QED-R2v11.00
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: 1
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/19/11 60 ISHARES MSCI EMERGING 1,000,000.00 5,912.69 47,529,787.31 40,205,032.57 7,324,754.74
252281 1/24/11 USD 47.536 1.000 47,529,787.31 40,205,032.57 7,324,754.74
SALE 1/19/11 60 VANGUARD EMERGING MARK 1,000,000.00 5,923.40 48,087,676.60 40,480,334.50 7,607,342.10
252289 1/24/11 USD 48.094 1.000 48,087,676.60 40,480,334.50 7,607,342.10
SALE 1/21/11 60 ISHARES MSCI EMERGING 1,000,000.00 5,895.03 46,610,104.96 40,205,032.57 6,405,072.39
252281 1/26/11 USD 46.616 1.000 46,610,104.96 40,205,032.57 6,405,072.39
SALE 1/25/11 60 VANGUARD EMERGING MARK 1,000,000.00 5,903.54 47,053,196.46 40,480,334.49 6,572,861.97
252289 1/28/11 USD 47.059 1.000 47,053,196.46 40,480,334.49 6,572,861.97
SALE 1/27/11 60 ISHARES MSCI EMERGING 1,000,000.00 5,899.14 46,824,200.85 40,205,032.57 6,619,168.28
252281 2/01/11 USD 46.830 1.000 46,824,200.85 40,205,032.57 6,619,168.28
SALE 1/27/11 60 VANGUARD EMERGING MARK 2,000,000.00 11,823.82 94,978,576.18 80,960,668.99 14,017,907.19
252289 2/01/11 USD 47.495 1.000 94,978,576.18 80,960,668.99 14,017,907.19
SALE 1/28/11 60 ISHARES MSCI EMERGING 1,000,000.00 5,875.57 45,596,224.43 40,205,032.57 5,391,191.86
252281 2/02/11 USD 45.602 1.000 45,596,224.43 40,205,032.57 5,391,191.86
SALE 1/28/11 60 VANGUARD EMERGING MARK 2,000,000.00 11,768.98 92,122,431.01 80,960,668.99 11,161,762.02
252289 2/02/11 USD 46.067 1.000 92,122,431.01 80,960,668.99 11,161,762.02
10,000,000.00 59,002.17 468,802,197.80 403,702,137.25 65,100,060.55
468,802,197.80 403,702,137.25 65,100,060.55
8 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
10,000,000.00 59,002.17 468,802,197.80 403,702,137.25 65,100,060.55
468,802,197.80 403,702,137.25 65,100,060.55
8 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
10,000,000.00 59,002.17 468,802,197.80 403,702,137.25 65,100,060.55
468,802,197.80 403,702,137.25 65,100,060.55
8 "SALE" TRANSACTIONS IN FUND: COMMON D - EMERGING EQUITIES (5143)
10,000,000.00 59,002.17 468,802,197.80 403,702,137.25 65,100,060.55
468,802,197.80 403,702,137.25 65,100,060.55
8 TRANSACTIONS WITHIN FUND: COMMON D - EMERGING EQUITIES (5143)
QED-R2v11.00
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: 2
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------* * * THIS PAGE INTENTIONALLY BLANK * * *
QED-R2v11.00
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: 3
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/01/11 60 TRANSALTA CORP 3,671.00 75,400.00 75,400.00
230255 1/01/11 CAD 27625 20.539 .994 75,881.85 75,881.85
PUR 1/07/11 60 CANADIAN PAC RY LTD NP 28,500.00 201.34 1,854,970.95 1,854,970.95
232198 1/12/11 CAD 65.080 .991 1,872,100.67 1,872,100.67
PUR 1/10/11 60 CANADIAN PAC RY LTD NP 41,500.00 291.90 2,716,992.54 2,716,992.54
232198 1/13/11 CAD 65.463 .995 2,730,097.01 2,730,097.01
PUR 1/10/11 60 VITERRA INC 400,000.00 2,813.50 4,240,960.00 4,240,960.00
249990 1/13/11 CAD 10.595 .995 4,261,414.79 4,261,414.79
PUR 1/11/11 60 CANADIAN PAC RY LTD NP 52,800.00 372.67 3,494,399.04 3,494,399.04
232198 1/14/11 CAD 66.175 .992 3,523,467.65 3,523,467.65
PUR 1/11/11 60 VITERRA INC 100,000.00 705.82 1,071,700.00 1,071,700.00
249990 1/14/11 CAD 10.710 .992 1,080,615.07 1,080,615.07
PUR 1/12/11 60 CANADIAN PAC RY LTD NP 57,200.00 406.29 3,783,208.00 3,783,208.00
232198 1/17/11 CAD 66.133 .986 3,838,871.64 3,838,871.64
PUR 1/13/11 60 CANADIAN PAC RY LTD NP 50,000.00 354.14 3,340,290.00 3,340,290.00
232198 1/18/11 CAD 66.799 .988 3,379,834.06 3,379,834.06
PUR 1/13/11 60 VITERRA INC 110,000.00 1,113.02 1,141,272.00 1,141,272.00
249990 1/18/11 CAD 10.365 .988 1,154,782.96 1,154,782.96
PUR 1/14/11 60 CANADIAN PAC RY LTD NP 70,000.00 494.33 4,680,375.00 4,680,375.00
232198 1/19/11 CAD 66.856 .991 4,721,689.79 4,721,689.79
PUR 1/14/11 60 PROVIDENT ENERGY LTD 954.00 7,317.30 7,317.30
255097 1/14/11 CAD 27628 7.670 .991 7,381.89 7,381.89
PUR 1/19/11 60 TORONTO DOMINION BK ON 155,000.00 1,091.93 11,801,080.00 11,801,080.00
242764 1/24/11 CAD 76.129 .994 11,876,495.75 11,876,495.75
QED-R2v11.00
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: 4
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/19/11 60 VITERRA INC 250,000.00 1,761.18 2,718,025.00 2,718,025.00
249990 1/24/11 CAD 10.865 .994 2,735,394.76 2,735,394.76
PUR 1/20/11 60 AGRIUM INC 128,000.00 894.08 11,172,582.40 11,172,582.40
230190 1/25/11 CAD 87.279 1.002 11,148,612.88 11,148,612.88
PUR 1/20/11 60 TORONTO DOMINION BK ON 200,000.00 1,397.00 15,167,620.00 15,167,620.00
242764 1/25/11 CAD 75.831 1.002 15,135,079.58 15,135,079.58
PUR 1/20/11 60 VITERRA INC 297,100.00 2,075.24 3,290,917.28 3,290,917.28
249990 1/25/11 CAD 11.070 1.002 3,283,856.99 3,283,856.99
PUR 1/21/11 60 AGRIUM INC 150,000.00 1,510.65 13,150,485.00 13,150,485.00
230190 1/26/11 CAD 87.660 .993 13,243,854.17 13,243,854.17
PUR 1/21/11 60 POTASH CORP SASK COM 85,933.00 865.43 13,892,049.09 13,892,049.09
230239 1/26/11 CAD 161.651 .993 13,990,683.41 13,990,683.41
PUR 1/21/11 60 VITERRA INC 423,600.00 2,986.25 4,791,000.71 4,791,000.71
249990 1/26/11 CAD 11.303 .993 4,825,017.08 4,825,017.08
PUR 1/24/11 60 AGRIUM INC 100,000.00 704.47 8,767,310.00 8,767,310.00
230190 1/27/11 CAD 87.666 .994 8,823,338.20 8,823,338.20
PUR 1/24/11 60 VITERRA INC 430,500.00 3,032.76 4,897,884.59 4,897,884.59
249990 1/27/11 CAD 11.370 .994 4,929,184.91 4,929,184.91
PUR 1/25/11 60 VITERRA INC 320,500.00 2,250.25 3,636,104.54 3,636,104.54
249990 1/28/11 CAD 11.338 .997 3,647,045.68 3,647,045.68
PUR 1/26/11 60 VITERRA INC 278,300.00 1,957.00 3,154,808.80 3,154,808.80
249990 1/31/11 CAD 11.329 .995 3,169,228.79 3,169,228.79
PUR 1/27/11 60 POTASH CORP SASK COM 100,000.00 704.12 17,357,740.00 17,357,740.00
230239 2/01/11 CAD 173.570 .994 17,459,880.30 17,459,880.30
PUR 1/28/11 60 BEAR CREEK MINING CORP 10,000.00 100.16 79,717.00 79,717.00
255413 2/02/11 CAD 7.962 .998 79,840.75 79,840.75
QED-R2v11.00
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: 5
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/28/11 60 POTASH CORP SASK COM 100,000.00 1,001.55 17,415,590.00 17,415,590.00
230239 2/02/11 CAD 174.146 .998 17,442,626.07 17,442,626.07
PUR 1/28/11 60 SILVER WHEATON CORP NP 350,000.00 3,505.43 10,934,490.00 10,934,490.00
243069 2/02/11 CAD 31.231 .998 10,951,464.77 10,951,464.77
PUR 1/31/11 60 BEAR CREEK MINING CORP 18,900.00 188.95 154,184.31 154,184.31
255413 2/03/11 CAD 8.148 1.000 154,145.77 154,145.77
---------------- --------- ---------------- ------------ ---------------- --------------
4,312,458.00 32,779.46 168,788,473.55 168,788,473.55
169,541,887.24 169,541,887.24
28 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 1/28/11 60 MICHELIN (CGDE) B COMM 150,000.00 5,428.58 7,972,539.28 7,972,539.28
255385 2/02/11 EUR 53.124 .734 10,862,584.09 10,862,584.09
---------------- --------- ---------------- ------------ ---------------- --------------
150,000.00 5,428.58 7,972,539.28 7,972,539.28
10,862,584.09 10,862,584.09
1 TRANSACTION IN COUNTRY: FRANCE ( 400)
PUR 1/20/11 60 KUBOTA CORP Y50 1,500,000.00 9,037.931,250,996,848.00 1,250,996,848.00
242022 1/25/11 JPY 833.498 83.000 15,072,251.18 15,072,251.18
PUR 1/26/11 60 ALL NIPPON AIRWAYS CO 450,000.00 1,006.32 138,066,785.00 138,066,785.00
254108 1/31/11 JPY 306.631 82.270 1,678,215.45 1,678,215.45
PUR 1/26/11 60 ALL NIPPON AIRWAYS CO 830,000.00 1,857.79 254,887,227.00 254,887,227.00
254108 1/31/11 JPY 306.909 82.270 3,098,179.49 3,098,179.49
PUR 1/26/11 60 BRIDGESTONE CORP 451,600.00 5,272.71 723,410,297.00 723,410,297.00
210757 1/31/11 JPY 1600.92 82.270 8,793,123.82 8,793,123.82
PUR 1/26/11 60 BRIDGESTONE CORP 348,400.00 4,024.67 552,183,715.00 552,183,715.00
210757 1/31/11 JPY 1583.96 82.270 6,711,847.76 6,711,847.76
QED-R2v11.00
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: 6
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/26/11 60 HONDA MOTOR CO LTD 276,000.00 7,003.72 960,902,464.00 960,902,464.00
9605 1/31/11 JPY 3479.44 82.270 11,679,864.64 11,679,864.64
PUR 1/26/11 60 HONDA MOTOR CO LTD 224,000.00 5,652.22 775,481,466.00 775,481,466.00
9605 1/31/11 JPY 3459.89 82.270 9,426,054.04 9,426,054.04
PUR 1/26/11 60 NISSAN MOTOR CO LTD NP 569,300.00 3,475.15 476,787,610.00 476,787,610.00
245070 1/31/11 JPY 836.996 82.270 5,795,400.63 5,795,400.63
PUR 1/26/11 60 NISSAN MOTOR CO LTD NP 430,700.00 2,631.04 360,977,667.00 360,977,667.00
245070 1/31/11 JPY 837.616 82.270 4,387,719.30 4,387,719.30
PUR 1/26/11 60 RAKUTEN INC COMMON STO 5,309.00 2,811.79 385,774,026.00 385,774,026.00
254397 1/31/11 JPY 72620.5 82.270 4,689,121.50 4,689,121.50
PUR 1/26/11 60 RAKUTEN INC COMMON STO 3,798.00 2,011.15 275,928,157.00 275,928,157.00
254397 1/31/11 JPY 72607.3 82.270 3,353,934.08 3,353,934.08
PUR 1/27/11 60 ALL NIPPON AIRWAYS CO 720,000.00 1,587.73 219,504,391.00 219,504,391.00
254108 2/01/11 JPY 304.684 82.900 2,647,821.36 2,647,821.36
PUR 1/27/11 60 RAKUTEN INC COMMON STO 893.00 472.17 65,278,843.00 65,278,843.00
254397 2/01/11 JPY 73056.7 82.900 787,440.81 787,440.81
PUR 1/28/11 60 ADVANTEST CORP COMMON 500,000.00 6,341.79 870,299,266.00 870,299,266.00
255384 2/02/11 JPY 1739.55 82.290 10,576,002.75 10,576,002.75
PUR 1/28/11 60 ALL NIPPON AIRWAYS CO 2,000,000.00 4,473.76 613,946,146.00 613,946,146.00
254108 2/02/11 JPY 306.789 82.290 7,460,762.50 7,460,762.50
PUR 1/28/11 60 ASAHI GLASS CO LTD JPY 1,000,000.00 7,602.921,043,365,144.00 1,043,365,144.00
245073 2/02/11 JPY 1042.74 82.290 12,679,124.37 12,679,124.37
PUR 1/28/11 60 ASICS CORP 93,000.00 749.12 102,802,949.00 102,802,949.00
235711 2/02/11 JPY 1104.74 82.290 1,249,276.33 1,249,276.33
PUR 1/28/11 60 BRIDGESTONE CORP 745,400.00 8,681.541,191,387,442.00 1,191,387,442.00
210757 2/02/11 JPY 1597.36 82.290 14,477,912.77 14,477,912.77
QED-R2v11.00
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 1/01/11 THROUGH 1/31/11 ** 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 1/28/11 60 CANON INC. 500,000.00 14,817.412,033,428,925.00 2,033,428,925.00
14464 2/02/11 JPY 4064.41 82.290 24,710,522.85 24,710,522.85
PUR 1/28/11 60 DENSO CORP 500,000.00 11,177.591,533,926,804.00 1,533,926,804.00
231704 2/02/11 JPY 3066.01 82.290 18,640,500.72 18,640,500.72
PUR 1/28/11 60 HONDA MOTOR CO LTD 500,000.00 12,814.811,758,606,581.00 1,758,606,581.00
9605 2/02/11 JPY 3515.10 82.290 21,370,841.91 21,370,841.91
PUR 1/28/11 60 HOYA CORP 320,800.00 4,549.80 624,378,972.00 624,378,972.00
245255 2/02/11 JPY 1945.15 82.290 7,587,543.71 7,587,543.71
PUR 1/28/11 60 IBIDEN CO Y50 300,000.00 6,176.62 847,632,014.00 847,632,014.00
231468 2/02/11 JPY 2823.74 82.290 10,300,547.02 10,300,547.02
PUR 1/28/11 60 KONICA MINOLTA HOLD, I 735,000.00 4,629.91 635,373,514.00 635,373,514.00
245144 2/02/11 JPY 863.935 82.290 7,721,150.98 7,721,150.98
PUR 1/28/11 60 KYOCERA CORP 200,000.00 12,566.851,724,578,326.00 1,724,578,326.00
244666 2/02/11 JPY 8617.72 82.290 20,957,325.63 20,957,325.63
PUR 1/28/11 60 NIDEC CORP NPV 200,000.00 11,347.501,557,243,286.00 1,557,243,286.00
245266 2/02/11 JPY 7781.54 82.290 18,923,845.98 18,923,845.98
PUR 1/28/11 60 NIKON CORP 430,000.00 6,122.35 840,183,384.00 840,183,384.00
233716 2/02/11 JPY 1952.74 82.290 10,210,030.19 10,210,030.19
PUR 1/28/11 60 NISSAN MOTOR CO LTD NP 1,000,000.00 6,189.16 849,353,606.00 849,353,606.00
245070 2/02/11 JPY 848.844 82.290 10,321,468.05 10,321,468.05
PUR 1/28/11 60 RICOH CO LTD 500,000.00 4,407.53 604,855,196.00 604,855,196.00
245256 2/02/11 JPY 1208.98 82.290 7,350,287.96 7,350,287.96
PUR 1/28/11 60 SUZUKI MOTOR CORP 300,000.00 4,422.14 606,860,398.00 606,860,398.00
244719 2/02/11 JPY 2021.65 82.290 7,374,655.46 7,374,655.46
PUR 1/28/11 60 TDK CORP 100,000.00 4,048.06 555,525,115.00 555,525,115.00
244668 2/02/11 JPY 5551.92 82.290 6,750,821.67 6,750,821.67
QED-R2v11.00
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: 8
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/28/11 60 TOYOTA MOTOR CORP 500,000.00 12,414.361,703,651,078.00 1,703,651,078.00
220989 2/02/11 JPY 3405.25 82.290 20,703,014.68 20,703,014.68
PUR 1/31/11 60 ASICS CORP 157,000.00 1,240.56 169,500,243.00 169,500,243.00
235711 2/03/11 JPY 1078.97 81.930 2,068,842.22 2,068,842.22
PUR 1/31/11 60 BRIDGESTONE CORP 254,600.00 2,939.56 401,637,240.00 401,637,240.00
210757 2/03/11 JPY 1576.57 81.930 4,902,199.93 4,902,199.93
PUR 1/31/11 60 HOYA CORP 179,200.00 2,531.76 345,918,400.00 345,918,400.00
245255 2/03/11 JPY 1929.19 81.930 4,222,121.32 4,222,121.32
PUR 1/31/11 60 KONICA MINOLTA HOLD, I 265,000.00 1,546.23 211,265,884.00 211,265,884.00
245144 2/03/11 JPY 796.752 81.930 2,578,614.48 2,578,614.48
PUR 1/31/11 60 NIKON CORP 70,000.00 975.80 133,325,647.00 133,325,647.00
233716 2/03/11 JPY 1903.51 81.930 1,627,311.69 1,627,311.69
PUR 1/31/11 60 SUZUKI MOTOR CORP 200,000.00 2,882.45 393,834,599.00 393,834,599.00
244719 2/03/11 JPY 1967.99 81.930 4,806,964.47 4,806,964.47
---------------- --------- ---------------- ------------ ---------------- --------------
17,360,000.00 202,493.97 27793059655.00 27793059655.00
337,692,663.70 337,692,663.70
38 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
PUR 1/20/11 60 YARA INTERNATIONAL ASA 350,000.00 11,394.09 111,838,372.79 111,838,372.79
255271 1/25/11 NOK 319.347 5.886 19,001,549.98 19,001,549.98
PUR 1/24/11 60 YARA INTERNATIONAL ASA 200,000.00 6,607.11 63,530,235.28 63,530,235.28
255271 1/27/11 NOK 317.461 5.766 11,018,459.76 11,018,459.76
PUR 1/28/11 60 YARA INTERNATIONAL ASA 150,000.00 4,188.13 48,674,905.28 48,674,905.28
255271 2/02/11 NOK 324.337 5.808 8,380,449.07 8,380,449.07
---------------- --------- ---------------- ------------ ---------------- --------------
700,000.00 22,189.33 224,043,513.35 224,043,513.35
38,400,458.81 38,400,458.81
3 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
QED-R2v11.00
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: 9
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/19/11 60 INTRUM JUSTITIA AB 66,671.00 518.17 6,845,005.46 6,845,005.46
238545 1/24/11 SEK 102.617 6.602 1,036,854.97 1,036,854.97
PUR 1/20/11 60 INTRUM JUSTITIA AB 40,197.00 304.49 4,073,690.45 4,073,690.45
238545 1/25/11 SEK 101.292 6.686 609,277.52 609,277.52
PUR 1/20/11 60 KINNEVIK INVESTMENT AB 24,467.00 260.50 3,485,257.80 3,485,257.80
255270 1/25/11 SEK 142.376 6.686 521,269.17 521,269.17
PUR 1/21/11 60 INTRUM JUSTITIA AB 33,258.00 253.33 3,346,938.54 3,346,938.54
238545 1/26/11 SEK 100.585 6.602 506,923.72 506,923.72
PUR 1/21/11 60 KINNEVIK INVESTMENT AB 275,533.00 3,022.11 39,926,582.49 39,926,582.49
255270 1/26/11 SEK 144.834 6.602 6,047,237.39 6,047,237.39
PUR 1/24/11 60 BLACK EARTH FARMING LT 43,784.00 118.88 1,301,055.51 1,301,055.51
255313 1/27/11 SEK 29.698 6.563 198,247.01 198,247.01
PUR 1/24/11 60 INTRUM JUSTITIA AB 32,043.00 243.67 3,199,897.50 3,199,897.50
238545 1/27/11 SEK 99.813 6.563 487,581.14 487,581.14
PUR 1/24/11 60 INTRUM JUSTITIA AB 30,500.00 690.14 3,024,029.25 3,024,029.25
238545 1/27/11 SEK 99.000 6.563 460,783.39 460,783.39
PUR 1/24/11 60 KINNEVIK INVESTMENT AB 120,846.00 1,334.16 17,520,416.76 17,520,416.76
255270 1/27/11 SEK 144.909 6.563 2,669,655.75 2,669,655.75
PUR 1/25/11 60 BLACK EARTH FARMING LT 56,216.00 146.65 1,598,915.42 1,598,915.42
255313 1/28/11 SEK 28.425 6.538 244,568.49 244,568.49
PUR 1/25/11 60 INTRUM JUSTITIA AB 94,690.00 712.89 9,325,953.72 9,325,953.72
238545 1/28/11 SEK 98.440 6.538 1,426,488.48 1,426,488.48
PUR 1/25/11 60 INTRUM JUSTITIA AB 25,000.00 567.40 2,476,709.50 2,476,709.50
238545 1/28/11 SEK 98.920 6.538 378,834.99 378,834.99
PUR 1/25/11 60 KINNEVIK INVESTMENT AB 176,000.00 5,789.20 25,269,894.46 25,269,894.46
255270 1/28/11 SEK 143.364 6.538 3,865,257.58 3,865,257.58
QED-R2v11.00
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: 10
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/25/11 60 KINNEVIK INVESTMENT AB 99,199.00 1,090.46 14,265,298.94 14,265,298.94
255270 1/28/11 SEK 143.733 6.538 2,182,005.74 2,182,005.74
PUR 1/25/11 60 TELE2 AB B SHS COMMON 360,000.00 4,732.01 51,591,648.43 51,591,648.43
254802 1/28/11 SEK 143.224 6.538 7,891,406.52 7,891,406.52
PUR 1/26/11 60 INTRUM JUSTITIA AB 52,497.00 408.58 5,292,641.70 5,292,641.70
238545 1/31/11 SEK 100.768 6.474 817,566.86 817,566.86
PUR 1/26/11 60 KINNEVIK INVESTMENT AB 128,017.00 1,434.60 18,583,504.07 18,583,504.07
255270 1/31/11 SEK 145.092 6.474 2,870,637.75 2,870,637.75
PUR 1/26/11 60 KINNEVIK INVESTMENT AB 150,000.00 5,058.78 21,865,248.75 21,865,248.75
255270 1/31/11 SEK 145.550 6.474 3,377,576.60 3,377,576.60
PUR 1/27/11 60 INTRUM JUSTITIA AB 28,241.00 223.28 2,872,960.87 2,872,960.87
238545 2/01/11 SEK 101.679 6.430 446,784.89 446,784.89
PUR 1/27/11 60 KINNEVIK INVESTMENT AB 145,938.00 1,653.74 21,278,689.55 21,278,689.55
255270 2/01/11 SEK 145.733 6.430 3,309,128.59 3,309,128.59
PUR 1/28/11 60 BLACK EARTH FARMING LT 72,649.00 494.32 2,146,360.22 2,146,360.22
255313 2/02/11 SEK 29.500 6.503 330,041.70 330,041.70
PUR 1/28/11 60 INTRUM JUSTITIA AB 25,208.00 197.64 2,571,913.96 2,571,913.96
238545 2/02/11 SEK 101.977 6.503 395,478.29 395,478.29
PUR 1/28/11 60 KINNEVIK INVESTMENT AB 332,400.00 11,193.64 48,603,195.60 48,603,195.60
255270 2/02/11 SEK 146.000 6.503 7,473,620.41 7,473,620.41
PUR 1/28/11 60 KINNEVIK INVESTMENT AB 47,600.00 533.58 6,943,535.75 6,943,535.75
255270 2/02/11 SEK 145.800 6.503 1,067,694.21 1,067,694.21
PUR 1/31/11 60 BLACK EARTH FARMING LT 27,351.00 75.06 804,946.70 804,946.70
255313 2/03/11 SEK 29.413 6.430 125,181.24 125,181.24
PUR 1/31/11 60 INTRUM JUSTITIA AB 70,207.00 555.79 7,151,355.58 7,151,355.58
238545 2/03/11 SEK 101.810 6.430 1,112,142.70 1,112,142.70
---------------- --------- ---------------- ------------ ---------------- --------------
2,558,512.00 41,613.07 325,365,646.98 325,365,646.98
49,852,245.10 49,852,245.10
26 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
QED-R2v11.00
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: 11
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/19/11 60 RECKITT BENCKISER GROU 100,000.00 30,214.22 3,455,592.80 3,455,592.80
252786 1/24/11 UKP 34.367 .626 5,523,416.23 5,523,416.23
PUR 1/20/11 60 RECKITT BENCKISER GROU 150,000.00 44,579.41 5,143,676.47 5,143,676.47
252786 1/25/11 UKP 34.104 .631 8,149,637.76 8,149,637.76
---------------- --------- ---------------- ------------ ---------------- --------------
250,000.00 74,793.63 8,599,269.27 8,599,269.27
13,673,053.99 13,673,053.99
2 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
PUR 1/28/11 60 DEUTSCHE BANK AG REGIS 500,000.00 14,974.15 21,991,390.19 21,991,390.19
253817 2/01/11 EUR 43.961 .734 29,963,267.26 29,963,267.26
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 14,974.15 21,991,390.19 21,991,390.19
29,963,267.26 29,963,267.26
1 TRANSACTION IN COUNTRY: GERMANY (1100)
PUR 1/28/11 60 ERSTE GROUP BANK AG CO 175,000.00 5,138.52 6,289,421.38 6,289,421.38
254078 2/02/11 EUR 35.918 .734 8,569,336.09 8,569,336.09
PUR 1/28/11 60 VIENNA INSURANCE GROUP 38,199.00 1,241.96 1,520,120.13 1,520,120.13
249922 2/02/11 EUR 39.771 .734 2,071,163.55 2,071,163.55
PUR 1/31/11 60 ERSTE GROUP BANK AG CO 75,000.00 2,224.32 2,705,634.91 2,705,634.91
254078 2/03/11 EUR 36.054 .729 3,709,423.44 3,709,423.44
PUR 1/31/11 60 VIENNA INSURANCE GROUP 25,120.00 814.94 991,276.97 991,276.97
249922 2/03/11 EUR 39.438 .729 1,359,039.99 1,359,039.99
---------------- --------- ---------------- ------------ ---------------- --------------
313,319.00 9,419.74 11,506,453.39 11,506,453.39
15,708,963.07 15,708,963.07
4 TRANSACTIONS IN COUNTRY: AUSTRIA (1300)
QED-R2v11.00
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: 12
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/17/11 60 BANCO SANTANDER RTS EX 6,012,820.00 781,666.60 781,666.60
255458 1/17/11 EUR 27630 .130 .753 1,038,678.16 1,038,678.16
PUR 1/21/11 60 SOL MELIA SA EUR 0.2 156,000.00 768.69 1,132,283.46 1,132,283.46
252343 1/26/11 EUR 7.255 .736 1,538,150.66 1,538,150.66
---------------- --------- ---------------- ------------ ---------------- --------------
6,168,820.00 768.69 1,913,950.06 1,913,950.06
2,576,828.82 2,576,828.82
2 TRANSACTIONS IN COUNTRY: SPAIN (1500)
PUR 1/21/11 60 FIAT INDUSTRIAL COMMON 1,000,000.00 10,879.66 10,019,108.88 10,019,108.88
255293 1/26/11 EUR 10.011 .736 13,610,460.17 13,610,460.17
PUR 1/26/11 60 FIAT INDUSTRIAL COMMON 1,000,000.00 7,206.93 10,532,463.60 10,532,463.60
255293 1/31/11 EUR 10.527 .730 14,421,058.86 14,421,058.86
PUR 1/28/11 60 FIAT INDUSTRIAL COMMON 1,000,000.00 6,840.91 10,046,720.85 10,046,720.85
255293 2/02/11 EUR 10.042 .734 13,688,656.30 13,688,656.30
---------------- --------- ---------------- ------------ ---------------- --------------
3,000,000.00 24,927.50 30,598,293.33 30,598,293.33
41,720,175.33 41,720,175.33
3 TRANSACTIONS IN COUNTRY: ITALY (1700)
PUR 1/21/11 60 MOTOR OIL (HELLAS) SA 48,979.00 521.48 415,387.84 415,387.84
232105 1/26/11 EUR 8.473 .736 564,283.68 564,283.68
PUR 1/21/11 60 MOTOR OIL (HELLAS) SA 24,000.00 508.73 205,574.49 205,574.49
232105 1/26/11 EUR 8.550 .736 279,262.70 279,262.70
PUR 1/24/11 60 MOTOR OIL (HELLAS) SA 29,356.00 322.61 255,274.97 255,274.97
232105 1/27/11 EUR 8.688 .731 349,088.72 349,088.72
PUR 1/24/11 60 MOTOR OIL (HELLAS) SA 30,000.00 651.38 261,476.33 261,476.33
232105 1/27/11 EUR 8.700 .731 357,569.09 357,569.09
QED-R2v11.00
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: 13
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/25/11 60 MOTOR OIL (HELLAS) SA 15,965.00 175.55 138,929.70 138,929.70
232105 1/28/11 EUR 8.694 .731 189,958.68 189,958.68
PUR 1/25/11 60 MOTOR OIL (HELLAS) SA 50,000.00 1,086.72 436,294.79 436,294.79
232105 1/28/11 EUR 8.710 .731 596,546.18 596,546.18
PUR 1/26/11 60 MOTOR OIL (HELLAS) SA 30,145.00 343.45 271,429.23 271,429.23
232105 1/31/11 EUR 8.996 .730 371,641.15 371,641.15
PUR 1/26/11 60 MOTOR OIL (HELLAS) SA 48,450.00 1,075.07 431,021.18 431,021.18
232105 1/31/11 EUR 8.880 .730 590,154.60 590,154.60
---------------- --------- ---------------- ------------ ---------------- --------------
276,895.00 4,684.99 2,415,388.53 2,415,388.53
3,298,504.80 3,298,504.80
8 TRANSACTIONS IN COUNTRY: GREECE (2400)
PUR 1/28/11 60 BANCO ESPIRITO SANTO-R 350,000.00 2,012.67 986,272.18 986,272.18
211864 2/02/11 EUR 2.814 .734 1,343,795.76 1,343,795.76
PUR 1/28/11 60 BANCO ESPIRITO SANTO-R 1,000,000.00 1,914.11 2,811,104.85 2,811,104.85
211864 2/02/11 EUR 2.810 .734 3,830,130.12 3,830,130.12
PUR 1/31/11 60 BANCO ESPIRITO SANTO-R 650,000.00 1,282.05 1,871,180.12 1,871,180.12
211864 2/03/11 EUR 2.877 .729 2,565,386.55 2,565,386.55
---------------- --------- ---------------- ------------ ---------------- --------------
2,000,000.00 5,208.83 5,668,557.15 5,668,557.15
7,739,312.43 7,739,312.43
3 TRANSACTIONS IN COUNTRY: PORTUGAL (3100)
---------------- --------- ---------------- ------------ ---------------- --------------
37,590,004.00 439,281.94 28601923130.08 28601923130.08
721,029,944.64 721,029,944.64
119 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
37,590,004.00 439,281.94 28601923130.08 28601923130.08
721,029,944.64 721,029,944.64
119 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
QED-R2v11.00
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: 14
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/28/11 60 ISHARES S+P/TSX 60 IND 1,470,000.00 7,361.41 28,483,308.00 26,320,185.18 2,163,122.82
251354 2/02/11 CAD 19.381 .998 28,527,525.66 26,194,585.21 2,332,940.45
---------------- --------- ---------------- ------------ ---------------- --------------
1,470,000.00 7,361.41 28,483,308.00 26,320,185.18 2,163,122.82
28,527,525.66 26,194,585.21 2,332,940.45
1 TRANSACTION IN COUNTRY: CANADA ( 300)
SALE 1/27/11 60 ISHARES MSCI SINGAPORE 163,200.00 859.77 2,278,734.14 1,375,858.96 902,875.18
246507 2/01/11 USD 13.968 1.000 2,278,734.14 1,375,858.96 902,875.18
SALE 1/28/11 60 ISHARES MSCI SINGAPORE 341,800.00 1,799.26 4,698,736.87 2,881,547.75 1,817,189.12
246507 2/02/11 USD 13.752 1.000 4,698,736.87 2,881,547.75 1,817,189.12
SALE 1/31/11 60 ISHARES MSCI SINGAPORE 195,000.00 1,026.26 2,668,348.24 1,643,949.13 1,024,399.11
246507 2/03/11 USD 13.689 1.000 2,668,348.24 1,643,949.13 1,024,399.11
---------------- --------- ---------------- ------------ ---------------- --------------
700,000.00 3,685.29 9,645,819.25 5,901,355.84 3,744,463.41
9,645,819.25 5,901,355.84 3,744,463.41
3 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
SALE 1/20/11 60 ISHARES MSCI HONG KONG 1,000,000.00 5,377.53 19,657,322.47 12,555,464.53 7,101,857.94
246294 1/25/11 USD 19.663 1.000 19,657,322.47 12,555,464.53 7,101,857.94
SALE 1/27/11 60 ISHARES MSCI HONG KONG 340,000.00 1,827.76 6,652,108.24 4,268,857.94 2,383,250.30
246294 2/01/11 USD 19.570 1.000 6,652,108.24 4,268,857.94 2,383,250.30
---------------- --------- ---------------- ------------ ---------------- --------------
1,340,000.00 7,205.29 26,309,430.71 16,824,322.47 9,485,108.24
