S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 1
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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
FOREIGN GOVERNMENT T BILL ( 637)
PUR 2/03/09 60 BELGIUM TRASURY BILLS 5,865,000.00 5,796,816.56 5,796,816.56
244637 2/04/09 EUR 12/17/09 B25780 98.837 .771 1.3586 7,518,471.30 7,518,471.30
PUR 2/13/09 60 BELGIUM TRASURY BILLS 5,678,000.00 5,623,568.53 5,623,568.53
244637 2/17/09 EUR 12/17/09 B25825 99.041 .775 1.1660 7,260,592.55 7,260,592.55
11,543,000.00 11,420,385.09 11,420,385.09
1.2640 14,779,063.85 14,779,063.85
2 TRANSACTIONS IN COUNTRY: BELGIUM ( 200)
PUR 2/09/09 60 FRENCH TREASURY BILL 2,418,000.00 2,415,553.06 2,415,553.06
244720 2/11/09 EUR 3/19/09 B25806 99.899 .765 1.0271 3,157,371.08 3,157,371.08
PUR 2/10/09 60 FRENCH TREASURY BILLS 10,983,000.00 10,892,771.58 10,892,771.58
244516 2/12/09 EUR 11/19/09 B25812 99.178 .767 1.0798 14,204,177.21 14,204,177.21
13,401,000.00 13,308,324.64 13,308,324.64
1.0702 17,361,548.29 17,361,548.29
2 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
PUR 2/19/09 60 DUTCH TREASURY BILL 2,460,000.00 2,445,125.49 2,445,125.49
244570 2/23/09 EUR 9/30/09 B25837 99.395 .788 1.0139 3,103,352.83 3,103,352.83
2,460,000.00 2,445,125.49 2,445,125.49
1.0139 3,103,352.83 3,103,352.83
1 TRANSACTION IN COUNTRY: NETHERLANDS ( 600)
PUR 1/29/09 60 GERMAN TREASURY BILLS 1,380,000.00 1,376,139.16 1,376,139.16
244267 2/02/09 EUR 5/13/09 B25764 99.720 .764 1.0240 1,800,126.57 1,800,126.57
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 2
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/02/09 60 GERMAN TREASURY BILLS 7,905,000.00 7,875,902.88 7,875,902.88
244515 2/04/09 EUR 6/17/09 B25773 99.632 .781 1.0139 10,086,668.66 10,086,668.66
PUR 2/06/09 60 GERMAN TREASURY BILLS 9,350,000.00 9,321,827.33 9,321,827.33
244515 2/09/09 EUR 6/17/09 B25800 99.699 .778 .8618 11,982,276.04 11,982,276.04
PUR 2/25/09 60 GERMAN TREASURY BILLS 17,290,000.00 17,254,149.70 17,254,149.70
244515 2/27/09 EUR 6/17/09 B25855 99.793 .788 .6894 21,907,583.28 21,907,583.28
---------------- --------- ---------------- ------------ ---------------- --------------
35,925,000.00 35,828,019.07 35,828,019.07
.8192 45,776,654.55 45,776,654.55
4 TRANSACTIONS IN COUNTRY: GERMANY (1100)
---------------- --------- ---------------- ------------ ---------------- --------------
63,329,000.00 63,001,854.29 63,001,854.29
.9616 81,020,619.52 81,020,619.52
9 TRANSACTIONS IN CATEGORY: FOREIGN GOVERNMENT T BILL ( 637)
FOREIGN STOCKS (2220)
--------------------------------
PUR 2/03/09 60 AXA 227,000.00 2,093.32 2,691,563.97 2,691,563.97
226044 2/06/09 EUR S25784 11.850 .771 3,490,958.58 3,490,958.58
PUR 2/10/09 60 VEOLIA ENVIRONNEMENT 130,590.00 1,874.03 2,396,666.68 2,396,666.68
244729 2/13/09 EUR S25815 18.342 .767 3,125,254.02 3,125,254.02
PUR 2/11/09 60 VEOLIA ENVIRONNEMENT 138,809.00 5,002.70 2,588,653.43 2,588,653.43
244729 2/16/09 EUR S25819 18.621 .775 3,340,137.63 3,340,137.63
PUR 2/11/09 60 VEOLIA ENVIRONNEMENT 369,410.00 5,315.57 6,870,195.55 6,870,195.55
244729 2/16/09 EUR S25819 18.587 .775 8,864,608.29 8,864,608.29
PUR 2/12/09 60 AXA 273,000.00 2,475.24 3,230,708.26 3,230,708.26
226044 2/17/09 EUR S25821 11.827 .783 4,127,877.72 4,127,877.72
PUR 2/12/09 60 VEOLIA ENVIRONNEMENT 361,191.00 12,764.85 6,670,316.41 6,670,316.41
244729 2/17/09 EUR S25821 18.440 .783 8,522,666.95 8,522,666.95
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 3
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/17/09 60 AXA 523,000.00 10,926.06 5,800,703.82 5,800,703.82
226044 2/20/09 EUR S25828 11.075 .795 7,294,968.71 7,294,968.71
PUR 2/17/09 60 GROUPE DANONE 250,000.00 7,011.73 9,298,050.48 9,298,050.48
244792 2/20/09 EUR S25828 37.170 .795 11,693,234.05 11,693,234.05
PUR 2/18/09 60 GROUPE DANONE 250,000.00 6,991.57 9,303,853.97 9,303,853.97
244792 2/23/09 EUR S25836 37.193 .798 11,659,593.13 11,659,593.13
PUR 2/19/09 60 GROUPE DANONE 3,889.00 273.94 144,108.84 144,108.84
244792 2/24/09 EUR S25840 37.000 .788 182,902.91 182,902.91
PUR 2/20/09 60 GROUPE DANONE 246,111.00 17,164.66 9,083,188.51 9,083,188.51
244792 2/25/09 EUR S25845 36.852 .793 11,460,265.30 11,460,265.30
PUR 2/24/09 60 GROUPE DANONE 250,000.00 17,392.27 9,106,213.86 9,106,213.86
244792 2/27/09 EUR S25852 36.370 .784 11,612,239.73 11,612,239.73
---------------- --------- ---------------- ------------ ---------------- --------------
3,023,000.00 89,285.94 67,184,223.78 67,184,223.78
85,374,707.02 85,374,707.02
12 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
PUR 1/27/09 60 JAPAN REAL ESTATE INVE 170.00 1,534.53 136,479,343.00 136,479,343.00
244483 2/02/09 JPY S25748 802017. 88.850 1,536,064.64 1,536,064.64
PUR 1/27/09 60 TOKYU REIT INC 100.00 655.37 58,288,230.00 58,288,230.00
244485 2/02/09 JPY S25748 582300. 88.850 656,029.60 656,029.60
PUR 1/28/09 60 CHIBA BANK LTD/THE 700,000.00 4,715.14 352,840,421.00 352,840,421.00
244533 2/02/09 JPY S25756 503.454 89.690 3,933,999.57 3,933,999.57
PUR 1/28/09 60 CHUGAI PHARMACEUTICAL 70,000.00 1,342.89 120,564,943.00 120,564,943.00
244479 2/02/09 JPY S25756 1720.63 89.690 1,344,240.64 1,344,240.64
PUR 1/28/09 60 JAPAN REAL ESTATE INVE 150.00 1,347.61 120,987,867.00 120,987,867.00
244483 2/02/09 JPY S25756 805780. 89.690 1,348,956.04 1,348,956.04
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 4
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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 1/28/09 60 JOYO BANK LTD/THE 600,000.00 3,210.47 288,235,627.00 288,235,627.00
244530 2/02/09 JPY S25756 479.913 89.690 3,213,687.45 3,213,687.45
PUR 1/28/09 60 JUPITER TELECOMMUNICAT 2,280.00 2,617.11 195,842,729.00 195,842,729.00
243590 2/02/09 JPY S25756 85792.9 89.690 2,183,551.44 2,183,551.44
PUR 1/28/09 60 ORIX CORP 150,000.00 8,423.05 630,308,178.00 630,308,178.00
244531 2/02/09 JPY S25756 4197.01 89.690 7,027,630.48 7,027,630.48
PUR 1/28/09 60 SANTEN PHARMACEUTICAL 75,000.00 2,378.59 213,549,838.00 213,549,838.00
244480 2/02/09 JPY S25756 2844.48 89.690 2,380,977.12 2,380,977.12
PUR 1/28/09 60 SHIZUOKA BANK LTD/THE 350,000.00 3,683.65 330,718,312.00 330,718,312.00
244529 2/02/09 JPY S25756 943.966 89.690 3,687,348.78 3,687,348.78
PUR 1/28/09 60 TOKYO ELECTRON LTD 200,000.00 9,032.55 675,917,549.00 675,917,549.00
244532 2/02/09 JPY S25756 3375.53 89.690 7,536,152.85 7,536,152.85
PUR 1/28/09 60 TOKYU REIT INC 100.00 663.96 59,610,551.00 59,610,551.00
244485 2/02/09 JPY S25756 595510. 89.690 664,628.73 664,628.73
PUR 1/28/09 60 TOYO ELECTRIC MFG CO L 350,000.00 1,999.40 149,618,336.00 149,618,336.00
244487 2/02/09 JPY S25756 426.969 89.690 1,668,171.88 1,668,171.88
PUR 1/29/09 60 FUJITSU LTD 1,000,000.00 5,871.77 440,421,472.00 440,421,472.00
244550 2/03/09 JPY S25761 439.894 89.900 4,899,015.26 4,899,015.26
PUR 1/29/09 60 HONDA MOTOR CO LTD 100,000.00 2,535.94 228,209,741.00 228,209,741.00
9605 2/03/09 JPY S25761 2279.81 89.900 2,538,484.33 2,538,484.33
PUR 1/29/09 60 JAPAN REAL ESTATE INVE 180.00 1,636.43 147,263,114.00 147,263,114.00
244483 2/03/09 JPY S25761 817311. 89.900 1,638,076.91 1,638,076.91
PUR 1/29/09 60 JOYO BANK LTD/THE 400,000.00 2,183.05 196,452,416.00 196,452,416.00
244530 2/03/09 JPY S25761 490.640 89.900 2,185,232.66 2,185,232.66
PUR 1/29/09 60 JUPITER TELECOMMUNICAT 720.00 806.28 60,476,885.00 60,476,885.00
243590 2/03/09 JPY S25761 83895.0 89.900 672,712.85 672,712.85
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 5
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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 1/29/09 60 SANTEN PHARMACEUTICAL 50,000.00 1,585.19 142,652,009.00 142,652,009.00
244480 2/03/09 JPY S25761 2850.19 89.900 1,586,785.42 1,586,785.42
PUR 1/29/09 60 SHIZUOKA BANK LTD/THE 250,000.00 2,649.12 238,394,356.00 238,394,356.00
244529 2/03/09 JPY S25761 952.625 89.900 2,651,772.59 2,651,772.59
PUR 1/29/09 60 TOKYO ELECTRON LTD 100,000.00 4,799.10 359,963,679.00 359,963,679.00
244532 2/03/09 JPY S25761 3595.32 89.900 4,004,045.37 4,004,045.37
PUR 1/29/09 60 TOKYU REIT INC 80.00 538.65 48,473,425.00 48,473,425.00
244485 2/03/09 JPY S25761 605312. 89.900 539,192.71 539,192.71
PUR 1/29/09 60 TOYO ELECTRIC MFG CO L 300,000.00 1,637.85 122,850,243.00 122,850,243.00
244487 2/03/09 JPY S25761 409.010 89.900 1,366,521.06 1,366,521.06
PUR 1/29/09 60 TOYOTA MOTOR CORP 100,000.00 3,390.71 305,130,275.00 305,130,275.00
220989 2/03/09 JPY S25761 3048.25 89.900 3,394,107.62 3,394,107.62
PUR 1/30/09 60 BANK OF YOKOHAMA LTD/T 500,000.00 3,144.04 235,535,303.00 235,535,303.00
244586 2/04/09 JPY S25767 470.506 89.790 2,623,179.67 2,623,179.67
PUR 1/30/09 60 JOYO BANK LTD/THE 180,000.00 979.62 88,047,966.00 88,047,966.00
244530 2/04/09 JPY S25767 488.667 89.790 980,598.80 980,598.80
PUR 1/30/09 60 SANTEN PHARMACEUTICAL 25,000.00 795.31 71,482,411.00 71,482,411.00
244480 2/04/09 JPY S25767 2856.44 89.790 796,106.59 796,106.59
PUR 1/30/09 60 TOKYU REIT INC 70.00 464.25 41,727,684.00 41,727,684.00
244485 2/04/09 JPY S25767 595514. 89.790 464,725.29 464,725.29
PUR 2/02/09 60 JOYO BANK LTD/THE 120,000.00 643.25 57,840,951.00 57,840,951.00
244530 2/05/09 JPY S25774 481.526 89.830 643,893.48 643,893.48
PUR 2/02/09 60 TOKYU REIT INC 101.00 781.03 58,537,159.00 58,537,159.00
244485 2/05/09 JPY S25774 578881. 89.830 651,643.76 651,643.76
PUR 2/04/09 60 HONDA MOTOR CO LTD 150,000.00 4,356.20 325,980,528.00 325,980,528.00
9605 2/09/09 JPY S25790 2170.59 89.690 3,634,524.79 3,634,524.79
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 6
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/04/09 60 TOYOTA MOTOR CORP 150,000.00 6,027.60 451,052,865.00 451,052,865.00
220989 2/09/09 JPY S25790 3003.41 89.690 5,029,020.68 5,029,020.68
PUR 2/05/09 60 HIROSE ELECTRIC CO LTD 12,000.00 1,447.46 108,967,604.00 108,967,604.00
244670 2/10/09 JPY S25794 9069.75 90.230 1,207,664.90 1,207,664.90
PUR 2/05/09 60 HONDA MOTOR CO LTD 250,000.00 7,295.38 549,210,562.00 549,210,562.00
9605 2/10/09 JPY S25794 2194.20 90.230 6,086,784.46 6,086,784.46
PUR 2/05/09 60 KEYENCE CORP 15,000.00 3,553.67 267,527,455.00 267,527,455.00
244669 2/10/09 JPY S25794 17813.7 90.230 2,964,950.18 2,964,950.18
PUR 2/05/09 60 KYOCERA CORP 70,000.00 5,687.50 428,165,835.00 428,165,835.00
244666 2/10/09 JPY S25794 6109.32 90.230 4,745,271.36 4,745,271.36
PUR 2/05/09 60 MITSUI OSK LINES LTD 450,000.00 3,843.26 289,327,777.00 289,327,777.00
244665 2/10/09 JPY S25794 642.180 90.230 3,206,558.54 3,206,558.54
PUR 2/05/09 60 MURATA MANUFACTURING C 80,000.00 4,102.98 308,879,988.00 308,879,988.00
244667 2/10/09 JPY S25794 3856.37 90.230 3,423,251.56 3,423,251.56
PUR 2/05/09 60 TDK CORP 50,000.00 2,545.90 191,660,342.00 191,660,342.00
244668 2/10/09 JPY S25794 3828.61 90.230 2,124,131.02 2,124,131.02
PUR 2/05/09 60 TOYOTA MOTOR CORP 100,000.00 4,039.34 304,089,470.00 304,089,470.00
220989 2/10/09 JPY S25794 3037.25 90.230 3,370,159.26 3,370,159.26
PUR 2/09/09 60 HONDA MOTOR CO LTD 200,000.00 6,044.40 462,195,469.00 462,195,469.00
9605 2/13/09 JPY S25809 2308.20 91.650 5,043,049.31 5,043,049.31
PUR 2/09/09 60 SUZUKI MOTOR CORP 300,000.00 5,916.45 452,411,453.00 452,411,453.00
244719 2/13/09 JPY S25809 1506.23 91.650 4,936,295.18 4,936,295.18
PUR 2/09/09 60 TOYOTA MOTOR CORP 450,000.00 18,909.101,445,916,039.00 1,445,916,039.00
220989 2/13/09 JPY S25809 3209.29 91.650 15,776,497.97 15,776,497.97
PUR 2/10/09 60 ADVANTEST CORP 450,000.00 8,103.33 616,390,396.00 616,390,396.00
244728 2/16/09 JPY S25814 1368.11 91.170 6,760,890.60 6,760,890.60
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 7
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/10/09 60 SHARP CORP NPV 700,000.00 7,073.89 538,084,907.00 538,084,907.00
244727 2/16/09 JPY S25814 767.771 91.170 5,901,995.25 5,901,995.25
---------------- --------- ---------------- ------------ ---------------- --------------
9,050,951.00 164,992.37 12916281703.00 12916281703.00
143,028,578.65 143,028,578.65
45 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
PUR 2/02/09 60 KONINKLIJKE KPN NV 1,500,000.00 11,907.36 15,505,197.54 15,505,197.54
239708 2/05/09 EUR S25775 10.331 .781 19,857,506.17 19,857,506.17
PUR 2/11/09 60 KONINKLIJKE KPN NV 507,575.00 10,651.12 5,511,433.68 5,511,433.68
239708 2/16/09 EUR S25819 10.842 .775 7,111,398.85 7,111,398.85
PUR 2/11/09 60 KONINKLIJKE KPN NV 550,000.00 4,562.14 5,896,400.72 5,896,400.72
239708 2/16/09 EUR S25819 10.714 .775 7,608,121.54 7,608,121.54
PUR 2/12/09 60 KONINKLIJKE KPN NV 492,425.00 10,108.77 5,282,374.35 5,282,374.35
239708 2/17/09 EUR S25821 10.711 .783 6,749,292.61 6,749,292.61
PUR 2/18/09 60 KONINKLIJKE KPN NV 310,718.00 2,469.71 3,286,508.55 3,286,508.55
239708 2/23/09 EUR S25836 10.571 .798 4,118,653.70 4,118,653.70
PUR 2/19/09 60 KONINKLIJKE KPN NV 639,282.00 12,900.88 6,786,553.78 6,786,553.78
239708 2/24/09 EUR S25840 10.600 .788 8,613,492.84 8,613,492.84
---------------- --------- ---------------- ------------ ---------------- --------------
4,000,000.00 52,599.98 42,268,468.62 42,268,468.62
54,058,465.71 54,058,465.71
6 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
PUR 1/30/09 60 SANDVIK AB 117,045.00 364.20 5,035,954.76 5,035,954.76
237431 2/04/09 SEK S25771 43.000 8.291 607,370.86 607,370.86
PUR 2/02/09 60 SANDVIK AB 75,020.00 230.46 3,213,788.39 3,213,788.39
237431 2/05/09 SEK S25778 42.813 8.362 384,327.91 384,327.91
---------------- --------- ---------------- ------------ ---------------- --------------
192,065.00 594.66 8,249,743.15 8,249,743.15
991,698.77 991,698.77
2 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 8
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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 1/30/09 60 NOVARTIS AG CHF 0.5 600,000.00 36,904.81 28,589,920.65 28,589,920.65
244587 2/04/09 CHF S25769 47.579 1.160 24,640,110.88 24,640,110.88
