S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 1
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON D - EMERGING EQUITIES **
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
EM COMMON STOCK (2225)
PUR 2/07/11 60 SHANGRI-LA ASIA (HK) 25,000.00 487,500.00 487,500.00
252293 2/07/11 HKD 27626 19.500 7.786 62,609.57 62,609.57
25,000.00 487,500.00 487,500.00
62,609.57 62,609.57
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
25,000.00 487,500.00 487,500.00
62,609.57 62,609.57
1 TRANSACTION IN CATEGORY: EM COMMON STOCK (2225)
25,000.00 487,500.00 487,500.00
62,609.57 62,609.57
1 "PUR " TRANSACTION IN FUND: COMMON D - EMERGING EQUITIES (5143)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 2
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON D - EMERGING EQUITIES **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
SALE 2/01/11 60 VANGUARD EMERGING MARK 1,000,000.00 5,911.59 47,472,388.40 40,480,334.50 6,992,053.90
252289 2/04/11 USD 47.478 1.000 47,472,388.40 40,480,334.50 6,992,053.90
SALE 2/02/11 60 VANGUARD EMERGING MARK 1,000,000.00 5,909.42 47,359,290.58 40,480,334.50 6,878,956.08
252289 2/07/11 USD 47.365 1.000 47,359,290.58 40,480,334.50 6,878,956.08
SALE 2/02/11 60 VANGUARD EMERGING MARK 1,000,000.00 5,904.40 47,097,895.60 40,480,334.49 6,617,561.11
252289 2/07/11 USD 47.104 1.000 47,097,895.60 40,480,334.49 6,617,561.11
SALE 2/03/11 60 VANGUARD EMERGING MARK 1,000,000.00 5,901.75 46,959,798.25 40,480,334.49 6,479,463.76
252289 2/08/11 USD 46.966 1.000 46,959,798.25 40,480,334.49 6,479,463.76
SALE 2/08/11 60 VANGUARD EMERGING MARK 1,000,000.00 5,898.34 46,782,501.66 40,480,334.50 6,302,167.16
252289 2/11/11 USD 46.788 1.000 46,782,501.66 40,480,334.50 6,302,167.16
SALE 2/10/11 60 VANGUARD EMERGING MARK 1,000,000.00 5,871.25 45,371,228.75 40,480,334.49 4,890,894.26
252289 2/15/11 USD 45.377 1.000 45,371,228.75 40,480,334.49 4,890,894.26
---------------- --------- ---------------- ------------ ---------------- --------------
6,000,000.00 35,396.75 281,043,103.24 242,882,006.97 38,161,096.27
281,043,103.24 242,882,006.97 38,161,096.27
6 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
6,000,000.00 35,396.75 281,043,103.24 242,882,006.97 38,161,096.27
281,043,103.24 242,882,006.97 38,161,096.27
6 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
SALE 2/09/11 60 CHUNGHWA TELECOM CO LT .20 5.88 4.29 1.59
255183 2/09/11 USD 27622 29.400 1.000 5.88 4.29 1.59
---------------- --------- ---------------- ------------ ---------------- --------------
.20 5.88 4.29 1.59
5.88 4.29 1.59
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 3
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON D - EMERGING EQUITIES **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/07/11 60 SHANGRI-LA ASIA RTS 25,000.00 .01 .01
255184 2/07/11 HKD 27626 7.774
---------------- --------- ---------------- ------------ ---------------- --------------
25,000.00 .01 .01
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
25,000.20 5.89 4.30 1.59
5.88 4.29 1.59
2 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
6,025,000.20 35,396.75 281,043,109.13 242,882,011.27 38,161,097.86
281,043,109.12 242,882,011.26 38,161,097.86
8 "SALE" TRANSACTIONS IN FUND: COMMON D - EMERGING EQUITIES (5143)
---------------- --------- ---------------- ------------ ---------------- --------------
6,050,000.20 35,396.75 281,530,609.13 243,369,511.27 38,161,097.86
281,105,718.69 242,944,620.83 38,161,097.86
9 TRANSACTIONS WITHIN FUND: COMMON D - EMERGING EQUITIES (5143)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 4
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
DEV MKT COMMON STOCK (2220)
--------------------------------
PUR 2/01/11 60 BAYTEX ENERGY CORP 15,600.00 157.21 771,714.84 771,714.84
255098 2/04/11 CAD 49.459 .992 777,703.15 777,703.15
PUR 2/01/11 60 BONIVISTA ENERGY CORP 19,800.00 199.54 588,984.66 588,984.66
255099 2/04/11 CAD 29.737 .992 593,555.03 593,555.03
PUR 2/01/11 60 IMPERIAL OIL LTD NPV 39,000.00 393.03 1,712,868.30 1,712,868.30
246211 2/04/11 CAD 43.910 .992 1,726,159.73 1,726,159.73
PUR 2/01/11 60 NATIONAL BANK OF CANAD 1,031.00 73,954.32 73,954.32
230230 2/18/11 CAD 27633 71.731 .992 74,528.19 74,528.19
PUR 2/01/11 60 POTASH CORP SASK COM 64,300.00 647.99 11,644,209.17 11,644,209.17
230239 2/04/11 CAD 181.082 .992 11,734,565.32 11,734,565.32
PUR 2/01/11 60 TRICAN WELL SERVIC COM 48,000.00 483.72 1,116,566.39 1,116,566.39
230908 2/04/11 CAD 23.252 .992 1,125,230.67 1,125,230.67
PUR 2/02/11 60 BAYTEX ENERGY CORP 75,241.00 761.43 3,727,943.25 3,727,943.25
255098 2/07/11 CAD 49.537 .988 3,772,649.14 3,772,649.14
PUR 2/02/11 60 BONIVISTA ENERGY CORP 116,500.00 1,178.97 3,463,591.60 3,463,591.60
255099 2/07/11 CAD 29.720 .988 3,505,127.36 3,505,127.36
PUR 2/02/11 60 IMPERIAL OIL LTD NPV 182,600.00 1,847.90 8,148,159.80 8,148,159.80
246211 2/07/11 CAD 44.613 .988 8,245,873.40 8,245,873.40
PUR 2/02/11 60 POTASH CORP SASK COM 35,700.00 361.28 6,491,327.43 6,491,327.43
230239 2/07/11 CAD 181.820 .988 6,569,172.12 6,569,172.12
PUR 2/02/11 60 TRICAN WELL SERVIC COM 162,000.00 1,639.43 3,745,990.80 3,745,990.80
230908 2/07/11 CAD 23.113 .988 3,790,913.12 3,790,913.12
PUR 2/03/11 60 BAYTEX ENERGY CORP 59,159.00 597.29 2,969,213.87 2,969,213.87
255098 2/08/11 CAD 50.180 .990 2,997,843.27 2,997,843.27
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 5
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/03/11 60 BONIVISTA ENERGY CORP 96,300.00 972.29 2,873,794.23 2,873,794.23
255099 2/08/11 CAD 29.832 .990 2,901,503.59 2,901,503.59
PUR 2/03/11 60 IMPERIAL OIL LTD NPV 58,400.00 589.63 2,667,478.40 2,667,478.40
246211 2/08/11 CAD 45.666 .990 2,693,198.45 2,693,198.45
PUR 2/03/11 60 SUNCOR ENERGY INC 115,000.00 1,161.09 4,806,402.00 4,806,402.00
248036 2/08/11 CAD 41.785 .990 4,852,745.72 4,852,745.72
PUR 2/03/11 60 TRICAN WELL SERVIC COM 90,000.00 908.68 2,082,168.00 2,082,168.00
230908 2/08/11 CAD 23.125 .990 2,102,244.43 2,102,244.43
PUR 2/04/11 60 BONIVISTA ENERGY CORP 17,400.00 175.77 519,854.58 519,854.58
255099 2/09/11 CAD 29.867 .990 525,132.16 525,132.16
PUR 2/04/11 60 CENOVUS ENERGY INC 85,700.00 865.70 2,897,285.61 2,897,285.61
249997 2/09/11 CAD 33.797 .990 2,926,698.93 2,926,698.93
PUR 2/04/11 60 MEG ENERGY CORP COMMON 100,000.00 1,010.15 4,570,330.00 4,570,330.00
255482 2/09/11 CAD 45.693 .990 4,616,728.12 4,616,728.12
PUR 2/04/11 60 ROYAL BANK OF CANADA 166,900.00 1,685.94 9,167,349.68 9,167,349.68
230244 2/09/11 CAD 54.917 .990 9,260,416.87 9,260,416.87
PUR 2/04/11 60 SUNCOR ENERGY INC 100,000.00 1,010.15 4,129,230.00 4,129,230.00
248036 2/09/11 CAD 41.282 .990 4,171,150.06 4,171,150.06
PUR 2/07/11 60 BOMBARDIER INC CLASS B 450,000.00 3,191.00 2,842,290.00 2,842,290.00
237461 2/10/11 CAD 6.309 .987 2,879,288.86 2,879,288.86
PUR 2/07/11 60 CENOVUS ENERGY INC 200,000.00 1,418.22 6,804,780.00 6,804,780.00
249997 2/10/11 CAD 34.017 .987 6,893,359.67 6,893,359.67
PUR 2/07/11 60 CENOVUS ENERGY INC 214,300.00 2,170.90 7,293,486.20 7,293,486.20
249997 2/10/11 CAD 34.024 .987 7,388,427.49 7,388,427.49
PUR 2/07/11 60 MANULIFE FINL CORP 1,300,000.00 13,169.22 24,966,110.00 24,966,110.00
230227 2/10/11 CAD 19.195 .987 25,291,100.64 25,291,100.64
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 6
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/07/11 60 MEG ENERGY CORP COMMON 50,000.00 354.56 2,220,285.00 2,220,285.00
255482 2/10/11 CAD 44.399 .987 2,249,187.05 2,249,187.05
PUR 2/07/11 60 MEG ENERGY CORP COMMON 100,000.00 1,013.02 4,468,230.00 4,468,230.00
255482 2/10/11 CAD 44.672 .987 4,526,394.17 4,526,394.17
PUR 2/07/11 60 ROYAL BANK OF CANADA 160,100.00 1,621.84 8,784,318.77 8,784,318.77
230244 2/10/11 CAD 54.858 .987 8,898,666.64 8,898,666.64
PUR 2/07/11 60 SUN LIFE FINL SVCS CDA 212,000.00 1,503.32 7,088,665.20 7,088,665.20
247136 2/10/11 CAD 33.430 .987 7,180,940.28 7,180,940.28
PUR 2/08/11 60 ARC RESOURCES LTD 72,000.00 363.21 1,809,381.60 1,809,381.60
255076 2/11/11 CAD 25.125 .991 1,825,537.61 1,825,537.61
PUR 2/08/11 60 CENOVUS ENERGY INC 108,400.00 765.58 3,678,022.84 3,678,022.84
249997 2/11/11 CAD 33.923 .991 3,710,863.99 3,710,863.99
PUR 2/08/11 60 MEG ENERGY CORP COMMON 50,000.00 353.13 2,220,285.00 2,220,285.00
255482 2/11/11 CAD 44.399 .991 2,240,109.97 2,240,109.97
PUR 2/08/11 60 ROYAL BANK OF CANADA 220,000.00 1,109.82 12,045,836.00 12,045,836.00
230244 2/11/11 CAD 54.749 .991 12,153,393.53 12,153,393.53
PUR 2/08/11 60 SUN LIFE FINL SVCS CDA 161,132.00 1,137.99 5,458,507.63 5,458,507.63
247136 2/11/11 CAD 33.869 .991 5,507,246.76 5,507,246.76
PUR 2/09/11 60 ARC RESOURCES LTD 150,000.00 754.57 3,755,790.00 3,755,790.00
255076 2/14/11 CAD 25.034 .994 3,778,650.84 3,778,650.84
PUR 2/09/11 60 CENOVUS ENERGY INC 260,000.00 1,831.08 8,903,336.00 8,903,336.00
249997 2/14/11 CAD 34.237 .994 8,957,529.05 8,957,529.05
PUR 2/09/11 60 SUN LIFE FINL SVCS CDA 200,000.00 1,408.52 6,822,680.00 6,822,680.00
247136 2/14/11 CAD 34.106 .994 6,864,208.46 6,864,208.46
PUR 2/11/11 60 ARC RESOURCES LTD 200,000.00 1,010.87 5,113,180.00 5,113,180.00
255076 2/16/11 CAD 25.561 .989 5,168,744.00 5,168,744.00
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: 7
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/11/11 60 BANK OF NOVA SCOTIA 215,000.00 1,521.35 12,742,512.50 12,742,512.50
230194 2/16/11 CAD 59.261 .989 12,880,983.07 12,880,983.07
PUR 2/14/11 60 AGNICO EAGLE MINES LTD 90,000.00 455.35 6,538,464.00 6,538,464.00
255581 2/17/11 CAD 72.645 .988 6,616,204.40 6,616,204.40
PUR 2/14/11 60 ARC RESOURCES LTD 70,000.00 354.16 1,811,383.00 1,811,383.00
255076 2/17/11 CAD 25.872 .988 1,832,919.81 1,832,919.81
PUR 2/14/11 60 BOMBARDIER INC CLASS B 400,000.00 2,833.29 2,458,400.00 2,458,400.00
237461 2/17/11 CAD 6.139 .988 2,487,629.65 2,487,629.65
PUR 2/14/11 60 CENOVUS ENERGY INC 150,000.00 758.92 5,322,210.00 5,322,210.00
249997 2/17/11 CAD 35.476 .988 5,385,489.50 5,385,489.50
PUR 2/14/11 60 CENOVUS ENERGY INC 140,000.00 991.65 4,995,410.00 4,995,410.00
249997 2/17/11 CAD 35.675 .988 5,054,803.95 5,054,803.95
PUR 2/14/11 60 HUDBAY MINERALS INC CO 130,000.00 920.82 2,280,668.00 2,280,668.00
253882 2/17/11 CAD 17.537 .988 2,307,784.47 2,307,784.47
PUR 2/18/11 60 ARC RESOURCES LTD 126,957.00 646.00 3,389,231.37 3,389,231.37
255076 2/24/11 CAD 26.691 .983 3,449,072.78 3,449,072.78
PUR 2/18/11 60 BARRICK GOLD CORP 300,000.00 1,526.48 15,252,600.00 15,252,600.00
230195 2/24/11 CAD 50.837 .983 15,521,905.05 15,521,905.05
PUR 2/18/11 60 CENOVUS ENERGY INC 500,000.00 2,544.14 18,245,900.00 18,245,900.00
249997 2/24/11 CAD 36.487 .983 18,568,055.77 18,568,055.77
PUR 2/18/11 60 CGI GROUP 42,300.00 215.23 831,482.64 831,482.64
230203 2/24/11 CAD 19.652 .983 846,163.58 846,163.58
PUR 2/18/11 60 IMPERIAL OIL LTD NPV 139,800.00 711.34 6,682,230.29 6,682,230.29
246211 2/24/11 CAD 47.793 .983 6,800,214.00 6,800,214.00
PUR 2/18/11 60 PAN AMERN SILVER CORP 32,300.00 164.35 1,188,358.99 1,188,358.99
249885 2/24/11 CAD 36.786 .983 1,209,341.06 1,209,341.06
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 8
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/18/11 60 SILVER WHEATON CORP NP 107,200.00 545.46 4,130,651.83 4,130,651.83
243069 2/24/11 CAD 38.527 .983 4,203,584.01 4,203,584.01
PUR 2/18/11 60 SUNCOR ENERGY INC 299,535.00 1,524.12 13,282,100.78 13,282,100.78
248036 2/24/11 CAD 44.337 .983 13,516,614.03 13,516,614.03
PUR 2/18/11 60 TALISMAN ENERGY INC 774,500.00 3,940.87 18,636,638.60 18,636,638.60
230249 2/24/11 CAD 24.058 .983 18,965,693.38 18,965,693.38
PUR 2/22/11 60 BARRICK GOLD CORP 125,000.00 634.61 6,421,725.00 6,421,725.00
230195 2/25/11 CAD 51.369 .985 6,520,510.74 6,520,510.74
PUR 2/22/11 60 IMPERIAL OIL LTD NPV 160,200.00 813.32 8,035,551.90 8,035,551.90
246211 2/25/11 CAD 50.155 .985 8,159,163.22 8,159,163.22
PUR 2/22/11 60 PAN AMERN SILVER CORP 181,700.00 922.48 6,976,135.29 6,976,135.29
249885 2/25/11 CAD 38.389 .985 7,083,449.55 7,083,449.55
PUR 2/22/11 60 SILVER WHEATON CORP NP 42,800.00 217.29 1,722,670.04 1,722,670.04
243069 2/25/11 CAD 40.244 .985 1,749,169.96 1,749,169.96
PUR 2/22/11 60 TALISMAN ENERGY INC 460,500.00 2,337.92 11,140,369.94 11,140,369.94
230249 2/25/11 CAD 24.187 .985 11,311,742.84 11,311,742.84
PUR 2/25/11 60 AGRIUM INC 50,000.00 255.25 4,611,020.00 4,611,020.00
230190 3/02/11 CAD 92.215 .979 4,707,764.56 4,707,764.56
PUR 2/25/11 60 VITERRA INC 250,000.00 1,276.23 2,907,725.00 2,907,725.00
249990 3/02/11 CAD 11.626 .979 2,968,732.45 2,968,732.45
---------------- --------- ---------------- ------------ ---------------- --------------
10,544,355.00 75,934.67 352,047,040.34 352,047,040.34
356,623,779.67 356,623,779.67
61 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 2/02/11 60 CAP GEMINI COMMON STOC 250,000.00 6,579.55 9,534,114.68 9,534,114.68
255442 2/07/11 EUR 38.117 .724 13,165,666.22 13,165,666.22
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 9
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/02/11 60 MICHELIN (CGDE) B COMM 150,000.00 6,821.91 8,238,590.19 8,238,590.19
255385 2/07/11 EUR 54.891 .724 11,376,675.47 11,376,675.47
PUR 2/09/11 60 MICHELIN (CGDE) B COMM 100,000.00 4,768.91 5,802,119.18 5,802,119.18
255385 2/14/11 EUR 57.986 .730 7,952,967.40 7,952,967.40
PUR 2/17/11 60 CAP GEMINI COMMON STOC 250,000.00 8,571.58 10,526,937.38 10,526,937.38
255442 2/22/11 EUR 42.083 .736 14,294,533.20 14,294,533.20
---------------- --------- ---------------- ------------ ---------------- --------------
750,000.00 26,741.95 34,101,761.43 34,101,761.43
46,789,842.29 46,789,842.29
4 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
PUR 2/01/11 60 ASICS CORP 131,000.00 1,067.71 145,116,424.00 145,116,424.00
235711 2/04/11 JPY 1107.09 81.500 1,780,569.62 1,780,569.62
PUR 2/02/11 60 ADVANTEST CORP COMMON 500,000.00 6,403.72 871,643,372.00 871,643,372.00
255384 2/07/11 JPY 1742.24 81.620 10,679,286.60 10,679,286.60
PUR 2/02/11 60 ALL NIPPON AIRWAYS CO 2,000,000.00 4,440.05 604,357,997.00 604,357,997.00
254108 2/07/11 JPY 301.998 81.620 7,404,533.17 7,404,533.17
PUR 2/02/11 60 ASAHI GLASS CO LTD JPY 1,000,000.00 7,775.731,058,393,655.00 1,058,393,655.00
245073 2/07/11 JPY 1057.75 81.620 12,967,332.21 12,967,332.21
PUR 2/02/11 60 ASICS CORP 162,000.00 1,337.59 182,066,181.00 182,066,181.00
235711 2/07/11 JPY 1123.19 81.620 2,230,656.47 2,230,656.47
PUR 2/02/11 60 BRIDGESTONE CORP 500,000.00 5,873.83 799,516,522.00 799,516,522.00
210757 2/07/11 JPY 1598.07 81.620 9,795,595.71 9,795,595.71
PUR 2/02/11 60 FCC CO LTD COMMON STOC 50,000.00 737.20 100,344,470.00 100,344,470.00
255443 2/07/11 JPY 2005.68 81.620 1,229,410.32 1,229,410.32
PUR 2/02/11 60 FUJIFILM HOLDINGS CORP 300,000.00 6,620.51 901,151,946.00 901,151,946.00
245420 2/07/11 JPY 3002.03 81.620 11,040,822.67 11,040,822.67
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: 10
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/02/11 60 FUJITSU LTD 1,000,000.00 3,764.64 512,424,770.00 512,424,770.00
244550 2/07/11 JPY 512.118 81.620 6,278,176.55 6,278,176.55
PUR 2/02/11 60 KYOCERA CORP 100,000.00 6,369.48 866,982,677.00 866,982,677.00
244666 2/07/11 JPY 8664.62 81.620 10,622,184.23 10,622,184.23
PUR 2/02/11 60 MAZDA MOTOR CORP COMMO 2,000,000.00 3,586.82 488,220,356.00 488,220,356.00
255445 2/07/11 JPY 243.964 81.620 5,981,626.51 5,981,626.51
PUR 2/02/11 60 NTT DOCOMO INC 10,000.00 10,853.431,477,314,807.00 1,477,314,807.00
238741 2/07/11 JPY 147642. 81.620 18,099,911.87 18,099,911.87
PUR 2/02/11 60 TOSHIBA CORP 2,000,000.00 7,505.001,021,543,558.00 1,021,543,558.00
220991 2/07/11 JPY 510.466 81.620 12,515,848.54 12,515,848.54
PUR 2/03/11 60 ASICS CORP 207,000.00 1,680.70 229,329,716.00 229,329,716.00
235711 2/08/11 JPY 1107.20 81.820 2,802,856.47 2,802,856.47
PUR 2/03/11 60 FCC CO LTD COMMON STOC 58,100.00 857.44 116,998,445.00 116,998,445.00
255443 2/08/11 JPY 2012.53 81.820 1,429,949.22 1,429,949.22
PUR 2/04/11 60 FCC CO LTD COMMON STOC 38,000.00 556.11 76,029,041.00 76,029,041.00
255443 2/09/11 JPY 1999.56 81.980 927,409.62 927,409.62
PUR 2/07/11 60 FCC CO LTD COMMON STOC 36,400.00 531.81 73,030,994.00 73,030,994.00
255443 2/10/11 JPY 2005.14 82.345 886,890.45 886,890.45
PUR 2/08/11 60 FCC CO LTD COMMON STOC 24,500.00 357.62 48,809,368.00 48,809,368.00
255443 2/14/11 JPY 1991.02 81.840 596,399.90 596,399.90
PUR 2/09/11 60 FCC CO LTD COMMON STOC 37,900.00 546.48 75,168,775.00 75,168,775.00
255443 2/15/11 JPY 1982.15 82.480 911,357.60 911,357.60
PUR 2/09/11 60 MITSUBISHI UFJ FINANCI 2,000,000.00 6,668.39 917,232,809.00 917,232,809.00
219545 2/15/11 JPY 458.341 82.480 11,120,669.36 11,120,669.36
PUR 2/09/11 60 NTT DOCOMO INC 10,000.00 11,065.921,522,108,817.00 1,522,108,817.00
238741 2/15/11 JPY 152119. 82.480 18,454,277.61 18,454,277.61
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 11
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/09/11 60 RAKUTEN INC COMMON STO 6,731.00 3,658.62 503,240,363.00 503,240,363.00
254397 2/15/11 JPY 74719.7 82.480 6,101,362.31 6,101,362.31
PUR 2/10/11 60 FCC CO LTD COMMON STOC 45,100.00 636.71 88,333,738.00 88,333,738.00
255443 2/16/11 JPY 1957.44 83.190 1,061,831.21 1,061,831.21
PUR 2/10/11 60 RAKUTEN INC COMMON STO 8,269.00 4,547.36 630,870,465.00 630,870,465.00
254397 2/16/11 JPY 76247.6 83.190 7,583,489.18 7,583,489.18
PUR 2/14/11 60 FCC CO LTD COMMON STOC 19,100.00 273.79 38,072,329.00 38,072,329.00
255443 2/17/11 JPY 1992.12 83.380 456,612.25 456,612.25
PUR 2/14/11 60 MITSUBISHI UFJ FINANCI 2,000,000.00 6,698.82 931,472,548.00 931,472,548.00
219545 2/17/11 JPY 465.457 83.380 11,171,414.58 11,171,414.58
PUR 2/14/11 60 NTT DOCOMO INC 10,000.00 10,910.581,517,117,858.00 1,517,117,858.00
238741 2/17/11 JPY 151620. 83.380 18,195,224.97 18,195,224.97
PUR 2/15/11 60 FCC CO LTD COMMON STOC 44,800.00 649.64 90,798,047.00 90,798,047.00
255443 2/18/11 JPY 2025.52 83.810 1,083,379.63 1,083,379.63
PUR 2/16/11 60 FCC CO LTD COMMON STOC 70,800.00 1,041.25 145,620,082.00 145,620,082.00
255443 2/21/11 JPY 2055.54 83.860 1,736,466.52 1,736,466.52
PUR 2/17/11 60 BRIDGESTONE CORP 1,000,000.00 11,957.031,661,129,880.00 1,661,129,880.00
210757 2/22/11 JPY 1660.13 83.305 19,940,338.28 19,940,338.28
PUR 2/17/11 60 FCC CO LTD COMMON STOC 55,300.00 826.44 114,815,506.00 114,815,506.00
255443 2/22/11 JPY 2074.98 83.305 1,378,254.68 1,378,254.68
PUR 2/17/11 60 FUJIFILM HOLDINGS CORP 500,000.00 10,782.811,498,001,662.00 1,498,001,662.00
245420 2/22/11 JPY 2994.20 83.305 17,982,133.87 17,982,133.87
PUR 2/17/11 60 NIDEC CORP NPV 200,000.00 11,393.631,582,860,746.00 1,582,860,746.00
245266 2/22/11 JPY 7909.55 83.305 19,000,789.22 19,000,789.22
PUR 2/17/11 60 NTT DOCOMO INC 15,000.00 16,968.332,357,327,208.00 2,357,327,208.00
238741 2/22/11 JPY 157060. 83.305 28,297,547.66 28,297,547.66
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 12
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/18/11 60 FCC CO LTD COMMON STOC 21,300.00 318.32 44,247,632.00 44,247,632.00
255443 2/23/11 JPY 2076.10 83.350 530,865.41 530,865.41
PUR 2/22/11 60 ALPS ELECTRIC CO LTD C 740,000.00 5,706.38 789,380,906.00 789,380,906.00
255658 2/25/11 JPY 1066.09 82.950 9,516,346.06 9,516,346.06
PUR 2/22/11 60 ASAHI GLASS CO LTD JPY 700,000.00 5,751.45 795,616,953.00 795,616,953.00
245073 2/25/11 JPY 1135.91 82.950 9,591,524.45 9,591,524.45
PUR 2/22/11 60 FCC CO LTD COMMON STOC 37,300.00 545.88 75,513,979.00 75,513,979.00
255443 2/25/11 JPY 2023.28 82.950 910,355.38 910,355.38
PUR 2/22/11 60 FUJIFILM HOLDINGS CORP 280,000.00 5,963.36 824,931,141.00 824,931,141.00
245420 2/25/11 JPY 2944.41 82.950 9,944,920.33 9,944,920.33
PUR 2/22/11 60 IBIDEN CO Y50 300,000.00 6,086.86 842,013,485.00 842,013,485.00
231468 2/25/11 JPY 2805.02 82.950 10,150,855.76 10,150,855.76
PUR 2/22/11 60 JSR CORP COMMON STOCK 258,700.00 3,334.82 461,316,733.00 461,316,733.00
255659 2/25/11 JPY 1782.14 82.950 5,561,383.16 5,561,383.16
PUR 2/22/11 60 NIPPON TELEGRAPH & TEL 300,000.00 8,832.811,221,870,472.00 1,221,870,472.00
14460 2/25/11 JPY 4070.45 82.950 14,730,204.61 14,730,204.61
PUR 2/22/11 60 NITTO DENKO CORP COMMO 160,000.00 5,720.77 791,372,538.00 791,372,538.00
255660 2/25/11 JPY 4943.11 82.950 9,540,356.09 9,540,356.09
PUR 2/23/11 60 FCC CO LTD COMMON STOC 51,400.00 765.45 105,394,870.00 105,394,870.00
255443 2/28/11 JPY 2049.25 82.565 1,276,507.84 1,276,507.84
PUR 2/23/11 60 JSR CORP COMMON STOCK 161,300.00 2,089.28 287,675,766.00 287,675,766.00
255659 2/28/11 JPY 1782.41 82.565 3,484,233.83 3,484,233.83
PUR 2/24/11 60 FCC CO LTD COMMON STOC 50,000.00 725.76 98,969,245.00 98,969,245.00
255443 3/01/11 JPY 1978.19 81.770 1,210,336.86 1,210,336.86
PUR 2/25/11 60 FCC CO LTD COMMON STOC 60,000.00 1,753.37 119,569,706.00 119,569,706.00
255443 3/02/11 JPY 1990.44 81.735 1,462,894.79 1,462,894.79
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: 13
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/28/11 60 FCC CO LTD COMMON STOC 50,000.00 1,479.12 101,107,684.00 101,107,684.00
255443 3/03/11 JPY 2019.73 81.930 1,234,074.01 1,234,074.01
---------------- --------- ---------------- ------------ ---------------- --------------
19,310,000.00 218,018.82 29806426242.00 29806426242.00
360,889,467.64 360,889,467.64
48 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
PUR 2/11/11 60 YARA INTERNATIONAL ASA 300,000.00 8,319.27 97,358,274.81 97,358,274.81
255271 2/16/11 NOK 324.365 5.848 16,646,850.84 16,646,850.84
PUR 2/17/11 60 NORDIC SEMICONDUCTOR A 52,144.00 98.35 1,127,374.38 1,127,374.38
252420 2/22/11 NOK 21.610 5.729 196,788.95 196,788.95
PUR 2/17/11 60 NORDIC SEMICONDUCTOR A 647,000.00 3,683.27 14,088,369.00 14,088,369.00
252420 2/22/11 NOK 21.742 5.729 2,459,196.70 2,459,196.70
PUR 2/18/11 60 NORDIC SEMICONDUCTOR A 21,582.00 40.76 464,119.76 464,119.76
252420 2/23/11 NOK 21.494 5.690 81,569.77 81,569.77
PUR 2/18/11 60 NORDIC SEMICONDUCTOR A 279,274.00 1,579.24 5,999,412.94 5,999,412.94
252420 2/23/11 NOK 21.450 5.690 1,054,406.17 1,054,406.17
---------------- --------- ---------------- ------------ ---------------- --------------
1,300,000.00 13,720.89 119,037,550.89 119,037,550.89
20,438,812.43 20,438,812.43
5 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
PUR 2/01/11 60 BLACK EARTH FARMING LT 6,391.00 18.33 195,181.86 195,181.86
255313 2/04/11 SEK 30.522 6.384 30,574.56 30,574.56
PUR 2/01/11 60 INTRUM JUSTITIA AB 1,488.00 11.99 153,146.80 153,146.80
238545 2/04/11 SEK 102.870 6.384 23,989.91 23,989.91
PUR 2/02/11 60 BLACK EARTH FARMING LT 37,981.00 107.67 1,155,611.60 1,155,611.60
255313 2/07/11 SEK 30.408 6.436 179,550.13 179,550.13
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 14
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/02/11 60 KINNEVIK INVESTMENT AB 125,000.00 1,668.29 17,906,374.88 17,906,374.88
255270 2/07/11 SEK 143.165 6.436 2,782,156.24 2,782,156.24
PUR 2/03/11 60 BLACK EARTH FARMING LT 55,628.00 158.94 1,720,025.60 1,720,025.60
255313 2/08/11 SEK 30.902 6.489 265,059.73 265,059.73
PUR 2/03/11 60 KINNEVIK INVESTMENT AB 126,443.00 1,679.70 18,177,458.88 18,177,458.88
255270 2/08/11 SEK 143.674 6.489 2,801,186.41 2,801,186.41
PUR 2/03/11 60 KINNEVIK INVESTMENT AB 200,000.00 6,615.61 28,662,930.00 28,662,930.00
255270 2/08/11 SEK 143.100 6.489 4,417,020.59 4,417,020.59
PUR 2/04/11 60 KINNEVIK INVESTMENT AB 48,557.00 651.91 7,067,013.56 7,067,013.56
255270 2/09/11 SEK 145.453 6.500 1,087,165.95 1,087,165.95
PUR 2/07/11 60 BLACK EARTH FARMING LT 200,000.00 1,406.34 6,089,120.00 6,089,120.00
255313 2/10/11 SEK 30.400 6.485 938,968.99 938,968.99
PUR 2/09/11 60 BLACK EARTH FARMING LT 42,853.00 126.33 1,355,151.67 1,355,151.67
255313 2/14/11 SEK 31.604 6.432 210,674.26 210,674.26
PUR 2/10/11 60 BLACK EARTH FARMING LT 57,147.00 169.29 1,828,285.91 1,828,285.91
255313 2/15/11 SEK 31.973 6.476 282,328.05 282,328.05
PUR 2/10/11 60 BLACK EARTH FARMING LT 100,000.00 731.96 3,164,740.00 3,164,740.00
255313 2/15/11 SEK 31.600 6.476 488,706.33 488,706.33
PUR 2/11/11 60 KINNEVIK INVESTMENT AB 55,276.00 635.00 8,232,765.00 8,232,765.00
255270 2/16/11 SEK 148.865 6.479 1,270,635.49 1,270,635.49
PUR 2/11/11 60 KINNEVIK INVESTMENT AB 175,000.00 2,390.42 25,829,038.12 25,829,038.12
255270 2/16/11 SEK 147.506 6.479 3,986,424.06 3,986,424.06
PUR 2/14/11 60 KINNEVIK INVESTMENT AB 134,258.00 1,543.77 20,092,540.85 20,092,540.85