26,309,430.71 16,824,322.47 9,485,108.24
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
3,510,000.00 18,251.99 64,438,557.96 49,045,863.49 15,392,694.47
64,482,775.62 48,920,263.52 15,562,512.10
6 TRANSACTIONS IN CATEGORY: ETF-INTERNATIONAL (1600)
QED-R2v11.00
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: 15
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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)
--------------------------------
SALE 1/07/11 60 CANADIAN NATIONAL RAIL 95,000.00 671.14 6,361,912.50 4,531,680.71 1,830,231.79
230199 1/12/11 CAD 66.975 .991 6,420,661.55 4,088,112.12 2,332,549.43
SALE 1/10/11 60 CANADIAN NATIONAL RAIL 100,000.00 703.38 6,691,990.00 4,770,190.22 1,921,799.78
230199 1/13/11 CAD 66.927 .995 6,724,266.48 4,303,275.91 2,420,990.57
SALE 1/13/11 60 CANADIAN NATIONAL RAIL 100,000.00 1,011.84 6,711,080.00 4,770,190.22 1,940,889.78
230199 1/18/11 CAD 67.121 .988 6,790,529.19 4,303,275.91 2,487,253.28
SALE 1/19/11 60 CAN IMPERIAL BK OF COM 152,765.00 1,076.19 11,716,326.94 10,802,867.56 913,459.38
243055 1/24/11 CAD 76.702 .994 11,791,201.07 10,396,027.89 1,395,173.18
SALE 1/20/11 60 BARRICK GOLD CORP 156,526.00 1,093.33 7,228,386.33 6,787,391.25 440,995.08
230195 1/25/11 CAD 46.187 1.002 7,212,878.64 6,569,755.47 643,123.17
SALE 1/20/11 60 CAN IMPERIAL BK OF COM 200,000.00 1,397.00 15,263,040.00 14,143,118.59 1,119,921.41
243055 1/25/11 CAD 76.322 1.002 15,230,294.87 13,610,483.92 1,619,810.95
SALE 1/20/11 60 GOLDCORP INC 95,200.00 664.97 3,818,205.44 3,828,039.23 -9,833.79
230216 1/25/11 CAD 40.114 1.002 3,810,013.91 3,611,736.52 198,277.39
SALE 1/20/11 60 OSISKO MINING CORP COM 60,000.00 598.71 797,364.00 900,162.00 -102,798.00
253699 1/25/11 CAD 13.299 1.002 795,653.35 872,038.75 -76,385.40
---------------- --------- ---------------- ------------ ---------------- --------------
959,491.00 7,216.56 58,588,305.21 50,533,639.78 8,054,665.43
58,775,499.06 47,754,706.49 11,020,792.57
8 TRANSACTIONS IN COUNTRY: CANADA ( 300)
SALE 1/18/11 60 AXA 405,564.00 4,005.32 5,979,118.50 5,752,498.12 226,620.38
226044 1/21/11 EUR 14.750 .747 8,006,639.93 7,470,186.25 536,453.68
SALE 1/18/11 60 CFAO SA NPV 1,651.00 32.25 48,135.09 45,307.26 2,827.83
249871 1/21/11 EUR 29.170 .747 64,457.72 63,528.06 929.66
QED-R2v11.00
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: 16
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/19/11 60 AXA 594,436.00 5,866.96 8,691,953.31 8,431,448.48 260,504.83
226044 1/24/11 EUR 14.629 .741 11,728,053.04 10,949,067.55 778,985.49
SALE 1/19/11 60 CFAO SA NPV 26,873.00 527.85 782,005.45 737,457.27 44,548.18
249871 1/24/11 EUR 29.115 .741 1,055,159.99 1,034,033.67 21,126.32
SALE 1/20/11 60 CFAO SA NPV 17,592.00 330.78 493,020.74 482,765.16 10,255.58
249871 1/25/11 EUR 28.039 .746 661,239.38 676,914.38 -15,675.00
SALE 1/20/11 60 SOCIETE GENERALE EUR 1 250,000.00 9,443.15 11,727,659.18 8,381,808.85 3,345,850.33
245186 1/25/11 EUR 46.939 .746 15,729,135.53 11,041,592.90 4,687,542.63
SALE 1/21/11 60 CFAO SA NPV 48,020.00 955.15 1,405,543.37 1,317,779.85 87,763.52
249871 1/26/11 EUR 29.285 .736 1,909,360.63 1,847,739.24 61,621.39
SALE 1/24/11 60 CFAO SA NPV 18,761.00 380.14 555,691.12 514,845.23 40,845.89
249871 1/27/11 EUR 29.634 .731 759,908.05 721,895.79 38,012.26
SALE 1/25/11 60 CFAO SA NPV 24,974.00 511.36 747,599.81 685,344.31 62,255.50
249871 1/28/11 EUR 29.950 .731 1,022,193.77 960,962.92 61,230.85
SALE 1/26/11 60 CFAO SA NPV 19,175.00 396.30 578,582.72 526,206.34 52,376.38
249871 1/31/11 EUR 30.189 .730 792,195.99 737,825.90 54,370.09
SALE 1/26/11 60 CFAO SA NPV 12,500.00 775.83 377,183.37 343,028.91 34,154.46
249871 1/31/11 EUR 30.220 .730 516,439.82 480,981.69 35,458.13
SALE 1/27/11 60 CFAO SA NPV 30,454.00 633.19 921,771.27 835,728.19 86,043.08
249871 2/01/11 EUR 30.283 .728 1,265,729.45 1,171,825.30 93,904.15
---------------- --------- ---------------- ------------ ---------------- --------------
1,450,000.00 23,858.28 32,308,263.93 28,054,217.97 4,254,045.96
43,510,513.30 37,156,553.65 6,353,959.65
12 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
SALE 1/20/11 60 ASAHI BREWERIES LTD 362,800.00 4,128.53 570,771,251.00 593,204,267.46 -22,433,016.46
243254 1/25/11 JPY 1574.18 83.000 6,876,762.06 6,995,435.81 -118,673.75
QED-R2v11.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 17
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/21/11 60 ASAHI BREWERIES LTD 413,000.00 4,682.26 644,672,667.00 675,284,902.04 -30,612,235.04
243254 1/26/11 JPY 1561.88 82.660 7,799,088.64 7,963,382.00 -164,293.36
SALE 1/24/11 60 ASAHI BREWERIES LTD 224,200.00 2,539.82 348,973,852.00 366,583,232.54 -17,609,380.54
243254 1/27/11 JPY 1557.46 82.490 4,230,498.87 4,322,978.80 -92,479.93
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 11,350.611,564,417,770.00 1,635,072,402.04 -70,654,632.04
18,906,349.57 19,281,796.61 -375,447.04
3 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
SALE 1/03/11 60 NORSKE SKOGSINDUST NOK 255,272.00 955.94 3,708,916.66 17,900,092.52 -14,191,175.86
233089 1/06/11 NOK 14.551 5.829 636,336.08 2,774,569.59 -2,138,233.51
SALE 1/04/11 60 NORSKE SKOGSINDUST NOK 147,000.00 544.72 2,125,954.27 10,307,881.79 -8,181,927.52
233089 1/07/11 NOK 14.484 5.863 362,602.10 1,597,753.49 -1,235,151.39
SALE 1/05/11 60 NORSKE SKOGSINDUST NOK 500,000.00 791.83 7,815,707.75 35,060,822.41 -27,245,114.66
233089 1/10/11 NOK 15.641 5.926 1,318,928.71 5,434,535.70 -4,115,606.99
SALE 1/19/11 60 NORSKE SKOGSINDUST NOK 473,301.00 777.61 9,014,193.86 33,188,644.61 -24,174,450.75
233089 1/24/11 NOK 19.055 5.799 1,554,452.76 5,144,342.36 -3,589,889.60
SALE 1/20/11 60 NORSKE SKOGSINDUST NOK 26,699.00 43.40 510,693.97 1,872,177.79 -1,361,483.82
233089 1/25/11 NOK 19.137 5.886 86,767.87 290,193.34 -203,425.47
SALE 1/26/11 60 NORSKE SKOGSINDUST NOK 250,000.00 564.15 5,405,429.80 17,530,411.20 -12,124,981.40
233089 1/31/11 NOK 21.635 5.752 939,690.70 2,717,267.85 -1,777,577.15
SALE 1/28/11 60 NORSKE SKOGSINDUST NOK 250,000.00 573.57 5,548,968.62 17,530,411.21 -11,981,442.59
233089 2/02/11 NOK 22.209 5.808 955,376.26 2,717,267.85 -1,761,891.59
---------------- --------- ---------------- ------------ ---------------- --------------
1,902,272.00 4,251.22 34,129,864.93 133,390,441.53 -99,260,576.60
5,854,154.48 20,675,930.18 -14,821,775.70
7 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
QED-R2v11.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 18
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/03/11 60 GAM HOLDING LTD 33,000.00 818.44 508,960.01 432,767.78 76,192.23
248834 1/06/11 CHF 15.446 .934 544,808.40 427,860.56 116,947.84
SALE 1/04/11 60 GAM HOLDING LTD 72,000.00 1,767.39 1,114,613.57 944,220.60 170,392.97
248834 1/07/11 CHF 15.504 .947 1,176,497.33 933,513.94 242,983.39
SALE 1/04/11 60 GAM HOLDING LTD 70,000.00 1,717.86 1,083,372.50 917,992.25 165,380.25
248834 1/07/11 CHF 15.500 .947 1,143,521.74 907,582.99 235,938.75
SALE 1/05/11 60 BALOISE HOLDING AG 19,708.00 1,137.67 1,830,162.68 1,814,434.80 15,727.88
248470 1/10/11 CHF 92.920 .966 1,894,970.68 1,786,315.94 108,654.74
SALE 1/06/11 60 BALOISE HOLDING AG 61,292.00 3,561.86 5,722,242.58 5,642,903.28 79,339.30
248470 1/11/11 CHF 93.416 .965 5,932,859.08 5,555,453.45 377,405.63
SALE 1/07/11 60 BALOISE HOLDING AG 31,415.00 1,818.35 2,919,722.73 2,892,250.32 27,472.41
248470 1/12/11 CHF 92.996 .964 3,028,758.02 2,847,428.21 181,329.81
SALE 1/12/11 60 BALOISE HOLDING AG 52,585.00 3,024.29 4,894,649.55 4,841,285.47 53,364.08
248470 1/17/11 CHF 93.137 .972 5,037,461.59 4,766,258.56 271,203.03
SALE 1/13/11 60 BALOISE HOLDING AG 70,000.00 4,076.96 6,551,489.75 6,444,613.16 106,876.59
248470 1/18/11 CHF 93.649 .965 6,790,867.84 6,344,738.98 446,128.86
SALE 1/13/11 60 STRAUMANN HOLDING (REG 195.00 26.59 42,722.54 51,027.25 -8,304.71
222327 1/18/11 CHF 219.221 .965 44,283.53 40,730.33 3,553.20
SALE 1/14/11 60 BALOISE HOLDING AG 15,000.00 873.75 1,402,908.75 1,380,988.53 21,920.22
248470 1/19/11 CHF 93.583 .964 1,455,375.02 1,359,586.92 95,788.10
SALE 1/14/11 60 STRAUMANN HOLDING (REG 16,057.00 2,190.91 3,517,770.33 4,201,767.05 -683,996.72
222327 1/19/11 CHF 219.212 .964 3,649,328.63 3,353,881.94 295,446.69
SALE 1/18/11 60 STRAUMANN HOLDING (REG 25,000.00 3,486.92 5,587,040.75 6,541,955.29 -954,914.54
222327 1/21/11 CHF 223.616 .962 5,808,036.54 5,221,837.73 586,198.81
---------------- --------- ---------------- ------------ ---------------- --------------
466,252.00 24,500.99 35,175,655.74 36,106,205.78 -930,550.04
36,506,768.40 33,545,189.55 2,961,578.85
12 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
QED-R2v11.00
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: 19
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/20/11 60 CENTRICA ORD GBP 0.061 1,294,137.00 3,383.45 4,266,834.24 3,271,465.13 995,369.11
248801 1/25/11 UKP 3.299 .631 6,760,369.48 5,283,162.91 1,477,206.57
SALE 1/21/11 60 CENTRICA ORD GBP 0.061 205,863.00 542.70 676,414.65 520,403.66 156,010.99
248801 1/26/11 UKP 3.287 .625 1,081,654.25 840,411.62 241,242.63
SALE 1/24/11 60 CENTRICA ORD GBP 0.061 1,300,000.00 4,088.45 4,253,775.20 3,286,286.28 967,488.92
248801 1/27/11 UKP 3.274 .625 6,807,314.65 5,307,097.92 1,500,216.73
SALE 1/25/11 60 CENTRICA ORD GBP 0.061 200,000.00 620.27 651,248.02 505,582.51 145,665.51
248801 1/28/11 UKP 3.258 .632 1,030,535.63 816,476.61 214,059.02
---------------- --------- ---------------- ------------ ---------------- --------------
3,000,000.00 8,634.87 9,848,272.11 7,583,737.58 2,264,534.53
15,679,874.01 12,247,149.06 3,432,724.95
4 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
SALE 1/03/11 60 CARL ZEISS MEDITEC AG 2,200.00 63.35 31,559.77 30,753.16 806.61
235918 1/05/11 EUR 14.367 .748 42,170.16 42,512.24 -342.08
SALE 1/04/11 60 CARL ZEISS MEDITEC AG 7,800.00 224.12 112,023.79 109,033.93 2,989.86
235918 1/06/11 EUR 14.384 .751 149,187.62 150,725.23 -1,537.61
SALE 1/05/11 60 CARL ZEISS MEDITEC AG 8,000.00 90.43 114,592.00 111,829.67 2,762.33
235918 1/07/11 EUR 14.333 .761 150,625.55 154,589.98 -3,964.43
SALE 1/06/11 60 CARL ZEISS MEDITEC AG 7,753.00 86.92 111,069.47 108,376.93 2,692.54
235918 1/10/11 EUR 14.335 .767 144,784.59 149,817.01 -5,032.42
SALE 1/07/11 60 CARL ZEISS MEDITEC AG 13,747.00 151.69 194,614.91 192,165.31 2,449.60
235918 1/11/11 EUR 14.165 .770 252,658.70 265,643.55 -12,984.85
SALE 1/10/11 60 CARL ZEISS MEDITEC AG 12,500.00 136.71 175,973.10 174,733.86 1,239.24
235918 1/12/11 EUR 14.086 .773 227,700.51 241,546.84 -13,846.33
SALE 1/11/11 60 CARL ZEISS MEDITEC AG 13,000.00 141.34 182,038.91 181,723.22 315.69
235918 1/13/11 EUR 14.011 .773 235,430.86 251,208.72 -15,777.86
QED-R2v11.00
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: 20
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/12/11 60 CARL ZEISS MEDITEC AG 7,000.00 76.32 97,331.17 97,850.96 -519.79
235918 1/14/11 EUR 13.913 .766 127,129.08 135,266.23 -8,137.15
SALE 1/14/11 60 CARL ZEISS MEDITEC AG 205.00 2.30 2,868.28 2,865.64 2.64
235918 1/18/11 EUR 14.000 .748 3,832.60 3,961.37 -128.77
SALE 1/18/11 60 CARL ZEISS MEDITEC AG 13,481.00 151.65 188,630.19 188,446.98 183.21
235918 1/20/11 EUR 14.001 .747 252,594.76 260,503.44 -7,908.68
SALE 1/19/11 60 CARL ZEISS MEDITEC AG 6,061.00 68.81 84,944.22 84,724.96 219.26
235918 1/21/11 EUR 14.023 .741 114,615.24 117,121.24 -2,506.00
SALE 1/20/11 60 CARL ZEISS MEDITEC AG 9,001.00 101.64 126,231.65 125,822.36 409.29
235918 1/24/11 EUR 14.033 .746 169,301.88 173,933.05 -4,631.17
SALE 1/21/11 60 CARL ZEISS MEDITEC AG 11,563.00 131.97 161,818.38 161,635.81 182.57
235918 1/25/11 EUR 14.003 .736 219,822.21 223,440.49 -3,618.28
SALE 1/24/11 60 CARL ZEISS MEDITEC AG 3,541.00 40.71 49,581.76 49,498.61 83.15
235918 1/26/11 EUR 14.011 .731 67,803.10 68,425.39 -622.29
SALE 1/25/11 60 CARL ZEISS MEDITEC AG 7,939.00 91.50 111,472.85 110,976.97 495.88
235918 1/27/11 EUR 14.050 .731 152,416.91 153,411.23 -994.32
SALE 1/26/11 60 CARL ZEISS MEDITEC AG 4,665.00 54.06 65,759.41 65,210.68 548.73
235918 1/28/11 EUR 14.105 .730 90,037.84 90,145.28 -107.44
SALE 1/27/11 60 CARL ZEISS MEDITEC AG 9,220.00 107.93 130,915.47 128,883.70 2,031.77
235918 1/31/11 EUR 14.208 .728 179,766.47 178,164.95 1,601.52
SALE 1/28/11 60 CARL ZEISS MEDITEC AG 5,213.00 60.58 74,063.55 72,871.01 1,192.54
235918 2/01/11 EUR 14.216 .734 100,911.58 100,734.69 176.89
SALE 1/31/11 60 CARL ZEISS MEDITEC AG 11,111.00 128.93 156,631.06 155,317.44 1,313.62
235918 2/02/11 EUR 14.105 .729 214,741.07 214,706.16 34.91
SALE 1/31/11 60 DEUTSCHE BOERSE AG 147,000.00 5,643.75 8,228,927.17 8,102,946.55 125,980.62
240969 2/02/11 EUR 56.007 .729 11,281,853.00 11,513,807.58 -231,954.58
---------------- --------- ---------------- ------------ ---------------- --------------
301,000.00 7,554.71 10,401,047.11 10,255,667.75 145,379.36
14,177,383.73 14,489,664.67 -312,280.94
20 TRANSACTIONS IN COUNTRY: GERMANY (1100)
QED-R2v11.00
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: 21
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/06/11 60 VESTAS WIND SYSTEMS 250,000.00 4,723.84 44,973,449.72 69,341,495.09 -24,368,045.37
222191 1/11/11 DKK 180.002 5.716 7,868,337.44 12,164,956.78 -4,296,619.34
SALE 1/19/11 60 FLSMIDTH + CO A/S DKK 80,619.00 3,583.11 39,553,831.02 25,956,399.09 13,597,431.93
248776 1/24/11 DKK 490.872 5.522 7,162,629.55 4,823,583.06 2,339,046.49
SALE 1/19/11 60 VESTAS WIND SYSTEMS 170,586.00 2,935.98 32,410,172.50 47,314,753.13 -14,904,580.63
222191 1/24/11 DKK 190.088 5.522 5,869,015.80 8,300,685.27 -2,431,669.47
SALE 1/20/11 60 FLSMIDTH + CO A/S DKK 69,381.00 2,990.96 33,219,531.28 22,338,169.98 10,881,361.30
248776 1/25/11 DKK 479.038 5.556 5,978,929.70 4,151,192.85 1,827,736.85
SALE 1/20/11 60 VESTAS WIND SYSTEMS 45,680.00 760.60 8,447,670.37 12,670,077.98 -4,222,407.61
222191 1/25/11 DKK 185.024 5.556 1,520,431.66 2,222,780.90 -702,349.24
SALE 1/21/11 60 VESTAS WIND SYSTEMS 33,734.00 569.91 6,250,573.15 9,356,663.98 -3,106,090.83
222191 1/26/11 DKK 185.383 5.487 1,139,253.84 1,641,490.61 -502,236.77
---------------- --------- ---------------- ------------ ---------------- --------------
650,000.00 15,564.40 164,855,228.04 186,977,559.25 -22,122,331.21
29,538,597.99 33,304,689.47 -3,766,091.48
6 TRANSACTIONS IN COUNTRY: DENMARK (1400)
SALE 1/03/11 60 GAMESA CORP TECNOLOGIC 380,000.00 4,446.50 2,215,150.27 5,260,040.62 -3,044,890.35
233092 1/06/11 EUR 5.838 .748 2,959,883.63 7,080,473.03 -4,120,589.40
SALE 1/04/11 60 GAMESA CORP TECNOLOGIC 32,000.00 370.88 185,382.31 442,950.79 -257,568.48
233092 1/07/11 EUR 5.802 .751 246,882.79 596,250.36 -349,367.57
SALE 1/06/11 60 GAMESA CORP TECNOLOGIC 88,000.00 387.39 495,002.02 1,218,114.67 -723,112.65
233092 1/11/11 EUR 5.628 .767 645,259.80 1,639,688.49 -994,428.69
SALE 1/19/11 60 GAMESA CORP TECNOLOGIC 500,000.00 1,918.50 2,842,278.14 6,921,106.08 -4,078,827.94
233092 1/24/11 EUR 5.687 .741 3,835,086.04 9,316,411.88 -5,481,325.84
SALE 1/19/11 60 IBERDROLA SA 1,000,000.00 4,157.33 6,159,118.90 7,056,239.62 -897,120.72
238582 1/24/11 EUR 6.162 .741 8,310,499.44 9,901,559.78 -1,591,060.34
QED-R2v11.00
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: 22
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/20/11 60 BANCO SANTANDER SA EUR 1,000,000.00 5,842.67 8,708,243.70 8,777,592.89 -69,349.19
252341 1/25/11 EUR 8.713 .746 11,679,495.74 11,918,680.69 -239,184.95
SALE 1/20/11 60 BANCO SANTANDER SA EUR 3,000,000.00 17,520.36 26,113,336.80 26,332,778.65 -219,441.85
252341 1/25/11 EUR 8.709 .746 35,023,205.17 35,756,042.03 -732,836.86
SALE 1/20/11 60 IBERDROLA SA 1,000,000.00 4,135.19 6,163,316.80 7,056,239.62 -892,922.82
238582 1/25/11 EUR 6.166 .746 8,266,239.99 9,901,559.78 -1,635,319.79
SALE 1/28/11 60 BANCO SANTANDER SA EUR 999,930.00 7,255.63 8,870,053.44 8,776,978.45 93,074.99
252341 2/02/11 EUR 8.876 .734 12,085,447.06 11,917,846.37 167,600.69
SALE 1/28/11 60 BANCO SANTANDER SA EUR 1,012,890.00 7,468.15 9,129,874.99 8,890,736.06 239,138.93
252341 2/02/11 EUR 9.019 .734 12,439,453.90 12,072,312.48 367,141.42
SALE 1/28/11 60 GAMESA CORP TECNOLOGIC 725,737.00 2,794.39 4,099,814.58 10,045,805.52 -5,945,990.94
233092 2/02/11 EUR 5.652 .734 5,585,997.02 13,522,529.61 -7,936,532.59
SALE 1/28/11 60 IBERDROLA SA 1,707,723.00 7,303.97 10,716,065.83 12,050,102.68 -1,334,036.85
238582 2/02/11 EUR 6.278 .734 14,600,638.78 16,909,121.35 -2,308,482.57
SALE 1/31/11 60 GAMESA CORP TECNOLOGIC 274,263.00 1,040.90 1,517,697.87 3,796,406.63 -2,278,708.76
233092 2/03/11 EUR 5.537 .729 2,080,762.65 5,110,294.14 -3,029,531.49
---------------- --------- ---------------- ------------ ---------------- --------------
11,720,543.00 64,641.86 87,215,335.65 106,625,092.28 -19,409,756.63
117,758,852.01 145,642,769.99 -27,883,917.98
13 TRANSACTIONS IN COUNTRY: SPAIN (1500)
---------------- --------- ---------------- ------------ ---------------- --------------
21,449,558.00 167,573.501,996,939,742.72 2,194,598,963.96 -197659221.24
340,707,992.55 364,098,449.67 -23,390,457.12
85 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
24,959,558.00 185,825.492,061,378,300.68 2,243,644,827.45 -182266526.77
405,190,768.17 413,018,713.19 -7,827,945.02
91 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
---------------- --------- ---------------- ------------ ---------------- --------------
62,549,562.00 625,107.43 30663301430.76 30845567957.53 -182266526.77
1,126,220,712.81 1,134,048,657.83 -7,827,945.02
210 TRANSACTIONS WITHIN FUND: COMMON PENSION FD D (5144)
QED-R2v11.00
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: 23
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/13/11 60 ISHARES MSCI TAIWAN IN 51,400.00 1,028.00 806,856.64 806,856.64
239504 1/19/11 USD 15.678 1.000 806,856.64 806,856.64
---------------- --------- ---------------- ------------ ---------------- --------------
51,400.00 1,028.00 806,856.64 806,856.64
806,856.64 806,856.64
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
---------------- --------- ---------------- ------------ ---------------- --------------
51,400.00 1,028.00 806,856.64 806,856.64
806,856.64 806,856.64
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
PUR 1/06/11 60 CHINA SHIPPING CONTAIN 1,840,000.00 2,277.19 7,022,017.18 7,022,017.18
255071 1/10/11 HKD 3.807 7.774 903,298.56 903,298.56
PUR 1/13/11 60 CHINA PACIFIC 207,600.00 2,285.32 7,047,168.31 7,047,168.31
250260 1/17/11 HKD 33.860 7.774 906,522.29 906,522.29
PUR 1/13/11 60 PING AN INSURANCE 74,500.00 2,070.93 6,386,057.20 6,386,057.20
243411 1/17/11 HKD 85.503 7.774 821,479.34 821,479.34
PUR 1/25/11 60 CHINA SHIPPING CONTAIN 425,000.00 520.33 1,608,114.63 1,608,114.63
255071 1/27/11 HKD 3.774 7.791 206,398.76 206,398.76
---------------- --------- ---------------- ------------ ---------------- --------------
2,547,100.00 7,153.77 22,063,357.32 22,063,357.32
2,837,698.95 2,837,698.95
4 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 1/13/11 60 CHINA LIFE INS 195,000.00 2,067.94 6,376,843.06 6,376,843.06
241827 1/17/11 HKD 32.619 7.774 820,294.07 820,294.07
---------------- --------- ---------------- ------------ ---------------- --------------
195,000.00 2,067.94 6,376,843.06 6,376,843.06
820,294.07 820,294.07
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
QED-R2v11.00
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: 24
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/14/11 60 HANA FINANCIAL GROUP C 430.00 8.33 20,656,212.00 20,656,212.00
254446 1/18/11 KRW 48016.0 1114.60 18,532.40 18,532.40
PUR 1/14/11 60 HANA FINANCIAL GROUP C 12,350.00 235.47 583,498,950.00 583,498,950.00
254446 1/18/11 KRW 47225.6 1114.60 523,505.25 523,505.25
PUR 1/14/11 60 HYNIX SEMICONDUCTOR IN 28,230.00 307.72 762,552,990.00 762,552,990.00
255220 1/18/11 KRW 27000.0 1114.60 684,149.46 684,149.46
PUR 1/14/11 60 HYNIX SEMICONDUCTOR IN 57,280.00 627.851,555,811,800.00 1,555,811,800.00
255220 1/18/11 KRW 27149.3 1114.60 1,395,847.66 1,395,847.66
PUR 1/14/11 60 KB FINANCIAL GROUP 7,398.00 180.32 446,858,290.00 446,858,290.00
244142 1/18/11 KRW 60375.4 1114.60 400,913.59 400,913.59
PUR 1/14/11 60 SAMSUNG ELECTRONICS CO 993.00 368.43 912,986,650.00 912,986,650.00
239489 1/18/11 KRW 919009. 1114.60 819,115.96 819,115.96
PUR 1/14/11 60 SHINHAN FINANCIAL GROU 1,808.00 39.06 96,811,894.00 96,811,894.00
239492 1/18/11 KRW 53522.3 1114.60 86,857.97 86,857.97
PUR 1/14/11 60 SHINHAN FINANCIAL GROU 5,900.00 125.77 311,653,980.00 311,653,980.00
239492 1/18/11 KRW 52798.9 1114.60 279,610.60 279,610.60
PUR 1/17/11 60 HANA FINANCIAL GROUP C 400.00 43.30 19,405,629.00 19,405,629.00
254446 1/19/11 KRW 48393.0 1117.55 17,364.44 17,364.44
PUR 1/17/11 60 SHINHAN FINANCIAL GROU 1,496.00 178.95 80,192,997.00 80,192,997.00
239492 1/19/11 KRW 53471.2 1117.55 71,757.86 71,757.86
PUR 1/18/11 60 HANA FINANCIAL GROUP C 360.00 38.05 17,041,265.00 17,041,265.00
254446 1/20/11 KRW 47218.8 1116.60 15,261.75 15,261.75
PUR 1/18/11 60 SHINHAN FINANCIAL GROU 1,863.00 217.88 97,556,803.00 97,556,803.00
239492 1/20/11 KRW 52234.8 1116.60 87,369.52 87,369.52
PUR 1/19/11 60 HANA FINANCIAL GROUP C 10.00 1.04 466,845.00 466,845.00
254446 1/21/11 KRW 46568.5 1110.34 420.45 420.45
QED-R2v11.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 25
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/19/11 60 SHINHAN FINANCIAL GROU 1,834.00 215.01 95,737,727.00 95,737,727.00
239492 1/21/11 KRW 52071.4 1110.35 86,223.02 86,223.02
PUR 1/20/11 60 SHINHAN FINANCIAL GROU 4,058.00 462.87 208,153,974.00 208,153,974.00
239492 1/24/11 KRW 51166.8 1121.45 185,611.46 185,611.46
PUR 1/21/11 60 KOREAN AIR LINES CO LT 2,205.00 369.73 166,642,206.00 166,642,206.00
255323 1/25/11 KRW 75386.2 1123.95 148,264.79 148,264.79
PUR 1/21/11 60 NCSOFT CORPORATION COM 286.00 128.64 57,978,074.00 57,978,074.00
255325 1/25/11 KRW 202215. 1123.95 51,584.21 51,584.21
PUR 1/21/11 60 OCI COMPANY LTD 631.00 98.45 246,005,653.00 246,005,653.00
247824 1/25/11 KRW 389690. 1123.95 218,875.98 218,875.98
PUR 1/21/11 60 SAMSUNG ENGINEERING CO 1,211.00 95.00 237,373,770.00 237,373,770.00
254433 1/25/11 KRW 195926. 1123.95 211,196.02 211,196.02
PUR 1/21/11 60 SHINHAN FINANCIAL GROU 107.00 12.11 5,459,910.00 5,459,910.00
239492 1/25/11 KRW 50900.0 1123.94 4,857.79 4,857.79
PUR 1/24/11 60 KOREAN AIR LINES CO LT 9,079.00 1,570.54 706,086,266.00 706,086,266.00
255323 1/26/11 KRW 77577.4 1121.15 629,787.51 629,787.51
PUR 1/24/11 60 NCSOFT CORPORATION COM 254.00 116.67 52,452,582.00 52,452,582.00
255325 1/26/11 KRW 205991. 1121.15 46,784.62 46,784.62
PUR 1/24/11 60 SHINHAN FINANCIAL GROU 1,022.00 112.70 50,667,624.00 50,667,624.00
239492 1/26/11 KRW 49453.3 1121.15 45,192.55 45,192.55
PUR 1/25/11 60 KOREAN AIR LINES CO LT 3,042.00 531.24 238,230,130.00 238,230,130.00
255323 1/27/11 KRW 78118.3 1118.30 213,028.82 213,028.82
PUR 1/25/11 60 NCSOFT CORPORATION COM 286.00 130.82 58,664,024.00 58,664,024.00
255325 1/27/11 KRW 204607. 1118.30 52,458.22 52,458.22
PUR 1/27/11 60 KOREAN AIR LINES CO LT 656.00 111.65 49,897,074.00 49,897,074.00
255323 1/31/11 KRW 75872.9 1114.45 44,772.82 44,772.82
QED-R2v11.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 26
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/27/11 60 NCSOFT CORPORATION COM 110.00 49.33 22,045,845.00 22,045,845.00
255325 1/31/11 KRW 199916. 1114.45 19,781.82 19,781.82
PUR 1/28/11 60 HYUNDAI STEEL CO COMMO 840.00 185.42 114,935,943.00 114,935,943.00
253363 2/01/11 KRW 136582. 1113.75 103,197.26 103,197.26
PUR 1/28/11 60 KOREAN AIR LINES CO LT 1,370.00 233.71 104,383,588.00 104,383,588.00
255323 2/01/11 KRW 76002.4 1113.75 93,722.64 93,722.64
PUR 1/28/11 60 NCSOFT CORPORATION COM 288.00 127.54 56,960,815.00 56,960,815.00
255325 2/01/11 KRW 197287. 1113.75 51,143.27 51,143.27
PUR 1/28/11 60 SK INNOVATION CO LTD C 2,334.00 1,037.90 463,541,667.00 463,541,667.00
255387 2/01/11 KRW 198108. 1113.75 416,199.03 416,199.03
PUR 1/31/11 60 HYNIX SEMICONDUCTOR IN 15,960.00 1,061.96 477,504,132.00 477,504,132.00
255220 2/07/11 KRW 29844.1 1121.30 425,848.69 425,848.69
PUR 1/31/11 60 HYUNDAI STEEL CO COMMO 1,010.00 224.93 140,371,665.00 140,371,665.00
253363 2/07/11 KRW 138732. 1121.30 125,186.54 125,186.54
PUR 1/31/11 60 KOREAN AIR LINES CO LT 1,692.00 277.21 124,650,662.00 124,650,662.00
255323 2/07/11 KRW 73486.8 1121.30 111,166.20 111,166.20
PUR 1/31/11 60 NCSOFT CORPORATION COM 272.00 116.27 52,278,258.00 52,278,258.00
255325 2/07/11 KRW 191720. 1121.30 46,622.90 46,622.90
PUR 1/31/11 60 SK INNOVATION CO LTD C 1,609.00 736.33 331,087,549.00 331,087,549.00
255387 2/07/11 KRW 205259. 1121.30 295,271.16 295,271.16
---------------- --------- ---------------- ------------ ---------------- --------------
168,674.00 10,378.208,966,603,443.00 8,966,603,443.00
8,027,484.23 8,027,484.23
36 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 1/11/11 60 ASTRA INTERNATIONAL TB 172,000.00 3,130.088,282,976,232.00 8,282,976,232.00