PUR 2/03/09 60 NOVARTIS AG CHF 0.5 230,000.00 4,823.07 11,045,520.00 11,045,520.00
244587 2/06/09 CHF S25782 48.000 1.145 9,650,956.75 9,650,956.75
PUR 2/03/09 60 TRANSOCEAN LTD CHF 290,496.00 15,596,730.24 15,596,730.24
244631 2/06/09 USD S25786 53.690 1.000 15,596,730.24 15,596,730.24
PUR 2/03/09 60 UBS AG CHF 0.1 500,000.00 4,625.15 6,622,143.48 6,622,143.48
243195 2/06/09 CHF S25782 13.234 1.144 5,786,058.09 5,786,058.09
PUR 2/05/09 60 SWISSCOM AG-REG 45,000.00 6,953.09 16,189,321.12 16,189,321.12
243318 2/10/09 CHF S25797 359.583 1.164 13,913,132.62 13,913,132.62
PUR 2/11/09 60 SWISSCOM AG-REG 25,000.00 3,860.22 8,967,921.72 8,967,921.72
243318 2/16/09 CHF S25820 358.538 1.161 7,724,308.11 7,724,308.11
PUR 2/17/09 60 ROCHE HLDG AG 205,000.00 15,253.94 29,925,845.74 29,925,845.74
234737 2/20/09 CHF S25831 145.892 1.176 25,438,495.19 25,438,495.19
PUR 2/19/09 60 NOVARTIS AG CHF 0.5 195,000.00 13,026.86 9,371,825.10 9,371,825.10
244587 2/24/09 CHF S25841 47.982 1.173 7,991,664.62 7,991,664.62
PUR 2/20/09 60 NOVARTIS AG CHF 0.5 225,000.00 14,965.58 10,814,654.96 10,814,654.96
244587 2/25/09 CHF S25843 47.987 1.178 9,182,860.63 9,182,860.63
---------------- --------- ---------------- ------------ ---------------- --------------
2,315,496.00 100,412.72 137,123,883.01 137,123,883.01
119,924,317.13 119,924,317.13
9 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
PUR 1/28/09 60 INTERNATIONAL POWER PL 95,000.00 2,218.46 251,400.07 251,400.07
227679 2/02/09 UKP S25757 2.630 .699 359,803.97 359,803.97
PUR 1/28/09 60 INTERNATIONAL POWER PL 2,228,000.00 45,868.38 5,858,937.28 5,858,937.28
227679 2/02/09 UKP S25757 2.615 .699 8,385,315.42 8,385,315.42
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 9
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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 1/30/09 60 INTERNATIONAL POWER PL 3,500,000.00 74,805.45 9,484,379.75 9,484,379.75
227679 2/04/09 UKP S25770 2.695 .694 13,675,534.48 13,675,534.48
PUR 2/06/09 60 VODAFONE GR PLC US 2,607,155.00 3,638,855.77 3,638,855.77
238627 2/06/09 UKP 25811 1.396 .679 5,362,219.49 5,362,219.49
---------------- --------- ---------------- ------------ ---------------- --------------
8,430,155.00 122,892.29 19,233,572.87 19,233,572.87
27,782,873.36 27,782,873.36
4 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
PUR 2/02/09 60 RWE AG 150,000.00 5,765.25 9,007,771.64 9,007,771.64
232381 2/04/09 EUR S25776 60.022 .781 11,536,252.95 11,536,252.95
---------------- --------- ---------------- ------------ ---------------- --------------
150,000.00 5,765.25 9,007,771.64 9,007,771.64
11,536,252.95 11,536,252.95
1 TRANSACTION IN COUNTRY: GERMANY (1100)
PUR 2/05/09 60 FORTUM OYJ EUR 3.40 620,000.00 6,172.37 9,619,085.14 9,619,085.14
237094 2/10/09 EUR S25798 15.507 .779 12,350,908.48 12,350,908.48
PUR 2/09/09 60 FORTUM OYJ EUR 3.40 264,192.00 3,226.80 4,116,915.62 4,116,915.62
237094 2/12/09 EUR S25807 15.574 .765 5,381,223.25 5,381,223.25
PUR 2/10/09 60 FORTUM OYJ EUR 3.40 235,808.00 2,830.10 3,619,370.72 3,619,370.72
237094 2/13/09 EUR S25815 15.340 .767 4,719,660.43 4,719,660.43
PUR 2/19/09 60 OUTOKUMPU OYJ 500,000.00 8,747.67 4,601,742.27 4,601,742.27
243316 2/24/09 EUR S25840 9.190 .788 5,840,530.46 5,840,530.46
PUR 2/20/09 60 OUTOKUMPU OYJ 69,700.00 1,120.11 592,738.36 592,738.36
243316 2/25/09 EUR S25845 8.491 .793 747,858.40 747,858.40
PUR 2/23/09 60 OUTOKUMPU OYJ 180,300.00 2,903.96 1,522,479.75 1,522,479.75
243316 2/26/09 EUR S25848 8.432 .785 1,938,876.80 1,938,876.80
---------------- --------- ---------------- ------------ ---------------- --------------
1,870,000.00 25,001.01 24,072,331.86 24,072,331.86
30,979,057.82 30,979,057.82
6 TRANSACTIONS IN COUNTRY: FINLAND (1200)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 10
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/17/09 60 AP MOLLER - MAERSK B D 719.00 1,840.29 21,819,804.42 21,819,804.42
244793 2/20/09 DKK S25830 30332.2 5.925 3,682,418.81 3,682,418.81
PUR 2/18/09 60 AP MOLLER - MAERSK B D 1,281.00 3,209.92 38,185,082.99 38,185,082.99
244793 2/23/09 DKK S25833 29793.9 5.945 6,423,058.53 6,423,058.53
PUR 2/19/09 60 AP MOLLER - MAERSK B D 1,000.00 7,555.52 29,608,590.27 29,608,590.27
244793 2/24/09 DKK S25838 29564.2 5.869 5,044,568.49 5,044,568.49
---------------- --------- ---------------- ------------ ---------------- --------------
3,000.00 12,605.73 89,613,477.68 89,613,477.68
15,150,045.83 15,150,045.83
3 TRANSACTIONS IN COUNTRY: DENMARK (1400)
PUR 1/27/09 60 WESFARMERS LTD NPV 614,611.00 8,297,248.50 8,297,248.50
244610 2/05/09 AUD S25729 13.500 1.512 5,486,139.60 5,486,139.60
---------------- --------- ---------------- ------------ ---------------- --------------
614,611.00 8,297,248.50 8,297,248.50
5,486,139.60 5,486,139.60
1 TRANSACTION IN COUNTRY: AUSTRALIA (1800)
PUR 2/05/09 60 CHEUNG KONG INFRASTRUC 49,000.00 325.91 1,413,726.85 1,413,726.85
224371 2/09/09 HKD S25795 28.800 7.753 182,341.08 182,341.08
PUR 2/06/09 60 CHEUNG KONG INFRASTRUC 54,000.00 359.10 1,557,984.61 1,557,984.61
224371 2/10/09 HKD S25801 28.800 7.754 200,916.20 200,916.20
PUR 2/24/09 60 CLP HOLDINGS 200,000.00 4,277.69 10,766,266.18 10,766,266.18
220964 2/26/09 HKD S25854 53.666 7.753 1,388,604.36 1,388,604.36
---------------- --------- ---------------- ------------ ---------------- --------------
303,000.00 4,962.70 13,737,977.64 13,737,977.64
1,771,861.64 1,771,861.64
3 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
29,952,278.00 579,112.65 13335070401.75 13335070401.75
496,083,998.48 496,083,998.48
92 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
93,281,278.00 579,112.65 13398072256.04 13398072256.04
.9616 577,104,618.00 577,104,618.00
101 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 11
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 12
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
FOREIGN GOVERNMENT T BILL ( 637)
--------------------------------
SALE 2/24/09 60 BELGIUM TREAS BILLS 920,000.00 919,447.57 918,879.80 567.77
243954 2/26/09 EUR 3/19/09 B25851 99.940 .784 1,172,479.12 1,168,631.56 3,847.56
---------------- --------- ---------------- ------------ ---------------- --------------
920,000.00 919,447.57 918,879.80 567.77
1,172,479.12 1,168,631.56 3,847.56
1 TRANSACTION IN COUNTRY: BELGIUM ( 200)
SALE 2/03/09 60 FRENCH TREAS BILLS 14,905,000.00 14,901,627.30 14,899,147.69 2,479.61
243928 2/05/09 EUR 2/12/09 B25781 99.977 .771 19,327,411.19 18,922,386.75 405,024.44
SALE 2/04/09 60 FRENCH TREAS BILLS 2,685,000.00 2,684,493.07 2,684,096.37 396.70
243928 2/06/09 EUR 2/12/09 B25787 99.981 .776 3,458,702.98 3,408,886.91 49,816.07
SALE 2/06/09 60 FRENCH TREAS BILLS 6,332,000.00 6,331,581.39 6,331,289.66 291.73
243928 2/10/09 EUR 2/12/09 B25799 99.993 .778 1.2066 8,138,614.17 8,040,937.25 97,676.92
---------------- --------- ---------------- ------------ ---------------- --------------
23,922,000.00 23,917,701.76 23,914,533.72 3,168.04
30,924,728.34 30,372,210.91 552,517.43
3 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
SALE 2/11/09 60 DUTCH TREAS CERT 1,529,000.00 1,528,327.19 1,527,725.02 602.17
243955 2/13/09 EUR 2/27/09 B25817 99.956 .775 1,971,999.46 1,942,961.06 29,038.40
SALE 2/13/09 60 DUTCH TREAS CERT 9,932,000.00 9,928,662.85 9,925,492.77 3,170.08
243955 2/16/09 EUR 2/27/09 B25824 99.966 .775 12,818,902.29 12,623,244.15 195,658.14
SALE 2/18/09 60 DUTCH TREAS CERT 12,175,000.00 12,172,112.46 12,169,923.86 2,188.60
243955 2/20/09 EUR 2/27/09 B25832 99.976 .798 15,254,095.72 15,477,712.16 -223,616.44
---------------- --------- ---------------- ------------ ---------------- --------------
23,636,000.00 23,629,102.50 23,623,141.65 5,960.85
30,044,997.47 30,043,917.37 1,080.10
3 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 13
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/20/09 60 GERMAN TREASURY BILLS 7,902,000.00 7,886,791.65 7,880,805.79 5,985.85
244267 2/24/09 EUR 5/13/09 B25842 99.808 .793 9,950,770.52 10,356,584.59 -405,814.07
---------------- --------- ---------------- ------------ ---------------- --------------
7,902,000.00 7,886,791.65 7,880,805.79 5,985.85
9,950,770.52 10,356,584.59 -405,814.07
1 TRANSACTION IN COUNTRY: GERMANY (1100)
---------------- --------- ---------------- ------------ ---------------- --------------
56,380,000.00 56,353,043.48 56,337,360.96 15,682.51
72,092,975.45 71,941,344.43 151,631.02
8 TRANSACTIONS IN CATEGORY: FOREIGN GOVERNMENT T BILL ( 637)
FOREIGN STOCKS (2220)
--------------------------------
SALE 2/03/09 60 ANHEUSER BUSCH INBEV S 1,600,000.00 8,000.00 .01 7,999.99
244044 2/06/09 EUR S25784 .005 .771 10,376.00 .01 10,375.99
---------------- --------- ---------------- ------------ ---------------- --------------
1,600,000.00 8,000.00 .01 7,999.99
10,376.00 .01 10,375.99
1 TRANSACTION IN COUNTRY: BELGIUM ( 200)
SALE 1/30/09 60 NOVA CHEMICALS CORP 6,000.00 193.61 13,200.00 204,309.77 -191,109.77
230234 2/04/09 CAD S25772 2.240 1.240 10,648.60 154,859.31 -144,210.71
SALE 2/03/09 60 NOVA CHEMICALS CORP 8,000.00 258.19 10,880.00 272,413.03 -261,533.03
230234 2/06/09 CAD S25785 1.400 1.239 8,778.44 206,479.08 -197,700.64
SALE 2/03/09 60 TECK COMINCO LTD NPV 20,000.00 645.47 91,250.00 816,674.00 -725,424.00
241893 2/06/09 CAD S25785 4.603 1.239 73,624.33 799,798.26 -726,173.93
SALE 2/04/09 60 CANADIAN NATURAL RESOU 40,000.00 1,303.89 1,702,584.00 1,320,173.27 382,410.73
230200 2/09/09 CAD S25793 42.605 1.227 1,387,485.94 1,121,751.60 265,734.34
SALE 2/18/09 60 PRECISION DRILLING TRU 33,200.00 1,052.46 98,272.00 983,899.38 -885,627.38
232394 2/23/09 CAD S25835 3.000 1.262 77,882.39 768,782.78 -690,900.39
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 14
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/23/09 60 KINROSS GOLD CORP CAD 80,000.00 2,556.32 1,895,336.00 1,342,544.00 552,792.00
243146 2/26/09 CAD S25850 23.732 1.252 1,514,088.51 1,248,181.48 265,907.03
SALE 2/23/09 60 PRECISION DRILLING TRU 60,000.00 1,917.24 179,784.00 1,778,131.42 -1,598,347.42
232394 2/26/09 CAD S25850 3.036 1.252 143,620.39 1,389,366.48 -1,245,746.09
---------------- --------- ---------------- ------------ ---------------- --------------
247,200.00 7,927.18 3,991,306.00 6,718,144.87 -2,726,838.87
3,216,128.60 5,689,218.99 -2,473,090.39
7 TRANSACTIONS IN COUNTRY: CANADA ( 300)
SALE 1/30/09 60 BNP PARIBAS 200,000.00 4,590.27 5,965,398.61 9,877,140.34 -3,911,741.73
223017 2/04/09 EUR S25768 29.845 .780 7,645,849.25 10,685,295.95 -3,039,446.70
SALE 2/10/09 60 GDF SUEZ 24,580.00 574.65 734,031.84 758,915.07 -24,883.23
241862 2/13/09 EUR S25815 29.881 .767 957,177.72 996,246.05 -39,068.33
---------------- --------- ---------------- ------------ ---------------- --------------
224,580.00 5,164.92 6,699,430.45 10,636,055.41 -3,936,624.96
8,603,026.97 11,681,542.00 -3,078,515.03
2 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
SALE 1/28/09 60 JSR CORPORATION 250,000.00 3,620.11 270,249,112.00 635,023,502.25 -364774390.25
223504 2/02/09 JPY S25756 1082.29 89.690 3,013,146.53 5,559,378.53 -2,546,232.00
SALE 1/29/09 60 BENESSE CORP 93,300.00 4,842.87 362,376,622.00 386,543,093.02 -24,166,471.02
243369 2/03/09 JPY S25761 3888.66 89.900 4,030,885.67 3,814,345.56 216,540.11
SALE 1/29/09 60 CHUBU ELECTRIC POWER C 400,000.00 13,036.97 975,514,256.00 1,034,470,508.24 -58,956,252.24
241668 2/03/09 JPY S25761 2441.71 89.900 10,851,104.07 9,659,721.96 1,191,382.11
SALE 1/29/09 60 KANSAI ELECTRIC POWER 500,000.00 15,753.371,178,773,772.00 1,268,485,507.50 -89,711,735.50
241670 2/03/09 JPY S25761 2360.38 89.900 13,112,055.31 12,079,248.99 1,032,806.32
SALE 1/29/09 60 MITSUBISHI ELECTRIC CO 1,000,000.00 6,090.27 455,714,685.00 1,011,660,652.04 -555945967.04
221125 2/03/09 JPY S25761 456.262 89.900 5,069,128.87 8,902,655.36 -3,833,526.49
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 15
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/29/09 60 TOKYO ELECTRIC POWER C 300,000.00 10,977.56 821,415,627.00 876,220,247.17 -54,804,620.17
241669 2/03/09 JPY S25761 2741.34 89.900 9,136,992.51 8,334,341.65 802,650.86
SALE 1/29/09 60 TOKYO GAS CO LTD 500,000.00 2,779.09 207,950,160.00 230,944,768.00 -22,994,608.00
243898 2/03/09 JPY S25761 416.400 89.900 2,313,127.47 2,423,720.41 -110,592.94
SALE 1/30/09 60 BENESSE CORP 60,100.00 3,100.20 231,694,633.00 248,995,068.50 -17,300,435.50
243369 2/04/09 JPY S25767 3859.78 89.790 2,580,405.76 2,457,043.60 123,362.16
SALE 1/30/09 60 SHISEIDO CO LTD JPY 50 300,000.00 6,232.77 465,807,370.00 615,586,791.00 -149779421.00
243357 2/04/09 JPY S25767 1554.55 89.790 5,187,742.18 6,329,223.80 -1,141,481.62
SALE 1/30/09 60 SQUARE ENIX HLDING CO 87,600.00 2,861.69 213,869,046.00 288,326,767.02 -74,457,721.02
243119 2/04/09 JPY S25767 2444.36 89.790 2,381,880.45 2,825,303.89 -443,423.44
SALE 1/30/09 60 YAHOO JAPAN CORP JPY 5 20,000.00 7,641.99 571,125,566.00 820,412,547.44 -249286981.44
241850 2/04/09 JPY S25767 28590.5 89.790 6,360,681.21 7,574,804.42 -1,214,123.21
SALE 2/02/09 60 BENESSE CORP 76,600.00 4,051.79 302,946,029.00 317,354,779.48 -14,408,750.48
243369 2/05/09 JPY S25774 3959.66 89.830 3,372,437.15 3,131,606.32 240,830.83
SALE 2/02/09 60 MARUBENI CORP JPY 50.0 1,000,000.00 4,361.57 326,108,200.00 899,518,108.55 -573409908.55
237450 2/05/09 JPY S25774 326.500 89.830 3,630,281.64 8,035,874.05 -4,405,592.41
SALE 2/02/09 60 MITSUBISHI CORP 500,000.00 8,151.05 609,442,091.00 1,321,105,179.74 -711663088.74
230635 2/05/09 JPY S25774 1220.34 89.830 6,784,393.75 11,630,315.08 -4,845,921.33
SALE 2/02/09 60 MITSUBISHI ELECTRIC CO 1,000,000.00 4,282.53 384,315,600.00 1,011,660,652.04 -627345052.04
221125 2/05/09 JPY S25774 384.700 89.830 4,278,254.48 8,902,655.36 -4,624,400.88
SALE 2/02/09 60 MITSUI & CO LTD 300,000.00 3,923.40 293,346,811.00 524,968,039.67 -231621228.67