255270 2/17/11 SEK 149.581 6.504 3,089,092.81 3,089,092.81
PUR 2/15/11 60 KINNEVIK INVESTMENT AB 261,724.00 2,996.86 38,820,978.34 38,820,978.34
255270 2/18/11 SEK 148.254 6.474 5,996,721.87 5,996,721.87
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 15
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/16/11 60 KINNEVIK INVESTMENT AB 258,513.00 2,917.05 37,658,338.40 37,658,338.40
255270 2/21/11 SEK 145.600 6.452 5,837,008.89 5,837,008.89
PUR 2/17/11 60 KINNEVIK INVESTMENT AB 115,229.00 1,295.24 16,667,354.77 16,667,354.77
255270 2/22/11 SEK 144.573 6.431 2,591,780.99 2,591,780.99
PUR 2/23/11 60 BLACK EARTH FARMING LT 25,288.00 51.65 660,855.35 660,855.35
255313 2/28/11 SEK 26.120 6.394 103,359.59 103,359.59
PUR 2/24/11 60 BLACK EARTH FARMING LT 75,000.00 487.22 2,080,616.25 2,080,616.25
255313 3/01/11 SEK 27.700 6.396 325,302.14 325,302.14
PUR 2/24/11 60 BLACK EARTH FARMING LT 34,712.00 86.59 923,604.92 923,604.92
255313 3/01/11 SEK 26.592 6.396 144,404.65 144,404.65
PUR 2/25/11 60 BLACK EARTH FARMING LT 95,000.00 658.44 2,829,195.43 2,829,195.43
255313 3/02/11 SEK 29.736 6.436 439,616.42 439,616.42
PUR 2/28/11 60 BLACK EARTH FARMING LT 30,164.00 210.98 891,656.10 891,656.10
255313 3/03/11 SEK 29.516 6.330 140,866.39 140,866.39
---------------- --------- ---------------- ------------ ---------------- --------------
2,261,652.00 26,619.58 242,161,984.29 242,161,984.29
37,432,594.45 37,432,594.45
23 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
PUR 2/02/11 60 CAIRN ENERGY PLC COMMO 1,750,000.00 69,211.05 7,676,600.56 7,676,600.56
254483 2/07/11 UKP 4.362 .618 12,428,038.54 12,428,038.54
PUR 2/11/11 60 DIAGEO PLC 974,395.00 105,253.85 11,812,308.15 11,812,308.15
248467 2/16/11 UKP 12.055 .625 18,900,297.85 18,900,297.85
PUR 2/11/11 60 GLAXOSMITHKLINE PLC CO 1,000,000.00 105,223.14 11,808,862.35 11,808,862.35
253154 2/16/11 UKP 11.743 .625 18,894,784.39 18,894,784.39
PUR 2/11/11 60 RECKITT BENCKISER GROU 250,000.00 73,406.06 8,238,077.32 8,238,077.32
252786 2/16/11 UKP 32.769 .625 13,181,345.52 13,181,345.52
---------------- --------- ---------------- ------------ ---------------- --------------
3,974,395.00 353,094.10 39,535,848.38 39,535,848.38
63,404,466.30 63,404,466.30
4 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 16
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/02/11 60 NESTE OIL OYJ COMMON S 302,717.00 2,931.36 4,247,698.44 4,247,698.44
255446 2/07/11 EUR 14.025 .724 5,865,650.01 5,865,650.01
PUR 2/02/11 60 NOKIAN RENKAAT OYJ COM 104,297.00 2,286.14 2,760,895.25 2,760,895.25
255447 2/07/11 EUR 26.456 .724 3,812,522.35 3,812,522.35
PUR 2/03/11 60 NESTE OIL OYJ COMMON S 297,283.00 2,856.85 4,193,786.15 4,193,786.15
255446 2/08/11 EUR 14.100 .734 5,716,549.05 5,716,549.05
PUR 2/03/11 60 NOKIAN RENKAAT OYJ COM 171,942.00 3,745.88 4,582,853.09 4,582,853.09
255447 2/08/11 EUR 26.638 .734 6,246,886.12 6,246,886.12
PUR 2/04/11 60 NESTE OIL OYJ COMMON S 250,000.00 2,240.15 3,307,177.76 3,307,177.76
255446 2/09/11 EUR 13.222 .738 4,482,546.20 4,482,546.20
PUR 2/04/11 60 NOKIAN RENKAAT OYJ COM 23,761.00 520.18 640,018.02 640,018.02
255447 2/09/11 EUR 26.920 .738 867,479.93 867,479.93
PUR 2/09/11 60 NESTE OIL OYJ COMMON S 650,000.00 7,053.27 8,581,375.74 8,581,375.74
255446 2/14/11 EUR 13.194 .730 11,762,495.63 11,762,495.63
PUR 2/09/11 60 NOKIAN RENKAAT OYJ COM 300,000.00 7,267.74 8,842,312.21 8,842,312.21
255447 2/14/11 EUR 29.457 .730 12,120,161.37 12,120,161.37
PUR 2/17/11 60 NESTE OIL OYJ COMMON S 123,091.00 1,064.80 1,569,074.27 1,569,074.27
255446 2/22/11 EUR 12.741 .736 2,130,646.69 2,130,646.69
PUR 2/17/11 60 NOKIAN RENKAAT OYJ COM 200,000.00 4,122.53 6,074,955.96 6,074,955.96
255447 2/22/11 EUR 30.360 .736 8,249,185.53 8,249,185.53
PUR 2/18/11 60 NESTE OIL OYJ COMMON S 124,376.00 1,084.41 1,591,203.55 1,591,203.55
255446 2/23/11 EUR 12.787 .733 2,169,924.61 2,169,924.61
PUR 2/22/11 60 NESTE OIL OYJ COMMON S 220,727.00 1,908.33 2,788,402.97 2,788,402.97
255446 2/25/11 EUR 12.627 .730 3,818,579.29 3,818,579.29
PUR 2/23/11 60 NESTE OIL OYJ COMMON S 31,806.00 274.07 398,508.87 398,508.87
255446 2/28/11 EUR 12.523 .727 548,427.58 548,427.58
---------------- --------- ---------------- ------------ ---------------- --------------
2,800,000.00 37,355.71 49,578,262.28 49,578,262.28
67,791,054.36 67,791,054.36
13 TRANSACTIONS IN COUNTRY: FINLAND (1200)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 17
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/01/11 60 VIENNA INSURANCE GROUP 38,646.00 1,280.46 1,548,279.47 1,548,279.47
249922 2/04/11 EUR 40.039 .725 2,135,387.06 2,135,387.06
PUR 2/02/11 60 VIENNA INSURANCE GROUP 33,035.00 1,107.94 1,338,026.09 1,338,026.09
249922 2/07/11 EUR 40.479 .724 1,847,681.25 1,847,681.25
PUR 2/03/11 60 VIENNA INSURANCE GROUP 65,000.00 2,168.09 2,652,518.06 2,652,518.06
249922 2/08/11 EUR 40.784 .734 3,615,646.83 3,615,646.83
---------------- --------- ---------------- ------------ ---------------- --------------
136,681.00 4,556.49 5,538,823.62 5,538,823.62
7,598,715.14 7,598,715.14
3 TRANSACTIONS IN COUNTRY: AUSTRIA (1300)
PUR 2/02/11 60 BANCO BILBAO VIZCAYA A 1,000,000.00 7,732.52 9,338,299.62 9,338,299.62
255441 2/07/11 EUR 9.333 .724 12,895,265.06 12,895,265.06
PUR 2/09/11 60 BANCO BILBAO VIZCAYA A 1,000,000.00 7,452.77 9,067,437.20 9,067,437.20
255441 2/14/11 EUR 9.062 .730 12,428,740.30 12,428,740.30
PUR 2/09/11 60 BANCO SANTANDER CENTRA 92,504.00 781,666.60 781,666.60
255531 2/09/11 EUR 27630 8.450 .753 1,038,678.16 1,038,678.16
PUR 2/11/11 60 BANCO BILBAO VIZCAYA A 1,000,000.00 5,962.03 8,803,799.69 8,803,799.69
255441 2/16/11 EUR 8.799 .738 11,930,027.64 11,930,027.64
---------------- --------- ---------------- ------------ ---------------- --------------
3,092,504.00 21,147.32 27,991,203.11 27,991,203.11
38,292,711.16 38,292,711.16
4 TRANSACTIONS IN COUNTRY: SPAIN (1500)
PUR 2/02/11 60 FIAT INDUSTRIAL COMMON 1,000,000.00 6,987.15 10,124,759.85 10,124,759.85
255293 2/07/11 EUR 10.120 .724 13,981,288.59 13,981,288.59
PUR 2/17/11 60 FIAT INDUSTRIAL COMMON 1,000,000.00 6,985.38 10,293,644.25 10,293,644.25
255293 2/22/11 EUR 10.289 .736 13,977,744.35 13,977,744.35
---------------- --------- ---------------- ------------ ---------------- --------------
2,000,000.00 13,972.53 20,418,404.10 20,418,404.10
27,959,032.94 27,959,032.94
2 TRANSACTIONS IN COUNTRY: ITALY (1700)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 18
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/02/11 60 SANTOS LTD NPV 1,000,000.00 8,421.63 13,944,061.42 13,944,061.42
251708 2/07/11 AUD 13.936 .993 14,044,465.30 14,044,465.30
PUR 2/02/11 60 WOODSIDE PETROLEUM LTD 250,000.00 6,440.91 10,664,494.86 10,664,494.86
253795 2/07/11 AUD 42.632 .993 10,741,284.30 10,741,284.30
---------------- --------- ---------------- ------------ ---------------- --------------
1,250,000.00 14,862.54 24,608,556.28 24,608,556.28
24,785,749.60 24,785,749.60
2 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
PUR 2/02/11 60 BANCO ESPIRITO SANTO-R 1,000,000.00 2,110.57 3,058,328.40 3,058,328.40
211864 2/07/11 EUR 3.057 .724 4,223,248.01 4,223,248.01
PUR 2/02/11 60 GALP ENERGIA SGPS SA B 350,000.00 10,902.87 5,271,545.48 5,271,545.48
255444 2/07/11 EUR 15.039 .724 7,279,481.17 7,279,481.17
PUR 2/02/11 60 GALP ENERGIA SGPS SA B 600,000.00 6,227.81 9,024,429.96 9,024,429.96
255444 2/07/11 EUR 15.033 .724 12,461,842.20 12,461,842.20
PUR 2/02/11 60 GALP ENERGIA SGPS SA B 50,000.00 1,547.30 748,120.50 748,120.50
255444 2/07/11 EUR 14.940 .724 1,033,080.17 1,033,080.17
PUR 2/11/11 60 GALP ENERGIA SGPS SA B 500,000.00 5,136.75 7,585,140.67 7,585,140.67
255444 2/16/11 EUR 15.163 .738 10,278,622.99 10,278,622.99
PUR 2/14/11 60 GALP ENERGIA SGPS SA B 500,000.00 5,303.13 7,883,189.62 7,883,189.62
255444 2/17/11 EUR 15.758 .743 10,611,559.52 10,611,559.52
---------------- --------- ---------------- ------------ ---------------- --------------
3,000,000.00 31,228.43 33,570,754.63 33,570,754.63
45,887,834.06 45,887,834.06
6 TRANSACTIONS IN COUNTRY: PORTUGAL (3100)
---------------- --------- ---------------- ------------ ---------------- --------------
50,419,587.00 837,253.03 30755016431.35 30755016431.35
1,097,894,060.04 1,097,894,060.04
175 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
50,419,587.00 837,253.03 30755016431.35 30755016431.35
1,097,894,060.04 1,097,894,060.04
175 "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: 19
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-INTERNATIONAL (1600)
--------------------------------
SALE 2/08/11 60 ISHARES S+P/TSX 60 IND 1,000,000.00 7,062.50 20,009,500.00 17,904,887.87 2,104,612.12
251354 2/11/11 CAD 20.017 .991 20,188,165.26 17,819,445.71 2,368,719.55
SALE 2/10/11 60 ISHARES S+P/TSX 60 IND 1,000,000.00 5,021.85 19,930,800.00 17,904,887.88 2,025,912.12
251354 2/15/11 CAD 19.936 .996 20,017,877.77 17,819,445.72 2,198,432.05
SALE 2/16/11 60 ISHARES S+P/TSX 60 IND 3,000,000.00 15,207.58 60,962,100.00 53,714,663.63 7,247,436.37
251354 2/22/11 CAD 20.326 .986 61,805,748.47 53,458,337.16 8,347,411.31
SALE 2/18/11 60 ISHARES S+P/TSX 60 IND 5,000,000.00 25,441.41 101,938,000.00 89,524,439.38 12,413,560.62
251354 2/24/11 CAD 20.393 .983 103,737,851.73 89,097,228.59 14,640,623.14
---------------- --------- ---------------- ------------ ---------------- --------------
10,000,000.00 52,733.34 202,840,400.00 179,048,878.76 23,791,521.23
205,749,643.23 178,194,457.18 27,555,186.05
4 TRANSACTIONS IN COUNTRY: CANADA ( 300)
SALE 2/10/11 60 ISHARES MSCI HONG KONG 1,000,000.00 5,354.69 18,467,845.31 12,555,464.53 5,912,380.78
246294 2/15/11 USD 18.473 1.000 18,467,845.31 12,555,464.53 5,912,380.78
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 5,354.69 18,467,845.31 12,555,464.53 5,912,380.78
18,467,845.31 12,555,464.53 5,912,380.78
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
11,000,000.00 58,088.03 221,308,245.31 191,604,343.29 29,703,902.01
224,217,488.54 190,749,921.71 33,467,566.83
5 TRANSACTIONS IN CATEGORY: ETF-INTERNATIONAL (1600)
DEV MKT COMMON STOCK (2220)
--------------------------------
SALE 2/17/11 60 KERRY PROPERTIES LTD C 220,000.00 1,838.55 8,508,173.71 8,206,552.84 301,620.87
252713 2/21/11 HKD 38.739 7.788 1,092,500.28 1,055,607.02 36,893.26
---------------- --------- ---------------- ------------ ---------------- --------------
220,000.00 1,838.55 8,508,173.71 8,206,552.84 301,620.87
1,092,500.28 1,055,607.02 36,893.26
1 TRANSACTION IN COUNTRY: BERMUDA ( 250)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 20
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/04/11 60 BANK OF NOVA SCOTIA 106,236.00 1,073.15 6,201,813.34 4,890,960.27 1,310,853.07
230194 2/09/11 CAD 58.388 .990 6,264,774.32 4,562,321.35 1,702,452.97
SALE 2/04/11 60 CANADIAN OIL SANDS LTD 73,300.00 740.44 2,090,039.55 2,304,892.51 -214,852.96
255075 2/09/11 CAD 28.524 .990 2,111,257.69 2,289,754.76 -178,497.07
SALE 2/04/11 60 PETROBANK ENERGY + RES 44,900.00 453.56 1,056,488.02 1,931,886.11 -875,398.09
253656 2/09/11 CAD 23.540 .990 1,067,213.52 1,914,430.51 -847,216.99
SALE 2/04/11 60 PROVIDENT ENERGY LTD 8,109.00 81.91 65,698.31 60,521.60 5,176.71
255097 2/09/11 CAD 8.112 .990 66,365.28 59,650.95 6,714.33
SALE 2/07/11 60 BANK OF MONTREAL 100,000.00 1,013.02 5,929,170.00 6,000,597.69 -71,427.69
248006 2/10/11 CAD 59.302 .987 6,006,351.62 5,839,446.28 166,905.34
SALE 2/07/11 60 BANK OF NOVA SCOTIA 99,700.00 1,009.98 5,825,720.25 4,590,051.76 1,235,668.49
230194 2/10/11 CAD 58.443 .987 5,901,555.23 4,281,631.83 1,619,923.40
SALE 2/07/11 60 CANADIAN NATIONAL RAIL 85,000.00 861.06 5,792,138.00 4,054,661.68 1,737,476.32
230199 2/10/11 CAD 68.153 .987 5,867,535.84 3,657,784.52 2,209,751.32
SALE 2/07/11 60 CANADIAN OIL SANDS LTD 146,700.00 1,486.10 4,181,932.89 4,612,929.49 -430,996.60
255075 2/10/11 CAD 28.517 .987 4,236,370.25 4,582,633.33 -346,263.08
SALE 2/07/11 60 DOMTAR CORP 9,000.00 63.82 806,882.40 787,456.40 19,426.00
236740 2/10/11 CAD 89.661 .987 817,385.81 672,945.78 144,440.03
SALE 2/07/11 60 GILDAN ACTIVEWEAR INC 80,000.00 810.41 2,468,592.00 1,982,060.00 486,532.00
248122 2/10/11 CAD 30.867 .987 2,500,726.33 1,908,008.43 592,717.90
SALE 2/07/11 60 GREAT-WEST LIFE CO. IN 160,000.00 1,134.58 4,381,184.00 4,402,783.91 -21,599.91
230653 2/10/11 CAD 27.389 .987 4,438,215.06 4,165,847.84 272,367.22
SALE 2/07/11 60 LOBLAW COMPANIES LTD 127,733.00 1,293.96 5,053,385.72 5,536,174.98 -482,789.26
230224 2/10/11 CAD 39.572 .987 5,119,167.02 5,046,996.67 72,170.35
SALE 2/07/11 60 METRO INC A 61,100.00 618.95 2,587,352.82 2,549,311.73 38,041.09
248021 2/10/11 CAD 42.356 .987 2,621,033.10 2,436,714.73 184,318.37
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 21
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/07/11 60 PETROBANK ENERGY + RES 15,100.00 152.97 358,668.79 649,698.89 -291,030.10
253656 2/10/11 CAD 23.763 .987 363,337.68 643,828.52 -280,490.84
SALE 2/07/11 60 PROVIDENT ENERGY LTD 54,800.00 555.13 444,499.24 409,000.35 35,498.89
255097 2/10/11 CAD 8.121 .987 450,285.41 403,116.54 47,168.87
SALE 2/07/11 60 SAPUTO INC NPV 40,000.00 405.21 1,622,868.00 1,153,164.00 469,704.00
251776 2/10/11 CAD 40.582 .987 1,643,993.31 1,148,569.72 495,423.59
SALE 2/07/11 60 TIM HORTON COM 100,000.00 709.11 4,095,330.00 3,556,014.78 539,315.22
250848 2/10/11 CAD 40.960 .987 4,148,640.02 3,486,764.69 661,875.33
SALE 2/07/11 60 WESTON (GEORGE) COM 40,000.00 405.21 2,759,132.00 3,180,916.29 -421,784.29
230257 2/10/11 CAD 68.988 .987 2,795,048.37 2,838,611.68 -43,563.31
SALE 2/08/11 60 BANK OF MONTREAL 200,000.00 1,008.93 11,937,920.00 12,001,195.38 -63,275.38
248006 2/11/11 CAD 59.695 .991 12,044,513.95 11,678,892.56 365,621.39
SALE 2/08/11 60 CANADIAN UTILS LTD NPV 25,000.00 126.12 1,303,172.50 1,156,706.76 146,465.74
252240 2/11/11 CAD 52.132 .991 1,314,808.56 1,126,121.25 188,687.31
SALE 2/08/11 60 DOMTAR CORP 21,666.00 153.01 1,945,522.30 1,895,670.05 49,852.25
236740 2/11/11 CAD 89.803 .991 1,962,893.91 1,620,004.81 342,889.10
SALE 2/08/11 60 EMERA INC 30,000.00 151.34 963,201.00 744,383.15 218,817.86
252210 2/11/11 CAD 32.112 .991 971,801.44 714,428.52 257,372.92
SALE 2/08/11 60 ENBRIDGE INC 60,000.00 302.68 3,454,092.00 2,264,297.37 1,189,794.63
230209 2/11/11 CAD 57.573 .991 3,484,933.66 2,013,112.78 1,471,820.88
SALE 2/08/11 60 GREAT-WEST LIFE CO. IN 100,000.00 706.25 2,721,310.00 2,751,739.94 -30,429.94
230653 2/11/11 CAD 27.220 .991 2,745,608.64 2,603,654.89 141,953.75
SALE 2/08/11 60 LOBLAW COMPANIES LTD 50,000.00 504.46 1,970,195.00 2,167,088.77 -196,893.77
230224 2/11/11 CAD 39.414 .991 1,987,786.91 1,975,604.07 12,182.84
SALE 2/08/11 60 METRO INC A 54,900.00 553.90 2,329,335.63 2,290,625.43 38,710.20
248021 2/11/11 CAD 42.439 .991 2,350,134.32 2,189,453.99 160,680.33
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 22
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/08/11 60 PROVIDENT ENERGY LTD 60,000.00 605.36 482,928.00 447,810.61 35,117.39
255097 2/11/11 CAD 8.059 .991 487,240.07 441,368.49 45,871.58
SALE 2/08/11 60 RONA INC NPV 23,600.00 166.68 331,539.88 375,920.27 -44,380.39
252316 2/11/11 CAD 14.055 .991 334,500.21 365,327.51 -30,827.30
SALE 2/08/11 60 TRANSCANADA CORP 137,897.00 695.65 5,279,469.38 4,491,774.45 787,694.93
230256 2/11/11 CAD 38.291 .991 5,326,609.88 4,019,206.98 1,307,402.90
SALE 2/08/11 60 WESTON (GEORGE) COM 25,000.00 252.23 1,692,342.50 1,988,072.68 -295,730.18
230257 2/11/11 CAD 67.704 .991 1,707,453.46 1,774,132.30 -66,678.84
SALE 2/09/11 60 CANADIAN UTILS LTD NPV 45,000.00 226.37 2,342,794.50 2,082,072.18 260,722.32
252240 2/14/11 CAD 52.067 .994 2,357,054.68 2,027,018.27 330,036.41
SALE 2/09/11 60 EMERA INC 30,000.00 150.91 956,088.00 744,383.15 211,704.85
252210 2/14/11 CAD 31.875 .994 961,907.54 714,428.52 247,479.02
SALE 2/09/11 60 RONA INC NPV 16,400.00 115.50 229,957.52 261,232.73 -31,275.21
252316 2/14/11 CAD 14.029 .994 231,357.23 253,871.66 -22,514.43
SALE 2/11/11 60 BANK OF MONTREAL 211,983.00 1,500.01 12,581,254.65 12,720,247.01 -138,992.36
248006 2/16/11 CAD 59.357 .989 12,717,972.86 12,378,633.42 339,339.44
SALE 2/11/11 60 BCE INC 34,350.00 243.06 1,233,508.50 1,017,466.27 216,042.23
234654 2/16/11 CAD 35.917 .989 1,246,912.81 848,090.23 398,822.58
SALE 2/11/11 60 ROGERS COMMUNICATIONS 75,000.00 530.71 2,585,407.50 2,354,184.68 231,222.82
230243 2/16/11 CAD 34.479 .989 2,613,502.65 2,213,532.72 399,969.93
SALE 2/11/11 60 TELUS CORP NON-VOTE 33,200.00 167.80 1,509,378.24 1,057,055.18 452,323.06
230252 2/16/11 CAD 45.468 .989 1,525,780.38 903,970.73 621,809.65
SALE 2/14/11 60 BCE INC 200,000.00 1,011.89 7,126,100.00 5,924,112.23 1,201,987.77
234654 2/17/11 CAD 35.636 .988 7,210,827.22 4,937,934.39 2,272,892.83
SALE 2/14/11 60 BEAR CREEK MINING CORP 28,900.00 146.22 254,161.05 233,901.31 20,259.74
255413 2/17/11 CAD 8.800 .988 257,182.95 233,986.52 23,196.43
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 23
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/14/11 60 ELDORADO GOLD CORPORAT 390,000.00 1,973.18 6,349,668.00 6,350,511.00 -843.00
243131 2/17/11 CAD 16.286 .988 6,425,163.67 6,200,326.00 224,837.67
SALE 2/14/11 60 SHERRITT INTERNATIONAL 194,000.00 1,374.15 1,785,440.20 1,527,475.97 257,964.22
253655 2/17/11 CAD 9.210 .988 1,806,668.56 1,499,195.57 307,472.99
SALE 2/14/11 60 TELUS CORP NON-VOTE 100,000.00 505.94 4,554,300.00 3,183,901.14 1,370,398.86
230252 2/17/11 CAD 45.548 .988 4,608,449.28 2,722,803.40 1,885,645.88
SALE 2/14/11 60 TELUS CORP NON-VOTE 31,881.00 161.31 1,459,120.04 1,015,059.52 444,060.52
230252 2/17/11 CAD 45.773 .988 1,476,468.55 868,056.95 608,411.60
SALE 2/15/11 60 SHERRITT INTERNATIONAL 46,000.00 325.98 419,658.00 362,185.03 57,472.97
253655 2/18/11 CAD 9.130 .988 424,841.06 355,479.37 69,361.69
SALE 2/22/11 60 AGNICO EAGLE MINES LTD 90,000.00 456.92 6,185,583.00 6,538,464.00 -352,881.00
255581 2/25/11 CAD 68.734 .985 6,280,736.15 6,616,204.40 -335,468.25
SALE 2/22/11 60 ROGERS COMMUNICATIONS 100,000.00 507.69 3,442,080.00 3,138,912.90 303,167.10
230243 2/25/11 CAD 34.426 .985 3,495,029.70 2,951,376.95 543,652.75
---------------- --------- ---------------- ------------ ---------------- --------------
3,766,455.00 27,492.82 143,146,422.72 133,739,531.60 9,406,891.12
144,777,396.16 126,185,275.38 18,592,120.78
46 TRANSACTIONS IN COUNTRY: CANADA ( 300)
SALE 2/11/11 60 AXA 1,000,000.00 10,484.75 15,466,762.75 14,183,946.59 1,282,816.16
226044 2/16/11 EUR 15.475 .738 20,959,007.89 18,419,253.78 2,539,754.11
SALE 2/17/11 60 AXA 1,000,000.00 12,828.98 15,736,652.34 14,183,946.59 1,552,705.75
226044 2/22/11 EUR 15.746 .736 21,368,807.59 18,419,253.78 2,949,553.81
SALE 2/17/11 60 CFAO SA NPV 21,000.00 402.35 592,304.80 576,288.56 16,016.24
249871 2/22/11 EUR 28.219 .736 804,290.97 808,049.22 -3,758.25
SALE 2/17/11 60 CNP ASSURANCES EUR 4.0 175,000.00 2,397.12 2,940,422.18 2,393,225.05 547,197.13
245379 2/22/11 EUR 16.812 .736 3,992,800.66 3,274,945.55 717,855.11
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: 24
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/18/11 60 CFAO SA NPV 11,608.00 225.47 330,511.76 318,550.36 11,961.40
249871 2/23/11 EUR 28.487 .733 450,718.96 446,658.82 4,060.14
SALE 2/18/11 60 CNP ASSURANCES EUR 4.0 225,000.00 3,039.85 3,712,970.87 3,077,003.63 635,967.24
245379 2/23/11 EUR 16.512 .733 5,063,379.15 4,210,644.27 852,734.88
SALE 2/22/11 60 CFAO SA NPV 1,547.00 29.70 43,360.99 42,453.26 907.73
249871 2/25/11 EUR 28.043 .730 59,380.72 59,526.30 -145.58
SALE 2/22/11 60 CNP ASSURANCES EUR 4.0 142,596.00 1,847.88 2,247,589.18 1,950,081.82 297,507.36
245379 2/25/11 EUR 15.771 .730 3,077,961.68 2,668,537.91 409,423.77
SALE 2/23/11 60 CNP ASSURANCES EUR 4.0 71,492.00 930.31 1,125,995.02 977,693.97 148,301.05
245379 2/28/11 EUR 15.759 .727 1,549,593.43 1,337,899.46 211,693.97
SALE 2/24/11 60 CNP ASSURANCES EUR 4.0 185,397.00 2,357.60 2,847,582.75 2,535,409.97 312,172.78
245379 3/01/11 EUR 15.369 .725 3,926,958.29 3,469,514.74 457,443.55
SALE 2/25/11 60 CNP ASSURANCES EUR 4.0 200,515.00 6,436.00 3,116,374.50 2,742,157.26 374,217.24
245379 3/02/11 EUR 15.565 .727 4,284,235.74 3,752,432.60 531,803.14
---------------- --------- ---------------- ------------ ---------------- --------------
3,034,155.00 40,980.01 48,160,527.14 42,980,757.06 5,179,770.08
65,537,135.08 56,866,716.43 8,670,418.65
11 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
SALE 2/09/11 60 ASML HOLDING NV 150,000.00 3,907.80 4,748,729.05 3,792,108.22 956,620.83
251583 2/14/11 EUR 31.677 .730 6,509,085.07 4,832,105.49 1,676,979.58
---------------- --------- ---------------- ------------ ---------------- --------------
150,000.00 3,907.80 4,748,729.05 3,792,108.22 956,620.83
6,509,085.07 4,832,105.49 1,676,979.58
1 TRANSACTION IN COUNTRY: NETHERLANDS ( 600)
SALE 2/11/11 60 NORSKE SKOGSINDUST NOK 180,612.00 318.75 3,726,527.37 12,664,810.51 -8,938,283.14
233089 2/16/11 NOK 20.643 5.848 637,182.05 1,963,084.72 -1,325,902.67
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: 25
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/17/11 60 STOREBRAND ASA 1,140,741.00 4,837.56 55,399,636.68 44,634,704.49 10,764,932.19
202782 2/22/11 NOK 48.589 5.729 9,670,289.27 7,370,514.75 2,299,774.52
SALE 2/18/11 60 STOREBRAND ASA 675,302.00 2,793.88 31,777,659.03 26,423,092.72 5,354,566.31
202782 2/23/11 NOK 47.080 5.690 5,584,973.07 4,363,237.01 1,221,736.06
SALE 2/22/11 60 STOREBRAND ASA 159,617.00 644.37 7,301,586.50 6,245,464.68 1,056,121.82
202782 2/25/11 NOK 45.767 5.668 1,288,098.53 1,031,311.62 256,786.91
---------------- --------- ---------------- ------------ ---------------- --------------
2,156,272.00 8,594.56 98,205,409.58 89,968,072.40 8,237,337.18
17,180,542.92 14,728,148.10 2,452,394.82
4 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
SALE 2/17/11 60 ROCHE HLDG AG 300,000.00 21,728.17 41,325,866.72 52,944,597.95 -11,618,731.23
234737 2/22/11 CHF 137.822 .951 43,434,617.39 46,555,998.82 -3,121,381.43
---------------- --------- ---------------- ------------ ---------------- --------------
300,000.00 21,728.17 41,325,866.72 52,944,597.95 -11,618,731.23
43,434,617.39 46,555,998.82 -3,121,381.43
1 TRANSACTION IN COUNTRY: SWITZERLAND ( 900)
SALE 2/17/11 60 GLAXOSMITHKLINE PLC CO 1,000,000.00 11,404.73 11,759,039.34 12,242,779.93 -483,740.59
253154 2/22/11 UKP 11.766 .619 18,993,794.76 19,336,997.92 -343,203.16
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 11,404.73 11,759,039.34 12,242,779.93 -483,740.59
18,993,794.76 19,336,997.92 -343,203.16
1 TRANSACTION IN COUNTRY: UNITED KINGDOM (1000)
SALE 2/01/11 60 CARL ZEISS MEDITEC AG 8,403.00 97.36 117,571.41 117,463.09 108.32
235918 2/03/11 EUR 14.000 .725 162,154.49 162,377.45 -222.96
SALE 2/01/11 60 DEUTSCHE BOERSE AG 24,552.00 948.41 1,374,604.90 1,353,357.44 21,247.46
240969 2/03/11 EUR 56.015 .725 1,895,855.09 1,923,040.84 -27,185.75
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 26
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/02/11 60 CARL ZEISS MEDITEC AG 3,948.00 45.89 55,345.76 55,187.94 157.82
235918 2/04/11 EUR 14.027 .724 76,427.00 76,290.15 136.85
SALE 2/02/11 60 DEUTSCHE BOERSE AG 78,448.00 3,042.23 4,403,954.36 4,324,217.35 79,737.01
240969 2/04/11 EUR 56.167 .724 6,081,423.93 6,144,456.98 -63,033.05
SALE 2/03/11 60 CARL ZEISS MEDITEC AG 427.00 4.89 5,978.68 5,968.91 9.77
235918 2/07/11 EUR 14.010 .734 8,149.54 8,251.24 -101.70
SALE 2/07/11 60 CARL ZEISS MEDITEC AG 8,414.00 96.01 118,073.45 117,616.86 456.59
235918 2/09/11 EUR 14.041 .738 159,906.84 162,590.01 -2,683.17
SALE 2/08/11 60 CARL ZEISS MEDITEC AG 18,659.00 215.98 263,129.85 260,828.73 2,301.12
235918 2/10/11 EUR 14.111 .731 359,751.07 360,561.80 -810.73
SALE 2/09/11 60 CARL ZEISS MEDITEC AG 9,743.00 113.03 137,359.12 136,194.56 1,164.56
235918 2/11/11 EUR 14.107 .730 188,278.21 188,271.27 6.94
SALE 2/10/11 60 CARL ZEISS MEDITEC AG 11,865.00 136.05 166,610.34 165,857.38 752.96
235918 2/14/11 EUR 14.051 .735 226,606.74 229,276.26 -2,669.52
SALE 2/11/11 60 CARL ZEISS MEDITEC AG 103,466.00 1,235.65 1,518,838.13 1,446,321.12 72,517.01
235918 2/15/11 EUR 14.688 .738 2,058,177.32 1,999,350.85 58,826.47
SALE 2/11/11 60 CARL ZEISS MEDITEC AG 73,653.00 2,211.93 1,086,568.67 1,029,573.87 56,994.80