239308 1/14/11 IDR 47992.2 9044.00 915,853.19 915,853.19
---------------- --------- ---------------- ------------ ---------------- --------------
172,000.00 3,130.088,282,976,232.00 8,282,976,232.00
915,853.19 915,853.19
1 TRANSACTION IN COUNTRY: INDONESIA (4600)
QED-R2v11.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 27
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/02/11 60 EFG HERMES HOLDING SAE 1,278.00 22.18 43,048.35 43,048.35
254118 1/04/11 EGP 33.583 5.805 7,415.74 7,415.74
PUR 1/03/11 60 EFG HERMES HOLDING SAE 2,292.00 39.95 77,482.46 77,482.46
254118 1/05/11 EGP 33.704 5.801 13,356.74 13,356.74
---------------- --------- ---------------- ------------ ---------------- --------------
3,570.00 62.13 120,530.81 120,530.81
20,772.48 20,772.48
2 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 1/03/11 60 HENGAN INTL GROUP CO L 10,000.00 219.66 676,914.72 676,914.72
249761 1/05/11 HKD 67.521 7.769 87,133.03 87,133.03
PUR 1/04/11 60 HENGAN INTL GROUP CO L 18,000.00 403.17 1,242,506.53 1,242,506.53
249761 1/06/11 HKD 68.854 7.769 159,926.19 159,926.19
PUR 1/05/11 60 HENGAN INTL GROUP CO L 15,000.00 342.92 1,057,056.47 1,057,056.47
249761 1/07/11 HKD 70.293 7.771 136,027.55 136,027.55
PUR 1/05/11 60 HENGAN INTL GROUP CO L 3,000.00 69.63 214,639.28 214,639.28
249761 1/07/11 HKD 71.366 7.771 27,620.90 27,620.90
---------------- --------- ---------------- ------------ ---------------- --------------
46,000.00 1,035.38 3,191,117.00 3,191,117.00
410,707.67 410,707.67
4 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 1/31/11 60 DESARROLLADORA HOMEX A 161.00 3.22 4,896.28 4,896.28
253598 2/03/11 USD 30.392 1.000 4,896.28 4,896.28
---------------- --------- ---------------- ------------ ---------------- --------------
161.00 3.22 4,896.28 4,896.28
4,896.28 4,896.28
1 TRANSACTION IN COUNTRY: MEXICO (7800)
QED-R2v11.00
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: 28
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/03/11 60 AYALA CORPORATION 3,220.00 89.92 1,273,672.66 1,273,672.66
250894 1/06/11 PHP 394.328 43.773 29,097.55 29,097.55
PUR 1/03/11 60 METRO PACIFIC INVESTME 385,000.00 110.95 1,571,498.59 1,571,498.59
248762 1/06/11 PHP 4.069 43.773 35,901.50 35,901.50
PUR 1/03/11 60 METRO PACIFIC INVESTME 185,000.00 52.48 768,306.36 768,306.36
248762 1/06/11 PHP 4.141 43.773 17,552.26 17,552.26
PUR 1/03/11 60 SM INVESTMENTS CORP 7,790.00 301.56 4,272,491.25 4,272,491.25
251188 1/06/11 PHP 546.764 43.772 97,606.75 97,606.75
PUR 1/04/11 60 AYALA CORPORATION 8,530.00 241.13 3,410,050.57 3,410,050.57
250894 1/07/11 PHP 398.536 43.705 78,024.27 78,024.27
PUR 1/04/11 60 METRO PACIFIC INVESTME 308,000.00 85.94 1,256,164.98 1,256,164.98
248762 1/07/11 PHP 4.066 43.705 28,741.91 28,741.91
PUR 1/04/11 60 SM INVESTMENTS CORP 5,180.00 201.86 2,855,572.19 2,855,572.19
251188 1/07/11 PHP 549.566 43.705 65,337.43 65,337.43
PUR 1/05/11 60 AYALA CORPORATION 3,850.00 109.10 1,545,305.40 1,545,305.40
250894 1/10/11 PHP 400.138 43.775 35,301.09 35,301.09
PUR 1/05/11 60 METRO PACIFIC INVESTME 121,000.00 34.53 489,117.38 489,117.38
248762 1/10/11 PHP 4.030 43.775 11,173.44 11,173.44
PUR 1/05/11 60 SM INVESTMENTS CORP 3,780.00 147.41 2,088,618.92 2,088,618.92
251188 1/10/11 PHP 550.838 43.775 47,712.60 47,712.60
PUR 1/06/11 60 AYALA CORPORATION 3,360.00 95.59 1,358,366.97 1,358,366.97
250894 1/11/11 PHP 403.027 43.918 30,929.97 30,929.97
PUR 1/06/11 60 METRO PACIFIC INVESTME 116,000.00 33.53 476,504.19 476,504.19
248762 1/11/11 PHP 4.095 43.918 10,849.98 10,849.98
PUR 1/06/11 60 SM INVESTMENTS CORP 3,640.00 136.93 2,011,231.06 2,011,231.06
251188 1/11/11 PHP 550.884 43.918 45,795.66 45,795.66
QED-R2v11.00
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: 29
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/07/11 60 AYALA CORPORATION 780.00 21.49 317,321.66 317,321.66
250894 1/12/11 PHP 405.606 44.150 7,187.35 7,187.35
PUR 1/07/11 60 METRO PACIFIC INVESTME 656,000.00 190.73 2,724,785.53 2,724,785.53
248762 1/12/11 PHP 4.141 44.150 61,716.55 61,716.55
PUR 1/10/11 60 AYALA CORPORATION 2,580.00 68.37 1,013,154.75 1,013,154.75
250894 1/13/11 PHP 391.521 44.305 22,867.73 22,867.73
PUR 1/10/11 60 METRO PACIFIC INVESTME 426,000.00 120.15 1,722,486.61 1,722,486.61
248762 1/13/11 PHP 4.031 44.305 38,877.93 38,877.93
PUR 1/11/11 60 METRO PACIFIC INVESTME 309,000.00 83.97 1,198,886.16 1,198,886.16
248762 1/14/11 PHP 3.868 44.125 27,170.22 27,170.22
PUR 1/12/11 60 METRO PACIFIC INVESTME 262,000.00 71.01 1,045,843.06 1,045,843.06
248762 1/17/11 PHP 3.980 44.035 23,750.27 23,750.27
PUR 1/13/11 60 METRO PACIFIC INVESTME 116,000.00 30.71 453,012.23 453,012.23
248762 1/18/11 PHP 3.894 44.110 10,270.06 10,270.06
PUR 1/14/11 60 METROPOLITAN BANK + TR 114,110.00 5,705,500.00 5,705,500.00
250897 1/14/11 PHP MFY11- 50.000 44.110 129,347.09 129,347.09
---------------- --------- ---------------- ------------ ---------------- --------------
3,040,820.00 2,227.36 37,557,890.52 37,557,890.52
855,211.61 855,211.61
21 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
PUR 1/14/11 60 CEZ AS COMMON STOCK CZ 3,100.00 425.22 2,594,718.00 2,594,718.00
255218 1/19/11 CZK 834.502 18.251 142,165.42 142,165.42
PUR 1/14/11 60 CEZ AS COMMON STOCK CZ 6,300.00 864.32 5,274,117.50 5,274,117.50
255218 1/19/11 CZK 834.658 18.251 288,970.57 288,970.57
PUR 1/14/11 60 TELEFONICA O2 CZECH RE 16,900.00 1,094.95 6,681,470.98 6,681,470.98
255222 1/19/11 CZK 394.171 18.251 366,079.92 366,079.92
QED-R2v11.00
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: 30
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/17/11 60 CEZ AS COMMON STOCK CZ 1,200.00 165.12 1,009,218.60 1,009,218.60
255218 1/20/11 CZK 838.500 18.282 55,204.21 55,204.21
PUR 1/17/11 60 TELEFONICA O2 CZECH RE 5,100.00 329.89 2,016,301.38 2,016,301.38
255222 1/20/11 CZK 394.171 18.282 110,291.60 110,291.60
PUR 1/17/11 60 TELEFONICA O2 CZECH RE 1,200.00 77.59 474,218.40 474,218.40
255222 1/20/11 CZK 394.000 18.282 25,939.73 25,939.73
PUR 1/18/11 60 CEZ AS COMMON STOCK CZ 1,800.00 256.58 1,557,171.93 1,557,171.93
255218 1/21/11 CZK 862.508 18.152 85,784.67 85,784.67
PUR 1/18/11 60 TELEFONICA O2 CZECH RE 2,700.00 179.46 1,089,095.45 1,089,095.45
255222 1/21/11 CZK 402.162 18.152 59,998.32 59,998.32
PUR 1/18/11 60 TELEFONICA O2 CZECH RE 1,700.00 113.79 690,565.50 690,565.50
255222 1/21/11 CZK 405.000 18.152 38,043.28 38,043.28
PUR 1/19/11 60 CEZ AS COMMON STOCK CZ 3,700.00 537.28 3,232,986.74 3,232,986.74
255218 1/24/11 CZK 871.167 17.998 179,631.83 179,631.83
PUR 1/19/11 60 TELEFONICA O2 CZECH RE 1,200.00 81.43 489,995.19 489,995.19
255222 1/24/11 CZK 407.108 17.998 27,225.21 27,225.21
PUR 1/20/11 60 CEZ AS COMMON STOCK CZ 9,000.00 1,279.91 7,762,157.52 7,762,157.52
255218 1/25/11 CZK 859.882 18.139 427,918.17 427,918.17
PUR 1/20/11 60 CEZ AS COMMON STOCK CZ 12,600.00 1,787.36 10,839,586.39 10,839,586.39
255218 1/25/11 CZK 857.712 18.139 597,573.03 597,573.03
PUR 1/20/11 60 TELEFONICA O2 CZECH RE 1,900.00 127.26 771,808.50 771,808.50
255222 1/25/11 CZK 405.000 18.139 42,548.85 42,548.85
PUR 1/20/11 60 TELEFONICA O2 CZECH RE 3,100.00 208.92 1,267,039.75 1,267,039.75
255222 1/25/11 CZK 407.500 18.139 69,850.34 69,850.34
PUR 1/21/11 60 CEZ AS COMMON STOCK CZ 11,600.00 1,696.49 10,180,450.00 10,180,450.00
255218 1/26/11 CZK 875.000 17.949 567,193.91 567,193.91
QED-R2v11.00
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: 31
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/24/11 60 CEZ AS COMMON STOCK CZ 5,200.00 768.20 4,548,003.20 4,548,003.20
255218 1/27/11 CZK 872.000 17.708 256,835.43 256,835.43
PUR 1/24/11 60 TELEFONICA O2 CZECH RE 18,800.00 1,309.05 7,749,980.40 7,749,980.40
255222 1/27/11 CZK 411.000 17.708 437,657.90 437,657.90
PUR 1/25/11 60 CEZ AS COMMON STOCK CZ 1,500.00 217.48 1,286,347.50 1,286,347.50
255218 1/28/11 CZK 855.000 17.691 72,710.12 72,710.12
PUR 1/25/11 60 CEZ AS COMMON STOCK CZ 2,800.00 407.38 2,409,607.20 2,409,607.20
255218 1/28/11 CZK 858.000 17.691 136,201.79 136,201.79
PUR 1/25/11 60 CEZ AS COMMON STOCK CZ 5,400.00 785.95 4,648,756.42 4,648,756.42
255218 1/28/11 CZK 858.306 17.691 262,768.54 262,768.54
PUR 1/25/11 60 TELEFONICA O2 CZECH RE 9,400.00 151.71 3,836,943.98 3,836,943.98
255222 1/28/11 CZK 407.900 17.691 216,881.26 216,881.26
PUR 1/25/11 60 TELEFONICA O2 CZECH RE 14,800.00 1,028.97 6,086,204.00 6,086,204.00
255222 1/28/11 CZK 410.000 17.691 344,019.51 344,019.51
PUR 1/26/11 60 CEZ AS COMMON STOCK CZ 1,900.00 272.87 1,610,316.50 1,610,316.50
255218 1/31/11 CZK 845.000 17.652 91,228.05 91,228.05
PUR 1/26/11 60 CEZ AS COMMON STOCK CZ 2,400.00 344.67 2,034,084.00 2,034,084.00
255218 1/31/11 CZK 845.000 17.652 115,235.43 115,235.43
PUR 1/26/11 60 TELEFONICA O2 CZECH RE 5,400.00 85.29 2,152,325.57 2,152,325.57
255222 1/31/11 CZK 398.300 17.652 121,934.08 121,934.08
PUR 1/26/11 60 TELEFONICA O2 CZECH RE 37,700.00 2,565.08 15,137,843.11 15,137,843.11
255222 1/31/11 CZK 400.333 17.652 857,592.85 857,592.85
PUR 1/26/11 60 TELEFONICA O2 CZECH RE 2,500.00 169.53 1,000,492.50 1,000,492.50
255222 1/31/11 CZK 399.000 17.652 56,680.15 56,680.15
---------------- --------- ---------------- ------------ ---------------- --------------
190,900.00 17,331.75 108,431,806.21 108,431,806.21
6,054,164.17 6,054,164.17
28 TRANSACTIONS IN COUNTRY: THE CZECH REPUBLIC (9700)
QED-R2v11.00
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: 32
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/10/11 60 ROSNEFT OJSC REG S GDR 100,000.00 2,000.00 715,333.50 715,333.50
255103 1/13/11 USD 7.133 1.000 715,333.50 715,333.50
PUR 1/12/11 60 ROSNEFT OJSC REG S GDR 200,000.00 4,000.00 1,547,566.60 1,547,566.60
255103 1/17/11 USD 7.718 1.000 1,547,566.60 1,547,566.60
PUR 1/13/11 60 ROSNEFT OJSC REG S GDR 65,600.00 1,312.00 511,947.39 511,947.39
255103 1/18/11 USD 7.784 1.000 511,947.39 511,947.39
PUR 1/24/11 60 ROSNEFT OJSC REG S GDR 99,500.00 1,296.13 811,375.38 811,375.38
255103 1/27/11 USD 8.142 1.000 811,375.38 811,375.38
---------------- --------- ---------------- ------------ ---------------- --------------
465,100.00 8,608.13 3,586,222.87 3,586,222.87
3,586,222.87 3,586,222.87
4 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
PUR 1/14/11 60 DR REDDYS LABS ADR 11,700.00 409.50 430,012.44 430,012.44
248690 1/20/11 USD 36.718 1.000 430,012.44 430,012.44
PUR 1/14/11 60 INFOSYS TECHNOLOGIES L 13,700.00 479.52 967,710.48 967,710.48
239503 1/20/11 USD 70.601 1.000 967,710.48 967,710.48
PUR 1/19/11 60 LARSEN + TOUBRO LTD SP 3,631.00 132,458.88 132,458.88
255016 1/24/11 USD 36.480 1.000 132,458.88 132,458.88
---------------- --------- ---------------- ------------ ---------------- --------------
29,031.00 889.02 1,530,181.80 1,530,181.80
1,530,181.80 1,530,181.80
3 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
6,858,356.00 52,886.98 17432442520.87 17432442520.87
25,063,487.32 25,063,487.32
105 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
6,909,756.00 53,914.98 17433249377.51 17433249377.51
25,870,343.96 25,870,343.96
106 "PUR " TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
QED-R2v11.00
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: 33
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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)
--------------------------------
SALE 1/19/11 60 ISHARES MSCI INDIA ISH 183,200.00 4,574.47 1,366,812.82 1,451,522.02 -84,709.20
254405 1/24/11 USD 7.486 1.000 1,366,812.82 1,451,522.02 -84,709.20
---------------- --------- ---------------- ------------ ---------------- --------------
183,200.00 4,574.47 1,366,812.82 1,451,522.02 -84,709.20
1,366,812.82 1,451,522.02 -84,709.20
1 TRANSACTION IN COUNTRY: SINGAPORE (1900)
---------------- --------- ---------------- ------------ ---------------- --------------
183,200.00 4,574.47 1,366,812.82 1,451,522.02 -84,709.20
1,366,812.82 1,451,522.02 -84,709.20
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
SALE 1/14/11 60 SOHU.COM INC COMMON ST 2,100.00 44.47 146,025.86 113,229.60 32,796.26
252960 1/20/11 USD 69.557 1.000 146,025.86 113,229.60 32,796.26
---------------- --------- ---------------- ------------ ---------------- --------------
2,100.00 44.47 146,025.86 113,229.60 32,796.26
146,025.86 113,229.60 32,796.26
1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
SALE 1/11/11 60 PKO BANK POLSKI SA 7,782.00 159.13 316,096.12 304,125.41 11,970.71
241000 1/14/11 PLN 40.680 2.984 105,925.01 122,998.47 -17,073.46
SALE 1/11/11 60 PKO BANK POLSKI SA 12,084.00 492.72 488,644.62 472,250.25 16,394.37
241000 1/14/11 PLN 40.559 2.984 163,746.67 190,993.77 -27,247.10
SALE 1/11/11 60 PKO BANK POLSKI SA 15,830.00 648.41 643,052.06 618,646.26 24,405.80
241000 1/14/11 PLN 40.745 2.984 215,489.19 250,201.21 -34,712.02
SALE 1/12/11 60 PKO BANK POLSKI SA 17,543.00 733.79 716,556.01 685,591.36 30,964.65
241000 1/17/11 PLN 40.969 2.938 243,863.40 277,276.04 -33,412.64
QED-R2v11.00
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: 34
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/12/11 60 PKO BANK POLSKI SA 31,198.00 1,306.38 1,275,694.33 1,219,237.27 56,457.06
241000 1/17/11 PLN 41.013 2.938 434,153.29 493,100.27 -58,946.98
SALE 1/13/11 60 PKO BANK POLSKI SA 8,076.00 171.78 332,315.97 315,615.11 16,700.86
241000 1/18/11 PLN 41.210 2.906 114,347.25 127,645.29 -13,298.04
SALE 1/13/11 60 PKO BANK POLSKI SA 23,998.00 1,018.15 983,358.85 937,856.78 45,502.07
241000 1/18/11 PLN 41.100 2.906 338,365.86 379,300.61 -40,934.75
SALE 1/13/11 60 PKO BANK POLSKI SA 9,599.00 407.85 393,909.56 375,134.90 18,774.66
241000 1/18/11 PLN 41.160 2.906 135,541.11 151,717.08 -16,175.97
SALE 1/14/11 60 PKO BANK POLSKI SA 5,787.00 123.33 237,719.49 226,159.56 11,559.93
241000 1/19/11 PLN 41.140 2.896 82,099.63 91,466.48 -9,366.85
SALE 1/14/11 60 PKO BANK POLSKI SA 4,405.00 188.26 181,161.13 172,150.14 9,010.99
241000 1/19/11 PLN 41.250 2.896 62,566.44 69,623.27 -7,056.83
SALE 1/14/11 60 PKO BANK POLSKI SA 6,607.00 282.24 271,589.39 258,205.67 13,383.72
241000 1/19/11 PLN 41.230 2.896 93,797.06 104,427.00 -10,629.94
---------------- --------- ---------------- ------------ ---------------- --------------
142,909.00 5,532.04 5,840,097.53 5,584,972.71 255,124.82
1,989,894.91 2,258,749.49 -268,854.58
11 TRANSACTIONS IN COUNTRY: POLAND (2300)
SALE 1/14/11 60 GUANGZHOU AUTOMOBILE G 84,000.00 53.45 864,353.99 1,062,568.43 -198,214.44
254431 1/18/11 HKD 10.295 7.774 111,183.80 137,018.97 -25,835.17
SALE 1/14/11 60 TSINGTAO BREWERY CO LT 86,000.00 1,043.01 3,193,445.30 3,372,559.82 -179,114.52
249763 1/18/11 HKD 37.227 7.774 410,780.06 434,696.11 -23,916.05
SALE 1/17/11 60 TSINGTAO BREWERY CO LT 34,000.00 407.80 1,248,895.07 1,333,337.60 -84,442.53
249763 1/19/11 HKD 36.825 7.776 160,607.90 171,856.60 -11,248.70
SALE 1/18/11 60 TSINGTAO BREWERY CO LT 52,000.00 633.22 1,939,604.04 2,039,222.21 -99,618.17
249763 1/20/11 HKD 37.395 7.777 249,389.78 262,839.51 -13,449.73
QED-R2v11.00
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: 35
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/19/11 60 TSINGTAO BREWERY CO LT 14,000.00 169.00 517,725.66 549,021.37 -31,295.71
249763 1/21/11 HKD 37.074 7.778 66,560.69 70,764.48 -4,203.79
SALE 1/25/11 60 CHINA PACIFIC 15,800.00 31.07 503,560.54 478,668.75 24,891.79
250260 1/27/11 HKD 31.886 7.791 64,631.13 61,666.03 2,965.10
SALE 1/25/11 60 PING AN INSURANCE 6,500.00 31.76 514,749.16 358,549.35 156,199.81
243411 1/27/11 HKD 79.230 7.791 66,067.17 46,155.26 19,911.91
---------------- --------- ---------------- ------------ ---------------- --------------
292,300.00 2,369.31 8,782,333.76 9,193,927.53 -411,593.77
1,129,220.53 1,184,996.96 -55,776.43
7 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 1/14/11 60 BELLE INTERNATIONAL H 107,000.00 484.90 1,484,640.88 399,445.47 1,085,195.41
244874 1/18/11 HKD 13.910 7.774 190,972.70 51,513.25 139,459.45
SALE 1/14/11 60 CHINA MOBILE LTD 21,500.00 103.24 1,669,478.62 2,055,803.98 -386,325.36
239295 1/18/11 HKD 77.687 7.774 214,748.80 264,023.45 -49,274.65
SALE 1/14/11 60 SHANGHAI INDUSTRIAL HL 38,000.00 401.26 1,228,575.69 1,096,293.29 132,282.40
239283 1/18/11 HKD 32.413 7.774 158,034.46 140,695.98 17,338.48
SALE 1/25/11 60 CHINA LIFE INS 16,000.00 30.54 495,012.44 462,142.43 32,870.01
241827 1/27/11 HKD 30.953 7.791 63,534.00 59,389.20 4,144.80
---------------- --------- ---------------- ------------ ---------------- --------------
182,500.00 1,019.94 4,877,707.63 4,013,685.17 864,022.46
627,289.96 515,621.88 111,668.08
4 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 1/14/11 60 CHEIL WORLDWIDE INC 940.00 5.45 13,442,462.00 9,318,634.52 4,123,827.48
239474 1/18/11 KRW 14306.9 1114.60 12,060.35 9,238.36 2,821.99
SALE 1/14/11 60 HYUNDAI MOBIS 250.00 30.83 76,111,514.00 43,193,128.62 32,918,385.38
249828 1/18/11 KRW 304583. 1114.60 68,285.94 37,506.06 30,779.88
QED-R2v11.00
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: 36
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/14/11 60 HYUNDAI MOTOR CO 680.00 52.98 130,787,230.00 93,957,899.95 36,829,330.05
250853 1/18/11 KRW 192421. 1114.60 117,340.06 80,610.33 36,729.73
SALE 1/14/11 60 LG CHEM LTD KRW 5000.0 203.00 33.64 83,044,016.00 23,826,719.05 59,217,296.95
239483 1/18/11 KRW 409268. 1114.60 74,505.67 21,417.67 53,088.00
SALE 1/17/11 60 CHEIL WORLDWIDE INC 170.00 5.42 2,412,593.00 1,685,284.97 727,308.03
239474 1/19/11 KRW 14227.3 1117.55 2,158.82 1,670.77 488.05
SALE 1/17/11 60 HYUNDAI MOBIS 288.00 198.71 88,339,806.00 49,758,484.17 38,581,321.83
249828 1/19/11 KRW 307506. 1117.55 79,047.74 43,206.98 35,840.76
SALE 1/17/11 60 HYUNDAI MOTOR CO 500.00 221.67 98,549,062.00 69,086,691.14 29,462,370.86
250853 1/19/11 KRW 197593. 1117.55 88,183.13 59,272.30 28,910.83
SALE 1/17/11 60 LG CHEM LTD KRW 5000.0 206.00 192.09 85,399,474.00 24,178,838.05 61,220,635.95
239483 1/19/11 KRW 415602. 1117.55 76,416.69 21,734.18 54,682.51
SALE 1/18/11 60 CHEIL WORLDWIDE INC 490.00 15.67 6,963,798.00 4,857,586.08 2,106,211.92
239474 1/20/11 KRW 14247.5 1116.60 6,236.61 4,815.74 1,420.87
SALE 1/18/11 60 HYUNDAI MOBIS 248.00 167.95 74,600,565.00 42,847,583.59 31,752,981.41
249828 1/20/11 KRW 301564. 1116.60 66,810.46 37,206.01 29,604.45
SALE 1/18/11 60 HYUNDAI MOTOR CO 893.00 390.35 173,389,575.00 123,388,830.38 50,000,744.62
250853 1/20/11 KRW 194653. 1116.60 155,283.52 105,860.33 49,423.19
SALE 1/18/11 60 LG CHEM LTD KRW 5000.0 223.00 205.73 91,382,844.00 26,174,179.05 65,208,664.95
239483 1/20/11 KRW 410818. 1116.60 81,840.27 23,527.78 58,312.49
SALE 1/19/11 60 CHEIL WORLDWIDE INC 800.00 26.04 11,503,655.00 7,930,752.79 3,572,902.21
239474 1/21/11 KRW 14415.7 1110.35 10,360.39 7,862.43 2,497.96
SALE 1/19/11 60 HYUNDAI MOBIS 344.00 228.73 101,031,531.00 59,433,744.98 41,597,786.02
249828 1/21/11 KRW 294434. 1110.35 90,990.71 51,608.34 39,382.37
SALE 1/19/11 60 HYUNDAI MOTOR CO 1,348.00 577.47 255,069,064.00 186,257,719.32 68,811,344.68
250853 1/21/11 KRW 189696. 1110.35 229,719.52 159,798.12 69,921.40
QED-R2v11.00
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: 37
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/19/11 60 LG CHEM LTD KRW 5000.0 221.00 203.68 89,968,354.00 25,939,433.05 64,028,920.95
239483 1/21/11 KRW 408119. 1110.35 81,027.02 23,316.77 57,710.25
SALE 1/20/11 60 CHEIL WORLDWIDE INC 1,260.00 41.54 18,530,918.00 12,490,935.64 6,039,982.36
239474 1/24/11 KRW 14744.0 1121.45 16,524.07 12,383.33 4,140.74
SALE 1/20/11 60 HYUNDAI MOBIS 267.00 175.01 78,077,881.00 46,130,261.36 31,947,619.64
249828 1/24/11 KRW 293161. 1121.45 69,622.26 40,056.47 29,565.79
SALE 1/20/11 60 LG CHEM LTD KRW 5000.0 218.00 196.70 87,752,197.00 25,587,314.05 62,164,882.95
239483 1/24/11 KRW 403544. 1121.45 78,248.87 23,000.25 55,248.62
SALE 1/21/11 60 CHEIL WORLDWIDE INC 650.00 21.40 9,567,257.00 6,443,736.64 3,123,520.36
239474 1/25/11 KRW 14755.8 1123.95 8,512.17 6,388.23 2,123.94
SALE 1/21/11 60 HYUNDAI MOBIS 82.00 52.06 23,276,737.00 14,167,346.19 9,109,390.81
249828 1/25/11 KRW 284576. 1123.95 20,709.76 12,301.99 8,407.77
SALE 1/24/11 60 CHEIL WORLDWIDE INC 360.00 11.64 5,192,069.00 3,568,838.75 1,623,230.25
239474 1/26/11 KRW 14458.6 1121.15 4,631.02 3,538.10 1,092.92
SALE 1/25/11 60 CHEIL WORLDWIDE INC 740.00 23.88 10,623,866.00 7,335,946.33 3,287,919.67
239474 1/27/11 KRW 14392.6 1118.30 9,500.01 7,272.75 2,227.26
SALE 1/26/11 60 CHEIL WORLDWIDE INC 580.00 18.63 8,270,677.00 5,749,795.77 2,520,881.23
239474 1/28/11 KRW 14295.6 1115.95 7,411.33 5,700.27 1,711.06
SALE 1/27/11 60 CHEIL WORLDWIDE INC 280.00 8.96 3,977,846.00 2,775,763.47 1,202,082.53
239474 1/31/11 KRW 14242.2 1114.44 3,569.34 2,751.85 817.49
SALE 1/28/11 60 CHEIL WORLDWIDE INC 420.00 13.65 6,047,939.00 4,163,645.21 1,884,293.79
239474 2/01/11 KRW 14436.0 1113.75 5,430.25 4,127.78 1,302.47
SALE 1/28/11 60 HANA FINANCIAL GROUP C 7,590.00 743.82 329,550,795.00 312,346,347.18 17,204,447.82
254446 2/01/11 KRW 43528.2 1113.75 295,892.97 276,351.84 19,541.13
SALE 1/28/11 60 HYUNDAI DEVELOPMENT CO 5,410.00 85.38 210,575,998.00 172,253,800.64 38,322,197.36
253300 2/01/11 KRW 38941.0 1113.75 189,069.36 149,212.00 39,857.36
QED-R2v11.00
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: 38
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/28/11 60 LG CHEM LTD KRW 5000.0 568.00 519.00 229,945,501.00 66,667,864.13 163,277,636.87
239483 2/01/11 KRW 405851. 1113.75 206,460.61 59,927.26 146,533.35
SALE 1/28/11 60 LG DISPLAY CO LTD KRW 5,500.00 471.62 208,954,226.00 209,657,236.25 -703,010.25
248301 2/01/11 KRW 38087.1 1113.75 187,613.22 181,241.30 6,371.92
SALE 1/31/11 60 HANA FINANCIAL GROUP C 690.00 67.89 30,283,008.00 28,395,122.47 1,887,885.53
254446 2/07/11 KRW 43998.7 1121.30 27,007.05 25,122.89 1,884.16
SALE 1/31/11 60 HYUNDAI MOBIS 679.00 396.03 176,654,085.00 117,312,537.32 59,341,547.68
249828 2/07/11 KRW 260822. 1121.30 157,544.00 101,866.46 55,677.54
SALE 1/31/11 60 HYUNDAI MOTOR CO 1,150.00 463.07 206,554,170.00 158,899,389.62 47,654,780.38
250853 2/07/11 KRW 180063. 1121.30 184,209.55 136,326.29 47,883.26
---------------- --------- ---------------- ------------ ---------------- --------------
34,248.00 5,866.693,025,830,713.00 1,985,781,390.73 1040049322.27
2,712,222.74 1,736,221.23 976,001.51
33 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 1/11/11 60 PERUSAHAAN GAS NEGARA 492,500.00 764.842,007,541,584.00 1,175,709,901.12 831,831,682.88
240301 1/14/11 IDR 4090.27 9044.00 221,974.97 114,990.27 106,984.70
SALE 1/11/11 60 PERUSAHAAN GAS NEGARA 474,000.00 732.551,922,993,233.00 1,131,546,178.95 791,447,054.05
240301 1/14/11 IDR 4070.92 9044.00 212,626.41 110,670.83 101,955.58
SALE 1/12/11 60 PERUSAHAAN GAS NEGARA 290,000.00 456.501,206,937,949.00 692,296,185.43 514,641,763.57
240301 1/17/11 IDR 4176.06 9030.00 133,658.69 67,710.00 65,948.69
SALE 1/12/11 60 PERUSAHAAN GAS NEGARA 517,500.00 822.762,156,443,856.00 1,235,390,606.77 921,053,249.23
240301 1/17/11 IDR 4181.39 9030.00 238,808.84 120,827.33 117,981.51
SALE 1/13/11 60 PERUSAHAAN GAS NEGARA 500,000.00 813.132,135,527,275.00 1,193,614,112.82 941,913,162.18
240301 1/18/11 IDR 4285.77 9050.00 235,969.86 116,741.39 119,228.47
SALE 1/14/11 60 ASTRA INTERNATIONAL TB 10,000.00 177.82 471,277,552.00 293,363,390.87 177,914,161.13
239308 1/19/11 IDR 47288.7 9052.00 52,063.36 31,703.59 20,359.77
QED-R2v11.00
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: 39
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/14/11 60 BANK CENTRAL ASIA PT 45,000.00 100.18 263,173,393.00 145,817,249.12 117,356,143.88
239241 1/19/11 IDR 5868.45 9051.99 29,073.51 15,033.87 14,039.64
SALE 1/14/11 60 INDOFOOD SUKSES MAKMUR 91,500.00 166.51 437,438,484.00 273,707,007.56 163,731,476.44
248684 1/19/11 IDR 4797.22 9052.00 48,325.06 28,598.06 19,727.00
SALE 1/14/11 60 LIPPO KARAWACI TBK PT 36,500.00 8.39 22,039,971.00 20,284,382.25 1,755,588.75
253892 1/19/11 IDR 605.915 9051.99 2,434.82 2,273.40 161.42
SALE 1/14/11 60 PERUSAHAAN GAS NEGARA 474,000.00 757.291,989,337,057.00 1,131,546,178.95 857,790,878.05
240301 1/19/11 IDR 4211.37 9052.00 219,767.68 110,670.83 109,096.85
SALE 1/14/11 60 PT ASTRA AGRO LESTARI 112,500.00 1,089.352,861,838,406.00 2,210,689,726.61 651,148,679.39
252740 1/19/11 IDR 25526.2 9052.00 316,155.37 244,234.33 71,921.04
SALE 1/14/11 60 TELEKOMUNIKASI INDONES 229,500.00 649.171,705,625,182.00 1,870,500,522.50 -164875340.50
239304 1/19/11 IDR 7457.52 9052.00 188,425.23 195,996.87 -7,571.64
SALE 1/17/11 60 ASTRA INTERNATIONAL TB 30,000.00 540.951,422,544,995.00 880,090,172.60 542,454,822.40
239308 1/20/11 IDR 47581.5 9060.00 157,013.80 95,110.78 61,903.02
SALE 1/17/11 60 BANK CENTRAL ASIA PT 33,500.00 74.71 196,454,738.00 108,552,841.01 87,901,896.99
239241 1/20/11 IDR 5884.52 9059.99 21,683.75 11,191.88 10,491.87
SALE 1/17/11 60 INDOFOOD SUKSES MAKMUR 33,000.00 60.50 159,086,807.00 98,714,002.73 60,372,804.27
248684 1/20/11 IDR 4837.42 9060.00 17,559.25 10,314.05 7,245.20
