/07/10 60 MOBILE TELESYSTEMS OJS 1,300.00 67,358.41 72,586.09 -5,227.68
240075 1/12/10 USD 51.814 1.000 67,358.41 72,586.09 -5,227.68
SALE 1/07/10 60 MOBILE TELESYSTEMS OJS 1,900.00 98,288.27 106,087.36 -7,799.09
240075 1/12/10 USD 51.731 1.000 98,288.27 106,087.36 -7,799.09
SALE 1/08/10 60 MOBILE TELESYSTEMS OJS 600.00 30,877.00 33,501.27 -2,624.27
240075 1/13/10 USD 51.462 1.000 30,877.00 33,501.27 -2,624.27
SALE 1/08/10 60 MOBILE TELESYSTEMS OJS 1,000.00 51,376.47 55,835.45 -4,458.98
240075 1/13/10 USD 51.376 1.000 51,376.47 55,835.45 -4,458.98
SALE 1/11/10 60 MOBILE TELESYSTEMS OJS 1,500.00 77,270.51 83,753.18 -6,482.67
240075 1/14/10 USD 51.514 1.000 77,270.51 83,753.18 -6,482.67
SALE 1/11/10 60 MOBILE TELESYSTEMS OJS 1,900.00 97,750.01 106,087.36 -8,337.35
240075 1/14/10 USD 51.447 1.000 97,750.01 106,087.36 -8,337.35
SALE 1/11/10 60 TNK-BP HOLDING OJS 191,125.00 673.07 335,853.93 234,412.12 101,441.81
240991 1/18/10 USD 1.761 1.000 335,853.93 234,412.12 101,441.81
SALE 1/12/10 60 MOBILE TELESYSTEMS OJS 600.00 30,855.92 33,501.27 -2,645.35
240075 1/15/10 USD 51.427 1.000 30,855.92 33,501.27 -2,645.35
SALE 1/12/10 60 TNK-BP HOLDING OJS 10,267.00 18,480.60 12,592.33 5,888.27
240991 1/19/10 USD 1.800 1.000 18,480.60 12,592.33 5,888.27
SALE 1/12/10 60 TNK-BP HOLDING OJS 7,333.00 15.84 13,183.56 8,993.82 4,189.74
240991 1/14/10 USD 1.800 1.000 13,183.56 8,993.82 4,189.74
SALE 1/13/10 60 MOBILE TELESYSTEMS OJS 1,500.00 77,591.61 83,753.18 -6,161.57
240075 1/19/10 USD 51.728 1.000 77,591.61 83,753.18 -6,161.57
SALE 1/13/10 60 TNK-BP HOLDING OJS 64,533.00 140.94 117,309.12 79,148.82 38,160.30
240991 1/20/10 USD 1.820 1.000 117,309.12 79,148.82 38,160.30
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: 56
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/13/10 60 TNK-BP HOLDING OJS 117,333.00 256.26 213,289.81 143,907.27 69,382.54
240991 1/20/10 USD 1.820 1.000 213,289.81 143,907.27 69,382.54
SALE 1/13/10 60 TNK-BP HOLDING OJS 64,533.00 234.94 117,215.16 79,148.82 38,066.34
240991 1/20/10 USD 1.820 1.000 117,215.16 79,148.82 38,066.34
SALE 1/13/10 60 TNK-BP HOLDING OJS 44,000.00 158.40 79,041.60 53,965.38 25,076.22
240991 1/20/10 USD 1.800 1.000 79,041.60 53,965.38 25,076.22
SALE 1/13/10 60 TNK-BP HOLDING OJS 117,333.00 427.13 213,118.97 143,907.27 69,211.70
240991 1/20/10 USD 1.820 1.000 213,118.97 143,907.27 69,211.70
SALE 1/14/10 60 MOBILE TELESYSTEMS OJS 1,500.00 77,637.81 83,753.18 -6,115.37
240075 1/20/10 USD 51.759 1.000 77,637.81 83,753.18 -6,115.37
SALE 1/14/10 60 TNK-BP HOLDING OJS 14,667.00 32.38 26,954.90 17,988.87 8,966.03
240991 1/21/10 USD 1.840 1.000 26,954.90 17,988.87 8,966.03
SALE 1/14/10 60 TNK-BP HOLDING OJS 23,760.00 52.46 43,665.94 29,141.31 14,524.63
240991 1/21/10 USD 1.840 1.000 43,665.94 29,141.31 14,524.63
SALE 1/15/10 60 MOBILE TELESYSTEMS OJS 800.00 41,484.99 44,668.36 -3,183.37
240075 1/21/10 USD 51.856 1.000 41,484.99 44,668.36 -3,183.37
SALE 1/18/10 60 TNK-BP HOLDING OJS 7,333.00 16.90 14,062.46 8,993.82 5,068.64
240991 1/25/10 USD 1.920 1.000 14,062.46 8,993.82 5,068.64
SALE 1/19/10 60 MOBILE TELESYSTEMS OJS 5,900.00 306,858.04 329,429.16 -22,571.12
240075 1/22/10 USD 52.010 1.000 306,858.04 329,429.16 -22,571.12
SALE 1/19/10 60 TNK-BP HOLDING OJS 593,685.00 1,374.97 1,144,437.08 728,146.30 416,290.78
240991 1/26/10 USD 1.930 1.000 1,144,437.08 728,146.30 416,290.78
---------------- --------- ---------------- ------------ ---------------- --------------
1,436,984.00 3,887.09 4,343,107.26 3,630,067.29 713,039.97
4,343,107.26 3,630,067.29 713,039.97
34 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
1,899,000.00 12,688.061,400,304,058.80 1,198,354,627.99 201,949,430.81
9,295,253.07 7,327,753.93 1,967,499.14
112 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
1,899,000.00 12,688.061,400,304,058.80 1,198,354,627.99 201,949,430.81
9,295,253.07 7,327,753.93 1,967,499.14
112 "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: 57
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
2,736,031.00 15,914.935,006,120,010.36 4,804,170,579.55 201,949,430.81
11,232,646.83 9,265,147.69 1,967,499.14
167 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: 58
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 1/08/10 60 MAANSHAN IRON + ST ''H 590,000.00 1,403.21 3,532,710.62 3,532,710.62
250526 1/12/10 HKD 832680 5.969 7.756 455,510.36 455,510.36
PUR 1/08/10 60 MAANSHAN IRON + ST ''H 162,000.00 387.27 975,003.48 975,003.48
250526 1/12/10 HKD 832677 6.000 7.756 125,717.68 125,717.68
PUR 1/11/10 60 MAANSHAN IRON + ST ''H 298,000.00 712.47 1,793,524.92 1,793,524.92
250526 1/13/10 HKD 832701 6.000 7.755 231,285.29 231,285.29
PUR 1/11/10 60 MAANSHAN IRON + ST ''H 248,000.00 592.93 1,492,597.92 1,492,597.92
250526 1/13/10 HKD 832677 6.000 7.755 192,479.03 192,479.03
PUR 1/12/10 60 MAANSHAN IRON + ST ''H 836,000.00 1,997.33 5,027,894.13 5,027,894.13
250526 1/14/10 HKD 832697 5.996 7.755 648,358.97 648,358.97
PUR 1/13/10 60 MAANSHAN IRON + ST ''H 272,000.00 622.62 1,567,441.66 1,567,441.66
250526 1/15/10 HKD 832714 5.745 7.756 202,101.89 202,101.89
---------------- --------- ---------------- ------------ ---------------- --------------
2,406,000.00 5,715.83 14,389,172.73 14,389,172.73
1,855,453.22 1,855,453.22
6 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 1/21/10 60 MEXICHEM SA DE CV 362,500.00 2,474.01 10,545,091.90 10,545,091.90
250639 1/26/10 MXN 832846 29.003 12.749 827,143.88 827,143.88
PUR 1/21/10 60 MEXICHEM SA DE CV 154,000.00 1,046.49 4,460,507.30 4,460,507.30
250639 1/26/10 MXN 832861 28.878 12.749 349,876.64 349,876.64
---------------- --------- ---------------- ------------ ---------------- --------------
516,500.00 3,520.50 15,005,599.20 15,005,599.20
1,177,020.52 1,177,020.52
2 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: 59