235918 2/15/11 EUR 14.775 .738 1,472,409.04 1,423,251.98 49,157.06
SALE 2/11/11 60 DEUTSCHE BOERSE AG 150,000.00 6,231.89 9,193,086.16 8,268,312.80 924,773.36
240969 2/15/11 EUR 61.318 .738 12,457,549.68 11,748,783.24 708,766.44
SALE 2/11/11 60 MERCK KGAA 80,818.00 4,153.12 5,104,956.05 5,491,104.99 -386,148.94
242835 2/15/11 EUR 63.204 .738 6,917,725.18 7,704,133.21 -786,408.03
SALE 2/14/11 60 CARL ZEISS MEDITEC AG 144,077.00 4,338.86 2,145,627.54 2,014,010.48 131,617.06
235918 2/16/11 EUR 14.915 .743 2,888,228.68 2,784,107.56 104,121.12
SALE 2/14/11 60 CARL ZEISS MEDITEC AG 35,345.00 426.15 527,313.58 494,077.48 33,236.10
235918 2/16/11 EUR 14.928 .743 709,816.67 682,997.86 26,818.81
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: 27
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/14/11 60 MERCK KGAA 25,572.00 1,305.80 1,615,788.95 1,737,466.12 -121,677.17
242835 2/16/11 EUR 63.224 .743 2,175,013.09 2,437,700.69 -262,687.60
SALE 2/15/11 60 MERCK KGAA 53,110.00 2,721.82 3,354,909.62 3,608,510.31 -253,600.69
242835 2/17/11 EUR 63.207 .740 4,533,655.52 5,062,814.16 -529,158.64
SALE 2/16/11 60 MERCK KGAA 32,231.00 1,652.28 2,035,999.26 2,189,905.77 -153,906.51
242835 2/18/11 EUR 63.207 .740 2,752,161.12 3,072,482.82 -320,321.70
SALE 2/16/11 60 MERCK KGAA 75,000.00 9,610.94 4,732,890.00 5,095,806.31 -362,916.31
242835 2/18/11 EUR 63.200 .740 6,397,682.02 7,149,521.03 -751,839.01
SALE 2/17/11 60 CARL ZEISS MEDITEC AG 19,503.00 236.78 290,437.88 272,626.76 17,811.12
235918 2/21/11 EUR 14.901 .736 394,385.73 376,871.04 17,514.69
SALE 2/17/11 60 CARL ZEISS MEDITEC AG 121,051.00 3,662.09 1,795,225.20 1,692,136.72 103,088.48
235918 2/21/11 EUR 14.853 .736 2,437,737.14 2,339,158.95 98,578.19
SALE 2/17/11 60 MERCK KGAA 13,000.00 669.89 821,720.27 883,273.09 -61,552.82
242835 2/21/11 EUR 63.247 .736 1,115,814.34 1,239,250.31 -123,435.97
SALE 2/18/11 60 CARL ZEISS MEDITEC AG 21,446.00 260.63 318,335.60 299,787.40 18,548.20
235918 2/22/11 EUR 14.853 .733 434,114.32 414,417.09 19,697.23
SALE 2/22/11 60 CARL ZEISS MEDITEC AG 19,000.00 226.92 275,995.50 265,595.47 10,400.03
235918 2/24/11 EUR 14.535 .730 377,962.12 367,151.20 10,810.92
SALE 2/22/11 60 MERCK KGAA 120,269.00 6,397.74 7,781,591.41 8,171,567.05 -389,975.64
242835 2/24/11 EUR 64.740 .730 10,656,502.71 11,464,876.60 -808,373.89
SALE 2/23/11 60 CARL ZEISS MEDITEC AG 10,188.00 122.12 147,813.51 142,415.09 5,398.42
235918 2/25/11 EUR 14.517 .727 203,420.83 196,870.34 6,550.49
SALE 2/24/11 60 ALLIANZ SE (REG) 250,000.00 17,363.77 25,169,633.89 31,892,228.92 -6,722,595.03
231926 2/28/11 EUR 100.729 .725 34,710,177.37 40,677,817.68 -5,967,640.31
SALE 2/24/11 60 CARL ZEISS MEDITEC AG 9,592.00 114.32 138,087.94 134,083.78 4,004.16
235918 2/28/11 EUR 14.405 .725 190,430.14 185,353.39 5,076.75
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 28
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/25/11 60 CARL ZEISS MEDITEC AG 12,700.00 380.57 184,275.76 177,529.61 6,746.15
235918 3/01/11 EUR 14.532 .727 253,333.10 245,411.60 7,921.50
SALE 2/25/11 60 CARL ZEISS MEDITEC AG 9,220.00 109.87 133,116.81 128,883.70 4,233.11
235918 3/01/11 EUR 14.447 .727 183,002.33 178,164.95 4,837.38
SALE 2/28/11 60 ALLIANZ SE (REG) 60,084.00 13,074.44 6,301,198.58 7,664,850.73 -1,363,652.15
231926 3/02/11 EUR 105.031 .724 8,703,216.79 9,776,343.99 -1,073,127.20
SALE 2/28/11 60 CARL ZEISS MEDITEC AG 24,000.00 729.36 351,513.54 335,489.02 16,024.52
235918 3/02/11 EUR 14.668 .724 485,510.57 463,769.94 21,740.63
---------------- --------- ---------------- ------------ ---------------- --------------
1,627,784.00 81,936.79 81,667,551.72 89,972,248.85 -8,304,697.13
111,666,578.72 121,245,716.48 -9,579,137.76
32 TRANSACTIONS IN COUNTRY: GERMANY (1100)
SALE 2/08/11 60 BANCO SANTANDER RTS EX 6,012,820.00 .01 781,666.60 -781,666.59
255458 2/08/11 EUR 27630 .753 .01 1,038,678.16 -1,038,678.15
---------------- --------- ---------------- ------------ ---------------- --------------
6,012,820.00 .01 781,666.60 -781,666.59
.01 1,038,678.16 -1,038,678.15
1 TRANSACTION IN COUNTRY: SPAIN (1500)
---------------- --------- ---------------- ------------ ---------------- --------------
18,267,486.00 197,883.43 437,521,719.99 434,628,315.45 2,893,404.54
409,191,650.39 391,845,243.80 17,346,406.59
98 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
EM COMMON STOCK (2225)
--------------------------------
SALE 2/17/11 60 APERAM 150,000.00 3,182.76 4,685,411.12 3,032,103.41 1,653,307.71
255383 2/22/11 EUR 31.252 .736 6,362,321.96 4,105,268.67 2,257,053.29
---------------- --------- ---------------- ------------ ---------------- --------------
150,000.00 3,182.76 4,685,411.12 3,032,103.41 1,653,307.71
6,362,321.96 4,105,268.67 2,257,053.29
1 TRANSACTION IN COUNTRY: NETHERLANDS ( 600)
---------------- --------- ---------------- ------------ ---------------- --------------
150,000.00 3,182.76 4,685,411.12 3,032,103.41 1,653,307.71
6,362,321.96 4,105,268.67 2,257,053.29
1 TRANSACTION IN CATEGORY: EM COMMON STOCK (2225)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 29
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
29,417,486.00 259,154.22 663,515,376.42 629,264,762.15 34,250,614.26
639,771,460.89 586,700,434.18 53,071,026.71
104 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
---------------- --------- ---------------- ------------ ---------------- --------------
79,837,073.00 1096407.25 31418531807.77 31384281193.50 34,250,614.26
1,737,665,520.93 1,684,594,494.22 53,071,026.71
279 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: 30
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** 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 2/14/11 60 ISHARES MSCI TAIWAN IN 20,100.00 703.50 299,327.19 299,327.19
239504 2/17/11 USD 14.857 1.000 299,327.19 299,327.19
---------------- --------- ---------------- ------------ ---------------- --------------
20,100.00 703.50 299,327.19 299,327.19
299,327.19 299,327.19
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
---------------- --------- ---------------- ------------ ---------------- --------------
20,100.00 703.50 299,327.19 299,327.19
299,327.19 299,327.19
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
PUR 2/10/11 60 ANADOLU EFES BIRACILIK 1,225.00 15.42 24,523.64 24,523.64
242900 2/14/11 TRY 19.999 1.589 15,431.44 15,431.44
PUR 2/10/11 60 ANADOLU EFES BIRACILIK 4,258.00 107.04 85,223.66 85,223.66
242900 2/14/11 TRY 19.975 1.589 53,626.77 53,626.77
PUR 2/10/11 60 TURK TELEKOMUNIKASYON 3,487.00 30.17 24,016.18 24,016.18
244498 2/14/11 TRY 6.874 1.589 15,112.12 15,112.12
PUR 2/10/11 60 TURK TELEKOMUNIKASYON 1,383.00 5.99 9,524.56 9,524.56
244498 2/14/11 TRY 6.880 1.589 5,993.30 5,993.30
PUR 2/10/11 60 TURK TELEKOMUNIKASYON 8,368.00 72.51 57,728.91 57,728.91
244498 2/14/11 TRY 6.885 1.589 36,325.77 36,325.77
PUR 2/11/11 60 ANADOLU EFES BIRACILIK 1,597.00 20.25 32,174.96 32,174.96
242900 2/15/11 TRY 20.127 1.587 20,275.99 20,275.99
PUR 2/11/11 60 TURK TELEKOMUNIKASYON 3,611.00 15.84 25,168.17 25,168.17
244498 2/15/11 TRY 6.963 1.587 15,860.46 15,860.46
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 31
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/11/11 60 TURK TELEKOMUNIKASYON 8,368.00 73.09 58,106.22 58,106.22
244498 2/15/11 TRY 6.930 1.587 36,617.34 36,617.34
PUR 2/14/11 60 ANADOLU EFES BIRACILIK 14,924.00 387.13 310,791.80 310,791.80
242900 2/16/11 TRY 20.783 1.602 193,953.94 193,953.94
PUR 2/14/11 60 TURK TELEKOMUNIKASYON 9,733.00 88.45 71,011.61 71,011.61
244498 2/16/11 TRY 7.281 1.602 44,315.78 44,315.78
PUR 2/15/11 60 ANADOLU EFES BIRACILIK 8,479.00 223.48 178,415.12 178,415.12
242900 2/17/11 TRY 21.000 1.594 111,960.79 111,960.79
PUR 2/15/11 60 TURK TELEKOMUNIKASYON 2,224.00 20.41 16,293.07 16,293.07
244498 2/17/11 TRY 7.311 1.594 10,224.39 10,224.39
PUR 2/16/11 60 ANADOLU EFES BIRACILIK 4,321.00 115.25 91,355.45 91,355.45
242900 2/18/11 TRY 21.100 1.582 57,739.51 57,739.51
PUR 2/17/11 60 ANADOLU EFES BIRACILIK 554.00 7.42 11,726.59 11,726.59
242900 2/21/11 TRY 21.146 1.578 7,429.65 7,429.65
PUR 2/17/11 60 TURK TELEKOMUNIKASYON 46,344.00 417.53 330,164.85 330,164.85
244498 2/21/11 TRY 7.110 1.578 209,183.55 209,183.55
PUR 2/17/11 60 TURK TELEKOMUNIKASYON 14,655.00 65.88 104,079.74 104,079.74
244498 2/21/11 TRY 7.095 1.578 65,942.12 65,942.12
PUR 2/17/11 60 TURK TELEKOMUNIKASYON 7,149.00 65.71 51,956.84 51,956.84
244498 2/21/11 TRY 7.253 1.578 32,918.45 32,918.45
PUR 2/18/11 60 TURK TELEKOMUNIKASYON 9,770.00 87.99 69,505.73 69,505.73
244498 2/22/11 TRY 7.100 1.577 44,085.84 44,085.84
PUR 2/18/11 60 TURK TELEKOMUNIKASYON 4,396.00 19.67 31,043.47 31,043.47
244498 2/22/11 TRY 7.055 1.577 19,690.14 19,690.14
PUR 2/21/11 60 TURK TELEKOMUNIKASYON 17,097.00 151.51 119,673.38 119,673.38
244498 2/23/11 TRY 6.986 1.577 75,905.99 75,905.99
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: 32
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/22/11 60 ANADOLU EFES BIRACILIK 141.00 1.90 3,020.42 3,020.42
242900 2/24/11 TRY 21.400 1.590 1,899.99 1,899.99
PUR 2/23/11 60 ANADOLU EFES BIRACILIK 587.00 7.81 12,526.70 12,526.70
242900 2/25/11 TRY 21.319 1.602 7,817.95 7,817.95
PUR 2/24/11 60 ANADOLU EFES BIRACILIK 6,763.00 88.51 142,079.73 142,079.73
242900 2/28/11 TRY 20.987 1.604 88,600.48 88,600.48
PUR 2/24/11 60 TURK TELEKOMUNIKASYON 12,546.00 111.37 89,474.75 89,474.75
244498 2/28/11 TRY 7.118 1.604 55,796.18 55,796.18
PUR 2/25/11 60 ANADOLU EFES BIRACILIK 1,142.00 14.99 23,977.63 23,977.63
242900 3/01/11 TRY 20.975 1.597 15,012.29 15,012.29
PUR 2/25/11 60 TURK TELEKOMUNIKASYON 3,821.00 33.89 27,120.18 27,120.18
244498 3/01/11 TRY 7.083 1.597 16,979.83 16,979.83
PUR 2/28/11 60 TURK TELEKOMUNIKASYON 1,027.00 9.11 7,297.23 7,297.23
244498 3/02/11 TRY 7.091 1.600 4,560.20 4,560.20
---------------- --------- ---------------- ------------ ---------------- --------------
197,970.00 2,258.32 2,007,980.59 2,007,980.59
1,263,260.26 1,263,260.26
27 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 2/21/11 60 CHINA CONSTRUCTION 1,203,000.00 507.45 8,241,350.84 8,241,350.84
239291 2/23/11 HKD 6.847 7.784 1,058,796.05 1,058,796.05
---------------- --------- ---------------- ------------ ---------------- --------------
1,203,000.00 507.45 8,241,350.84 8,241,350.84
1,058,796.05 1,058,796.05
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 2/01/11 60 HYUNDAI STEEL CO COMMO 270.00 59.95 37,267,504.00 37,267,504.00
253363 2/08/11 KRW 137779. 1116.90 33,366.91 33,366.91
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 33
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/01/11 60 KOREAN AIR LINES CO LT 824.00 133.35 59,728,835.00 59,728,835.00
255323 2/08/11 KRW 72305.6 1116.90 53,477.33 53,477.33
PUR 2/01/11 60 NCSOFT CORPORATION COM 128.00 55.67 24,931,454.00 24,931,454.00
255325 2/08/11 KRW 194291. 1116.90 22,322.01 22,322.01
PUR 2/01/11 60 SK INNOVATION CO LTD C 549.00 251.00 112,417,886.00 112,417,886.00
255387 2/08/11 KRW 204257. 1116.90 100,651.70 100,651.70
PUR 2/07/11 60 HYUNDAI STEEL CO COMMO 240.00 54.22 33,426,131.00 33,426,131.00
253363 2/09/11 KRW 139025. 1107.60 30,178.88 30,178.88
PUR 2/07/11 60 NCSOFT CORPORATION COM 8.00 3.52 1,563,363.00 1,563,363.00
255325 2/09/11 KRW 194933. 1107.59 1,411.49 1,411.49
PUR 2/07/11 60 SK INNOVATION CO LTD C 333.00 150.61 66,896,878.00 66,896,878.00
255387 2/09/11 KRW 200390. 1107.60 60,398.05 60,398.05
PUR 2/24/11 60 HYUNDAI STEEL CO COMMO 100.00 20.32 12,794,527.00 12,794,527.00
253363 2/28/11 KRW 127715. 1131.25 11,310.08 11,310.08
PUR 2/24/11 60 SK INNOVATION CO LTD C 263.00 103.00 46,725,964.00 46,725,964.00
255387 2/28/11 KRW 177222. 1131.25 41,304.72 41,304.72
PUR 2/25/11 60 HYUNDAI STEEL CO COMMO 220.00 45.76 28,689,229.00 28,689,229.00
253363 3/02/11 KRW 130171. 1126.45 25,468.71 25,468.71
PUR 2/25/11 60 SHINHAN FINANCIAL GROU 4,620.00 89.12 223,207,390.00 223,207,390.00
239492 3/02/11 KRW 48291.5 1126.45 198,151.17 198,151.17
PUR 2/25/11 60 SK INNOVATION CO LTD C 749.00 296.35 133,863,828.00 133,863,828.00
255387 3/02/11 KRW 178277. 1126.45 118,836.90 118,836.90
PUR 2/28/11 60 HYUNDAI STEEL CO COMMO 300.00 61.90 38,880,705.00 38,880,705.00
253363 3/03/11 KRW 129369. 1128.65 34,448.86 34,448.86
PUR 2/28/11 60 SK INNOVATION CO LTD C 469.00 182.71 82,694,164.00 82,694,164.00
255387 3/03/11 KRW 175880. 1128.65 73,268.21 73,268.21
---------------- --------- ---------------- ------------ ---------------- --------------
9,073.00 1,507.48 903,087,858.00 903,087,858.00
804,595.02 804,595.02
14 TRANSACTIONS IN COUNTRY: KOREA (4500)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 34
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/24/11 60 INDOSAT TBK PT IDR 100 52,000.00 88.82 263,521,726.00 263,521,726.00
251027 3/01/11 IDR 5052.57 8869.99 29,709.33 29,709.33
PUR 2/24/11 60 INDOSAT TBK PT IDR 100 9,500.00 16.06 47,653,152.00 47,653,152.00
251027 3/01/11 IDR 5001.12 8869.99 5,372.40 5,372.40
PUR 2/24/11 60 TELEKOMUNIKASI INDONES 212,500.00 532.331,579,590,536.00 1,579,590,536.00
239304 3/01/11 IDR 7411.14 8870.00 178,082.36 178,082.36
PUR 2/25/11 60 INDOSAT TBK PT IDR 100 39,500.00 67.67 200,142,829.00 200,142,829.00
251027 3/02/11 IDR 5051.76 8841.50 22,636.75 22,636.75
PUR 2/25/11 60 TELEKOMUNIKASI INDONES 54,000.00 156.26 404,249,320.00 404,249,320.00
239304 3/02/11 IDR 7460.51 8841.50 45,721.80 45,721.80
PUR 2/28/11 60 INDOSAT TBK PT IDR 100 18,000.00 35.34 91,220,877.00 91,220,877.00
251027 3/03/11 IDR 5050.50 8821.50 10,340.74 10,340.74
---------------- --------- ---------------- ------------ ---------------- --------------
385,500.00 896.482,586,378,440.00 2,586,378,440.00
291,863.38 291,863.38
6 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 2/08/11 60 CLICKS GROUP 39,200.00 956.61 1,528,657.90 1,528,657.90
252033 2/15/11 ZAR 38.822 7.162 213,441.57 213,441.57
PUR 2/08/11 60 PICK N PAY STORES LIMI 15,700.00 423.58 676,877.67 676,877.67
252737 2/15/11 ZAR 42.920 7.162 94,510.25 94,510.25
PUR 2/09/11 60 AVI Ltd(frmly ANGLOVAA 46,500.00 872.31 1,389,657.55 1,389,657.55
251190 2/16/11 ZAR 29.750 7.199 193,034.80 193,034.80
PUR 2/09/11 60 AVI Ltd(frmly ANGLOVAA 33,800.00 625.27 1,004,356.05 1,004,356.05
251190 2/16/11 ZAR 29.582 7.199 139,513.27 139,513.27
PUR 2/09/11 60 CLICKS GROUP 24,000.00 575.51 924,423.10 924,423.10
252033 2/16/11 ZAR 38.345 7.199 128,409.93 128,409.93
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 35
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/09/11 60 CLICKS GROUP 6,900.00 116.93 263,904.30 263,904.30
252033 2/16/11 ZAR 38.125 7.199 36,658.47 36,658.47
PUR 2/09/11 60 PICK N PAY STORES LIMI 11,500.00 322.54 512,129.48 512,129.48
252737 2/16/11 ZAR 44.331 7.199 71,138.97 71,138.97
PUR 2/09/11 60 PICK N PAY STORES LIMI 2,100.00 38.79 93,298.33 93,298.33
252737 2/16/11 ZAR 44.295 7.199 12,959.90 12,959.90
PUR 2/10/11 60 NASPERS LTD ZAR 0.02 19,100.00 4,577.33 7,435,666.49 7,435,666.49
242613 2/17/11 ZAR 387.558 7.277 1,021,761.71 1,021,761.71
PUR 2/10/11 60 PICK N PAY STORES LIMI 2,800.00 76.68 124,501.68 124,501.68
252737 2/17/11 ZAR 44.266 7.277 17,108.22 17,108.22
PUR 2/10/11 60 PICK N PAY STORES LIMI 27,500.00 757.04 1,217,651.14 1,217,651.14
252737 2/17/11 ZAR 44.078 7.277 167,321.83 167,321.83
PUR 2/11/11 60 AVI Ltd(frmly ANGLOVAA 100,000.00 1,825.66 2,963,335.49 2,963,335.49
251190 2/18/11 ZAR 29.500 7.301 405,866.87 405,866.87
PUR 2/11/11 60 AVI Ltd(frmly ANGLOVAA 3,900.00 46.95 114,533.64 114,533.64
251190 2/18/11 ZAR 29.280 7.301 15,686.85 15,686.85
PUR 2/11/11 60 NASPERS LTD ZAR 0.02 3,200.00 778.60 1,268,404.77 1,268,404.77
242613 2/18/11 ZAR 394.600 7.301 173,724.33 173,724.33
PUR 2/11/11 60 NASPERS LTD ZAR 0.02 2,700.00 658.27 1,072,845.18 1,072,845.18
242613 2/18/11 ZAR 395.570 7.301 146,939.93 146,939.93
PUR 2/11/11 60 PICK N PAY STORES LIMI 10,300.00 281.92 453,998.58 453,998.58
252737 2/18/11 ZAR 43.878 7.301 62,180.94 62,180.94
PUR 2/14/11 60 NASPERS LTD ZAR 0.02 9,630.00 1,037.85 3,821,547.73 3,821,547.73
242613 2/21/11 ZAR 396.048 7.331 521,257.57 521,257.57
PUR 2/14/11 60 PICK N PAY STORES LIMI 2,500.00 31.95 112,163.57 112,163.57
252737 2/21/11 ZAR 44.772 7.331 15,299.07 15,299.07
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 36
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/15/11 60 PICK N PAY STORES LIMI 5,000.00 61.44 225,510.70 225,510.70
252737 2/22/11 ZAR 45.012 7.308 30,858.06 30,858.06
PUR 2/15/11 60 PICK N PAY STORES LIMI 3,600.00 44.33 162,729.00 162,729.00
252737 2/22/11 ZAR 45.113 7.308 22,267.24 22,267.24
PUR 2/15/11 60 PICK N PAY STORES LIMI 6,400.00 80.97 289,312.31 289,312.31
252737 2/22/11 ZAR 45.113 7.308 39,588.44 39,588.44
PUR 2/17/11 60 PICK N PAY STORES LIMI 5,000.00 65.61 231,493.54 231,493.54
252737 2/24/11 ZAR 46.204 7.216 32,079.92 32,079.92
PUR 2/18/11 60 PICK N PAY STORES LIMI 6,500.00 86.27 300,920.04 300,920.04
252737 2/25/11 ZAR 46.201 7.134 42,179.34 42,179.34
PUR 2/22/11 60 PICK N PAY STORES LIMI 1,200.00 17.18 55,969.56 55,969.56
252737 3/01/11 ZAR 46.539 7.119 7,861.83 7,861.83
PUR 2/22/11 60 PICK N PAY STORES LIMI 7,900.00 103.42 369,797.37 369,797.37
252737 3/01/11 ZAR 46.717 7.119 51,944.03 51,944.03
PUR 2/23/11 60 PICK N PAY STORES LIMI 3,800.00 50.70 175,679.55 175,679.55
252737 3/02/11 ZAR 46.137 7.114 24,696.47 24,696.47
PUR 2/23/11 60 PICK N PAY STORES LIMI 1,300.00 4.19 59,779.37 59,779.37
252737 3/02/11 ZAR 45.961 7.114 8,403.59 8,403.59
PUR 2/24/11 60 PICK N PAY STORES LIMI 12,800.00 167.80 579,910.42 579,910.42
252737 3/03/11 ZAR 45.213 7.069 82,041.51 82,041.51
PUR 2/24/11 60 PICK N PAY STORES LIMI 1,000.00 3.19 45,287.95 45,287.95
252737 3/03/11 ZAR 45.265 7.068 6,407.01 6,407.01
PUR 2/25/11 60 PICK N PAY STORES LIMI 400.00 1.29 18,186.92 18,186.92
252737 3/04/11 ZAR 45.445 7.013 2,593.48 2,593.48
---------------- --------- ---------------- ------------ ---------------- --------------
416,230.00 14,690.18 27,492,529.38 27,492,529.38
3,787,735.40 3,787,735.40
30 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: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/04/11 60 OGX PETROLEO E GAS PAR 41,800.00 567.98 708,500.25 708,500.25
247978 2/09/11 BRL 16.927 1.675 422,859.00 422,859.00
PUR 2/07/11 60 OGX PETROLEO E GAS PAR 25,500.00 340.29 424,630.26 424,630.26
247978 2/10/11 BRL 16.630 1.676 253,344.23 253,344.23
PUR 2/08/11 60 OGX PETROLEO E GAS PAR 8,100.00 105.36 130,853.06 130,853.06
247978 2/11/11 BRL 16.133 1.668 78,442.02 78,442.02
PUR 2/09/11 60 OGX PETROLEO E GAS PAR 8,100.00 111.62 137,983.35 137,983.35
247978 2/14/11 BRL 17.012 1.660 83,102.48 83,102.48
PUR 2/25/11 60 HYPERMARCAS SA COMMON 3,700.00 126.85 70,408.19 70,408.19
254805 3/02/11 BRL 18.972 1.660 42,423.52 42,423.52
PUR 2/25/11 60 HYPERMARCAS SA COMMON 800.00 27.42 15,213.50 15,213.50
254805 3/02/11 BRL 18.960 1.660 9,166.69 9,166.69
PUR 2/28/11 60 HYPERMARCAS SA COMMON 3,500.00 119.72 66,394.45 66,394.45
254805 3/03/11 BRL 18.913 1.658 40,040.07 40,040.07
---------------- --------- ---------------- ------------ ---------------- --------------
91,500.00 1,399.24 1,553,983.06 1,553,983.06
929,378.01 929,378.01
7 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 2/17/11 60 EMPRESA NAC ELEC CHIL 6,300.00 220.50 320,530.77 320,530.77
255626 2/23/11 USD 50.843 1.000 320,530.77 320,530.77
PUR 2/22/11 60 EMPRESA NAC ELEC CHIL 1,400.00 28.00 70,226.66 70,226.66
255626 2/25/11 USD 50.142 1.000 70,226.66 70,226.66
PUR 2/23/11 60 EMPRESA NAC ELEC CHIL 1,300.00 45.50 64,048.53 64,048.53
255626 2/28/11 USD 49.233 1.000 64,048.53 64,048.53
PUR 2/24/11 60 EMPRESA NAC ELEC CHIL 3,500.00 122.50 172,799.55 172,799.55
255626 3/01/11 USD 49.336 1.000 172,799.55 172,799.55
---------------- --------- ---------------- ------------ ---------------- --------------
12,500.00 416.50 627,605.51 627,605.51
627,605.51 627,605.51
4 TRANSACTIONS IN COUNTRY: CHILE (7000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 38
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/10/11 60 EURASIA DRILLIN GDR RE 12,194.00 426.79 363,914.08 363,914.08
255560 2/15/11 USD 29.809 1.000 363,914.08 363,914.08
PUR 2/11/11 60 EURASIA DRILLIN GDR RE 10,852.00 379.82 328,110.22 328,110.22
255560 2/16/11 USD 30.200 1.000 328,110.22 328,110.22
PUR 2/16/11 60 EURASIA DRILLIN GDR RE 2,722.00 95.27 81,428.63 81,428.63
255612 2/21/11 USD 29.880 1.000 81,428.63 81,428.63
PUR 2/16/11 60 EURASIA DRILLIN GDR RE 9,952.00 348.29 297,804.61 297,804.61
255612 2/21/11 USD 29.889 1.000 297,804.61 297,804.61
PUR 2/17/11 60 EURASIA DRILLIN GDR RE 2,586.00 90.51 77,394.58 77,394.58
255612 2/22/11 USD 29.893 1.000 77,394.58 77,394.58
PUR 2/18/11 60 EURASIA DRILLIN GDR RE 68.00 2.38 2,041.70 2,041.70
255612 2/23/11 USD 29.990 1.000 2,041.70 2,041.70
PUR 2/21/11 60 CHINA ZHENGTONG AUTO S 49,000.00 115.45 356,463.60 356,463.60
254719 2/23/11 HKD 7.256 7.784 45,796.16 45,796.16
PUR 2/22/11 60 CHINA ZHENGTONG AUTO S 15,000.00 34.21 106,993.06 106,993.06
254719 2/24/11 HKD 7.115 7.792 13,731.32 13,731.32
PUR 2/22/11 60 EURASIA DRILLIN GDR RE 606.00 12.12 18,191.85 18,191.85
255612 2/25/11 USD 30.000 1.000 18,191.85 18,191.85
PUR 2/23/11 60 CHINA ZHENGTONG AUTO S 60,000.00 134.45 420,703.55 420,703.55
254719 2/25/11 HKD 6.994 7.795 53,972.68 53,972.68
PUR 2/24/11 60 CHINA ZHENGTONG AUTO S 42,000.00 95.26 294,543.00 294,543.00
254719 2/28/11 HKD 6.995 7.795 37,786.39 37,786.39
PUR 2/25/11 60 CHINA ZHENGTONG AUTO S 11,000.00 24.90 77,885.43 77,885.43
254719 3/01/11 HKD 7.063 7.793 9,993.83 9,993.83
PUR 2/28/11 60 CHINA ZHENGTONG AUTO S 45,000.00 103.73 320,504.45 320,504.45
254719 3/02/11 HKD 7.104 7.789 41,147.55 41,147.55
---------------- --------- ---------------- ------------ ---------------- --------------
260,980.00 1,863.18 2,745,978.76 2,745,978.76
1,371,313.60 1,371,313.60
13 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: 39
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/01/11 60 AMERICA MOVIL ADR 2,700.00 94.50 158,039.10 158,039.10
239497 2/04/11 USD 58.498 1.000 158,039.10 158,039.10
PUR 2/01/11 60 DESARROLLADORA HOMEX A 1,017.00 20.34 31,896.21 31,896.21
253598 2/04/11 USD 31.343 1.000 31,896.21 31,896.21
PUR 2/01/11 60 EMPRESAS ICA S.A.B 22,700.00 147.85 711,644.53 711,644.53
252178 2/04/11 MXN 31.272 12.003 59,287.90 59,287.90
PUR 2/01/11 60 FOMENTO ECONOMICO MEXI 1,800.00 63.00 97,292.88 97,292.88
248889 2/04/11 USD 54.017 1.000 97,292.88 97,292.88
PUR 2/01/11 60 GRUPO MEXICO SA SER B 10,000.00 100.73 484,863.14 484,863.14
254737 2/04/11 MXN 48.365 12.003 40,394.49 40,394.49
PUR 2/02/11 60 AMERICA MOVIL ADR 4,100.00 143.50 240,680.66 240,680.66
239497 2/07/11 USD 58.668 1.000 240,680.66 240,680.66
PUR 2/02/11 60 DESARROLLADORA HOMEX A 476.00 9.52 15,235.67 15,235.67
253598 2/07/11 USD 31.988 1.000 15,235.67 15,235.67
PUR 2/02/11 60 EMPRESAS ICA S.A.B 10,300.00 68.67 330,870.07 330,870.07
252178 2/08/11 MXN 32.043 12.016 27,535.22 27,535.22
PUR 2/02/11 60 FOMENTO ECONOMICO MEXI 1,200.00 42.00 64,860.48 64,860.48
248889 2/07/11 USD 54.015 1.000 64,860.48 64,860.48
PUR 2/02/11 60 GRUPO MEXICO SA SER B 17,400.00 179.12 863,104.38 863,104.38
254737 2/08/11 MXN 49.480 12.016 71,828.10 71,828.10
PUR 2/02/11 60 GRUPO MEXICO SA SER B 4,200.00 43.15 207,901.44 207,901.44
254737 2/08/11 MXN 49.377 12.016 17,301.69 17,301.69
PUR 2/03/11 60 AMERICA MOVIL ADR 400.00 14.00 23,216.04 23,216.04
239497 2/08/11 USD 58.005 1.000 23,216.04 23,216.04
PUR 2/03/11 60 FOMENTO ECONOMICO MEXI 400.00 14.00 21,483.36 21,483.36
248889 2/08/11 USD 53.673 1.000 21,483.36 21,483.36
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 40
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/03/11 60 GRUPO MEXICO SA SER B 2,400.00 24.41 117,923.35 117,923.35
254737 2/09/11 MXN 49.012 12.048 9,787.55 9,787.55
PUR 2/04/11 60 AMERICA MOVIL ADR 1,300.00 45.50 75,259.21 75,259.21
239497 2/09/11 USD 57.857 1.000 75,259.21 75,259.21
PUR 2/04/11 60 FOMENTO ECONOMICO MEXI 1,800.00 63.00 97,035.48 97,035.48
248889 2/09/11 USD 53.874 1.000 97,035.48 97,035.48
PUR 2/07/11 60 AMERICA MOVIL ADR 2,800.00 98.00 159,261.20 159,261.20
239497 2/10/11 USD 56.844 1.000 159,261.20 159,261.20
PUR 2/08/11 60 AMERICA MOVIL ADR 2,800.00 98.00 159,681.76 159,681.76
239497 2/11/11 USD 56.994 1.000 159,681.76 159,681.76