SALE 1/17/11 60 LIPPO KARAWACI TBK PT 29,000.00 6.67 17,547,969.00 16,116,358.50 1,431,610.50
253892 1/20/11 IDR 607.187 9060.00 1,936.86 1,806.26 130.60
SALE 1/17/11 60 PT ASTRA AGRO LESTARI 27,000.00 256.53 674,518,742.00 530,565,534.39 143,953,207.61
252740 1/20/11 IDR 25068.2 9060.00 74,450.19 58,616.24 15,833.95
SALE 1/18/11 60 ASTRA INTERNATIONAL TB 28,000.00 498.911,311,107,366.00 821,417,494.43 489,689,871.57
239308 1/21/11 IDR 46986.5 9054.00 144,809.74 88,770.07 56,039.67
SALE 1/18/11 60 BANK CENTRAL ASIA PT 18,000.00 39.71 104,355,688.00 58,326,899.65 46,028,788.35
239241 1/21/11 IDR 5817.51 9054.00 11,525.92 6,013.55 5,512.37
QED-R2v11.00
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: 40
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/18/11 60 BANK CENTRAL ASIA PT 10,000.00 22.23 58,424,245.00 32,403,833.14 26,020,411.86
239241 1/21/11 IDR 5862.55 9053.99 6,452.87 3,340.86 3,112.01
SALE 1/18/11 60 INDOFOOD SUKSES MAKMUR 6,500.00 11.78 30,964,180.00 19,443,667.20 11,520,512.80
248684 1/21/11 IDR 4780.13 9054.01 3,419.94 2,031.56 1,388.38
SALE 1/18/11 60 LIPPO KARAWACI TBK PT 256,000.00 15.29 157,021,806.00 142,268,544.00 14,753,262.00
253892 1/21/11 IDR 613.907 9054.00 17,342.81 15,944.92 1,397.89
SALE 1/18/11 60 PT ASTRA AGRO LESTARI 69,500.00 651.781,712,684,460.00 1,365,714,986.66 346,969,473.34
252740 1/21/11 IDR 24727.8 9054.00 189,163.29 150,882.54 38,280.75
SALE 1/19/11 60 ASTRA INTERNATIONAL TB 14,500.00 263.26 691,537,129.00 425,376,916.76 266,160,212.24
239308 1/24/11 IDR 47856.5 9050.00 76,412.94 45,970.21 30,442.73
SALE 1/19/11 60 BANK CENTRAL ASIA PT 39,000.00 84.46 221,830,739.00 126,374,949.24 95,455,789.76
239241 1/24/11 IDR 5707.56 9050.00 24,511.68 13,029.35 11,482.33
SALE 1/19/11 60 INDOFOOD SUKSES MAKMUR 17,000.00 30.24 79,422,131.00 50,852,668.07 28,569,462.93
248684 1/24/11 IDR 4687.98 9049.99 8,775.93 5,313.30 3,462.63
SALE 1/19/11 60 LIPPO KARAWACI TBK PT 168,500.00 39.04 102,539,270.00 93,641,600.25 8,897,669.75
253892 1/24/11 IDR 610.638 9049.99 11,330.31 10,495.00 835.31
SALE 1/19/11 60 PT ASTRA AGRO LESTARI 211,000.00 1,961.555,152,076,616.00 4,146,271,398.34 1005805217.66
252740 1/24/11 IDR 24501.5 9050.00 569,290.23 458,075.06 111,215.17
SALE 1/20/11 60 BANK CENTRAL ASIA PT 22,500.00 48.18 126,682,883.00 72,908,624.56 53,774,258.44
239241 1/25/11 IDR 5649.75 9059.99 13,982.66 7,516.93 6,465.73
SALE 1/20/11 60 INDOFOOD SUKSES MAKMUR 5,500.00 9.55 25,102,463.00 16,452,333.79 8,650,129.21
248684 1/25/11 IDR 4579.81 9060.00 2,770.69 1,719.01 1,051.68
SALE 1/20/11 60 LIPPO KARAWACI TBK PT 19,000.00 1.04 10,724,166.00 10,558,993.50 165,172.50
253892 1/25/11 IDR 564.927 9060.02 1,183.68 1,183.41 .27
SALE 1/21/11 60 BANK CENTRAL ASIA PT 69,000.00 142.11 373,738,411.00 223,586,448.66 150,151,962.34
239241 1/26/11 IDR 5435.16 9061.99 41,242.38 23,051.93 18,190.45
QED-R2v11.00
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: 41
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/21/11 60 INDOFOOD SUKSES MAKMUR 81,500.00 135.98 360,812,475.00 243,793,673.40 117,018,801.60
248684 1/26/11 IDR 4442.26 9061.99 39,815.99 25,472.59 14,343.40
SALE 1/21/11 60 LIPPO KARAWACI TBK PT 40,000.00 2.19 22,526,737.00 22,229,460.00 297,277.00
253892 1/26/11 IDR 563.665 9061.98 2,485.85 2,491.39 -5.54
SALE 1/24/11 60 BANK CENTRAL ASIA PT 35,500.00 72.46 190,586,325.00 115,033,607.64 75,552,717.36
239241 1/27/11 IDR 5387.12 9063.00 21,029.05 11,860.05 9,169.00
SALE 1/24/11 60 LIPPO KARAWACI TBK PT 70,500.00 3.65 37,561,102.00 39,179,423.25 -1,618,321.25
253892 1/27/11 IDR 533.251 9063.01 4,144.44 4,391.08 -246.64
SALE 1/25/11 60 BANK CENTRAL ASIA PT 34,500.00 72.62 190,483,129.00 111,793,224.33 78,689,904.67
239241 1/28/11 IDR 5540.27 9037.99 21,075.81 11,525.97 9,549.84
SALE 1/25/11 60 LIPPO KARAWACI TBK PT 132,000.00 6.91 70,853,915.00 73,357,218.00 -2,503,303.00
253892 1/28/11 IDR 537.245 9037.99 7,839.56 8,221.60 -382.04
SALE 1/26/11 60 LIPPO KARAWACI TBK PT 201,000.00 10.76 110,226,298.00 111,703,036.50 -1,476,738.50
253892 1/31/11 IDR 548.873 9033.00 12,202.62 12,519.25 -316.63
SALE 1/27/11 60 LIPPO KARAWACI TBK PT 17,500.00 .99 10,118,880.00 9,725,388.75 393,491.25
253892 2/01/11 IDR 578.731 9030.52 1,120.52 1,089.98 30.54
---------------- --------- ---------------- ------------ ---------------- --------------
4,992,000.00 11,602.54 30801707607.00 21340918742.30 9460788864.70
3,403,856.56 2,247,399.59 1,156,456.97
40 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 1/10/11 60 COMMERCIAL INTERNATION 7,490.00 175.52 338,430.70 211,398.65 127,032.05
250262 1/11/11 EGP 45.320 5.802 58,330.01 38,321.12 20,008.89
SALE 1/10/11 60 TELECOM EGYPT EGP 10.0 4,000.00 80.26 75,254.72 76,236.89 -982.17
250266 1/11/11 EGP 18.930 5.802 12,970.48 13,883.82 -913.34
SALE 1/11/11 60 COMMERCIAL INTERNATION 2,408.00 55.52 107,074.61 67,963.68 39,110.93
250262 1/12/11 EGP 44.600 5.803 18,451.91 12,320.06 6,131.85
QED-R2v11.00
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: 42
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/11/11 60 TELECOM EGYPT EGP 10.0 2,980.00 28.92 55,778.38 56,796.48 -1,018.10
250266 1/12/11 EGP 18.774 5.803 9,612.16 10,343.45 -731.29
SALE 1/12/11 60 COMMERCIAL INTERNATION 9,724.00 219.80 423,602.91 274,451.33 149,151.58
250262 1/13/11 EGP 43.694 5.799 73,047.58 49,750.94 23,296.64
SALE 1/12/11 60 TELECOM EGYPT EGP 10.0 895.00 8.66 16,686.29 17,058.00 -371.71
250266 1/13/11 EGP 18.700 5.799 2,877.44 3,106.51 -229.07
SALE 1/13/11 60 COMMERCIAL INTERNATION 7,150.00 163.38 314,855.94 201,802.45 113,053.49
250262 1/16/11 EGP 44.168 5.799 54,295.34 36,581.58 17,713.76
SALE 1/13/11 60 TELECOM EGYPT EGP 10.0 3,951.00 38.07 73,363.86 75,302.99 -1,939.13
250266 1/16/11 EGP 18.624 5.799 12,651.23 13,713.75 -1,062.52
SALE 1/16/11 60 TELECOM EGYPT EGP 10.0 2,101.00 20.32 39,170.21 40,043.43 -873.22
250266 1/17/11 EGP 18.700 5.799 6,754.71 7,292.48 -537.77
SALE 1/17/11 60 COMMERCIAL INTERNATION 4,693.00 103.22 199,835.31 132,455.79 67,379.52
250262 1/18/11 EGP 42.710 5.825 34,305.02 24,010.82 10,294.20
SALE 1/17/11 60 TELECOM EGYPT EGP 10.0 11,504.00 108.34 209,728.76 219,257.30 -9,528.54
250266 1/18/11 EGP 18.286 5.825 36,003.39 39,929.88 -3,926.49
SALE 1/18/11 60 COMMERCIAL INTERNATION 16,447.00 339.07 656,150.68 464,202.08 191,948.60
250262 1/19/11 EGP 40.015 5.823 112,682.58 84,147.85 28,534.73
SALE 1/18/11 60 TELECOM EGYPT EGP 10.0 16,915.00 155.85 301,593.59 322,386.75 -20,793.16
250266 1/19/11 EGP 17.884 5.823 51,793.51 58,711.22 -6,917.71
SALE 1/19/11 60 COMMERCIAL INTERNATION 3,810.00 81.45 157,260.80 107,533.89 49,726.91
250262 1/20/11 EGP 41.400 5.810 27,067.26 19,493.12 7,574.14
SALE 1/20/11 60 TELECOM EGYPT EGP 10.0 6,596.00 61.30 118,336.30 125,714.63 -7,378.33
250266 1/23/11 EGP 17.995 5.809 20,371.20 22,894.43 -2,523.23
SALE 1/23/11 60 COMMERCIAL INTERNATION 1,822.00 38.96 75,204.51 51,424.34 23,780.17
250262 1/24/11 EGP 41.400 5.809 12,946.43 9,321.91 3,624.52
QED-R2v11.00
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: 43
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/26/11 60 TELECOM EGYPT EGP 10.0 967.00 8.56 16,588.96 18,430.27 -1,841.31
250266 1/27/11 EGP 17.207 5.833 2,843.98 3,356.41 -512.43
---------------- --------- ---------------- ------------ ---------------- --------------
103,453.00 1,687.20 3,178,916.53 2,462,458.95 716,457.58
547,004.23 447,179.35 99,824.88
17 TRANSACTIONS IN COUNTRY: EGYPT (5100)
SALE 1/04/11 60 SIAM COMMERCIAL BANK-F 96,800.00 152.51 10,185,013.86 9,120,800.09 1,064,213.77
240469 1/07/11 THB 105.264 30.070 338,710.14 289,747.71 48,962.43
SALE 1/05/11 60 SIAM COMMERCIAL BANK-F 65,300.00 689.40 6,913,598.79 6,152,771.13 760,827.66
240469 1/10/11 THB 106.193 30.180 229,078.82 195,459.97 33,618.85
SALE 1/05/11 60 SIAM COMMERCIAL BANK-F 96,900.00 153.56 10,292,775.45 9,130,222.40 1,162,553.05
240469 1/10/11 THB 106.268 30.180 341,046.24 290,047.03 50,999.21
SALE 1/06/11 60 SIAM COMMERCIAL BANK-F 49,300.00 518.61 5,209,464.71 4,645,200.87 564,263.84
240469 1/11/11 THB 105.987 30.230 172,327.65 147,567.79 24,759.86
SALE 1/07/11 60 SIAM COMMERCIAL BANK-F 49,300.00 508.37 5,132,988.24 4,645,200.87 487,787.37
240469 1/12/11 THB 104.431 30.385 168,931.65 147,567.79 21,363.86
---------------- --------- ---------------- ------------ ---------------- --------------
357,600.00 2,022.45 37,733,841.05 33,694,195.36 4,039,645.69
1,250,094.50 1,070,390.29 179,704.21
5 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 1/18/11 60 BANCO DO BRASIL SA 7,500.00 140.31 234,677.09 191,118.47 43,558.62
252604 1/21/11 BRL 31.322 1.674 140,172.67 106,558.30 33,614.37
SALE 1/18/11 60 BM+FBOVESPA SA NPV 23,300.00 172.58 288,652.03 310,036.80 -21,384.77
252834 1/21/11 BRL 12.401 1.674 172,411.92 177,161.50 -4,749.58
SALE 1/18/11 60 BRF-BRASILFOODS 7,400.00 126.09 210,885.74 163,936.55 46,949.19
240130 1/21/11 BRL 28.527 1.674 125,962.10 96,403.23 29,558.87
QED-R2v11.00
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: 44
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/18/11 60 COMPANHIA DE BEBIDAS D 3,900.00 80.11 110,069.15 42,230.38 67,838.77
243785 1/21/11 USD 28.243 1.000 110,069.15 42,230.38 67,838.77
SALE 1/18/11 60 ITAU UNIBANCO HLD-PREF 15,100.00 308.82 354,838.65 271,152.89 83,685.76
247080 1/21/11 USD 23.520 1.000 354,838.65 271,152.89 83,685.76
SALE 1/18/11 60 MRV ENGENHARIA E PARTI 11,000.00 107.84 180,360.26 92,827.88 87,532.38
247598 1/21/11 BRL 16.413 1.674 107,729.22 47,361.29 60,367.93
SALE 1/18/11 60 OGX PETROLEO E GAS PAR 84,900.00 1,355.25 1,684,694.04 1,289,732.49 394,961.55
247978 1/21/11 BRL 19.870 1.674 1,006,268.09 727,784.63 278,483.46
SALE 1/18/11 60 PDG REALTY SA EMPREEND 25,700.00 157.76 263,854.78 147,036.56 116,818.22
242987 1/21/11 BRL 10.277 1.674 157,600.51 79,390.97 78,209.54
SALE 1/18/11 60 TIM PARTICIPACOES S A 2,000.00 41.42 74,061.98 59,122.77 14,939.21
250548 1/21/11 USD 37.052 1.000 74,061.98 59,122.77 14,939.21
SALE 1/18/11 60 VALE SA SP PREF ADR 12,800.00 263.98 415,107.54 307,527.90 107,579.64
247280 1/21/11 USD 32.451 1.000 415,107.54 307,527.90 107,579.64
SALE 1/18/11 60 VIVO PARTICIPACOES SA 2,400.00 49.56 81,173.40 67,867.12 13,306.28
249687 1/21/11 USD 33.843 1.000 81,173.40 67,867.12 13,306.28
---------------- --------- ---------------- ------------ ---------------- --------------
196,000.00 2,803.72 3,898,374.66 2,942,589.81 955,784.85
2,745,395.23 1,982,560.98 762,834.25
11 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 1/04/11 60 NETEASE COM INC ADR AD 2,500.00 89.04 91,199.71 98,069.73 -6,870.02
252944 1/07/11 USD 36.516 1.000 91,199.71 98,069.73 -6,870.02
SALE 1/05/11 60 NETEASE COM INC ADR AD 6,500.00 227.50 240,868.37 254,981.29 -14,112.92
252944 1/10/11 USD 37.092 1.000 240,868.37 254,981.29 -14,112.92
SALE 1/06/11 60 NETEASE COM INC ADR AD 2,800.00 98.00 103,612.25 109,838.09 -6,225.84
252944 1/11/11 USD 37.039 1.000 103,612.25 109,838.09 -6,225.84
QED-R2v11.00
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: 45
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/06/11 60 NETEASE COM INC ADR AD 3,700.00 131.82 136,920.25 145,143.19 -8,222.94
252944 1/11/11 USD 37.041 1.000 136,920.25 145,143.19 -8,222.94
SALE 1/07/11 60 NETEASE COM INC ADR AD 1,400.00 49.00 51,400.13 54,919.05 -3,518.92
252944 1/12/11 USD 36.749 1.000 51,400.13 54,919.05 -3,518.92
SALE 1/07/11 60 NETEASE COM INC ADR AD 3,300.00 117.56 121,806.22 129,452.04 -7,645.82
252944 1/12/11 USD 36.947 1.000 121,806.22 129,452.04 -7,645.82
SALE 1/10/11 60 NETEASE COM INC ADR AD 2,400.00 85.51 89,240.81 94,146.93 -4,906.12
252944 1/13/11 USD 37.219 1.000 89,240.81 94,146.93 -4,906.12
---------------- --------- ---------------- ------------ ---------------- --------------
22,600.00 798.43 835,047.74 886,550.32 -51,502.58
835,047.74 886,550.32 -51,502.58
7 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 1/31/11 60 GENOMMA LAB INTERNACIO 11,700.00 74.32 360,677.53 261,677.44 99,000.09
252179 2/03/11 MXN 30.904 12.163 29,654.15 20,569.34 9,084.81
SALE 1/31/11 60 WALMART DE MEXICO-SER 30,200.00 209.03 1,014,427.48 947,733.69 66,693.79
251030 2/03/11 MXN 33.675 12.163 83,404.11 75,450.91 7,953.20
SALE 1/31/11 60 WALMART DE MEXICO-SER 5,100.00 35.38 171,694.69 160,047.74 11,646.95
251030 2/03/11 MXN 33.750 12.163 14,116.38 12,741.71 1,374.67
SALE 1/31/11 60 WALMART DE MEXICO-SER 14,800.00 102.67 498,251.25 464,452.27 33,798.98
251030 2/03/11 MXN 33.750 12.163 40,965.18 36,975.94 3,989.24
---------------- --------- ---------------- ------------ ---------------- --------------
61,800.00 421.40 2,045,050.95 1,833,911.14 211,139.81
168,139.82 145,737.90 22,401.92
4 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 1/24/11 60 WIMM-BILL-DANN FOODS O 9,100.00 187.77 300,185.94 141,230.47 158,955.47
244811 1/27/11 USD 33.008 1.000 300,185.94 141,230.47 158,955.47
QED-R2v11.00
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: 46
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/25/11 60 WIMM-BILL-DANN FOODS O 26,700.00 550.92 880,586.46 414,379.52 466,206.94
244811 1/28/11 USD 33.001 1.000 880,586.46 414,379.52 466,206.94
---------------- --------- ---------------- ------------ ---------------- --------------
35,800.00 738.69 1,180,772.40 555,609.99 625,162.41
1,180,772.40 555,609.99 625,162.41
2 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
SALE 1/14/11 60 TATA MOTORS LTD 26,300.00 537.81 698,287.38 376,127.25 322,160.13
249599 1/20/11 USD 26.571 1.000 698,287.38 376,127.25 322,160.13
SALE 1/19/11 60 TATA PWR CO LTD GDR RE 7,551.00 222,905.52 208,168.81 14,736.71
250593 1/24/11 USD 29.520 1.000 222,905.52 208,168.81 14,736.71
SALE 1/20/11 60 TATA MOTORS LTD 11,200.00 229.63 292,962.85 160,175.87 132,786.98
249599 1/25/11 USD 26.178 1.000 292,962.85 160,175.87 132,786.98
SALE 1/25/11 60 TATA PWR CO LTD GDR RE 6,940.00 200,080.20 191,324.53 8,755.67
250593 1/28/11 USD 28.830 1.000 200,080.20 191,324.53 8,755.67
SALE 1/26/11 60 TATA MOTORS LTD 7,700.00 157.90 203,205.26 110,120.91 93,084.35
249599 1/31/11 USD 26.411 1.000 203,205.26 110,120.91 93,084.35
SALE 1/27/11 60 TATA PWR CO LTD GDR RE 5,839.00 169,331.00 160,971.75 8,359.25
250593 2/01/11 USD 29.000 1.000 169,331.00 160,971.75 8,359.25
SALE 1/28/11 60 ITC LIMITED GDR REG S 30,961.00 115,484.53 75,519.20 39,965.33
242448 2/02/11 USD 3.730 1.000 115,484.53 75,519.20 39,965.33
SALE 1/28/11 60 TATA MOTORS LTD 11,800.00 418.73 296,975.49 168,756.71 128,218.78
249599 2/02/11 USD 25.203 1.000 296,975.49 168,756.71 128,218.78
---------------- --------- ---------------- ------------ ---------------- --------------
108,291.00 1,344.07 2,199,232.23 1,451,165.03 748,067.20
2,199,232.23 1,451,165.03 748,067.20
8 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
6,531,601.00 36,250.95 33898255720.34 23389432428.64 10508823291.70
18,934,196.71 14,595,412.61 4,338,784.10
150 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
QED-R2v11.00
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: 47
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM NON-CONV PREFERRED STO (2240)
--------------------------------
SALE 1/18/11 60 BANCO BRADESCO RTS EXP 509.00 8.00 4,450.34 .01 4,450.33
254998 1/21/11 BRL 8.770 1.674 2,658.19 .01 2,658.18
SALE 1/18/11 60 ULTRAPAR PARTICIPACOES 500.00 32.09 53,671.27 23,063.78 30,607.49
243517 1/21/11 BRL 107.450 1.674 32,057.86 10,527.85 21,530.01
---------------- --------- ---------------- ------------ ---------------- --------------
1,009.00 40.09 58,121.61 23,063.79 35,057.82
34,716.05 10,527.86 24,188.19
2 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
1,009.00 40.09 58,121.61 23,063.79 35,057.82
34,716.05 10,527.86 24,188.19
2 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
6,715,810.00 40,865.51 33899680654.77 23390907014.45 10508773640.32
20,335,725.58 16,057,462.49 4,278,263.09
153 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
---------------- --------- ---------------- ------------ ---------------- --------------
13,625,566.00 94,780.49 51332930032.28 40824156391.96 10508773640.32
46,206,069.54 41,927,806.45 4,278,263.09
259 TRANSACTIONS WITHIN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
QED-R2v11.00
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: 48
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/28/11 60 HUABAO INTERNATIONAL H 3,190,000.00 11,258.99 35,212,815.00 35,212,815.00
255388 2/01/11 HKD 11.011 7.792 4,519,359.43 4,519,359.43
---------------- --------- ---------------- ------------ ---------------- --------------
3,190,000.00 11,258.99 35,212,815.00 35,212,815.00
4,519,359.43 4,519,359.43
1 TRANSACTION IN COUNTRY: BERMUDA ( 250)
PUR 1/03/11 60 ORIFLAME COSMETICS SA- 79.00 6.85 28,698.84 28,698.84
239833 1/07/11 SEK 362.696 6.693 4,287.89 4,287.89
PUR 1/27/11 60 ORIFLAME COSMETICS SA- 563.00 18.75 172,315.44 172,315.44
239833 2/01/11 SEK 305.852 6.430 26,797.42 26,797.42
PUR 1/31/11 60 ORIFLAME COSMETICS SA- 743.00 24.85 228,423.42 228,423.42
239833 2/03/11 SEK 307.219 6.430 35,523.26 35,523.26
---------------- --------- ---------------- ------------ ---------------- --------------
1,385.00 50.45 429,437.70 429,437.70
66,608.57 66,608.57
3 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
PUR 1/03/11 60 AKBANK TAS TRY 1.0 17,694.00 243.82 152,548.82 152,548.82
244496 1/05/11 TRY 8.600 1.560 97,772.04 97,772.04
PUR 1/04/11 60 AKBANK TAS TRY 1.0 47,034.00 665.96 413,316.64 413,316.64
244496 1/06/11 TRY 8.766 1.548 267,052.17 267,052.17
PUR 1/05/11 60 AKBANK TAS TRY 1.0 28,601.00 399.23 248,077.36 248,077.36
244496 1/07/11 TRY 8.652 1.550 160,091.22 160,091.22
PUR 1/06/11 60 AKBANK TAS TRY 1.0 24,153.00 337.74 210,024.46 210,024.46
244496 1/10/11 TRY 8.674 1.551 135,434.12 135,434.12
QED-R2v11.00
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: 49
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/07/11 60 AKBANK TAS TRY 1.0 54,846.00 750.57 471,678.15 471,678.15
244496 1/11/11 TRY 8.579 1.567 300,978.30 300,978.30
---------------- --------- ---------------- ------------ ---------------- --------------
172,328.00 2,397.32 1,495,645.43 1,495,645.43
961,327.85 961,327.85
5 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 1/10/11 60 P T TELEKOMUNIKASI IND 2,200.00 88.00 70,876.30 70,876.30
240078 1/13/11 USD 32.177 1.000 70,876.30 70,876.30
PUR 1/10/11 60 P T TELEKOMUNIKASI IND 1,800.00 72.00 58,168.62 58,168.62
240078 1/13/11 USD 32.276 1.000 58,168.62 58,168.62
PUR 1/11/11 60 P T TELEKOMUNIKASI IND 8,100.00 324.00 259,454.34 259,454.34
240078 1/14/11 USD 31.991 1.000 259,454.34 259,454.34
PUR 1/12/11 60 P T TELEKOMUNIKASI IND 3,900.00 156.00 128,695.32 128,695.32
240078 1/18/11 USD 32.959 1.000 128,695.32 128,695.32
PUR 1/13/11 60 P T TELEKOMUNIKASI IND 1,800.00 72.00 59,374.26 59,374.26
240078 1/19/11 USD 32.946 1.000 59,374.26 59,374.26
PUR 1/20/11 60 P T TELEKOMUNIKASI IND 1,100.00 44.00 37,066.15 37,066.15
240078 1/25/11 USD 33.657 1.000 37,066.15 37,066.15
PUR 1/21/11 60 P T TELEKOMUNIKASI IND 1,400.00 14.00 46,656.54 46,656.54
240078 1/26/11 USD 33.316 1.000 46,656.54 46,656.54
PUR 1/25/11 60 P T TELEKOMUNIKASI IND 2,800.00 112.00 96,366.76 96,366.76
240078 1/28/11 USD 34.377 1.000 96,366.76 96,366.76
PUR 1/25/11 60 P T TELEKOMUNIKASI IND 600.00 10.50 20,573.40 20,573.40
240078 1/28/11 USD 34.272 1.000 20,573.40 20,573.40
PUR 1/26/11 60 BANK MANDIRI 1,200,000.00 7,330.126,366,213,000.00 6,366,213,000.00
240057 2/14/11 IDR 5250.00 9033.00 704,772.83 704,772.83
QED-R2v11.00
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: 50
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/28/11 60 P T TELEKOMUNIKASI IND 600.00 10.50 20,007.30 20,007.30
240078 2/02/11 USD 33.328 1.000 20,007.30 20,007.30
PUR 1/31/11 60 SEMEN GRESIK PERSERO T 52,000.00 155.92 401,068,554.30 401,068,554.30
251402 2/04/11 IDR 7685.72 9048.00 44,326.76 44,326.76
PUR 1/31/11 60 UNITED TRACTORS TBK PT 24,000.00 199.40 512,902,985.19 512,902,985.19
242799 2/04/11 IDR 21295.7 9048.00 56,686.89 56,686.89
---------------- --------- ---------------- ------------ ---------------- --------------
1,300,300.00 8,588.447,280,981,778.48 7,280,981,778.48
1,603,025.47 1,603,025.47
13 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 1/04/11 60 BIDVEST GROUP LTD COMM 2,797.00 131.03 441,050.30 441,050.30
254406 1/11/11 ZAR 157.373 6.702 65,809.74 65,809.74
PUR 1/05/11 60 BIDVEST GROUP LTD COMM 886.00 41.31 139,661.21 139,661.21
254406 1/12/11 ZAR 157.317 6.732 20,746.49 20,746.49
PUR 1/06/11 60 BIDVEST GROUP LTD COMM 6,019.00 277.52 948,066.72 948,066.72
254406 1/13/11 ZAR 157.199 6.802 139,384.68 139,384.68
PUR 1/07/11 60 BIDVEST GROUP LTD COMM 3,466.00 161.32 548,289.56 548,289.56
254406 1/14/11 ZAR 157.876 6.767 81,020.43 81,020.43
PUR 1/10/11 60 BIDVEST GROUP LTD COMM 3,615.00 165.11 566,735.91 566,735.91
254406 1/17/11 ZAR 156.461 6.834 82,927.05 82,927.05
PUR 1/11/11 60 BIDVEST GROUP LTD COMM 14,464.00 652.58 2,255,324.17 2,255,324.17
254406 1/18/11 ZAR 155.616 6.881 327,756.34 327,756.34
PUR 1/12/11 60 BIDVEST GROUP LTD COMM 130.00 5.94 20,368.64 20,368.64
254406 1/19/11 ZAR 156.370 6.829 2,982.47 2,982.47
PUR 1/17/11 60 BIDVEST GROUP LTD COMM 897.00 41.12 142,385.85 142,385.85
254406 1/24/11 ZAR 158.420 6.894 20,652.84 20,652.84
QED-R2v11.00
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: 51
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/18/11 60 BIDVEST GROUP LTD COMM 4,391.00 200.45 696,247.65 696,247.65
254406 1/25/11 ZAR 158.247 6.916 100,675.65 100,675.65
PUR 1/19/11 60 BIDVEST GROUP LTD COMM 4,271.00 192.54 674,263.35 674,263.35
254406 1/26/11 ZAR 157.556 6.973 96,703.24 96,703.24
PUR 1/19/11 60 BIDVEST GROUP LTD COMM 14,773.00 233.93 2,337,527.66 2,337,527.66
254406 1/26/11 ZAR 158.119 6.973 335,249.57 335,249.57
PUR 1/20/11 60 BIDVEST GROUP LTD COMM 22,218.00 977.73 3,481,502.37 3,481,502.37
254406 1/27/11 ZAR 156.385 7.090 491,064.84 491,064.84
PUR 1/21/11 60 BIDVEST GROUP LTD COMM 3,989.00 175.83 625,260.59 625,260.59
254406 1/28/11 ZAR 156.434 7.080 88,309.90 88,309.90
PUR 1/24/11 60 BIDVEST GROUP LTD COMM 4,185.00 185.80 654,032.26 654,032.26
254406 1/31/11 ZAR 155.969 7.009 93,319.86 93,319.86
PUR 1/25/11 60 BIDVEST GROUP LTD COMM 4,673.00 205.60 728,902.82 728,902.82
254406 2/01/11 ZAR 155.671 7.059 103,263.77 103,263.77
PUR 1/26/11 60 BIDVEST GROUP LTD COMM 10,964.00 482.60 1,714,298.75 1,714,298.75
254406 2/02/11 ZAR 156.046 7.073 242,384.22 242,384.22
PUR 1/27/11 60 BIDVEST GROUP LTD COMM 4,863.00 214.80 759,357.58 759,357.58
254406 2/03/11 ZAR 155.839 7.039 107,884.75 107,884.75
PUR 1/31/11 60 BIDVEST GROUP LTD COMM 1,417.00 60.42 217,895.17 217,895.17
254406 2/07/11 ZAR 153.466 7.180 30,347.52 30,347.52
PUR 1/31/11 60 BIDVEST GROUP LTD COMM 7,761.00 330.78 1,192,840.37 1,192,840.37
254406 2/07/11 ZAR 153.391 7.180 166,133.76 166,133.76
---------------- --------- ---------------- ------------ ---------------- --------------
115,779.00 4,736.41 18,144,010.93 18,144,010.93
2,596,617.12 2,596,617.12
19 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
QED-R2v11.00
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: 52
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/03/11 60 COMPANHIA DE BEBIDAS P 4,400.00 77.00 139,830.24 139,830.24
254974 1/06/11 USD 31.762 1.000 139,830.24 139,830.24
PUR 1/04/11 60 CIELO SA (FMLY COMP BR 1,100.00 11.68 14,496.02 14,496.02
247595 1/07/11 BRL 13.161 1.667 8,698.48 8,698.48
PUR 1/04/11 60 COMPANHIA DE BEBIDAS P 3,900.00 68.25 121,079.79 121,079.79
254974 1/07/11 USD 31.029 1.000 121,079.79 121,079.79
PUR 1/04/11 60 REDECARD SA 3,500.00 86.22 71,981.18 71,981.18
240065 1/07/11 BRL 20.525 1.666 43,193.03 43,193.03
PUR 1/04/11 60 REDECARD SA 4,400.00 154.73 90,892.13 90,892.13
240065 1/07/11 BRL 20.599 1.667 54,540.73 54,540.73
PUR 1/05/11 60 COMPANHIA DE BEBIDAS P 6,700.00 117.25 206,758.65 206,758.65
254974 1/10/11 USD 30.842 1.000 206,758.65 206,758.65
PUR 1/05/11 60 REDECARD SA 8,200.00 288.70 170,069.14 170,069.14
240065 1/10/11 BRL 20.681 1.671 101,764.68 101,764.68
PUR 1/06/11 60 CIELO SA (FMLY COMP BR 1,700.00 17.64 22,214.66 22,214.66
247595 1/11/11 BRL 13.050 1.691 13,134.67 13,134.67
PUR 1/06/11 60 COMPANHIA DE BEBIDAS P 5,800.00 101.50 176,641.32 176,641.32
254974 1/11/11 USD 30.438 1.000 176,641.32 176,641.32
PUR 1/06/11 60 REDECARD SA 2,000.00 32.28 40,646.19 40,646.19
240065 1/11/11 BRL 20.296 1.691 24,032.51 24,032.51
PUR 1/07/11 60 CIELO SA (FMLY COMP BR 3,700.00 38.50 48,163.21 48,163.21
247595 1/12/11 BRL 13.000 1.680 28,664.31 28,664.31
PUR 1/07/11 60 CIELO SA (FMLY COMP BR 6,100.00 70.74 79,357.86 79,357.86
247595 1/12/11 BRL 12.990 1.680 47,229.79 47,229.79
PUR 1/07/11 60 COMPANHIA DE BEBIDAS P 10,600.00 185.50 320,223.88 320,223.88
254974 1/12/11 USD 30.192 1.000 320,223.88 320,223.88
QED-R2v11.00
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: 53