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/21/10 60 JSC VTB BANK OJSC GDR 331,758.00 3,377.43 1,692,092.00 1,692,092.00
250636 1/26/10 USD 832849 5.090 1.000 1,692,092.00 1,692,092.00
---------------- --------- ---------------- ------------ ---------------- --------------
331,758.00 3,377.43 1,692,092.00 1,692,092.00
1,692,092.00 1,692,092.00
1 TRANSACTION IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
3,254,258.00 12,613.76 31,086,863.93 31,086,863.93
4,724,565.74 4,724,565.74
9 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
3,254,258.00 12,613.76 31,086,863.93 31,086,863.93
4,724,565.74 4,724,565.74
9 "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: 60
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/21/10 60 EVRAZ GROUP S A NPV GD 16,715.00 1,137.69 567,707.19 449,758.99 117,948.20
248807 1/26/10 USD 832849 34.032 1.000 567,707.19 449,758.99 117,948.20
---------------- --------- ---------------- ------------ ---------------- --------------
16,715.00 1,137.69 567,707.19 449,758.99 117,948.20
567,707.19 449,758.99 117,948.20
1 TRANSACTION IN COUNTRY: LUXEMBOURG (2700)
SALE 1/25/10 60 IND & COMMERCAIL BANK 3,276,000.00 3,899.77 19,022,594.23 14,780,931.12 4,241,663.11
240853 1/27/10 HKD 832920 5.816 7.768 2,448,777.61 1,902,301.25 546,476.36
---------------- --------- ---------------- ------------ ---------------- --------------
3,276,000.00 3,899.77 19,022,594.23 14,780,931.12 4,241,663.11
2,448,777.61 1,902,301.25 546,476.36
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 1/21/10 60 BANCO ESTADO RIO GRAND 25,340.00 603.99 360,901.00 233,668.91 127,232.09
239760 1/27/10 BRL 832856 14.285 1.798 200,723.58 135,813.40 64,910.18
SALE 1/21/10 60 CIA SANEAMENTO BASICO 47,022.00 2,451.25 1,464,705.71 1,876,116.70 -411,410.99
241708 1/27/10 BRL 832846 31.243 1.798 814,630.54 1,165,526.35 -350,895.81
SALE 1/21/10 60 CIELO SA (FMLY COMP BR 244,693.00 5,967.35 3,565,703.59 3,670,395.00 -104,691.41
247592 1/27/10 BRL 832846 14.616 1.798 1,983,149.94 1,885,444.60 97,705.34
SALE 1/22/10 60 BANCO ESTADO RIO GRAND 14,304.00 336.36 203,030.83 131,902.14 71,128.69
239760 1/28/10 BRL 832859 14.237 1.816 111,782.65 76,664.36 35,118.29
SALE 1/22/10 60 OGX PETROLEO E GAS PAR 19,700.00 1,047.29 348,050.50 252,117.34 95,933.16
241566 1/28/10 BRL 832863 17.721 1.000 348,050.50 141,745.04 206,305.46
SALE 1/26/10 60 OGX PETROLEO E GAS PAR 64,487.00 1,889.92 1,157,495.87 825,293.97 332,201.90
241566 1/29/10 BRL 832878 18.003 1.843 628,083.93 463,995.57 164,088.36
---------------- --------- ---------------- ------------ ---------------- --------------
415,546.00 12,296.16 7,099,887.50 6,989,494.06 110,393.44
4,086,421.14 3,869,189.32 217,231.82
6 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 61
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/19/10 60 CHINA SHANSHUI 2,004,000.00 4,487.22 11,237,667.92 12,335,323.74 -1,097,655.82
248975 1/21/10 HKD 832667 5.625 7.762 1,447,686.69 1,591,675.21 -143,988.52
---------------- --------- ---------------- ------------ ---------------- --------------
2,004,000.00 4,487.22 11,237,667.92 12,335,323.74 -1,097,655.82
1,447,686.69 1,591,675.21 -143,988.52
1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 1/21/10 60 CEZ AS 49,569.00 7,458.23 45,867,833.85 40,161,620.66 5,706,213.19
246367 1/26/10 CZK 832846 928.117 18.505 2,478,618.88 2,020,817.04 457,801.84
---------------- --------- ---------------- ------------ ---------------- --------------
49,569.00 7,458.23 45,867,833.85 40,161,620.66 5,706,213.19
2,478,618.88 2,020,817.04 457,801.84
1 TRANSACTION IN COUNTRY: THE CZECH REPUBLIC (9700)
SALE 1/21/10 60 SEVERSTAL JT STK CO NP 39,578.00 979.61 488,825.84 217,987.83 270,838.01
247489 1/26/10 USD 832849 12.376 1.000 488,825.84 217,987.83 270,838.01
SALE 1/21/10 60 SISTEMA JSFC-REG S SPO 23,727.00 1,184.74 591,185.91 635,987.28 -44,801.37
239567 1/26/10 USD 832849 24.966 1.000 591,185.91 635,987.28 -44,801.37
---------------- --------- ---------------- ------------ ---------------- --------------
63,305.00 2,164.35 1,080,011.75 853,975.11 226,036.64
1,080,011.75 853,975.11 226,036.64
2 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
5,825,135.00 31,443.42 84,875,702.44 75,571,103.68 9,304,598.76
12,109,223.26 10,687,716.92 1,421,506.34
12 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
5,825,135.00 31,443.42 84,875,702.44 75,571,103.68 9,304,598.76
12,109,223.26 10,687,716.92 1,421,506.34
12 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
---------------- --------- ---------------- ------------ ---------------- --------------
9,079,393.00 44,057.18 115,962,566.37 106,657,967.61 9,304,598.76
16,833,789.00 15,412,282.66 1,421,506.34
21 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: 62
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
PUR 1/06/10 60 MORGAN STANLEY INDIA I 27,100.00 271.00 637,513.95 637,513.95
239218 1/11/10 USD TID865 23.515 1.000 637,513.95 637,513.95
PUR 1/07/10 60 MORGAN STANLEY INDIA I 6,500.00 65.00 153,333.05 153,333.05
239218 1/12/10 USD TID866 23.580 1.000 153,333.05 153,333.05
---------------- --------- ---------------- ------------ ---------------- --------------
33,600.00 336.00 790,847.00 790,847.00
790,847.00 790,847.00
2 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
33,600.00 336.00 790,847.00 790,847.00
790,847.00 790,847.00
2 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
PUR 1/14/10 60 CENTRAL EUROPEAN DISTR 4,800.00 192.00 158,802.72 158,802.72
250628 1/20/10 USD TID872 33.044 1.000 158,802.72 158,802.72
PUR 1/14/10 60 CENTRAL EUROPEAN DISTR 4,100.00 164.00 134,242.20 134,242.20
250628 1/20/10 USD TID871 32.702 1.000 134,242.20 134,242.20
PUR 1/15/10 60 CENTRAL EUROPEAN DISTR 4,500.00 180.00 148,297.50 148,297.50