PUR 2/09/11 60 AMERICA MOVIL ADR 9,900.00 346.50 557,114.58 557,114.58
239497 2/14/11 USD 56.239 1.000 557,114.58 557,114.58
PUR 2/09/11 60 FOMENTO ECONOMICO MEXI 3,900.00 136.50 208,541.19 208,541.19
248889 2/14/11 USD 53.437 1.000 208,541.19 208,541.19
PUR 2/10/11 60 AMERICA MOVIL ADR 2,800.00 56.00 156,145.92 156,145.92
239497 2/15/11 USD 55.746 1.000 156,145.92 156,145.92
PUR 2/16/11 60 GRUPO MEXICO SA SER B 5,700.00 55.69 269,873.74 269,873.74
254737 2/21/11 MXN 47.228 12.084 22,333.05 22,333.05
PUR 2/17/11 60 GRUPO MEXICO SA SER B 3,900.00 38.33 185,102.03 185,102.03
254737 2/22/11 MXN 47.344 12.044 15,368.37 15,368.37
PUR 2/18/11 60 GRUPO MEXICO SA SER B 3,100.00 12.14 146,065.40 146,065.40
254737 2/23/11 MXN 47.071 12.024 12,147.87 12,147.87
PUR 2/22/11 60 GRUPO MEXICO SA SER B 11,600.00 109.76 531,637.18 531,637.18
254737 2/25/11 MXN 45.717 12.079 44,012.07 44,012.07
PUR 2/23/11 60 GRUPO MEXICO SA SER B 15,200.00 139.24 680,201.46 680,201.46
254737 2/28/11 MXN 44.639 12.182 55,836.14 55,836.14
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: 41
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/24/11 60 GRUPO MEXICO SA SER B 8,600.00 78.31 382,108.33 382,108.33
254737 3/01/11 MXN 44.320 12.168 31,402.85 31,402.85
PUR 2/25/11 60 GRUPO MEXICO SA SER B 1,400.00 13.10 63,628.80 63,628.80
254737 3/02/11 MXN 45.336 12.112 5,253.17 5,253.17
PUR 2/28/11 60 GRUPO MEXICO SA SER B 11,100.00 105.36 511,201.05 511,201.05
254737 3/03/11 MXN 45.939 12.099 42,249.77 42,249.77
---------------- --------- ---------------- ------------ ---------------- --------------
164,993.00 2,360.22 7,551,868.64 7,551,868.64
2,520,481.98 2,520,481.98
29 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 2/18/11 60 CIA DE MINAS BUENAVENT 10,000.00 350.00 452,130.00 452,130.00
253218 2/24/11 USD 45.178 1.000 452,130.00 452,130.00
PUR 2/22/11 60 CIA DE MINAS BUENAVENT 8,900.00 311.50 407,365.46 407,365.46
253218 2/25/11 USD 45.736 1.000 407,365.46 407,365.46
PUR 2/23/11 60 CIA DE MINAS BUENAVENT 3,300.00 115.50 150,872.04 150,872.04
253218 2/28/11 USD 45.684 1.000 150,872.04 150,872.04
PUR 2/24/11 60 CIA DE MINAS BUENAVENT 1,400.00 49.00 63,922.60 63,922.60
253218 3/01/11 USD 45.624 1.000 63,922.60 63,922.60
PUR 2/25/11 60 CIA DE MINAS BUENAVENT 800.00 28.00 36,355.68 36,355.68
253218 3/02/11 USD 45.410 1.000 36,355.68 36,355.68
---------------- --------- ---------------- ------------ ---------------- --------------
24,400.00 854.00 1,110,645.78 1,110,645.78
1,110,645.78 1,110,645.78
5 TRANSACTIONS IN COUNTRY: PERU (8000)
PUR 2/08/11 60 CEZ AS COMMON STOCK CZ 4,100.00 580.41 3,404,984.40 3,404,984.40
255218 2/11/11 CZK 828.000 17.547 194,051.03 194,051.03
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 42
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/08/11 60 TELEFONICA O2 CZECH RE 3,500.00 238.16 1,397,179.00 1,397,179.00
255222 2/11/11 CZK 398.000 17.547 79,625.63 79,625.63
PUR 2/09/11 60 CEZ AS COMMON STOCK CZ 5,200.00 722.98 4,264,910.86 4,264,910.86
255218 2/14/11 CZK 817.722 17.644 241,716.07 241,716.07
PUR 2/09/11 60 TELEFONICA O2 CZECH RE 3,400.00 228.63 1,348,734.10 1,348,734.10
255222 2/14/11 CZK 395.500 17.644 76,440.22 76,440.22
PUR 2/09/11 60 TELEFONICA O2 CZECH RE 900.00 60.75 358,371.90 358,371.90
255222 2/14/11 CZK 397.000 17.644 20,310.92 20,310.92
---------------- --------- ---------------- ------------ ---------------- --------------
17,100.00 1,830.93 10,774,180.26 10,774,180.26
612,143.87 612,143.87
5 TRANSACTIONS IN COUNTRY: THE CZECH REPUBLIC (9700)
PUR 2/09/11 60 IDGC HOLDING JSC BRD C 442,300.00 165.86 83,097.11 83,097.11
255540 2/16/11 USD .188 1.000 83,097.11 83,097.11
PUR 2/09/11 60 IDGC HOLDING JSC BRD C 685,300.00 257.30 128,908.67 128,908.67
255540 2/16/11 USD .188 1.000 128,908.67 128,908.67
PUR 2/10/11 60 IDGC HOLDING JSC BRD C 891,600.00 332.17 166,419.42 166,419.42
255540 2/17/11 USD .186 1.000 166,419.42 166,419.42
PUR 2/10/11 60 IDGC HOLDING JSC BRD C 478,800.00 178.59 89,474.79 89,474.79
255540 2/17/11 USD .187 1.000 89,474.79 89,474.79
PUR 2/10/11 60 ROSNEFT OJSC REG S GDR 68,952.00 2,413.32 585,754.34 585,754.34
255103 2/15/11 USD 8.460 1.000 585,754.34 585,754.34
PUR 2/10/11 60 ROSNEFT OJSC REG S GDR 128,046.00 1,740.87 1,089,786.15 1,089,786.15
255103 2/15/11 USD 8.497 1.000 1,089,786.15 1,089,786.15
PUR 2/10/11 60 ROSNEFT OJSC REG S GDR 18,115.00 362.30 154,059.94 154,059.94
255103 2/15/11 USD 8.485 1.000 154,059.94 154,059.94
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 TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/11/11 60 IDGC HOLDING JSC BRD C 594,400.00 215.29 107,861.13 107,861.13
255540 2/18/11 USD .181 1.000 107,861.13 107,861.13
PUR 2/11/11 60 IDGC HOLDING JSC BRD C 1,037,000.00 375.64 188,197.08 188,197.08
255540 2/18/11 USD .181 1.000 188,197.08 188,197.08
PUR 2/11/11 60 ROSNEFT OJSC REG S GDR 7,534.00 150.68 63,845.45 63,845.45
255103 2/16/11 USD 8.454 1.000 63,845.45 63,845.45
PUR 2/11/11 60 ROSNEFT OJSC REG S GDR 115,241.00 1,554.97 973,416.90 973,416.90
255103 2/16/11 USD 8.433 1.000 973,416.90 973,416.90
PUR 2/14/11 60 IDGC HOLDING JSC BRD C 5,373,889.00 1,968.99 986,465.45 986,465.45
255540 2/21/11 USD .183 1.000 986,465.45 986,465.45
PUR 2/14/11 60 ROSNEFT OJSC GDR 51,218.00 718.69 449,900.55 449,900.55
240714 2/17/11 USD 8.770 1.000 449,900.55 449,900.55
PUR 2/14/11 60 ROSNEFT OJSC GDR 46,600.00 932.00 407,344.39 407,344.39
240714 2/17/11 USD 8.721 1.000 407,344.39 407,344.39
---------------- --------- ---------------- ------------ ---------------- --------------
9,938,995.00 11,366.67 5,474,531.37 5,474,531.37
5,474,531.37 5,474,531.37
14 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
12,722,241.00 39,950.653,557,046,952.19 3,557,046,952.19
19,852,350.23 19,852,350.23
155 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
12,742,341.00 40,654.153,557,346,279.38 3,557,346,279.38
20,151,677.42 20,151,677.42
156 "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: 44
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/17/11 60 SOUTHERN COPPER CORP C 1,600.00 57.34 69,542.66 51,272.37 18,270.29
253270 2/23/11 USD 43.500 1.000 69,542.66 51,272.37 18,270.29
SALE 2/17/11 60 SOUTHERN COPPER CORP C 5,600.00 200.68 243,593.64 179,453.31 64,140.33
253270 2/23/11 USD 43.535 1.000 243,593.64 179,453.31 64,140.33
SALE 2/18/11 60 SOUTHERN COPPER CORP C 2,700.00 96.73 116,254.64 86,522.13 29,732.51
253270 2/24/11 USD 43.093 1.000 116,254.64 86,522.13 29,732.51
SALE 2/22/11 60 SOUTHERN COPPER CORP C 5,800.00 207.59 238,638.73 185,862.35 52,776.38
253270 2/25/11 USD 41.180 1.000 238,638.73 185,862.35 52,776.38
SALE 2/23/11 60 SOUTHERN COPPER CORP C 8,200.00 293.49 337,733.47 262,770.92 74,962.55
253270 2/28/11 USD 41.223 1.000 337,733.47 262,770.92 74,962.55
SALE 2/24/11 60 SOUTHERN COPPER CORP C 2,100.00 75.19 88,182.98 67,294.99 20,887.99
253270 3/01/11 USD 42.028 1.000 88,182.98 67,294.99 20,887.99
SALE 2/25/11 60 SOUTHERN COPPER CORP C 4,600.00 164.75 195,169.19 147,408.07 47,761.12
253270 3/02/11 USD 42.464 1.000 195,169.19 147,408.07 47,761.12
SALE 2/28/11 60 SOUTHERN COPPER CORP C 2,700.00 96.70 114,293.12 86,522.13 27,770.99
253270 3/03/11 USD 42.367 1.000 114,293.12 86,522.13 27,770.99
---------------- --------- ---------------- ------------ ---------------- --------------
33,300.00 1,192.47 1,403,408.43 1,067,106.27 336,302.16
1,403,408.43 1,067,106.27 336,302.16
8 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
SALE 2/04/11 60 PKO BANK POLSKI SA 106.00 4.68 4,459.78 4,142.55 317.23
241000 2/09/11 PLN 42.200 2.870 1,553.96 1,675.39 -121.43
SALE 2/04/11 60 PKO BANK POLSKI SA 3,128.00 139.21 132,778.20 122,244.19 10,534.01
241000 2/09/11 PLN 42.576 2.870 46,264.99 49,439.63 -3,174.64
SALE 2/04/11 60 PKO BANK POLSKI SA 4,171.00 184.01 175,502.29 163,005.28 12,497.01
241000 2/09/11 PLN 42.203 2.870 61,151.69 65,924.78 -4,773.09
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: 45
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/07/11 60 PKO BANK POLSKI SA 8,352.00 368.67 350,755.87 326,401.36 24,354.51
241000 2/10/11 PLN 42.123 2.863 122,521.96 132,007.61 -9,485.65
SALE 2/08/11 60 PKO BANK POLSKI SA 6,820.00 304.61 287,732.73 266,529.85 21,202.88
241000 2/11/11 PLN 42.317 2.842 101,230.58 107,793.57 -6,562.99
SALE 2/09/11 60 PKO BANK POLSKI SA 7,898.00 352.53 333,098.11 308,658.76 24,439.35
241000 2/14/11 PLN 42.302 2.843 117,158.12 124,831.91 -7,673.79
SALE 2/10/11 60 BANK PEKAO SA COMMON S 1,226.00 215.58 206,572.42 223,959.02 -17,386.60
253748 2/15/11 PLN 169.000 2.883 71,645.68 78,938.83 -7,293.15
SALE 2/10/11 60 BANK PEKAO SA COMMON S 1,839.00 323.37 309,858.63 335,938.53 -26,079.90
253748 2/15/11 PLN 169.000 2.883 107,468.53 118,408.25 -10,939.72
SALE 2/10/11 60 BANK PEKAO SA COMMON S 2,580.00 453.68 434,720.18 471,300.39 -36,580.21
253748 2/15/11 PLN 169.003 2.883 150,774.36 166,119.24 -15,344.88
SALE 2/10/11 60 PKO BANK POLSKI SA 15,516.00 678.92 650,546.15 606,374.94 44,171.21
241000 2/15/11 PLN 42.054 2.883 225,629.46 245,238.28 -19,608.82
SALE 2/11/11 60 BANK PEKAO SA COMMON S 1,954.00 339.02 325,478.73 356,946.11 -31,467.38
253748 2/16/11 PLN 167.072 2.889 112,667.23 125,812.79 -13,145.56
SALE 2/11/11 60 PKO BANK POLSKI SA 16,684.00 730.61 701,433.63 652,021.11 49,412.52
241000 2/16/11 PLN 42.169 2.889 242,807.22 263,699.11 -20,891.89
SALE 2/14/11 60 BANK PEKAO SA COMMON S 1,226.00 212.37 207,183.58 223,959.02 -16,775.44
253748 2/17/11 PLN 169.500 2.936 70,576.23 78,938.83 -8,362.60
SALE 2/14/11 60 PKO BANK POLSKI SA 20,020.00 859.71 838,724.66 782,394.07 56,330.59
241000 2/17/11 PLN 42.020 2.936 285,708.09 316,426.29 -30,718.20
SALE 2/14/11 60 PKO BANK POLSKI SA 5,082.00 218.70 213,361.01 198,607.72 14,753.29
241000 2/17/11 PLN 42.110 2.936 72,680.55 80,323.60 -7,643.05
SALE 2/15/11 60 BANK PEKAO SA COMMON S 662.00 113.59 109,745.67 120,930.56 -11,184.89
253748 2/18/11 PLN 166.278 2.907 37,750.91 42,624.39 -4,873.48
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 46
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/15/11 60 PKO BANK POLSKI SA 6,916.00 299.96 289,801.93 270,281.59 19,520.34
241000 2/18/11 PLN 42.029 2.907 99,687.64 109,310.90 -9,623.26
SALE 2/16/11 60 BANK PEKAO SA COMMON S 611.00 105.28 101,121.72 111,614.16 -10,492.44
253748 2/21/11 PLN 166.000 2.890 34,988.40 39,340.64 -4,352.24
SALE 2/16/11 60 BANK PEKAO SA COMMON S 1,520.00 261.91 251,563.04 277,665.34 -26,102.30
253748 2/21/11 PLN 166.000 2.890 87,041.52 97,868.70 -10,827.18
SALE 2/18/11 60 BANK PEKAO SA COMMON S 2,037.00 346.48 330,572.48 372,108.10 -41,535.62
253748 2/23/11 PLN 162.772 2.871 115,147.95 131,156.94 -16,008.99
SALE 2/21/11 60 BANK PEKAO SA COMMON S 760.00 129.45 123,508.36 138,832.67 -15,324.31
253748 2/24/11 PLN 163.000 2.871 43,021.53 48,934.35 -5,912.82
SALE 2/22/11 60 BANK PEKAO SA COMMON S 491.00 81.95 78,537.85 89,693.21 -11,155.36
253748 2/25/11 PLN 160.436 2.884 27,234.15 31,614.17 -4,380.02
SALE 2/22/11 60 BANK PEKAO SA COMMON S 6,131.00 1,020.43 977,968.22 1,119,977.78 -142,009.56
253748 2/25/11 PLN 159.992 2.884 339,124.84 394,758.56 -55,633.72
SALE 2/22/11 60 BANK PEKAO SA COMMON S 1,594.00 265.32 254,274.88 291,183.26 -36,908.38
253748 2/25/11 PLN 160.000 2.884 88,173.55 102,633.36 -14,459.81
SALE 2/23/11 60 BANK PEKAO SA COMMON S 1,226.00 207.34 199,116.25 223,959.02 -24,842.77
253748 2/28/11 PLN 162.900 2.890 68,904.32 78,938.83 -10,034.51
SALE 2/23/11 60 BANK PEKAO SA COMMON S 5,763.00 970.59 932,113.49 1,052,753.54 -120,640.05
253748 2/28/11 PLN 162.228 2.890 322,558.52 371,064.03 -48,505.51
SALE 2/23/11 60 BANK PEKAO SA COMMON S 1,839.00 309.48 297,207.59 335,938.53 -38,730.94
253748 2/28/11 PLN 162.100 2.890 102,848.89 118,408.25 -15,559.36
SALE 2/24/11 60 BANK PEKAO SA COMMON S 257.00 21.54 41,446.61 46,947.36 -5,500.75
253748 3/01/11 PLN 161.513 2.891 14,336.67 16,547.54 -2,210.87
SALE 2/24/11 60 BANK PEKAO SA COMMON S 736.00 122.58 117,773.62 134,448.48 -16,674.86
253748 3/01/11 PLN 160.500 2.891 40,738.73 47,389.05 -6,650.32
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: 47
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/24/11 60 BANK PEKAO SA COMMON S 2,575.00 429.45 412,597.80 470,387.02 -57,789.22
253748 3/01/11 PLN 160.714 2.891 142,720.49 165,797.31 -23,076.82
SALE 2/25/11 60 BANK PEKAO SA COMMON S 1,962.00 330.80 317,941.88 358,407.51 -40,465.63
253748 3/02/11 PLN 162.538 2.892 109,936.51 126,327.89 -16,391.38
SALE 2/25/11 60 BANK PEKAO SA COMMON S 2,981.00 504.47 484,857.51 544,552.89 -59,695.38
253748 3/02/11 PLN 163.139 2.892 167,651.84 191,938.55 -24,286.71
---------------- --------- ---------------- ------------ ---------------- --------------
134,663.00 10,906.29 10,492,354.87 11,002,163.92 -509,809.05
3,631,705.11 4,070,231.57 -438,526.46
32 TRANSACTIONS IN COUNTRY: POLAND (2300)
SALE 2/10/11 60 TUPRAS TURKIYE PETROL 18,909.00 978.19 775,715.03 621,679.33 154,035.70
251658 2/14/11 TRY 41.106 1.589 488,116.68 415,984.19 72,132.49
SALE 2/11/11 60 TUPRAS TURKIYE PETROL 3,069.00 157.10 124,398.75 100,900.83 23,497.92
251658 2/15/11 TRY 40.615 1.587 78,393.52 67,515.76 10,877.76
SALE 2/16/11 60 TUPRAS TURKIYE PETROL 2,740.00 138.71 109,517.53 90,084.16 19,433.37
251658 2/18/11 TRY 40.050 1.582 69,218.51 60,278.00 8,940.51
SALE 2/17/11 60 TUPRAS TURKIYE PETROL 4,111.00 210.55 165,825.67 135,159.12 30,666.55
251658 2/21/11 TRY 40.418 1.578 105,062.67 90,439.00 14,623.67
SALE 2/18/11 60 TUPRAS TURKIYE PETROL 1,370.00 70.42 55,397.27 45,042.08 10,355.19
251658 2/22/11 TRY 40.517 1.577 35,137.17 30,139.00 4,998.17
SALE 2/21/11 60 TUPRAS TURKIYE PETROL 2,559.00 130.14 102,383.34 84,133.34 18,250.00
251658 2/23/11 TRY 40.089 1.577 64,939.33 56,296.13 8,643.20
SALE 2/22/11 60 TUPRAS TURKIYE PETROL 4,385.00 221.29 175,541.52 144,167.53 31,373.99
251658 2/24/11 TRY 40.112 1.590 110,424.31 96,466.80 13,957.51
SALE 2/23/11 60 TUPRAS TURKIYE PETROL 2,740.00 138.00 110,337.88 90,084.16 20,253.72
251658 2/25/11 TRY 40.350 1.602 68,862.19 60,278.00 8,584.19
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 48
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/23/11 60 TUPRAS TURKIYE PETROL 5,207.00 261.75 209,287.31 171,192.78 38,094.53
251658 2/25/11 TRY 40.274 1.602 130,616.81 114,550.20 16,066.61
SALE 2/24/11 60 TUPRAS TURKIYE PETROL 1,370.00 69.20 55,374.03 45,042.08 10,331.95
251658 2/28/11 TRY 40.500 1.604 34,531.07 30,139.00 4,392.07
SALE 2/24/11 60 TUPRAS TURKIYE PETROL 1,644.00 83.16 66,544.49 54,050.49 12,494.00
251658 2/28/11 TRY 40.558 1.604 41,496.94 36,166.80 5,330.14
SALE 2/28/11 60 TUPRAS TURKIYE PETROL 4,248.00 212.89 169,990.55 139,663.32 30,327.23
251658 3/02/11 TRY 40.097 1.600 106,230.81 93,452.89 12,777.92
SALE 2/28/11 60 TUPRAS TURKIYE PETROL 1,658.00 82.93 66,224.26 54,510.78 11,713.48
251658 3/02/11 TRY 40.022 1.600 41,384.99 36,474.79 4,910.20
---------------- --------- ---------------- ------------ ---------------- --------------
54,010.00 2,754.33 2,186,537.63 1,775,710.00 410,827.63
1,374,415.00 1,188,180.56 186,234.44
13 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 2/14/11 60 TAIWAN SEMICONDUCT ADS 48,160.00 1,697.53 619,542.39 436,076.61 183,465.78
244620 2/17/11 USD 12.900 1.000 619,542.39 436,076.61 183,465.78
SALE 2/15/11 60 FUBON FINANCIAL HOLDIN 133,631.00 5,345.24 1,713,536.95 1,578,770.09 134,766.86
253268 2/18/11 USD 12.863 1.000 1,713,536.95 1,578,770.09 134,766.86
---------------- --------- ---------------- ------------ ---------------- --------------
181,791.00 7,042.77 2,333,079.34 2,014,846.70 318,232.64
2,333,079.34 2,014,846.70 318,232.64
2 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
SALE 2/21/11 60 CHINA LIFE INS 80,000.00 149.21 2,415,849.63 2,310,712.16 105,137.47
241827 2/23/11 HKD 30.213 7.784 310,372.91 296,945.99 13,426.92
SALE 2/21/11 60 CHINA PACIFIC 73,600.00 143.80 2,328,300.91 2,229,748.12 98,552.79
250260 2/23/11 HKD 31.650 7.784 299,125.21 287,254.41 11,870.80
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 49
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/21/11 60 PING AN INSURANCE 31,500.00 158.03 2,558,754.99 1,737,585.33 821,169.66
243411 2/23/11 HKD 81.269 7.784 328,732.48 223,675.50 105,056.98
---------------- --------- ---------------- ------------ ---------------- --------------
185,100.00 451.04 7,302,905.53 6,278,045.61 1,024,859.92
938,230.60 807,875.90 130,354.70
3 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 2/21/11 60 SHANGHAI INDUSTRIAL HL 11,000.00 104.77 321,189.35 317,348.06 3,841.29
239283 2/23/11 HKD 29.273 7.784 41,264.35 40,727.78 536.57
SALE 2/22/11 60 SHANGHAI INDUSTRIAL HL 4,000.00 36.76 114,174.17 115,399.29 -1,225.12
239283 2/24/11 HKD 28.615 7.792 14,652.93 14,810.10 -157.17
SALE 2/23/11 60 SHANGHAI INDUSTRIAL HL 6,000.00 53.72 166,906.02 173,098.94 -6,192.92
239283 2/25/11 HKD 27.887 7.795 21,412.62 22,215.15 -802.53
SALE 2/24/11 60 SHANGHAI INDUSTRIAL HL 20,000.00 175.19 537,825.42 576,996.47 -39,171.05
239283 2/28/11 HKD 26.960 7.795 68,996.65 74,050.52 -5,053.87
SALE 2/25/11 60 SHANGHAI INDUSTRIAL HL 7,000.00 60.01 186,391.09 201,948.76 -15,557.67
239283 3/01/11 HKD 26.694 7.793 23,916.68 25,917.68 -2,001.00
---------------- --------- ---------------- ------------ ---------------- --------------
48,000.00 430.45 1,326,486.05 1,384,791.52 -58,305.47
170,243.23 177,721.23 -7,478.00
5 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 2/01/11 60 HANA FINANCIAL GROUP C 1,270.00 128.29 57,002,142.00 52,263,486.29 4,738,655.71
254446 2/08/11 KRW 44996.4 1116.90 51,036.03 46,240.69 4,795.34
SALE 2/07/11 60 HANA FINANCIAL GROUP C 920.00 98.18 43,259,841.00 37,860,163.29 5,399,677.71
254446 2/09/11 KRW 47139.7 1107.60 39,057.28 33,497.19 5,560.09
SALE 2/17/11 60 HANA FINANCIAL GROUP C 4,260.00 419.63 186,530,823.00 175,309,016.99 11,221,806.01
254446 2/21/11 KRW 43896.6 1117.40 166,932.90 155,106.57 11,826.33
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 50
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/18/11 60 HANA FINANCIAL GROUP C 4,350.00 432.57 191,374,686.00 179,012,728.62 12,361,957.38
254446 2/22/11 KRW 44104.7 1112.15 172,076.33 158,383.47 13,692.86
SALE 2/24/11 60 CHEIL WORLDWIDE INC 200.00 1.09 2,736,540.00 1,982,688.20 753,851.80
239474 2/28/11 KRW 13688.8 1131.25 2,419.04 1,965.61 453.43
SALE 2/25/11 60 CHEIL INDUSTRIES INC 320.00 82.81 37,108,941.00 15,088,899.55 22,020,041.45
239475 3/02/11 KRW 116256. 1126.45 32,943.27 14,392.11 18,551.16
SALE 2/25/11 60 CHEIL WORLDWIDE INC 470.00 2.58 6,465,325.00 4,659,317.26 1,806,007.74
239474 3/02/11 KRW 13762.2 1126.45 5,739.56 4,619.18 1,120.38
SALE 2/25/11 60 HANA FINANCIAL GROUP C 3,140.00 297.71 133,403,672.00 129,218,383.42 4,185,288.58
254446 3/02/11 KRW 42592.0 1126.45 118,428.40 114,327.38 4,101.02
SALE 2/25/11 60 KB FINANCIAL GROUP 1,170.00 143.94 64,499,781.00 58,252,723.92 6,247,057.08
244142 3/02/11 KRW 55266.6 1126.45 57,259.34 49,187.28 8,072.06
SALE 2/25/11 60 LG DISPLAY CO LTD KRW 850.00 68.46 30,679,233.00 32,401,572.87 -1,722,339.87
248301 3/02/11 KRW 36183.9 1126.45 27,235.33 28,010.02 -774.69
SALE 2/25/11 60 OCI COMPANY LTD 85.00 72.61 32,539,674.00 21,978,288.63 10,561,385.37
247824 3/02/11 KRW 383781. 1126.45 28,886.92 18,344.06 10,542.86
SALE 2/28/11 60 CHEIL INDUSTRIES INC 160.00 41.91 18,817,225.00 7,544,449.77 11,272,775.23
239475 3/03/11 KRW 117903. 1128.65 16,672.33 7,196.06 9,476.27
SALE 2/28/11 60 CHEIL WORLDWIDE INC 320.00 1.75 4,393,633.00 3,172,301.11 1,221,331.89
239474 3/03/11 KRW 13736.2 1128.65 3,892.82 3,144.97 747.85
SALE 2/28/11 60 HANA FINANCIAL GROUP C 1,010.00 99.00 44,450,359.00 41,563,874.92 2,886,484.08
254446 3/03/11 KRW 44120.8 1128.65 39,383.65 36,774.09 2,609.56
SALE 2/28/11 60 KB FINANCIAL GROUP 630.00 77.20 34,662,617.00 31,366,851.34 3,295,765.66
244142 3/03/11 KRW 55158.3 1128.65 30,711.57 26,485.46 4,226.11
SALE 2/28/11 60 LG DISPLAY CO LTD KRW 910.00 72.23 32,431,054.00 34,688,742.72 -2,257,688.72
248301 3/03/11 KRW 35728.1 1128.65 28,734.38 29,987.20 -1,252.82
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 51
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/28/11 60 OCI COMPANY LTD 97.00 80.42 36,111,663.00 25,081,105.85 11,030,557.15
247824 3/03/11 KRW 373220. 1128.65 31,995.45 20,933.81 11,061.64
---------------- --------- ---------------- ------------ ---------------- --------------
20,162.00 2,120.38 956,467,209.00 851,444,594.75 105,022,614.25
853,404.60 748,595.15 104,809.45
17 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 2/24/11 60 ASTRA INTERNATIONAL TB 23,000.00 398.671,173,429,455.00 674,735,798.99 498,693,656.01
239308 3/01/11 IDR 51172.4 8870.00 132,291.93 72,918.27 59,373.66
SALE 2/25/11 60 ASTRA INTERNATIONAL TB 37,000.00 738.001,910,463,637.00 1,085,444,546.21 825,019,090.79
239308 3/02/11 IDR 51810.5 8841.50 216,079.13 117,303.30 98,775.83
---------------- --------- ---------------- ------------ ---------------- --------------
60,000.00 1,136.673,083,893,092.00 1,760,180,345.20 1323712746.80
348,371.06 190,221.57 158,149.49
2 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 2/08/11 60 IMPALA PLATINUM HOLDIN 9,700.00 143.72 2,049,442.02 1,695,697.74 353,744.28
245197 2/15/11 ZAR 211.389 7.162 286,156.99 209,311.50 76,845.49
SALE 2/08/11 60 IMPALA PLATINUM HOLDIN 11,500.00 678.29 2,421,642.15 2,010,363.30 411,278.85
245197 2/15/11 ZAR 211.000 7.162 338,126.09 248,152.81 89,973.28
SALE 2/09/11 60 IMPALA PLATINUM HOLDIN 2,400.00 141.66 508,380.18 419,554.08 88,826.10
245197 2/16/11 ZAR 212.250 7.199 70,618.17 51,788.41 18,829.76
SALE 2/09/11 60 IMPALA PLATINUM HOLDIN 7,300.00 108.56 1,555,996.79 1,276,143.66 279,853.13
245197 2/16/11 ZAR 213.257 7.199 216,140.68 157,523.09 58,617.59
SALE 2/10/11 60 IMPALA PLATINUM HOLDIN 4,800.00 278.07 1,008,768.08 839,108.16 169,659.92
245197 2/17/11 ZAR 210.582 7.277 138,618.45 103,576.83 35,041.62
SALE 2/10/11 60 IMPALA PLATINUM HOLDIN 3,600.00 210.35 763,109.19 629,331.12 133,778.07
245197 2/17/11 ZAR 212.400 7.277 104,861.58 77,682.62 27,178.96
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 52
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/11/11 60 IMPALA PLATINUM HOLDIN 2,600.00 39.18 569,515.92 454,516.92 114,999.00
245197 2/18/11 ZAR 219.155 7.301 78,002.52 56,104.11 21,898.41
SALE 2/11/11 60 IMPALA PLATINUM HOLDIN 2,400.00 142.04 517,485.81 419,554.08 97,931.73
245197 2/18/11 ZAR 216.051 7.301 70,876.33 51,788.41 19,087.92
SALE 2/11/11 60 IMPALA PLATINUM HOLDIN 4,800.00 287.19 1,045,263.19 839,108.16 206,155.03
245197 2/18/11 ZAR 218.200 7.301 143,162.22 103,576.83 39,585.39
SALE 2/18/11 60 IMPALA PLATINUM HOLDIN 1,900.00 115.07 409,666.43 332,146.98 77,519.45
245197 2/25/11 ZAR 216.046 7.134 57,422.09 40,999.16 16,422.93
SALE 2/21/11 60 IMPALA PLATINUM HOLDIN 4,700.00 285.80 1,017,455.40 821,626.74 195,828.66
245197 2/28/11 ZAR 216.914 7.134 142,614.61 101,418.98 41,195.63
SALE 2/25/11 60 IMPALA PLATINUM HOLDIN 10,100.00 581.12 2,033,483.67 1,765,623.42 267,860.25
245197 3/04/11 ZAR 201.738 7.013 289,977.78 217,942.90 72,034.88
---------------- --------- ---------------- ------------ ---------------- --------------
65,800.00 3,011.05 13,900,208.83 11,502,774.36 2,397,434.47
1,936,577.51 1,419,865.65 516,711.86
12 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 2/25/11 60 TIM PARTICIPACOES S A 8,900.00 317.92 334,202.82 263,096.34 71,106.48
250548 3/02/11 USD 37.587 1.000 334,202.82 263,096.34 71,106.48
SALE 2/25/11 60 VALE SA SP PREF ADR 12,700.00 261.36 383,278.64 305,125.34 78,153.30
247280 3/02/11 USD 30.200 1.000 383,278.64 305,125.34 78,153.30
SALE 2/28/11 60 TIM PARTICIPACOES S A 3,600.00 128.65 138,096.59 106,420.99 31,675.60
250548 3/03/11 USD 38.396 1.000 138,096.59 106,420.99 31,675.60
---------------- --------- ---------------- ------------ ---------------- --------------
25,200.00 707.93 855,578.05 674,642.67 180,935.38
855,578.05 674,642.67 180,935.38
3 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: 53
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/01/11 60 GENOMMA LAB INTERNACIO 35,700.00 233.23 1,117,005.96 798,451.66 318,554.30
252179 2/04/11 MXN 31.367 12.003 93,059.01 62,762.86 30,296.15
SALE 2/01/11 60 GENOMMA LAB INTERNACIO 3,500.00 22.79 109,139.97 78,279.57 30,860.40