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/07/11 60 REDECARD SA 7,200.00 115.79 144,840.39 144,840.39
240065 1/12/11 BRL 20.090 1.680 86,201.69 86,201.69
PUR 1/10/11 60 COMPANHIA DE BEBIDAS P 3,700.00 74.00 110,765.05 110,765.05
254974 1/13/11 USD 29.917 1.000 110,765.05 110,765.05
PUR 1/10/11 60 COMPANHIA DE BEBIDAS P 9,600.00 384.00 288,321.60 288,321.60
254974 1/13/11 USD 29.994 1.000 288,321.60 288,321.60
PUR 1/11/11 60 CIELO SA (FMLY COMP BR 4,300.00 44.56 56,066.47 56,066.47
247595 1/14/11 BRL 13.021 1.690 33,171.50 33,171.50
PUR 1/11/11 60 CIELO SA (FMLY COMP BR 4,900.00 107.63 64,126.43 64,126.43
247595 1/14/11 BRL 13.050 1.690 37,940.14 37,940.14
PUR 1/11/11 60 COMPANHIA DE BEBIDAS P 7,600.00 304.00 229,274.52 229,274.52
254974 1/14/11 USD 30.128 1.000 229,274.52 229,274.52
PUR 1/11/11 60 REDECARD SA 6,900.00 110.38 138,898.65 138,898.65
240065 1/14/11 BRL 20.103 1.690 82,178.82 82,178.82
PUR 1/12/11 60 COMPANHIA DE BEBIDAS P 8,500.00 170.00 251,217.50 251,217.50
254974 1/18/11 USD 29.535 1.000 251,217.50 251,217.50
PUR 1/12/11 60 COMPANHIA DE BEBIDAS P 7,300.00 292.00 215,189.40 215,189.40
254974 1/18/11 USD 29.438 1.000 215,189.40 215,189.40
PUR 1/12/11 60 REDECARD SA 12,900.00 232.44 259,894.69 259,894.69
240065 1/17/11 BRL 20.117 1.675 155,188.80 155,188.80
PUR 1/13/11 60 CIELO SA (FMLY COMP BR 5,500.00 56.87 70,681.39 70,681.39
247595 1/18/11 BRL 12.834 1.670 42,336.86 42,336.86
PUR 1/13/11 60 COMPANHIA DE BEBIDAS P 5,700.00 228.00 167,021.97 167,021.97
254974 1/19/11 USD 29.262 1.000 167,021.97 167,021.97
PUR 1/14/11 60 CIELO SA (FMLY COMP BR 18,300.00 399.83 236,985.71 236,985.71
247595 1/19/11 BRL 12.913 1.681 140,937.09 140,937.09
QED-R2v11.00
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: 54
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/14/11 60 COMPANHIA DE BEBIDAS P 1,900.00 38.00 54,169.00 54,169.00
254974 1/20/11 USD 28.490 1.000 54,169.00 54,169.00
PUR 1/14/11 60 COMPANHIA DE BEBIDAS P 19,200.00 768.00 544,763.52 544,763.52
254974 1/20/11 USD 28.333 1.000 544,763.52 544,763.52
PUR 1/18/11 60 COMPANHIA DE BEBIDAS P 5,700.00 114.00 160,046.31 160,046.31
254974 1/21/11 USD 28.058 1.000 160,046.31 160,046.31
PUR 1/18/11 60 COMPANHIA DE BEBIDAS P 13,400.00 536.00 375,169.18 375,169.18
254974 1/21/11 USD 27.958 1.000 375,169.18 375,169.18
PUR 1/18/11 60 REDECARD SA 100.00 1.59 1,984.10 1,984.10
240065 1/21/11 BRL 19.814 1.674 1,185.10 1,185.10
PUR 1/19/11 60 CIELO SA (FMLY COMP BR 5,500.00 121.31 71,427.63 71,427.63
247595 1/24/11 BRL 12.950 1.670 42,763.35 42,763.35
PUR 1/19/11 60 COMPANHIA DE BEBIDAS P 500.00 10.00 13,852.50 13,852.50
254974 1/24/11 USD 27.685 1.000 13,852.50 13,852.50
PUR 1/19/11 60 COMPANHIA DE BEBIDAS P 12,500.00 500.00 346,946.25 346,946.25
254974 1/24/11 USD 27.716 1.000 346,946.25 346,946.25
PUR 1/19/11 60 REDECARD SA 300.00 4.83 6,006.84 6,006.84
240065 1/24/11 BRL 19.996 1.670 3,596.26 3,596.26
PUR 1/20/11 60 CIELO SA (FMLY COMP BR 4,000.00 60.90 51,102.00 51,102.00
247595 1/26/11 BRL 12.750 1.675 30,509.57 30,509.57
PUR 1/20/11 60 COMPANHIA DE BEBIDAS P 6,700.00 268.00 183,728.07 183,728.07
254974 1/25/11 USD 27.382 1.000 183,728.07 183,728.07
PUR 1/20/11 60 REDECARD SA 6,000.00 146.26 122,734.98 122,734.98
240065 1/26/11 BRL 20.415 1.675 73,276.80 73,276.80
PUR 1/20/11 60 REDECARD SA 18,400.00 527.49 377,647.13 377,647.13
240065 1/26/11 BRL 20.476 1.675 225,467.70 225,467.70
QED-R2v11.00
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: 55
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/21/11 60 CIELO SA (FMLY COMP BR 2,400.00 24.42 30,370.55 30,370.55
247595 1/27/11 BRL 12.637 1.670 18,184.87 18,184.87
PUR 1/21/11 60 COMPANHIA DE BEBIDAS P 5,700.00 171.00 154,804.02 154,804.02
254974 1/26/11 USD 27.129 1.000 154,804.02 154,804.02
PUR 1/21/11 60 REDECARD SA 40,400.00 1,224.63 820,145.25 820,145.25
240065 1/27/11 BRL 20.250 1.670 491,075.53 491,075.53
PUR 1/24/11 60 CIELO SA (FMLY COMP BR 2,100.00 21.31 26,497.48 26,497.48
247595 1/28/11 BRL 12.601 1.670 15,866.75 15,866.75
PUR 1/25/11 60 COMPANHIA DE BEBIDAS P 2,400.00 42.00 66,394.32 66,394.32
254974 1/28/11 USD 27.647 1.000 66,394.32 66,394.32
PUR 1/26/11 60 CIELO SA (FMLY COMP BR 1,900.00 19.82 24,602.71 24,602.71
247595 1/31/11 BRL 12.931 1.667 14,756.46 14,756.46
PUR 1/26/11 60 COMPANHIA DE BEBIDAS P 3,500.00 140.00 98,706.65 98,706.65
254974 1/31/11 USD 28.162 1.000 98,706.65 98,706.65
PUR 1/28/11 60 CIELO SA (FMLY COMP BR 1,300.00 13.06 16,350.61 16,350.61
247595 2/02/11 BRL 12.561 1.681 9,725.85 9,725.85
PUR 1/28/11 60 COMPANHIA DE BEBIDAS P 2,900.00 87.00 78,587.39 78,587.39
254974 2/02/11 USD 27.069 1.000 78,587.39 78,587.39
PUR 1/28/11 60 COMPANHIA DE BEBIDAS P 2,200.00 38.50 59,240.28 59,240.28
254974 2/02/11 USD 26.910 1.000 59,240.28 59,240.28
PUR 1/28/11 60 REDECARD SA 12,700.00 387.16 261,000.88 261,000.88
240065 2/02/11 BRL 20.500 1.681 155,251.39 155,251.39
PUR 1/31/11 60 CIELO SA (FMLY COMP BR 1,600.00 15.79 19,665.94 19,665.94
247595 2/03/11 BRL 12.275 1.673 11,752.44 11,752.44
PUR 1/31/11 60 COMPANHIA DE BEBIDAS P 6,400.00 256.00 173,105.28 173,105.28
254974 2/03/11 USD 27.008 1.000 173,105.28 173,105.28
QED-R2v11.00
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: 56
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/31/11 60 COMPANHIA DE BEBIDAS P 1,800.00 18.00 48,707.28 48,707.28
254974 2/03/11 USD 27.050 1.000 48,707.28 48,707.28
PUR 1/31/11 60 REDECARD SA 8,500.00 256.65 172,214.46 172,214.46
240065 2/03/11 BRL 20.210 1.673 102,915.98 102,915.98
---------------- --------- ---------------- ------------ ---------------- --------------
354,500.00 9,581.21 8,095,608.65 8,095,608.65
6,680,085.12 6,680,085.12
54 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 1/04/11 60 NETEASE COM INC USD 0. 800.00 32.00 29,240.56 29,240.56
247975 1/07/11 USD 36.511 1.000 29,240.56 29,240.56
PUR 1/06/11 60 NETEASE COM INC USD 0. 1,500.00 60.00 55,582.95 55,582.95
247975 1/11/11 USD 37.015 1.000 55,582.95 55,582.95
PUR 1/07/11 60 NETEASE COM INC USD 0. 800.00 16.00 29,416.00 29,416.00
247975 1/12/11 USD 36.750 1.000 29,416.00 29,416.00
PUR 1/07/11 60 NETEASE COM INC USD 0. 1,300.00 52.00 48,057.10 48,057.10
247975 1/12/11 USD 36.927 1.000 48,057.10 48,057.10
---------------- --------- ---------------- ------------ ---------------- --------------
4,400.00 160.00 162,296.61 162,296.61
162,296.61 162,296.61
4 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 1/03/11 60 PHILIPPINE LONG DIST - 200.00 3.50 11,578.80 11,578.80
240079 1/06/11 USD 57.877 1.000 11,578.80 11,578.80
PUR 1/05/11 60 PHILIPPINE LONG DIST - 100.00 1.75 5,820.97 5,820.97
240079 1/10/11 USD 58.192 1.000 5,820.97 5,820.97
PUR 1/06/11 60 PHILIPPINE LONG DIST - 100.00 1.75 5,786.31 5,786.31
240079 1/11/11 USD 57.846 1.000 5,786.31 5,786.31
QED-R2v11.00
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: 57
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/07/11 60 PHILIPPINE LONG DIST - 200.00 3.50 11,521.90 11,521.90
240079 1/12/11 USD 57.592 1.000 11,521.90 11,521.90
PUR 1/10/11 60 PHILIPPINE LONG DIST - 300.00 12.00 17,130.99 17,130.99
240079 1/13/11 USD 57.063 1.000 17,130.99 17,130.99
PUR 1/11/11 60 PHILIPPINE LONG DIST - 500.00 20.00 28,451.50 28,451.50
240079 1/14/11 USD 56.863 1.000 28,451.50 28,451.50
PUR 1/12/11 60 PHILIPPINE LONG DIST - 200.00 8.00 11,420.00 11,420.00
240079 1/18/11 USD 57.060 1.000 11,420.00 11,420.00
PUR 1/12/11 60 PHILIPPINE LONG DIST - 1,100.00 22.00 63,189.50 63,189.50
240079 1/18/11 USD 57.425 1.000 63,189.50 63,189.50
PUR 1/13/11 60 PHILIPPINE LONG DIST - 700.00 14.00 39,900.00 39,900.00
240079 1/19/11 USD 56.980 1.000 39,900.00 39,900.00
PUR 1/18/11 60 PHILIPPINE LONG DIST - 300.00 5.25 16,877.19 16,877.19
240079 1/21/11 USD 56.240 1.000 16,877.19 16,877.19
PUR 1/19/11 60 PHILIPPINE LONG DIST - 100.00 4.00 5,624.28 5,624.28
240079 1/25/11 USD 56.203 1.000 5,624.28 5,624.28
PUR 1/21/11 60 PHILIPPINE LONG DIST - 800.00 32.00 45,527.20 45,527.20
240079 1/26/11 USD 56.869 1.000 45,527.20 45,527.20
PUR 1/25/11 60 PHILIPPINE LONG DIST - 100.00 1.75 5,660.87 5,660.87
240079 1/28/11 USD 56.591 1.000 5,660.87 5,660.87
PUR 1/31/11 60 PHILIPPINE LONG DIST - 300.00 3.00 16,713.03 16,713.03
240079 2/03/11 USD 55.700 1.000 16,713.03 16,713.03
---------------- --------- ---------------- ------------ ---------------- --------------
5,000.00 132.50 285,202.54 285,202.54
285,202.54 285,202.54
14 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
QED-R2v11.00
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: 58
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/10/11 60 MOBILE TELESYSTEMS OJS 9,100.00 364.00 185,191.37 185,191.37
240075 1/13/11 USD 20.311 1.000 185,191.37 185,191.37
PUR 1/10/11 60 MOBILE TELESYSTEMS OJS 1,400.00 24.50 28,387.38 28,387.38
240075 1/13/11 USD 20.259 1.000 28,387.38 28,387.38
PUR 1/11/11 60 MOBILE TELESYSTEMS OJS 5,200.00 208.00 106,912.52 106,912.52
240075 1/14/11 USD 20.520 1.000 106,912.52 106,912.52
PUR 1/11/11 60 MOBILE TELESYSTEMS OJS 800.00 14.00 16,445.04 16,445.04
240075 1/14/11 USD 20.539 1.000 16,445.04 16,445.04
PUR 1/12/11 60 MOBILE TELESYSTEMS OJS 6,500.00 260.00 135,729.10 135,729.10
240075 1/18/11 USD 20.841 1.000 135,729.10 135,729.10
PUR 1/12/11 60 MOBILE TELESYSTEMS OJS 11,200.00 448.00 232,748.32 232,748.32
240075 1/18/11 USD 20.741 1.000 232,748.32 232,748.32
PUR 1/13/11 60 MOBILE TELESYSTEMS OJS 13,000.00 260.00 270,437.70 270,437.70
240075 1/19/11 USD 20.783 1.000 270,437.70 270,437.70
PUR 1/13/11 60 MOBILE TELESYSTEMS OJS 8,400.00 336.00 173,315.52 173,315.52
240075 1/19/11 USD 20.593 1.000 173,315.52 173,315.52
PUR 1/14/11 60 MOBILE TELESYSTEMS OJS 13,100.00 262.00 269,139.50 269,139.50
240075 1/20/11 USD 20.525 1.000 269,139.50 269,139.50
PUR 1/14/11 60 MOBILE TELESYSTEMS OJS 7,300.00 292.00 150,309.92 150,309.92
240075 1/20/11 USD 20.550 1.000 150,309.92 150,309.92
PUR 1/18/11 60 MOBILE TELESYSTEMS OJS 2,300.00 46.00 47,437.50 47,437.50
240075 1/21/11 USD 20.605 1.000 47,437.50 47,437.50
PUR 1/18/11 60 MOBILE TELESYSTEMS OJS 9,300.00 372.00 191,952.00 191,952.00
240075 1/21/11 USD 20.600 1.000 191,952.00 191,952.00
PUR 1/19/11 60 MOBILE TELESYSTEMS OJS 3,500.00 35.00 71,063.30 71,063.30
240075 1/24/11 USD 20.294 1.000 71,063.30 71,063.30
QED-R2v11.00
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: 59
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/19/11 60 MOBILE TELESYSTEMS OJS 13,900.00 556.00 283,327.87 283,327.87
240075 1/24/11 USD 20.343 1.000 283,327.87 283,327.87
PUR 1/20/11 60 MOBILE TELESYSTEMS OJS 2,600.00 52.00 52,455.00 52,455.00
240075 1/25/11 USD 20.155 1.000 52,455.00 52,455.00
PUR 1/20/11 60 MOBILE TELESYSTEMS OJS 12,300.00 215.25 247,190.64 247,190.64
240075 1/25/11 USD 20.079 1.000 247,190.64 247,190.64
PUR 1/20/11 60 MOBILE TELESYSTEMS OJS 4,600.00 184.00 92,874.00 92,874.00
240075 1/25/11 USD 20.150 1.000 92,874.00 92,874.00
PUR 1/21/11 60 MOBILE TELESYSTEMS OJS 15,000.00 600.00 300,667.50 300,667.50
240075 1/26/11 USD 20.005 1.000 300,667.50 300,667.50
PUR 1/24/11 60 MOBILE TELESYSTEMS OJS 7,800.00 234.00 153,930.66 153,930.66
240075 1/27/11 USD 19.705 1.000 153,930.66 153,930.66
PUR 1/24/11 60 MOBILE TELESYSTEMS OJS 5,400.00 216.00 106,352.46 106,352.46
240075 1/27/11 USD 19.655 1.000 106,352.46 106,352.46
PUR 1/25/11 60 MOBILE TELESYSTEMS OJS 12,700.00 508.00 251,514.61 251,514.61
240075 1/28/11 USD 19.764 1.000 251,514.61 251,514.61
PUR 1/28/11 60 MOBILE TELESYSTEMS OJS 9,000.00 360.00 174,064.50 174,064.50
240075 2/02/11 USD 19.301 1.000 174,064.50 174,064.50
PUR 1/31/11 60 MOBILE TELESYSTEMS OJS 3,500.00 140.00 67,083.80 67,083.80
240075 2/03/11 USD 19.127 1.000 67,083.80 67,083.80
PUR 1/31/11 60 MOBILE TELESYSTEMS OJS 900.00 18.00 17,257.50 17,257.50
240075 2/03/11 USD 19.155 1.000 17,257.50 17,257.50
---------------- --------- ---------------- ------------ ---------------- --------------
178,800.00 6,004.75 3,625,787.71 3,625,787.71
3,625,787.71 3,625,787.71
24 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
5,322,492.00 42,910.077,348,432,583.05 7,348,432,583.05
20,500,310.42 20,500,310.42
137 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
5,322,492.00 42,910.077,348,432,583.05 7,348,432,583.05
20,500,310.42 20,500,310.42
137 "PUR " TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
QED-R2v11.00
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: 60
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
QED-R2v11.00
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: 61
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/04/11 60 FIRST QUANTUM MINERALS 100.00 3.00 11,032.10 6,800.74 4,231.36
248466 1/07/11 CAD 110.351 .999 11,045.35 6,387.68 4,657.67
SALE 1/12/11 60 FIRST QUANTUM MINERALS 1,300.00 6.60 159,130.14 88,409.57 70,720.57
248466 1/17/11 CAD 122.413 .985 161,471.48 83,039.73 78,431.75
SALE 1/13/11 60 FIRST QUANTUM MINERALS 600.00 3.04 75,450.90 40,804.42 34,646.48
248466 1/18/11 CAD 125.757 .988 76,344.13 38,326.03 38,018.10
SALE 1/14/11 60 FIRST QUANTUM MINERALS 1,300.00 6.56 156,938.47 88,409.57 68,528.90
248466 1/19/11 CAD 120.727 .991 158,323.80 83,039.73 75,284.07
SALE 1/18/11 60 FIRST QUANTUM MINERALS 1,700.00 8.57 203,999.49 115,612.52 88,386.97
248466 1/21/11 CAD 120.005 .992 205,634.28 108,590.42 97,043.86
SALE 1/27/11 60 FIRST QUANTUM MINERALS 1,300.00 39.23 157,337.05 88,409.57 68,927.48
248466 2/01/11 CAD 121.059 .994 158,262.89 83,039.73 75,223.16
SALE 1/27/11 60 FIRST QUANTUM MINERALS 300.00 6.04 37,156.50 20,402.21 16,754.29
248466 2/01/11 CAD 123.875 .994 37,375.14 19,163.02 18,212.12
---------------- --------- ---------------- ------------ ---------------- --------------
6,600.00 73.04 801,044.65 448,848.60 352,196.05
808,457.07 421,586.34 386,870.73
7 TRANSACTIONS IN COUNTRY: CANADA ( 300)
SALE 1/27/11 60 OTP BANK PLC 37,425.00 3,279.60 215,531,940.58 185,161,707.48 30,370,233.10
252266 2/01/11 HUF 5776.39 198.048 1,088,279.68 822,640.48 265,639.20
SALE 1/28/11 60 OTP BANK PLC 1,085.00 93.12 6,197,401.53 5,368,081.57 829,319.96
252266 2/02/11 HUF 5729.10 200.550 30,901.96 23,849.43 7,052.53
SALE 1/31/11 60 OTP BANK PLC 2,623.00 220.13 14,548,498.55 12,977,399.03 1,571,099.52
252266 2/03/11 HUF 5563.22 199.169 73,046.18 57,656.27 15,389.91
---------------- --------- ---------------- ------------ ---------------- --------------
41,133.00 3,592.85 236,277,840.66 203,507,188.08 32,770,652.58
1,192,227.82 904,146.18 288,081.64
3 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
QED-R2v11.00
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: 62
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/27/11 60 ADVANCED SEMICOND EN T 9,100.00 365.14 58,548.26 32,078.19 26,470.07
239874 2/01/11 USD 6.474 1.000 58,548.26 32,078.19 26,470.07
SALE 1/27/11 60 TAIWAN SEMICONDUCT ADS 214,000.00 8,614.94 2,852,672.06 2,150,634.10 702,037.96
240081 2/01/11 USD 13.371 1.000 2,852,672.06 2,150,634.10 702,037.96
SALE 1/28/11 60 ADVANCED SEMICOND EN T 300.00 5.29 1,929.98 1,057.52 872.46
239874 2/02/11 USD 6.451 1.000 1,929.98 1,057.52 872.46
---------------- --------- ---------------- ------------ ---------------- --------------
223,400.00 8,985.37 2,913,150.30 2,183,769.81 729,380.49
2,913,150.30 2,183,769.81 729,380.49
3 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
SALE 1/03/11 60 SHOUGANG CONCORD INTER 11,500.00 1.67 13,214.47 17,512.68 -4,298.21
241650 1/05/11 HKD 1.150 7.769 1,700.98 2,252.73 -551.75
SALE 1/04/11 60 SHOUGANG CONCORD INTER 188,000.00 28.18 222,976.25 286,294.28 -63,318.03
241650 1/06/11 HKD 1.187 7.769 28,699.84 36,827.30 -8,127.46
SALE 1/04/11 60 SHOUGANG CONCORD INTER 188,000.00 29.07 230,012.35 286,294.28 -56,281.93
241650 1/06/11 HKD 1.225 7.769 29,605.48 36,827.30 -7,221.82
SALE 1/05/11 60 SHOUGANG CONCORD INTER 138,000.00 21.69 171,619.01 210,152.18 -38,533.17
241650 1/07/11 HKD 1.245 7.771 22,084.83 27,032.81 -4,947.98
SALE 1/07/11 60 SHOUGANG CONCORD INTER 8,000.00 1.25 9,900.27 12,182.74 -2,282.47
241650 1/11/11 HKD 1.239 7.772 1,273.91 1,567.12 -293.21
SALE 1/12/11 60 SHOUGANG CONCORD INTER 66,000.00 10.41 82,402.50 100,507.56 -18,105.06
241650 1/14/11 HKD 1.250 7.774 10,599.55 12,928.73 -2,329.18
SALE 1/13/11 60 SHOUGANG CONCORD INTER 80,000.00 13.02 103,051.54 121,827.35 -18,775.81
241650 1/17/11 HKD 1.289 7.774 13,256.18 15,671.19 -2,415.01
SALE 1/19/11 60 SHOUGANG CONCORD INTER 30,000.00 4.58 36,264.05 45,685.26 -9,421.21
241650 1/21/11 HKD 1.210 7.778 4,662.24 5,876.70 -1,214.46
QED-R2v11.00
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: 63
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/28/11 60 SHOUGANG CONCORD INTER 18,000.00 2.61 20,705.72 27,411.15 -6,705.43
241650 2/01/11 HKD 1.151 7.792 2,657.46 3,526.02 -868.56
---------------- --------- ---------------- ------------ ---------------- --------------
727,500.00 112.48 890,146.16 1,107,867.48 -217,721.32
114,540.47 142,509.90 -27,969.43
9 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 1/04/11 60 NHN CORP 994.00 485.69 216,608,518.00 169,326,935.44 47,281,582.56
244927 1/06/11 KRW 218463. 1121.10 193,210.70 137,799.22 55,411.48
SALE 1/05/11 60 NHN CORP 975.00 485.02 217,233,786.00 166,090,303.88 51,143,482.12
244927 1/07/11 KRW 223363. 1125.90 192,942.34 135,165.23 57,777.11
SALE 1/05/11 60 NHN CORP 629.00 151.19 141,262,564.00 107,149,539.63 34,113,024.37
244927 1/07/11 KRW 224853. 1125.90 125,466.35 87,198.90 38,267.45
SALE 1/06/11 60 NHN CORP 2,046.00 1,013.43 451,437,110.00 348,534,114.60 102,902,995.40
244927 1/10/11 KRW 221198. 1119.80 403,140.84 283,639.04 119,501.80
SALE 1/06/11 60 NHN CORP 505.00 120.00 111,513,418.00 86,026,259.96 25,487,158.04
244927 1/10/11 KRW 221084. 1119.80 99,583.33 70,008.66 29,574.67
SALE 1/07/11 60 NHN CORP 728.00 365.61 163,225,117.00 124,014,093.56 39,211,023.44
244927 1/11/11 KRW 224773. 1122.30 145,438.04 100,923.37 44,514.67
SALE 1/10/11 60 NHN CORP 748.00 215.23 160,619,465.00 127,421,074.15 33,198,390.85
244927 1/12/11 KRW 215055. 1124.45 142,842.69 103,695.99 39,146.70
SALE 1/11/11 60 NHN CORP 901.00 428.04 191,584,952.00 153,484,475.69 38,100,476.31
244927 1/13/11 KRW 213170. 1125.15 170,275.03 124,906.54 45,368.49
SALE 1/12/11 60 NHN CORP 1,143.00 530.06 236,044,322.00 194,708,940.85 41,335,381.15
244927 1/14/11 KRW 207032. 1119.45 210,857.40 158,455.24 52,402.16
SALE 1/13/11 60 NHN CORP 1,044.00 1,045.38 210,601,303.00 177,844,386.92 32,756,916.08
244927 1/17/11 KRW 202841. 1114.15 189,024.19 144,730.77 44,293.42
QED-R2v11.00
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: 64
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/14/11 60 NHN CORP 962.00 444.30 196,998,725.00 163,875,766.49 33,122,958.51
244927 1/18/11 KRW 205295. 1114.60 176,743.88 133,363.03 43,380.85
SALE 1/17/11 60 NHN CORP 2,200.00 625.33 463,795,064.00 374,767,865.16 89,027,198.84
244927 1/19/11 KRW 211133. 1117.55 415,010.57 304,988.21 110,022.36
SALE 1/18/11 60 NHN CORP 600.00 88.46 122,997,989.00 102,209,417.77 20,788,571.23
244927 1/20/11 KRW 205161. 1116.60 110,154.03 83,178.60 26,975.43
SALE 1/19/11 60 NHN CORP 1,000.00 269.97 198,944,034.00 170,349,029.62 28,595,004.38
244927 1/21/11 KRW 199243. 1110.35 179,172.36 138,631.01 40,541.35
SALE 1/27/11 60 SHINHAN FINANCIAL GROU 7,795.00 864.95 383,456,298.00 319,345,822.02 64,110,475.98
240067 1/31/11 KRW 49316.2 1114.45 344,076.72 278,315.76 65,760.96
SALE 1/28/11 60 SHINHAN FINANCIAL GROU 6,245.00 701.44 310,771,708.00 255,845,369.92 54,926,338.08
240067 2/01/11 KRW 49888.3 1113.75 279,031.84 222,973.95 56,057.89
SALE 1/31/11 60 SHINHAN FINANCIAL GROU 1,502.00 166.21 74,137,254.00 61,533,986.49 12,603,267.51
240067 2/07/11 KRW 49483.1 1121.30 66,117.23 53,628.00 12,489.23
SALE 1/31/11 60 SHINHAN FINANCIAL GROU 732.00 81.06 36,154,826.00 29,988,600.60 6,166,225.40
240067 2/07/11 KRW 49516.0 1121.30 32,243.67 26,135.62 6,108.05
SALE 1/31/11 60 SHINHAN FINANCIAL GROU 1,538.00 75.00 76,149,492.00 63,008,835.70 13,140,656.30
240067 2/07/11 KRW 49566.7 1121.30 67,911.79 54,913.36 12,998.43
---------------- --------- ---------------- ------------ ---------------- --------------
32,287.00 8,156.373,963,535,945.00 3,195,524,818.45 768,011,126.55
3,543,243.00 2,642,650.50 900,592.50
19 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 1/03/11 60 UNITED TRACTORS TBK PT 30,700.00 279.83 736,560,719.00 330,329,071.44 406,231,647.56
242799 1/06/11 IDR 24074.1 8990.00 81,931.11 34,873.54 47,057.57
---------------- --------- ---------------- ------------ ---------------- --------------
30,700.00 279.83 736,560,719.00 330,329,071.44 406,231,647.56
81,931.11 34,873.54 47,057.57
1 TRANSACTION IN COUNTRY: INDONESIA (4600)
QED-R2v11.00
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: 65
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/04/11 60 COMMERCIAL INTERNATION 2,018.00 56.76 93,606.91 56,246.72 37,360.19
247491 1/05/11 EGP 46.549 5.792 16,161.41 10,068.99 6,092.42
SALE 1/05/11 60 COMMERCIAL INTERNATION 2,772.00 77.30 127,551.32 77,262.59 50,288.73
247491 1/06/11 EGP 46.176 5.796 22,006.97 13,831.13 8,175.84
---------------- --------- ---------------- ------------ ---------------- --------------
4,790.00 134.06 221,158.23 133,509.31 87,648.92
38,168.38 23,900.12 14,268.26
2 TRANSACTIONS IN COUNTRY: EGYPT (5100)
SALE 1/03/11 60 KUMBA IRON ORE LTD 709.00 92.02 304,028.88 189,594.13 114,434.75
239842 1/10/11 ZAR 429.673 6.621 45,915.76 24,783.35 21,132.41
SALE 1/03/11 60 KUMBA IRON ORE LTD 398.00 18.08 170,918.78 106,429.43 64,489.35
239842 1/10/11 ZAR 429.745 6.621 25,812.89 13,912.24 11,900.65
SALE 1/03/11 60 MURRAY + ROBERTS HOLDI 2,384.00 28.96 95,679.39 129,861.00 -34,181.61
240206 1/10/11 ZAR 40.214 6.621 14,449.92 15,899.88 -1,449.96
SALE 1/03/11 60 SANLAM LTD 2,672.00 22.51 74,375.43 51,818.74 22,556.69
239837 1/10/11 ZAR 27.891 6.621 11,232.50 6,653.70 4,578.80
SALE 1/04/11 60 KUMBA IRON ORE LTD 1,339.00 175.97 588,477.19 358,062.82 230,414.37
239842 1/11/11 ZAR 440.371 6.702 87,807.52 46,805.23 41,002.29
SALE 1/04/11 60 SANLAM LTD 159,383.00 464.44 4,443,513.68 3,090,953.02 1,352,560.66
239837 1/11/11 ZAR 27.899 6.702 663,022.98 396,888.77 266,134.21
SALE 1/05/11 60 KUMBA IRON ORE LTD 1,100.00 144.54 485,529.17 294,151.68 191,377.49
239842 1/12/11 ZAR 442.275 6.732 72,124.72 38,450.90 33,673.82
SALE 1/06/11 60 KUMBA IRON ORE LTD 531.00 69.17 234,757.55 141,995.04 92,762.51
239842 1/13/11 ZAR 442.991 6.802 34,514.03 18,561.30 15,952.73
SALE 1/06/11 60 MURRAY + ROBERTS HOLDI 1,061.00 12.48 42,366.88 57,794.68 -15,427.80
240206 1/13/11 ZAR 40.011 6.802 6,228.77 7,076.25 -847.48
QED-R2v11.00
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: 66
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/07/11 60 MURRAY + ROBERTS HOLDI 10,627.00 125.96 425,351.93 578,872.83 -153,520.90
240206 1/14/11 ZAR 40.106 6.767 62,854.01 70,875.83 -8,021.82
SALE 1/10/11 60 MURRAY + ROBERTS HOLDI 844.00 9.90 33,759.38 45,974.28 -12,214.90
240206 1/17/11 ZAR 40.079 6.834 4,939.81 5,628.98 -689.17
SALE 1/11/11 60 KUMBA IRON ORE LTD 2,205.00 283.14 972,221.98 589,640.41 382,581.57
239842 1/18/11 ZAR 441.801 6.881 141,288.74 77,076.58 64,212.16
SALE 1/12/11 60 KUMBA IRON ORE LTD 1,439.00 189.21 644,799.83 384,803.88 259,995.95
239842 1/19/11 ZAR 448.987 6.829 94,414.61 50,300.77 44,113.84
SALE 1/13/11 60 KUMBA IRON ORE LTD 1,849.00 244.15 830,995.59 494,442.23 336,553.36
239842 1/20/11 ZAR 450.330 6.821 121,829.00 64,632.47 57,196.53
SALE 1/14/11 60 KUMBA IRON ORE LTD 2,227.00 288.35 999,126.66 595,523.44 403,603.22
239842 1/21/11 ZAR 449.541 6.944 143,888.63 77,845.60 66,043.03
SALE 1/17/11 60 KUMBA IRON ORE LTD 810.00 107.40 369,464.42 216,602.60 152,861.82
239842 1/24/11 ZAR 457.043 6.894 53,590.23 28,313.85 25,276.38
SALE 1/18/11 60 KUMBA IRON ORE LTD 3,949.00 531.75 1,835,035.81 1,056,004.52 779,031.29
239842 1/25/11 ZAR 465.615 6.916 265,341.55 138,038.73 127,302.82
SALE 1/19/11 60 KUMBA IRON ORE LTD 1,767.00 238.69 830,470.81 472,514.56 357,956.25
239842 1/26/11 ZAR 470.931 6.972 119,106.61 61,766.13 57,340.48
SALE 1/20/11 60 KUMBA IRON ORE LTD 1,746.00 228.42 808,089.83 466,898.94 341,190.89
239842 1/27/11 ZAR 463.751 7.090 113,980.82 61,032.07 52,948.75
SALE 1/21/11 60 KUMBA IRON ORE LTD 1,255.00 164.82 582,333.33 335,600.32 246,733.01
239842 1/28/11 ZAR 464.941 7.080 82,246.99 43,868.98 38,378.01
SALE 1/24/11 60 KUMBA IRON ORE LTD 1,641.00 216.09 755,730.05 438,820.82 316,909.23
239842 1/31/11 ZAR 461.453 7.008 107,830.50 57,361.75 50,468.75
SALE 1/26/11 60 KUMBA IRON ORE LTD 400.00 52.06 183,725.53 106,964.25 76,761.28
239842 2/02/11 ZAR 460.234 7.073 25,976.90 13,982.15 11,994.75
QED-R2v11.00
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: 67
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/27/11 60 KUMBA IRON ORE LTD 2,674.00 354.87 1,246,380.57 715,055.99 531,324.58
239842 2/03/11 ZAR 467.045 7.039 177,077.91 93,470.64 83,607.27
---------------- --------- ---------------- ------------ ---------------- --------------