221510 2/05/09 JPY S25774 978.998 89.830 3,265,577.32 4,490,106.55 -1,224,529.23
SALE 2/02/09 60 NINTENDO CO LTD JPY 50 10,000.00 2,913.58 261,465,701.00 403,922,765.77 -142457064.77
233668 2/05/09 JPY S25774 26172.7 89.830 2,910,672.39 3,528,025.51 -617,353.12
SALE 2/02/09 60 NISSHA PRINTING CO LTD 100,000.00 2,436.21 218,626,905.00 484,736,292.00 -266109387.00
243540 2/05/09 JPY S25774 2188.45 89.830 2,433,784.98 5,048,617.70 -2,614,832.72
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 16
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/02/09 60 NTT DOCOMO INC 5,000.00 10,389.65 776,818,698.00 841,186,022.46 -64,367,324.46
238741 2/05/09 JPY S25774 155550. 89.830 8,647,653.32 7,778,507.62 869,145.70
SALE 2/02/09 60 SQUARE ENIX HLDING CO 62,400.00 1,981.67 148,166,486.00 205,383,450.48 -57,216,964.48
243119 2/05/09 JPY S25774 2377.31 89.830 1,649,409.84 2,012,545.24 -363,135.40
SALE 2/03/09 60 ASICS CORP Y50 170,000.00 1,212.66 107,952,933.00 238,490,403.02 -130537470.02
235711 2/06/09 JPY S25779 635.653 89.110 1,211,457.00 2,117,963.26 -906,506.26
SALE 2/03/09 60 CANON INC. 200,000.00 6,541.10 485,147,583.00 1,060,385,557.21 -575237974.21
14464 2/06/09 JPY S25779 2428.65 89.110 5,444,367.44 9,150,745.27 -3,706,377.83
SALE 2/03/09 60 CENTRAL JAPAN RAILWAY 1,300.00 10,167.16 754,091,004.00 1,389,892,504.86 -635801500.86
241712 2/06/09 JPY S25779 580766. 89.110 8,462,473.39 13,263,989.43 -4,801,516.04
SALE 2/03/09 60 CHUBU ELECTRIC POWER C 200,000.00 6,596.81 489,281,158.00 517,235,254.12 -27,954,096.12
241668 2/06/09 JPY S25779 2449.34 89.110 5,490,754.77 4,829,860.98 660,893.79
SALE 2/03/09 60 DAIWA SECURITIES GROUP 1,200,000.00 3,623.66 537,850,096.00 1,309,062,642.30 -771212546.30
225427 2/06/09 JPY S25779 448.478 89.110 6,035,799.53 11,508,737.09 -5,472,937.56
SALE 2/03/09 60 EAST JAPAN RAILWAY 275,000.00 17,951.061,598,019,968.00 2,054,289,688.34 -456269720.34
212437 2/06/09 JPY S25779 5816.79 89.110 17,933,116.01 18,573,472.49 -640,356.48
SALE 2/03/09 60 HITACHI LTD 500,000.00 1,751.07 129,875,462.00 387,878,754.13 -258003292.13
241346 2/06/09 JPY S25779 260.063 89.110 1,457,473.48 3,641,750.55 -2,184,277.07
SALE 2/03/09 60 IBIDEN CO Y50 200,000.00 4,579.88 339,686,487.00 1,154,283,521.22 -814597034.22
231468 2/06/09 JPY S25779 1700.47 89.110 3,811,990.65 10,015,705.54 -6,203,714.89
SALE 2/03/09 60 KANSAI ELECTRIC POWER 200,000.00 6,374.95 472,825,508.00 507,394,203.00 -34,568,695.00
241670 2/06/09 JPY S25779 2366.96 89.110 5,306,088.07 4,831,699.60 474,388.47
SALE 2/03/09 60 KDDI CORP 4,500.00 32,569.582,415,659,816.00 2,786,927,256.53 -371267440.53
241277 2/06/09 JPY S25779 537458. 89.110 27,108,739.94 27,157,950.48 -49,210.54
SALE 2/03/09 60 MITSUBISHI UFJ FINANCI 2,000,000.00 5,443.33 969,625,345.00 2,363,619,870.56 -1393994525.56
219545 2/06/09 JPY S25779 485.055 89.110 10,881,218.10 21,073,619.45 -10,192,401.35
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 17
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/03/09 60 MIZUHO FINANCIAL GROUP 2,500,000.00 3,660.96 543,386,272.00 1,415,689,319.42 -872303047.42
230461 2/06/09 JPY S25779 217.485 89.110 6,097,926.97 12,881,591.61 -6,783,664.64
SALE 2/03/09 60 NINTENDO CO LTD JPY 50 15,000.00 5,443.89 403,769,894.00 605,884,148.65 -202114254.65
233668 2/06/09 JPY S25779 26950.3 89.110 4,531,140.10 5,292,038.27 -760,898.17
SALE 2/03/09 60 NTT DOCOMO INC 12,341.00 25,322.071,878,118,750.00 2,076,215,340.63 -198096590.63
238741 2/06/09 JPY S25779 152368. 89.110 21,076,408.37 19,198,912.50 1,877,495.87
SALE 2/03/09 60 PANASONIC CORPORATION 600,000.00 8,804.99 653,060,107.00 1,407,458,148.43 -754398041.43
243112 2/06/09 JPY S25779 1089.74 89.110 7,328,696.07 13,225,988.57 -5,897,292.50
SALE 2/03/09 60 SQUARE ENIX HLDING CO 100,000.00 3,129.47 232,110,633.00 329,140,145.00 -97,029,512.00
243119 2/06/09 JPY S25779 2323.89 89.110 2,604,765.27 3,225,232.76 -620,467.49
SALE 2/03/09 60 SUMITOMO METAL IND JPY 3,000,000.00 3,032.45 540,173,778.00 1,464,572,132.48 -924398354.47
231548 2/06/09 JPY S25779 180.148 89.110 6,061,876.09 13,065,661.16 -7,003,785.07
SALE 2/03/09 60 T&D HOLDINGS INC 200,000.00 6,328.99 563,412,464.00 1,516,949,723.08 -953537259.08
232920 2/06/09 JPY S25779 2819.88 89.110 6,322,662.60 13,410,864.37 -7,088,201.77
SALE 2/04/09 60 ASAHI BREWERIES LTD 320,000.00 4,813.46 431,288,089.00 527,304,984.64 -96,016,895.64
243254 2/09/09 JPY S25790 1349.12 89.690 4,808,653.02 5,259,312.05 -450,659.03
SALE 2/04/09 60 ASICS CORP Y50 330,000.00 2,225.84 199,437,098.00 462,951,958.80 -263514860.80
235711 2/09/09 JPY S25790 604.960 89.690 2,223,626.91 4,111,340.45 -1,887,713.54
SALE 2/04/09 60 ASTELLAS PHARMA INC 150,000.00 3,426.22 511,856,797.00 507,636,994.50 4,219,802.50
244460 2/09/09 JPY S25790 3414.42 89.690 5,706,955.03 5,687,000.25 19,954.78
SALE 2/04/09 60 CENTRAL JAPAN RAILWAY 250.00 1,924.17 143,643,421.00 267,287,020.17 -123643599.17
241712 2/09/09 JPY S25790 575264. 89.690 1,601,554.48 2,550,767.20 -949,212.72
SALE 2/04/09 60 CHUBU ELECTRIC POWER C 100,000.00 3,219.20 240,320,270.00 258,617,627.06 -18,297,357.06
241668 2/09/09 JPY S25790 2406.09 89.690 2,679,454.45 2,414,930.49 264,523.96
SALE 2/04/09 60 CHUGAI PHARMACEUTICAL 225,300.00 2,505.08 374,244,016.00 385,589,540.06 -11,345,524.06
244479 2/09/09 JPY S25790 1662.08 89.690 4,172,639.27 4,317,931.41 -145,292.14
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 18
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/04/09 60 DAIICHI SANKYO CO LTD 250,000.00 3,304.23 493,629,744.00 743,348,524.77 -249718780.77
241711 2/09/09 JPY S25790 1975.70 89.690 5,503,732.23 6,975,761.08 -1,472,028.85
SALE 2/04/09 60 DENSO CORP 150,000.00 3,495.80 260,968,252.00 559,127,757.33 -298159505.33
231704 2/09/09 JPY S25790 1741.87 89.690 2,909,669.44 4,927,321.42 -2,017,651.98
SALE 2/04/09 60 EAST JAPAN RAILWAY 175,000.00 11,017.50 987,171,845.00 1,307,275,256.21 -320103411.21
212437 2/09/09 JPY S25790 5646.62 89.690 11,006,487.29 11,819,482.50 -812,995.21
SALE 2/04/09 60 KAO CORP 350,000.00 10,298.66 768,816,298.00 940,474,885.50 -171658587.50
243356 2/09/09 JPY S25790 2199.25 89.690 8,571,928.84 9,619,863.65 -1,047,934.81
SALE 2/04/09 60 KDDI CORP 3,000.00 20,921.011,561,794,595.00 1,857,951,504.35 -296156909.35
241277 2/09/09 JPY S25790 521223. 89.690 17,413,252.26 18,105,300.32 -692,048.06
SALE 2/04/09 60 NTT DOCOMO INC 21,659.00 43,688.183,261,409,207.00 3,643,849,612.08 -382440405.08
238741 2/09/09 JPY S25790 150760. 89.690 36,363,130.86 33,694,939.30 2,668,191.56
SALE 2/04/09 60 SHISEIDO CO LTD JPY 50 200,000.00 1,936.19 289,254,343.00 410,391,194.00 -121136851.00
243357 2/09/09 JPY S25790 1447.14 89.690 3,225,045.63 4,219,482.53 -994,436.90
SALE 2/04/09 60 SQUARE ENIX HLDING CO 150,000.00 4,495.72 335,614,779.00 493,710,217.50 -158095438.50
243119 2/09/09 JPY S25790 2240.12 89.690 3,741,942.01 4,837,849.13 -1,095,907.12
SALE 2/04/09 60 SUMITOMO CHEMICAL CO L 1,283,000.00 5,048.95 376,914,153.00 962,456,128.49 -585541975.49
241278 2/09/09 JPY S25790 294.129 89.690 4,202,410.00 9,112,445.88 -4,910,035.88
SALE 2/04/09 60 TAKEDA PHARMACEUTICAL 500,000.00 13,893.822,075,648,963.00 2,869,607,332.53 -793958369.53
12313 2/09/09 JPY S25790 4153.79 89.690 23,142,479.24 26,164,336.42 -3,021,857.18
SALE 2/04/09 60 TOKYO ELECTRIC POWER C 700,000.00 21,289.951,907,586,974.00 2,044,513,910.07 -136926936.07
241669 2/09/09 JPY S25790 2727.85 89.690 21,268,669.57 19,446,797.18 1,821,872.39
SALE 2/04/09 60 TOKYO GAS CO LTD 700,000.00 3,812.70 284,625,939.00 323,322,675.20 -38,696,736.20
243898 2/09/09 JPY S25790 407.097 89.690 3,173,441.18 3,393,208.57 -219,767.39
SALE 2/04/09 60 TOYO SUISAN KAISHA LTD 300,000.00 8,115.80 727,178,444.00 787,014,251.73 -59,835,807.73
241932 2/09/09 JPY S25790 2426.35 89.690 8,107,686.97 7,728,071.32 379,615.65
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 19
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/04/09 60 YAMADA DENKI CO 100,000.00 6,614.10 493,756,131.00 855,348,836.85 -361592705.85
228268 2/09/09 JPY S25790 4943.49 89.690 5,505,141.39 7,581,632.63 -2,076,491.24
SALE 2/05/09 60 ASAHI BREWERIES LTD 180,000.00 3,172.48 238,258,441.00 296,609,053.86 -58,350,612.86
243254 2/10/09 JPY S25794 1325.24 90.230 2,640,567.89 2,958,363.03 -317,795.14
SALE 2/05/09 60 CHUGAI PHARMACEUTICAL 174,700.00 1,873.43 281,564,060.00 298,990,202.61 -17,426,142.61
244479 2/10/09 JPY S25794 1612.66 90.230 3,120,514.91 3,348,169.63 -227,654.72
SALE 2/05/09 60 JAPAN TOBACCO INC JPY 2,000.00 6,207.89 466,222,162.00 1,036,737,679.73 -570515517.73
233920 2/10/09 JPY S25794 233391. 90.230 5,167,041.58 9,308,837.38 -4,141,795.80
SALE 2/05/09 60 KANSAI ELECTRIC POWER 150,000.00 4,653.45 349,480,844.00 380,545,652.25 -31,064,808.25
241670 2/10/09 JPY S25794 2332.67 90.230 3,873,222.25 3,623,774.70 249,447.55
SALE 2/05/09 60 NTT DOCOMO INC 4,000.00 8,010.86 601,627,180.00 672,948,817.97 -71,321,637.97
238741 2/10/09 JPY S25794 150587. 90.230 6,667,706.75 6,222,806.10 444,900.65
SALE 2/05/09 60 SANTEN PHARMACEUTICAL 51,300.00 1,817.12 136,469,040.00 147,096,772.35 -10,627,732.35
244480 2/10/09 JPY S25794 2663.41 90.230 1,512,457.50 1,644,016.80 -131,559.30
SALE 2/05/09 60 SUMITOMO CHEMICAL CO L 717,000.00 2,774.99 208,405,647.00 537,865,194.17 -329459547.17
241278 2/10/09 JPY S25794 291.013 90.230 2,309,715.69 5,092,458.07 -2,782,742.38
SALE 2/05/09 60 TOKYO ELECTRIC POWER C 250,000.00 9,232.32 693,360,643.00 730,183,539.31 -36,822,896.31
241669 2/10/09 JPY S25794 2776.77 90.230 7,684,369.31 6,945,284.71 739,084.60
SALE 2/05/09 60 TOYO SUISAN KAISHA LTD 289,000.00 9,176.27 689,152,011.00 758,157,062.50 -69,005,051.50
241932 2/10/09 JPY S25794 2387.47 90.230 7,637,725.93 7,444,708.71 193,017.22
SALE 2/06/09 60 SANTEN PHARMACEUTICAL 75,400.00 2,678.18 204,100,284.00 216,200,714.14 -12,100,430.14
244480 2/12/09 JPY S25802 2710.15 91.560 2,229,142.46 2,416,352.18 -187,209.72
SALE 2/06/09 60 TOYO SUISAN KAISHA LTD 211,000.00 6,464.21 492,628,127.00 553,533,357.05 -60,905,230.05
241932 2/12/09 JPY S25802 2337.53 91.560 5,380,385.83 5,435,410.16 -55,024.33
SALE 2/09/09 60 SANTEN PHARMACEUTICAL 23,300.00 830.05 63,319,425.00 66,810,035.01 -3,490,610.01
244480 2/13/09 JPY S25809 2720.83 91.650 690,882.98 746,697.69 -55,814.71
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 20
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/10/09 60 ASAHI BREWERIES LTD 200,000.00 3,437.36 260,840,216.00 329,565,615.40 -68,725,399.40
243254 2/16/09 JPY S25814 1305.76 91.170 2,861,031.22 3,287,070.03 -426,038.81
SALE 2/10/09 60 EAST JAPAN RAILWAY 50,000.00 3,664.87 278,104,634.00 373,507,216.06 -95,402,582.06
212437 2/16/09 JPY S25814 5568.77 91.170 3,050,396.34 3,376,995.00 -326,598.66
SALE 2/10/09 60 JUPITER TELECOMMUNICAT 3,000.00 2,945.01 223,479,274.00 239,503,068.75 -16,023,794.75
243590 2/16/09 JPY S25814 74582.5 91.170 2,451,236.96 2,585,612.27 -134,375.31
SALE 2/10/09 60 KAO CORP 200,000.00 5,371.44 407,605,286.00 537,414,220.29 -129808934.29
243356 2/16/09 JPY S25814 2040.47 91.170 4,470,826.87 5,497,064.94 -1,026,238.07
SALE 2/10/09 60 ORIX CORP 75,000.00 3,179.35 241,261,236.00 315,154,089.00 -73,892,853.00
244531 2/16/09 JPY S25814 3220.68 91.170 2,646,278.78 3,513,815.24 -867,536.46
SALE 2/10/09 60 SEVEN + I HOLDINGS CO 300,000.00 8,822.92 669,518,104.00 924,824,044.00 -255305940.00
243214 2/16/09 JPY S25814 2234.40 91.170 7,343,622.95 9,125,678.48 -1,782,055.53
SALE 2/10/09 60 SHIZUOKA BANK LTD/THE 300,000.00 3,413.15 259,003,813.00 284,556,334.00 -25,552,521.00
244529 2/16/09 JPY S25814 864.383 91.170 2,840,888.59 3,169,560.68 -328,672.09
SALE 2/10/09 60 TOYO SUISAN KAISHA LTD 200,000.00 5,893.91 447,252,652.00 524,676,167.81 -77,423,515.81
241932 2/16/09 JPY S25814 2238.95 91.170 4,905,699.81 5,152,047.55 -246,347.74
SALE 2/10/09 60 YAMADA DENKI CO 25,000.00 1,260.28 95,635,100.00 213,837,209.21 -118202109.21
228268 2/16/09 JPY S25814 3830.00 91.170 1,048,975.54 1,895,408.16 -846,432.62
SALE 2/12/09 60 JUPITER TELECOMMUNICAT 1,611.00 1,603.33 120,960,374.00 128,613,147.92 -7,652,773.92
243590 2/17/09 JPY S25822 75174.2 90.640 1,334,514.28 1,388,473.79 -53,959.51
SALE 2/13/09 60 JUPITER TELECOMMUNICAT 1,389.00 1,422.31 108,853,856.00 110,889,920.83 -2,036,064.83
243590 2/18/09 JPY S25826 78462.6 91.950 1,183,837.48 1,197,138.48 -13,301.00
SALE 2/19/09 60 ASAHI BREWERIES LTD 150,000.00 2,263.18 177,201,403.00 247,174,211.55 -69,972,808.55
243254 2/24/09 JPY S25839 1182.76 94.070 1,883,718.54 2,465,302.52 -581,583.98
SALE 2/19/09 60 JAPAN REAL ESTATE INVE 524.00 3,865.63 363,276,866.00 417,924,461.91 -54,647,595.91
244483 2/24/09 JPY S25839 693970. 94.070 3,861,771.72 4,668,515.06 -806,743.34
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 21
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/19/09 60 MITSUBISHI ELECTRIC CO 400,000.00 1,976.66 154,768,056.00 404,664,260.82 -249896204.82
221125 2/24/09 JPY S25839 387.385 94.070 1,645,243.50 3,561,062.14 -1,915,818.64
SALE 2/19/09 60 MITSUBISHI ESTATE 250,000.00 3,349.73 262,275,891.00 450,225,922.42 -187950031.42
231470 2/24/09 JPY S25839 1050.36 94.070 2,788,092.81 4,023,432.42 -1,235,339.61
SALE 2/19/09 60 MITSUBISHI UFJ FINANCI 1,000,000.00 5,623.73 440,324,776.00 1,181,809,935.28 -741485159.28
219545 2/24/09 JPY S25839 440.854 94.070 4,680,820.41 10,536,809.72 -5,855,989.31
SALE 2/19/09 60 MITSUI FUDOSAN CO LTD 300,000.00 4,025.45 315,183,316.00 541,574,587.68 -226391271.68
229918 2/24/09 JPY S25839 1051.87 94.070 3,350,518.93 5,020,797.19 -1,670,278.26
SALE 2/19/09 60 MIZUHO FINANCIAL GROUP 1,000,000.00 2,499.37 195,694,884.00 566,275,727.77 -370580843.77
230461 2/24/09 JPY S25839 195.930 94.070 2,080,311.30 5,152,636.64 -3,072,325.34
SALE 2/19/09 60 NIPPON BUILDING FUND I 800.00 8,153.81 638,423,971.00 764,725,732.80 -126301761.80