252179 2/04/11 MXN 31.261 12.003 9,092.57 6,153.22 2,939.35
SALE 2/01/11 60 WALMART DE MEXICO-SER 29,500.00 209.70 1,004,314.97 925,766.36 78,548.61
251030 2/04/11 MXN 34.130 12.003 83,670.60 73,702.05 9,968.55
SALE 2/01/11 60 WALMART DE MEXICO-SER 36,900.00 262.55 1,257,426.36 1,157,992.49 99,433.87
251030 2/04/11 MXN 34.162 12.003 104,757.59 92,190.02 12,567.57
SALE 2/01/11 60 WALMART DE MEXICO-SER 29,500.00 209.54 1,003,546.94 925,766.36 77,780.58
251030 2/04/11 MXN 34.104 12.003 83,606.62 73,702.05 9,904.57
SALE 2/02/11 60 GENOMMA LAB INTERNACIO 16,100.00 105.09 503,829.69 360,086.04 143,743.65
252179 2/08/11 MXN 31.372 12.016 41,929.03 28,304.82 13,624.21
SALE 2/02/11 60 WALMART DE MEXICO-SER 118,200.00 860.71 4,126,681.08 3,709,341.81 417,339.27
251030 2/08/11 MXN 35.000 12.016 343,425.04 295,307.87 48,117.17
SALE 2/03/11 60 GENOMMA LAB INTERNACIO 13,600.00 88.56 425,730.93 304,172.06 121,558.87
252179 2/09/11 MXN 31.382 12.048 35,335.35 23,909.66 11,425.69
SALE 2/03/11 60 WALMART DE MEXICO-SER 31,100.00 226.89 1,090,729.90 975,977.41 114,752.49
251030 2/09/11 MXN 35.160 12.048 90,529.78 77,699.45 12,830.33
SALE 2/04/11 60 GENOMMA LAB INTERNACIO 9,000.00 57.77 276,578.82 201,290.33 75,288.49
252179 2/10/11 MXN 30.808 12.000 23,049.00 15,822.57 7,226.43
SALE 2/04/11 60 WALMART DE MEXICO-SER 24,300.00 177.33 849,013.67 762,580.42 86,433.25
251030 2/10/11 MXN 35.026 12.000 70,753.50 60,710.50 10,043.00
SALE 2/08/11 60 GENOMMA LAB INTERNACIO 21,000.00 134.52 643,844.45 469,677.45 174,167.00
252179 2/11/11 MXN 30.736 11.996 53,673.16 36,919.33 16,753.83
SALE 2/08/11 60 WALMART DE MEXICO-SER 24,400.00 180.08 861,897.54 765,718.61 96,178.93
251030 2/11/11 MXN 35.412 11.996 71,850.84 60,960.34 10,890.50
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 54
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/09/11 60 GENOMMA LAB INTERNACIO 14,000.00 88.79 426,431.05 313,118.30 113,312.75
252179 2/14/11 MXN 30.536 12.036 35,428.60 24,612.89 10,815.71
SALE 2/09/11 60 WALMART DE MEXICO-SER 20,400.00 146.89 705,440.82 640,190.97 65,249.85
251030 2/14/11 MXN 34.667 12.036 58,609.20 50,966.84 7,642.36
SALE 2/10/11 60 GENOMMA LAB INTERNACIO 5,200.00 32.31 155,810.22 116,301.08 39,509.14
252179 2/15/11 MXN 30.039 12.086 12,891.63 9,141.93 3,749.70
SALE 2/10/11 60 WALMART DE MEXICO-SER 3,400.00 23.91 115,311.00 106,698.50 8,612.50
251030 2/15/11 MXN 34.000 12.086 9,540.76 8,494.47 1,046.29
SALE 2/10/11 60 WALMART DE MEXICO-SER 8,800.00 61.89 298,476.58 276,160.81 22,315.77
251030 2/15/11 MXN 34.003 12.086 24,695.75 21,985.70 2,710.05
SALE 2/11/11 60 GENOMMA LAB INTERNACIO 31,500.00 194.96 938,046.86 704,516.17 233,530.69
252179 2/16/11 MXN 29.854 12.059 77,790.37 55,379.00 22,411.37
SALE 2/11/11 60 WALMART DE MEXICO-SER 16,500.00 114.91 552,890.56 517,801.52 35,089.04
251030 2/16/11 MXN 33.593 12.059 45,850.12 41,223.18 4,626.94
SALE 2/15/11 60 GENOMMA LAB INTERNACIO 4,600.00 28.56 137,900.03 102,881.73 35,018.30
252179 2/18/11 MXN 30.053 12.103 11,394.20 8,087.09 3,307.11
SALE 2/16/11 60 GENOMMA LAB INTERNACIO 7,700.00 48.01 231,500.88 172,215.06 59,285.82
252179 2/21/11 MXN 30.140 12.084 19,157.56 13,537.09 5,620.47
SALE 2/17/11 60 GENOMMA LAB INTERNACIO 15,400.00 97.07 466,479.60 344,430.13 122,049.47
252179 2/22/11 MXN 30.367 12.044 38,730.16 27,074.18 11,655.98
SALE 2/18/11 60 GENOMMA LAB INTERNACIO 10,500.00 67.29 322,805.16 234,838.72 87,966.44
252179 2/23/11 MXN 30.820 12.024 26,846.85 18,459.67 8,387.18
SALE 2/22/11 60 GENOMMA LAB INTERNACIO 400.00 2.48 11,970.00 8,946.24 3,023.76
252179 2/25/11 MXN 30.000 12.079 990.95 703.23 287.72
SALE 2/23/11 60 GENOMMA LAB INTERNACIO 31,400.00 180.71 878,361.35 702,279.61 176,081.74
252179 2/28/11 MXN 28.043 12.182 72,102.62 55,203.19 16,899.43
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 55
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/24/11 60 GENOMMA LAB INTERNACIO 28,000.00 156.98 762,128.70 626,236.60 135,892.10
252179 3/01/11 MXN 27.287 12.168 62,634.11 49,225.78 13,408.33
---------------- --------- ---------------- ------------ ---------------- --------------
590,600.00 4,013.52 19,273,293.09 16,301,716.01 2,971,577.08
1,601,394.97 1,292,238.98 309,155.99
27 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 2/08/11 60 KOMERCNI BANKA AS CZK 100.00 17.24 431,877.47 290,909.06 140,968.41
240037 2/11/11 CZK 4321.80 17.547 24,612.82 16,214.16 8,398.66
SALE 2/08/11 60 KOMERCNI BANKA AS CZK 100.00 74.37 433,695.00 290,909.06 142,785.94
240037 2/11/11 CZK 4350.00 17.547 24,716.40 16,214.16 8,502.24
SALE 2/09/11 60 KOMERCNI BANKA AS CZK 500.00 362.29 2,124,382.13 1,454,545.29 669,836.84
240037 2/14/11 CZK 4261.54 17.644 120,400.48 81,070.79 39,329.69
SALE 2/09/11 60 KOMERCNI BANKA AS CZK 600.00 434.25 2,546,338.02 1,745,454.35 800,883.67
240037 2/14/11 CZK 4256.66 17.644 144,315.05 97,284.94 47,030.11
SALE 2/09/11 60 KOMERCNI BANKA AS CZK 500.00 363.18 2,129,592.00 1,454,545.29 675,046.71
240037 2/14/11 CZK 4272.00 17.644 120,695.75 81,070.79 39,624.96
---------------- --------- ---------------- ------------ ---------------- --------------
1,800.00 1,251.33 7,665,884.62 5,236,363.05 2,429,521.57
434,740.50 291,854.84 142,885.66
5 TRANSACTIONS IN COUNTRY: THE CZECH REPUBLIC (9700)
SALE 2/04/11 60 WIMM-BILL-DANN FOODS O 400.00 8.25 13,134.47 6,207.93 6,926.54
244811 2/09/11 USD 32.857 1.000 13,134.47 6,207.93 6,926.54
SALE 2/07/11 60 WIMM-BILL-DANN FOODS O 100.00 2.07 3,288.93 1,551.98 1,736.95
244811 2/10/11 USD 32.910 1.000 3,288.93 1,551.98 1,736.95
SALE 2/10/11 60 SBERBANK-CLS 276,300.00 1,846.29 921,299.64 753,676.99 167,622.65
250612 2/17/11 USD 3.341 1.000 921,299.64 753,676.99 167,622.65
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 56
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/10/11 60 WIMM-BILL-DANN FOODS O 1,300.00 26.81 42,244.90 20,175.78 22,069.12
244811 2/15/11 USD 32.517 1.000 42,244.90 20,175.78 22,069.12
SALE 2/10/11 60 WIMM-BILL-DANN FOODS O 7,600.00 270.75 246,729.25 117,950.73 128,778.52
244811 2/15/11 USD 32.500 1.000 246,729.25 117,950.73 128,778.52
SALE 2/11/11 60 SBERBANK-CLS 160,000.00 1,086.43 542,129.57 436,439.81 105,689.76
250612 2/18/11 USD 3.395 1.000 542,129.57 436,439.81 105,689.76
SALE 2/11/11 60 WIMM-BILL-DANN FOODS O 1,400.00 28.87 45,471.13 21,727.77 23,743.36
244811 2/16/11 USD 32.500 1.000 45,471.13 21,727.77 23,743.36
SALE 2/14/11 60 WIMM-BILL-DANN FOODS O 200.00 4.13 6,517.49 3,103.97 3,413.52
244811 2/17/11 USD 32.608 1.000 6,517.49 3,103.97 3,413.52
SALE 2/15/11 60 WIMM-BILL-DANN FOODS O 100.00 2.06 3,238.14 1,551.98 1,686.16
244811 2/18/11 USD 32.402 1.000 3,238.14 1,551.98 1,686.16
SALE 2/16/11 60 WIMM-BILL-DANN FOODS O 600.00 21.37 19,418.63 9,311.90 10,106.73
244811 2/22/11 USD 32.400 1.000 19,418.63 9,311.90 10,106.73
SALE 2/16/11 60 WIMM-BILL-DANN FOODS O 2,100.00 43.31 67,996.90 32,591.65 35,405.25
244811 2/22/11 USD 32.400 1.000 67,996.90 32,591.65 35,405.25
SALE 2/17/11 60 WIMM-BILL-DANN FOODS O 900.00 18.56 29,187.43 13,967.85 15,219.58
244811 2/23/11 USD 32.451 1.000 29,187.43 13,967.85 15,219.58
SALE 2/17/11 60 WIMM-BILL-DANN FOODS O 300.00 10.69 9,724.31 4,655.95 5,068.36
244811 2/23/11 USD 32.450 1.000 9,724.31 4,655.95 5,068.36
SALE 2/18/11 60 WIMM-BILL-DANN FOODS O 400.00 8.25 12,963.83 6,207.93 6,755.90
244811 2/24/11 USD 32.430 1.000 12,963.83 6,207.93 6,755.90
SALE 2/22/11 60 WIMM-BILL-DANN FOODS O 300.00 6.19 9,726.56 4,655.95 5,070.61
244811 2/25/11 USD 32.443 1.000 9,726.56 4,655.95 5,070.61
SALE 2/23/11 60 WIMM-BILL-DANN FOODS O 800.00 16.50 25,908.94 12,415.87 13,493.07
244811 2/28/11 USD 32.407 1.000 25,908.94 12,415.87 13,493.07
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 57
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/24/11 60 WIMM-BILL-DANN FOODS O 500.00 10.31 16,191.84 7,759.92 8,431.92
244811 3/01/11 USD 32.404 1.000 16,191.84 7,759.92 8,431.92
SALE 2/25/11 60 O KEY GROUP S.A. GDR 1 5,345.00 98.78 61,635.97 70,060.22 -8,424.25
255017 3/02/11 USD 11.550 1.000 61,635.97 70,060.22 -8,424.25
SALE 2/25/11 60 WIMM-BILL-DANN FOODS O 34,084.00 1,214.14 1,103,107.46 528,977.96 574,129.50
244811 3/02/11 USD 32.400 1.000 1,103,107.46 528,977.96 574,129.50
SALE 2/28/11 60 O KEY GROUP S.A. GDR 1 10,022.00 185.21 115,568.89 110,356.68 5,212.21
254169 3/03/11 USD 11.550 1.000 115,568.89 110,356.68 5,212.21
---------------- --------- ---------------- ------------ ---------------- --------------
502,751.00 4,908.97 3,295,484.28 2,163,348.82 1,132,135.46
3,295,484.28 2,163,348.82 1,132,135.46
20 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
SALE 2/04/11 60 DR REDDYS LABS ADR 4,600.00 164.08 160,094.40 115,676.18 44,418.22
248690 2/09/11 USD 34.839 1.000 160,094.40 115,676.18 44,418.22
SALE 2/04/11 60 HDFC BANK LTD ADR REPS 1,300.00 49.03 183,820.63 146,747.76 37,072.87
239502 2/09/11 USD 141.438 1.000 183,820.63 146,747.76 37,072.87
SALE 2/04/11 60 INFOSYS TECHNOLOGIES L 2,800.00 101.63 188,725.89 154,842.84 33,883.05
239503 2/09/11 USD 67.438 1.000 188,725.89 154,842.84 33,883.05
SALE 2/08/11 60 TATA PWR CO LTD GDR RE 10,085.00 269,471.20 278,027.07 -8,555.87
250593 2/11/11 USD 26.720 1.000 269,471.20 278,027.07 -8,555.87
---------------- --------- ---------------- ------------ ---------------- --------------
18,785.00 314.74 802,112.12 695,293.85 106,818.27
802,112.12 695,293.85 106,818.27
4 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
1,921,962.00 40,241.944,111,197,633.84 2,671,721,742.73 1439475891.11
19,978,744.80 16,802,023.76 3,176,721.04
153 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
1,921,962.00 40,241.944,111,197,633.84 2,671,721,742.73 1439475891.11
19,978,744.80 16,802,023.76 3,176,721.04
153 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
---------------- --------- ---------------- ------------ ---------------- --------------
14,664,303.00 80,896.097,668,543,913.22 6,229,068,022.11 1439475891.11
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: 58
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
40,130,422.22 36,953,701.18 3,176,721.04
309 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: 59
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 2/01/11 60 ORIFLAME COSMETICS SA- 948.00 32.22 294,003.94 294,003.94
239833 2/04/11 SEK 309.914 6.384 46,054.69 46,054.69
PUR 2/02/11 60 ORIFLAME COSMETICS SA- 3,741.00 126.86 1,167,182.45 1,167,182.45
239833 2/07/11 SEK 311.779 6.436 181,347.93 181,347.93
PUR 2/03/11 60 ORIFLAME COSMETICS SA- 1,583.00 53.21 493,613.00 493,613.00
239833 2/08/11 SEK 311.603 6.489 76,066.85 76,066.85
PUR 2/04/11 60 ORIFLAME COSMETICS SA- 236.00 7.90 73,388.74 73,388.74
239833 2/09/11 SEK 310.752 6.500 11,289.88 11,289.88
PUR 2/07/11 60 ORIFLAME COSMETICS SA- 200.00 16.36 66,422.50 66,422.50
239833 2/10/11 SEK 331.582 6.485 10,242.64 10,242.64
PUR 2/08/11 60 ORIFLAME COSMETICS SA- 698.00 57.02 228,764.84 228,764.84
239833 2/11/11 SEK 327.220 6.409 35,692.08 35,692.08
PUR 2/09/11 60 ORIFLAME COSMETICS SA- 200.00 16.41 66,074.17 66,074.17
239833 2/14/11 SEK 329.843 6.432 10,272.01 10,272.01
PUR 2/10/11 60 ORIFLAME COSMETICS SA- 469.00 37.32 151,278.97 151,278.97
239833 2/15/11 SEK 322.041 6.476 23,360.84 23,360.84
PUR 2/11/11 60 ORIFLAME COSMETICS SA- 129.00 10.18 41,301.74 41,301.74
239833 2/16/11 SEK 319.657 6.479 6,374.46 6,374.46
---------------- --------- ---------------- ------------ ---------------- --------------
8,204.00 357.48 2,582,030.35 2,582,030.35
400,701.38 400,701.38
9 TRANSACTIONS IN COUNTRY: LUXEMBOURG (2700)
PUR 2/02/11 60 AKBANK TAS TRY 1.0 38,100.00 482.63 305,336.65 305,336.65
244496 2/04/11 TRY 7.994 1.578 193,532.77 193,532.77
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 60
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/02/11 60 KOC HOLDING AS 43,752.00 487.03 308,121.80 308,121.80
247977 2/04/11 TRY 7.025 1.578 195,298.09 195,298.09
PUR 2/02/11 60 KOC HOLDING AS 44,072.00 489.06 309,407.81 309,407.81
247977 2/04/11 TRY 7.003 1.578 196,113.21 196,113.21
PUR 2/03/11 60 AKBANK TAS TRY 1.0 22,575.00 281.01 180,010.45 180,010.45
244496 2/07/11 TRY 7.954 1.597 112,686.12 112,686.12
---------------- --------- ---------------- ------------ ---------------- --------------
148,499.00 1,739.73 1,102,876.71 1,102,876.71
697,630.19 697,630.19
4 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 2/01/11 60 SEMEN GRESIK PERSERO T 63,300.00 191.01 509,453,407.40 509,453,407.40
251402 2/07/11 IDR 8020.96 9037.50 56,371.05 56,371.05
PUR 2/01/11 60 SEMEN GRESIK PERSERO T 6,800.00 20.02 53,398,896.00 53,398,896.00
251402 2/07/11 IDR 7826.17 9037.50 5,908.59 5,908.59
PUR 2/01/11 60 UNITED TRACTORS TBK PT 16,000.00 129.24 344,695,736.73 344,695,736.73
242799 2/07/11 IDR 21470.4 9037.49 38,140.61 38,140.61
PUR 2/02/11 60 SEMEN GRESIK PERSERO T 17,600.00 54.44 144,931,581.96 144,931,581.96
251402 2/08/11 IDR 8206.84 9021.00 16,066.02 16,066.02
PUR 2/02/11 60 UNITED TRACTORS TBK PT 7,000.00 57.30 152,541,994.27 152,541,994.27
242799 2/08/11 IDR 21717.8 9021.00 16,909.65 16,909.65
PUR 2/04/11 60 SEMEN GRESIK PERSERO T 28,100.00 90.56 231,519,849.74 231,519,849.74
251402 2/09/11 IDR 8210.15 8992.50 25,745.88 25,745.88
PUR 2/04/11 60 UNITED TRACTORS TBK PT 15,000.00 132.71 339,271,152.92 339,271,152.92
242799 2/09/11 IDR 22538.5 8992.50 37,728.23 37,728.23
PUR 2/07/11 60 SEMEN GRESIK PERSERO T 21,300.00 69.66 177,311,303.21 177,311,303.21
251402 2/10/11 IDR 8295.19 8953.00 19,804.68 19,804.68
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: 61
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/07/11 60 UNITED TRACTORS TBK PT 17,000.00 154.45 393,114,832.32 393,114,832.32
242799 2/10/11 IDR 23043.0 8952.99 43,908.73 43,908.73
PUR 2/08/11 60 SEMEN GRESIK PERSERO T 26,300.00 83.71 220,509,174.00 220,509,174.00
251402 2/11/11 IDR 8355.97 8925.00 24,706.91 24,706.91
PUR 2/08/11 60 SEMEN GRESIK PERSERO T 47,200.00 155.75 395,188,392.74 395,188,392.74
251402 2/11/11 IDR 8343.18 8925.00 44,278.81 44,278.81
PUR 2/08/11 60 UNITED TRACTORS TBK PT 25,500.00 229.96 583,475,823.40 583,475,823.40
242799 2/11/11 IDR 22800.9 8925.00 65,375.44 65,375.44
PUR 2/09/11 60 SEMEN GRESIK PERSERO T 30,800.00 94.91 250,168,920.00 250,168,920.00
251402 2/14/11 IDR 8094.84 8929.99 28,014.44 28,014.44
PUR 2/09/11 60 SEMEN GRESIK PERSERO T 48,600.00 155.25 394,131,173.33 394,131,173.33
251402 2/14/11 IDR 8081.16 8930.00 44,135.63 44,135.63
PUR 2/09/11 60 SEMEN GRESIK PERSERO T 14,400.00 44.41 117,080,316.00 117,080,316.00
251402 2/14/11 IDR 8103.03 8929.99 13,110.90 13,110.90
PUR 2/09/11 60 UNITED TRACTORS TBK PT 9,500.00 45.53 214,426,174.25 214,426,174.25
242799 2/14/11 IDR 22528.3 8930.00 24,011.89 24,011.89
PUR 2/09/11 60 UNITED TRACTORS TBK PT 13,000.00 114.28 290,130,961.82 290,130,961.82
242799 2/14/11 IDR 22239.2 8930.00 32,489.47 32,489.47
PUR 2/10/11 60 SEMEN GRESIK PERSERO T 12,400.00 38.36 100,185,165.00 100,185,165.00
251402 2/16/11 IDR 8051.83 8927.49 11,222.09 11,222.09
PUR 2/10/11 60 SEMEN GRESIK PERSERO T 1,800.00 5.51 14,523,920.00 14,523,920.00
251402 2/16/11 IDR 8041.51 8927.52 1,626.87 1,626.87
PUR 2/10/11 60 SEMEN GRESIK PERSERO T 29,700.00 90.92 239,586,178.00 239,586,178.00
251402 2/16/11 IDR 8039.54 8927.50 26,836.87 26,836.87
PUR 2/10/11 60 SEMEN GRESIK PERSERO T 18,700.00 59.20 150,256,162.27 150,256,162.27
251402 2/16/11 IDR 8006.82 8927.50 16,830.71 16,830.71
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: 62
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/10/11 60 UNITED TRACTORS TBK PT 13,500.00 116.41 295,444,008.80 295,444,008.80
242799 2/16/11 IDR 21807.7 8927.50 33,093.70 33,093.70
PUR 2/11/11 60 UNITED TRACTORS TBK PT 12,000.00 105.07 266,845,964.00 266,845,964.00
242799 2/17/11 IDR 22158.9 8933.99 29,868.59 29,868.59
PUR 2/14/11 60 SEMEN GRESIK PERSERO T 2,600.00 4.67 21,949,905.50 21,949,905.50
251402 2/18/11 IDR 8426.26 8914.50 2,462.27 2,462.27
PUR 2/14/11 60 SEMEN GRESIK PERSERO T 12,300.00 41.05 104,041,396.27 104,041,396.27
251402 2/18/11 IDR 8428.89 8914.50 11,671.03 11,671.03
PUR 2/14/11 60 UNITED TRACTORS TBK PT 6,000.00 54.72 138,663,581.65 138,663,581.65
242799 2/18/11 IDR 23029.3 8914.49 15,554.84 15,554.84
PUR 2/16/11 60 SEMEN GRESIK PERSERO T 6,700.00 21.71 56,481,131.00 56,481,131.00
251402 2/21/11 IDR 8401.20 8894.49 6,350.12 6,350.12
PUR 2/16/11 60 SEMEN GRESIK PERSERO T 11,400.00 37.83 95,656,901.64 95,656,901.64
251402 2/21/11 IDR 8361.44 8894.50 10,754.61 10,754.61
PUR 2/16/11 60 SEMEN GRESIK PERSERO T 8,000.00 25.69 67,463,345.00 67,463,345.00
251402 2/21/11 IDR 8404.35 8894.49 7,584.84 7,584.84
PUR 2/17/11 60 SEMEN GRESIK PERSERO T 29,000.00 99.30 250,898,309.71 250,898,309.71
251402 2/22/11 IDR 8621.23 8887.50 28,230.47 28,230.47
PUR 2/18/11 60 SEMEN GRESIK PERSERO T 22,000.00 76.92 194,027,150.39 194,027,150.39
251402 2/23/11 IDR 8788.39 8872.50 21,868.37 21,868.37
PUR 2/21/11 60 BANK MANDIRI 665,052.00 3,325,260,000.00 3,325,260,000.00
240057 2/21/11 IDR LFY11- 5000.00 8857.50 375,417.44 375,417.44
PUR 2/21/11 60 SEMEN GRESIK PERSERO T 6,300.00 21.57 54,410,769.40 54,410,769.40
251402 2/24/11 IDR 8606.25 8872.49 6,132.52 6,132.52
PUR 2/22/11 60 SEMEN GRESIK PERSERO T 6,300.00 21.45 54,171,314.59 54,171,314.59
251402 2/25/11 IDR 8568.37 8882.49 6,098.66 6,098.66
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 63
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/22/11 60 SEMEN GRESIK PERSERO T 3,500.00 11.62 30,203,243.00 30,203,243.00
251402 2/25/11 IDR 8600.00 8882.49 3,400.31 3,400.31
PUR 2/23/11 60 SEMEN GRESIK PERSERO T 9,500.00 32.29 83,640,044.00 83,640,044.00
251402 2/28/11 IDR 8774.12 8854.49 9,446.05 9,446.05
PUR 2/23/11 60 SEMEN GRESIK PERSERO T 15,600.00 54.55 137,302,061.59 137,302,061.59
251402 2/28/11 IDR 8770.45 8854.50 15,506.47 15,506.47
PUR 2/24/11 60 SEMEN GRESIK PERSERO T 32,700.00 111.94 282,276,798.42 282,276,798.42
251402 3/01/11 IDR 8601.95 8869.99 31,823.77 31,823.77
PUR 2/25/11 60 SEMEN GRESIK PERSERO T 34,200.00 115.74 290,920,509.12 290,920,509.12
251402 3/02/11 IDR 8476.52 8841.49 32,903.98 32,903.98
PUR 2/28/11 60 SEMEN GRESIK PERSERO T 48,200.00 160.77 403,178,159.13 403,178,159.13
251402 3/03/11 IDR 8335.26 8821.49 45,704.04 45,704.04
---------------- --------- ---------------- ------------ ---------------- --------------
1,414,852.00 3,130.48 11468735708.57 11468735708.57
1,287,095.55 1,287,095.55
40 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 2/01/11 60 BIDVEST GROUP LTD COMM 2,632.00 113.33 406,464.58 406,464.58
254406 2/08/11 ZAR 154.124 7.141 56,920.64 56,920.64
PUR 2/01/11 60 BIDVEST GROUP LTD COMM 110.00 1.65 16,883.88 16,883.88
254406 2/08/11 ZAR 153.382 7.141 2,364.39 2,364.39
PUR 2/02/11 60 BIDVEST GROUP LTD COMM 69.00 2.99 10,743.13 10,743.13
254406 2/09/11 ZAR 155.388 7.159 1,500.64 1,500.64
PUR 2/02/11 60 SHOPRITE HOLDINGS LTD 23,518.00 1,350.08 2,157,514.45 2,157,514.45
248759 2/09/11 ZAR 91.328 7.159 301,368.82 301,368.82
PUR 2/03/11 60 BIDVEST GROUP LTD COMM 9,682.00 146.88 1,530,068.79 1,530,068.79
254406 2/10/11 ZAR 157.922 7.290 209,896.06 209,896.06
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 64
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/03/11 60 SHOPRITE HOLDINGS LTD 7,042.00 179.49 657,145.70 657,145.70
248759 2/10/11 ZAR 93.132 7.290 90,147.77 90,147.77
PUR 2/03/11 60 SHOPRITE HOLDINGS LTD 6,716.00 385.66 627,546.97 627,546.97
248759 2/10/11 ZAR 93.022 7.290 86,087.39 86,087.39
PUR 2/04/11 60 SHOPRITE HOLDINGS LTD 1,061.00 27.59 100,577.13 100,577.13
248759 2/11/11 ZAR 94.606 7.258 13,857.03 13,857.03
PUR 2/04/11 60 SHOPRITE HOLDINGS LTD 4,117.00 241.46 391,204.63 391,204.63
248759 2/11/11 ZAR 94.596 7.258 53,898.30 53,898.30
PUR 2/07/11 60 BIDVEST GROUP LTD COMM 5,517.00 83.13 860,961.49 860,961.49
254406 2/14/11 ZAR 155.947 7.248 118,790.17 118,790.17
PUR 2/07/11 60 SHOPRITE HOLDINGS LTD 3,461.00 200.02 323,608.21 323,608.21
248759 2/14/11 ZAR 93.082 7.248 44,649.47 44,649.47
PUR 2/08/11 60 BIDVEST GROUP LTD COMM 1,860.00 28.10 287,596.02 287,596.02
254406 2/15/11 ZAR 154.513 7.162 40,156.11 40,156.11
PUR 2/08/11 60 SHOPRITE HOLDINGS LTD 4,671.00 273.75 437,642.88 437,642.88
248759 2/15/11 ZAR 93.274 7.162 61,106.67 61,106.67
PUR 2/09/11 60 BIDVEST GROUP LTD COMM 1,321.00 19.90 204,743.38 204,743.38
254406 2/16/11 ZAR 154.883 7.199 28,440.53 28,440.53
PUR 2/09/11 60 BIDVEST GROUP LTD COMM 1,512.00 65.15 235,551.31 235,551.31
254406 2/16/11 ZAR 155.478 7.199 32,720.00 32,720.00
PUR 2/09/11 60 SHOPRITE HOLDINGS LTD 1,270.00 11.38 117,385.89 117,385.89
248759 2/16/11 ZAR 92.365 7.199 16,305.86 16,305.86
PUR 2/09/11 60 SHOPRITE HOLDINGS LTD 2,839.00 163.45 262,659.31 262,659.31
248759 2/16/11 ZAR 92.104 7.199 36,485.53 36,485.53
PUR 2/10/11 60 BIDVEST GROUP LTD COMM 8,148.00 341.78 1,249,201.84 1,249,201.84
254406 2/17/11 ZAR 153.009 7.277 171,657.32 171,657.32
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: 65
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/10/11 60 SHOPRITE HOLDINGS LTD 2,958.00 166.59 270,623.39 270,623.39
248759 2/17/11 ZAR 91.079 7.277 37,187.33 37,187.33
PUR 2/11/11 60 BIDVEST GROUP LTD COMM 1,947.00 81.98 300,632.82 300,632.82
254406 2/18/11 ZAR 154.101 7.301 41,175.53 41,175.53
PUR 2/11/11 60 SHOPRITE HOLDINGS LTD 1,068.00 60.09 97,929.05 97,929.05
248759 2/18/11 ZAR 91.283 7.301 13,412.64 13,412.64
PUR 2/14/11 60 SHOPRITE HOLDINGS LTD 1,061.00 61.00 99,832.04 99,832.04
248759 2/21/11 ZAR 93.671 7.331 13,617.05 13,617.05
PUR 2/15/11 60 SHOPRITE HOLDINGS LTD 912.00 52.42 85,514.90 85,514.90
248759 2/22/11 ZAR 93.346 7.308 11,701.55 11,701.55
PUR 2/16/11 60 BIDVEST GROUP LTD COMM 1,219.00 18.56 191,831.57 191,831.57
254406 2/23/11 ZAR 157.258 7.232 26,525.38 26,525.38
PUR 2/16/11 60 SHOPRITE HOLDINGS LTD 2,446.00 142.73 230,421.28 230,421.28
248759 2/23/11 ZAR 93.781 7.232 31,861.35 31,861.35
PUR 2/18/11 60 BIDVEST GROUP LTD COMM 1,831.00 28.29 288,451.39 288,451.39
254406 2/25/11 ZAR 157.427 7.134 40,431.63 40,431.63
PUR 2/22/11 60 BIDVEST GROUP LTD COMM 5,608.00 86.26 877,599.20 877,599.20
254406 3/01/11 ZAR 156.381 7.119 123,273.03 123,273.03
PUR 2/23/11 60 BIDVEST GROUP LTD COMM 3,662.00 56.15 570,759.59 570,759.59
254406 3/02/11 ZAR 155.751 7.114 80,235.55 80,235.55
PUR 2/23/11 60 SHOPRITE HOLDINGS LTD 413.00 24.56 38,996.78 38,996.78
248759 3/02/11 ZAR 94.000 7.114 5,482.04 5,482.04
PUR 2/24/11 60 BIDVEST GROUP LTD COMM 1,855.00 28.26 285,481.93 285,481.93
254406 3/03/11 ZAR 153.791 7.068 40,387.91 40,387.91
PUR 2/24/11 60 SHOPRITE HOLDINGS LTD 2,480.00 148.09 233,662.81 233,662.81
248759 3/03/11 ZAR 93.797 7.068 33,056.92 33,056.92
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: 66
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/25/11 60 SHOPRITE HOLDINGS LTD 1,695.00 101.91 159,520.00 159,520.00
248759 3/04/11 ZAR 93.690 7.013 22,747.79 22,747.79
---------------- --------- ---------------- ------------ ---------------- --------------
114,701.00 4,692.68 13,608,756.34 13,608,756.34
1,887,448.40 1,887,448.40
32 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 2/15/11 60 BANPU PUBLIC CO LTD-FO 6,200.00 370.87 4,566,257.98 4,566,257.98
242472 2/21/11 THB 734.657 30.700 148,738.04 148,738.04
PUR 2/15/11 60 BANPU PUBLIC CO LTD-FO 2,300.00 137.50 1,692,839.40 1,692,839.40
242472 2/21/11 THB 734.182 30.700 55,141.35 55,141.35
PUR 2/16/11 60 BANPU PUBLIC CO LTD-FO 600.00 36.60 450,218.97 450,218.97
242472 2/22/11 THB 748.494 30.675 14,677.07 14,677.07
PUR 2/16/11 60 BANPU PUBLIC CO LTD-FO 3,000.00 184.04 2,264,125.75 2,264,125.75
242472 2/22/11 THB 752.827 30.675 73,810.13 73,810.13
PUR 2/17/11 60 BANPU PUBLIC CO LTD-FO 2,000.00 123.58 1,517,802.37 1,517,802.37
242472 2/23/11 THB 757.009 30.625 49,560.89 49,560.89
PUR 2/17/11 60 BANPU PUBLIC CO LTD-FO 500.00 30.77 377,928.55 377,928.55
242472 2/23/11 THB 753.972 30.625 12,340.52 12,340.52
PUR 2/24/11 60 BANPU PUBLIC CO LTD-FO 9,400.00 573.65 7,045,821.85 7,045,821.85
242472 3/01/11 THB 747.687 30.625 230,067.65 230,067.65
PUR 2/25/11 60 BANPU PUBLIC CO LTD-FO 1,700.00 109.20 1,270,506.94 1,270,506.94
242472 3/02/11 THB 745.389 30.635 41,472.40 41,472.40
PUR 2/25/11 60 BANPU PUBLIC CO LTD-FO 1,200.00 77.06 896,628.35 896,628.35
242472 3/02/11 THB 745.223 30.635 29,268.10 29,268.10
PUR 2/25/11 60 BANPU PUBLIC CO LTD-FO 1,000.00 60.85 747,646.48 747,646.48