203,010.00 4,062.98 16,957,132.67 10,918,379.61 6,038,753.06
2,475,475.40 1,413,226.15 1,062,249.25
23 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 1/03/11 60 ELETROPAULO METROP PRE 8,100.00 452.55 262,185.25 228,523.00 33,662.25
254949 1/06/11 BRL 32.461 1.653 158,616.56 106,626.85 51,989.71
SALE 1/03/11 60 FERTILIZANTES FOSFATAD 100.00 1.56 1,922.25 1,620.06 302.19
247577 1/06/11 BRL 19.248 1.653 1,162.92 881.15 281.77
SALE 1/03/11 60 ULTRAPAR PARTICIPACOES 200.00 17.57 21,567.37 16,791.43 4,775.94
251794 1/06/11 BRL 107.982 1.653 13,047.81 9,371.39 3,676.42
SALE 1/04/11 60 ELETROPAULO METROP PRE 1,600.00 88.36 51,613.22 45,140.35 6,472.87
254949 1/07/11 BRL 32.350 1.666 30,971.03 21,062.10 9,908.93
SALE 1/04/11 60 FERTILIZANTES FOSFATAD 1,300.00 20.31 25,133.37 21,060.76 4,072.61
247577 1/07/11 BRL 19.359 1.667 15,081.53 11,454.98 3,626.55
SALE 1/04/11 60 ULTRAPAR PARTICIPACOES 300.00 25.92 32,069.56 25,187.14 6,882.42
251794 1/07/11 BRL 107.043 1.667 19,243.66 14,057.08 5,186.58
SALE 1/05/11 60 ELETROPAULO METROP PRE 2,000.00 110.02 64,439.74 56,425.43 8,014.31
254949 1/10/11 BRL 32.312 1.671 38,558.96 26,327.62 12,231.34
SALE 1/05/11 60 FERTILIZANTES FOSFATAD 1,900.00 30.09 37,332.22 30,781.12 6,551.10
247577 1/10/11 BRL 19.675 1.671 22,338.57 16,741.91 5,596.66
SALE 1/05/11 60 ULTRAPAR PARTICIPACOES 2,400.00 210.77 261,540.56 201,497.11 60,043.45
251794 1/10/11 BRL 109.122 1.671 156,498.66 112,456.60 44,042.06
SALE 1/06/11 60 FERTILIZANTES FOSFATAD 2,100.00 68.70 40,728.80 34,021.23 6,707.57
247577 1/11/11 BRL 19.450 1.691 24,081.36 18,504.21 5,577.15
QED-R2v11.00
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: 68
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/07/11 60 ULTRAPAR PARTICIPACOES 400.00 34.27 42,753.54 33,582.85 9,170.69
251794 1/12/11 BRL 107.028 1.680 25,444.75 18,742.77 6,701.98
SALE 1/10/11 60 ULTRAPAR PARTICIPACOES 2,500.00 210.74 264,807.36 209,892.82 54,914.54
251794 1/13/11 BRL 106.066 1.692 156,473.16 117,142.29 39,330.87
SALE 1/12/11 60 ELETROPAULO METROP PRE 2,200.00 56.60 70,375.40 62,067.98 8,307.42
254949 1/17/11 BRL 32.032 1.675 42,022.69 28,960.38 13,062.31
SALE 1/14/11 60 ELETROPAULO METROP PRE 2,100.00 54.70 68,284.24 59,246.70 9,037.54
254949 1/19/11 BRL 32.560 1.682 40,609.12 27,644.00 12,965.12
SALE 1/14/11 60 FERTILIZANTES FOSFATAD 2,200.00 63.32 42,485.52 35,641.29 6,844.23
247577 1/19/11 BRL 19.360 1.682 25,266.44 19,385.36 5,881.08
SALE 1/18/11 60 FERTILIZANTES FOSFATAD 2,500.00 72.25 48,261.54 40,501.47 7,760.07
247577 1/21/11 BRL 19.353 1.674 28,826.63 22,028.82 6,797.81
SALE 1/19/11 60 ELETROPAULO METROP PRE 2,200.00 122.50 71,718.00 62,067.98 9,650.02
254949 1/24/11 BRL 32.692 1.670 42,937.20 28,960.38 13,976.82
SALE 1/20/11 60 ELETROPAULO METROP PRE 6,700.00 375.55 220,468.96 189,025.20 31,443.76
254949 1/26/11 BRL 33.000 1.675 131,627.19 88,197.52 43,429.67
SALE 1/20/11 60 ULTRAPAR PARTICIPACOES 400.00 34.10 42,405.21 33,582.85 8,822.36
251794 1/26/11 BRL 106.156 1.675 25,317.30 18,742.77 6,574.53
SALE 1/21/11 60 ELETROPAULO METROP PRE 3,400.00 132.44 110,366.88 95,923.23 14,443.65
254949 1/27/11 BRL 32.526 1.670 66,083.99 44,756.95 21,327.04
SALE 1/26/11 60 ULTRAPAR PARTICIPACOES 1,400.00 120.38 149,018.58 117,539.98 31,478.60
251794 1/31/11 BRL 106.585 1.667 89,379.87 65,599.68 23,780.19
SALE 1/27/11 60 ELETROPAULO METROP PRE 1,100.00 28.67 35,639.85 31,033.99 4,605.86
254949 2/01/11 BRL 32.444 1.674 21,285.15 14,480.19 6,804.96
SALE 1/27/11 60 ULTRAPAR PARTICIPACOES 1,900.00 162.38 201,883.36 159,518.54 42,364.82
251794 2/01/11 BRL 106.398 1.674 120,570.57 89,028.14 31,542.43
QED-R2v11.00
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: 69
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/31/11 60 ELETROPAULO METROP PRE 2,100.00 54.96 68,287.60 59,246.70 9,040.90
254949 2/03/11 BRL 32.562 1.673 40,808.92 27,644.00 13,164.92
---------------- --------- ---------------- ------------ ---------------- --------------
51,100.00 2,548.71 2,235,288.38 1,849,919.21 385,369.17
1,336,254.04 948,797.14 387,456.90
24 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 1/03/11 60 CHINA HIGH SPEED TRANS 17,000.00 26.09 206,443.67 296,776.85 -90,333.18
253778 1/05/11 HKD 12.156 7.769 26,573.60 38,264.48 -11,690.88
SALE 1/04/11 60 CHINA HIGH SPEED TRANS 12,000.00 18.50 146,393.48 209,489.54 -63,096.06
253778 1/06/11 HKD 12.211 7.769 18,842.68 27,010.22 -8,167.54
SALE 1/05/11 60 CHINA HIGH SPEED TRANS 18,000.00 28.03 221,827.42 314,234.31 -92,406.89
253778 1/07/11 HKD 12.336 7.771 28,545.91 40,515.33 -11,969.42
---------------- --------- ---------------- ------------ ---------------- --------------
47,000.00 72.62 574,664.57 820,500.70 -245,836.13
73,962.19 105,790.03 -31,827.84
3 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 1/03/11 60 DESARROLLADORA HOMEX A 1,100.00 19.89 37,446.11 43,276.24 -5,830.13
240080 1/06/11 USD 34.060 1.000 37,446.11 43,276.24 -5,830.13
SALE 1/04/11 60 DESARROLLADORA HOMEX A 100.00 1.81 3,401.47 3,934.20 -532.73
240080 1/07/11 USD 34.033 1.000 3,401.47 3,934.20 -532.73
SALE 1/04/11 60 FOMENTO ECONOMICO MEXI 7,000.00 146.71 396,718.29 246,576.03 150,142.26
240074 1/07/11 USD 56.695 1.000 396,718.29 246,576.03 150,142.26
SALE 1/04/11 60 FOMENTO ECONOMICO MEXI 1,300.00 24.00 73,681.84 45,792.69 27,889.15
240074 1/07/11 USD 56.697 1.000 73,681.84 45,792.69 27,889.15
SALE 1/06/11 60 FOMENTO ECONOMICO MEXI 2,400.00 50.30 135,477.70 84,540.35 50,937.35
240074 1/11/11 USD 56.470 1.000 135,477.70 84,540.35 50,937.35
QED-R2v11.00
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: 70
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/11/11 60 FOMENTO ECONOMICO MEXI 600.00 11.06 33,067.24 21,135.09 11,932.15
240074 1/14/11 USD 55.131 1.000 33,067.24 21,135.09 11,932.15
SALE 1/12/11 60 FOMENTO ECONOMICO MEXI 2,000.00 36.92 113,336.08 70,450.30 42,885.78
240074 1/18/11 USD 56.687 1.000 113,336.08 70,450.30 42,885.78
SALE 1/13/11 60 FOMENTO ECONOMICO MEXI 1,000.00 18.46 56,257.84 35,225.15 21,032.69
240074 1/19/11 USD 56.276 1.000 56,257.84 35,225.15 21,032.69
SALE 1/14/11 60 FOMENTO ECONOMICO MEXI 5,200.00 96.01 296,236.39 183,170.77 113,065.62
240074 1/20/11 USD 56.987 1.000 296,236.39 183,170.77 113,065.62
SALE 1/18/11 60 DESARROLLADORA HOMEX A 300.00 5.45 9,921.76 11,802.61 -1,880.85
240080 1/21/11 USD 33.091 1.000 9,921.76 11,802.61 -1,880.85
SALE 1/18/11 60 FOMENTO ECONOMICO MEXI 200.00 3.72 11,402.66 7,045.03 4,357.63
240074 1/21/11 USD 57.032 1.000 11,402.66 7,045.03 4,357.63
SALE 1/26/11 60 FOMENTO ECONOMICO MEXI 3,800.00 70.55 210,476.81 133,855.56 76,621.25
240074 1/31/11 USD 55.407 1.000 210,476.81 133,855.56 76,621.25
SALE 1/27/11 60 FOMENTO ECONOMICO MEXI 200.00 3.71 10,919.31 7,045.03 3,874.28
240074 2/01/11 USD 54.615 1.000 10,919.31 7,045.03 3,874.28
---------------- --------- ---------------- ------------ ---------------- --------------
25,200.00 488.59 1,388,343.50 893,849.05 494,494.45
1,388,343.50 893,849.05 494,494.45
13 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 1/27/11 60 LUKOIL OAO SPON ADR AD 57,800.00 4,388.49 3,652,686.87 3,136,074.89 516,611.98
253043 2/01/11 USD 63.271 1.000 3,652,686.87 3,136,074.89 516,611.98
---------------- --------- ---------------- ------------ ---------------- --------------
57,800.00 4,388.49 3,652,686.87 3,136,074.89 516,611.98
3,652,686.87 3,136,074.89 516,611.98
1 TRANSACTION IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
1,450,520.00 32,895.394,966,008,119.99 3,750,853,796.63 1215154323.36
17,618,440.15 12,851,173.65 4,767,266.50
108 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
QED-R2v11.00
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: 71
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 NON-CONV PREFERRED STO (2240)
--------------------------------
SALE 1/27/11 60 USINAS SIDER MINAS GER 38,400.00 1,246.18 731,341.88 860,266.01 -128,924.13
245414 2/01/11 BRL 19.100 1.674 436,778.48 467,160.39 -30,381.91
SALE 1/28/11 60 USINAS SIDER MINAS GER 18,000.00 578.56 340,904.95 403,249.69 -62,344.74
245414 2/02/11 BRL 18.993 1.681 202,780.80 218,981.43 -16,200.63
SALE 1/31/11 60 USINAS SIDER MINAS GER 14,500.00 471.14 276,322.57 324,840.03 -48,517.46
245414 2/03/11 BRL 19.111 1.673 165,131.37 176,401.71 -11,270.34
---------------- --------- ---------------- ------------ ---------------- --------------
70,900.00 2,295.88 1,348,569.40 1,588,355.73 -239,786.33
804,690.65 862,543.53 -57,852.88
3 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
70,900.00 2,295.88 1,348,569.40 1,588,355.73 -239,786.33
804,690.65 862,543.53 -57,852.88
3 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
1,521,420.00 35,191.274,967,356,689.39 3,752,442,152.36 1214914537.03
18,423,130.80 13,713,717.18 4,709,413.62
111 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
---------------- --------- ---------------- ------------ ---------------- --------------
6,843,912.00 78,101.34 12315789272.44 11100874735.41 1214914537.03
38,923,441.22 34,214,027.60 4,709,413.62
248 TRANSACTIONS WITHIN FUND: LAZARD ASSET MANAGEMENT (5148)
QED-R2v11.00
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: 72
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/31/11 60 TENCENT HOLDINGS LTD C 56,600.00 338.30 11,480,783.23 11,480,783.23
255416 2/07/11 HKD 202.794 7.796 1,472,697.72 1,472,697.72
---------------- --------- ---------------- ------------ ---------------- --------------
56,600.00 338.30 11,480,783.23 11,480,783.23
1,472,697.72 1,472,697.72
1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
---------------- --------- ---------------- ------------ ---------------- --------------
56,600.00 338.30 11,480,783.23 11,480,783.23
1,472,697.72 1,472,697.72
1 TRANSACTION IN CATEGORY: DEV MKT COMMON STOCK (2220)
EM COMMON STOCK (2225)
--------------------------------
PUR 1/28/11 60 AU OPTRONICS CORP SPON 49,149.00 73.01 486,780.81 486,780.81
254680 2/02/11 USD 9.903 1.000 486,780.81 486,780.81
PUR 1/28/11 60 HON HAI PRECISION GDR 42,641.00 56.71 378,107.55 378,107.55
255390 2/02/11 USD 8.866 1.000 378,107.55 378,107.55
PUR 1/31/11 60 HON HAI PRECISION GDR 19,486.00 25.92 172,810.23 172,810.23
255390 2/03/11 USD 8.867 1.000 172,810.23 172,810.23
---------------- --------- ---------------- ------------ ---------------- --------------
111,276.00 155.64 1,037,698.59 1,037,698.59
1,037,698.59 1,037,698.59
3 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 1/06/11 60 AIR CHINA LTD H COMMON 814,000.00 319.00 7,525,055.78 7,525,055.78
255072 1/10/11 HKD 9.241 7.774 968,008.46 968,008.46
PUR 1/07/11 60 AIR CHINA LTD H COMMON 508,000.00 198.63 4,684,271.96 4,684,271.96
255072 1/11/11 HKD 9.218 7.772 602,746.17 602,746.17
QED-R2v11.00
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: 73
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/10/11 60 AIR CHINA LTD H COMMON 318,000.00 123.12 2,905,436.54 2,905,436.54
255072 1/12/11 HKD 9.134 7.777 373,595.89 373,595.89
PUR 1/19/11 60 BANK OF CHINA LTD H 1,201,000.00 350.89 5,157,784.59 5,157,784.59
244492 1/21/11 HKD 4.292 7.778 663,103.47 663,103.47
PUR 1/31/11 60 BBMG CORPORATION H C 15,000.00 40.62 156,480.48 156,480.48
253247 2/07/11 HKD 10.411 7.796 20,072.54 20,072.54
---------------- --------- ---------------- ------------ ---------------- --------------
2,856,000.00 1,032.26 20,429,029.35 20,429,029.35
2,627,526.53 2,627,526.53
5 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 1/12/11 60 CHINA MOBILE LTD 114,500.00 604.72 8,884,136.02 8,884,136.02
239773 1/14/11 HKD 77.550 7.774 1,142,779.08 1,142,779.08
PUR 1/19/11 60 CHINA MOBILE LTD 142,000.00 746.32 10,970,305.34 10,970,305.34
239773 1/21/11 HKD 77.215 7.778 1,410,382.20 1,410,382.20
PUR 1/31/11 60 CHINA MOBILE LTD 99,500.00 223.69 7,591,225.84 7,591,225.84
239773 2/07/11 HKD 76.276 7.796 973,764.66 973,764.66
---------------- --------- ---------------- ------------ ---------------- --------------
356,000.00 1,574.73 27,445,667.20 27,445,667.20
3,526,925.94 3,526,925.94
3 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 1/12/11 60 SAMSUNG LIFE INSURANCE 24,070.00 1,614.412,583,586,751.00 2,583,586,751.00
255149 1/14/11 KRW 107261. 1119.45 2,307,907.23 2,307,907.23
---------------- --------- ---------------- ------------ ---------------- --------------
24,070.00 1,614.412,583,586,751.00 2,583,586,751.00
2,307,907.23 2,307,907.23
1 TRANSACTION IN COUNTRY: KOREA (4500)
QED-R2v11.00
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: 74
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/18/11 60 NASPERS LTD ZAR 0.02 12,307.00 1,432.30 4,975,010.51 4,975,010.51
244867 1/25/11 ZAR 403.437 6.916 719,373.97 719,373.97
PUR 1/28/11 60 NASPERS LTD ZAR 0.02 8,912.00 70.47 3,381,085.49 3,381,085.49
244867 2/04/11 ZAR 379.329 7.178 471,031.20 471,031.20
---------------- --------- ---------------- ------------ ---------------- --------------
21,219.00 1,502.77 8,356,096.00 8,356,096.00
1,190,405.17 1,190,405.17
2 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 1/31/11 60 CP ALL PCL FOREIGN COM 797,400.00 2,919.47 30,408,541.17 30,408,541.17
255414 2/03/11 THB 38.022 30.895 984,254.45 984,254.45
PUR 1/31/11 60 QUALITY HOUSE PCL FORE 6,254,000.00 119.34 12,718,069.01 12,718,069.01
253528 2/03/11 THB 2.033 30.895 411,654.60 411,654.60
---------------- --------- ---------------- ------------ ---------------- --------------
7,051,400.00 3,038.81 43,126,610.18 43,126,610.18
1,395,909.05 1,395,909.05
2 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 1/06/11 60 BR MALLS PARTICIPACOES 95,300.00 2,645.31 1,577,066.97 1,577,066.97
255084 1/11/11 BRL 16.502 1.691 932,458.45 932,458.45
PUR 1/14/11 60 CIA HERING COMMON STOC 18,500.00 875.20 518,748.30 518,748.30
254945 1/19/11 BRL 27.961 1.682 308,503.30 308,503.30
PUR 1/17/11 60 CIA HERING COMMON STOC 8,800.00 415.80 246,758.60 246,758.60
254945 1/20/11 BRL 27.961 1.684 146,566.05 146,566.05
PUR 1/18/11 60 BROOKFIELD INCORPORACO 151,500.00 2,159.21 1,274,245.45 1,274,245.45
252235 1/21/11 BRL 8.387 1.674 761,107.07 761,107.07
PUR 1/18/11 60 CIA HERING COMMON STOC 27,000.00 1,272.33 750,859.03 750,859.03
254945 1/21/11 BRL 27.731 1.674 448,488.25 448,488.25
QED-R2v11.00
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: 75
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/19/11 60 CIA HERING COMMON STOC 58,200.00 2,760.70 1,625,417.17 1,625,417.17
254945 1/24/11 BRL 27.849 1.670 973,128.88 973,128.88
---------------- --------- ---------------- ------------ ---------------- --------------
359,300.00 10,128.55 5,993,095.52 5,993,095.52
3,570,252.00 3,570,252.00
6 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 1/03/11 60 METRO PACIFIC INVESTME 2,310,400.00 85.55 9,365,947.76 9,365,947.76
254963 1/06/11 PHP 4.052 43.773 213,968.76 213,968.76
PUR 1/07/11 60 METRO PACIFIC INVESTME 5,226,600.00 1,568.60 21,711,036.32 21,711,036.32
254963 1/12/11 PHP 4.141 44.150 491,756.20 491,756.20
---------------- --------- ---------------- ------------ ---------------- --------------
7,537,000.00 1,654.15 31,076,984.08 31,076,984.08
705,724.96 705,724.96
2 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
---------------- --------- ---------------- ------------ ---------------- --------------
18,316,265.00 20,701.322,721,051,931.92 2,721,051,931.92
16,362,349.47 16,362,349.47
24 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240)
--------------------------------
PUR 1/12/11 60 VALE SA - PREF A 15,300.00 308.03 800,289.69 800,289.69
239762 1/17/11 BRL 52.273 1.675 477,870.48 477,870.48
PUR 1/13/11 60 VALE SA - PREF A 16,600.00 336.02 870,301.38 870,301.38
239762 1/18/11 BRL 52.394 1.669 521,294.63 521,294.63
PUR 1/14/11 60 VALE SA - PREF A 8,700.00 174.96 456,374.29 456,374.29
239762 1/19/11 BRL 52.423 1.682 271,409.03 271,409.03
PUR 1/19/11 60 VALE SA - PREF A 13,500.00 275.51 713,933.84 713,933.84
239762 1/24/11 BRL 52.850 1.670 427,428.51 427,428.51
QED-R2v11.00
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: 76
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/20/11 60 VALE SA - PREF A 15,300.00 305.85 794,745.99 794,745.99
239762 1/26/11 BRL 51.911 1.675 474,489.38 474,489.38
---------------- --------- ---------------- ------------ ---------------- --------------
69,400.00 1,400.37 3,635,645.19 3,635,645.19
2,172,492.03 2,172,492.03
5 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
69,400.00 1,400.37 3,635,645.19 3,635,645.19
2,172,492.03 2,172,492.03
5 TRANSACTIONS IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
18,442,265.00 22,439.992,736,168,360.34 2,736,168,360.34
20,007,539.22 20,007,539.22
30 "PUR " TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
QED-R2v11.00
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: 77
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
SALE 1/19/11 60 ISHARES MSCI INDIA ETF 145,000.00 3,121.02 1,082,450.48 958,163.58 124,286.90
240129 1/24/11 USD 7.487 1.000 1,082,450.48 958,163.58 124,286.90
SALE 1/20/11 60 ISHARES MSCI INDIA ETF 137,600.00 2,925.87 1,014,763.73 909,264.20 105,499.53
240129 1/25/11 USD 7.396 1.000 1,014,763.73 909,264.20 105,499.53
SALE 1/31/11 60 ISHARES MSCI INDIA ETF 240,800.00 853.60 1,689,827.28 1,591,212.35 98,614.93
240129 2/07/11 USD 7.021 1.000 1,689,827.28 1,591,212.35 98,614.93
---------------- --------- ---------------- ------------ ---------------- --------------
523,400.00 6,900.49 3,787,041.49 3,458,640.13 328,401.36
3,787,041.49 3,458,640.13 328,401.36
3 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
523,400.00 6,900.49 3,787,041.49 3,458,640.13 328,401.36
3,787,041.49 3,458,640.13 328,401.36
3 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
SALE 1/31/11 60 LENOVO GROUP LTD COMMO 496,000.00 65.67 2,222,962.88 2,368,444.45 -145,481.57
252816 2/07/11 HKD 4.483 7.796 285,150.61 305,018.34 -19,867.73
---------------- --------- ---------------- ------------ ---------------- --------------
496,000.00 65.67 2,222,962.88 2,368,444.45 -145,481.57
285,150.61 305,018.34 -19,867.73
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
SALE 1/12/11 60 SAMSUNG ELECTRONICS CO 2,240.00 6,775.742,042,440,902.00 1,364,780,832.81 677,660,069.19
239564 1/14/11 KRW 915190. 1119.45 1,824,503.91 1,206,195.74 618,308.17
---------------- --------- ---------------- ------------ ---------------- --------------
2,240.00 6,775.742,042,440,902.00 1,364,780,832.81 677,660,069.19
1,824,503.91 1,206,195.74 618,308.17
1 TRANSACTION IN COUNTRY: KOREA (4500)
QED-R2v11.00
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: 78
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/12/11 60 BANK MANDIRI 1,226,500.00 3,462.587,143,375,852.00 3,155,776,282.15 3987599569.85
240115 1/17/11 IDR 5849.68 9030.00 791,071.52 310,352.46 480,719.06
SALE 1/19/11 60 BUMI SERPONG DAMAI PT 5,292,500.00 2,026.234,189,404,452.00 3,526,885,554.42 662,518,897.58
251087 1/24/11 IDR 795.039 9050.00 462,917.62 385,703.47 77,214.15
SALE 1/19/11 60 INDOFOOD CBP SUKSES MA 1,136,500.00 2,589.015,353,019,414.00 6,192,731,675.00 -839712261.00
253660 1/24/11 IDR 4730.70 9050.00 591,493.86 690,575.04 -99,081.18
SALE 1/20/11 60 BUMI SERPONG DAMAI PT 2,527,000.00 934.771,934,860,934.00 1,683,975,398.40 250,885,535.60
251087 1/25/11 IDR 769.027 9060.00 213,560.81 184,161.11 29,399.70
SALE 1/31/11 60 PERUSAHAAN GAS NEGARA 4,722,000.00 3,280.21 19118295543.00 13573478968.67 5544816574.33
247002 2/04/11 IDR 4055.05 9048.00 2,112,985.80 1,321,798.44 791,187.36
---------------- --------- ---------------- ------------ ---------------- --------------
14,904,500.00 12,292.80 37738956195.00 28132847878.64 9606108316.36
4,172,029.61 2,892,590.52 1,279,439.09
5 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 1/28/11 60 ORASCOM TELECOM GDR RE 288,723.00 137.16 914,277.45 1,380,628.65 -466,351.20
253183 2/02/11 USD 3.167 1.000 914,277.45 1,380,628.65 -466,351.20
SALE 1/31/11 60 ORASCOM TELECOM GDR RE 220,068.00 99.32 662,019.27 1,052,331.08 -390,311.81
253183 2/03/11 USD 3.009 1.000 662,019.27 1,052,331.08 -390,311.81
---------------- --------- ---------------- ------------ ---------------- --------------
508,791.00 236.48 1,576,296.72 2,432,959.73 -856,663.01
1,576,296.72 2,432,959.73 -856,663.01
2 TRANSACTIONS IN COUNTRY: EGYPT (5100)
SALE 1/03/11 60 MPX ENERGIA SA COMMON 27,600.00 1,263.39 731,941.96 642,442.08 89,499.88
253045 1/06/11 BRL 26.595 1.653 442,809.50 363,115.93 79,693.57
SALE 1/04/11 60 MPX ENERGIA SA COMMON 22,400.00 1,013.88 592,208.29 521,402.27 70,806.02
253045 1/07/11 BRL 26.513 1.667 355,360.51 294,702.78 60,657.73
QED-R2v11.00
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: 79
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/05/11 60 MPX ENERGIA SA COMMON 29,350.00 1,332.84 780,707.28 683,176.63 97,530.65
253045 1/10/11 BRL 26.676 1.671 467,153.71 386,139.58 81,014.13
SALE 1/12/11 60 BRADESPAR SA - PREF NP 16,700.00 307.22 797,166.01 673,938.70 123,227.31
251819 1/17/11 BRL 47.765 1.675 476,005.26 385,013.18 90,992.08
SALE 1/13/11 60 BRADESPAR SA - PREF NP 18,333.00 342.03 884,729.55 739,839.41 144,890.14
251819 1/18/11 BRL 48.290 1.669 529,936.84 422,661.47 107,275.37
SALE 1/14/11 60 BRADESPAR SA - PREF NP 9,700.00 178.03 463,779.69 391,449.42 72,330.27
251819 1/19/11 BRL 47.843 1.681 275,813.08 223,630.41 52,182.67
SALE 1/19/11 60 BRADESPAR SA - PREF NP 14,800.00 273.78 708,515.99 597,263.03 111,252.96
251819 1/24/11 BRL 47.904 1.670 424,184.87 341,209.28 82,975.59
SALE 1/20/11 60 BRADESPAR SA - PREF NP 16,758.00 302.98 786,285.65 676,279.32 110,006.33
251819 1/26/11 BRL 46.950 1.675 469,438.28 386,350.35 83,087.93
SALE 1/26/11 60 OGX PETROLEO E GAS PAR 317,400.00 10,099.39 5,901,687.85 4,670,664.33 1,231,023.52
241566 1/31/11 BRL 18.647 1.667 3,539,773.79 2,598,728.90 941,044.89
---------------- --------- ---------------- ------------ ---------------- --------------
473,041.00 15,113.54 11,647,022.27 9,596,455.19 2,050,567.08
6,980,475.84 5,401,551.88 1,578,923.96
9 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 1/04/11 60 SINA CORP COMMON STOCK 9,476.00 1,090.05 717,516.72 501,039.03 216,477.69
253527 1/07/11 USD 75.834 1.000 717,516.72 501,039.03 216,477.69
SALE 1/04/11 60 SINA CORP COMMON STOCK 14,115.00 1,590.80 1,047,132.53 746,323.97 300,808.56
253527 1/07/11 USD 74.299 1.000 1,047,132.53 746,323.97 300,808.56
SALE 1/05/11 60 SINA CORP COMMON STOCK 1,682.00 195.51 128,691.10 88,934.96 39,756.14
253527 1/10/11 USD 76.627 1.000 128,691.10 88,934.96 39,756.14
SALE 1/06/11 60 SINA CORP COMMON STOCK 2,958.00 343.52 226,115.34 156,402.85 69,712.49
253527 1/11/11 USD 76.558 1.000 226,115.34 156,402.85 69,712.49
---------------- --------- ---------------- ------------ ---------------- --------------
28,231.00 3,219.88 2,119,455.69 1,492,700.81 626,754.88
2,119,455.69 1,492,700.81 626,754.88
4 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
QED-R2v11.00
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: 80
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/18/11 60 GENOMMA LAB INTERNACIO 31,600.00 208.37 1,000,123.51 606,133.24 393,990.27
251015 1/21/11 MXN 31.729 12.029 83,139.93 47,276.99 35,862.94
SALE 1/19/11 60 GENOMMA LAB INTERNACIO 11,100.00 73.83 355,317.36 212,913.89 142,403.47
251015 1/24/11 MXN 32.091 12.062 29,458.19 16,606.79 12,851.40
SALE 1/20/11 60 GENOMMA LAB INTERNACIO 76,500.00 501.37 2,423,977.97 1,467,379.52 956,598.45
251015 1/25/11 MXN 31.765 12.117 200,047.70 114,452.20 85,595.50
SALE 1/21/11 60 GENOMMA LAB INTERNACIO 33,100.00 220.26 1,057,436.86 634,905.39 422,531.47
251015 1/26/11 MXN 32.027 12.032 87,881.73 49,521.15 38,360.58
SALE 1/24/11 60 GENOMMA LAB INTERNACIO 11,200.00 74.31 357,504.00 214,832.03 142,671.97
251015 1/27/11 MXN 32.000 12.057 29,650.54 16,756.40 12,894.14
SALE 1/27/11 60 GENOMMA LAB INTERNACIO 51,000.00 337.32 1,616,356.68 978,253.01 638,103.67
251015 2/01/11 MXN 31.773 12.009 134,589.84 76,301.46 58,288.38
---------------- --------- ---------------- ------------ ---------------- --------------
214,500.00 1,415.46 6,810,716.38 4,114,417.08 2,696,299.30
564,767.93 320,914.99 243,852.94
6 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 1/03/11 60 TENAGA NASIONAL BHD MY 240,800.00 218.34 1,624,092.90 1,595,449.32 28,643.58
252166 1/06/11 MYR 6.747 3.064 529,969.95 490,919.20 39,050.75
SALE 1/04/11 60 TENAGA NASIONAL BHD MY 119,700.00 136.85 805,771.99 793,086.72 12,685.27
252166 1/07/11 MYR 6.735 3.064 262,937.51 244,032.51 18,905.00
---------------- --------- ---------------- ------------ ---------------- --------------
360,500.00 355.19 2,429,864.89 2,388,536.04 41,328.85
792,907.46 734,951.71 57,955.75
2 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
SALE 1/18/11 60 MAGNIT OJSC NPV GDR 91,101.00 4,062.98 2,704,588.39 1,222,916.71 1,481,671.68
248973 1/21/11 USD 29.732 1.000 2,704,588.39 1,222,916.71 1,481,671.68
QED-R2v11.00
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: 81