250628 1/21/10 USD TID872 32.915 1.000 148,297.50 148,297.50
PUR 1/19/10 60 CENTRAL EUROPEAN DISTR 2,569.00 102.76 87,688.96 87,688.96
250628 1/22/10 USD TID873 34.093 1.000 87,688.96 87,688.96
PUR 1/19/10 60 CENTRAL EUROPEAN DISTR 1,400.00 56.00 47,887.42 47,887.42
250628 1/22/10 USD TID874 34.165 1.000 47,887.42 47,887.42
PUR 1/20/10 60 CENTRAL EUROPEAN DISTR 3,000.00 60.00 101,627.70 101,627.70
250628 1/25/10 USD TID874 33.856 1.000 101,627.70 101,627.70
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/20/10 60 CENTRAL EUROPEAN DISTR 5,700.00 228.00 192,978.63 192,978.63
250628 1/25/10 USD TID874 33.816 1.000 192,978.63 192,978.63
PUR 1/21/10 60 CENTRAL EUROPEAN DISTR 7,100.00 284.00 244,284.73 244,284.73
250628 1/26/10 USD TID875 34.366 1.000 244,284.73 244,284.73
PUR 1/22/10 60 CENTRAL EUROPEAN DISTR 4,900.00 196.00 167,097.84 167,097.84
250628 1/27/10 USD TID876 34.062 1.000 167,097.84 167,097.84
PUR 1/22/10 60 CENTRAL EUROPEAN DISTR 700.00 14.00 23,772.00 23,772.00
250628 1/27/10 USD TID876 33.940 1.000 23,772.00 23,772.00
PUR 1/25/10 60 CENTRAL EUROPEAN DISTR 1,400.00 56.00 48,294.40 48,294.40
250628 1/28/10 USD TID876 34.456 1.000 48,294.40 48,294.40
---------------- --------- ---------------- ------------ ---------------- --------------
40,169.00 1,532.76 1,354,974.10 1,354,974.10
1,354,974.10 1,354,974.10
11 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
PUR 1/04/10 60 AQUARIUS PLATINUM LTD 62,450.00 2,657.07 267,310.40 267,310.40
250380 1/07/10 UKP TID864 4.254 .620 430,958.13 430,958.13
PUR 1/05/10 60 AQUARIUS PLATINUM LTD 249,449.00 10,744.07 1,087,313.88 1,087,313.88
250380 1/08/10 UKP TID864 4.332 .624 1,743,398.21 1,743,398.21
PUR 1/06/10 60 AQUARIUS PLATINUM LTD 56,746.00 2,426.21 245,932.75 245,932.75
250380 1/11/10 UKP TID865 4.307 .625 393,492.40 393,492.40
PUR 1/07/10 60 AQUARIUS PLATINUM LTD 35,302.00 1,525.57 155,170.39 155,170.39
250380 1/12/10 UKP TID866 4.368 .627 247,326.06 247,326.06
---------------- --------- ---------------- ------------ ---------------- --------------
403,947.00 17,352.92 1,755,727.42 1,755,727.42
2,815,174.80 2,815,174.80
4 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 64
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/06/10 60 PACIFIC RUBIALES ENERG 131,200.00 1,268.74 1,969,482.56 1,969,482.56
250383 1/11/10 CAD TID865 15.001 1.034 1,904,537.82 1,904,537.82
PUR 1/21/10 60 SOUTHGOBI ENERGY RESOU 4,500.00 736.59 572,902.85 572,902.85
250635 1/29/10 HKD TID875 126.040 7.769 73,738.36 73,738.36
---------------- --------- ---------------- ------------ ---------------- --------------
135,700.00 2,005.33 2,542,385.41 2,542,385.41
1,978,276.18 1,978,276.18
2 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 12/29/09 60 MOL MAGYAR OLAJ ES GAZ 2,895.00 927.16 50,274,983.12 50,274,983.12
250317 1/04/10 HUF TID862 17305.5 189.124 265,830.65 265,830.65
PUR 12/30/09 60 MOL MAGYAR OLAJ ES GAZ 1,432.00 465.44 25,429,394.26 25,429,394.26
250317 1/05/10 HUF TID863 17696.0 190.554 133,449.53 133,449.53
PUR 12/31/09 60 MOL MAGYAR OLAJ ES GAZ 2,635.00 843.07 45,496,898.75 45,496,898.75
250317 1/06/10 HUF TID863 17206.1 188.222 241,719.09 241,719.09
PUR 1/04/10 60 MOL MAGYAR OLAJ ES GAZ 4,388.00 1,457.34 77,644,681.97 77,644,681.97
250317 1/07/10 HUF TID864 17633.0 185.824 417,839.68 417,839.68
PUR 1/05/10 60 MOL MAGYAR OLAJ ES GAZ 6,050.00 2,109.93 112,837,149.50 112,837,149.50
250317 1/08/10 HUF TID864 18585.7 186.524 604,947.73 604,947.73
PUR 1/12/10 60 MOL MAGYAR OLAJ ES GAZ 4,077.00 1,545.26 81,462,193.03 81,462,193.03
250317 1/15/10 HUF TID869 19911.2 183.867 443,048.59 443,048.59
PUR 1/19/10 60 MOL MAGYAR OLAJ ES GAZ 5,443.00 1,946.49 104,541,299.50 104,541,299.50
250317 1/22/10 HUF TID873 19139.5 187.321 558,087.58 558,087.58
---------------- --------- ---------------- ------------ ---------------- --------------
26,920.00 9,294.69 497,686,600.13 497,686,600.13
2,664,922.85 2,664,922.85
7 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: 65
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/27/10 60 TURKIYE IS BANKASI TRY 427,117.00 4,626.29 2,781,231.50 2,781,231.50
250703 1/29/10 TRY TID877 6.495 1.499 1,855,143.74 1,855,143.74
---------------- --------- ---------------- ------------ ---------------- --------------
427,117.00 4,626.29 2,781,231.50 2,781,231.50
1,855,143.74 1,855,143.74
1 TRANSACTION IN COUNTRY: TURKEY (3400)
PUR 12/29/09 60 BEIJING CAPITAL INTL A 148,000.00 300.70 756,895.24 756,895.24
250254 1/04/10 HKD TID862 5.098 7.755 97,595.90 97,595.90
PUR 12/29/09 60 CHINA MERCHANTS BK - H 256,000.00 2,049.32 5,159,342.87 5,159,342.87
249678 1/04/10 HKD TID862 20.092 7.755 665,258.13 665,258.13
PUR 12/30/09 60 BEIJING CAPITAL INTL A 230,000.00 457.80 1,152,469.25 1,152,469.25
250254 1/05/10 HKD TID863 4.995 7.755 148,607.92 148,607.92
PUR 12/31/09 60 BEIJING CAPITAL INTL A 52,000.00 105.76 265,931.68 265,931.68
250254 1/05/10 HKD TID863 5.098 7.754 34,296.95 34,296.95
PUR 1/04/10 60 BEIJING CAPITAL INTL A 86,000.00 174.86 440,188.35 440,188.35
250254 1/06/10 HKD TID863 5.103 7.756 56,756.75 56,756.75
PUR 1/05/10 60 BEIJING CAPITAL INTL A 156,000.00 325.82 820,310.37 820,310.37
250254 1/07/10 HKD TID864 5.242 7.756 105,760.53 105,760.53
PUR 1/05/10 60 YANZHOU COAL MININ ''H 160,000.00 1,184.33 2,981,922.02 2,981,922.02
250381 1/07/10 HKD TID864 18.580 7.756 384,451.61 384,451.61
PUR 1/06/10 60 BEIJING CAPITAL INTL A 218,000.00 472.13 1,188,403.92 1,188,403.92
250254 1/08/10 HKD TID865 5.435 7.754 153,255.43 153,255.43
PUR 1/06/10 60 YANZHOU COAL MININ ''H 514,000.00 4,031.22 10,147,396.53 10,147,396.53
250381 1/08/10 HKD TID865 19.681 7.754 1,308,598.54 1,308,598.54
PUR 1/07/10 60 BEIJING CAPITAL INTL A 186,000.00 405.85 1,021,404.15 1,021,404.15
250254 1/11/10 HKD TID865 5.475 7.754 131,719.30 131,719.30