242472 3/02/11 THB 745.782 30.635 24,404.98 24,404.98
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 67
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/28/11 60 BANPU PUBLIC CO LTD-FO 8,800.00 529.71 6,495,509.00 6,495,509.00
242472 3/03/11 THB 736.286 30.575 212,445.10 212,445.10
---------------- --------- ---------------- ------------ ---------------- --------------
36,700.00 2,233.83 27,325,285.64 27,325,285.64
891,926.23 891,926.23
11 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 2/01/11 60 REDECARD SA 17,300.00 522.08 347,818.88 347,818.88
240065 2/04/11 BRL 20.055 1.661 209,352.88 209,352.88
PUR 2/02/11 60 CIELO SA (FMLY COMP BR 3,600.00 34.38 42,613.92 42,613.92
247595 2/07/11 BRL 11.821 1.665 25,598.56 25,598.56
PUR 2/02/11 60 COMPANHIA DE BEBIDAS P 11,200.00 448.00 304,642.24 304,642.24
254974 2/07/11 USD 27.160 1.000 304,642.24 304,642.24
PUR 2/02/11 60 REDECARD SA 25,000.00 730.35 487,543.32 487,543.32
240065 2/07/11 BRL 19.453 1.665 292,871.58 292,871.58
PUR 2/03/11 60 CIELO SA (FMLY COMP BR 1,400.00 12.83 15,955.11 15,955.11
247595 2/08/11 BRL 11.381 1.670 9,552.24 9,552.24
PUR 2/03/11 60 COMPANHIA DE BEBIDAS P 6,500.00 260.00 174,252.65 174,252.65
254974 2/08/11 USD 26.768 1.000 174,252.65 174,252.65
PUR 2/03/11 60 REDECARD SA 28,500.00 802.13 537,253.79 537,253.79
240065 2/08/11 BRL 18.804 1.670 321,651.07 321,651.07
PUR 2/04/11 60 CIELO SA (FMLY COMP BR 1,300.00 11.63 14,507.08 14,507.08
247595 2/09/11 BRL 11.144 1.675 8,658.36 8,658.36
PUR 2/04/11 60 COMPANHIA DE BEBIDAS P 3,300.00 99.00 87,291.93 87,291.93
254974 2/09/11 USD 26.422 1.000 87,291.93 87,291.93
PUR 2/04/11 60 COMPANHIA DE BEBIDAS P 1,400.00 56.00 37,052.40 37,052.40
254974 2/09/11 USD 26.426 1.000 37,052.40 37,052.40
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: 68
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/04/11 60 REDECARD SA 100.00 1.46 1,814.73 1,814.73
240065 2/09/11 BRL 18.123 1.675 1,083.10 1,083.10
PUR 2/07/11 60 CIELO SA (FMLY COMP BR 2,100.00 42.18 24,921.26 24,921.26
247595 2/10/11 BRL 11.834 1.676 14,868.60 14,868.60
PUR 2/07/11 60 COMPANHIA DE BEBIDAS P 4,100.00 164.00 108,937.00 108,937.00
254974 2/10/11 USD 26.530 1.000 108,937.00 108,937.00
PUR 2/08/11 60 COMPANHIA DE BEBIDAS P 1,400.00 56.00 37,601.76 37,601.76
254974 2/11/11 USD 26.818 1.000 37,601.76 37,601.76
PUR 2/09/11 60 COMPANHIA DE BEBIDAS P 7,700.00 77.00 203,460.18 203,460.18
254974 2/14/11 USD 26.413 1.000 203,460.18 203,460.18
PUR 2/09/11 60 COMPANHIA DE BEBIDAS P 3,200.00 64.00 83,598.40 83,598.40
254974 2/14/11 USD 26.105 1.000 83,598.40 83,598.40
PUR 2/09/11 60 REDECARD SA 6,500.00 182.28 121,611.51 121,611.51
240065 2/14/11 BRL 18.663 1.660 73,242.30 73,242.30
PUR 2/09/11 60 REDECARD SA 1,100.00 16.65 20,574.87 20,574.87
240065 2/14/11 BRL 18.679 1.660 12,391.51 12,391.51
PUR 2/10/11 60 COMPANHIA DE BEBIDAS P 3,400.00 34.00 87,440.86 87,440.86
254974 2/15/11 USD 25.708 1.000 87,440.86 87,440.86
PUR 2/10/11 60 REDECARD SA 400.00 5.99 7,449.29 7,449.29
240065 2/15/11 BRL 18.598 1.670 4,461.32 4,461.32
PUR 2/14/11 60 COMPANHIA DE BEBIDAS P 1,400.00 24.50 37,066.96 37,066.96
254974 2/17/11 USD 26.459 1.000 37,066.96 37,066.96
PUR 2/15/11 60 COMPANHIA DE BEBIDAS P 2,000.00 20.00 53,845.20 53,845.20
254974 2/18/11 USD 26.913 1.000 53,845.20 53,845.20
PUR 2/15/11 60 REDECARD SA 900.00 13.55 16,833.71 16,833.71
240065 2/18/11 BRL 18.679 1.669 10,088.83 10,088.83
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 69
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/16/11 60 COMPANHIA DE BEBIDAS P 700.00 12.25 18,888.66 18,888.66
254974 2/22/11 USD 26.966 1.000 18,888.66 18,888.66
PUR 2/18/11 60 COMPANHIA DE BEBIDAS P 2,300.00 40.25 64,401.61 64,401.61
254974 2/24/11 USD 27.983 1.000 64,401.61 64,401.61
PUR 2/22/11 60 COMPANHIA DE BEBIDAS P 2,800.00 112.00 76,417.32 76,417.32
254974 2/25/11 USD 27.252 1.000 76,417.32 76,417.32
PUR 2/22/11 60 COMPANHIA DE BEBIDAS P 2,000.00 35.00 54,588.40 54,588.40
254974 2/25/11 USD 27.277 1.000 54,588.40 54,588.40
PUR 2/23/11 60 COMPANHIA DE BEBIDAS P 10,500.00 420.00 283,202.85 283,202.85
254974 2/28/11 USD 26.932 1.000 283,202.85 283,202.85
PUR 2/23/11 60 SOUZA CRUZ SA 100.00 6.57 8,170.48 8,170.48
240069 2/28/11 BRL 81.595 1.672 4,885.48 4,885.48
PUR 2/25/11 60 REDECARD SA 100.00 1.76 2,172.14 2,172.14
240065 3/02/11 BRL 21.692 1.660 1,308.79 1,308.79
PUR 2/25/11 60 SOUZA CRUZ SA 1,600.00 103.55 127,940.01 127,940.01
240069 3/02/11 BRL 79.855 1.660 77,088.55 77,088.55
PUR 2/28/11 60 SOUZA CRUZ SA 700.00 45.30 55,920.77 55,920.77
240069 3/03/11 BRL 79.780 1.658 33,723.78 33,723.78
PUR 2/28/11 60 SOUZA CRUZ SA 1,600.00 154.00 127,935.20 127,935.20
240069 3/03/11 BRL 79.800 1.658 77,153.06 77,153.06
---------------- --------- ---------------- ------------ ---------------- --------------
156,200.00 4,608.69 3,673,724.49 3,673,724.49
2,890,668.43 2,890,668.43
33 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 2/02/11 60 KIMBERLY-CLARK DE MEXI 23,400.00 330.59 1,592,930.68 1,592,930.68
239830 2/08/11 MXN 67.904 12.016 132,564.71 132,564.71
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: 70
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/14/11 60 KIMBERLY-CLARK DE MEXI 100.00 .55 7,356.62 7,356.62
239830 2/17/11 MXN 73.500 12.053 610.36 610.36
---------------- --------- ---------------- ------------ ---------------- --------------
23,500.00 331.14 1,600,287.30 1,600,287.30
133,175.07 133,175.07
2 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 2/04/11 60 PHILIPPINE LONG DIST - 1,500.00 30.00 83,887.50 83,887.50
240079 2/09/11 USD 55.905 1.000 83,887.50 83,887.50
---------------- --------- ---------------- ------------ ---------------- --------------
1,500.00 30.00 83,887.50 83,887.50
83,887.50 83,887.50
1 TRANSACTION IN COUNTRY: PHILIPINES (8900)
PUR 2/01/11 60 MOBILE TELESYSTEMS OJS 4,600.00 184.00 89,028.40 89,028.40
240075 2/04/11 USD 19.314 1.000 89,028.40 89,028.40
---------------- --------- ---------------- ------------ ---------------- --------------
4,600.00 184.00 89,028.40 89,028.40
89,028.40 89,028.40
1 TRANSACTION IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
1,908,756.00 17,308.03 11518801585.30 11518801585.30
8,361,561.15 8,361,561.15
133 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
1,908,756.00 17,308.03 11518801585.30 11518801585.30
8,361,561.15 8,361,561.15
133 "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: 71
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/01/11 60 FIRST QUANTUM MINERALS 1,300.00 39.30 156,353.60 88,409.57 67,944.03
248466 2/04/11 CAD 120.302 .992 157,566.86 83,039.73 74,527.13
SALE 2/02/11 60 FIRST QUANTUM MINERALS 2,400.00 12.14 297,689.28 163,217.67 134,471.61
248466 2/07/11 CAD 124.042 .988 301,259.20 153,304.12 147,955.08
SALE 2/02/11 60 FIRST QUANTUM MINERALS 6,800.00 137.63 842,723.32 462,450.07 380,273.25
248466 2/07/11 CAD 123.950 .988 852,829.35 434,361.67 418,467.68
SALE 2/03/11 60 FIRST QUANTUM MINERALS 1,100.00 22.21 136,257.00 74,808.10 61,448.90
248466 2/08/11 CAD 123.890 .990 137,570.80 70,264.39 67,306.41
SALE 2/03/11 60 FIRST QUANTUM MINERALS 800.00 24.23 101,297.68 54,405.89 46,891.79
248466 2/08/11 CAD 126.652 .990 102,274.40 51,101.37 51,173.03
SALE 2/04/11 60 FIRST QUANTUM MINERALS 3,400.00 17.17 438,541.86 231,225.04 207,316.82
248466 2/09/11 CAD 128.988 .990 442,993.95 217,180.84 225,813.11
SALE 2/14/11 60 FIRST QUANTUM MINERALS 800.00 24.29 107,489.52 54,405.89 53,083.63
248466 2/17/11 CAD 134.392 .988 108,767.54 51,101.37 57,666.17
---------------- --------- ---------------- ------------ ---------------- --------------
16,600.00 276.97 2,080,352.26 1,128,922.23 951,430.03
2,103,262.10 1,060,353.49 1,042,908.61
7 TRANSACTIONS IN COUNTRY: CANADA ( 300)
SALE 2/01/11 60 OTP BANK PLC 5,746.00 502.48 32,739,573.08 28,428,568.37 4,311,004.71
252266 2/04/11 HUF 5714.97 196.353 166,738.38 126,303.06 40,435.32
---------------- --------- ---------------- ------------ ---------------- --------------
5,746.00 502.48 32,739,573.08 28,428,568.37 4,311,004.71
166,738.38 126,303.06 40,435.32
1 TRANSACTION IN COUNTRY: HUNGARY (2800)
SALE 2/01/11 60 ADVANCED SEMICOND EN T 1,900.00 33.49 11,948.48 6,697.65 5,250.83
239874 2/04/11 USD 6.306 1.000 11,948.48 6,697.65 5,250.83
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 72
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/02/11 60 ADVANCED SEMICOND EN T 251,800.00 7,584.52 1,581,676.36 887,614.23 694,062.13
239874 2/07/11 USD 6.312 1.000 1,581,676.36 887,614.23 694,062.13
SALE 2/02/11 60 ADVANCED SEMICOND EN T 31,800.00 560.36 200,100.82 112,097.43 88,003.39
239874 2/07/11 USD 6.310 1.000 200,100.82 112,097.43 88,003.39
SALE 2/02/11 60 ADVANCED SEMICOND EN T 29,500.00 593.59 185,572.06 103,989.75 81,582.31
239874 2/07/11 USD 6.311 1.000 185,572.06 103,989.75 81,582.31
SALE 2/02/11 60 TAIWAN SEMICONDUCT ADS 149,700.00 6,026.19 1,982,738.31 1,504,438.90 478,299.41
240081 2/07/11 USD 13.285 1.000 1,982,738.31 1,504,438.90 478,299.41
SALE 2/03/11 60 ADVANCED SEMICOND EN T 509,200.00 15,338.09 3,218,081.91 1,794,968.88 1,423,113.03
239874 2/08/11 USD 6.350 1.000 3,218,081.91 1,794,968.88 1,423,113.03
SALE 2/03/11 60 ADVANCED SEMICOND EN T 2,400.00 42.30 15,166.98 8,460.18 6,706.80
239874 2/08/11 USD 6.337 1.000 15,166.98 8,460.18 6,706.80
SALE 2/15/11 60 HTC CORP 6,740.00 871,326.98 302,904.60 568,422.38
244137 2/18/11 USD 129.277 1.000 871,326.98 302,904.60 568,422.38
---------------- --------- ---------------- ------------ ---------------- --------------
983,040.00 30,178.54 8,066,611.90 4,721,171.62 3,345,440.28
8,066,611.90 4,721,171.62 3,345,440.28
8 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
SALE 2/08/11 60 SHOUGANG CONCORD INTER 36,000.00 5.19 41,145.57 54,822.31 -13,676.74
241650 2/10/11 HKD 1.144 7.783 5,286.32 7,052.04 -1,765.72
SALE 2/15/11 60 SHOUGANG CONCORD INTER 46,000.00 6.77 53,713.42 70,050.73 -16,337.31
241650 2/17/11 HKD 1.169 7.795 6,890.97 9,010.94 -2,119.97
SALE 2/16/11 60 SHOUGANG CONCORD INTER 46,000.00 6.83 54,172.53 70,050.73 -15,878.20
241650 2/18/11 HKD 1.179 7.791 6,953.62 9,010.94 -2,057.32
SALE 2/18/11 60 SHOUGANG CONCORD INTER 46,000.00 6.96 55,145.79 70,050.73 -14,904.94
241650 2/22/11 HKD 1.200 7.784 7,084.78 9,010.94 -1,926.16
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 73
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/21/11 60 SHOUGANG CONCORD INTER 64,000.00 9.67 76,647.93 97,461.88 -20,813.95
241650 2/23/11 HKD 1.199 7.784 9,847.24 12,536.95 -2,689.71
SALE 2/24/11 60 SHOUGANG CONCORD INTER 68,000.00 20.60 76,962.60 103,553.25 -26,590.65
241650 2/28/11 HKD 1.134 7.795 9,873.39 13,320.51 -3,447.12
SALE 2/25/11 60 SHOUGANG CONCORD INTER 101,999.00 30.51 113,948.03 155,328.35 -41,380.32
241650 3/01/11 HKD 1.119 7.793 14,621.19 19,980.57 -5,359.38
---------------- --------- ---------------- ------------ ---------------- --------------
407,999.00 86.53 471,735.87 621,317.98 -149,582.11
60,557.51 79,922.89 -19,365.38
7 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 2/01/11 60 SHINHAN FINANCIAL GROU 3,400.00 834.35 168,501,578.00 139,291,314.29 29,210,263.71
240067 2/08/11 KRW 49833.3 1116.90 150,865.41 121,394.94 29,470.47
SALE 2/07/11 60 SAMSUNG ELECTRONICS CO 333.00 240.42 331,597,588.00 241,518,351.06 90,079,236.94
240066 2/09/11 KRW 996588. 1107.60 299,383.88 211,668.77 87,715.11
SALE 2/07/11 60 SAMSUNG ELECTRONICS CO 794.00 771.50 773,642,777.00 575,872,584.82 197,770,192.18
240066 2/09/11 KRW 975437. 1107.60 698,485.71 504,699.70 193,786.01
SALE 2/07/11 60 SHINHAN FINANCIAL GROU 4,700.00 242.10 242,778,022.00 192,549,757.98 50,228,264.02
240067 2/09/11 KRW 51711.9 1107.60 219,192.87 167,810.66 51,382.21
SALE 2/07/11 60 SHINHAN FINANCIAL GROU 3,400.00 126.76 174,839,139.00 139,291,314.29 35,547,824.71
240067 2/09/11 KRW 51464.5 1107.60 157,854.04 121,394.94 36,459.10
SALE 2/08/11 60 SAMSUNG ELECTRONICS CO 446.00 428.19 428,275,769.00 323,475,028.75 104,800,740.25
240066 2/10/11 KRW 961320. 1104.75 387,667.59 283,496.30 104,171.29
SALE 2/08/11 60 SAMSUNG ELECTRONICS CO 873.00 609.20 838,063,854.00 633,169,731.17 204,894,122.83
240066 2/10/11 KRW 960752. 1104.75 758,600.46 554,915.41 203,685.05
SALE 2/08/11 60 SHINHAN FINANCIAL GROU 11,800.00 665.86 610,435,358.00 483,422,796.64 127,012,561.36
240067 2/10/11 KRW 51794.1 1104.75 552,555.20 421,311.86 131,243.34
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 74
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/08/11 60 SHINHAN FINANCIAL GROU 2,900.00 149.60 149,634,835.00 118,807,297.48 30,827,537.52
240067 2/10/11 KRW 51655.2 1104.75 135,446.78 103,542.74 31,904.04
SALE 2/08/11 60 SHINHAN FINANCIAL GROU 600.00 22.48 30,933,906.00 24,580,820.17 6,353,085.83
240067 2/10/11 KRW 51597.9 1104.75 28,000.82 21,422.64 6,578.18
SALE 2/09/11 60 SAMSUNG ELECTRONICS CO 346.00 1,201.22 331,193,129.00 250,946,995.40 80,246,133.60
240066 2/11/11 KRW 961055. 1108.95 298,654.70 219,932.11 78,722.59
SALE 2/09/11 60 SHINHAN FINANCIAL GROU 2,800.00 105.38 145,523,375.00 114,710,494.12 30,812,880.88
240067 2/11/11 KRW 52014.3 1108.95 131,226.27 99,972.31 31,253.96
SALE 2/09/11 60 SHINHAN FINANCIAL GROU 14,100.00 794.16 730,822,598.00 577,649,273.95 153,173,324.05
240067 2/11/11 KRW 51893.8 1108.95 659,022.14 503,431.97 155,590.17
SALE 2/10/11 60 SAMSUNG ELECTRONICS CO 902.00 3,083.92 856,259,413.00 654,202,860.84 202,056,552.16
240066 2/14/11 KRW 953107. 1116.75 766,742.25 573,349.03 193,393.22
SALE 2/10/11 60 SHINHAN FINANCIAL GROU 200.00 7.24 10,077,594.00 8,193,606.72 1,883,987.28
240067 2/14/11 KRW 50428.4 1116.75 9,024.04 7,140.88 1,883.16
SALE 2/11/11 60 SAMSUNG ELECTRONICS CO 1,115.00 733.271,030,428,859.00 808,687,571.88 221,741,287.12
240066 2/15/11 KRW 924893. 1128.50 913,096.02 708,740.76 204,355.26
SALE 2/11/11 60 SHINHAN FINANCIAL GROU 3,000.00 105.58 148,374,338.00 122,904,100.84 25,470,237.16
240067 2/15/11 KRW 49497.8 1128.50 131,479.25 107,113.18 24,366.07
SALE 2/14/11 60 SAMSUNG ELECTRONICS CO 260.00 876.37 244,657,819.00 188,572,886.72 56,084,932.28
240066 2/16/11 KRW 944776. 1122.85 217,890.03 165,266.90 52,623.13
SALE 2/14/11 60 SHINHAN FINANCIAL GROU 4,800.00 1,165.11 236,554,442.00 196,646,561.34 39,907,880.66
240067 2/16/11 KRW 49554.7 1122.85 210,673.24 171,381.09 39,292.15
SALE 2/15/11 60 SHINHAN FINANCIAL GROU 2,300.00 252.24 112,314,626.00 94,226,477.31 18,088,148.69
240067 2/17/11 KRW 48955.1 1119.30 100,343.63 82,120.11 18,223.52
SALE 2/16/11 60 SHINHAN FINANCIAL GROU 1,600.00 56.48 78,802,640.00 65,548,853.78 13,253,786.22
240067 2/18/11 KRW 49291.2 1120.30 70,340.66 57,127.03 13,213.63
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 75
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/17/11 60 SHINHAN FINANCIAL GROU 2,100.00 225.02 100,023,989.00 86,032,870.59 13,991,118.41
240067 2/21/11 KRW 47750.2 1117.40 89,514.94 74,979.23 14,535.71
SALE 2/18/11 60 SHINHAN FINANCIAL GROU 5,200.00 562.54 248,876,129.00 213,033,774.79 35,842,354.21
240067 2/22/11 KRW 47981.1 1112.15 223,779.28 185,662.85 38,116.43
SALE 2/21/11 60 SHINHAN FINANCIAL GROU 2,800.00 298.08 131,876,777.00 114,710,494.12 17,166,282.88
240067 2/23/11 KRW 47217.2 1112.15 118,578.23 99,972.31 18,605.92
SALE 2/22/11 60 SHINHAN FINANCIAL GROU 3,900.00 412.96 185,227,656.00 159,775,331.09 25,452,324.91
240067 2/24/11 KRW 47613.6 1127.55 164,274.45 139,247.14 25,027.31
SALE 2/23/11 60 SHINHAN FINANCIAL GROU 2,800.00 300.27 134,257,976.00 114,710,494.12 19,547,481.88
240067 2/25/11 KRW 48069.8 1124.00 119,446.60 99,972.31 19,474.29
SALE 2/24/11 60 SHINHAN FINANCIAL GROU 3,000.00 705.76 144,362,888.00 122,904,100.84 21,458,787.16
240067 2/28/11 KRW 48387.0 1131.25 127,613.60 107,113.18 20,500.42
SALE 2/25/11 60 SHINHAN FINANCIAL GROU 2,500.00 269.23 120,641,859.00 102,420,084.03 18,221,774.97
240067 3/02/11 KRW 48378.0 1126.45 107,099.17 89,260.99 17,838.18
SALE 2/28/11 60 SHINHAN FINANCIAL GROU 1,368.00 87.12 65,260,219.00 56,044,269.98 9,215,949.02
240067 3/03/11 KRW 47776.7 1128.65 57,821.48 48,843.61 8,977.87
---------------- --------- ---------------- ------------ ---------------- --------------
84,337.00 15,332.418,804,239,152.00 6,923,900,099.11 1880339052.89
7,904,672.74 6,052,284.95 1,852,387.79
29 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 2/02/11 60 KUMBA IRON ORE LTD 1,804.00 233.94 835,721.08 482,408.75 353,312.33
239842 2/09/11 ZAR 464.188 7.159 116,736.31 63,059.48 53,676.83
SALE 2/03/11 60 KUMBA IRON ORE LTD 1,402.00 179.80 654,025.77 374,909.68 279,116.09
239842 2/10/11 ZAR 467.430 7.290 89,719.78 49,007.42 40,712.36
SALE 2/04/11 60 KUMBA IRON ORE LTD 879.00 113.71 411,828.89 235,053.93 176,774.96
239842 2/11/11 ZAR 469.459 7.258 56,739.81 30,725.77 26,014.04
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 76
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/07/11 60 KUMBA IRON ORE LTD 700.00 90.00 325,504.29 187,187.43 138,316.86
239842 2/14/11 ZAR 465.938 7.248 44,911.08 24,468.75 20,442.33
SALE 2/10/11 60 KUMBA IRON ORE LTD 300.00 38.35 139,254.83 80,223.18 59,031.65
239842 2/17/11 ZAR 465.113 7.277 19,135.51 10,486.61 8,648.90
SALE 2/11/11 60 KUMBA IRON ORE LTD 1,980.00 253.52 923,639.04 529,473.02 394,166.02
239842 2/18/11 ZAR 467.419 7.301 126,504.23 69,211.62 57,292.61
SALE 2/14/11 60 KUMBA IRON ORE LTD 1,434.00 187.17 684,753.87 383,466.82 301,287.05
239842 2/21/11 ZAR 478.470 7.331 93,400.15 50,125.99 43,274.16
SALE 2/14/11 60 KUMBA IRON ORE LTD 337.00 15.29 159,994.95 90,117.38 69,877.57
239842 2/21/11 ZAR 475.095 7.331 21,823.25 11,779.96 10,043.29
SALE 2/15/11 60 KUMBA IRON ORE LTD 1,969.00 259.49 946,275.22 526,531.50 419,743.72
239842 2/22/11 ZAR 481.550 7.308 129,484.84 68,827.11 60,657.73
SALE 2/16/11 60 KUMBA IRON ORE LTD 1,137.00 150.74 543,989.80 304,045.87 239,943.93
239842 2/23/11 ZAR 479.402 7.232 75,219.83 39,744.25 35,475.58
SALE 2/17/11 60 KUMBA IRON ORE LTD 292.00 38.68 139,269.69 78,083.90 61,185.79
239842 2/24/11 ZAR 477.907 7.216 19,299.72 10,206.97 9,092.75
---------------- --------- ---------------- ------------ ---------------- --------------
12,234.00 1,560.69 5,764,257.43 3,271,501.46 2,492,755.97
792,974.51 427,643.93 365,330.58
11 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 2/01/11 60 ELETROPAULO METROP PRE 1,500.00 39.44 48,645.18 42,319.07 6,326.11
254949 2/04/11 BRL 32.474 1.661 29,279.63 19,745.71 9,533.92
SALE 2/02/11 60 ULTRAPAR PARTICIPACOES 400.00 34.31 42,411.64 33,582.85 8,828.79
251794 2/07/11 BRL 106.172 1.665 25,477.05 18,742.77 6,734.28
SALE 2/03/11 60 ELETROPAULO METROP PRE 1,500.00 38.67 47,953.56 42,319.07 5,634.49
254949 2/08/11 BRL 32.012 1.670 28,709.55 19,745.71 8,963.84
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: 77
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/04/11 60 ELETROPAULO METROP PRE 2,600.00 67.85 84,404.52 73,353.06 11,051.46
254949 2/09/11 BRL 32.507 1.676 50,375.72 34,225.90 16,149.82
SALE 2/07/11 60 ELETROPAULO METROP PRE 300.00 7.82 9,728.05 8,463.81 1,264.24
254949 2/10/11 BRL 32.471 1.676 5,803.98 3,949.14 1,854.84
SALE 2/11/11 60 ELETROPAULO METROP PRE 1,400.00 36.31 44,878.72 39,497.80 5,380.92
254949 2/16/11 BRL 32.099 1.665 26,959.04 18,429.33 8,529.71
SALE 2/11/11 60 ELETROPAULO METROP PRE 4,700.00 180.99 150,350.62 132,599.77 17,750.85
254949 2/16/11 BRL 32.054 1.665 90,316.95 61,869.91 28,447.04
SALE 2/11/11 60 ULTRAPAR PARTICIPACOES 1,000.00 81.04 100,164.10 83,957.13 16,206.97
251794 2/16/11 BRL 100.299 1.665 60,169.46 46,856.92 13,312.54
SALE 2/14/11 60 ELETROPAULO METROP PRE 400.00 10.52 13,021.62 11,285.09 1,736.53
254949 2/17/11 BRL 32.598 1.667 7,809.07 5,265.53 2,543.54
SALE 2/24/11 60 ELETROPAULO METROP PRE 1,300.00 33.50 41,370.99 36,676.53 4,694.46
254949 3/01/11 BRL 31.867 1.663 24,874.33 17,112.95 7,761.38
SALE 2/25/11 60 ELETROPAULO METROP PRE 300.00 7.85 9,678.85 8,463.81 1,215.04
254949 3/02/11 BRL 32.306 1.660 5,831.86 3,949.14 1,882.72
SALE 2/28/11 60 ELETROPAULO METROP PRE 4,600.00 177.92 147,213.64 129,778.50 17,435.14
254949 3/03/11 BRL 32.067 1.658 88,779.18 60,553.52 28,225.66
SALE 2/28/11 60 ELETROPAULO METROP PRE 900.00 23.42 28,832.63 25,391.44 3,441.19
254949 3/03/11 BRL 32.079 1.658 17,387.91 11,847.43 5,540.48
---------------- --------- ---------------- ------------ ---------------- --------------
20,900.00 739.64 768,654.12 667,687.93 100,966.19
461,773.73 322,293.96 139,479.77
13 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 2/14/11 60 NETEASE COM INC USD 0. 6,500.00 119.42 295,172.98 251,443.35 43,729.63
247975 2/17/11 USD 45.430 1.000 295,172.98 251,443.35 43,729.63
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 78
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/15/11 60 NETEASE COM INC USD 0. 200.00 8.17 8,815.03 7,736.72 1,078.31
247975 2/16/11 USD 44.116 1.000 8,815.03 7,736.72 1,078.31
SALE 2/16/11 60 NETEASE COM INC USD 0. 2,200.00 89.88 97,679.66 85,103.90 12,575.76
247975 2/22/11 USD 44.441 1.000 97,679.66 85,103.90 12,575.76
SALE 2/17/11 60 NETEASE COM INC USD 0. 1,400.00 57.21 62,592.51 54,157.03 8,435.48
247975 2/23/11 USD 44.750 1.000 62,592.51 54,157.03 8,435.48
SALE 2/22/11 60 NETEASE COM INC USD 0. 1,400.00 15.16 60,309.72 54,157.03 6,152.69
247975 2/25/11 USD 43.089 1.000 60,309.72 54,157.03 6,152.69
SALE 2/22/11 60 NETEASE COM INC USD 0. 1,700.00 69.41 73,148.40 65,762.11 7,386.29
247975 2/25/11 USD 43.069 1.000 73,148.40 65,762.11 7,386.29
SALE 2/23/11 60 NETEASE COM INC USD 0. 200.00 4.17 8,590.83 7,736.72 854.11
247975 2/28/11 USD 42.975 1.000 8,590.83 7,736.72 854.11
SALE 2/23/11 60 NETEASE COM INC USD 0. 2,000.00 81.66 85,957.34 77,367.18 8,590.16
247975 2/28/11 USD 43.020 1.000 85,957.34 77,367.18 8,590.16
SALE 2/24/11 60 NETEASE COM INC USD 0. 1,900.00 20.72 89,348.25 73,498.83 15,849.42
247975 3/01/11 USD 47.036 1.000 89,348.25 73,498.83 15,849.42
SALE 2/24/11 60 NETEASE COM INC USD 0. 8,800.00 359.88 409,992.92 340,415.61 69,577.31
247975 3/01/11 USD 46.631 1.000 409,992.92 340,415.61 69,577.31
SALE 2/25/11 60 NETEASE COM INC USD 0. 1,900.00 20.71 88,627.97 73,498.83 15,129.14
247975 3/02/11 USD 46.657 1.000 88,627.97 73,498.83 15,129.14
SALE 2/25/11 60 NETEASE COM INC USD 0. 1,500.00 61.34 69,448.06 58,025.39 11,422.67
247975 3/02/11 USD 46.340 1.000 69,448.06 58,025.39 11,422.67
SALE 2/28/11 60 NETEASE COM INC USD 0. 500.00 5.45 23,134.55 19,341.80 3,792.75
247975 3/03/11 USD 46.280 1.000 23,134.55 19,341.80 3,792.75
SALE 2/28/11 60 NETEASE COM INC USD 0. 2,100.00 85.88 97,338.37 81,235.54 16,102.83
247975 3/03/11 USD 46.393 1.000 97,338.37 81,235.54 16,102.83
---------------- --------- ---------------- ------------ ---------------- --------------
32,300.00 999.06 1,470,156.59 1,249,480.04 220,676.55
1,470,156.59 1,249,480.04 220,676.55
14 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: 79
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/01/11 60 DESARROLLADORA HOMEX A 500.00 9.06 15,671.84 19,671.02 -3,999.18
240080 2/04/11 USD 31.362 1.000 15,671.84 19,671.02 -3,999.18
SALE 2/01/11 60 FOMENTO ECONOMICO MEXI 1,100.00 20.40 59,433.39 38,747.66 20,685.73
240074 2/04/11 USD 54.049 1.000 59,433.39 38,747.66 20,685.73
SALE 2/02/11 60 FOMENTO ECONOMICO MEXI 2,700.00 50.06 145,931.38 95,107.90 50,823.48
240074 2/07/11 USD 54.067 1.000 145,931.38 95,107.90 50,823.48
SALE 2/11/11 60 DESARROLLADORA HOMEX A 200.00 3.62 6,217.90 7,868.41 -1,650.51
240080 2/16/11 USD 31.108 1.000 6,217.90 7,868.41 -1,650.51
---------------- --------- ---------------- ------------ ---------------- --------------
4,500.00 83.14 227,254.51 161,394.99 65,859.52
227,254.51 161,394.99 65,859.52
4 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 2/02/11 60 URALKALI JSC NPV GDR 21,075.00 997.16 829,966.91 406,156.30 423,810.61
248070 2/07/11 USD 39.429 1.000 829,966.91 406,156.30 423,810.61
SALE 2/03/11 60 URALKALI JSC NPV GDR 8,712.00 408.61 340,097.30 167,897.21 172,200.09
248070 2/08/11 USD 39.085 1.000 340,097.30 167,897.21 172,200.09
SALE 2/04/11 60 URALKALI JSC NPV GDR 14,246.00 669.87 557,551.09 274,548.17 283,002.92
248070 2/09/11 USD 39.184 1.000 557,551.09 274,548.17 283,002.92
SALE 2/07/11 60 URALKALI JSC NPV GDR 4,143.00 195.40 162,639.83 79,843.68 82,796.15
248070 2/10/11 USD 39.304 1.000 162,639.83 79,843.68 82,796.15