244461 2/24/09 JPY S25839 798988. 94.070 6,786,690.45 8,546,798.94 -1,760,108.49
SALE 2/19/09 60 ORIX CORP 25,000.00 766.77 60,036,670.00 105,051,363.00 -45,014,693.00
244531 2/24/09 JPY S25839 2404.35 94.070 638,212.71 1,171,271.75 -533,059.04
SALE 2/19/09 60 SUMITOMO MITSUI FINANC 200,000.00 7,852.72 614,849,295.00 1,768,410,207.26 -1153560912.26
231251 2/24/09 JPY S25839 3077.94 94.070 6,536,082.65 15,870,293.22 -9,334,210.57
SALE 2/19/09 60 SUMITOMO RLTY+DEV Y50 150,000.00 1,541.56 144,870,545.00 419,237,182.23 -274366637.23
229917 2/24/09 JPY S25839 966.770 94.070 1,540,029.18 3,689,821.07 -2,149,791.89
SALE 2/19/09 60 TOKYO ELECTRON LTD 150,000.00 6,048.01 473,545,064.00 517,940,614.00 -44,395,550.00
244532 2/24/09 JPY S25839 3160.76 94.070 5,033,964.75 5,770,099.11 -736,134.36
SALE 2/19/09 60 TOKYU REIT INC 160.00 786.90 73,950,241.00 94,142,282.06 -20,192,041.06
244485 2/24/09 JPY S25839 462651. 94.070 786,119.28 1,050,906.43 -264,787.15
SALE 2/20/09 60 CANON INC. 100,000.00 2,941.20 230,460,485.00 530,192,778.60 -299732293.60
14464 2/25/09 JPY S25844 2307.37 94.140 2,448,061.24 4,575,372.63 -2,127,311.39
SALE 2/20/09 60 IBIDEN CO Y50 200,000.00 4,767.62 373,571,976.00 1,154,283,521.23 -780711545.23
231468 2/25/09 JPY S25844 1870.10 94.140 3,968,259.78 10,015,705.54 -6,047,445.76
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 22
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/20/09 60 JAPAN REAL ESTATE INVE 276.00 2,428.51 190,288,379.00 220,128,151.69 -29,839,772.69
244483 2/25/09 JPY S25844 690278. 94.140 2,021,333.96 2,458,988.85 -437,654.89
SALE 2/20/09 60 JUPITER TELECOMMUNICAT 4,000.00 3,386.90 265,383,657.00 319,337,425.00 -53,953,768.00
243590 2/25/09 JPY S25844 66425.6 94.140 2,819,031.84 3,447,483.03 -628,451.19
SALE 2/20/09 60 KUBOTA CORP Y50 800,000.00 4,459.97 349,465,658.00 607,038,923.55 -257573265.55
242022 2/25/09 JPY S25844 437.357 94.140 3,712,190.97 5,560,473.66 -1,848,282.69
SALE 2/20/09 60 SHIN-ETSU CHEMICAL 150,000.00 7,681.84 601,916,832.00 1,016,915,460.91 -414998628.91
220990 2/25/09 JPY S25844 4017.60 94.140 6,393,847.80 8,901,273.98 -2,507,426.18
SALE 2/20/09 60 T&D HOLDINGS INC 150,000.00 4,250.15 333,024,136.00 1,137,712,292.31 -804688156.31
232920 2/25/09 JPY S25844 2222.82 94.140 3,537,541.28 10,058,148.28 -6,520,607.00
SALE 2/20/09 60 TOKYU REIT INC 140.00 802.17 62,854,484.00 82,374,496.81 -19,520,012.81
244485 2/25/09 JPY S25844 449500. 94.140 667,670.32 919,543.13 -251,872.81
SALE 2/20/09 60 TOSHIBA CORPORATION 500,000.00 1,490.95 116,824,642.00 452,848,513.86 -336023871.86
220991 2/25/09 JPY S25844 233.930 94.140 1,240,967.09 3,979,592.64 -2,738,625.55
---------------- --------- ---------------- ------------ ---------------- --------------
32,965,950.00 626,877.01 51890227622.00 78897860734.15 -27007633112.1
574,975,991.23 739,771,670.49 -164795679.26
103 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
SALE 1/28/09 60 PARTNERS GROUP HOLDING 19,161.00 797.39 1,521,169.53 1,613,713.68 -92,544.15
233657 2/02/09 CHF S25758 79.437 1.145 1,328,184.34 1,336,021.24 -7,836.90
SALE 1/29/09 60 PARTNERS GROUP HOLDING 10,493.00 434.02 827,689.35 883,706.37 -56,017.02
233657 2/03/09 CHF S25766 78.928 1.145 722,935.93 731,635.66 -8,699.73
SALE 1/30/09 60 PARTNERS GROUP HOLDING 13,651.00 550.19 1,063,321.93 1,149,668.88 -86,346.95
233657 2/04/09 CHF S25769 77.940 1.160 916,419.83 951,830.59 -35,410.76
SALE 2/02/09 60 PARTNERS GROUP HOLDING 7,599.00 293.81 569,710.63 639,977.57 -70,266.94
233657 2/05/09 CHF S25777 75.017 1.164 489,400.08 529,848.41 -40,448.33
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 23
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/03/09 60 PARTNERS GROUP HOLDING 775.00 30.48 58,123.12 65,269.46 -7,146.34
233657 2/06/09 CHF S25782 75.043 1.144 50,784.73 54,037.71 -3,252.98
SALE 2/04/09 60 PARTNERS GROUP HOLDING 7,115.00 276.90 533,454.16 599,215.74 -65,761.58
233657 2/09/09 CHF S25791 75.021 1.157 461,226.15 496,100.99 -34,874.84
SALE 2/04/09 60 VALORA HOLDING CHF 10. 7,671.00 701.00 1,350,488.80 2,159,172.82 -808,684.02
237403 2/09/09 CHF S25791 176.157 1.157 1,167,636.87 1,827,986.00 -660,349.13
SALE 2/05/09 60 PARTNERS GROUP HOLDING 340.00 13.15 25,484.70 28,634.34 -3,149.64
233657 2/10/09 CHF S25797 75.000 1.164 21,901.60 23,706.86 -1,805.26
SALE 2/05/09 60 VALORA HOLDING CHF 10. 3,403.00 306.67 594,381.73 957,849.71 -363,467.98
237403 2/10/09 CHF S25797 174.769 1.164 510,812.76 810,929.00 -300,116.24
SALE 2/06/09 60 PARTNERS GROUP HOLDING 3,918.00 150.80 293,673.69 329,968.70 -36,295.01
233657 2/11/09 CHF S25804 75.000 1.169 251,174.90 273,186.75 -22,011.85
SALE 2/06/09 60 VALORA HOLDING CHF 10. 1,080.00 98.61 192,032.69 303,989.92 -111,957.23
237403 2/11/09 CHF S25804 177.915 1.169 164,242.81 257,362.13 -93,119.32
SALE 2/06/09 60 VALORA HOLDING CHF 10. 689.00 69.87 121,844.03 193,934.31 -72,090.28
237403 2/11/09 CHF S25804 176.960 1.169 104,211.45 164,187.51 -59,976.06
SALE 2/09/09 60 VALORA HOLDING CHF 10. 2,140.00 218.91 377,511.04 602,350.39 -224,839.35
237403 2/12/09 CHF S25810 176.525 1.156 326,510.15 509,958.29 -183,448.14
SALE 2/10/09 60 VALORA HOLDING CHF 10. 1,800.00 184.01 316,707.91 506,649.86 -189,941.95
237403 2/13/09 CHF S25816 176.067 1.154 274,467.38 428,936.88 -154,469.50
SALE 2/11/09 60 VALORA HOLDING CHF 10. 700.00 70.96 122,884.02 197,030.50 -74,146.48
237403 2/16/09 CHF S25820 175.666 1.161 105,843.26 166,808.79 -60,965.53
SALE 2/12/09 60 VALORA HOLDING CHF 10. 1,354.00 136.93 238,285.73 381,113.28 -142,827.55
237403 2/17/09 CHF S25823 176.104 1.167 204,239.08 322,655.85 -118,416.77
SALE 2/13/09 60 VALORA HOLDING CHF 10. 1,800.00 182.88 315,987.13 506,649.86 -190,662.73
237403 2/18/09 CHF S25827 175.666 1.158 272,778.95 428,936.88 -156,157.93
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 24
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/16/09 60 VALORA HOLDING CHF 10. 1,398.00 143.35 247,978.74 393,498.06 -145,519.32
237403 2/19/09 CHF S25829 177.500 1.160 213,811.64 333,140.98 -119,329.34
SALE 2/17/09 60 JULIUS BAER HOLDING AG 212,280.00 8,956.42 7,013,681.50 12,689,492.34 -5,675,810.84
237098 2/20/09 CHF S25831 33.089 1.176 5,961,986.99 9,602,836.72 -3,640,849.73
SALE 2/17/09 60 VALORA HOLDING CHF 10. 1,201.00 119.64 209,932.29 338,048.04 -128,115.75
237403 2/20/09 CHF S25831 174.915 1.176 178,453.15 286,196.21 -107,743.06
SALE 2/18/09 60 JULIUS BAER HOLDING AG 35,719.00 1,509.32 1,184,744.67 2,135,179.84 -950,435.17
237098 2/23/09 CHF S25834 33.218 1.179 1,004,702.06 1,615,808.01 -611,105.95
SALE 2/18/09 60 VALORA HOLDING CHF 10. 2,147.00 212.88 374,420.65 604,320.69 -229,900.04
237403 2/23/09 CHF S25834 174.509 1.179 317,520.90 511,626.37 -194,105.47
SALE 2/19/09 60 VALORA HOLDING CHF 10. 900.00 233.11 159,012.50 253,324.93 -94,312.43
237403 2/24/09 CHF S25841 176.984 1.173 135,595.21 214,468.44 -78,873.23
SALE 2/20/09 60 UBS AG CHF 0.1 7,000,000.00 99,315.36 77,858,836.30 130,990,045.96 -53,131,209.66
243195 2/25/09 CHF S25843 11.139 1.178 66,110,924.94 115,099,474.44 -48,988,549.50
SALE 2/20/09 60 VALORA HOLDING CHF 10. 1,131.00 283.32 198,749.36 318,344.99 -119,595.63
237403 2/25/09 CHF S25846 176.024 1.178 168,760.60 269,515.33 -100,754.73
SALE 2/23/09 60 VALORA HOLDING CHF 10. 1,070.00 268.53 186,986.20 301,175.19 -114,188.99
237403 2/26/09 CHF S25849 175.046 1.165 160,572.09 254,979.14 -94,407.05
SALE 2/24/09 60 VALORA HOLDING CHF 10. 933.00 226.83 159,539.83 262,613.51 -103,073.68
237403 2/27/09 CHF S25853 171.280 1.167 136,721.08 222,332.28 -85,611.20
---------------- --------- ---------------- ------------ ---------------- --------------
7,340,468.00 115,785.34 96,116,632.23 159,404,938.94 -63,288,306.71
81,761,818.93 137,724,507.46 -55,962,688.53
27 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
SALE 1/28/09 60 UNITED UTILITIES GROUP 1,276,905.00 5,189.91 7,246,895.71 8,810,095.93 -1,563,200.22
241873 2/02/09 UKP S25757 5.678 .699 10,371,762.57 15,363,276.30 -4,991,513.73
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 25
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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 1/30/09 60 SEVERN TRENT PLC 800,000.00 7,611.36 8,790,881.30 10,311,796.70 -1,520,915.40
237969 2/04/09 UKP S25770 10.995 .694 12,675,578.53 18,665,745.45 -5,990,166.92
SALE 1/30/09 60 UNITED UTILITIES GROUP 1,590,908.00 7,475.07 8,633,446.26 10,976,581.73 -2,343,135.47
241873 2/04/09 UKP S25770 5.430 .694 12,448,572.82 19,141,251.05 -6,692,678.23
---------------- --------- ---------------- ------------ ---------------- --------------
3,667,813.00 20,276.34 24,671,223.27 30,098,474.36 -5,427,251.09
35,495,913.92 53,170,272.80 -17,674,358.88
3 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
SALE 2/02/09 60 DEUTSCHE TELEKOM AG-RE 1,600,000.00 15,183.81 14,807,984.13 20,433,850.82 -5,625,866.69
238628 2/04/09 EUR S25776 9.262 .781 18,964,584.97 29,154,491.79 -10,189,906.82
SALE 2/05/09 60 RWE AG 150,000.00 5,991.79 9,328,333.50 9,265,556.32 62,777.18
232381 2/09/09 EUR S25796 62.220 .779 11,977,583.30 12,258,616.19 -281,032.89
---------------- --------- ---------------- ------------ ---------------- --------------
1,750,000.00 21,175.60 24,136,317.63 29,699,407.14 -5,563,089.51
30,942,168.27 41,413,107.98 -10,470,939.71
2 TRANSACTIONS IN COUNTRY: GERMANY (1100)
SALE 2/05/09 60 TELEKOM AUSTRIA AG 304,199.00 2,534.64 3,288,059.84 5,233,825.21 -1,945,765.37
230767 2/10/09 EUR S25798 10.815 .779 4,221,869.92 7,175,354.49 -2,953,484.57
SALE 2/06/09 60 TELEKOM AUSTRIA AG 223,443.00 1,864.90 2,416,604.63 3,844,396.62 -1,427,791.99
230767 2/11/09 EUR S25803 10.822 .778 3,106,303.37 5,270,506.26 -2,164,202.89
SALE 2/09/09 60 TELEKOM AUSTRIA AG 126,000.00 1,069.68 1,363,119.04 2,167,863.72 -804,744.68
230767 2/12/09 EUR S25807 10.825 .765 1,781,733.84 2,972,050.09 -1,190,316.25
SALE 2/10/09 60 TELEKOM AUSTRIA AG 346,358.00 2,939.06 3,754,206.44 5,959,182.09 -2,204,975.65
230767 2/13/09 EUR S25815 10.846 .767 4,895,486.25 8,169,788.30 -3,274,302.05
SALE 2/11/09 60 TELEKOM AUSTRIA AG 190,450.00 1,588.67 2,050,829.42 3,276,743.22 -1,225,913.80
230767 2/16/09 EUR S25819 10.775 .775 2,646,183.70 4,492,277.30 -1,846,093.60
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 26
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/12/09 60 TELEKOM AUSTRIA AG 1,795,475.00 37,559.81 19,568,213.22 30,891,627.90 -11,323,414.68
230767 2/17/09 EUR S25821 10.915 .783 25,002,316.78 42,351,124.10 -17,348,807.32
SALE 2/12/09 60 TELEKOM AUSTRIA AG 114,075.00 950.90 1,239,638.87 1,962,690.90 -723,052.03
230767 2/17/09 EUR S25821 10.873 .783 1,583,887.27 2,690,766.77 -1,106,879.50
SALE 2/17/09 60 TELEKOM AUSTRIA AG 285,462.00 1,842.05 2,928,003.41 4,911,450.11 -1,983,446.70
230767 2/20/09 EUR S25828 10.262 .795 3,682,258.90 6,733,391.77 -3,051,132.87
SALE 2/18/09 60 TELEKOM AUSTRIA AG 106,893.00 1,990.51 1,057,304.41 1,839,122.67 -781,818.26
230767 2/23/09 EUR S25836 9.906 .798 1,325,014.27 2,521,359.92 -1,196,345.65
SALE 2/18/09 60 TELEKOM AUSTRIA AG 714,538.00 4,439.83 7,082,030.38 12,293,817.52 -5,211,787.14
230767 2/23/09 EUR S25836 9.916 .798 8,875,203.01 16,854,307.36 -7,979,104.35
SALE 2/19/09 60 TELEKOM AUSTRIA AG 371,489.00 6,956.42 3,648,484.85 6,391,567.67 -2,743,082.82
230767 2/24/09 EUR S25840 9.836 .788 4,630,656.31 8,762,570.77 -4,131,914.46
SALE 2/23/09 60 TELEKOM AUSTRIA AG 108,290.00 2,032.20 1,062,245.20 1,863,158.43 -800,913.23
230767 2/26/09 EUR S25848 9.824 .785 1,352,768.45 2,554,311.94 -1,201,543.49
---------------- --------- ---------------- ------------ ---------------- --------------
4,686,672.00 65,768.67 49,458,739.71 80,635,446.06 -31,176,706.35
63,103,682.07 110,547,809.07 -47,444,127.00
12 TRANSACTIONS IN COUNTRY: AUSTRIA (1300)
SALE 2/09/09 60 IBERDROLA SA 1,350,000.00 6,132.82 7,815,183.07 13,977,613.56 -6,162,430.49
238582 2/12/09 EUR S25807 5.793 .765 10,215,231.17 19,410,625.32 -9,195,394.15
SALE 2/09/09 60 IBERDROLA SA 1,000,000.00 11,459.61 5,836,032.80 10,353,787.82 -4,517,755.02
238582 2/12/09 EUR S25807 5.845 .765 7,628,282.50 14,378,240.98 -6,749,958.48
SALE 2/11/09 60 IBERDROLA SA 1,600,000.00 17,227.97 8,887,928.08 16,566,060.52 -7,678,132.44
238582 2/16/09 EUR S25819 5.563 .775 11,468,087.10 23,005,185.58 -11,537,098.48
---------------- --------- ---------------- ------------ ---------------- --------------
3,950,000.00 34,820.40 22,539,143.95 40,897,461.90 -18,358,317.95
29,311,600.77 56,794,051.88 -27,482,451.11
3 TRANSACTIONS IN COUNTRY: SPAIN (1500)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 27
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/28/09 60 TOD'S SPA 50,933.00 910.58 1,376,280.08 2,148,479.07 -772,198.99
218439 2/02/09 EUR S25759 27.035 .756 1,820,269.23 2,031,891.80 -211,622.57
SALE 1/29/09 60 TOD'S SPA 20,150.00 354.46 541,669.33 849,976.50 -308,307.17
218439 2/03/09 EUR S25765 26.895 .764 708,557.23 803,852.50 -95,295.27
SALE 1/30/09 60 TOD'S SPA 51,080.00 881.36 1,374,605.59 2,154,679.89 -780,074.30
218439 2/04/09 EUR S25768 26.924 .780 1,761,831.49 2,037,756.13 -275,924.64
SALE 2/02/09 60 TOD'S SPA 22,000.00 387.33 604,587.56 928,014.05 -323,426.49
218439 2/05/09 EUR S25775 27.495 .781 774,295.28 877,655.34 -103,360.06
SALE 2/20/09 60 GRUPPO BANCARIO UNICRE 10,000,000.00 17,470.14 9,217,153.50 60,893,151.30 -51,675,997.80
241789 2/25/09 EUR S25845 .923 .793 11,629,289.02 77,296,782.34 -65,667,493.32
---------------- --------- ---------------- ------------ ---------------- --------------
10,144,163.00 20,003.87 13,114,296.06 66,974,300.81 -53,860,004.75
16,694,242.25 83,047,938.11 -66,353,695.86
5 TRANSACTIONS IN COUNTRY: ITALY (1700)
SALE 1/29/09 60 CITIC PACIFIC 67,000.00 145.80 630,457.95 1,687,358.93 -1,056,900.98
223200 2/02/09 HKD S25762 9.427 7.757 81,280.19 216,213.45 -134,933.26