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: 66
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/08/10 60 BEIJING CAPITAL INTL A 120,000.00 257.32 647,763.66 647,763.66
250254 1/12/10 HKD TID866 5.381 7.756 83,523.13 83,523.13
---------------- --------- ---------------- ------------ ---------------- --------------
2,126,000.00 9,765.11 24,582,028.04 24,582,028.04
3,169,824.19 3,169,824.19
11 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 1/08/10 60 LENOVO GROUP LTD HKD 0 3,394,000.00 7,348.90 18,501,687.41 18,501,687.41
250523 1/12/10 HKD TID866 5.435 7.756 2,385,621.48 2,385,621.48
PUR 1/12/10 60 LENOVO GROUP LTD HKD 0 814,000.00 1,800.87 4,533,293.40 4,533,293.40
250523 1/14/10 HKD TID869 5.552 7.755 584,579.02 584,579.02
PUR 1/13/10 60 LENOVO GROUP LTD HKD 0 262,000.00 570.39 1,435,913.21 1,435,913.21
250523 1/15/10 HKD TID870 5.464 7.756 185,142.95 185,142.95
PUR 1/13/10 60 LENOVO GROUP LTD HKD 0 172,000.00 161.53 935,797.55 935,797.55
250523 1/15/10 HKD TID870 5.433 7.756 120,659.33 120,659.33
---------------- --------- ---------------- ------------ ---------------- --------------
4,642,000.00 9,881.69 25,406,691.57 25,406,691.57
3,276,002.78 3,276,002.78
4 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 1/08/10 60 SAMSUNG ELECTRONICS CO 2,777.00 602.322,270,806,262.00 2,270,806,262.00
250524 1/12/10 KRW TID866 817473. 1130.70 2,008,318.97 2,008,318.97
PUR 1/12/10 60 SAMSUNG ELECTRONICS CO 2,241.00 481.171,802,538,227.00 1,802,538,227.00
250524 1/14/10 KRW TID869 804104. 1123.50 1,604,395.40 1,604,395.40
PUR 1/13/10 60 KT CORP KRW 8,140.00 791.54 357,150,069.00 357,150,069.00
248463 1/15/10 KRW TID870 43766.5 1125.20 317,410.30 317,410.30
PUR 1/14/10 60 KT CORP KRW 13,740.00 1,344.71 604,153,631.00 604,153,631.00
248463 1/18/10 KRW TID871 43860.7 1120.40 539,230.30 539,230.30
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: 67
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/14/10 60 SAMSUNG ELECTRONICS CO 4,384.00 8,028.863,607,211,141.00 3,607,211,141.00
250524 1/18/10 KRW TID871 820760. 1120.40 3,219,574.39 3,219,574.39
PUR 1/15/10 60 KT CORP KRW 830.00 82.49 37,118,276.00 37,118,276.00
248463 1/19/10 KRW TID872 44609.2 1122.05 33,080.77 33,080.77
PUR 1/15/10 60 SAMSUNG ELECTRONICS CO 1,756.00 3,282.131,476,770,341.00 1,476,770,341.00
250524 1/19/10 KRW TID872 838888. 1122.05 1,316,135.95 1,316,135.95
PUR 1/20/10 60 SAMSUNG ELECTRONICS CO 2,289.00 4,179.181,906,115,203.00 1,906,115,203.00
250524 1/22/10 KRW TID874 830651. 1137.40 1,675,853.00 1,675,853.00
PUR 1/21/10 60 SAMSUNG ELECTRONICS CO 2,287.00 4,224.541,926,124,429.00 1,926,124,429.00
250524 1/25/10 KRW TID875 840105. 1137.00 1,694,040.83 1,694,040.83
---------------- --------- ---------------- ------------ ---------------- --------------
38,444.00 23,016.94 13987987579.00 13987987579.00
12,408,039.91 12,408,039.91
9 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 12/24/09 60 BARLOWORLD LTD ZAR 0.0 9,028.00 243.54 408,088.17 408,088.17
246992 1/04/10 ZAR TID861 45.000 7.507 54,363.92 54,363.92
PUR 12/24/09 60 BARLOWORLD LTD ZAR 0.0 4,400.00 120.14 198,891.31 198,891.31
246992 1/04/10 ZAR TID861 44.998 7.507 26,495.53 26,495.53
PUR 12/24/09 60 FOSCHINI LTD 3,390.00 119.87 200,851.13 200,851.13
250316 1/04/10 ZAR TID861 58.983 7.507 26,756.60 26,756.60
PUR 12/28/09 60 ADCOCK INGRAM HOLDINGS 13,226.00 296.74 695,143.38 695,143.38
242793 1/05/10 ZAR TID862 52.391 7.473 93,026.88 93,026.88
PUR 12/28/09 60 BARLOWORLD LTD ZAR 0.0 4,200.00 115.19 192,141.36 192,141.36
246992 1/05/10 ZAR TID862 45.543 7.472 25,713.13 25,713.13
PUR 12/28/09 60 FOSCHINI LTD 3,502.00 125.79 209,813.92 209,813.92
250316 1/05/10 ZAR TID862 59.644 7.473 28,078.14 28,078.14
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 68
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 12/29/09 60 ADCOCK INGRAM HOLDINGS 4,187.00 137.72 227,209.65 227,209.65
242793 1/06/10 ZAR TID862 54.022 7.391 30,741.81 30,741.81
PUR 12/29/09 60 BARLOWORLD LTD ZAR 0.0 6,049.00 166.52 274,721.73 274,721.73
246992 1/06/10 ZAR TID862 45.213 7.391 37,170.27 37,170.27
PUR 12/29/09 60 FOSCHINI LTD 3,452.00 125.98 207,846.42 207,846.42
250316 1/06/10 ZAR TID862 59.941 7.391 28,121.94 28,121.94
PUR 12/30/09 60 ADCOCK INGRAM HOLDINGS 12,209.00 401.77 662,233.17 662,233.17
242793 1/07/10 ZAR TID863 53.998 7.384 89,683.67 89,683.67
PUR 12/30/09 60 FOSCHINI LTD 12,951.00 468.17 771,688.34 771,688.34
250316 1/07/10 ZAR TID863 59.318 7.384 104,506.76 104,506.76
PUR 12/31/09 60 FOSCHINI LTD 6,622.00 244.83 402,160.46 402,160.46
250316 1/08/10 ZAR TID863 60.459 7.359 54,651.76 54,651.76
PUR 1/04/10 60 ADCOCK INGRAM HOLDINGS 3,553.00 118.18 192,159.34 192,159.34
242793 1/11/10 ZAR TID864 53.841 7.284 26,379.57 26,379.57
PUR 1/04/10 60 FOSCHINI LTD 8,919.00 328.59 534,300.44 534,300.44
250316 1/11/10 ZAR TID864 59.637 7.284 73,348.59 73,348.59
PUR 1/05/10 60 ADCOCK INGRAM HOLDINGS 3,448.00 114.16 186,010.54 186,010.54
242793 1/12/10 ZAR TID864 53.706 7.300 25,482.64 25,482.64
PUR 1/05/10 60 FOSCHINI LTD 20,774.00 758.77 1,236,346.21 1,236,346.21
250316 1/12/10 ZAR TID864 59.248 7.299 169,374.10 169,374.10
PUR 1/06/10 60 ADCOCK INGRAM HOLDINGS 3,382.00 113.77 185,470.16 185,470.16
242793 1/13/10 ZAR TID865 54.595 7.303 25,396.43 25,396.43
PUR 1/06/10 60 FOSCHINI LTD 26,240.00 966.47 1,575,525.24 1,575,525.24
250316 1/13/10 ZAR TID865 59.774 7.303 215,736.72 215,736.72
PUR 1/07/10 60 ADCOCK INGRAM HOLDINGS 5,346.00 177.58 292,195.01 292,195.01
242793 1/14/10 ZAR TID866 54.412 7.371 39,640.09 39,640.09
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: 69
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/07/10 60 FOSCHINI LTD 40,598.00 1,463.57 2,408,181.37 2,408,181.37
250316 1/14/10 ZAR TID866 59.052 7.371 326,701.40 326,701.40