SALE 2/08/11 60 URALKALI JSC NPV GDR 1,184.00 55.82 46,463.54 22,817.99 23,645.55
248070 2/11/11 USD 39.290 1.000 46,463.54 22,817.99 23,645.55
SALE 2/09/11 60 URALKALI JSC NPV GDR 7,457.00 325.23 270,701.67 143,710.91 126,990.76
248070 2/14/11 USD 36.345 1.000 270,701.67 143,710.91 126,990.76
SALE 2/14/11 60 URALKALI JSC NPV GDR 5,811.00 256.60 213,576.58 111,989.29 101,587.29
248070 2/17/11 USD 36.798 1.000 213,576.58 111,989.29 101,587.29
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: 80
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/15/11 60 LUKOIL OAO SPON ADR AD 18,300.00 1,436.17 1,195,372.85 992,909.52 202,463.33
253043 2/18/11 USD 65.399 1.000 1,195,372.85 992,909.52 202,463.33
SALE 2/16/11 60 LUKOIL OAO SPON ADR AD 11,350.00 884.62 736,297.88 615,820.93 120,476.95
253043 2/21/11 USD 64.950 1.000 736,297.88 615,820.93 120,476.95
SALE 2/16/11 60 TNK-BP HOLDING OJS 42,538.00 151.09 125,761.39 58,578.12 67,183.27
240991 2/24/11 USD 2.960 1.000 125,761.39 58,578.12 67,183.27
SALE 2/17/11 60 TNK-BP HOLDING OJS 26,586.00 94.85 78,945.33 36,610.98 42,334.35
240991 2/25/11 USD 2.973 1.000 78,945.33 36,610.98 42,334.35
SALE 2/18/11 60 TNK-BP HOLDING OJS 15,952.00 57.04 47,479.92 21,967.14 25,512.78
240991 2/28/11 USD 2.980 1.000 47,479.92 21,967.14 25,512.78
SALE 2/22/11 60 TNK-BP HOLDING OJS 42,537.00 154.25 126,608.15 58,576.74 68,031.41
240991 3/02/11 USD 2.980 1.000 126,608.15 58,576.74 68,031.41
SALE 2/24/11 60 TNK-BP HOLDING OJS 21,269.00 78.41 64,367.74 29,289.06 35,078.68
240991 3/03/11 USD 3.030 1.000 64,367.74 29,289.06 35,078.68
SALE 2/28/11 60 TNK-BP HOLDING OJS 31,903.00 116.85 95,912.80 43,932.90 51,979.90
240991 3/09/11 USD 3.010 1.000 95,912.80 43,932.90 51,979.90
---------------- --------- ---------------- ------------ ---------------- --------------
273,063.00 5,881.97 4,891,742.98 3,064,648.94 1,827,094.04
4,891,742.98 3,064,648.94 1,827,094.04
15 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
1,840,719.00 55,641.438,860,719,490.74 6,967,214,792.67 1893504698.07
26,145,744.95 17,265,497.87 8,880,247.08
109 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240)
--------------------------------
SALE 2/02/11 60 USINAS SIDER MINAS GER 2,900.00 96.65 56,389.11 64,968.01 -8,578.90
245414 2/07/11 BRL 19.500 1.665 33,873.44 35,280.34 -1,406.90
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: 81
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/02/11 60 USINAS SIDER MINAS GER 10,000.00 332.35 193,917.73 224,027.61 -30,109.88
245414 2/07/11 BRL 19.447 1.665 116,488.09 121,656.35 -5,168.26
SALE 2/03/11 60 USINAS SIDER MINAS GER 11,600.00 179.95 223,169.95 259,872.02 -36,702.07
245414 2/08/11 BRL 19.265 1.670 133,610.70 141,121.36 -7,510.66
SALE 2/04/11 60 USINAS SIDER MINAS GER 8,600.00 132.50 164,838.65 192,663.74 -27,825.09
245414 2/09/11 BRL 19.193 1.675 98,381.77 104,624.46 -6,242.69
SALE 2/07/11 60 USINAS SIDER MINAS GER 1,600.00 24.48 30,464.41 35,844.42 -5,380.01
245414 2/10/11 BRL 19.066 1.676 18,175.77 19,465.02 -1,289.25
SALE 2/08/11 60 USINAS SIDER MINAS GER 5,800.00 90.30 111,849.10 129,936.01 -18,086.91
245414 2/11/11 BRL 19.310 1.668 67,049.79 70,560.68 -3,510.89
SALE 2/18/11 60 USINAS SIDER MINAS GER 3,900.00 65.46 81,143.70 87,370.77 -6,227.07
245414 2/23/11 BRL 20.834 1.669 48,609.42 47,445.98 1,163.44
---------------- --------- ---------------- ------------ ---------------- --------------
44,400.00 921.69 861,772.65 994,682.58 -132,909.93
516,188.98 540,154.19 -23,965.21
7 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
44,400.00 921.69 861,772.65 994,682.58 -132,909.93
516,188.98 540,154.19 -23,965.21
7 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
1,885,119.00 56,563.128,861,581,263.39 6,968,209,475.25 1893371788.14
26,661,933.93 17,805,652.06 8,856,281.87
116 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
---------------- --------- ---------------- ------------ ---------------- --------------
3,793,875.00 73,871.15 20380382848.69 18487011060.55 1893371788.14
35,023,495.08 26,167,213.21 8,856,281.87
249 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: 82
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
DEV MKT COMMON STOCK (2220)
--------------------------------
PUR 2/24/11 60 ROSNEFT OJSC REG S GDR 83,926.00 389.88 780,154.74 780,154.74
255698 3/01/11 USD 9.291 1.000 780,154.74 780,154.74
---------------- --------- ---------------- ------------ ---------------- --------------
83,926.00 389.88 780,154.74 780,154.74
780,154.74 780,154.74
1 TRANSACTION IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
83,926.00 389.88 780,154.74 780,154.74
780,154.74 780,154.74
1 TRANSACTION IN CATEGORY: DEV MKT COMMON STOCK (2220)
EM COMMON STOCK (2225)
--------------------------------
PUR 2/10/11 60 COSCO PACIFIC LTD COMM 924,000.00 3,365.53 12,955,545.19 12,955,545.19
255562 2/14/11 HKD 13.993 7.790 1,663,003.45 1,663,003.45
PUR 2/24/11 60 COSCO PACIFIC LTD COMM 202,000.00 746.93 2,876,972.12 2,876,972.12
255562 2/28/11 HKD 14.214 7.795 369,081.54 369,081.54
PUR 2/24/11 60 NINE DRAGONS PAPER HOL 549,000.00 328.63 4,840,978.44 4,840,978.44
253046 2/28/11 HKD 8.813 7.795 621,040.35 621,040.35
---------------- --------- ---------------- ------------ ---------------- --------------
1,675,000.00 4,441.09 20,673,495.75 20,673,495.75
2,653,125.34 2,653,125.34
3 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
PUR 2/01/11 60 HON HAI PRECISION GDR 16,940.00 22.49 149,978.76 149,978.76
255390 2/04/11 USD 8.852 1.000 149,978.76 149,978.76
PUR 2/02/11 60 HON HAI PRECISION GDR 20,249.00 27.02 180,127.70 180,127.70
255390 2/07/11 USD 8.894 1.000 180,127.70 180,127.70
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: 83
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/03/11 60 HON HAI PRECISION GDR 30,532.00 40.69 271,332.78 271,332.78
255390 2/08/11 USD 8.886 1.000 271,332.78 271,332.78
---------------- --------- ---------------- ------------ ---------------- --------------
67,721.00 90.20 601,439.24 601,439.24
601,439.24 601,439.24
3 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 2/09/11 60 BBMG CORPORATION H C 382,500.00 1,045.61 4,022,597.06 4,022,597.06
253247 2/11/11 HKD 10.495 7.786 516,664.79 516,664.79
---------------- --------- ---------------- ------------ ---------------- --------------
382,500.00 1,045.61 4,022,597.06 4,022,597.06
516,664.79 516,664.79
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 2/07/11 60 LG CHEM LTD COMMON STO 1,472.00 388.72 615,507,477.00 615,507,477.00
252795 2/09/11 KRW 417851. 1107.60 555,712.78 555,712.78
PUR 2/07/11 60 SK INNOVATION CO LTD C 9,964.00 4,297.741,988,172,259.00 1,988,172,259.00
255506 2/09/11 KRW 199057. 1107.60 1,795,027.32 1,795,027.32
PUR 2/23/11 60 HANA FINANCIAL GROUP C 42,780.00 4,110.341,929,630,520.00 1,929,630,520.00
255686 2/25/11 KRW 44997.9 1124.00 1,716,753.13 1,716,753.13
PUR 2/24/11 60 MANDO CORP COMMON STOC 13,794.00 4,246.802,006,552,690.00 2,006,552,690.00
255696 2/28/11 KRW 145117. 1131.25 1,773,748.23 1,773,748.23
PUR 2/24/11 60 SAMSUNG LIFE INSURANCE 7,713.00 519.14 839,568,280.00 839,568,280.00
255149 2/28/11 KRW 108774. 1131.25 742,159.81 742,159.81
---------------- --------- ---------------- ------------ ---------------- --------------
75,723.00 13,562.747,379,431,226.00 7,379,431,226.00
6,583,401.27 6,583,401.27
5 TRANSACTIONS IN COUNTRY: KOREA (4500)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 84
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/07/11 60 BORNEO LUMBUNG ENERGI 9,314,500.00 5,527.72 15001059895.00 15001059895.00
255504 2/10/11 IDR 1605.19 8953.00 1,675,534.45 1,675,534.45
PUR 2/08/11 60 BORNEO LUMBUNG ENERGI 1,016,500.00 598.821,619,974,473.00 1,619,974,473.00
255504 2/11/11 IDR 1588.42 8925.00 181,509.74 181,509.74
PUR 2/21/11 60 BANK MANDIRI 168,725.00 843,625,000.00 843,625,000.00
240115 2/21/11 IDR PFY11- 5000.00 8857.50 95,244.14 95,244.14
---------------- --------- ---------------- ------------ ---------------- --------------
10,499,725.00 6,126.54 17464659368.00 17464659368.00
1,952,288.33 1,952,288.33
3 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 2/07/11 60 CP ALL PCL FOREIGN COM 81,400.00 288.94 2,993,981.47 2,993,981.47
255414 2/10/11 THB 36.672 30.735 97,412.77 97,412.77
PUR 2/08/11 60 CP ALL PCL FOREIGN COM 709,600.00 2,521.53 26,080,936.48 26,080,936.48
255414 2/11/11 THB 36.645 30.680 850,095.71 850,095.71
PUR 2/24/11 60 PTT PCL FOREIGN COMMON 48,300.00 1,564.18 16,537,798.45 16,537,798.45
253251 3/01/11 THB 341.406 30.625 540,009.75 540,009.75
---------------- --------- ---------------- ------------ ---------------- --------------
839,300.00 4,374.65 45,612,716.40 45,612,716.40
1,487,518.23 1,487,518.23
3 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 2/16/11 60 CENTRAIS ELETRICAS BRA 23,200.00 1,093.67 643,865.72 643,865.72
255627 2/21/11 BRL 27.674 1.670 385,513.71 385,513.71
PUR 2/17/11 60 CENTRAIS ELETRICAS BRA 12,800.00 612.51 359,245.07 359,245.07
255627 2/22/11 BRL 27.986 1.664 215,905.45 215,905.45
PUR 2/18/11 60 CENTRAIS ELETRICAS BRA 7,800.00 375.79 221,123.95 221,123.95
255627 2/23/11 BRL 28.269 1.669 132,465.08 132,465.08
---------------- --------- ---------------- ------------ ---------------- --------------
43,800.00 2,081.97 1,224,234.74 1,224,234.74
733,884.24 733,884.24
3 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: 85
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/17/11 60 CEMEX SAB SPONS ADR PA 88,723.00 1,275.19 851,401.23 851,401.23
255647 2/23/11 USD 9.582 1.000 851,401.23 851,401.23
---------------- --------- ---------------- ------------ ---------------- --------------
88,723.00 1,275.19 851,401.23 851,401.23
851,401.23 851,401.23
1 TRANSACTION IN COUNTRY: MEXICO (7800)
PUR 2/02/11 60 AXIATA GROUP BERHAD CO 300,000.00 1,371.20 1,453,436.26 1,453,436.26
255455 2/09/11 MYR 4.831 3.043 477,554.22 477,554.22
PUR 2/07/11 60 AXIATA GROUP BERHAD CO 1,080,000.00 5,247.26 5,351,338.56 5,351,338.56
255455 2/10/11 MYR 4.940 3.038 1,761,757.55 1,761,757.55
---------------- --------- ---------------- ------------ ---------------- --------------
1,380,000.00 6,618.46 6,804,774.82 6,804,774.82
2,239,311.77 2,239,311.77
2 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
---------------- --------- ---------------- ------------ ---------------- --------------
15,052,492.00 39,616.45 24923881253.24 24923881253.24
17,619,034.44 17,619,034.44
24 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
15,136,418.00 40,006.33 24924661407.98 24924661407.98
18,399,189.18 18,399,189.18
25 "PUR " TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 86
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/08/11 60 HURRIYET GAZETE .53 1.18 1.18
240119 2/08/11 TRY PFY11- 2.226 1.196 .99 .99
---------------- --------- ---------------- ------------ ---------------- --------------
.53 1.18 1.18
.99 .99
1 TRANSACTION IN COUNTRY: TURKEY (3400)
SALE 2/07/11 60 HYUNDAI MOTOR CO 14,822.00 9,151.772,729,457,498.00 1,390,951,015.33 1338506482.67
241565 2/09/11 KRW 184832. 1107.60 2,464,298.93 1,276,571.99 1,187,726.94
SALE 2/07/11 60 POSCO 7,556.00 11,877.603,542,422,366.00 3,461,687,633.53 80,734,732.47
239562 2/09/11 KRW 470563. 1107.60 3,198,286.72 3,033,174.41 165,112.31
---------------- --------- ---------------- ------------ ---------------- --------------
22,378.00 21,029.376,271,879,864.00 4,852,638,648.86 1419241215.14
5,662,585.65 4,309,746.40 1,352,839.25
2 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 2/17/11 60 SARANA MENARA NUSANTAR 498,500.00 2,817.295,757,561,342.00 6,047,802,000.00 -290240658.00
254854 2/22/11 IDR 11600.0 8887.50 647,826.87 670,339.39 -22,512.52
---------------- --------- ---------------- ------------ ---------------- --------------
498,500.00 2,817.295,757,561,342.00 6,047,802,000.00 -290240658.00
647,826.87 670,339.39 -22,512.52
1 TRANSACTION IN COUNTRY: INDONESIA (4600)
SALE 2/16/11 60 QUALITY HOUSE PCL FORE 3,484,000.00 681.96 7,180,160.47 8,575,486.98 -1,395,326.51
253528 2/22/11 THB 2.067 30.675 234,072.06 278,764.38 -44,692.32
SALE 2/17/11 60 QUALITY HOUSE PCL FORE 2,287,000.00 456.22 4,795,589.23 5,629,201.70 -833,612.47
253528 2/23/11 THB 2.103 30.625 156,590.67 182,989.13 -26,398.46
SALE 2/22/11 60 QUALITY HOUSE PCL FORE 2,279,700.00 449.69 4,730,046.91 5,611,233.55 -881,186.64
253528 2/25/11 THB 2.081 30.645 154,349.71 182,405.04 -28,055.33
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 87
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/23/11 60 QUALITY HOUSE PCL FORE 2,703,400.00 530.13 5,570,616.65 6,654,125.00 -1,083,508.35
253528 2/28/11 THB 2.067 30.615 181,957.10 216,306.44 -34,349.34
SALE 2/24/11 60 QUALITY HOUSE PCL FORE 1,435,400.00 278.40 2,926,436.31 3,533,080.95 -606,644.64
253528 3/01/11 THB 2.045 30.625 95,557.10 114,850.29 -19,293.19
SALE 2/25/11 60 QUALITY HOUSE PCL FORE 918,200.00 178.92 1,881,327.99 2,260,049.41 -378,721.42
253528 3/02/11 THB 2.055 30.635 61,411.07 73,467.70 -12,056.63
SALE 2/28/11 60 QUALITY HOUSE PCL FORE 859,800.00 169.69 1,780,788.30 2,116,304.16 -335,515.86
253528 3/03/11 THB 2.077 30.575 58,243.28 68,794.95 -10,551.67
---------------- --------- ---------------- ------------ ---------------- --------------
13,967,500.00 2,745.01 28,864,965.86 34,379,481.75 -5,514,515.89
942,180.99 1,117,577.93 -175,396.94
7 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 2/02/11 60 LEE + MAN PAPER MANUFA 396,000.00 863.25 2,175,317.56 2,339,544.92 -164,227.36
253390 2/08/11 HKD 5.510 7.786 279,372.19 301,117.17 -21,744.98
SALE 2/08/11 60 LEE + MAN PAPER MANUFA 190,000.00 413.26 1,040,795.46 1,122,508.93 -81,713.47
253390 2/10/11 HKD 5.495 7.783 133,719.90 144,475.41 -10,755.51
SALE 2/11/11 60 LEE + MAN PAPER MANUFA 435,000.00 878.63 2,216,957.49 2,569,954.65 -352,997.16
253390 2/15/11 HKD 5.112 7.796 284,383.92 330,772.65 -46,388.73
SALE 2/14/11 60 LEE + MAN PAPER MANUFA 356,000.00 730.22 1,842,019.96 2,103,227.25 -261,207.29
253390 2/16/11 HKD 5.190 7.794 236,342.75 270,701.30 -34,358.55
SALE 2/15/11 60 LEE + MAN PAPER MANUFA 230,000.00 475.31 1,199,149.06 1,358,826.60 -159,677.54
253390 2/17/11 HKD 5.230 7.795 153,840.61 174,891.29 -21,050.68
SALE 2/16/11 60 LEE + MAN PAPER MANUFA 199,000.00 407.05 1,026,216.08 1,175,680.40 -149,464.32
253390 2/18/11 HKD 5.173 7.791 131,725.75 151,318.98 -19,593.23
SALE 2/17/11 60 LEE + MAN PAPER MANUFA 140,000.00 288.64 727,502.12 827,111.84 -99,609.72
253390 2/21/11 HKD 5.213 7.788 93,415.61 106,455.57 -13,039.96
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 88
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/18/11 60 LEE + MAN PAPER MANUFA 252,000.00 535.29 1,348,493.87 1,488,801.32 -140,307.45
253390 2/22/11 HKD 5.368 7.784 173,245.87 191,620.02 -18,374.15
SALE 2/21/11 60 LEE + MAN PAPER MANUFA 160,000.00 336.71 848,259.17 945,270.67 -97,011.50
253390 2/23/11 HKD 5.318 7.784 108,978.91 121,663.50 -12,684.59
SALE 2/22/11 60 LEE + MAN PAPER MANUFA 173,000.00 352.98 890,240.98 1,022,073.92 -131,832.94
253390 2/24/11 HKD 5.162 7.792 114,252.11 131,548.66 -17,296.55
---------------- --------- ---------------- ------------ ---------------- --------------
2,531,000.00 5,281.34 13,314,951.75 14,953,000.50 -1,638,048.75
1,709,277.62 1,924,564.55 -215,286.93
10 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 2/01/11 60 GENOMMA LAB INTERNACIO 104,200.00 679.20 3,252,859.41 1,998,705.18 1,254,154.23
251015 2/04/11 MXN 31.296 12.003 270,999.35 155,894.36 115,104.99
SALE 2/01/11 60 GENOMMA LAB INTERNACIO 65,400.00 429.16 2,055,347.69 1,254,465.63 800,882.06
251015 2/04/11 MXN 31.506 12.003 171,233.31 97,845.41 73,387.90
SALE 2/02/11 60 GENOMMA LAB INTERNACIO 52,300.00 342.21 1,640,738.56 1,003,188.87 637,549.69
251015 2/08/11 MXN 31.450 12.016 136,543.31 78,246.40 58,296.91
SALE 2/02/11 60 GENOMMA LAB INTERNACIO 13,000.00 85.20 408,476.25 249,358.61 159,117.64
251015 2/08/11 MXN 31.500 12.016 33,993.65 19,449.39 14,544.26
SALE 2/03/11 60 GENOMMA LAB INTERNACIO 62,100.00 404.75 1,945,721.77 1,191,166.91 754,554.86
251015 2/09/11 MXN 31.411 12.048 161,493.47 92,908.25 68,585.22
SALE 2/03/11 60 GENOMMA LAB INTERNACIO 75,600.00 492.57 2,367,905.40 1,450,116.23 917,789.17
251015 2/09/11 MXN 31.400 12.048 196,534.40 113,105.70 83,428.70
SALE 2/04/11 60 GENOMMA LAB INTERNACIO 53,700.00 345.08 1,652,208.78 1,030,042.88 622,165.90
251015 2/10/11 MXN 30.845 12.000 137,688.65 80,340.95 57,347.70
SALE 2/08/11 60 EMPRESAS ICA S.A.B 6,800.00 44.94 215,091.64 219,963.36 -4,871.72
252012 2/11/11 MXN 31.710 11.996 17,930.80 17,698.59 232.21
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 89
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/09/11 60 EMPRESAS ICA S.A.B 69,000.00 445.68 2,140,370.06 2,231,981.12 -91,611.06
252012 2/14/11 MXN 31.098 12.036 177,825.51 179,588.61 -1,763.10
SALE 2/10/11 60 EMPRESAS ICA S.A.B 90,900.00 573.54 2,765,809.03 2,940,392.51 -174,583.48
252012 2/15/11 MXN 30.503 12.086 228,841.20 236,588.47 -7,747.27
SALE 2/11/11 60 EMPRESAS ICA S.A.B 64,300.00 401.87 1,933,554.66 2,079,947.62 -146,392.96
252012 2/16/11 MXN 30.146 12.059 160,345.86 167,355.76 -7,009.90
SALE 2/14/11 60 EMPRESAS ICA S.A.B 37,600.00 238.73 1,148,081.16 1,216,267.97 -68,186.81
252012 2/17/11 MXN 30.611 12.053 95,253.52 97,862.78 -2,609.26
SALE 2/15/11 60 EMPRESAS ICA S.A.B 29,300.00 184.01 888,566.27 947,783.29 -59,217.02
252012 2/18/11 MXN 30.403 12.103 73,419.15 76,260.09 -2,840.94
SALE 2/16/11 60 EMPRESAS ICA S.A.B 39,300.00 245.08 1,181,674.03 1,271,258.81 -89,584.78
252012 2/21/11 MXN 30.143 12.084 97,787.91 102,287.43 -4,499.52
SALE 2/17/11 60 EMPRESAS ICA S.A.B 39,800.00 247.24 1,188,168.47 1,287,432.58 -99,264.11
252012 2/22/11 MXN 29.928 12.044 98,649.45 103,588.79 -4,939.34
SALE 2/18/11 60 EMPRESAS ICA S.A.B 26,200.00 163.90 786,295.63 847,505.87 -61,210.24
252012 2/23/11 MXN 30.087 12.024 65,394.12 68,191.62 -2,797.50
SALE 2/21/11 60 EMPRESAS ICA S.A.B 17,600.00 107.88 517,545.61 569,316.92 -51,771.31
252012 2/24/11 MXN 29.480 12.024 43,042.89 45,808.11 -2,765.22
SALE 2/22/11 60 EMPRESAS ICA S.A.B 46,000.00 272.99 1,315,720.26 1,487,987.41 -172,267.15
252012 2/25/11 MXN 28.674 12.079 108,923.10 119,725.74 -10,802.64
---------------- --------- ---------------- ------------ ---------------- --------------
893,100.00 5,704.03 27,404,134.68 23,276,881.77 4,127,252.91
2,275,899.65 1,852,746.45 423,153.20
18 TRANSACTIONS IN COUNTRY: MEXICO (7800)
---------------- --------- ---------------- ------------ ---------------- --------------
17,912,478.53 37,577.04 12099025259.47 10973050014.06 1125975245.41
11,237,771.77 9,874,975.71 1,362,796.06
39 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
17,912,478.53 37,577.04 12099025259.47 10973050014.06 1125975245.41
11,237,771.77 9,874,975.71 1,362,796.06
39 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
---------------- --------- ---------------- ------------ ---------------- --------------
33,048,896.53 77,583.37 37023686667.45 35897711422.04 1125975245.41
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 90
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
29,636,960.95 28,274,164.89 1,362,796.06
64 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: 91
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** 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 2/03/11 60 VANGUARD EMERGING MARK 276,200.00 2,762.00 13,043,185.94 13,043,185.94
255476 2/08/11 USD 47.214 1.000 13,043,185.94 13,043,185.94
---------------- --------- ---------------- ------------ ---------------- --------------
276,200.00 2,762.00 13,043,185.94 13,043,185.94
13,043,185.94 13,043,185.94
1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
276,200.00 2,762.00 13,043,185.94 13,043,185.94
13,043,185.94 13,043,185.94
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
DEV MKT COMMON STOCK (2220)
--------------------------------
PUR 2/25/11 60 ROSNEFT OJSC REG S GDR 238,218.00 9,528.72 2,248,587.35 2,248,587.35
255711 3/02/11 USD 9.399 1.000 2,248,587.35 2,248,587.35
---------------- --------- ---------------- ------------ ---------------- --------------
238,218.00 9,528.72 2,248,587.35 2,248,587.35
2,248,587.35 2,248,587.35
1 TRANSACTION IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
238,218.00 9,528.72 2,248,587.35 2,248,587.35
2,248,587.35 2,248,587.35
1 TRANSACTION IN CATEGORY: DEV MKT COMMON STOCK (2220)
EM COMMON STOCK (2225)
--------------------------------
PUR 2/16/11 60 COSCO PACIFIC LTD COMM 228,000.00 870.70 3,402,060.18 3,402,060.18
255614 2/18/11 HKD 14.892 7.791 436,690.63 436,690.63
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 92
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/18/11 60 COSCO PACIFIC LTD COMM 96,000.00 374.58 1,462,288.62 1,462,288.62
255614 2/22/11 HKD 15.202 7.784 187,865.49 187,865.49
PUR 2/21/11 60 COSCO PACIFIC LTD COMM 126,000.00 493.82 1,927,772.26 1,927,772.26
255614 2/23/11 HKD 15.269 7.784 247,667.85 247,667.85
PUR 2/22/11 60 COSCO PACIFIC LTD COMM 112,000.00 63.63 1,654,964.21 1,654,964.21
255614 2/24/11 HKD 14.772 7.792 212,395.46 212,395.46
PUR 2/23/11 60 COSCO PACIFIC LTD COMM 154,000.00 582.69 2,277,940.17 2,277,940.17
255614 2/25/11 HKD 14.762 7.795 292,240.31 292,240.31
---------------- --------- ---------------- ------------ ---------------- --------------
716,000.00 2,385.42 10,725,025.44 10,725,025.44
1,376,859.74 1,376,859.74
5 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
PUR 2/08/11 60 HON HAI PRECISION GDR 244,294.00 9,771.76 2,174,216.60 2,174,216.60
255022 2/11/11 USD 8.860 1.000 2,174,216.60 2,174,216.60
---------------- --------- ---------------- ------------ ---------------- --------------
244,294.00 9,771.76 2,174,216.60 2,174,216.60
2,174,216.60 2,174,216.60
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
PUR 2/16/11 60 CHINA SHENHUA ENERGY C 530,500.00 4,232.57 16,537,818.36 16,537,818.36
239263 2/18/11 HKD 31.112 7.791 2,122,804.98 2,122,804.98
PUR 2/25/11 60 PETROCHINA CO LTD H CO 5,076,000.00 2,027.26 52,736,684.89 52,736,684.89
255709 3/01/11 HKD 10.386 7.793 6,766,882.65 6,766,882.65
---------------- --------- ---------------- ------------ ---------------- --------------
5,606,500.00 6,259.83 69,274,503.25 69,274,503.25
8,889,687.63 8,889,687.63
2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 93
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/18/11 60 CHINA MERCHANTS HLDGS 172,000.00 779.53 6,080,247.84 6,080,247.84
255649 2/22/11 HKD 35.315 7.784 781,151.36 781,151.36
PUR 2/18/11 60 CHINA MERCHANTS HLDGS 26,000.00 117.83 919,058.52 919,058.52
255649 2/22/11 HKD 35.313 7.784 118,074.76 118,074.76
PUR 2/21/11 60 CHINA MERCHANTS HLDGS 112,000.00 499.91 3,899,232.03 3,899,232.03
255649 2/23/11 HKD 34.780 7.784 500,948.40 500,948.40
---------------- --------- ---------------- ------------ ---------------- --------------
310,000.00 1,397.27 10,898,538.39 10,898,538.39
1,400,174.52 1,400,174.52
3 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 2/07/11 60 NHN CORP 3,122.00 1,429.50 634,908,842.00 634,908,842.00
252589 2/09/11 KRW 202858. 1107.60 573,229.36 573,229.36
PUR 2/09/11 60 SHINHAN FINANCIAL GROU 40,170.00 660.332,092,953,478.00 2,092,953,478.00
254933 2/11/11 KRW 52084.1 1108.95 1,887,328.99 1,887,328.99
PUR 2/10/11 60 HYNIX SEMICONDUCTOR IN 102,500.00 812.363,024,927,201.00 3,024,927,201.00
255564 2/14/11 KRW 29502.6 1116.75 2,708,687.89 2,708,687.89
PUR 2/15/11 60 SAMSUNG ELECTRONICS CO 1,959.00 421.001,885,421,761.00 1,885,421,761.00
250524 2/17/11 KRW 962200. 1119.30 1,684,465.08 1,684,465.08
PUR 2/21/11 60 CHEIL INDUSTRIES INC C 6,276.00 252.31 802,000,602.00 802,000,602.00
255151 2/23/11 KRW 127743. 1112.15 721,126.29 721,126.29
PUR 2/21/11 60 SAMSUNG HEAVY INDUSTRI 33,770.00 384.351,221,736,457.00 1,221,736,457.00
254410 2/23/11 KRW 36165.5 1112.15 1,098,535.68 1,098,535.68
---------------- --------- ---------------- ------------ ---------------- --------------
187,797.00 3,959.859,661,948,341.00 9,661,948,341.00
8,673,373.29 8,673,373.29
6 TRANSACTIONS IN COUNTRY: KOREA (4500)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 94
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/01/11 60 ANGLOGOLD LTD NPV ADR 38,500.00 1,540.00 1,685,118.05 1,685,118.05