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/21/11 60 JSC MMC NORILSK NICKEL 110,282.00 2,779,106.40 2,133,296.79 645,809.61
251792 1/27/11 USD PFY11- 25.200 1.000 2,779,106.40 2,133,296.79 645,809.61
---------------- --------- ---------------- ------------ ---------------- --------------
201,383.00 4,062.98 5,483,694.79 3,356,213.50 2,127,481.29
5,483,694.79 3,356,213.50 2,127,481.29
2 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
SALE 1/11/11 60 ICICI BK LTD USD 10.0 30,852.00 728.49 1,408,615.55 1,171,608.94 237,006.61
239576 1/14/11 USD 45.681 1.000 1,408,615.55 1,171,608.94 237,006.61
SALE 1/11/11 60 STATE BK OF INDIA GDR- 2,500.00 58.13 290,566.87 252,540.93 38,025.94
239578 1/14/11 USD 116.250 1.000 290,566.87 252,540.93 38,025.94
SALE 1/12/11 60 STATE BK OF INDIA GDR- 4,064.00 96.63 483,072.33 410,530.54 72,541.79
239578 1/17/11 USD 118.890 1.000 483,072.33 410,530.54 72,541.79
---------------- --------- ---------------- ------------ ---------------- --------------
37,416.00 883.25 2,182,254.75 1,834,680.41 347,574.34
2,182,254.75 1,834,680.41 347,574.34
3 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
17,226,602.00 44,420.99 39815869365.37 29525213118.66 10290656246.71
25,981,537.31 19,977,777.63 6,003,759.68
35 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
17,750,002.00 51,321.48 39819656406.86 29528671758.79 10290984648.07
29,768,578.80 23,436,417.76 6,332,161.04
38 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
---------------- --------- ---------------- ------------ ---------------- --------------
36,192,267.00 73,761.47 42555824767.20 32264840119.13 10290984648.07
49,776,118.02 43,443,956.98 6,332,161.04
68 TRANSACTIONS WITHIN FUND: PICTET ASSET MANAGEMENT (5149)
QED-R2v11.00
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: 82
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 1/04/11 60 EPISTAR CORP GDR 144A 5,843.00 233.72 106,326.24 106,326.24
254855 1/07/11 USD 18.157 1.000 106,326.24 106,326.24
PUR 1/05/11 60 EPISTAR CORP GDR 144A 33,106.00 1,324.24 607,015.06 607,015.06
254855 1/10/11 USD 18.295 1.000 607,015.06 607,015.06
PUR 1/26/11 60 HON HAI PRECISION GDR 262,635.00 10,505.40 2,161,486.05 2,161,486.05
255022 1/31/11 USD 8.190 1.000 2,161,486.05 2,161,486.05
PUR 1/28/11 60 HON HAI PRECISION GDR 30,852.00 94.46 269,993.93 269,993.93
255022 2/02/11 USD 8.748 1.000 269,993.93 269,993.93
PUR 1/31/11 60 HON HAI PRECISION GDR 47,961.00 1,918.44 422,056.80 422,056.80
255022 2/03/11 USD 8.760 1.000 422,056.80 422,056.80
---------------- --------- ---------------- ------------ ---------------- --------------
380,397.00 14,076.26 3,566,878.08 3,566,878.08
3,566,878.08 3,566,878.08
5 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 1/25/11 60 CHANGSHA ZOOMLION HEAV 239,400.00 532.36 4,156,424.14 4,156,424.14
254929 1/27/11 HKD 17.345 7.791 533,469.91 533,469.91
PUR 1/25/11 60 CHANGSHA ZOOMLION HEAV 101,200.00 224.10 1,749,656.54 1,749,656.54
254929 1/27/11 HKD 17.272 7.791 224,565.42 224,565.42
---------------- --------- ---------------- ------------ ---------------- --------------
340,600.00 756.46 5,906,080.68 5,906,080.68
758,035.33 758,035.33
2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 1/12/11 60 CHEIL INDUSTRIES INC C 15,329.00 4,045.611,816,073,005.00 1,816,073,005.00
255151 1/14/11 KRW 118177. 1119.45 1,622,290.41 1,622,290.41
QED-R2v11.00
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: 83
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/21/11 60 CHEIL INDUSTRIES INC C 11,663.00 289.741,302,926,706.00 1,302,926,706.00
255151 1/25/11 KRW 111686. 1123.95 1,159,239.03 1,159,239.03
PUR 1/26/11 60 CHEIL INDUSTRIES INC C 3,122.00 99.05 368,578,807.00 368,578,807.00
255151 1/28/11 KRW 118023. 1115.95 330,282.55 330,282.55
PUR 1/26/11 60 CHEIL INDUSTRIES INC C 2,567.00 669.14 299,437,459.00 299,437,459.00
255151 1/28/11 KRW 116357. 1115.95 268,325.16 268,325.16
PUR 1/28/11 60 CHEIL INDUSTRIES INC C 7,245.00 281.59 896,376,122.00 896,376,122.00
255151 2/01/11 KRW 123680. 1113.75 804,827.05 804,827.05
---------------- --------- ---------------- ------------ ---------------- --------------
39,926.00 5,385.134,683,392,099.00 4,683,392,099.00
4,184,964.20 4,184,964.20
5 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 1/10/11 60 PERUSAHAAN GAS NEGARA 1,155,500.00 1,577.014,775,008,499.00 4,775,008,499.00
255107 1/13/11 IDR 4120.06 9051.00 527,566.95 527,566.95
PUR 1/11/11 60 PERUSAHAAN GAS NEGARA 393,000.00 53.331,608,901,718.00 1,608,901,718.00
255107 1/14/11 IDR 4092.67 9044.00 177,897.14 177,897.14
PUR 1/11/11 60 PERUSAHAAN GAS NEGARA 280,000.00 378.481,145,119,010.00 1,145,119,010.00
255107 1/14/11 IDR 4077.48 9044.00 126,616.43 126,616.43
PUR 1/12/11 60 PERUSAHAAN GAS NEGARA 148,000.00 17.21 622,237,140.00 622,237,140.00
255107 1/17/11 IDR 4203.25 9030.00 68,907.77 68,907.77
PUR 1/13/11 60 PERUSAHAAN GAS NEGARA 441,500.00 627.191,898,652,433.00 1,898,652,433.00
255107 1/18/11 IDR 4287.60 9050.00 209,795.85 209,795.85
PUR 1/14/11 60 PERUSAHAAN GAS NEGARA 275,000.00 384.061,162,908,899.00 1,162,908,899.00
255107 1/19/11 IDR 4216.11 9052.00 128,469.83 128,469.83
PUR 1/17/11 60 PERUSAHAAN GAS NEGARA 204,500.00 284.66 862,686,420.00 862,686,420.00
255107 1/20/11 IDR 4205.90 9060.00 95,219.25 95,219.25
QED-R2v11.00
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: 84
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/18/11 60 PERUSAHAAN GAS NEGARA 232,000.00 326.62 989,186,512.00 989,186,512.00
255107 1/21/11 IDR 4250.98 9054.00 109,254.09 109,254.09
PUR 1/19/11 60 PERUSAHAAN GAS NEGARA 296,500.00 417.431,263,665,801.00 1,263,665,801.00
255107 1/24/11 IDR 4249.20 9050.00 139,631.58 139,631.58
PUR 1/20/11 60 PERUSAHAAN GAS NEGARA 59,500.00 84.51 256,127,043.00 256,127,043.00
255107 1/25/11 IDR 4291.78 9060.00 28,270.09 28,270.09
PUR 1/26/11 60 BANK MANDIRI 238,000.00 1,383.261,262,619,750.00 1,262,619,750.00
247479 1/26/11 IDR 5252.62 9033.00 139,778.56 139,778.56
---------------- --------- ---------------- ------------ ---------------- --------------
3,723,500.00 5,533.76 15847113225.00 15847113225.00
1,751,407.54 1,751,407.54
11 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 1/10/11 60 BANGKOK BANK THB10 (NV 285,800.00 4,498.18 46,206,018.45 46,206,018.45
255105 1/13/11 THB 161.189 30.720 1,504,102.16 1,504,102.16
PUR 1/11/11 60 BANGKOK BANK THB10 (NV 253,100.00 3,988.67 40,718,850.37 40,718,850.37
255105 1/14/11 THB 160.399 30.530 1,333,732.41 1,333,732.41
PUR 1/12/11 60 BANGKOK BANK THB10 (NV 108,400.00 1,729.41 17,579,676.00 17,579,676.00
255105 1/17/11 THB 161.689 30.400 578,278.82 578,278.82
---------------- --------- ---------------- ------------ ---------------- --------------
647,300.00 10,216.26 104,504,544.82 104,504,544.82
3,416,113.39 3,416,113.39
3 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 1/03/11 60 LIGHT SA COMMON STOCK 7,500.00 251.36 193,728.65 193,728.65
254950 1/06/11 BRL 25.775 1.653 117,201.76 117,201.76
PUR 1/04/11 60 LIGHT SA COMMON STOCK 26,700.00 877.98 682,235.55 682,235.55
254950 1/07/11 BRL 25.497 1.666 409,382.27 409,382.27
QED-R2v11.00
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: 85
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/04/11 60 VALE SA ADR 8,300.00 83.00 294,882.40 294,882.40
247279 1/07/11 USD 35.518 1.000 294,882.40 294,882.40
PUR 1/14/11 60 LIGHT SA COMMON STOCK 1,600.00 56.02 43,920.51 43,920.51
254950 1/19/11 BRL 27.391 1.681 26,119.84 26,119.84
PUR 1/14/11 60 LIGHT SA COMMON STOCK 9,600.00 338.60 265,477.68 265,477.68
254950 1/19/11 BRL 27.595 1.682 157,881.46 157,881.46
PUR 1/14/11 60 VALE SA ADR 27,800.00 278.00 997,047.00 997,047.00
247279 1/20/11 USD 35.855 1.000 997,047.00 997,047.00
PUR 1/17/11 60 LIGHT SA COMMON STOCK 7,100.00 247.25 194,099.36 194,099.36
254950 1/20/11 BRL 27.279 1.684 115,288.29 115,288.29
PUR 1/17/11 60 LIGHT SA COMMON STOCK 1,500.00 15.98 41,102.96 41,102.96
254950 1/20/11 BRL 27.384 1.684 24,413.73 24,413.73
PUR 1/18/11 60 LIGHT SA COMMON STOCK 2,900.00 30.77 78,740.00 78,740.00
254950 1/21/11 BRL 27.134 1.674 47,031.42 47,031.42
PUR 1/19/11 60 LIGHT SA COMMON STOCK 3,100.00 106.68 83,084.97 83,084.97
254950 1/24/11 BRL 26.744 1.670 49,742.54 49,742.54
PUR 1/20/11 60 LIGHT SA COMMON STOCK 7,500.00 258.43 201,831.57 201,831.57
254950 1/26/11 BRL 26.853 1.675 120,500.06 120,500.06
PUR 1/21/11 60 LIGHT SA COMMON STOCK 1,500.00 52.06 40,450.87 40,450.87
254950 1/27/11 BRL 26.909 1.670 24,220.63 24,220.63
PUR 1/21/11 60 LIGHT SA COMMON STOCK 14,500.00 503.53 392,111.93 392,111.93
254950 1/27/11 BRL 26.984 1.670 234,783.50 234,783.50
PUR 1/24/11 60 LIGHT SA COMMON STOCK 11,500.00 400.39 311,773.89 311,773.89
254950 1/28/11 BRL 27.053 1.670 186,690.95 186,690.95
---------------- --------- ---------------- ------------ ---------------- --------------
131,100.00 3,500.05 3,820,487.34 3,820,487.34
2,805,185.85 2,805,185.85
14 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
QED-R2v11.00
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: 86
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/13/11 60 TENCENT HOLDINGS LTD C 52,400.00 2,582.69 10,069,653.93 10,069,653.93
255165 1/17/11 HKD 191.786 7.774 1,295,323.93 1,295,323.93
PUR 1/14/11 60 TENCENT HOLDINGS LTD C 122,100.00 6,278.27 24,479,095.82 24,479,095.82
255165 1/18/11 HKD 200.084 7.774 3,148,801.25 3,148,801.25
PUR 1/25/11 60 TENCENT HOLDINGS LTD C 11,100.00 285.65 2,230,179.60 2,230,179.60
255165 1/27/11 HKD 200.717 7.791 286,239.73 286,239.73
PUR 1/25/11 60 TENCENT HOLDINGS LTD C 24,400.00 186.46 4,849,260.90 4,849,260.90
255165 1/27/11 HKD 198.681 7.791 622,394.32 622,394.32
PUR 1/26/11 60 TENCENT HOLDINGS LTD C 10,600.00 553.14 2,159,830.00 2,159,830.00
255165 1/28/11 HKD 203.351 7.785 277,422.34 277,422.34
---------------- --------- ---------------- ------------ ---------------- --------------
220,600.00 9,886.21 43,788,020.25 43,788,020.25
5,630,181.57 5,630,181.57
5 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 1/04/11 60 SIME DARBY BERHAD COMM 222,400.00 1,704.83 2,095,832.99 2,095,832.99
255039 1/07/11 MYR 9.400 3.064 683,907.00 683,907.00
PUR 1/05/11 60 SIME DARBY BERHAD COMM 174,100.00 1,325.67 1,631,615.25 1,631,615.25
255039 1/10/11 MYR 9.348 3.068 531,817.23 531,817.23
PUR 1/05/11 60 SIME DARBY BERHAD COMM 20,800.00 158.31 195,010.97 195,010.97
255039 1/10/11 MYR 9.352 3.068 63,562.90 63,562.90
PUR 1/06/11 60 SIME DARBY BERHAD COMM 429,600.00 3,287.18 4,049,923.21 4,049,923.21
255039 1/11/11 MYR 9.404 3.071 1,318,548.99 1,318,548.99
PUR 1/07/11 60 SIME DARBY BERHAD COMM 59,700.00 456.10 561,771.93 561,771.93
255039 1/12/11 MYR 9.386 3.069 183,017.41 183,017.41
PUR 1/10/11 60 SIME DARBY BERHAD COMM 145,100.00 1,094.87 1,353,073.74 1,353,073.74
255039 1/13/11 MYR 9.302 3.081 439,238.35 439,238.35
QED-R2v11.00
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: 87
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/10/11 60 SIME DARBY BERHAD COMM 75,100.00 569.30 703,658.27 703,658.27
255039 1/13/11 MYR 9.346 3.080 228,423.40 228,423.40
PUR 1/11/11 60 SIME DARBY BERHAD COMM 51,700.00 39.07 480,133.47 480,133.47
255039 1/14/11 MYR 9.285 3.071 156,344.34 156,344.34
---------------- --------- ---------------- ------------ ---------------- --------------
1,178,500.00 8,635.33 11,071,019.83 11,071,019.83
3,604,859.62 3,604,859.62
8 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
PUR 1/14/11 60 METROPOLITAN BANK + TR 91,308.00 4,565,400.00 4,565,400.00
253432 1/14/11 PHP WFY11- 50.000 44.110 103,500.34 103,500.34
---------------- --------- ---------------- ------------ ---------------- --------------
91,308.00 4,565,400.00 4,565,400.00
103,500.34 103,500.34
1 TRANSACTION IN COUNTRY: PHILIPINES (8900)
PUR 1/06/11 60 RELIANCE INDS SPONS GD 24,906.00 996.24 1,197,771.88 1,197,771.88
253327 1/11/11 USD 48.052 1.000 1,197,771.88 1,197,771.88
---------------- --------- ---------------- ------------ ---------------- --------------
24,906.00 996.24 1,197,771.88 1,197,771.88
1,197,771.88 1,197,771.88
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
6,778,137.00 58,985.70 20708925526.88 20708925526.88
27,018,897.80 27,018,897.80
55 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
EM NON-CONV PREFERRED STO (2240)
--------------------------------
PUR 1/31/11 60 BRASKEM SA PREF A PREF 16,100.00 433.51 338,243.07 338,243.07
254201 2/03/11 BRL 20.964 1.673 202,135.28 202,135.28
---------------- --------- ---------------- ------------ ---------------- --------------
16,100.00 433.51 338,243.07 338,243.07
202,135.28 202,135.28
1 TRANSACTION IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
QED-R2v11.00
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: 88
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
16,100.00 433.51 338,243.07 338,243.07
202,135.28 202,135.28
1 TRANSACTION IN CATEGORY: EM NON-CONV PREFERRED STO (2240)
---------------- --------- ---------------- ------------ ---------------- --------------
6,794,237.00 59,419.21 20709263769.95 20709263769.95
27,221,033.08 27,221,033.08
56 "PUR " TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
QED-R2v11.00
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: 89
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
SALE 1/28/11 60 X5 RETAIL GROUP N V NP 3,146.00 125.84 138,779.50 90,548.82 48,230.68
248881 2/02/11 USD 44.153 1.000 138,779.50 90,548.82 48,230.68
SALE 1/31/11 60 X5 RETAIL GROUP N V NP 11,793.00 471.72 500,681.25 339,428.55 161,252.70
248881 2/03/11 USD 42.496 1.000 500,681.25 339,428.55 161,252.70
---------------- --------- ---------------- ------------ ---------------- --------------
14,939.00 597.56 639,460.75 429,977.37 209,483.38
639,460.75 429,977.37 209,483.38
2 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
SALE 1/14/11 60 HIKMA PHARMACEUTICALS 59,001.00 985.53 516,522.19 284,472.56 232,049.63
239225 1/19/11 UKP 8.765 .630 820,289.24 501,830.22 318,459.02
---------------- --------- ---------------- ------------ ---------------- --------------
59,001.00 985.53 516,522.19 284,472.56 232,049.63
820,289.24 501,830.22 318,459.02
1 TRANSACTION IN COUNTRY: UNITED KINGDOM (1000)
SALE 1/10/11 60 POWSZECHNA KASA OSZCZE 227,740.00 10,608.26 9,108,240.22 8,948,313.89 159,926.33
252443 1/13/11 PLN 40.135 3.016 3,020,324.05 2,805,295.67 215,028.38
SALE 1/11/11 60 POWSZECHNA KASA OSZCZE 76,584.00 3,650.01 3,101,159.93 3,009,123.00 92,036.93
252443 1/14/11 PLN 40.636 2.984 1,039,210.47 943,359.81 95,850.66
---------------- --------- ---------------- ------------ ---------------- --------------
304,324.00 14,258.27 12,209,400.15 11,957,436.89 251,963.26
4,059,534.52 3,748,655.48 310,879.04
2 TRANSACTIONS IN COUNTRY: POLAND (2300)
SALE 1/03/11 60 CHINA OVERSEAS LAND + 472,000.00 1,756.10 6,800,333.60 8,003,936.04 -1,203,602.44
253926 1/05/11 HKD 14.436 7.769 875,344.63 1,031,365.62 -156,020.99
QED-R2v11.00
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: 90
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/04/11 60 SHANGRI-LA ASIA LTD 52,000.00 297.95 1,153,866.15 892,945.23 260,920.92
239298 1/06/11 HKD 22.234 7.769 148,517.06 114,644.97 33,872.09
SALE 1/05/11 60 SHANGRI-LA ASIA LTD 38,000.00 216.74 839,553.73 652,536.90 187,016.83
239298 1/07/11 HKD 22.138 7.771 108,038.16 83,779.02 24,259.14
SALE 1/05/11 60 UNITED LABORATORIES LT 130,000.00 530.68 2,055,574.99 1,333,176.12 722,398.87
252445 1/07/11 HKD 15.844 7.771 264,522.13 171,285.70 93,236.43
SALE 1/05/11 60 UNITED LABORATORIES LT 350,000.00 721.81 5,597,432.17 3,589,320.33 2,008,111.84
252445 1/07/11 HKD 16.009 7.771 720,306.81 461,153.80 259,153.01
SALE 1/05/11 60 UNITED LABORATORIES LT 48,000.00 201.30 779,721.37 492,249.64 287,471.73
252445 1/07/11 HKD 16.277 7.771 100,338.62 63,243.95 37,094.67
SALE 1/06/11 60 SHANGRI-LA ASIA LTD 74,000.00 418.95 1,623,376.15 1,270,729.75 352,646.40
239298 1/10/11 HKD 21.982 7.774 208,827.93 163,148.61 45,679.32
SALE 1/06/11 60 UNITED LABORATORIES LT 78,000.00 312.84 1,212,235.76 799,905.67 412,330.09
252445 1/10/11 HKD 15.573 7.774 155,939.64 102,771.42 53,168.22
SALE 1/07/11 60 SHANGRI-LA ASIA LTD 78,000.00 440.11 1,704,882.63 1,339,417.84 365,464.79
239298 1/11/11 HKD 21.901 7.772 219,374.85 171,967.45 47,407.40
SALE 1/07/11 60 UNITED LABORATORIES LT 98,000.00 368.69 1,428,219.72 1,005,009.69 423,210.03
252445 1/11/11 HKD 14.603 7.772 183,775.40 129,123.06 54,652.34
SALE 1/10/11 60 SHANGRI-LA ASIA LTD 100,000.00 554.27 2,148,631.71 1,717,202.36 431,429.35
239298 1/12/11 HKD 21.529 7.777 276,282.05 220,471.09 55,810.96
SALE 1/21/11 60 SHANGRI-LA ASIA RTS 300.00 .02 574.78 574.78
255144 1/25/11 HKD 1.917 7.788 73.80 73.80
SALE 1/21/11 60 SHANGRI-LA ASIA RTS 49,400.00 17.89 69,444.05 .01 69,444.04
255144 1/25/11 HKD 1.409 7.789 8,915.89 8,915.89
SALE 1/24/11 60 SHANGRI-LA ASIA RTS 76,600.00 18.93 73,561.30 73,561.30
255144 1/26/11 HKD .962 7.797 9,434.20 9,434.20
QED-R2v11.00
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: 91
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/25/11 60 SHANGRI-LA ASIA RTS 35,700.00 7.40 28,745.91 28,745.91
255144 1/27/11 HKD .807 7.791 3,689.49 3,689.49
---------------- --------- ---------------- ------------ ---------------- --------------
1,680,000.00 5,863.68 25,516,154.02 21,096,429.58 4,419,724.44
3,283,380.66 2,712,954.69 570,425.97
15 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 1/03/11 60 DONG-A PHARMACEUTICAL 3,687.00 498.17 465,655,043.00 356,145,126.52 109,509,916.48
246990 1/05/11 KRW 126448. 1126.40 413,401.14 291,637.44 121,763.70
SALE 1/04/11 60 DONG-A PHARMACEUTICAL 1,266.00 171.70 159,740,401.00 122,289,050.76 37,451,350.24
246990 1/06/11 KRW 126329. 1121.10 142,485.42 100,139.14 42,346.28
SALE 1/05/11 60 DONG-A PHARMACEUTICAL 990.00 131.04 122,433,534.00 95,628,878.56 26,804,655.44
246990 1/07/11 KRW 123819. 1125.90 108,742.81 78,307.86 30,434.95
SALE 1/06/11 60 DONG-A PHARMACEUTICAL 898.00 118.79 110,386,813.00 86,742,154.49 23,644,658.51
246990 1/10/11 KRW 123073. 1119.80 98,577.26 71,030.76 27,546.50
SALE 1/07/11 60 DONG-A PHARMACEUTICAL 1,038.00 283.42 126,534,084.00 100,265,430.25 26,268,653.75
246990 1/11/11 KRW 122208. 1122.30 112,745.33 82,104.60 30,640.73
SALE 1/10/11 60 DONG-A PHARMACEUTICAL 1,649.00 452.91 202,591,771.00 159,284,869.44 43,306,901.56
246990 1/12/11 KRW 123166. 1124.45 180,169.66 130,434.00 49,735.66
SALE 1/10/11 60 SAMSUNG SDI CO LTD KRW 7,176.00 2,804.331,254,398,602.00 1,138,095,155.25 116,303,446.75
251885 1/12/11 KRW 175244. 1124.45 1,115,566.37 985,345.38 130,220.99
SALE 1/10/11 60 SAMSUNG SDI CO LTD KRW 1,262.00 495.86 221,801,796.00 200,149,956.23 21,651,839.77
251885 1/12/11 KRW 176196. 1124.45 197,253.59 173,286.77 23,966.82
SALE 1/11/11 60 DONG-A PHARMACEUTICAL 1,303.00 356.22 159,440,227.00 125,863,059.36 33,577,167.64
246990 1/13/11 KRW 122671. 1125.15 141,705.75 103,065.79 38,639.96
SALE 1/11/11 60 DONG-A PHARMACEUTICAL 893.00 244.08 109,251,049.00 86,259,180.36 22,991,868.64
246990 1/13/11 KRW 122649. 1125.15 97,099.10 70,635.27 26,463.83
QED-R2v11.00
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: 92
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/12/11 60 SAMSUNG SDI CO LTD KRW 13,958.00 634.872,361,197,890.00 2,213,702,923.22 147,494,966.78
251885 1/14/11 KRW 169215. 1119.45 2,109,248.19 1,916,590.13 192,658.06
SALE 1/25/11 60 SAMSUNG HEAVY INDUSTRI 10,160.00 983.44 437,491,843.00 357,443,434.86 80,048,408.14
254410 1/27/11 KRW 43168.4 1118.30 391,211.52 314,876.03 76,335.49
SALE 1/25/11 60 SAMSUNG HEAVY INDUSTRI 17,870.00 1,694.87 753,978,197.00 628,692,340.65 125,285,856.35
254410 1/27/11 KRW 42298.4 1118.30 674,218.19 553,822.31 120,395.88
---------------- --------- ---------------- ------------ ---------------- --------------
62,150.00 8,869.706,484,901,250.00 5,670,561,559.95 814,339,690.05
5,782,424.33 4,871,275.48 911,148.85
13 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 1/03/11 60 INDO TAMBANGRAYA MEGAH 17,500.00 303.92 906,390,849.00 472,407,461.98 433,983,387.02
248967 1/06/11 IDR 51949.8 8990.00 100,822.12 50,556.04 50,266.08
SALE 1/10/11 60 BANK MANDIRI 206,500.00 412.041,237,622,934.00 802,951,378.21 434,671,555.79
247479 1/13/11 IDR 6011.39 9051.00 136,738.81 82,421.40 54,317.41
SALE 1/10/11 60 BANK MANDIRI 694,500.00 1,383.454,155,044,182.00 2,700,482,964.48 1454561217.52
247479 1/13/11 IDR 6000.81 9051.00 459,070.18 277,199.32 181,870.86
SALE 1/11/11 60 BANK MANDIRI 241,000.00 475.761,427,782,777.00 937,100,639.94 490,682,137.06
247479 1/14/11 IDR 5942.26 9044.00 157,870.72 96,191.56 61,679.16
SALE 1/11/11 60 BANK MANDIRI 38,500.00 75.67 227,079,150.00 149,702,799.33 77,376,350.67
247479 1/14/11 IDR 5915.93 9043.99 25,108.27 15,366.70 9,741.57
SALE 1/11/11 60 BANK MANDIRI 60,500.00 118.30 355,060,251.00 235,247,256.08 119,812,994.92
247479 1/14/11 IDR 5886.44 9043.99 39,259.21 24,147.67 15,111.54
SALE 1/12/11 60 BANK MANDIRI 834,500.00 1,618.974,851,115,726.00 3,244,856,780.21 1606258945.79
247479 1/17/11 IDR 5830.71 9030.00 537,222.12 333,078.24 204,143.88
SALE 1/13/11 60 BANK MANDIRI 306,500.00 601.991,807,735,114.00 1,191,789,818.02 615,945,295.98
247479 1/18/11 IDR 5915.76 9050.00 199,749.74 122,334.91 77,414.83
QED-R2v11.00
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: 93
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/13/11 60 BANK MANDIRI 831,000.00 1,634.454,908,362,969.00 3,231,247,434.82 1677115534.18
247479 1/18/11 IDR 5924.37 9050.00 542,360.55 331,681.26 210,679.29
SALE 1/14/11 60 BANK MANDIRI 373,500.00 711.762,137,874,784.00 1,452,311,572.69 685,563,211.31
247479 1/19/11 IDR 5741.14 9052.00 236,177.06 149,076.96 87,100.10
SALE 1/17/11 60 BANK MANDIRI 714,000.00 1,335.604,015,246,608.00 2,776,306,460.24 1238940147.76
247479 1/20/11 IDR 5640.54 9060.00 443,183.95 284,982.46 158,201.49
SALE 1/17/11 60 INDO TAMBANGRAYA MEGAH 85,500.00 1,461.264,391,928,470.00 2,308,047,885.65 2083880584.35
248967 1/20/11 IDR 51522.4 9060.00 484,760.32 247,002.34 237,757.98
SALE 1/18/11 60 BANK MANDIRI 798,500.00 1,468.414,411,688,146.00 3,104,874,941.88 1306813204.12
247479 1/21/11 IDR 5541.62 9054.00 487,263.99 318,709.37 168,554.62
SALE 1/18/11 60 BANK MANDIRI 138,000.00 21.19 766,105,022.00 536,597,046.94 229,507,975.06
247479 1/21/11 IDR 5552.87 9054.00 84,615.09 55,080.64 29,534.45
SALE 1/21/11 60 INDO TAMBANGRAYA MEGAH 5,000.00 75.31 226,480,800.00 134,973,560.56 91,507,239.44
248967 1/26/11 IDR 45432.6 9062.00 24,992.36 14,444.58 10,547.78
SALE 1/25/11 60 INDO TAMBANGRAYA MEGAH 60,500.00 955.622,866,062,078.00 1,633,180,082.83 1232881995.17
248967 1/28/11 IDR 47515.6 9038.00 317,112.42 174,779.44 142,332.98
SALE 1/26/11 60 INDO TAMBANGRAYA MEGAH 36,500.00 588.981,765,469,653.00 985,306,992.12 780,162,660.88
248967 1/31/11 IDR 48514.7 9033.00 195,446.66 105,445.44 90,001.22
SALE 1/27/11 60 INDO TAMBANGRAYA MEGAH 8,000.00 135.67 406,538,513.00 215,957,696.90 190,580,816.10
248967 2/01/11 IDR 50970.4 9030.50 45,018.38 23,111.33 21,907.05
SALE 1/27/11 60 INDO TAMBANGRAYA MEGAH 14,500.00 244.47 732,620,956.00 391,423,325.64 341,197,630.36
248967 2/01/11 IDR 50677.8 9030.50 81,127.40 41,889.29 39,238.11
SALE 1/28/11 60 INDO TAMBANGRAYA MEGAH 161,000.00 2,592.057,766,227,932.00 4,346,148,650.18 3420079281.82
248967 2/02/11 IDR 48382.7 9028.50 860,190.28 465,115.52 395,074.76
SALE 1/31/11 60 INDO TAMBANGRAYA MEGAH 64,500.00 996.662,992,599,867.00 1,741,158,931.28 1251440935.72
248967 2/04/11 IDR 46536.7 9048.00 330,747.11 186,335.10 144,412.01
---------------- --------- ---------------- ------------ ---------------- --------------
5,690,000.00 17,211.53 52355036781.00 32592073679.98 19762963101.02
5,788,836.74 3,398,949.57 2,389,887.17
21 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
QED-R2v11.00
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: 94
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/26/11 60 EFG-HERMES HOLDING SAE 44,702.00 919.64 1,335,695.76 992,026.47 343,669.29
244274 1/27/11 EGP 30.000 5.833 228,989.50 179,014.28 49,975.22
SALE 1/26/11 60 ORASCOM CONSTRUCTION I 22,339.00 3,890.63 5,650,811.06 5,778,930.27 -128,119.21
252947 1/27/11 EGP 253.973 5.833 968,765.83 1,014,862.91 -46,097.08
SALE 1/27/11 60 EFG-HERMES HOLDING SAE 41,720.00 751.19 1,095,618.64 925,849.95 169,768.69
244274 1/30/11 EGP 26.367 5.857 187,045.44 167,072.52 19,972.92
---------------- --------- ---------------- ------------ ---------------- --------------
108,761.00 5,561.46 8,082,125.46 7,696,806.69 385,318.77
1,384,800.77 1,360,949.71 23,851.06
3 TRANSACTIONS IN COUNTRY: EGYPT (5100)
SALE 1/03/11 60 ASPEN PHARMACARE HOLDI 6,872.00 193.04 637,833.59 393,494.19 244,339.40
239337 1/10/11 ZAR 93.002 6.621 96,328.39 52,892.26 43,436.13
SALE 1/03/11 60 FOSCHINI LTD 3,728.00 100.75 332,897.16 225,451.58 107,445.58
250316 1/10/11 ZAR 89.475 6.621 50,275.57 29,766.95 20,508.62
SALE 1/03/11 60 IMPERIAL HOLDINGS LTD 2,593.00 100.68 332,643.04 206,110.99 126,532.05