SALE 2/04/09 60 HANG LUNG PROPERTIES L 7,000.00 26.93 115,991.20 74,589.22 41,401.98
221642 2/06/09 HKD S25789 16.600 7.754 14,959.27 9,571.84 5,387.43
SALE 2/05/09 60 CITIC PACIFIC 176,000.00 392.67 1,697,555.53 4,432,465.26 -2,734,909.73
223200 2/09/09 HKD S25795 9.663 7.753 218,949.02 567,963.69 -349,014.67
SALE 2/09/09 60 HANG LUNG PROPERTIES L 251,000.00 910.06 4,167,601.59 2,674,556.37 1,493,045.22
221642 2/11/09 HKD S25808 16.632 7.753 537,560.83 343,218.95 194,341.88
SALE 2/10/09 60 HANG LUNG PROPERTIES L 69,000.00 249.80 1,143,463.67 735,236.61 408,227.06
221642 2/12/09 HKD S25813 16.600 7.751 147,515.15 94,351.02 53,164.13
SALE 2/23/09 60 BOC HONG KONG HLDGS HK 600,000.00 2,230.40 4,799,327.96 10,750,939.44 -5,951,611.48
234681 2/25/09 HKD S25847 8.028 7.753 619,036.48 1,378,647.01 -759,610.53
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 28
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/23/09 60 HONG KONG EXCHANGE 1.0 160,000.00 4,813.85 10,358,550.70 16,584,251.96 -6,225,701.26
234682 2/25/09 HKD S25847 64.974 7.753 1,336,087.23 2,126,660.55 -790,573.32
SALE 2/25/09 60 CHEUNG KONG HOLDINGS 43,000.00 1,128.31 2,822,200.31 4,070,353.61 -1,248,153.30
220007 2/27/09 HKD S25857 65.836 7.753 364,018.67 522,266.52 -158,247.85
---------------- --------- ---------------- ------------ ---------------- --------------
1,373,000.00 9,897.82 25,735,148.91 41,009,751.40 -15,274,602.49
3,319,406.84 5,258,893.03 -1,939,486.19
8 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
67,949,846.00 927,697.15 52156697860.21 79363934715.05 -27207236854.8
847,434,355.85 1,245,099,011.82 -397664655.97
173 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
124,329,846.00 927,697.15 52213050903.69 79420272076.01 -27207221172.3
919,527,331.30 1,317,040,356.25 -397513024.95
181 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
---------------- --------- ---------------- ------------ ---------------- --------------
217,611,124.00 1506809.80 65611123159.73 92818344332.05 -27207221172.3
.9616 1,496,631,949.30 1,894,144,974.25 -397513024.95
282 TRANSACTIONS WITHIN FUND: COMMON PENSION FD D (5144)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 29
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EXCHANGE TRADED SECURITY (1500)
--------------------------------
PUR 1/28/09 60 SPIDER GOLD TRUST 60,000.00 420.00 5,236,176.00 5,236,176.00
242510 2/02/09 USD 61908 87.263 1.000 5,236,176.00 5,236,176.00
PUR 2/03/09 60 SPIDER GOLD TRUST 60,000.00 420.00 5,275,992.00 5,275,992.00
242510 2/06/09 USD 61921 87.926 1.000 5,275,992.00 5,275,992.00
PUR 2/06/09 60 SPIDER GOLD TRUST 10,000.00 70.00 891,508.00 891,508.00
242510 2/11/09 USD 61928 89.144 1.000 891,508.00 891,508.00
PUR 2/06/09 60 SPIDER GOLD TRUST 50,000.00 350.00 4,488,240.00 4,488,240.00
242510 2/11/09 USD 61927 89.758 1.000 4,488,240.00 4,488,240.00
---------------- --------- ---------------- ------------ ---------------- --------------
180,000.00 1,260.00 15,891,916.00 15,891,916.00
15,891,916.00 15,891,916.00
4 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
180,000.00 1,260.00 15,891,916.00 15,891,916.00
15,891,916.00 15,891,916.00
4 TRANSACTIONS IN CATEGORY: EXCHANGE TRADED SECURITY (1500)
PRIVATE EQUITY (3000)
--------------------------------
PUR 2/02/09 60 APOLLO INVESTMENT FUND 983,837.00 983,837.00 983,837.00
234049 2/02/09 USD 61894 1.000 1.000 983,837.00 983,837.00
PUR 2/03/09 60 WARBURG PINCUS PRIVATE 6,000,000.00 6,000,000.00 6,000,000.00
238843 2/03/09 USD 61898 1.000 1.000 6,000,000.00 6,000,000.00
PUR 2/04/09 60 NJHL EUROPEAN BUYOUT I 797,001.31 797,001.31 797,001.31
233641 2/04/09 USD 61914 1.000 1.000 797,001.31 797,001.31
PUR 2/05/09 60 NEW MOUNTAIN PARTNERS 2,020,056.00 2,020,056.00 2,020,056.00
238085 2/05/09 USD 61906 1.000 1.000 2,020,056.00 2,020,056.00
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 SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/06/09 60 CSFB/NJDI INVESTMENT F 3,000,000.00 3,000,000.00 3,000,000.00
232433 2/06/09 USD 61924 1.000 1.000 3,000,000.00 3,000,000.00
PUR 2/06/09 60 KPS SPECIAL SITUATIONS 169,152.54 169,152.54 169,152.54
238854 2/06/09 USD 61915 1.000 1.000 169,152.54 169,152.54
PUR 2/06/09 60 NJHL EUROPEAN BUYOUT S 108,330.92 108,330.92 108,330.92
241503 2/06/09 USD 61916 1.000 1.000 108,330.92 108,330.92
PUR 2/10/09 60 KPS SPECIAL SITUATIONS 548,229.56 548,229.56 548,229.56
238854 2/10/09 USD 61918 1.000 1.000 548,229.56 548,229.56
PUR 2/10/09 60 WELSH, CARSON, ANDERSO 943,897.00 943,897.00 943,897.00
244629 2/10/09 USD 61922 1.000 1.000 943,897.00 943,897.00
PUR 2/12/09 60 DLJ MERCHANT BANKING I 586,808.71 586,808.71 586,808.71
234971 2/12/09 USD 61919 1.000 1.000 586,808.71 586,808.71
PUR 2/13/09 60 BDCM OPPORTUNITY FUND 404,733.92 404,733.92 404,733.92
233806 2/13/09 USD 61917 1.000 1.000 404,733.92 404,733.92
PUR 2/13/09 60 GSO CAPITAL OPPORTUNIT 480,867.00 480,867.00 480,867.00
241894 2/13/09 USD 61920 1.000 1.000 480,867.00 480,867.00
PUR 2/13/09 60 THOMAS H LEE EQUITY FU 377,628.00 377,628.00 377,628.00
237447 2/13/09 USD 61923 1.000 1.000 377,628.00 377,628.00
PUR 2/18/09 60 NJHL EUROPEAN BUYOUT I 49,750.00 49,750.00 49,750.00
233641 2/18/09 USD 61933 1.000 1.000 49,750.00 49,750.00
PUR 2/19/09 60 HFCP VI 786,799.00 786,799.00 786,799.00
237795 2/19/09 USD 61934 1.000 1.000 786,799.00 786,799.00
PUR 2/19/09 60 WAYZATA OPPORTUNITIES 6,000,000.00 6,000,000.00 6,000,000.00
239059 2/19/09 USD 61944 1.000 1.000 6,000,000.00 6,000,000.00
PUR 2/20/09 60 CSFB/NJDI EMERG. OPP F 4,000,000.00 4,000,000.00 4,000,000.00
237463 2/20/09 USD 61946 1.000 1.000 4,000,000.00 4,000,000.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 31
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/23/09 60 LINDSAY GOLDBERG&BESSE 345,948.00 345,948.00 345,948.00
234972 2/23/09 USD 61940 1.000 1.000 345,948.00 345,948.00
PUR 2/23/09 60 NJHL EUROPEAN BUYOUT S 1,311,012.00 1,311,012.00 1,311,012.00
241503 2/23/09 USD 61941 1.000 1.000 1,311,012.00 1,311,012.00
PUR 2/24/09 60 LINDSAY GOLDBERG&BESSE 320,216.00 320,216.00 320,216.00
234972 2/24/09 USD 61945 1.000 1.000 320,216.00 320,216.00
PUR 2/24/09 60 MATLINPATTERSON GLBL O 1,600,000.00 1,600,000.00 1,600,000.00
238086 2/24/09 USD 61942 1.000 1.000 1,600,000.00 1,600,000.00
PUR 2/25/09 60 LEXINGTON CAPITAL PART 801,364.00 801,364.00 801,364.00
234543 2/25/09 USD 61947 1.000 1.000 801,364.00 801,364.00
PUR 2/26/09 60 FAIRVIEW CAPSTONE PART 1,046,766.00 1,046,766.00 1,046,766.00
243120 2/26/09 USD 61959 1.000 1.000 1,046,766.00 1,046,766.00
PUR 2/26/09 60 NJHL EUROPEAN BUYOUT S 12,712,623.43 12,712,623.43 12,712,623.43
241503 2/26/09 USD 61960 1.000 1.000 12,712,623.43 12,712,623.43
PUR 2/27/09 60 KPS SPECIAL SITUATIONS 1,299,185.50 1,299,185.50 1,299,185.50
238854 2/27/09 USD 61949 1.000 1.000 1,299,185.50 1,299,185.50
PUR 2/27/09 60 NJHL EUROPEAN BUYOUT I 1,062,861.74 1,062,861.74 1,062,861.74
233641 2/27/09 USD 61952 1.000 1.000 1,062,861.74 1,062,861.74
PUR 2/27/09 60 WARBURG PINCUS PRIVATE 2,000,000.00 2,000,000.00 2,000,000.00
238843 2/27/09 USD 61948 1.000 1.000 2,000,000.00 2,000,000.00
---------------- --------- ---------------- ------------ ---------------- --------------
49,757,067.63 49,757,067.63 49,757,067.63
49,757,067.63 49,757,067.63
27 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
49,757,067.63 49,757,067.63 49,757,067.63
49,757,067.63 49,757,067.63
27 TRANSACTIONS IN CATEGORY: PRIVATE EQUITY (3000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 32
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
REAL ESTATE (3010)
--------------------------------
PUR 2/06/09 60 CARLYLE REALTY V LP 10,000,000.00 10,000,000.00 10,000,000.00
236945 2/06/09 USD 61925 1.000 1.000 10,000,000.00 10,000,000.00
PUR 2/06/09 60 CBRE SP EUROPE FUND II 9,020,000.00 9,020,000.00 9,020,000.00
237804 2/06/09 EUR 1.000 .778 11,594,307.22 11,594,307.22
PUR 2/09/09 60 CAPMARK UK REALTY PART 1,442,909.00 1,442,909.00 1,442,909.00
237191 2/09/09 UKP 61930 1.000 .671 2,151,809.84 2,151,809.84
PUR 2/11/09 60 MACFARLANE URBAN RE FU 330,860.93 330,860.93 330,860.93
236474 2/11/09 USD 61931 1.000 1.000 330,860.93 330,860.93
PUR 2/13/09 60 WESTBROOK REAL ESTATE 6,666,667.00 6,666,667.00 6,666,667.00
238956 2/13/09 USD 61935 1.000 1.000 6,666,667.00 6,666,667.00
PUR 2/17/09 60 CAPMARK COMM RLTY PRTN 1,480,166.00 1,480,166.00 1,480,166.00
238280 2/17/09 USD 61936 1.000 1.000 1,480,166.00 1,480,166.00
PUR 2/18/09 60 FIVE MILE CAPITAL PART 7,000,000.00 7,000,000.00 7,000,000.00
239162 2/18/09 USD 61937 1.000 1.000 7,000,000.00 7,000,000.00
PUR 2/20/09 60 NJDOI/GMAM CORE REAL E 1,379,946.49 1,379,946.49 1,379,946.49
241592 2/20/09 USD 61938 1.000 1.000 1,379,946.49 1,379,946.49
PUR 2/23/09 60 LEHMAN REAL ESTATE PEN 292,711.00 292,711.00 292,711.00
241269 2/23/09 USD 61950 1.000 1.000 292,711.00 292,711.00
PUR 2/23/09 60 LEHMAN REAL ESTATE PEN 12,500,000.00 12,500,000.00 12,500,000.00
241269 2/23/09 USD 61951 1.000 1.000 12,500,000.00 12,500,000.00
PUR 2/25/09 60 CIM FUND III LP (RE) 843,061.00 843,061.00 843,061.00
238084 2/25/09 USD 61958 1.000 1.000 843,061.00 843,061.00
---------------- --------- ---------------- ------------ ---------------- --------------
50,956,321.42 50,956,321.42 50,956,321.42
54,239,529.48 54,239,529.48
11 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
50,956,321.42 50,956,321.42 50,956,321.42
54,239,529.48 54,239,529.48
11 TRANSACTIONS IN CATEGORY: REAL ESTATE (3010)
---------------- --------- ---------------- ------------ ---------------- --------------
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 33
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
100,893,389.05 1,260.00 116,605,305.05 116,605,305.05
119,888,513.11 119,888,513.11
42 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD E (5146)
---------------- --------- ---------------- ------------ ---------------- --------------
100,893,389.05 1,260.00 116,605,305.05 116,605,305.05
119,888,513.11 119,888,513.11
42 TRANSACTIONS WITHIN FUND: COMMON PENSION FD E (5146)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 34
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
FOREIGN STOCKS (2220)
--------------------------------
PUR 2/04/09 60 CHINA RAILWAY GROUP LT 48,000.00 99.60 215,884.26 215,884.26
244810 2/06/09 HKD H20090 4.482 7.754 27,842.38 27,842.38
PUR 2/04/09 60 CHINA RAILWAY GROUP LT 89,000.00 81.80 399,389.87 399,389.87
244810 2/06/09 HKD H20090 4.480 7.754 51,508.92 51,508.92
PUR 2/04/09 60 CHINA RAILWAY GROUP LT 3,200.00 3.01 14,167.35 14,167.35
244810 2/06/09 HKD H20090 4.420 7.754 1,827.15 1,827.15
PUR 2/05/09 60 CHINA RAILWAY GROUP LT 52,000.00 49.37 241,137.60 241,137.60
244810 2/09/09 HKD H20090 4.630 7.753 31,101.69 31,101.69
PUR 2/12/09 60 CHINA RAILWAY GROUP LT 43,000.00 89.68 194,195.17 194,195.17
244810 2/16/09 HKD H20090 4.500 7.752 25,052.27 25,052.27
PUR 2/12/09 60 CHINA RAILWAY GROUP LT 18,000.00 16.60 81,063.89 81,063.89
244810 2/16/09 HKD H20090 4.496 7.752 10,457.70 10,457.70
PUR 2/12/09 60 CHINA RAILWAY GROUP LT 3,000.00 6.25 13,548.47 13,548.47
244810 2/16/09 HKD H20090 4.500 7.752 1,747.83 1,747.83
PUR 2/17/09 60 CHINA RAILWAY CONS 87,500.00 183.18 894,795.47 894,795.47
244928 2/19/09 HKD H20090 10.210 7.754 115,391.97 115,391.97
PUR 2/17/09 60 CHINA RAILWAY CONS 4,300.00 20.46 44,362.69 44,362.69
244928 2/19/09 HKD H20090 10.280 7.754 5,720.97 5,720.97
PUR 2/17/09 60 CHINA RAILWAY CONS 14,000.00 66.86 144,718.48 144,718.48
244928 2/19/09 HKD H20090 10.300 7.754 18,662.76 18,662.76
PUR 2/18/09 60 CHINA RAILWAY CONS 16,800.00 78.18 169,446.29 169,446.29
244928 2/20/09 HKD H20090 10.050 7.755 21,849.66 21,849.66
PUR 2/18/09 60 CHINA RAILWAY CONS 10,600.00 21.95 107,208.99 107,208.99
244928 2/20/09 HKD H20090 10.098 7.755 13,824.32 13,824.32
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 35
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/18/09 60 CHINA RAILWAY CONS 51,600.00 239.37 518,927.52 518,927.52
244928 2/20/09 HKD H20090 10.021 7.755 66,914.36 66,914.36
PUR 2/19/09 60 CHINA RAILWAY CONS 6,400.00 13.33 65,093.43 65,093.43
244928 2/23/09 HKD H20090 10.155 7.755 8,394.17 8,394.17
PUR 2/19/09 60 CHINA RAILWAY CONS 35,700.00 167.13 362,301.56 362,301.56
244928 2/23/09 HKD H20090 10.112 7.755 46,720.86 46,720.86
PUR 2/20/09 60 CHINA RAILWAY CONS 19,100.00 39.91 194,323.45 194,323.45
244928 2/24/09 HKD H20090 10.158 7.754 25,060.74 25,060.74
PUR 2/20/09 60 CHINA RAILWAY CONS 28,100.00 132.23 286,476.36 286,476.36
244928 2/24/09 HKD H20090 10.158 7.754 36,945.15 36,945.15
---------------- --------- ---------------- ------------ ---------------- --------------
530,300.00 1,308.91 3,947,040.85 3,947,040.85
509,022.90 509,022.90
17 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 2/13/09 60 BELLE INTERNATIONAL H 29,000.00 19.68 96,012.05 96,012.05
244874 2/17/09 HKD H20090 3.306 7.753 12,383.54 12,383.54
PUR 2/13/09 60 BELLE INTERNATIONAL H 10,000.00 15.25 33,053.24 33,053.24
244874 2/17/09 HKD H20090 3.294 7.753 4,263.17 4,263.17
PUR 2/13/09 60 BELLE INTERNATIONAL H 1,000.00 .67 3,253.18 3,253.18
244874 2/17/09 HKD H20090 3.248 7.753 419.59 419.59
PUR 2/16/09 60 BELLE INTERNATIONAL H 116,000.00 185.51 402,092.61 402,092.61
244874 2/18/09 HKD H20090 3.454 7.754 51,858.83 51,858.83
PUR 2/16/09 60 BELLE INTERNATIONAL H 17,000.00 12.01 58,647.92 58,647.92
244874 2/18/09 HKD H20090 3.444 7.754 7,563.96 7,563.96
PUR 2/17/09 60 BELLE INTERNATIONAL H 24,000.00 16.89 82,503.77 82,503.77
244874 2/19/09 HKD H20090 3.432 7.754 10,639.61 10,639.61
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 36
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/17/09 60 BELLE INTERNATIONAL H 49,000.00 77.73 168,506.18 168,506.18
244874 2/19/09 HKD H20090 3.427 7.754 21,730.40 21,730.40
PUR 2/18/09 60 BELLE INTERNATIONAL H 338,000.00 537.78 1,165,876.52 1,165,876.52