248878 2/04/11 USD 43.729 1.000 1,685,118.05 1,685,118.05
---------------- --------- ---------------- ------------ ---------------- --------------
38,500.00 1,540.00 1,685,118.05 1,685,118.05
1,685,118.05 1,685,118.05
1 TRANSACTION IN COUNTRY: SOUTH AFRICA (6200)
PUR 2/09/11 60 BANCO SANT BRAZIL ADR 3,000.00 120.00 33,831.30 33,831.30
253876 2/14/11 USD 11.237 1.000 33,831.30 33,831.30
PUR 2/18/11 60 CIELO SA COMMON STOCK 47,700.00 809.76 630,278.48 630,278.48
255650 2/23/11 BRL 13.185 1.669 377,570.53 377,570.53
PUR 2/18/11 60 REDECARD SA COMMON STO 50,200.00 1,365.42 1,062,778.68 1,062,778.68
255652 2/23/11 BRL 21.125 1.669 636,661.28 636,661.28
PUR 2/21/11 60 CIELO SA COMMON STOCK 15,300.00 260.12 202,463.89 202,463.89
255650 2/24/11 BRL 13.205 1.669 121,286.70 121,286.70
PUR 2/21/11 60 MMX MINERACAO E METALI 26,200.00 345.90 269,230.54 269,230.54
255669 2/24/11 BRL 10.254 1.669 161,283.50 161,283.50
PUR 2/21/11 60 REDECARD SA COMMON STO 13,100.00 354.83 276,180.36 276,180.36
255652 2/24/11 BRL 21.037 1.669 165,446.81 165,446.81
PUR 2/22/11 60 CIELO SA COMMON STOCK 30,300.00 529.84 411,306.87 411,306.87
255650 2/25/11 BRL 13.545 1.665 247,053.41 247,053.41
PUR 2/22/11 60 MMX MINERACAO E METALI 28,000.00 367.80 285,521.00 285,521.00
255669 2/25/11 BRL 10.175 1.665 171,499.53 171,499.53
PUR 2/22/11 60 REDECARD SA COMMON STO 12,900.00 365.41 283,666.19 283,666.19
255652 2/25/11 BRL 21.942 1.665 170,385.43 170,385.43
PUR 2/23/11 60 CIELO SA COMMON STOCK 22,900.00 395.94 308,755.11 308,755.11
255650 2/28/11 BRL 13.454 1.672 184,617.98 184,617.98
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 95
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/23/11 60 MMX MINERACAO E METALI 37,600.00 464.04 361,860.59 361,860.59
255669 2/28/11 BRL 9.603 1.672 216,372.03 216,372.03
PUR 2/23/11 60 REDECARD SA COMMON STO 19,200.00 534.78 417,021.23 417,021.23
255652 2/28/11 BRL 21.673 1.672 249,354.96 249,354.96
PUR 2/24/11 60 CIELO SA COMMON STOCK 13,800.00 242.27 187,884.03 187,884.03
255650 3/01/11 BRL 13.586 1.663 112,965.39 112,965.39
PUR 2/24/11 60 REDECARD SA COMMON STO 11,200.00 319.13 246,919.43 246,919.43
255652 3/01/11 BRL 21.999 1.663 148,460.46 148,460.46
PUR 2/25/11 60 CIELO SA COMMON STOCK 18,500.00 323.09 249,447.06 249,447.06
255650 3/02/11 BRL 13.455 1.660 150,301.00 150,301.00
PUR 2/25/11 60 CIELO SA COMMON STOCK 35,600.00 615.83 476,567.12 476,567.12
255650 3/02/11 BRL 13.358 1.660 287,149.17 287,149.17
PUR 2/25/11 60 NATURA COSMETICOS SA N 24,000.00 1,231.34 1,023,843.60 1,023,843.60
252442 3/02/11 BRL 42.575 1.660 616,903.32 616,903.32
PUR 2/25/11 60 REDECARD SA COMMON STO 8,000.00 227.67 175,781.55 175,781.55
255652 3/02/11 BRL 21.925 1.660 105,914.83 105,914.83
---------------- --------- ---------------- ------------ ---------------- --------------
417,500.00 8,873.17 6,903,337.03 6,903,337.03
4,157,057.63 4,157,057.63
18 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 2/04/11 60 BAIDU INC SPON ADR A 9,600.00 96.00 1,129,250.88 1,129,250.88
255484 2/09/11 USD 117.620 1.000 1,129,250.88 1,129,250.88
PUR 2/04/11 60 BAIDU INC SPON ADR A 14,300.00 143.00 1,690,957.84 1,690,957.84
255484 2/09/11 USD 118.239 1.000 1,690,957.84 1,690,957.84
---------------- --------- ---------------- ------------ ---------------- --------------
23,900.00 239.00 2,820,208.72 2,820,208.72
2,820,208.72 2,820,208.72
2 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: 96
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/02/11 60 COMPANIA DE MINAS BUEN 30,000.00 1,200.00 1,325,775.00 1,325,775.00
241165 2/07/11 USD 44.153 1.000 1,325,775.00 1,325,775.00
---------------- --------- ---------------- ------------ ---------------- --------------
30,000.00 1,200.00 1,325,775.00 1,325,775.00
1,325,775.00 1,325,775.00
1 TRANSACTION IN COUNTRY: PERU (8000)
PUR 2/02/11 60 GENTING BHD COMMON STO 106,100.00 979.73 1,196,262.78 1,196,262.78
253085 2/09/11 MYR 11.247 3.044 393,054.96 393,054.96
PUR 2/07/11 60 GENTING BHD COMMON STO 32,300.00 298.27 363,614.26 363,614.26
253085 2/10/11 MYR 11.229 3.037 119,708.40 119,708.40
---------------- --------- ---------------- ------------ ---------------- --------------
138,400.00 1,278.00 1,559,877.04 1,559,877.04
512,763.36 512,763.36
2 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
PUR 2/03/11 60 LUKOIL OAO SPON ADR AD 68,381.00 683.81 4,581,561.19 4,581,561.19
254313 2/08/11 USD 66.990 1.000 4,581,561.19 4,581,561.19
PUR 2/14/11 60 JSC MMC NORILSK NICKEL 767.00 15,308.62 15,308.62
250633 2/14/11 USD 19.959 1.000 15,308.62 15,308.62
PUR 2/21/11 60 NOVOLIPET STEEL GDR RE 14,780.00 591.20 644,703.60 644,703.60
254796 2/24/11 USD 43.580 1.000 644,703.60 644,703.60
PUR 2/28/11 60 SBERBANK OF RUSSIA COM 44,317.00 308.44 154,527.17 154,527.17
253969 3/03/11 USD 3.480 1.000 154,527.17 154,527.17
---------------- --------- ---------------- ------------ ---------------- --------------
128,245.00 1,583.45 5,396,100.58 5,396,100.58
5,396,100.58 5,396,100.58
4 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 97
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/15/11 60 TATA MOTORS LTD 8,300.00 83.00 223,977.99 223,977.99
248464 2/18/11 USD 26.975 1.000 223,977.99 223,977.99
PUR 2/15/11 60 TATA MOTORS LTD 11,000.00 220.00 296,175.00 296,175.00
248464 2/18/11 USD 26.905 1.000 296,175.00 296,175.00
PUR 2/15/11 60 TATA MOTORS LTD 11,300.00 452.00 305,316.96 305,316.96
248464 2/18/11 USD 26.979 1.000 305,316.96 305,316.96
PUR 2/23/11 60 RELIANCE INDS SPONS GD 35,424.00 1,416.96 1,568,815.60 1,568,815.60
253327 2/28/11 USD 44.247 1.000 1,568,815.60 1,568,815.60
PUR 2/25/11 60 INFOSYS TECHNOLOGIES L 86,700.00 867.00 5,832,803.19 5,832,803.19
247873 3/02/11 USD 67.266 1.000 5,832,803.19 5,832,803.19
---------------- --------- ---------------- ------------ ---------------- --------------
152,724.00 3,038.96 8,227,088.74 8,227,088.74
8,227,088.74 8,227,088.74
5 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
7,993,860.00 41,526.719,782,938,129.84 9,782,938,129.84
46,638,423.86 46,638,423.86
50 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240)
--------------------------------
PUR 2/01/11 60 BRASKEM SA PREF A PREF 3,200.00 86.25 66,812.04 66,812.04
254201 2/04/11 BRL 20.834 1.661 40,214.30 40,214.30
---------------- --------- ---------------- ------------ ---------------- --------------
3,200.00 86.25 66,812.04 66,812.04
40,214.30 40,214.30
1 TRANSACTION IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
3,200.00 86.25 66,812.04 66,812.04
40,214.30 40,214.30
1 TRANSACTION IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
8,511,478.00 53,903.689,798,296,715.17 9,798,296,715.17
61,970,411.45 61,970,411.45
53 "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: 98
TRANS-TYPE: PUR TRADES FROM 2/01/11 THROUGH 2/28/11 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------* * * THIS PAGE INTENTIONALLY BLANK * * *
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 99
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
SALE 2/25/11 60 ISHARES BSE SENSEX IND 757,800.00 420.69 13,110,007.51 11,041,110.44 2,068,897.07
239277 3/01/11 HKD 17.304 7.793 1,682,204.38 1,420,170.89 262,033.49
SALE 2/28/11 60 ISHARES BSE SENSEX IND 4,136,000.00 2,322.35 72,332,547.18 60,261,325.94 12,071,221.24
239277 3/02/11 HKD 17.493 7.789 9,286,321.00 7,751,157.03 1,535,163.97
---------------- --------- ---------------- ------------ ---------------- --------------
4,893,800.00 2,743.04 85,442,554.69 71,302,436.38 14,140,118.31
10,968,525.38 9,171,327.92 1,797,197.46
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
4,893,800.00 2,743.04 85,442,554.69 71,302,436.38 14,140,118.31
10,968,525.38 9,171,327.92 1,797,197.46
2 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
SALE 2/01/11 60 X5 RETAIL GROUP N V NP 6,291.00 251.64 265,955.80 181,068.85 84,886.95
248881 2/04/11 USD 42.316 1.000 265,955.80 181,068.85 84,886.95
---------------- --------- ---------------- ------------ ---------------- --------------
6,291.00 251.64 265,955.80 181,068.85 84,886.95
265,955.80 181,068.85 84,886.95
1 TRANSACTION IN COUNTRY: NETHERLANDS ( 600)
SALE 2/03/11 60 HIKMA PHARMACEUTICALS 55,400.00 898.40 463,140.56 267,110.39 196,030.17
239225 2/08/11 UKP 8.370 .619 747,763.14 471,202.09 276,561.05
---------------- --------- ---------------- ------------ ---------------- --------------
55,400.00 898.40 463,140.56 267,110.39 196,030.17
747,763.14 471,202.09 276,561.05
1 TRANSACTION IN COUNTRY: UNITED KINGDOM (1000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 100
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/01/11 60 INDO TAMBANGRAYA MEGAH 100,000.00 1,578.994,735,629,531.00 2,699,471,211.30 2036158319.70
248967 2/07/11 IDR 47498.9 9037.50 523,997.74 288,891.63 235,106.11
SALE 2/02/11 60 INDO TAMBANGRAYA MEGAH 65,000.00 1,027.173,075,006,605.00 1,754,656,287.34 1320350317.66
248967 2/08/11 IDR 47450.3 9021.00 340,872.03 187,779.56 153,092.47
SALE 2/04/11 60 BANK MANDIRI 822,500.00 1,649.634,922,854,090.00 3,326,859,612.82 1595994477.18
247479 2/09/11 IDR 6003.26 8992.50 547,439.99 345,377.54 202,062.45
SALE 2/04/11 60 INDO TAMBANGRAYA MEGAH 14,000.00 221.96 662,387,149.00 377,925,969.58 284,461,179.42
248967 2/09/11 IDR 47455.9 8992.49 73,659.96 40,444.83 33,215.13
SALE 2/07/11 60 BANK MANDIRI 1,095,000.00 187.306,513,516,327.00 4,429,071,460.23 2084444866.77
247479 2/10/11 IDR 5949.94 8953.00 727,523.32 459,803.53 267,719.79
SALE 2/07/11 60 INDO TAMBANGRAYA MEGAH 15,500.00 244.07 725,145,832.00 418,418,037.75 306,727,794.25
248967 2/10/11 IDR 46924.5 8953.00 80,994.73 44,778.20 36,216.53
SALE 2/08/11 60 INDO TAMBANGRAYA MEGAH 7,000.00 109.53 324,380,416.00 188,962,984.79 135,417,431.21
248967 2/11/11 IDR 46479.7 8925.00 36,345.14 20,222.41 16,122.73
SALE 2/09/11 60 INDO TAMBANGRAYA MEGAH 9,000.00 138.22 409,573,455.00 242,952,409.02 166,621,045.98
248967 2/14/11 IDR 45645.3 8930.00 45,864.89 26,000.25 19,864.64
SALE 2/10/11 60 INDO TAMBANGRAYA MEGAH 26,500.00 399.651,183,917,646.00 715,359,870.99 468,557,775.01
248967 2/16/11 IDR 44810.7 8927.50 132,614.69 76,556.28 56,058.41
SALE 2/10/11 60 INDO TAMBANGRAYA MEGAH 11,500.00 173.90 515,207,475.00 310,439,189.30 204,768,285.70
248967 2/16/11 IDR 44935.6 8927.50 57,710.16 33,222.54 24,487.62
SALE 2/11/11 60 INDO TAMBANGRAYA MEGAH 74,000.00 1,096.353,250,208,055.00 1,997,608,696.36 1252599358.64
248967 2/17/11 IDR 44054.0 8934.00 363,802.11 213,779.81 150,022.30
SALE 2/14/11 60 INDO TAMBANGRAYA MEGAH 26,000.00 395.171,168,963,974.00 701,862,514.94 467,101,459.06
248967 2/18/11 IDR 45095.6 8914.50 131,130.63 75,111.82 56,018.81
SALE 2/16/11 60 INDO TAMBANGRAYA MEGAH 66,000.00 997.402,943,775,901.00 1,781,650,999.45 1162124901.55
248967 2/21/11 IDR 44737.0 8894.50 330,965.87 190,668.48 140,297.39
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 101
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/17/11 60 BANK MANDIRI 238,000.00 438.561,293,476,714.00 962,665,760.31 330,810,953.69
247479 2/22/11 IDR 5451.15 8887.50 145,538.87 99,939.03 45,599.84
---------------- --------- ---------------- ------------ ---------------- --------------
2,570,000.00 8,657.90 31724043170.00 19907905004.18 11816138165.82
3,538,460.13 2,102,575.91 1,435,884.22
14 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 2/08/11 60 BARLOWORLD LTD ZAR 0.0 41,876.00 814.28 2,910,079.03 1,706,028.03 1,204,051.00
246992 2/15/11 ZAR 69.632 7.162 406,324.96 213,067.84 193,257.12
SALE 2/08/11 60 CLICKS GROUP 90,878.00 987.27 3,528,328.66 2,985,472.94 542,855.72
252254 2/15/11 ZAR 38.903 7.162 492,649.16 387,091.12 105,558.04
SALE 2/09/11 60 BARLOWORLD LTD ZAR 0.0 34,116.00 658.57 2,365,781.14 1,389,885.67 975,895.47
246992 2/16/11 ZAR 69.484 7.199 328,626.36 173,584.45 155,041.91
SALE 2/09/11 60 CLICKS GROUP 57,540.00 615.44 2,210,859.35 1,890,271.71 320,587.64
252254 2/16/11 ZAR 38.500 7.199 307,106.45 245,089.27 62,017.18
SALE 2/09/11 60 CLICKS GROUP 17,756.00 65.82 676,473.64 583,310.12 93,163.52
252254 2/16/11 ZAR 38.125 7.199 93,967.72 75,630.95 18,336.77
SALE 2/10/11 60 BARLOWORLD LTD ZAR 0.0 23,628.00 451.19 1,638,456.12 962,604.60 675,851.52
246992 2/17/11 ZAR 69.483 7.277 225,146.16 120,220.82 104,925.34
SALE 2/10/11 60 CLICKS GROUP 8,899.00 92.72 336,686.36 292,344.94 44,341.42
252254 2/17/11 ZAR 37.910 7.277 46,265.29 37,904.93 8,360.36
SALE 2/11/11 60 CLICKS GROUP 30,151.00 306.36 1,116,158.04 990,503.69 125,654.35
252254 2/18/11 ZAR 37.093 7.301 152,872.18 128,426.95 24,445.23
SALE 2/21/11 60 BARLOWORLD LTD ZAR 0.0 144,527.00 2,944.14 10,481,180.16 5,888,029.27 4,593,150.89
246992 2/28/11 ZAR 72.666 7.134 1,469,125.23 735,362.88 733,762.35
---------------- --------- ---------------- ------------ ---------------- --------------
449,371.00 6,935.79 25,264,002.50 16,688,450.97 8,575,551.53
3,522,083.51 2,116,379.21 1,405,704.30
9 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: 102
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/08/11 60 C.P.SEVEN ELEVEN THB 1 304,800.00 1,096.66 11,179,930.92 7,894,795.47 3,285,135.45
251183 2/11/11 THB 36.790 30.680 364,404.53 243,575.15 120,829.38
SALE 2/09/11 60 C.P.SEVEN ELEVEN THB 1 264,700.00 931.99 9,512,075.95 6,856,142.92 2,655,933.03
251183 2/14/11 THB 36.043 30.715 309,688.29 211,529.99 98,158.30
SALE 2/10/11 60 C.P.SEVEN ELEVEN THB 1 513,500.00 1,714.25 17,535,836.23 13,300,451.04 4,235,385.19
251183 2/15/11 THB 34.252 30.785 569,622.75 410,353.80 159,268.95
SALE 2/11/11 60 KASIKORNBANK PCL-FOREI 50,900.00 518.60 5,318,239.39 4,480,901.61 837,337.78
248680 2/16/11 THB 104.798 30.860 172,334.39 134,001.83 38,332.56
SALE 2/14/11 60 KASIKORNBANK PCL-FOREI 65,300.00 700.26 7,154,376.82 5,748,583.01 1,405,793.81
248680 2/17/11 THB 109.891 30.745 232,700.50 171,911.98 60,788.52
SALE 2/15/11 60 KASIKORNBANK PCL-FOREI 24,500.00 275.35 2,809,069.73 2,156,819.05 652,250.68
248680 2/21/11 THB 115.001 30.700 91,500.64 64,499.90 27,000.74
SALE 2/16/11 60 KASIKORNBANK PCL-FOREI 31,800.00 364.16 3,712,035.90 2,799,463.09 912,572.81
248680 2/22/11 THB 117.082 30.675 121,011.77 83,718.24 37,293.53
SALE 2/17/11 60 KASIKORNBANK PCL-FOREI 13,700.00 160.79 1,636,366.34 1,206,058.00 430,308.34
248680 2/23/11 THB 119.802 30.625 53,432.37 36,067.29 17,365.08
SALE 2/21/11 60 KASIKORNBANK PCL-FOREI 20,400.00 236.61 2,407,992.38 1,795,881.98 612,110.40
248680 2/24/11 THB 118.394 30.625 78,628.32 53,706.04 24,922.28
SALE 2/22/11 60 KASIKORNBANK PCL-FOREI 20,300.00 228.44 2,326,351.27 1,787,078.64 539,272.63
248680 2/25/11 THB 114.943 30.645 75,912.91 53,442.77 22,470.14
SALE 2/23/11 60 KASIKORNBANK PCL-FOREI 10,200.00 114.68 1,166,650.18 897,940.99 268,709.19
248680 2/28/11 THB 114.722 30.615 38,107.14 26,853.02 11,254.12
---------------- --------- ---------------- ------------ ---------------- --------------
1,320,100.00 6,341.79 64,758,925.11 48,924,115.80 15,834,809.31
2,107,343.61 1,489,660.01 617,683.60
11 TRANSACTIONS IN COUNTRY: THAILAND (6550)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 103
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/01/11 60 CYRELA BRAZIL REALTY C 84,300.00 2,065.58 1,592,179.06 2,010,892.49 -418,713.43
253621 2/04/11 BRL 18.928 1.661 958,335.78 1,181,587.74 -223,251.96
SALE 2/04/11 60 CENTRAIS ELECT. BRAS. 54,040.00 .21 539.87 .01 539.86
255240 2/09/11 BRL WFY11- .010 1.676 322.21 .01 322.20
SALE 2/22/11 60 VALE SA ADR 28,800.00 306.67 971,779.73 809,382.69 162,397.04
247279 2/25/11 USD 33.753 1.000 971,779.73 809,382.69 162,397.04
SALE 2/25/11 60 DURATEX SA COMMON STOC 238,800.00 5,135.50 3,954,356.36 4,676,546.27 -722,189.91
253848 3/02/11 BRL 16.595 1.660 2,382,644.75 2,787,359.77 -404,715.02
---------------- --------- ---------------- ------------ ---------------- --------------
405,940.00 7,507.96 6,518,855.02 7,496,821.46 -977,966.44
4,313,082.47 4,778,330.21 -465,247.74
4 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 2/17/11 60 LIJUN INTL PHARMACETL 185,000.00 15.18 393,376.80 518,015.85 -124,639.05
253326 2/21/11 HKD 2.127 7.788 50,511.93 66,719.81 -16,207.88
SALE 2/18/11 60 LIJUN INTL PHARMACETL 95,000.00 7.69 199,243.17 266,008.14 -66,764.97
253326 2/22/11 HKD 2.098 7.784 25,597.49 34,261.52 -8,664.03
SALE 2/21/11 60 LIJUN INTL PHARMACETL 405,000.00 217.49 843,842.94 1,134,034.70 -290,191.76
253326 2/23/11 HKD 2.088 7.784 108,411.54 146,062.28 -37,650.74
SALE 2/21/11 60 LIJUN INTL PHARMACETL 115,000.00 9.27 240,224.58 322,009.85 -81,785.27
253326 2/23/11 HKD 2.090 7.784 30,862.52 41,474.47 -10,611.95
SALE 2/22/11 60 LIJUN INTL PHARMACETL 110,000.00 7.24 225,199.57 308,009.43 -82,809.86
253326 2/24/11 HKD 2.048 7.792 28,901.75 39,671.24 -10,769.49
SALE 2/23/11 60 LIJUN INTL PHARMACETL 210,000.00 13.88 432,213.18 588,017.99 -155,804.81
253326 2/25/11 HKD 2.059 7.795 55,449.27 75,736.00 -20,286.73
SALE 2/23/11 60 LIJUN INTL PHARMACETL 165,000.00 86.87 337,504.23 462,014.14 -124,509.91
253326 2/25/11 HKD 2.050 7.795 43,298.92 59,506.85 -16,207.93
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 104
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/24/11 60 LIJUN INTL PHARMACETL 90,000.00 7.15 185,629.36 252,007.71 -66,378.35
253326 2/28/11 HKD 2.063 7.795 23,814.05 32,458.28 -8,644.23
SALE 2/25/11 60 LIJUN INTL PHARMACETL 95,000.00 50.33 195,532.89 266,008.14 -70,475.25
253326 3/01/11 HKD 2.062 7.793 25,089.71 34,261.52 -9,171.81
SALE 2/28/11 60 LIJUN INTL PHARMACETL 900,000.00 450.63 1,749,594.60 2,520,077.11 -770,482.51
253326 3/02/11 HKD 1.948 7.789 224,619.45 324,582.84 -99,963.39
---------------- --------- ---------------- ------------ ---------------- --------------
2,370,000.00 865.73 4,802,361.32 6,636,203.06 -1,833,841.74
616,556.63 854,734.81 -238,178.18
10 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 2/02/11 60 GPO MEXICO SA SER B 230,500.00 329.76 11,317,529.03 7,585,480.72 3,732,048.31
249888 2/08/11 MXN 49.117 12.016 941,851.99 597,771.02 344,080.97
SALE 2/02/11 60 GPO MEXICO SA SER B 24,800.00 99.97 1,200,090.87 816,138.49 383,952.38
249888 2/08/11 MXN 48.439 12.016 99,872.33 64,315.49 35,556.84
SALE 2/09/11 60 GPO MEXICO SA SER B 101,500.00 996.04 4,783,480.33 3,340,244.22 1,443,236.11
249888 2/14/11 MXN 47.246 12.036 397,419.51 263,226.72 134,192.79
SALE 2/10/11 60 GPO MEXICO SA SER B 176,500.00 1,683.09 8,116,466.83 5,808,404.97 2,308,061.86
249888 2/15/11 MXN 46.101 12.086 671,551.06 457,729.22 213,821.84
---------------- --------- ---------------- ------------ ---------------- --------------
533,300.00 3,108.86 25,417,567.06 17,550,268.40 7,867,298.66
2,110,694.89 1,383,042.45 727,652.44
4 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 2/25/11 60 COMPANIA DE MINAS BUEN 3,000.00 32.63 136,573.27 117,029.81 19,543.46
241165 3/02/11 USD 45.535 1.000 136,573.27 117,029.81 19,543.46
SALE 2/28/11 60 COMPANIA DE MINAS BUEN 2,200.00 23.95 101,420.03 85,821.86 15,598.17
241165 3/03/11 USD 46.111 1.000 101,420.03 85,821.86 15,598.17
---------------- --------- ---------------- ------------ ---------------- --------------
5,200.00 56.58 237,993.30 202,851.67 35,141.63
237,993.30 202,851.67 35,141.63
2 TRANSACTIONS IN COUNTRY: PERU (8000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 105
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/10/11 60 AMMB HOLDINGS BHD MYR 260,700.00 1,339.65 1,627,186.45 1,363,951.41 263,235.04
252496 2/16/11 MYR 6.257 3.046 534,292.05 425,289.27 109,002.78
SALE 2/11/11 60 AMMB HOLDINGS BHD MYR 319,000.00 1,585.15 1,930,167.49 1,668,970.08 261,197.41
252496 2/17/11 MYR 6.066 3.053 632,219.94 520,396.15 111,823.79
SALE 2/25/11 60 SIME DARBY BERHAD COMM 265,000.00 1,571.73 2,393,991.11 2,489,452.91 -95,461.80
255039 3/02/11 MYR 9.052 3.053 784,272.27 810,596.35 -26,324.08
SALE 2/28/11 60 SIME DARBY BERHAD COMM 282,600.00 2,085.73 2,538,577.64 2,654,790.16 -116,212.52
255039 3/03/11 MYR 9.005 3.051 832,184.11 864,432.18 -32,248.07
---------------- --------- ---------------- ------------ ---------------- --------------
1,127,300.00 6,582.26 8,489,922.69 8,177,164.56 312,758.13
2,782,968.37 2,620,713.95 162,254.42
4 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
SALE 2/01/11 60 SM INVESTMENTS CORP CO 14,350.00 449.32 6,567,174.49 7,444,198.28 -877,023.79
253453 2/04/11 PHP 459.027 44.205 148,561.80 168,126.24 -19,564.44
SALE 2/02/11 60 SM INVESTMENTS CORP CO 3,980.00 127.63 1,855,448.14 2,064,662.66 -209,214.52
253453 2/07/11 PHP 467.603 43.970 42,198.05 46,630.13 -4,432.08
SALE 2/03/11 60 SM INVESTMENTS CORP CO 2,380.00 76.05 1,103,401.46 1,234,647.52 -131,246.06
253453 2/08/11 PHP 465.016 43.880 25,145.89 27,884.35 -2,738.46
SALE 2/04/11 60 SM INVESTMENTS CORP CO 9,260.00 298.23 4,316,947.18 4,803,712.62 -486,765.44
253453 2/09/11 PHP 467.603 43.780 98,605.46 108,491.22 -9,885.76
SALE 2/07/11 60 SM INVESTMENTS CORP CO 12,160.00 389.61 5,620,660.86 6,308,115.06 -687,454.20
253453 2/10/11 PHP 463.623 43.632 128,818.22 142,467.95 -13,649.73
SALE 2/08/11 60 SM INVESTMENTS CORP CO 6,520.00 212.65 3,052,512.74 3,382,311.69 -329,798.95
253453 2/11/11 PHP 469.593 43.415 70,310.09 76,389.06 -6,078.97
SALE 2/09/11 60 SM INVESTMENTS CORP CO 2,380.00 75.99 1,094,324.63 1,234,647.52 -140,322.89
253453 2/14/11 PHP 461.191 43.568 25,117.91 27,884.35 -2,766.44
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 106
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/10/11 60 SM INVESTMENTS CORP CO 6,050.00 183.70 2,652,439.79 3,138,494.74 -486,054.95
253453 2/15/11 PHP 439.746 43.670 60,738.26 70,882.49 -10,144.23
SALE 2/10/11 60 SM INVESTMENTS CORP CO 3,110.00 94.43 1,363,128.18 1,613,341.93 -250,213.75
253453 2/15/11 PHP 439.631 43.670 31,214.29 36,437.11 -5,222.82
SALE 2/11/11 60 SM INVESTMENTS CORP CO 4,960.00 150.79 2,183,917.25 2,573,046.93 -389,129.68
253453 2/16/11 PHP 441.638 43.805 49,855.43 58,111.93 -8,256.50
---------------- --------- ---------------- ------------ ---------------- --------------
65,150.00 2,058.40 29,809,954.72 33,797,178.95 -3,987,224.23
680,565.40 763,304.83 -82,739.43
10 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
SALE 2/01/11 60 FEDERAL HYDROGENERATIN 27,543.00 826.29 140,901.73 146,087.85 -5,186.12
254601 2/04/11 USD 5.146 1.000 140,901.73 146,087.85 -5,186.12
SALE 2/10/11 60 MMC NORILSK NICKEL JSC 46,218.00 462.18 1,094,982.99 922,469.29 172,513.70
255019 2/15/11 USD 23.702 1.000 1,094,982.99 922,469.29 172,513.70
SALE 2/14/11 60 MMC NORILSK NICKEL JSC 767.00 15,308.62 15,308.62
255019 2/14/11 USD 19.959 1.000 15,308.62 15,308.62
SALE 2/15/11 60 JSC MMC NORILSK NICKEL 88,302.00 883.02 2,089,216.49 1,526,928.49 562,288.00
250633 2/16/11 USD 23.670 1.000 2,089,216.49 1,526,928.49 562,288.00
---------------- --------- ---------------- ------------ ---------------- --------------
162,830.00 2,171.49 3,340,409.83 2,610,794.25 729,615.58
3,340,409.83 2,610,794.25 729,615.58
4 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
SALE 2/03/11 60 TATA MOTORS LTD 38,600.00 404.68 972,191.80 679,641.18 292,550.62
248464 2/08/11 USD 25.197 1.000 972,191.80 679,641.18 292,550.62
SALE 2/23/11 60 TATA MOTORS LTD 59,900.00 2,396.00 1,513,409.44 1,173,847.42 339,562.02
248464 2/28/11 USD 25.306 1.000 1,513,409.44 1,173,847.42 339,562.02
---------------- --------- ---------------- ------------ ---------------- --------------
98,500.00 2,800.68 2,485,601.24 1,853,488.60 632,112.64
2,485,601.24 1,853,488.60 632,112.64
2 TRANSACTIONS IN COUNTRY: INDIA (9980)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 107
TRANS-TYPE: SALE TRADES FROM 2/01/11 THROUGH 2/28/11 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
9,169,382.00 48,237.48 31895897859.15 20052290521.14 11843607338.01
26,749,478.32 21,428,146.84 5,321,331.48
76 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
14,063,182.00 50,980.52 31981340413.84 20123592957.52 11857747456.32
37,718,003.70 30,599,474.76 7,118,528.94
78 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
22,574,660.00 104,884.20 41779637129.01 29921889672.69 11857747456.32
99,688,415.15 92,569,886.21 7,118,528.94
131 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
159,968,807.73 1469038.81 138552312975.27 122163330882.16 16388982093.10
2,223,250,533.02 2,111,504,080.54 111,746,452.48
1041 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****