PUR 1/08/10 60 FOSCHINI LTD 16,724.00 595.08 979,195.15 979,195.15
250316 1/15/10 ZAR TID866 58.288 7.372 132,835.26 132,835.26
PUR 1/11/10 60 FOSCHINI LTD 11,121.00 393.74 644,998.24 644,998.24
250316 1/18/10 ZAR TID867 57.738 7.339 87,892.38 87,892.38
---------------- --------- ---------------- ------------ ---------------- --------------
223,321.00 7,596.17 12,685,170.74 12,685,170.74
1,722,097.59 1,722,097.59
22 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 12/29/09 60 ENERSIS S NPV ADR 10,600.00 424.00 237,906.40 237,906.40
250314 1/04/10 USD TID862 22.404 1.000 237,906.40 237,906.40
PUR 12/30/09 60 ENERSIS S NPV ADR 11,000.00 440.00 250,356.70 250,356.70
250314 1/05/10 USD TID863 22.720 1.000 250,356.70 250,356.70
PUR 12/31/09 60 ENERSIS S NPV ADR 5,300.00 212.00 121,061.54 121,061.54
250314 1/06/10 USD TID863 22.802 1.000 121,061.54 121,061.54
PUR 1/04/10 60 ENERSIS S NPV ADR 11,900.00 476.00 271,322.38 271,322.38
250314 1/07/10 USD TID864 22.760 1.000 271,322.38 271,322.38
PUR 1/05/10 60 ENERSIS S NPV ADR 7,400.00 296.00 169,055.22 169,055.22
250314 1/08/10 USD TID864 22.805 1.000 169,055.22 169,055.22
PUR 1/05/10 60 ENERSIS S NPV ADR 6,400.00 76.80 146,028.80 146,028.80
250314 1/08/10 USD TID864 22.805 1.000 146,028.80 146,028.80
PUR 1/05/10 60 ENERSIS S NPV ADR 15,700.00 628.00 358,588.00 358,588.00
250314 1/08/10 USD TID864 22.800 1.000 358,588.00 358,588.00
PUR 1/13/10 60 ENTEL CHILE SA NPV 6,308.00 240.79 47,553,289.00 47,553,289.00
250803 1/15/10 CLP TID871 7519.76 492.500 96,554.90 96,554.90
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 70
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/14/10 60 ENTEL CHILE SA NPV 7,572.00 288.39 57,012,616.00 57,012,616.00
250630 1/18/10 CLP TID871 7510.62 493.000 115,644.25 115,644.25
PUR 1/15/10 60 ENTEL CHILE SA NPV 3,375.00 129.42 25,397,559.00 25,397,559.00
250630 1/19/10 CLP TID872 7506.43 489.400 51,895.30 51,895.30
PUR 1/19/10 60 ENTEL CHILE SA NPV 3,235.00 123.93 24,484,994.00 24,484,994.00
250630 1/21/10 CLP TID873 7549.90 492.700 49,695.54 49,695.54
PUR 1/20/10 60 ENTEL CHILE SA NPV 1,635.00 62.67 12,457,105.00 12,457,105.00
250630 1/22/10 CLP TID874 7600.02 495.700 25,130.33 25,130.33
PUR 1/22/10 60 ENTEL CHILE SA NPV 2,766.00 102.85 20,878,158.00 20,878,158.00
250630 1/26/10 CLP TID876 7529.31 506.200 41,244.88 41,244.88
---------------- --------- ---------------- ------------ ---------------- --------------
93,191.00 3,500.85 189,338,040.04 189,338,040.04
1,934,484.24 1,934,484.24
13 TRANSACTIONS IN COUNTRY: CHILE (7000)
PUR 1/13/10 60 AMERICA MOVIL ADR SERI 20,300.00 203.00 1,018,312.96 1,018,312.96
239457 1/19/10 USD TID870 50.153 1.000 1,018,312.96 1,018,312.96
---------------- --------- ---------------- ------------ ---------------- --------------
20,300.00 203.00 1,018,312.96 1,018,312.96
1,018,312.96 1,018,312.96
1 TRANSACTION IN COUNTRY: MEXICO (7800)
PUR 1/14/10 60 TEVA PHARMACEUTICAL SP 22,300.00 223.00 1,314,863.75 1,314,863.75
239858 1/20/10 USD TID871 58.953 1.000 1,314,863.75 1,314,863.75
---------------- --------- ---------------- ------------ ---------------- --------------
22,300.00 223.00 1,314,863.75 1,314,863.75
1,314,863.75 1,314,863.75
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: 71
TRANS-TYPE: PUR SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 12/29/09 60 URALKALI JSC NPV GDR 22,941.00 917.64 476,335.45 476,335.45
249223 1/04/10 USD TID862 20.723 1.000 476,335.45 476,335.45
PUR 1/12/10 60 URALKALI JSC NPV GDR 20,754.00 830.00 498,926.00 498,926.00
249223 1/15/10 USD TID869 24.000 1.000 498,926.00 498,926.00
PUR 1/19/10 60 URALKALI JSC NPV GDR 15,260.00 610.40 372,191.40 372,191.40
250632 1/22/10 USD TID873 24.350 1.000 372,191.40 372,191.40
PUR 1/20/10 60 JSC MMC NORILSK NICKEL 92,373.00 3,694.92 1,573,509.39 1,573,509.39
250633 1/25/10 USD TID111 16.994 1.000 1,573,509.39 1,573,509.39
---------------- --------- ---------------- ------------ ---------------- --------------
151,328.00 6,052.96 2,920,962.24 2,920,962.24
2,920,962.24 2,920,962.24
4 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
8,350,737.00 95,051.71 14751374566.90 14751374566.90
38,433,079.33 38,433,079.33
90 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
8,384,337.00 95,387.71 14752165413.90 14752165413.90
39,223,926.33 39,223,926.33
92 "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: 72
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/19/10 60 HURRIYET GAZETE 55,749.00 197.96 115,111.93 82,456.17 32,655.76
248758 1/21/10 TRY TID873 2.070 1.457 78,984.44 55,747.16 23,237.28
SALE 1/20/10 60 HURRIYET GAZETE 69,295.00 242.64 142,577.46 102,491.53 40,085.93
248758 1/22/10 TRY TID874 2.063 1.473 96,813.65 69,292.71 27,520.94
SALE 1/21/10 60 HURRIYET GAZETE 68,249.00 232.16 137,382.16 100,944.44 36,437.72
248758 1/25/10 TRY TID875 2.018 1.483 92,631.76 68,246.75 24,385.01
SALE 1/22/10 60 HURRIYET GAZETE 20,413.00 67.24 40,094.75 30,192.07 9,902.68
248758 1/26/10 TRY TID876 1.969 1.495 26,826.41 20,412.33 6,414.08
SALE 1/26/10 60 HURRIYET GAZETE 37,508.00 120.58 71,861.52 55,476.62 16,384.90
248758 1/28/10 TRY TID877 1.921 1.494 48,112.96 37,506.76 10,606.20
SALE 1/27/10 60 FORD OTOMOTIV SAN TRY 142,932.00 2,567.38 1,535,757.31 965,071.04 570,686.27
246567 1/29/10 TRY TID877 10.772 1.499 1,024,384.55 619,945.12 404,439.43
SALE 1/27/10 60 HURRIYET GAZETE 78,095.00 252.90 151,281.34 115,507.27 35,774.07
248758 1/29/10 TRY TID877 1.942 1.499 100,908.04 78,092.43 22,815.61
---------------- --------- ---------------- ------------ ---------------- --------------
472,241.00 3,680.86 2,194,066.47 1,452,139.14 741,927.33
1,468,661.81 949,243.26 519,418.55
7 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 1/19/10 60 ADVANCED SEMICOND EN T 550,446.00 11,041.70 2,569,889.50 1,792,271.98 777,617.52