244874 2/20/09 HKD H20090 3.437 7.755 150,336.75 150,336.75
PUR 2/18/09 60 BELLE INTERNATIONAL H 26,000.00 18.19 88,884.30 88,884.30
244874 2/20/09 HKD H20090 3.413 7.755 11,461.40 11,461.40
PUR 2/19/09 60 BELLE INTERNATIONAL H 58,000.00 93.65 202,734.40 202,734.40
244874 2/23/09 HKD H20090 3.483 7.755 26,143.76 26,143.76
PUR 2/19/09 60 BELLE INTERNATIONAL H 26,000.00 18.62 90,595.77 90,595.77
244874 2/23/09 HKD H20090 3.479 7.755 11,682.84 11,682.84
PUR 2/20/09 60 BELLE INTERNATIONAL H 2,000.00 1.43 6,911.08 6,911.08
244874 2/24/09 HKD H20090 3.450 7.754 891.28 891.28
PUR 2/23/09 60 BELLE INTERNATIONAL H 13,000.00 11.80 43,677.91 43,677.91
244874 2/25/09 HKD H20090 3.353 7.753 5,633.75 5,633.75
PUR 2/23/09 60 BELLE INTERNATIONAL H 26,000.00 40.51 87,588.24 87,588.24
244874 2/25/09 HKD H20090 3.357 7.753 11,297.48 11,297.48
PUR 2/24/09 60 BELLE INTERNATIONAL H 20,000.00 18.01 66,795.66 66,795.66
244874 2/26/09 HKD H20090 3.333 7.753 8,615.13 8,615.13
PUR 2/24/09 60 BELLE INTERNATIONAL H 30,000.00 46.29 100,324.91 100,324.91
244874 2/26/09 HKD H20090 3.332 7.753 12,939.64 12,939.64
PUR 2/25/09 60 BELLE INTERNATIONAL H 3,000.00 2.85 10,225.72 10,225.72
244874 2/27/09 HKD H20090 3.401 7.753 1,318.95 1,318.95
PUR 2/25/09 60 BELLE INTERNATIONAL H 19,000.00 13.47 65,293.46 65,293.46
244874 2/27/09 HKD H20090 3.431 7.753 8,421.81 8,421.81
---------------- --------- ---------------- ------------ ---------------- --------------
807,000.00 1,130.34 2,772,976.92 2,772,976.92
357,601.89 357,601.89
18 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 37
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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 1/29/09 60 SAMSUNG ELCTRNCS N/VT 390.00 205.93 113,826,638.00 113,826,638.00
239490 2/02/09 KRW H20090 291135. 1378.40 82,578.81 82,578.81
PUR 2/02/09 60 SAMSUNG ELECTRONICS CO 284.00 244.04 136,016,152.00 136,016,152.00
239489 2/04/09 KRW H20090 477735. 1389.90 97,860.39 97,860.39
PUR 2/12/09 60 KT+G CORP KRW 5000.0 1,480.00 209.54 117,964,857.00 117,964,857.00
244003 2/16/09 KRW H20090 79507.2 1403.90 84,026.54 84,026.54
PUR 2/12/09 60 SAMSUNG ELECTRONICS CO 175.00 162.05 91,227,500.00 91,227,500.00
239489 2/16/09 KRW H20090 520000. 1403.90 64,981.48 64,981.48
PUR 2/13/09 60 KT+G CORP KRW 5000.0 1,290.00 186.13 104,790,880.00 104,790,880.00
244003 2/17/09 KRW H20090 81030.6 1404.00 74,637.38 74,637.38
---------------- --------- ---------------- ------------ ---------------- --------------
3,619.00 1,007.69 563,826,027.00 563,826,027.00
404,084.60 404,084.60
5 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 1/26/09 60 ANGLOGOLD LIMITED ZAR 560.00 80.68 162,169.01 162,169.01
243416 2/02/09 ZAR N20090 288.127 10.139 15,994.73 15,994.73
PUR 1/26/09 60 HARMONY GOLD MINING CO 1,100.00 62.79 125,721.56 125,721.56
243417 2/02/09 ZAR N20090 113.714 10.139 12,399.92 12,399.92
PUR 1/27/09 60 ANGLOGOLD LIMITED ZAR 890.00 127.63 254,029.34 254,029.34
243416 2/03/09 ZAR N20090 283.990 10.014 25,367.67 25,367.67
PUR 1/28/09 60 ANGLOGOLD LIMITED ZAR 1,615.00 234.91 461,479.19 461,479.19
243416 2/04/09 ZAR N20090 284.308 9.883 46,691.88 46,691.88
PUR 1/28/09 60 HARMONY GOLD MINING CO 3,000.00 99.72 329,142.34 329,142.34
243417 2/04/09 ZAR N20090 109.386 9.884 33,302.20 33,302.20
PUR 1/28/09 60 HARMONY GOLD MNG USD 0 2,300.00 92.00 25,343.70 25,343.70
243519 2/02/09 USD N20090 10.979 1.000 25,343.70 25,343.70
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 38
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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 1/29/09 60 HARMONY GOLD MINING CO 1,000.00 33.38 110,768.67 110,768.67
243417 2/05/09 ZAR N20090 110.437 9.938 11,146.53 11,146.53
PUR 1/29/09 60 HARMONY GOLD MINING CO 900.00 51.07 99,789.69 99,789.69
243417 2/05/09 ZAR N20090 110.314 9.937 10,041.73 10,041.73
PUR 2/09/09 60 HARMONY GOLD MINING CO 2,300.00 135.05 256,397.70 256,397.70
243417 2/16/09 ZAR N20090 110.916 9.552 26,843.15 26,843.15
PUR 2/09/09 60 HARMONY GOLD MNG USD 0 4,600.00 184.00 52,432.64 52,432.64
243519 2/12/09 USD N20090 11.358 1.000 52,432.64 52,432.64
---------------- --------- ---------------- ------------ ---------------- --------------
18,265.00 1,101.23 1,877,273.84 1,877,273.84
259,564.15 259,564.15
10 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 1/28/09 60 BM+FBOVESPA SA NPV 32,200.00 221,770.48 221,770.48
244710 2/02/09 BRL N20090 6.887 2.289 96,868.38 96,868.38
PUR 1/28/09 60 BM+FBOVESPA SA NPV 6,200.00 55.97 42,841.18 42,841.18
244710 2/02/09 BRL N20090 6.889 2.289 18,712.84 18,712.84
PUR 1/28/09 60 CIA VALE DO RIO DOCE A 16,200.00 648.00 210,708.54 210,708.54
239512 2/02/09 USD N20090 12.967 1.000 210,708.54 210,708.54
PUR 1/28/09 60 CIA VALE DO RIO DOCE A 25,300.00 1,012.00 326,387.71 326,387.71
239512 2/02/09 USD N20090 12.861 1.000 326,387.71 326,387.71
PUR 1/28/09 60 LOJAS RENNER SA NPV 42.00 .64 620.98 620.98
244711 2/02/09 BRL N20090 14.750 2.289 271.24 271.24
PUR 1/28/09 60 LOJAS RENNER SA NPV 6,858.00 103.84 101,397.34 101,397.34
244711 2/02/09 BRL N20090 14.751 2.289 44,289.92 44,289.92
PUR 1/28/09 60 LOJAS RENNER SA NPV 6,900.00 104.47 102,018.32 102,018.32
244711 2/02/09 BRL N20090 14.751 2.289 44,561.16 44,561.16
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 39
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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 1/29/09 60 BM+FBOVESPA SA NPV 35,300.00 316.08 241,351.08 241,351.08
244710 2/03/09 BRL N20090 6.817 2.284 105,674.98 105,674.98
PUR 1/29/09 60 CIA VALE DO RIO DOCE A 6,000.00 240.00 75,012.60 75,012.60
239512 2/03/09 USD N20090 12.462 1.000 75,012.60 75,012.60
PUR 1/29/09 60 LOJAS RENNER SA NPV 7,535.00 142.82 109,050.95 109,050.95
244711 2/03/09 BRL N20090 14.429 2.284 47,747.69 47,747.69
PUR 1/29/09 60 LOJAS RENNER SA NPV 265.00 5.02 3,835.24 3,835.24
244711 2/03/09 BRL N20090 14.429 2.284 1,679.25 1,679.25
PUR 1/29/09 60 LOJAS RENNER SA NPV 7,800.00 147.84 112,886.19 112,886.19
244711 2/03/09 BRL N20090 14.429 2.284 49,426.94 49,426.94
PUR 1/30/09 60 BM+FBOVESPA SA NPV 9,000.00 80.03 62,126.00 62,126.00
244710 2/04/09 BRL N20090 6.882 2.322 26,755.38 26,755.38
PUR 1/30/09 60 BM+FBOVESPA SA NPV 20,900.00 185.07 143,674.21 143,674.21
244710 2/04/09 BRL N20090 6.854 2.322 61,875.20 61,875.20
PUR 1/30/09 60 CIA VALE DO RIO DOCE A 4,300.00 172.00 52,702.95 52,702.95
239512 2/04/09 USD N20090 12.217 1.000 52,702.95 52,702.95
PUR 1/30/09 60 LOJAS RENNER SA NPV 5,500.00 102.68 79,711.77 79,711.77
244711 2/04/09 BRL N20090 14.450 2.322 34,328.93 34,328.93
PUR 2/02/09 60 BM+FBOVESPA SA NPV 26,800.00 175.01 174,902.18 174,902.18
244710 2/05/09 BRL N20090 6.511 2.343 74,648.82 74,648.82
PUR 2/02/09 60 BM+FBOVESPA SA NPV 27,000.00 225.80 176,872.96 176,872.96
244710 2/05/09 BRL N20090 6.531 2.343 75,489.95 75,489.95
PUR 2/02/09 60 LOJAS RENNER SA NPV 2,500.00 45.73 35,824.90 35,824.90
244711 2/05/09 BRL N20090 14.287 2.343 15,290.18 15,290.18
PUR 2/03/09 60 BM+FBOVESPA SA NPV 12,200.00 103.86 80,374.88 80,374.88
244710 2/06/09 BRL N20090 6.568 2.315 34,725.17 34,725.17
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 40
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/03/09 60 BM+FBOVESPA SA NPV 20,500.00 175.29 135,648.86 135,648.86
244710 2/06/09 BRL N20090 6.597 2.315 58,605.75 58,605.75
PUR 2/03/09 60 LOJAS RENNER SA NPV 1,300.00 19.01 18,762.17 18,762.17
244711 2/06/09 BRL N20090 14.399 2.315 8,106.01 8,106.01
PUR 2/03/09 60 LOJAS RENNER SA NPV 2,000.00 37.38 28,929.73 28,929.73
244711 2/06/09 BRL N20090 14.422 2.315 12,498.80 12,498.80
PUR 2/04/09 60 BM+FBOVESPA SA NPV 25,600.00 230.54 175,577.96 175,577.96
244710 2/09/09 BRL N20090 6.838 2.278 77,075.49 77,075.49
PUR 2/04/09 60 BM+FBOVESPA SA NPV 1,300.00 11.59 8,827.40 8,827.40
244710 2/09/09 BRL N20090 6.770 2.278 3,875.07 3,875.07
PUR 2/04/09 60 BM+FBOVESPA SA NPV 10,752.00 96.91 73,806.48 73,806.48
244710 2/09/09 BRL N20090 6.844 2.278 32,399.68 32,399.68
PUR 2/04/09 60 LOJAS RENNER SA NPV 3,200.00 61.24 46,644.15 46,644.15
244711 2/09/09 BRL N20090 14.533 2.278 20,475.92 20,475.92
PUR 2/05/09 60 BM+FBOVESPA SA NPV 13,900.00 124.97 96,242.09 96,242.09
244710 2/10/09 BRL N20090 6.903 2.303 41,780.81 41,780.81
PUR 2/05/09 60 BM+FBOVESPA SA NPV 25,400.00 225.80 173,897.99 173,897.99
244710 2/10/09 BRL N20090 6.826 2.304 75,492.94 75,492.94
PUR 2/05/09 60 LOJAS RENNER SA NPV 8,200.00 140.68 118,158.05 118,158.05
244711 2/10/09 BRL N20090 14.370 2.303 51,295.01 51,295.01
PUR 2/19/09 60 COMPANHIA DE BEBIDAS D 300.00 12.00 12,585.87 12,585.87
243785 2/24/09 USD N20090 41.913 1.000 12,585.87 12,585.87
PUR 2/20/09 60 CIA VALE DO RIO DOCE A 12,200.00 122.00 142,211.74 142,211.74
239512 2/25/09 USD N20090 11.647 1.000 142,211.74 142,211.74
PUR 2/20/09 60 COMPANHIA DE BEBIDAS D 1,900.00 76.00 78,469.81 78,469.81
243785 2/25/09 USD N20090 41.260 1.000 78,469.81 78,469.81
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 41
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/20/09 60 LOJAS RENNER SA NPV 3,700.00 60.52 48,360.46 48,360.46
244711 2/27/09 BRL N20090 13.031 2.390 20,231.96 20,231.96
PUR 2/20/09 60 VIVO PARTICIPACOES S A 7,200.00 288.00 113,193.36 113,193.36
244079 2/25/09 USD N20090 15.681 1.000 113,193.36 113,193.36
PUR 2/23/09 60 COMPANHIA DE BEBIDAS D 1,600.00 64.00 64,854.72 64,854.72
243785 2/26/09 USD N20090 40.494 1.000 64,854.72 64,854.72
PUR 2/23/09 60 VIVO PARTICIPACOES S A 10,600.00 424.00 167,501.20 167,501.20
244079 2/26/09 USD N20090 15.762 1.000 167,501.20 167,501.20
PUR 2/24/09 60 VIVO PARTICIPACOES S A 1,900.00 76.00 29,941.91 29,941.91
244079 2/27/09 USD N20090 15.719 1.000 29,941.91 29,941.91
---------------- --------- ---------------- ------------ ---------------- --------------
410,352.00 6,112.79 3,887,684.41 3,887,684.41
2,407,753.88 2,407,753.88
38 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 2/09/09 60 CHECK POINT SOFTWARE T 500.00 5.00 11,562.50 11,562.50
244870 2/12/09 USD N20090 23.115 1.000 11,562.50 11,562.50
PUR 2/09/09 60 CHECK POINT SOFTWARE T 8,100.00 324.00 188,385.75 188,385.75
244870 2/12/09 USD N20090 23.218 1.000 188,385.75 188,385.75
PUR 2/09/09 60 TEVA PHARMACEUTICAL IN 5,000.00 180.00 211,009.00 211,009.00
244873 2/12/09 USD N20090 42.166 1.000 211,009.00 211,009.00
PUR 2/09/09 60 TEVA PHARMACEUTICAL IN 7,700.00 308.00 325,282.65 325,282.65
244873 2/12/09 USD N20090 42.205 1.000 325,282.65 325,282.65
PUR 2/10/09 60 CHECK POINT SOFTWARE T 11,100.00 444.00 254,493.03 254,493.03
244870 2/13/09 USD N20090 22.887 1.000 254,493.03 254,493.03
PUR 2/10/09 60 CHECK POINT SOFTWARE T 1,823.00 18.23 42,054.24 42,054.24
244870 2/13/09 USD N20090 23.059 1.000 42,054.24 42,054.24
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 42
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/10/09 60 TEVA PHARMACEUTICAL IN 10,898.00 435.92 463,540.98 463,540.98
244873 2/13/09 USD N20090 42.494 1.000 463,540.98 463,540.98
PUR 2/13/09 60 CHECK POINT SOFTWARE T 10,200.00 408.00 236,806.26 236,806.26
244870 2/19/09 USD N20090 23.176 1.000 236,806.26 236,806.26
PUR 2/13/09 60 TEVA PHARMACEUTICAL IN 5,200.00 156.00 227,635.20 227,635.20
244873 2/19/09 USD N20090 43.746 1.000 227,635.20 227,635.20
PUR 2/17/09 60 CHECK POINT SOFTWARE T 7,497.00 299.88 171,644.56 171,644.56
244870 2/20/09 USD N20090 22.855 1.000 171,644.56 171,644.56
PUR 2/17/09 60 TEVA PHARMACEUTICAL IN 531.00 10.62 24,314.49 24,314.49
244873 2/20/09 USD N20090 45.770 1.000 24,314.49 24,314.49
PUR 2/17/09 60 TEVA PHARMACEUTICAL IN 3,200.00 128.00 147,239.68 147,239.68
244873 2/20/09 USD N20090 45.972 1.000 147,239.68 147,239.68
PUR 2/19/09 60 TEVA PHARMACEUTICAL IN 11,800.00 354.00 548,987.92 548,987.92
244873 2/24/09 USD N20090 46.494 1.000 548,987.92 548,987.92
PUR 2/19/09 60 TEVA PHARMACEUTICAL IN 1,500.00 15.00 69,218.10 69,218.10
244873 2/24/09 USD N20090 46.135 1.000 69,218.10 69,218.10
---------------- --------- ---------------- ------------ ---------------- --------------
85,049.00 3,086.65 2,922,174.36 2,922,174.36
2,922,174.36 2,922,174.36
14 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
PUR 2/06/09 60 WIMM-BILL-DANN FOODS O 800.00 32.00 20,592.00 20,592.00
244811 2/11/09 USD N20090 25.700 1.000 20,592.00 20,592.00
PUR 2/09/09 60 WIMM-BILL-DANN FOODS O 400.00 12.00 12,312.52 12,312.52
244811 2/12/09 USD N20090 30.751 1.000 12,312.52 12,312.52
PUR 2/10/09 60 WIMM-BILL-DANN FOODS O 600.00 24.00 18,912.84 18,912.84
244811 2/13/09 USD N20090 31.481 1.000 18,912.84 18,912.84
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 43
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/11/09 60 WIMM-BILL-DANN FOODS O 100.00 4.00 3,279.51 3,279.51
244811 2/17/09 USD N20090 32.755 1.000 3,279.51 3,279.51
PUR 2/13/09 60 WIMM-BILL-DANN FOODS O 300.00 3.00 9,585.21 9,585.21
244811 2/19/09 USD N20090 31.941 1.000 9,585.21 9,585.21
PUR 2/13/09 60 WIMM-BILL-DANN FOODS O 300.00 12.00 9,723.00 9,723.00
244811 2/19/09 USD N20090 32.370 1.000 9,723.00 9,723.00
PUR 2/17/09 60 WIMM-BILL-DANN FOODS O 1,200.00 48.00 33,664.68 33,664.68
244811 2/20/09 USD N20090 28.014 1.000 33,664.68 33,664.68
PUR 2/18/09 60 OJSC POLYUS GOLD USD 1 1,336.00 53.44 23,423.55 23,423.55
244929 2/23/09 USD N20090 17.493 1.000 23,423.55 23,423.55
PUR 2/18/09 60 WIMM-BILL-DANN FOODS O 400.00 16.00 11,718.32 11,718.32
244811 2/23/09 USD N20090 29.256 1.000 11,718.32 11,718.32
PUR 2/19/09 60 OJSC POLYUS GOLD USD 1 472.00 18.88 8,763.44 8,763.44
244929 2/24/09 USD N20090 18.527 1.000 8,763.44 8,763.44
PUR 2/19/09 60 WIMM-BILL-DANN FOODS O 300.00 12.00 8,959.35 8,959.35
244811 2/24/09 USD N20090 29.825 1.000 8,959.35 8,959.35
PUR 2/20/09 60 OJSC POLYUS GOLD USD 1 266.00 10.64 5,013.78 5,013.78
244929 2/25/09 USD N20090 18.809 1.000 5,013.78 5,013.78
PUR 2/20/09 60 WIMM-BILL-DANN FOODS O 200.00 6.00 5,380.96 5,380.96
244811 2/25/09 USD N20090 26.875 1.000 5,380.96 5,380.96