248300 1/10/11 ZAR 128.542 6.621 50,237.19 27,011.97 23,225.22
SALE 1/04/11 60 ASPEN PHARMACARE HOLDI 3,886.00 107.60 359,832.46 222,514.32 137,318.14
239337 1/11/11 ZAR 92.783 6.702 53,691.11 29,909.68 23,781.43
SALE 1/04/11 60 FOSCHINI LTD 12,592.00 336.60 1,125,675.06 761,503.84 364,171.22
250316 1/11/11 ZAR 89.575 6.702 167,963.57 100,543.30 67,420.27
SALE 1/04/11 60 IMPERIAL HOLDINGS LTD 9,167.00 351.46 1,175,381.23 728,661.57 446,719.66
248300 1/11/11 ZAR 128.476 6.702 175,380.30 95,495.09 79,885.21
SALE 1/04/11 60 SHOPRITE HOLDINGS LTD 9,000.00 268.16 896,804.17 837,534.63 59,269.54
253303 1/11/11 ZAR 99.845 6.702 133,813.42 115,981.83 17,831.59
SALE 1/05/11 60 ASPEN PHARMACARE HOLDI 3,463.00 93.23 313,176.98 198,293.13 114,883.85
239337 1/12/11 ZAR 90.616 6.732 46,522.03 26,653.94 19,868.09
QED-R2v11.00
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: 95
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/05/11 60 FOSCHINI LTD 4,598.00 121.92 409,562.68 278,065.01 131,497.67
250316 1/12/11 ZAR 89.253 6.732 60,840.00 36,713.63 24,126.37
SALE 1/05/11 60 IMPERIAL HOLDINGS LTD 7,613.00 284.94 957,160.70 605,138.05 352,022.65
248300 1/12/11 ZAR 125.979 6.732 142,184.96 79,306.65 62,878.31
SALE 1/05/11 60 SHOPRITE HOLDINGS LTD 6,330.00 187.73 630,631.60 589,066.03 41,565.57
253303 1/12/11 ZAR 99.825 6.732 93,679.49 81,573.89 12,105.60
SALE 1/06/11 60 ASPEN PHARMACARE HOLDI 16,394.00 151.47 1,470,823.02 938,728.72 532,094.30
239337 1/13/11 ZAR 89.780 6.802 216,240.26 126,180.99 90,059.27
SALE 1/06/11 60 ASPEN PHARMACARE HOLDI 13,177.00 347.83 1,180,557.16 754,521.67 426,035.49
239337 1/13/11 ZAR 89.772 6.802 173,565.40 101,420.45 72,144.95
SALE 1/06/11 60 FOSCHINI LTD 1,957.00 51.23 173,892.43 118,349.98 55,542.45
250316 1/13/11 ZAR 89.035 6.802 25,565.65 15,626.05 9,939.60
SALE 1/06/11 60 IMPERIAL HOLDINGS LTD 14,004.00 514.66 1,746,797.69 1,113,142.43 633,655.26
248300 1/13/11 ZAR 124.986 6.802 256,814.03 145,883.41 110,930.62
SALE 1/06/11 60 SHOPRITE HOLDINGS LTD 7,100.00 203.37 690,242.64 660,721.77 29,520.87
253303 1/13/11 ZAR 97.412 6.802 101,479.41 91,496.78 9,982.63
SALE 1/07/11 60 ASPEN PHARMACARE HOLDI 6,909.00 179.63 606,605.02 395,612.83 210,992.19
239337 1/14/11 ZAR 87.975 6.767 89,637.67 53,177.04 36,460.63
SALE 1/07/11 60 FOSCHINI LTD 14,091.00 367.38 1,240,600.71 852,156.18 388,444.53
250316 1/14/11 ZAR 88.218 6.767 183,322.85 112,512.36 70,810.49
SALE 1/07/11 60 IMPERIAL HOLDINGS LTD 5,518.00 200.59 677,358.78 438,611.82 238,746.96
248300 1/14/11 ZAR 123.000 6.767 100,092.91 57,482.48 42,610.43
SALE 1/07/11 60 IMPERIAL HOLDINGS LTD 9,475.00 344.59 1,163,652.97 753,143.71 410,509.26
248300 1/14/11 ZAR 123.059 6.767 171,952.33 98,703.60 73,248.73
SALE 1/07/11 60 SHOPRITE HOLDINGS LTD 19,448.00 556.41 1,878,946.84 1,809,819.29 69,127.55
253303 1/14/11 ZAR 96.808 6.767 277,650.89 250,623.85 27,027.04
QED-R2v11.00
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: 96
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/10/11 60 IMPERIAL HOLDINGS LTD 7,874.00 280.09 955,178.38 625,884.28 329,294.10
248300 1/17/11 ZAR 121.551 6.834 139,765.50 82,025.56 57,739.94
SALE 1/11/11 60 FOSCHINI LTD 4,559.00 17.10 392,029.76 275,706.48 116,323.28
250316 1/18/11 ZAR 86.016 6.881 56,971.96 36,402.23 20,569.73
SALE 1/11/11 60 FOSCHINI LTD 2,364.00 59.78 205,256.66 142,963.39 62,293.27
250316 1/18/11 ZAR 87.000 6.881 29,829.05 18,875.82 10,953.23
SALE 1/11/11 60 FOSCHINI LTD 70,177.00 1,754.15 6,023,158.56 4,243,968.77 1,779,189.79
250316 1/18/11 ZAR 86.000 6.881 875,319.14 560,342.04 314,977.10
SALE 1/11/11 60 IMPERIAL HOLDINGS LTD 41,443.00 1,450.12 4,979,224.18 3,294,198.92 1,685,025.26
248300 1/18/11 ZAR 120.387 6.881 723,608.75 431,722.79 291,885.96
SALE 1/12/11 60 FOSCHINI LTD 13,535.00 344.52 1,174,089.02 818,531.96 355,557.06
250316 1/19/11 ZAR 86.919 6.829 171,915.60 108,072.87 63,842.73
SALE 1/12/11 60 IMPERIAL HOLDINGS LTD 14,255.00 504.32 1,718,656.73 1,133,093.78 585,562.95
248300 1/19/11 ZAR 120.807 6.829 251,653.75 148,498.14 103,155.61
SALE 1/13/11 60 FOSCHINI LTD 18,210.00 455.45 1,550,206.37 1,101,253.56 448,952.81
250316 1/20/11 ZAR 85.300 6.821 227,269.66 145,401.32 81,868.34
SALE 1/13/11 60 FOSCHINI LTD 2,322.00 59.48 202,445.61 140,423.44 62,022.17
250316 1/20/11 ZAR 87.361 6.821 29,679.76 18,540.47 11,139.29
SALE 1/13/11 60 IMPERIAL HOLDINGS LTD 3,383.00 118.68 403,950.87 268,906.09 135,044.78
248300 1/20/11 ZAR 119.645 6.821 59,221.65 35,241.61 23,980.04
SALE 1/14/11 60 ASPEN PHARMACARE HOLDI 45,213.00 1,166.83 4,042,974.52 2,588,919.20 1,454,055.32
239337 1/21/11 ZAR 89.600 6.944 582,246.56 347,994.46 234,252.10
SALE 1/14/11 60 IMPERIAL HOLDINGS LTD 14,966.00 506.56 1,755,215.02 1,189,609.37 565,605.65
248300 1/21/11 ZAR 117.515 6.944 252,776.24 155,904.82 96,871.42
SALE 1/17/11 60 IMPERIAL HOLDINGS LTD 8,456.00 288.45 992,326.20 672,145.98 320,180.22
248300 1/24/11 ZAR 117.587 6.894 143,935.34 88,088.41 55,846.93
QED-R2v11.00
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: 97
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/18/11 60 IMPERIAL HOLDINGS LTD 3,057.00 103.44 356,970.44 242,993.17 113,977.27
248300 1/25/11 ZAR 117.005 6.916 51,617.02 31,845.58 19,771.44
SALE 1/19/11 60 IMPERIAL HOLDINGS LTD 8,147.00 267.60 931,056.09 647,584.36 283,471.73
248300 1/26/11 ZAR 114.511 6.972 133,532.61 84,869.47 48,663.14
SALE 1/20/11 60 IMPERIAL HOLDINGS LTD 40,055.00 1,232.27 4,359,473.62 3,183,870.32 1,175,603.30
248300 1/27/11 ZAR 109.055 7.090 614,902.41 417,263.62 197,638.79
SALE 1/24/11 60 SHOPRITE HOLDINGS LTD 14,526.00 55.25 1,290,362.64 1,351,780.90 -61,418.26
253303 1/31/11 ZAR 88.858 7.009 184,113.95 187,194.67 -3,080.72
SALE 1/24/11 60 SHOPRITE HOLDINGS LTD 70,970.00 1,789.69 6,258,976.50 6,604,425.89 -345,449.39
253303 1/31/11 ZAR 88.369 7.008 893,055.08 914,581.16 -21,526.08
SALE 1/25/11 60 SHOPRITE HOLDINGS LTD 14,434.00 369.42 1,301,186.76 1,343,219.43 -42,032.67
253303 2/01/11 ZAR 90.328 7.059 184,339.32 186,009.08 -1,669.76
SALE 1/25/11 60 SHOPRITE HOLDINGS LTD 43,403.00 386.59 3,895,511.68 4,039,057.30 -143,545.62
253303 2/01/11 ZAR 89.815 7.059 551,877.72 559,328.81 -7,451.09
---------------- --------- ---------------- ------------ ---------------- --------------
619,264.00 16,273.06 60,789,325.54 46,789,178.33 14,000,147.21
8,824,868.50 6,287,159.13 2,537,709.37
41 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 1/04/11 60 KASIKORNBANK PCL-FOREI 26,800.00 353.80 3,535,319.74 2,359,295.94 1,176,023.80
248680 1/07/11 THB 132.312 30.070 117,569.66 70,554.99 47,014.67
SALE 1/05/11 60 KASIKORNBANK PCL-FOREI 23,400.00 311.33 3,122,309.33 2,059,982.27 1,062,327.06
248680 1/10/11 THB 133.834 30.180 103,456.24 61,603.99 41,852.25
SALE 1/06/11 60 KASIKORNBANK PCL-FOREI 43,200.00 578.01 5,806,498.97 3,803,044.20 2,003,454.77
248680 1/11/11 THB 134.814 30.230 192,077.37 113,730.44 78,346.93
SALE 1/07/11 60 KASIKORNBANK PCL-FOREI 26,300.00 348.53 3,519,170.32 2,315,279.22 1,203,891.10
248680 1/12/11 THB 134.211 30.385 115,819.33 69,238.67 46,580.66
QED-R2v11.00
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: 98
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/10/11 60 KASIKORNBANK PCL-FOREI 36,700.00 465.01 4,746,961.88 3,230,826.90 1,516,134.98
248680 1/13/11 THB 129.734 30.720 154,523.50 96,618.22 57,905.28
SALE 1/10/11 60 SIAM COMMERCIAL BANK F 468,000.00 4,590.29 46,856,968.47 43,161,447.73 3,695,520.74
252938 1/13/11 THB 100.423 30.720 1,525,291.94 1,343,347.00 181,944.94
SALE 1/11/11 60 SIAM COMMERCIAL BANK F 430,800.00 4,157.62 42,177,864.78 39,730,666.00 2,447,198.78
252938 1/14/11 THB 98.201 30.530 1,381,521.94 1,236,568.13 144,953.81
SALE 1/12/11 60 LAND + HOUSES PUB NV 369,500.00 220.92 2,231,748.69 2,555,529.03 -323,780.34
253408 1/17/11 THB 6.058 30.400 73,412.79 83,883.25 -10,470.46
SALE 1/12/11 60 SIAM COMMERCIAL BANK F 184,600.00 1,797.75 18,159,956.82 17,024,793.27 1,135,163.55
252938 1/17/11 THB 98.671 30.400 597,367.00 529,875.76 67,491.24
SALE 1/13/11 60 LAND + HOUSES PUB NV 309,800.00 182.97 1,852,943.92 2,142,633.00 -289,689.08
253408 1/18/11 THB 5.999 30.475 60,802.10 70,330.26 -9,528.16
SALE 1/14/11 60 LAND + HOUSES PUB NV 148,300.00 87.68 888,268.16 1,025,669.70 -137,401.54
253408 1/19/11 THB 6.008 30.485 29,137.88 33,666.81 -4,528.93
SALE 1/17/11 60 LAND + HOUSES PUB NV 245,100.00 142.27 1,444,971.77 1,695,156.06 -250,184.29
253408 1/20/11 THB 5.913 30.565 47,275.37 55,642.18 -8,366.81
SALE 1/18/11 60 LAND + HOUSES PUB NV 232,900.00 134.07 1,358,606.02 1,610,778.65 -252,172.63
253408 1/21/11 THB 5.851 30.495 44,551.76 52,872.56 -8,320.80
SALE 1/25/11 60 LAND + HOUSES PUB NV 719,200.00 376.22 3,871,836.27 4,974,117.67 -1,102,281.40
253408 1/28/11 THB 5.400 30.970 125,018.93 163,271.54 -38,252.61
SALE 1/26/11 60 LAND + HOUSES PUB NV 1,053,800.00 579.40 5,932,961.66 7,288,271.97 -1,355,310.31
253408 1/31/11 THB 5.647 30.815 192,534.86 239,231.85 -46,696.99
SALE 1/27/11 60 LAND + HOUSES PUB NV 348,100.00 191.06 1,960,241.78 2,407,522.75 -447,280.97
253408 2/01/11 THB 5.648 30.875 63,489.61 79,025.06 -15,535.45
SALE 1/28/11 60 LAND + HOUSES PUB NV 296,400.00 162.42 1,675,547.06 2,049,956.17 -374,409.11
253408 2/02/11 THB 5.670 31.045 53,971.56 67,288.22 -13,316.66
QED-R2v11.00
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: 99
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/31/11 60 LAND + HOUSES PUB NV 190,800.00 102.71 1,054,510.75 1,319,607.41 -265,096.66
253408 2/03/11 THB 5.543 30.895 34,132.08 43,315.09 -9,183.01
---------------- --------- ---------------- ------------ ---------------- --------------
5,153,700.00 14,782.06 150,196,686.39 140,754,577.94 9,442,108.45
4,911,953.92 4,410,064.02 501,889.90
18 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 1/03/11 60 TELECOM ARGENTINA SA S 1,200.00 12.52 30,302.60 28,626.36 1,676.24
254086 1/06/11 USD 25.263 1.000 30,302.60 28,626.36 1,676.24
SALE 1/04/11 60 TELECOM ARGENTINA SA S 2,200.00 88.96 56,231.04 52,481.66 3,749.38
254086 1/07/11 USD 25.600 1.000 56,231.04 52,481.66 3,749.38
SALE 1/05/11 60 TELECOM ARGENTINA SA S 2,800.00 113.20 70,888.64 66,794.84 4,093.80
254086 1/10/11 USD 25.358 1.000 70,888.64 66,794.84 4,093.80
SALE 1/06/11 60 TELECOM ARGENTINA SA S 13,800.00 558.03 356,042.25 329,203.14 26,839.11
254086 1/11/11 USD 25.841 1.000 356,042.25 329,203.14 26,839.11
SALE 1/07/11 60 TELECOM ARGENTINA SA S 8,500.00 343.71 218,619.69 202,770.05 15,849.64
254086 1/12/11 USD 25.760 1.000 218,619.69 202,770.05 15,849.64
SALE 1/10/11 60 TELECOM ARGENTINA SA S 5,500.00 222.40 141,517.55 131,204.15 10,313.40
254086 1/13/11 USD 25.771 1.000 141,517.55 131,204.15 10,313.40
SALE 1/11/11 60 TELECOM ARGENTINA SA S 4,000.00 161.77 104,163.03 95,421.20 8,741.83
254086 1/14/11 USD 26.081 1.000 104,163.03 95,421.20 8,741.83
SALE 1/12/11 60 TELECOM ARGENTINA SA S 2,762.00 111.71 72,310.14 65,888.34 6,421.80
254086 1/18/11 USD 26.221 1.000 72,310.14 65,888.34 6,421.80
SALE 1/18/11 60 GRUPO FINANCIERO GALIC 55,300.00 2,228.21 841,915.23 742,659.75 99,255.48
254083 1/21/11 USD 15.265 1.000 841,915.23 742,659.75 99,255.48
SALE 1/19/11 60 GRUPO FINANCIERO GALIC 33,100.00 1,334.06 522,162.30 444,521.47 77,640.83
254083 1/24/11 USD 15.816 1.000 522,162.30 444,521.47 77,640.83
---------------- --------- ---------------- ------------ ---------------- --------------
129,162.00 5,174.57 2,414,152.47 2,159,570.96 254,581.51
2,414,152.47 2,159,570.96 254,581.51
10 TRANSACTIONS IN COUNTRY: ARGENTINA (6800)
QED-R2v11.00
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: 100
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/21/11 60 BANCO SANT BRAZIL ADR 6,600.00 265.61 83,130.67 92,159.84 -9,029.17
253876 1/26/11 USD 12.636 1.000 83,130.67 92,159.84 -9,029.17
SALE 1/21/11 60 BANCO SANT BRAZIL ADR 101,900.00 5,119.66 1,278,830.53 1,422,892.09 -144,061.56
253876 1/26/11 USD 12.600 1.000 1,278,830.53 1,422,892.09 -144,061.56
SALE 1/24/11 60 ITAU UNIBA PFD 144A 42,400.00 1,714.25 948,791.99 678,400.00 270,391.99
252397 1/31/11 USD 22.418 1.000 948,791.99 678,400.00 270,391.99
SALE 1/24/11 60 ITAU UNIBANCO HLD-PREF 15,800.00 164.82 354,570.46 266,359.50 88,210.96
246136 1/27/11 USD 22.452 1.000 354,570.46 266,359.50 88,210.96
SALE 1/28/11 60 CYRELA BRAZIL REALTY C 6,500.00 47.46 121,681.05 155,051.02 -33,369.97
253621 2/02/11 BRL 18.732 1.681 72,379.65 91,107.00 -18,727.35
SALE 1/31/11 60 CYRELA BRAZIL REALTY C 9,600.00 69.42 177,175.92 228,998.43 -51,822.51
253621 2/03/11 BRL 18.468 1.673 105,880.97 134,558.03 -28,677.06
---------------- --------- ---------------- ------------ ---------------- --------------
182,800.00 7,381.22 2,964,180.62 2,843,860.88 120,319.74
2,843,584.27 2,685,476.46 158,107.81
6 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 1/03/11 60 CHINA ZHENGTONG AUTO S 29,000.00 55.05 213,172.74 213,833.94 -661.20
254723 1/05/11 HKD 7.366 7.769 27,439.77 27,549.35 -109.58
SALE 1/04/11 60 CHINA ZHENGTONG AUTO S 27,500.00 49.76 192,695.96 202,773.56 -10,077.60
254723 1/06/11 HKD 7.021 7.769 24,802.39 26,124.39 -1,322.00
SALE 1/05/11 60 CHINA ZHENGTONG AUTO S 29,000.00 49.46 191,598.94 213,833.94 -22,235.00
254723 1/07/11 HKD 6.620 7.771 24,655.95 27,549.35 -2,893.40
SALE 1/06/11 60 CHINA ZHENGTONG AUTO S 76,000.00 135.14 523,647.85 560,392.38 -36,744.53
254723 1/10/11 HKD 6.904 7.774 67,361.04 72,198.30 -4,837.26
SALE 1/07/11 60 CHINA ZHENGTONG AUTO S 42,500.00 74.92 290,206.25 313,377.32 -23,171.07
254723 1/11/11 HKD 6.842 7.772 37,342.13 40,374.05 -3,031.92
QED-R2v11.00
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: 101
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/11/11 60 CHINA ZHENGTONG AUTO S 28,500.00 49.72 192,739.31 210,147.14 -17,407.83
254723 1/13/11 HKD 6.776 7.777 24,784.04 27,074.36 -2,290.32
SALE 1/12/11 60 CHINA ZHENGTONG AUTO S 30,500.00 55.01 213,173.69 224,894.32 -11,720.63
254723 1/14/11 HKD 7.003 7.774 27,420.84 28,974.32 -1,553.48
SALE 1/13/11 60 CHINA ZHENGTONG AUTO S 25,500.00 48.27 187,038.01 188,026.39 -988.38
254723 1/17/11 HKD 7.350 7.774 24,059.89 24,224.43 -164.54
---------------- --------- ---------------- ------------ ---------------- --------------
288,500.00 517.33 2,004,272.75 2,127,278.99 -123,006.24
257,866.05 274,068.55 -16,202.50
8 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 1/03/11 60 BANCOLOMBIA SA SPONSOR 900.00 9.95 55,879.24 48,645.37 7,233.87
252439 1/06/11 USD 62.099 1.000 55,879.24 48,645.37 7,233.87
SALE 1/03/11 60 BANCOLOMBIA SA SPONSOR 600.00 6.64 37,296.14 32,430.25 4,865.89
252439 1/06/11 USD 62.171 1.000 37,296.14 32,430.25 4,865.89
SALE 1/14/11 60 BANCOLOMBIA SA SPONSOR 1,200.00 13.21 71,390.27 64,860.49 6,529.78
252439 1/18/11 USD 59.503 1.000 71,390.27 64,860.49 6,529.78
SALE 1/18/11 60 BANCOLOMBIA SA SPONSOR 600.00 6.68 35,349.64 32,430.25 2,919.39
252439 1/21/11 USD 58.927 1.000 35,349.64 32,430.25 2,919.39
SALE 1/18/11 60 BANCOLOMBIA SA SPONSOR 1,400.00 15.59 82,296.29 75,670.57 6,625.72
252439 1/21/11 USD 58.794 1.000 82,296.29 75,670.57 6,625.72
SALE 1/19/11 60 BANCOLOMBIA SA SPONSOR 22,500.00 249.80 1,291,128.70 1,216,134.21 74,994.49
252439 1/24/11 USD 57.395 1.000 1,291,128.70 1,216,134.21 74,994.49
SALE 1/19/11 60 BANCOLOMBIA SA SPONSOR 4,900.00 54.45 283,702.10 264,847.01 18,855.09
252439 1/24/11 USD 57.910 1.000 283,702.10 264,847.01 18,855.09
SALE 1/20/11 60 BANCOLOMBIA SA SPONSOR 12,100.00 134.06 679,870.21 654,009.96 25,860.25
252439 1/25/11 USD 56.199 1.000 679,870.21 654,009.96 25,860.25
---------------- --------- ---------------- ------------ ---------------- --------------
44,200.00 490.38 2,536,912.59 2,389,028.11 147,884.48
2,536,912.59 2,389,028.11 147,884.48
8 TRANSACTIONS IN COUNTRY: COLOMBIA (7700)
QED-R2v11.00
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: 102
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/17/11 60 GPO MEXICO SA SER B 28,800.00 290.19 1,394,437.01 947,773.73 446,663.28
249888 1/20/11 MXN 48.539 12.043 115,787.70 74,688.96 41,098.74
SALE 1/18/11 60 GPO MEXICO SA SER B 139,900.00 1,401.52 6,726,922.12 4,603,942.52 2,122,979.60
249888 1/21/11 MXN 48.204 12.029 559,206.79 362,812.00 196,394.79
SALE 1/27/11 60 GPO MEXICO SA SER B 195,500.00 1,933.22 9,263,580.41 6,433,672.36 2,829,908.05
249888 2/01/11 MXN 47.503 12.009 771,354.38 507,003.19 264,351.19
SALE 1/27/11 60 GPO MEXICO SA SER B 84,000.00 835.14 4,001,810.40 2,764,340.04 1,237,470.36
249888 2/01/11 MXN 47.760 12.010 333,220.40 217,842.80 115,377.60
---------------- --------- ---------------- ------------ ---------------- --------------
448,200.00 4,460.07 21,386,749.94 14,749,728.65 6,637,021.29
1,779,569.27 1,162,346.95 617,222.32
4 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 1/04/11 60 COMPANIA DE MINAS BUEN 2,000.00 21.57 92,703.83 64,251.72 28,452.11
241165 1/07/11 USD 46.363 1.000 92,703.83 64,251.72 28,452.11
SALE 1/05/11 60 COMPANIA DE MINAS BUEN 1,100.00 11.85 49,715.85 35,338.44 14,377.41
241165 1/10/11 USD 45.207 1.000 49,715.85 35,338.44 14,377.41
---------------- --------- ---------------- ------------ ---------------- --------------
3,100.00 33.42 142,419.68 99,590.16 42,829.52
142,419.68 99,590.16 42,829.52
2 TRANSACTIONS IN COUNTRY: PERU (8000)
SALE 1/04/11 60 COPA HOLDINGS SA CLASS 700.00 28.68 40,114.85 35,659.29 4,455.56
253325 1/07/11 USD 57.348 1.000 40,114.85 35,659.29 4,455.56
SALE 1/04/11 60 COPA HOLDINGS SA CLASS 600.00 6.59 34,322.41 30,565.11 3,757.30
253325 1/07/11 USD 57.215 1.000 34,322.41 30,565.11 3,757.30
SALE 1/05/11 60 COPA HOLDINGS SA CLASS 1,100.00 45.09 64,008.79 56,036.03 7,972.76
253325 1/10/11 USD 58.231 1.000 64,008.79 56,036.03 7,972.76
QED-R2v11.00
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: 103
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/05/11 60 COPA HOLDINGS SA CLASS 2,200.00 46.17 128,070.83 112,072.06 15,998.77
253325 1/10/11 USD 58.235 1.000 128,070.83 112,072.06 15,998.77
SALE 1/06/11 60 COPA HOLDINGS SA CLASS 900.00 36.88 51,873.23 45,847.66 6,025.57
253325 1/11/11 USD 57.678 1.000 51,873.23 45,847.66 6,025.57
SALE 1/06/11 60 COPA HOLDINGS SA CLASS 700.00 28.69 40,524.83 35,659.29 4,865.54
253325 1/11/11 USD 57.934 1.000 40,524.83 35,659.29 4,865.54
SALE 1/07/11 60 COPA HOLDINGS SA CLASS 1,300.00 53.28 75,280.94 66,224.40 9,056.54
253325 1/12/11 USD 57.949 1.000 75,280.94 66,224.40 9,056.54
SALE 1/10/11 60 COPA HOLDINGS SA CLASS 1,000.00 40.99 58,167.81 50,941.85 7,225.96
253325 1/13/11 USD 58.209 1.000 58,167.81 50,941.85 7,225.96
SALE 1/10/11 60 COPA HOLDINGS SA CLASS 500.00 20.50 28,982.20 25,470.92 3,511.28
253325 1/13/11 USD 58.005 1.000 28,982.20 25,470.92 3,511.28
SALE 1/11/11 60 COPA HOLDINGS SA CLASS 1,300.00 53.29 75,928.07 66,224.40 9,703.67
253325 1/14/11 USD 58.447 1.000 75,928.07 66,224.40 9,703.67
SALE 1/12/11 60 COPA HOLDINGS SA CLASS 2,000.00 82.00 118,237.20 101,883.69 16,353.51
253325 1/18/11 USD 59.160 1.000 118,237.20 101,883.69 16,353.51
SALE 1/13/11 60 COPA HOLDINGS SA CLASS 17,900.00 733.93 1,060,147.16 911,859.04 148,288.12
253325 1/19/11 USD 59.267 1.000 1,060,147.16 911,859.04 148,288.12
---------------- --------- ---------------- ------------ ---------------- --------------
30,200.00 1,176.09 1,775,658.32 1,538,443.74 237,214.58
1,775,658.32 1,538,443.74 237,214.58
12 TRANSACTIONS IN COUNTRY: PANAMA (8200)
SALE 1/04/11 60 CIMB GROUP(fmrly BUMIP 304,300.00 2,146.43 2,623,532.44 2,093,331.86 530,200.58
250997 1/07/11 MYR 8.643 3.064 856,104.57 623,937.74 232,166.83
SALE 1/05/11 60 CIMB GROUP(fmrly BUMIP 287,600.00 2,053.16 2,512,379.86 1,978,449.70 533,930.16
250997 1/10/11 MYR 8.758 3.068 818,898.26 589,696.01 229,202.25
---------------- --------- ---------------- ------------ ---------------- --------------
591,900.00 4,199.59 5,135,912.30 4,071,781.56 1,064,130.74
1,675,002.83 1,213,633.75 461,369.08
2 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
QED-R2v11.00
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: 104
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/04/11 60 SM INVESTMENTS CORP CO 3,000.00 113.12 1,634,191.79 1,556,278.39 77,913.40
253453 1/07/11 PHP 546.379 43.705 37,391.41 35,148.34 2,243.07
SALE 1/05/11 60 SM INVESTMENTS CORP CO 6,050.00 228.26 3,302,722.55 3,138,494.74 164,227.81
253453 1/10/11 PHP 547.556 43.775 75,447.69 70,882.49 4,565.20
SALE 1/06/11 60 SM INVESTMENTS CORP CO 4,120.00 154.98 2,249,789.83 2,137,288.98 112,500.85
253453 1/11/11 PHP 547.718 43.917 51,227.64 48,270.39 2,957.25
SALE 1/11/11 60 SM INVESTMENTS CORP CO 2,620.00 89.44 1,304,846.43 1,359,149.79 -54,303.36
253453 1/14/11 PHP 499.539 44.125 29,571.59 30,696.22 -1,124.63
SALE 1/28/11 60 SM INVESTMENTS CORP CO 5,810.00 193.29 2,817,338.49 3,013,992.47 -196,653.98
253453 2/02/11 PHP 486.379 44.095 63,892.47 68,070.62 -4,178.15
SALE 1/31/11 60 SM INVESTMENTS CORP CO 2,520.00 80.34 1,176,180.20 1,307,273.84 -131,093.64
253453 2/03/11 PHP 468.150 44.290 26,556.34 29,524.61 -2,968.27
---------------- --------- ---------------- ------------ ---------------- --------------
24,120.00 859.43 12,485,069.29 12,512,478.21 -27,408.92
284,087.14 282,592.67 1,494.47
6 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
SALE 1/28/11 60 FEDERAL HYDROGENERATIN 260,132.00 7,803.96 1,308,594.03 1,379,738.06 -71,144.03
254601 2/02/11 USD 5.061 1.000 1,308,594.03 1,379,738.06 -71,144.03
SALE 1/31/11 60 FEDERAL HYDROGENERATIN 259,160.00 7,774.80 1,265,193.20 1,374,582.59 -109,389.39
254601 2/03/11 USD 4.912 1.000 1,265,193.20 1,374,582.59 -109,389.39
SALE 1/31/11 60 MMC NORILSK NICKEL JSC 96,089.00 2,421,442.80 1,917,849.12 503,593.68
255019 1/31/11 USD WFY11- 25.200 1.000 2,421,442.80 1,917,849.12 503,593.68
SALE 1/31/11 60 SBERBANK OF RUSSIA COM 1,273,853.00 8,952.89 4,467,493.94 4,132,576.51 334,917.43
253969 2/03/11 USD 3.514 1.000 4,467,493.94 4,132,576.51 334,917.43
---------------- --------- ---------------- ------------ ---------------- --------------
1,889,234.00 24,531.65 9,462,723.97 8,804,746.28 657,977.69
9,462,723.97 8,804,746.28 657,977.69
4 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
QED-R2v11.00
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: 105
TRANS-TYPE: SALE TRADES FROM 1/01/11 THROUGH 1/31/11 ** 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 1/11/11 60 TATA MOTORS LTD 42,500.00 1,718.90 1,116,613.35 748,309.58 368,303.77
248464 1/14/11 USD 26.314 1.000 1,116,613.35 748,309.58 368,303.77
SALE 1/14/11 60 TATA MOTORS LTD 16,500.00 667.42 438,097.28 290,520.19 147,577.09
248464 1/20/11 USD 26.592 1.000 438,097.28 290,520.19 147,577.09
---------------- --------- ---------------- ------------ ---------------- --------------
59,000.00 2,386.32 1,554,710.63 1,038,829.77 515,880.86
1,554,710.63 1,038,829.77 515,880.86
2 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
17,382,555.00 135,612.92 59159750468.06 38543979456.60 20615771011.46
60,222,236.65 49,370,143.07 10,852,093.58
180 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
17,382,555.00 135,612.92 59159750468.06 38543979456.60 20615771011.46
60,222,236.65 49,370,143.07 10,852,093.58
180 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
24,176,792.00 195,032.13 79869014238.01 59253243226.55 20615771011.46
87,443,269.73 76,591,176.15 10,852,093.58
236 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)
QED-R2v11.00
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: 106
TRANS-TYPE: PUR TRADES FROM 1/01/11 THROUGH 1/31/11 ** COMMON D DERIVITIVES **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUT OPTIONS (LONG) (2310)
--------------------------------
PUR 1/05/11 60 EEM US 6/18/11 P38 1,000,000.00 10,000.00 747,000.00 747,000.00
255047 1/06/11 USD 198066 .737 1.000 747,000.00 747,000.00
PUR 1/20/11 60 EEM US 6/18/11 P36 1,000,000.00 10,000.00 620,000.00 620,000.00
255263 1/21/11 USD 199130 .610 1.000 620,000.00 620,000.00
---------------- --------- ---------------- ------------ ---------------- --------------
2,000,000.00 20,000.00 1,367,000.00 1,367,000.00
1,367,000.00 1,367,000.00
2 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
2,000,000.00 20,000.00 1,367,000.00 1,367,000.00
1,367,000.00 1,367,000.00
2 TRANSACTIONS IN CATEGORY: PUT OPTIONS (LONG) (2310)
---------------- --------- ---------------- ------------ ---------------- --------------
2,000,000.00 20,000.00 1,367,000.00 1,367,000.00
1,367,000.00 1,367,000.00
2 "PUR " TRANSACTIONS IN FUND: COMMON D DERIVITIVES (5156)
---------------- --------- ---------------- ------------ ---------------- --------------
2,000,000.00 20,000.00 1,367,000.00 1,367,000.00
1,367,000.00 1,367,000.00
2 TRANSACTIONS WITHIN FUND: COMMON D DERIVITIVES (5156)
---------------- --------- ---------------- ------------ ---------------- --------------
155,388,099.00 1145785.03 217207028938.49 174693751567.83 42513277370.66
1,818,738,809.12 1,735,294,762.26 83,444,046.86
1031 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****