246569 1/22/10 USD TID874 4.689 1.000 2,569,889.50 1,792,271.98 777,617.52
SALE 1/20/10 60 ADVANCED SEMICOND EN T 80,600.00 1,612.00 359,685.56 262,436.50 97,249.06
246569 1/25/10 USD TID874 4.483 1.000 359,685.56 262,436.50 97,249.06
SALE 1/20/10 60 ADVANCED SEMICOND EN T 241,954.00 4,839.08 1,088,793.00 787,810.93 300,982.07
246569 1/25/10 USD TID874 4.520 1.000 1,088,793.00 787,810.93 300,982.07
---------------- --------- ---------------- ------------ ---------------- --------------
873,000.00 17,492.78 4,018,368.06 2,842,519.41 1,175,848.65
4,018,368.06 2,842,519.41 1,175,848.65
3 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 73
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 12/29/09 60 SIMCERE PHARMACEUTICAL 3,000.00 30.73 28,190.87 34,718.94 -6,528.07
239470 1/04/10 USD TID863 9.407 1.000 28,190.87 34,718.94 -6,528.07
SALE 12/30/09 60 SIMCERE PHARMACEUTICAL 5,324.00 107.75 49,237.74 61,614.54 -12,376.80
239470 1/05/10 USD TID863 9.268 1.000 49,237.74 61,614.54 -12,376.80
SALE 12/31/09 60 SIMCERE PHARMACEUTICAL 5,800.00 117.39 53,736.77 67,123.27 -13,386.50
239470 1/06/10 USD TID863 9.285 1.000 53,736.77 67,123.27 -13,386.50
SALE 1/05/10 60 SIMCERE PHARMACEUTICAL 2,900.00 116.71 27,501.15 33,561.64 -6,060.49
239470 1/08/10 USD TID865 9.523 1.000 27,501.15 33,561.64 -6,060.49
SALE 1/07/10 60 SIMCERE PHARMACEUTICAL 2,600.00 104.65 25,044.89 30,089.74 -5,044.85
239470 1/12/10 USD TID866 9.673 1.000 25,044.89 30,089.74 -5,044.85
SALE 1/08/10 60 CHINA PACIFIC 274,600.00 3,475.61 8,696,070.86 7,745,581.85 950,489.01
250258 1/12/10 HKD TID866 31.766 7.756 1,121,277.91 998,710.89 122,567.02
SALE 1/08/10 60 SIMCERE PHARMACEUTICAL 8,200.00 84.04 78,918.86 94,898.42 -15,979.56
239470 1/13/10 USD TID867 9.635 1.000 78,918.86 94,898.42 -15,979.56
SALE 1/11/10 60 IND & COMMERCIAL BANK 2,920,000.00 7,428.95 18,585,715.45 15,072,063.05 3,513,652.40
239266 1/13/10 HKD TID867 6.385 7.755 2,396,734.25 1,937,161.50 459,572.75
SALE 1/11/10 60 SIMCERE PHARMACEUTICAL 4,500.00 46.12 43,285.73 52,078.40 -8,792.67
239470 1/14/10 USD TID868 9.629 1.000 43,285.73 52,078.40 -8,792.67
SALE 1/12/10 60 IND & COMMERCIAL BANK 4,335,000.00 10,639.36 26,618,492.91 22,375,819.63 4,242,673.28
239266 1/14/10 HKD TID869 6.159 7.755 3,432,518.30 2,875,888.74 556,629.56
SALE 1/15/10 60 SIMCERE PHARMACEUTICAL 2,500.00 25.31 24,031.44 28,932.45 -4,901.01
239470 1/21/10 USD TID872 9.623 1.000 24,031.44 28,932.45 -4,901.01
SALE 1/22/10 60 SIMCERE PHARMACEUTICAL 3,200.00 72.35 27,167.01 37,033.53 -9,866.52
239470 1/27/10 USD TID876 8.512 1.000 27,167.01 37,033.53 -9,866.52
SALE 1/25/10 60 SIMCERE PHARMACEUTICAL 2,900.00 65.57 24,657.22 33,561.64 -8,904.42
239470 1/28/10 USD TID876 8.525 1.000 24,657.22 33,561.64 -8,904.42
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: 74
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/26/10 60 SIMCERE PHARMACEUTICAL 600.00 13.57 5,141.45 6,943.79 -1,802.34
239470 1/29/10 USD TID877 8.592 1.000 5,141.45 6,943.79 -1,802.34
---------------- --------- ---------------- ------------ ---------------- --------------
7,571,124.00 22,328.11 54,287,192.35 45,674,020.89 8,613,171.46
7,337,443.59 6,292,317.49 1,045,126.10
14 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 1/13/10 60 SINO-OCEAN LAND HOLDIN 762,500.00 2,054.40 5,140,472.95 6,197,262.15 -1,056,789.20
249222 1/15/10 HKD TID870 6.763 7.756 662,799.35 799,664.04 -136,864.69
SALE 1/14/10 60 SINO-OCEAN LAND HOLDIN 436,000.00 1,161.35 2,906,609.91 3,543,614.81 -637,004.90
249222 1/18/10 HKD TID871 6.687 7.758 374,679.01 457,250.52 -82,571.51
SALE 1/15/10 60 SINO-OCEAN LAND HOLDIN 726,500.00 1,977.91 4,950,790.66 5,904,670.10 -953,879.44
249222 1/19/10 HKD TID872 6.836 7.758 638,120.06 761,909.41 -123,789.35
SALE 1/18/10 60 SINO-OCEAN LAND HOLDIN 1,243,000.00 3,431.22 8,592,701.11 10,102,553.24 -1,509,852.13
249222 1/20/10 HKD TID873 6.934 7.762 1,106,993.01 1,303,583.47 -196,590.46
---------------- --------- ---------------- ------------ ---------------- --------------
3,168,000.00 8,624.88 21,590,574.63 25,748,100.30 -4,157,525.67
2,782,591.43 3,322,407.44 -539,816.01
4 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 1/05/10 60 KOREAN AIR LINES CO LT 19,319.00 5,229.211,078,292,611.00 833,244,457.84 245,048,153.16
247971 1/07/10 KRW TID864 56123.8 1140.40 945,538.94 684,799.56 260,739.38
SALE 1/06/10 60 KOREAN AIR LINES CO LT 8,347.00 2,279.85 468,039,178.00 360,013,017.73 108,026,160.27
247971 1/08/10 KRW TID865 56382.8 1135.35 412,242.20 295,875.66 116,366.54
SALE 1/07/10 60 KOREAN AIR LINES CO LT 4,570.00 1,224.08 251,283,202.00 197,107,882.00 54,175,320.00
247971 1/11/10 KRW TID865 55289.4 1135.30 221,336.39 161,992.54 59,343.85
SALE 1/08/10 60 KOREAN AIR LINES CO LT 1,576.00 411.72 84,176,872.00 67,974,184.25 16,202,687.75
247971 1/12/10 KRW TID866 53707.1 1130.70 74,446.69 55,864.39 18,582.30
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: 75
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/11/10 60 KOREAN AIR LINES CO LT 8,546.00 2,330.20 471,461,498.00 368,596,052.42 102,865,445.58
247971 1/13/10 KRW TID867 55472.6 1118.95 421,342.77 302,929.60 118,413.17
SALE 1/12/10 60 KOREAN AIR LINES CO LT 6,366.00 1,751.43 355,801,472.00 274,570,848.32 81,230,623.68
247971 1/14/10 KRW TID869 56200.0 1123.50 316,690.23 225,655.26 91,034.97
SALE 1/13/10 60 KOREAN AIR LINES CO LT 9,019.00 2,424.66 493,313,674.00 388,996,933.86 104,316,740.14
247971 1/15/10 KRW TID870 54999.6 1125.20 438,423.10 319,696.01 118,727.09
SALE 1/14/10 60 KOREAN AIR LINES CO LT 15,642.00 4,476.68 906,929,425.00 674,652,404.86 232,277,020.14
247971 1/18/10 KRW TID871 58301.0 1120.40 809,469.32 554,461.13 255,008.19
SALE 1/15/10 60 KOREAN AIR LINES CO LT 11,415.00 3,322.79 674,152,258.00 492,338,396.72 181,813,861.28