PUR 2/20/09 60 WIMM-BILL-DANN FOODS O 600.00 24.00 16,385.88 16,385.88
244811 2/25/09 USD N20090 27.270 1.000 16,385.88 16,385.88
PUR 2/23/09 60 OJSC POLYUS GOLD USD 1 245.00 9.80 4,628.05 4,628.05
244929 2/26/09 USD N20090 18.850 1.000 4,628.05 4,628.05
PUR 2/23/09 60 OJSC POLYUS GOLD USD 1 567.00 22.68 10,737.45 10,737.45
244929 2/26/09 USD N20090 18.897 1.000 10,737.45 10,737.45
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 44
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/23/09 60 WIMM-BILL-DANN FOODS O 500.00 15.00 13,121.15 13,121.15
244811 2/26/09 USD N20090 26.212 1.000 13,121.15 13,121.15
PUR 2/24/09 60 OJSC POLYUS GOLD USD 1 944.00 37.76 17,704.68 17,704.68
244929 2/27/09 USD N20090 18.715 1.000 17,704.68 17,704.68
PUR 2/24/09 60 WIMM-BILL-DANN FOODS O 100.00 3.00 2,716.52 2,716.52
244811 2/27/09 USD N20090 27.135 1.000 2,716.52 2,716.52
---------------- --------- ---------------- ------------ ---------------- --------------
9,630.00 364.20 236,622.89 236,622.89
236,622.89 236,622.89
19 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
PUR 1/28/09 60 AMBUJA CEMEMTS LTD 11,135.00 16,257.10 16,257.10
244038 2/02/09 USD H20090 1.460 1.000 16,257.10 16,257.10
PUR 1/29/09 60 ITC LIMITED GDR REG S 23,500.00 85,540.00 85,540.00
242448 2/03/09 USD H20090 3.640 1.000 85,540.00 85,540.00
PUR 1/30/09 60 AMBUJA CEMEMTS LTD 57,810.00 82,090.20 82,090.20
244038 2/04/09 USD H20090 1.420 1.000 82,090.20 82,090.20
PUR 2/11/09 60 ITC LIMITED GDR REG S 8,300.00 30,710.00 30,710.00
242448 2/16/09 USD H20090 3.700 1.000 30,710.00 30,710.00
PUR 2/11/09 60 STATE BK OF INDIA GDR- 616.00 29,444.80 29,444.80
242985 2/16/09 USD H20090 47.800 1.000 29,444.80 29,444.80
PUR 2/12/09 60 AMBUJA CEMEMTS LTD 20,400.00 31,008.00 31,008.00
244038 2/17/09 USD H20090 1.520 1.000 31,008.00 31,008.00
PUR 2/19/09 60 ITC LIMITED GDR REG S 7,400.00 26,862.00 26,862.00
242448 2/24/09 USD H20090 3.630 1.000 26,862.00 26,862.00
---------------- --------- ---------------- ------------ ---------------- --------------
129,161.00 301,912.10 301,912.10
301,912.10 301,912.10
7 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
1,993,376.00 14,111.81 579,771,712.37 579,771,712.37
7,398,736.77 7,398,736.77
128 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 45
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
1,993,376.00 14,111.81 579,771,712.37 579,771,712.37
7,398,736.77 7,398,736.77
128 "PUR " TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 46
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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 2/17/09 60 ISHARES MSCI TAIWAN IN 42,900.00 1,288.64 291,396.61 598,951.50 -307,554.89
239504 2/20/09 USD H20090 6.823 1.000 291,396.61 598,951.50 -307,554.89
---------------- --------- ---------------- ------------ ---------------- --------------
42,900.00 1,288.64 291,396.61 598,951.50 -307,554.89
291,396.61 598,951.50 -307,554.89
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
---------------- --------- ---------------- ------------ ---------------- --------------
42,900.00 1,288.64 291,396.61 598,951.50 -307,554.89
291,396.61 598,951.50 -307,554.89
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
FOREIGN STOCKS (2220)
--------------------------------
SALE 2/03/09 60 MILLICOM INTERNATIONAL 3,000.00 90.64 114,261.86 287,112.25 -172,850.39
239506 2/06/09 USD N20090 38.118 1.000 114,261.86 287,112.25 -172,850.39
SALE 2/04/09 60 MILLICOM INTERNATIONAL 4,000.00 120.86 152,568.34 382,816.33 -230,247.99
239506 2/09/09 USD N20090 38.172 1.000 152,568.34 382,816.33 -230,247.99
SALE 2/05/09 60 MILLICOM INTERNATIONAL 3,500.00 105.73 130,512.52 334,964.29 -204,451.77
239506 2/10/09 USD N20090 37.320 1.000 130,512.52 334,964.29 -204,451.77
---------------- --------- ---------------- ------------ ---------------- --------------
10,500.00 317.23 397,342.72 1,004,892.87 -607,550.15
397,342.72 1,004,892.87 -607,550.15
3 TRANSACTIONS IN COUNTRY: LUXEMBOURG (2700)
SALE 2/19/09 60 RICHTER GEDEON VEG HUF 98.00 48.54 2,554,094.62 2,936,787.57 -382,692.95
243414 2/24/09 HUF N20090 26180.0 237.874 10,737.16 15,212.28 -4,475.12
SALE 2/19/09 60 RICHTER GEDEON VEG HUF 225.00 5,796,311.00 6,742,624.53 -946,313.53
243414 2/24/09 HUF N20090 25761.3 237.874 24,367.12 34,926.15 -10,559.03
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 47
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/20/09 60 RICHTER GEDEON VEG HUF 686.00 208.59 16,702,718.16 20,557,513.03 -3,854,794.87
243414 2/25/09 HUF N20090 24421.2 240.945 69,321.76 106,485.96 -37,164.20
SALE 2/20/09 60 RICHTER GEDEON VEG HUF 141.00 3,539,105.64 4,225,378.04 -686,272.40
243414 2/25/09 HUF N20090 25100.0 240.945 14,688.45 21,887.06 -7,198.61
SALE 2/23/09 60 RICHTER GEDEON VEG HUF 737.00 231.82 17,941,370.86 22,085,841.25 -4,144,470.39
243414 2/26/09 HUF N20090 24417.0 232.878 77,041.96 114,402.56 -37,360.60
SALE 2/23/09 60 RICHTER GEDEON VEG HUF 490.00 154.02 11,920,132.00 14,683,937.87 -2,763,805.87
243414 2/26/09 HUF N20090 24400.0 232.878 51,186.19 76,061.40 -24,875.21
SALE 2/24/09 60 RICHTER GEDEON VEG HUF 373.00 8,867,915.00 11,177,773.12 -2,309,858.12
243414 2/27/09 HUF N20090 23774.5 234.944 37,744.88 57,899.80 -20,154.92
---------------- --------- ---------------- ------------ ---------------- --------------
2,750.00 642.97 67,321,647.28 82,409,855.41 -15,088,208.13
285,087.52 426,875.21 -141,787.69
7 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
SALE 2/24/09 60 MAANSHAN IRON + ST ''H 68,000.00 80.95 174,132.37 327,072.16 -152,939.79
239367 2/26/09 HKD H20090 2.570 7.753 22,459.13 41,934.34 -19,475.21
SALE 2/24/09 60 MAANSHAN IRON + ST ''H 186,000.00 98.42 479,154.11 894,638.55 -415,484.44
239367 2/26/09 HKD H20090 2.580 7.753 61,800.02 114,702.75 -52,902.73
SALE 2/25/09 60 MAANSHAN IRON + ST ''H 74,000.00 49.28 182,272.11 355,931.46 -173,659.35
239367 2/27/09 HKD H20090 2.468 7.753 23,510.18 45,634.43 -22,124.25
SALE 2/25/09 60 MAANSHAN IRON + ST ''H 408,000.00 210.30 1,023,795.96 1,962,432.94 -938,636.98
239367 2/27/09 HKD H20090 2.513 7.753 132,053.29 251,606.03 -119,552.74
---------------- --------- ---------------- ------------ ---------------- --------------
736,000.00 438.95 1,859,354.55 3,540,075.11 -1,680,720.56
239,822.62 453,877.55 -214,054.93
4 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 48
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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 1/29/09 60 STX PAN OCEAN CO LTD S 100.00 .64 1,068.54 2,856.34 -1,787.80
239517 2/03/09 SGD H20090 10.695 1.504 710.23 2,038.59 -1,328.36
SALE 1/30/09 60 LG CHEM LTD KRW 5000.0 307.00 97.44 24,302,722.00 27,084,093.11 -2,781,371.11
239483 2/03/09 KRW H20090 79599.7 1379.40 17,618.33 26,475.20 -8,856.87
SALE 2/02/09 60 LG CHEM LTD KRW 5000.0 477.00 150.74 37,883,421.00 42,081,799.39 -4,198,378.39
239483 2/04/09 KRW H20090 79859.3 1389.90 27,256.22 41,135.74 -13,879.52
SALE 2/03/09 60 LG CHEM LTD KRW 5000.0 660.00 203.85 51,213,765.00 58,226,389.09 -7,012,624.09
239483 2/05/09 KRW H20090 78025.7 1389.40 36,860.35 56,917.37 -20,057.02
SALE 2/03/09 60 STX PAN OCEAN CO LTD S 600.00 14.52 6,422.10 17,138.02 -10,715.92
239517 2/06/09 SGD H20090 10.740 1.508 4,257.28 12,231.51 -7,974.23
SALE 2/04/09 60 LG CHEM LTD KRW 5000.0 417.00 131.61 32,801,401.00 36,788,491.29 -3,987,090.29
239483 2/06/09 KRW H20090 79095.4 1378.40 23,796.72 35,961.43 -12,164.71
SALE 2/12/09 60 CHEIL INDUSTRIES INC 660.00 78.97 22,986,092.00 31,055,639.27 -8,069,547.27
239475 2/16/09 KRW H20090 34995.3 1403.90 16,373.03 30,120.21 -13,747.18
SALE 2/12/09 60 KB FINANCIAL GROUP INC 3,470.00 449.86 114,197,183.00 117,440,068.00 -3,242,885.00
244142 2/16/09 KRW H20090 33091.8 1403.90 81,342.82 85,579.00 -4,236.18
SALE 2/12/09 60 LG CHEM LTD KRW 5000.0 985.00 317.86 80,689,301.00 86,898,474.62 -6,209,173.62
239483 2/16/09 KRW H20090 82371.1 1403.90 57,475.11 84,944.86 -27,469.75
SALE 2/12/09 60 SAMSUNG FIRE + MARINE 731.00 398.34 115,947,272.00 149,803,380.79 -33,856,108.79
239491 2/16/09 KRW H20090 159379. 1403.90 82,589.41 146,025.13 -63,435.72
SALE 2/12/09 60 SHINHAN FINANCIAL GROU 7,930.00 859.02 218,065,000.00 379,110,588.64 -161045588.64
239492 2/16/09 KRW H20090 27650.8 1403.90 155,328.01 366,578.70 -211,250.69
SALE 2/13/09 60 CHEIL INDUSTRIES INC 1,330.00 159.92 46,552,171.00 62,581,818.53 -16,029,647.53
239475 2/17/09 KRW H20090 35170.4 1404.00 33,156.82 60,696.79 -27,539.97
SALE 2/13/09 60 LG CHEM LTD KRW 5000.0 1,654.00 541.90 137,571,610.00 145,918,859.92 -8,347,249.92
239483 2/17/09 KRW H20090 83635.0 1404.00 97,985.48 142,638.38 -44,652.90
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 49
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/16/09 60 CHEIL INDUSTRIES INC 880.00 119.95 30,948,591.00 41,407,519.03 -10,458,928.03
239475 2/18/09 KRW H20090 35363.3 1426.90 21,689.39 40,160.28 -18,470.89
SALE 2/16/09 60 LG CHEM LTD KRW 5000.0 50.00 16.86 4,351,149.00 4,411,090.08 -59,941.08
239483 2/18/09 KRW H20090 87504.1 1426.90 3,049.37 4,311.92 -1,262.55
---------------- --------- ---------------- ------------ ---------------- --------------
20,251.00 3,541.48 917,517,168.64 1,182,828,206.12 -265311037.48
659,488.57 1,135,815.11 -476,326.54
15 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 2/02/09 60 GUARANTY TRUST BANK-GD 23,714.00 474.28 52,882.22 327,347.18 -274,464.96
240240 2/05/09 USD N20090 2.250 1.000 52,882.22 327,347.18 -274,464.96
SALE 2/03/09 60 GUARANTY TRUST BANK-GD 6,274.00 225.86 13,890.64 86,606.06 -72,715.42
240240 2/06/09 USD N20090 2.250 1.000 13,890.64 86,606.06 -72,715.42
SALE 2/10/09 60 GUARANTY TRUST BANK-GD 1,995.00 71.82 4,915.68 27,538.91 -22,623.23
240240 2/13/09 USD N20090 2.500 1.000 4,915.68 27,538.91 -22,623.23
---------------- --------- ---------------- ------------ ---------------- --------------
31,983.00 771.96 71,688.54 441,492.15 -369,803.61
71,688.54 441,492.15 -369,803.61
3 TRANSACTIONS IN COUNTRY: NIGERIA (5800)
SALE 1/26/09 60 MASSMART ZAR0.01 2,300.00 47.90 189,274.88 176,895.92 12,378.96
242127 2/02/09 ZAR N20090 82.505 10.139 18,668.19 22,773.45 -4,105.26
SALE 1/26/09 60 MASSMART ZAR0.01 1,200.00 19.44 98,262.88 92,293.52 5,969.36
242127 2/02/09 ZAR N20090 82.050 10.139 9,691.67 11,881.80 -2,190.13
SALE 1/26/09 60 RAUBEX GROUP LTD 100.00 .46 1,844.38 3,892.07 -2,047.69
239365 2/02/09 ZAR N20090 18.490 10.139 181.91 519.64 -337.73
SALE 1/27/09 60 MASSMART ZAR0.01 2,600.00 43.36 216,450.00 199,969.30 16,480.70
242127 2/03/09 ZAR N20090 83.417 10.014 21,614.96 25,743.90 -4,128.94
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 50
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/27/09 60 MASSMART ZAR0.01 200.00 2.03 16,900.74 15,382.25 1,518.49
242127 2/03/09 ZAR N20090 84.605 10.014 1,687.73 1,980.30 -292.57
SALE 1/27/09 60 RAUBEX GROUP LTD 100.00 .45 1,813.97 3,892.07 -2,078.10
239365 2/03/09 ZAR N20090 18.185 10.014 181.15 519.64 -338.49
SALE 1/28/09 60 MASSMART ZAR0.01 4,800.00 80.44 396,306.61 369,174.10 27,132.51
242127 2/04/09 ZAR N20090 82.730 9.884 40,097.80 47,527.19 -7,429.39
SALE 1/28/09 60 RAUBEX GROUP LTD 2,900.00 13.27 52,276.81 112,869.98 -60,593.17
239365 2/04/09 ZAR N20090 18.072 9.884 5,289.30 15,069.48 -9,780.18
SALE 1/29/09 60 MASSMART ZAR0.01 600.00 9.92 49,128.87 46,146.76 2,982.11
242127 2/05/09 ZAR N20090 82.046 9.937 4,943.79 5,940.90 -997.11
SALE 1/30/09 60 MASSMART ZAR0.01 1,000.00 16.14 82,047.32 76,911.27 5,136.05
242127 2/06/09 ZAR N20090 82.212 10.195 8,048.04 9,901.50 -1,853.46
SALE 1/30/09 60 MASSMART ZAR0.01 9,200.00 147.32 749,452.69 707,583.69 41,869.00
242127 2/06/09 ZAR N20090 81.626 10.195 73,513.95 91,093.79 -17,579.84
SALE 1/30/09 60 RAUBEX GROUP LTD 100.00 .42 1,705.72 3,892.07 -2,186.35
239365 2/06/09 ZAR N20090 17.100 10.195 167.31 519.64 -352.33
SALE 2/02/09 60 MASSMART ZAR0.01 2,800.00 47.00 227,785.32 215,351.56 12,433.76
242127 2/09/09 ZAR N20090 81.523 10.200 22,331.89 27,724.20 -5,392.31
SALE 2/02/09 60 RAUBEX GROUP LTD 100.00 .42 1,715.70 3,892.07 -2,176.37
239365 2/09/09 ZAR N20090 17.200 10.200 168.21 519.64 -351.43
SALE 2/04/09 60 RAUBEX GROUP LTD 100.00 1.53 1,684.83 3,892.07 -2,207.24
239365 2/11/09 ZAR N20090 17.000 9.918 169.88 519.64 -349.76
SALE 2/04/09 60 RAUBEX GROUP LTD 800.00 3.42 13,526.07 31,136.55 -17,610.48
239365 2/11/09 ZAR N20090 16.950 9.918 1,363.85 4,157.10 -2,793.25
SALE 2/05/09 60 RAUBEX GROUP LTD 1,000.00 5.42 16,946.55 38,920.68 -21,974.13
239365 2/12/09 ZAR N20090 17.000 9.867 1,717.50 5,196.37 -3,478.87
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 51
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/06/09 60 RAUBEX GROUP LTD 2,800.00 13.07 46,166.77 108,977.91 -62,811.14
239365 2/13/09 ZAR N20090 16.533 9.700 4,759.41 14,549.85 -9,790.44
SALE 2/06/09 60 RAUBEX GROUP LTD 3,400.00 11.92 57,616.42 132,330.32 -74,713.90
239365 2/13/09 ZAR N20090 16.980 9.700 5,939.78 17,667.67 -11,727.89
SALE 2/06/09 60 RAUBEX GROUP LTD 10,300.00 44.10 170,560.43 400,883.04 -230,322.61
239365 2/13/09 ZAR N20090 16.601 9.700 17,583.37 53,522.65 -35,939.28
SALE 2/09/09 60 MASSMART ZAR0.01 4,300.00 72.89 347,078.29 330,718.46 16,359.83
242127 2/16/09 ZAR N20090 80.878 9.552 36,336.81 42,576.44 -6,239.63
SALE 2/09/09 60 MR PRICE GROUP LTD 22,900.00 155.33 591,986.25 519,384.25 72,602.00
242128 2/16/09 ZAR N20090 25.916 9.552 61,977.06 63,231.02 -1,253.96
SALE 2/09/09 60 MR PRICE GROUP LTD 8,600.00 58.60 223,166.65 195,052.60 28,114.05
242128 2/16/09 ZAR N20090 26.015 9.552 23,364.08 23,746.15 -382.07
SALE 2/09/09 60 RAUBEX GROUP LTD 22,500.00 99.98 372,565.31 875,715.38 -503,150.07
239365 2/16/09 ZAR N20090 16.601 9.552 39,005.13 116,918.41 -77,913.28
SALE 2/09/09 60 RAUBEX GROUP LTD 900.00 4.01 15,260.64 35,028.62 -19,767.98
239365 2/16/09 ZAR N20090 16.999 9.552 1,597.69 4,676.74 -3,079.05