247971 1/19/10 KRW TID872 59385.0 1122.05 600,821.94 404,626.89 196,195.05
SALE 1/19/10 60 POSCO ADR 9,500.00 111.33 1,285,291.87 1,094,193.56 191,098.31
248968 1/22/10 USD TID873 135.306 1.000 1,285,291.87 1,094,193.56 191,098.31
---------------- --------- ---------------- ------------ ---------------- --------------
94,300.00 23,561.954,784,735,481.87 3,658,588,371.56 1126147110.31
5,525,603.45 4,100,094.60 1,425,508.85
10 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 1/05/10 60 INDOSAT TBK PT IDR 100 247,500.00 582.371,171,308,466.00 1,324,338,802.96 -153030336.96
246223 1/08/10 IDR TID864 4754.47 9315.00 125,744.33 125,706.74 37.59
SALE 1/07/10 60 INDOSAT TBK PT IDR 100 336,500.00 777.501,574,369,763.00 1,800,565,685.65 -226195922.65
246223 1/12/10 IDR TID865 4700.00 9235.00 170,478.59 170,910.37 -431.78
SALE 1/07/10 60 INDOSAT TBK PT IDR 100 51,500.00 118.10 239,671,845.00 275,569,488.29 -35,897,643.29
246223 1/12/10 IDR TID865 4675.00 9235.00 25,952.55 26,157.16 -204.61
SALE 1/07/10 60 INDOSAT TBK PT IDR 100 237,500.00 557.221,111,104,087.00 1,270,830,164.46 -159726077.46
246223 1/12/10 IDR TID865 4700.00 9235.00 120,314.47 120,627.68 -313.21
SALE 1/08/10 60 INDOSAT TBK PT IDR 100 2,187,000.00 10348828577.00 11702339240.73 -1353510663.73
246223 1/13/10 IDR TID866 4731.97 9210.00 1,123,651.31 1,110,790.43 12,860.88
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: 76
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/11/10 60 INDOSAT TBK PT IDR 100 666,500.00 3,256,917,617.00 3,566,350,756.26 -309433139.26
246223 1/14/10 IDR TID867 4886.59 9150.00 355,947.28 338,519.35 17,427.93
SALE 1/12/10 60 INDOSAT TBK PT IDR 100 583,000.00 1,401.432,814,712,923.00 3,119,553,624.76 -304840701.76
246223 1/15/10 IDR TID869 4850.00 9160.00 307,283.07 296,109.20 11,173.87
---------------- --------- ---------------- ------------ ---------------- --------------
4,309,500.00 3,436.62 20516913278.00 23059547763.11 -2542634485.11
2,229,371.60 2,188,820.93 40,550.67
7 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 1/05/10 60 ORASCOM CONSTRUCTION I 4,442.00 806.07 1,096,582.18 1,256,659.80 -160,077.62
240471 1/06/10 EGP TID864 247.858 5.463 200,710.57 231,679.24 -30,968.67
SALE 1/06/10 60 ORASCOM CONSTRUCTION I 5,994.00 1,084.54 1,472,049.71 1,695,726.90 -223,677.19
240471 1/11/10 EGP TID865 246.574 5.451 270,051.31 312,626.15 -42,574.84
SALE 1/11/10 60 ORASCOM CONSTRUCTION I 7,327.00 1,327.13 1,798,994.92 2,072,838.00 -273,843.08
240471 1/12/10 EGP TID867 246.516 5.444 330,454.61 382,150.78 -51,696.17
SALE 1/11/10 60 ORASCOM TEL HLDG ITS U 21,500.00 860.00 528,998.90 606,595.82 -77,596.92
246227 1/14/10 USD TID867 24.645 1.000 528,998.90 606,595.82 -77,596.92
SALE 1/12/10 60 ORASCOM TEL HLDG ITS U 73,300.00 2,932.00 1,818,404.41 2,068,068.55 -249,664.14
246227 1/15/10 USD TID869 24.848 1.000 1,818,404.41 2,068,068.55 -249,664.14
---------------- --------- ---------------- ------------ ---------------- --------------
112,563.00 7,009.74 6,715,030.12 7,699,889.07 -984,858.95
3,148,619.80 3,601,120.54 -452,500.74
5 TRANSACTIONS IN COUNTRY: EGYPT (5100)
SALE 1/04/10 60 ANGLO PLATINUM LTD ZAR 3,185.00 702.02 2,551,787.64 1,987,553.38 564,234.26
247482 1/11/10 ZAR TID864 802.795 7.284 350,308.56 249,815.68 100,492.88
SALE 1/05/10 60 ANGLO PLATINUM LTD ZAR 3,667.00 813.44 2,962,930.37 2,288,338.54 674,591.83
247482 1/12/10 ZAR TID864 809.618 7.300 405,908.67 287,621.38 118,287.29
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: 77
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/06/10 60 ANGLO PLATINUM LTD ZAR 2,198.00 484.03 1,763,892.12 1,371,630.25 392,261.87
247482 1/13/10 ZAR TID865 804.107 7.303 241,529.80 172,400.27 69,129.53
SALE 1/07/10 60 ANGLO PLATINUM LTD ZAR 3,435.00 740.38 2,723,273.22 2,143,562.28 579,710.94
247482 1/14/10 ZAR TID866 794.390 7.371 369,447.75 269,424.45 100,023.30
SALE 1/08/10 60 ANGLO PLATINUM LTD ZAR 5,936.00 1,275.19 4,690,634.50 3,704,275.31 986,359.19
247482 1/15/10 ZAR TID866 791.785 7.371 636,320.22 465,590.54 170,729.68
---------------- --------- ---------------- ------------ ---------------- --------------
18,421.00 4,015.06 14,692,517.85 11,495,359.76 3,197,158.09
2,003,515.00 1,444,852.32 558,662.68
5 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 1/04/10 60 TAM S A NPV ADR 3,900.00 158.30 89,208.64 34,068.71 55,139.93
246366 1/07/10 USD TID864 22.915 1.000 89,208.64 34,068.71 55,139.93
SALE 1/05/10 60 TAM S A NPV ADR 1,000.00 20.59 22,774.41 8,735.57 14,038.84
246366 1/08/10 USD TID865 22.795 1.000 22,774.41 8,735.57 14,038.84
SALE 1/05/10 60 TAM S A NPV ADR 11,900.00 483.02 272,445.86 103,953.24 168,492.62
246366 1/08/10 USD TID865 22.935 1.000 272,445.86 103,953.24 168,492.62
SALE 1/06/10 60 TAM S A NPV ADR 5,900.00 239.56 138,277.10 51,539.84 86,737.26
246366 1/11/10 USD TID865 23.477 1.000 138,277.10 51,539.84 86,737.26
SALE 1/07/10 60 BANCO SANT ADR 8,200.00 330.90 112,121.44 109,095.00 3,026.44
248880 1/12/10 USD TID866 13.714 1.000 112,121.44 109,095.00 3,026.44
SALE 1/08/10 60 BANCO SANT ADR 31,400.00 1,267.16 432,624.32 417,754.01 14,870.31
248880 1/13/10 USD TID867 13.818 1.000 432,624.32 417,754.01 14,870.31
SALE 1/12/10 60 VIVO PARTICIPACOES S A 7,600.00 487.57 391,795.18 306,823.76 84,971.42
247096 1/15/10 BRL TID870 51.663 1.736 225,688.47 155,565.86 70,122.61
SALE 1/13/10 60 VIVO PARTICIPACOES S A 2,000.00 147.70 102,955.36 80,743.09 22,212.27
247096 1/18/10 BRL TID870 51.607 1.747 58,932.66 40,938.38 17,994.28
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 78
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/14/10 60 VIVO PARTICIPACOES S A 6,300.00 457.42 323,506.01 254,340.74 69,165.27
247096 1/19/10 BRL TID871 51.479 1.769 182,875.08 128,955.91 53,919.17
SALE 1/15/10 60 VIVO PARTICIPACOES S A 5,100.00 318.43 261,155.29 205,894.89 55,260.40
247096 1/20/10 BRL TID872 51.317 1.768 147,737.34 104,392.88 43,344.46
SALE 1/19/10 60 BANCO SANT ADR 47,800.00 963.97 626,411.03 635,944.01 -9,532.98
248880 1/22/10 USD TID874 13.125 1.000 626,411.03 635,944.01 -9,532.98
SALE 1/20/10 60 BANCO SANT ADR 24,200.00 971.94 308,792.90 321,963.29 -13,170.39
248880 1/25/10 USD TID874 12.800 1.000 308,792.90 321,963.29 -13,170.39
SALE 1/21/10 60 BANCO SANT ADR 17,900.00 718.82 220,770.41 238,146.40 -17,375.99
248880 1/26/10 USD TID875 12.374 1.000 220,770.41 238,146.40 -17,375.99
SALE 1/22/10 60 BANCO SANT ADR 35,900.00 1,441.50 431,214.53 477,623.22 -46,408.69
248880 1/27/10 USD TID876 12.052 1.000 431,214.53 477,623.22 -46,408.69
SALE 1/22/10 60 BANCO SANT ADR 16,500.00 662.53 198,520.52 219,520.42 -20,999.90
248880 1/27/10 USD TID876 12.072 1.000 198,520.52 219,520.42 -20,999.90
---------------- --------- ---------------- ------------ ---------------- --------------
225,600.00 8,669.41 3,932,573.00 3,466,146.19 466,426.81
3,468,394.71 3,048,196.74 420,197.97
15 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 1/04/10 60 DESARROLLADORA HOMEX A 2,000.00 81.76 68,144.44 41,155.22 26,989.22
246224 1/07/10 USD TID864 34.113 1.000 68,144.44 41,155.22 26,989.22
SALE 1/07/10 60 GRUPO AEROPORTUARIO DE 5,300.00 219.82 304,012.90 204,190.12 99,822.78
247481 1/12/10 USD TID866 57.402 1.000 304,012.90 204,190.12 99,822.78
SALE 1/11/10 60 GRUPO AEROPORTUARIO DE 1,900.00 40.80 108,610.70 73,200.23 35,410.47
247481 1/14/10 USD TID867 57.185 1.000 108,610.70 73,200.23 35,410.47
SALE 1/11/10 60 GRUPO AEROPORTUARIO DE 1,200.00 49.72 66,739.04 46,231.72 20,507.32
247481 1/14/10 USD TID868 55.657 1.000 66,739.04 46,231.72 20,507.32
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 79
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/12/10 60 GRUPO AEROPORTUARIO DE 800.00 32.56 43,674.56 30,821.15 12,853.41
247481 1/15/10 USD TID870 54.634 1.000 43,674.56 30,821.15 12,853.41
SALE 1/13/10 60 GRUPO AEROPORTUARIO DE 2,900.00 146.99 156,442.86 111,726.67 44,716.19
247481 1/19/10 USD TID871 53.997 1.000 156,442.86 111,726.67 44,716.19
SALE 1/20/10 60 GRUPO AEROPORTUARIO DE 2,000.00 81.37 107,213.83 77,052.87 30,160.96
247481 1/25/10 USD TID874 53.648 1.000 107,213.83 77,052.87 30,160.96
SALE 1/22/10 60 GRUPO AEROPORTUARIO DE 5,100.00 207.34 262,354.43 196,484.83 65,869.60
247481 1/27/10 USD TID876 51.483 1.000 262,354.43 196,484.83 65,869.60
SALE 1/25/10 60 GRUPO AEROPORTUARIO DE 5,400.00 219.54 278,339.46 208,042.76 70,296.70
247481 1/28/10 USD TID876 51.585 1.000 278,339.46 208,042.76 70,296.70
SALE 1/26/10 60 GRUPO AEROPORTUARIO DE 4,100.00 166.68 210,764.38 157,958.39 52,805.99
247481 1/29/10 USD TID877 51.447 1.000 210,764.38 157,958.39 52,805.99
---------------- --------- ---------------- ------------ ---------------- --------------
30,700.00 1,246.58 1,606,296.60 1,146,863.96 459,432.64
1,606,296.60 1,146,863.96 459,432.64
10 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 1/04/10 60 MECHEL GROUP OAO RUB 1 6,100.00 125.08 119,404.42 62,746.44 56,657.98
246999 1/07/10 USD TID864 19.595 1.000 119,404.42 62,746.44 56,657.98
SALE 1/04/10 60 MECHEL GROUP OAO RUB 1 9,500.00 99.80 186,428.90 97,719.86 88,709.04
246999 1/07/10 USD TID864 19.635 1.000 186,428.90 97,719.86 88,709.04
SALE 1/22/10 60 MECHEL GROUP OAO RUB 1 15,000.00 154.25 333,891.25 154,294.52 179,596.73
246999 1/27/10 USD TID875 22.270 1.000 333,891.25 154,294.52 179,596.73
SALE 1/26/10 60 MECHEL GROUP OAO RUB 1 15,600.00 628.30 337,830.86 160,466.30 177,364.56
246999 1/29/10 USD TID877 21.696 1.000 337,830.86 160,466.30 177,364.56
SALE 1/26/10 60 MECHEL GROUP OAO RUB 1 2,100.00 84.58 45,386.72 21,601.23 23,785.49
246999 1/29/10 USD TID877 21.653 1.000 45,386.72 21,601.23 23,785.49
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 80
TRANS-TYPE: SALE SETTLEMENTS FROM 1/01/10 THROUGH 1/31/10 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/26/10 60 MECHEL GROUP OAO RUB 1 3,700.00 149.04 81,290.92 38,059.31 43,231.61
246999 1/29/10 USD TID877 22.011 1.000 81,290.92 38,059.31 43,231.61
---------------- --------- ---------------- ------------ ---------------- --------------
52,000.00 1,241.05 1,104,233.07 534,887.66 569,345.41
1,104,233.07 534,887.66 569,345.41
6 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
SALE 1/11/10 60 STERLITE INDS INDIA LT 16,200.00 129.73 319,855.91 121,021.32 198,834.59
244130 1/14/10 USD TID867 19.752 1.000 319,855.91 121,021.32 198,834.59
SALE 1/12/10 60 STERLITE INDS INDIA LT 39,300.00 1,572.00 753,946.92 293,588.75 460,358.17
244130 1/15/10 USD TID869 19.224 1.000 753,946.92 293,588.75 460,358.17
SALE 1/13/10 60 STERLITE INDS INDIA LT 81,100.00 3,244.00 1,521,338.68 605,853.62 915,485.06
244130 1/19/10 USD TID870 18.799 1.000 1,521,338.68 605,853.62 915,485.06
---------------- --------- ---------------- ------------ ---------------- --------------
136,600.00 4,945.73 2,595,141.51 1,020,463.69 1,574,677.82
2,595,141.51 1,020,463.69 1,574,677.82
3 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
17,064,049.00 106,252.77 25414384753.53 26819216524.74 -1404831771.21
37,288,240.63 30,491,788.04 6,796,452.59
89 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
17,064,049.00 106,252.77 25414384753.53 26819216524.74 -1404831771.21
37,288,240.63 30,491,788.04 6,796,452.59
89 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
25,448,386.00 201,640.48 40166550167.43 41571381938.64 -1404831771.21
76,512,166.96 69,715,714.37 6,796,452.59
181 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
175,258,707.39 1358745.61 56852741639.46 57565604294.49 -712862655.03
918,983,681.59 848,334,487.56 70,649,194.03
757 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****