SALE 2/10/09 60 MASSMART ZAR0.01 6,000.00 100.99 488,049.16 461,467.62 26,581.54
242127 2/17/09 ZAR N20090 81.505 9.694 50,344.45 59,408.99 -9,064.54
SALE 2/10/09 60 MR PRICE GROUP LTD 37,500.00 250.74 969,093.00 850,520.06 118,572.94
242128 2/17/09 ZAR N20090 25.907 9.694 99,966.27 103,544.24 -3,577.97
SALE 2/11/09 60 MASSMART ZAR0.01 4,600.00 92.98 365,803.21 353,791.84 12,011.37
242127 2/18/09 ZAR N20090 79.722 9.868 37,070.39 45,546.89 -8,476.50
SALE 2/11/09 60 MR PRICE GROUP LTD 7,900.00 51.75 203,605.55 179,176.23 24,429.32
242128 2/18/09 ZAR N20090 25.838 9.868 20,633.33 21,813.32 -1,179.99
SALE 2/11/09 60 RAUBEX GROUP LTD 15,400.00 71.87 276,695.62 599,378.53 -322,682.91
239365 2/18/09 ZAR N20090 18.013 9.868 28,040.25 80,024.16 -51,983.91
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 52
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/12/09 60 MASSMART ZAR0.01 18,900.00 377.39 1,517,743.25 1,453,623.01 64,120.24
242127 2/19/09 ZAR N20090 80.505 10.087 150,457.82 187,138.33 -36,680.51
SALE 2/12/09 60 MR PRICE GROUP LTD 1,300.00 6.53 32,826.10 29,484.70 3,341.40
242128 2/19/09 ZAR N20090 25.302 10.087 3,254.14 3,589.53 -335.39
SALE 2/12/09 60 MR PRICE GROUP LTD 32,700.00 206.41 830,132.80 741,653.49 88,479.31
242128 2/19/09 ZAR N20090 25.450 10.088 82,293.21 90,290.58 -7,997.37
SALE 2/12/09 60 RAUBEX GROUP LTD 4,800.00 22.52 86,185.84 186,819.28 -100,633.44
239365 2/19/09 ZAR N20090 18.003 10.087 8,543.83 24,942.59 -16,398.76
SALE 2/12/09 60 RAUBEX GROUP LTD 2,600.00 11.87 47,720.30 101,193.78 -53,473.48
239365 2/19/09 ZAR N20090 18.400 10.087 4,730.64 13,510.57 -8,779.93
SALE 2/13/09 60 MASSMART ZAR0.01 12,900.00 71.85 1,022,318.38 992,155.38 30,163.00
242127 2/20/09 ZAR N20090 79.305 9.967 102,569.29 127,729.33 -25,160.04
SALE 2/13/09 60 MASSMART ZAR0.01 1,858.00 29.67 147,407.86 142,901.14 4,506.72
242127 2/20/09 ZAR N20090 79.496 9.967 14,789.44 18,396.98 -3,607.54
SALE 2/13/09 60 MR PRICE GROUP LTD 29,100.00 184.35 732,559.24 660,003.56 72,555.68
242128 2/20/09 ZAR N20090 25.237 9.967 73,497.73 80,350.33 -6,852.60
SALE 2/13/09 60 NASPERS LTD ZAR 0.02 28,000.00 900.66 4,475,021.43 5,255,016.14 -779,994.71
242613 2/20/09 ZAR N20090 160.143 9.967 448,979.28 662,968.04 -213,988.76
SALE 2/13/09 60 RAUBEX GROUP LTD 163,300.00 743.34 2,931,991.03 6,355,747.61 -3,423,756.58
239365 2/20/09 ZAR N20090 18.000 9.967 294,166.91 848,567.83 -554,400.92
SALE 2/16/09 60 MR PRICE GROUP LTD 16,400.00 102.35 409,005.26 371,960.77 37,044.49
242128 2/23/09 ZAR N20090 25.002 10.023 40,806.67 45,283.35 -4,476.68
SALE 2/16/09 60 NASPERS LTD ZAR 0.02 3,202.00 100.96 504,459.29 600,948.63 -96,489.34
242613 2/23/09 ZAR N20090 157.861 10.023 50,330.17 75,815.13 -25,484.96
SALE 2/17/09 60 MASSMART ZAR0.01 3,200.00 58.29 237,803.52 246,116.06 -8,312.54
242127 2/24/09 ZAR N20090 74.500 10.234 23,237.30 31,684.80 -8,447.50
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 53
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/17/09 60 MASSMART ZAR0.01 1,600.00 23.41 119,423.47 123,058.03 -3,634.56
242127 2/24/09 ZAR N20090 74.789 10.234 11,669.63 15,842.40 -4,172.77
SALE 2/17/09 60 MR PRICE GROUP LTD 16,800.00 99.77 407,037.59 381,032.99 26,004.60
242128 2/24/09 ZAR N20090 24.289 10.234 39,774.24 46,387.82 -6,613.58
SALE 2/17/09 60 RAUBEX GROUP LTD 1,300.00 5.72 23,341.45 50,596.89 -27,255.44
239365 2/24/09 ZAR N20090 18.000 10.234 2,280.84 6,755.29 -4,474.45
SALE 2/17/09 60 RAUBEX GROUP LTD 50,314.00 226.25 903,336.62 1,958,255.26 -1,054,918.64
239365 2/24/09 ZAR N20090 18.000 10.234 88,270.77 261,450.35 -173,179.58
SALE 2/18/09 60 MASSMART ZAR0.01 2,300.00 33.25 169,973.57 176,895.92 -6,922.35
242127 2/25/09 ZAR N20090 74.050 10.253 16,577.13 22,773.45 -6,196.32
SALE 2/18/09 60 MR PRICE GROUP LTD 11,500.00 68.05 278,177.25 260,826.15 17,351.10
242128 2/25/09 ZAR N20090 24.250 10.254 27,129.98 31,753.57 -4,623.59
SALE 2/19/09 60 MASSMART ZAR0.01 9,400.00 134.98 675,197.80 722,965.94 -47,768.14
242127 2/26/09 ZAR N20090 71.974 10.024 67,356.78 93,074.09 -25,717.31
SALE 2/19/09 60 MASSMART ZAR0.01 2,600.00 37.13 185,559.75 199,969.30 -14,409.55
242127 2/26/09 ZAR N20090 71.512 10.024 18,511.18 25,743.90 -7,232.72
SALE 2/19/09 60 MR PRICE GROUP LTD 31,274.00 191.24 764,295.94 709,311.05 54,984.89
242128 2/26/09 ZAR N20090 24.500 10.024 76,245.08 86,353.14 -10,108.06
SALE 2/19/09 60 MR PRICE GROUP LTD 6,900.00 42.16 168,632.19 156,495.69 12,136.50
242128 2/26/09 ZAR N20090 24.501 10.024 16,822.51 19,052.14 -2,229.63
SALE 2/20/09 60 MASSMART ZAR0.01 100.00 .54 6,939.44 7,691.13 -751.69
242127 2/27/09 ZAR N20090 69.450 10.206 679.92 990.15 -310.23
---------------- --------- ---------------- ------------ ---------------- --------------
629,348.00 5,145.86 22,921,860.01 29,029,242.69 -6,107,382.68
2,299,429.64 3,739,258.40 -1,439,828.76
54 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 54
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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 1/28/09 60 BANCO BRADESCO S A NPV 17,400.00 522.92 163,945.36 202,281.38 -38,336.02
243721 2/02/09 USD N20090 9.452 1.000 163,945.36 202,281.38 -38,336.02
SALE 1/28/09 60 BANCO DO BRASIL SA 15,200.00 293.49 223,297.05 383,544.51 -160,247.46
239590 2/02/09 BRL N20090 14.735 2.289 97,535.18 230,813.17 -133,277.99
SALE 1/28/09 60 BANCO DO BRASIL SA 13,900.00 268.38 204,196.51 350,741.35 -146,544.84
239590 2/02/09 BRL N20090 14.735 2.289 89,192.15 211,072.57 -121,880.42
SALE 1/28/09 60 BANCO ITAU HLDG F ADR 16,000.00 640.00 168,417.60 224,639.29 -56,221.69
243221 2/02/09 USD N20090 10.566 1.000 168,417.60 224,639.29 -56,221.69
SALE 1/29/09 60 BANCO DO BRASIL SA 700.00 13.10 9,941.10 17,663.23 -7,722.13
239590 2/03/09 BRL N20090 14.244 2.284 4,352.69 10,629.55 -6,276.86
SALE 1/29/09 60 BANCO DO BRASIL SA 11,700.00 219.49 166,599.27 295,228.33 -128,629.06
239590 2/03/09 BRL N20090 14.282 2.284 72,945.08 177,665.40 -104,720.32
SALE 1/30/09 60 BANCO DO BRASIL SA 4,800.00 88.11 67,987.10 121,119.32 -53,132.22
239590 2/04/09 BRL N20090 14.207 2.322 29,279.54 72,888.37 -43,608.83
SALE 2/02/09 60 BANCO DO BRASIL SA 4,681.00 70.85 64,928.93 118,116.57 -53,187.64
239590 2/05/09 BRL N20090 13.906 2.343 27,711.88 71,081.35 -43,369.47
SALE 2/20/09 60 BANCO BRADESCO S A NPV 35,200.00 353.70 303,429.34 409,212.90 -105,783.56
243721 2/25/09 USD N20090 8.630 1.000 303,429.34 409,212.90 -105,783.56
SALE 2/20/09 60 CYRELA BRAZIL REALTY 26,500.00 266.62 211,802.43 628,144.20 -416,341.77
239533 2/27/09 BRL N20090 8.017 2.390 88,609.14 370,739.45 -282,130.31
---------------- --------- ---------------- ------------ ---------------- --------------
146,081.00 2,736.66 1,584,544.69 2,750,691.08 -1,166,146.39
1,045,417.96 1,981,023.43 -935,605.47
10 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 2/11/09 60 BANCOLOMBIA S.A. SPONS 3,300.00 132.36 63,648.06 116,964.76 -53,316.70
240863 2/17/09 USD N20090 19.327 1.000 63,648.06 116,964.76 -53,316.70
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 55
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/12/09 60 BANCOLOMBIA S.A. SPONS 5,200.00 208.55 97,833.29 184,308.11 -86,474.82
240863 2/18/09 USD N20090 18.854 1.000 97,833.29 184,308.11 -86,474.82
SALE 2/13/09 60 BANCOLOMBIA S.A. SPONS 3,800.00 152.41 71,667.97 134,686.70 -63,018.73
240863 2/19/09 USD N20090 18.900 1.000 71,667.97 134,686.70 -63,018.73
SALE 2/13/09 60 BANCOLOMBIA S.A. SPONS 5,000.00 200.53 94,299.47 177,219.34 -82,919.87
240863 2/19/09 USD N20090 18.900 1.000 94,299.47 177,219.34 -82,919.87
SALE 2/17/09 60 BANCOLOMBIA S.A. SPONS 2,500.00 100.26 44,966.24 88,609.67 -43,643.43
240863 2/20/09 USD N20090 18.027 1.000 44,966.24 88,609.67 -43,643.43
SALE 2/18/09 60 BANCOLOMBIA S.A. SPONS 1,100.00 44.11 19,271.01 38,988.25 -19,717.24
240863 2/23/09 USD N20090 17.559 1.000 19,271.01 38,988.25 -19,717.24
SALE 2/20/09 60 BANCOLOMBIA S.A. SPONS 4,300.00 172.41 71,586.85 152,408.63 -80,821.78
240863 2/25/09 USD N20090 16.688 1.000 71,586.85 152,408.63 -80,821.78
SALE 2/23/09 60 BANCOLOMBIA S.A. SPONS 4,400.00 176.42 73,219.98 155,953.02 -82,733.04
240863 2/26/09 USD N20090 16.681 1.000 73,219.98 155,953.02 -82,733.04
SALE 2/24/09 60 BANCOLOMBIA S.A. SPONS 4,400.00 176.41 71,574.39 155,953.02 -84,378.63
240863 2/27/09 USD N20090 16.307 1.000 71,574.39 155,953.02 -84,378.63
---------------- --------- ---------------- ------------ ---------------- --------------
34,000.00 1,363.46 608,067.26 1,205,091.50 -597,024.24
608,067.26 1,205,091.50 -597,024.24
9 TRANSACTIONS IN COUNTRY: COLOMBIA (7700)
SALE 1/30/09 60 AMERICA MOVIL-ADR SERI 3,400.00 34.55 96,606.37 177,022.99 -80,416.62
239497 2/04/09 USD N20090 28.424 1.000 96,606.37 177,022.99 -80,416.62
SALE 1/30/09 60 URBI DESARROLLOS URBAN 14,000.00 34.68 198,812.72 505,016.39 -306,203.67
243054 2/05/09 MXN N20090 14.237 14.367 13,838.44 47,528.94 -33,690.50
SALE 1/30/09 60 URBI DESARROLLOS URBAN 15,100.00 15.31 219,752.30 544,696.25 -324,943.95
243054 2/05/09 MXN N20090 14.568 14.367 15,295.95 51,263.36 -35,967.41
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 56
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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 1/30/09 60 URBI DESARROLLOS URBAN 7,300.00 17.93 102,755.69 263,329.98 -160,574.29
243054 2/05/09 MXN N20090 14.111 14.367 7,152.35 24,782.95 -17,630.60
SALE 1/30/09 60 WALMART DE MEXICO-SER 10,100.00 52.99 303,741.62 395,632.51 -91,890.89
239211 2/05/09 MXN N20090 30.149 14.367 21,142.06 35,665.95 -14,523.89
SALE 1/30/09 60 WALMART DE MEXICO-SER 4,000.00 8.35 119,880.00 156,686.14 -36,806.14
239211 2/05/09 MXN N20090 30.000 14.367 8,344.30 14,125.13 -5,780.83
SALE 1/30/09 60 WALMART DE MEXICO-SER 28,900.00 150.77 864,255.95 1,132,057.38 -267,801.43
239211 2/05/09 MXN N20090 29.980 14.367 60,156.89 102,054.06 -41,897.17
SALE 2/02/09 60 AMERICA MOVIL-ADR SERI 2,300.00 69.36 65,028.69 119,750.85 -54,722.16
239497 2/05/09 USD N20090 28.304 1.000 65,028.69 119,750.85 -54,722.16
SALE 2/03/09 60 URBI DESARROLLOS URBAN 3,600.00 9.01 52,125.88 129,861.36 -77,735.48
243054 2/06/09 MXN N20090 14.516 14.493 3,596.57 12,221.73 -8,625.16
SALE 2/03/09 60 URBI DESARROLLOS URBAN 5,700.00 5.71 82,735.33 205,613.82 -122,878.49
243054 2/06/09 MXN N20090 14.530 14.493 5,708.56 19,351.07 -13,642.51
SALE 2/03/09 60 WALMART DE MEXICO-SER 31,400.00 62.83 909,727.04 1,229,986.22 -320,259.18
239211 2/06/09 MXN N20090 29.001 14.493 62,769.23 110,882.27 -48,113.04
SALE 2/03/09 60 WALMART DE MEXICO-SER 13,000.00 65.37 378,002.62 509,229.96 -131,227.34
239211 2/06/09 MXN N20090 29.150 14.493 26,081.38 45,906.67 -19,825.29
SALE 2/03/09 60 WALMART DE MEXICO-SER 38,600.00 194.87 1,126,878.08 1,512,021.27 -385,143.19
239211 2/06/09 MXN N20090 29.267 14.493 77,752.19 136,307.50 -58,555.31
SALE 2/03/09 60 WALMART DE MEXICO-SER 21,600.00 108.80 629,138.89 846,105.17 -216,966.28
239211 2/06/09 MXN N20090 29.200 14.493 43,409.25 76,275.70 -32,866.45
SALE 2/04/09 60 URBI DESARROLLOS URBAN 13,500.00 13.32 193,521.83 486,980.09 -293,458.26
243054 2/09/09 MXN N20090 14.349 14.549 13,301.84 45,831.48 -32,529.64
SALE 2/04/09 60 URBI DESARROLLOS URBAN 12,900.00 30.71 178,256.94 465,336.53 -287,079.59
243054 2/09/09 MXN N20090 13.853 14.548 12,252.60 43,794.52 -31,541.92
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 57
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/04/09 60 WALMART DE MEXICO-SER 35,400.00 70.82 1,029,286.68 1,386,672.36 -357,385.68
239211 2/09/09 MXN N20090 29.105 14.548 70,748.65 125,007.40 -54,258.75
SALE 2/05/09 60 URBI DESARROLLOS URBAN 8,300.00 20.03 114,489.61 299,402.57 -184,912.96
243054 2/10/09 MXN N20090 13.829 14.324 7,993.13 28,177.87 -20,184.74
SALE 2/05/09 60 URBI DESARROLLOS URBAN 11,500.00 11.09 158,624.02 414,834.89 -256,210.87
243054 2/10/09 MXN N20090 13.807 14.323 11,074.39 39,041.63 -27,967.24
SALE 2/05/09 60 URBI DESARROLLOS URBAN 7,300.00 17.56 100,352.71 263,329.98 -162,977.27
243054 2/10/09 MXN N20090 13.781 14.323 7,006.16 24,782.95 -17,776.79
SALE 2/06/09 60 URBI DESARROLLOS URBAN 5,400.00 14.06 79,611.93 194,792.04 -115,180.11
243054 2/11/09 MXN N20090 14.780 14.187 5,611.61 18,332.59 -12,720.98
SALE 2/06/09 60 URBI DESARROLLOS URBAN 18,600.00 47.98 271,571.29 670,950.35 -399,379.06
243054 2/11/09 MXN N20090 14.637 14.187 19,142.26 63,145.59 -44,003.33
SALE 2/06/09 60 URBI DESARROLLOS URBAN 11,600.00 12.07 171,063.33 418,442.15 -247,378.82
243054 2/11/09 MXN N20090 14.762 14.187 12,057.75 39,381.12 -27,323.37
SALE 2/06/09 60 URBI DESARROLLOS URBAN 2,600.00 6.80 38,487.54 93,788.76 -55,301.22
243054 2/11/09 MXN N20090 14.840 14.187 2,712.87 8,826.80 -6,113.93
SALE 2/06/09 60 URBI DESARROLLOS URBAN 13,200.00 33.22 188,044.51 476,158.31 -288,113.80
243054 2/11/09 MXN N20090 14.282 14.187 13,254.71 44,813.00 -31,558.29
SALE 2/09/09 60 URBI DESARROLLOS URBAN 7,200.00 7.68 108,321.41 259,722.72 -151,401.31
243054 2/12/09 MXN N20090 15.060 14.110 7,676.82 24,443.45 -16,766.63
SALE 2/09/09 60 URBI DESARROLLOS URBAN 2,100.00 5.62 31,646.02 75,752.46 -44,106.44
243054 2/12/09 MXN N20090 15.107 14.110 2,242.78 7,129.34 -4,886.56
SALE 2/10/09 60 URBI DESARROLLOS URBAN 2,100.00 5.48 31,204.23 75,752.46 -44,548.23
243054 2/13/09 MXN N20090 14.896 14.282 2,184.86 7,129.34 -4,944.48
SALE 2/10/09 60 URBI DESARROLLOS URBAN 1,000.00 1.05 14,987.40 36,072.60 -21,085.20
243054 2/13/09 MXN N20090 15.002 14.282 1,049.39 3,394.92 -2,345.53
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 58
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/10/09 60 URBI DESARROLLOS URBAN 500.00 1.29 7,356.56 18,036.30 -10,679.74
243054 2/13/09 MXN N20090 14.750 14.282 515.09 1,697.46 -1,182.37
SALE 2/11/09 60 URBI DESARROLLOS URBAN 6,300.00 14.97 86,638.44 227,257.37 -140,618.93
243054 2/16/09 MXN N20090 13.787 14.504 5,973.54 21,388.02 -15,414.48
SALE 2/12/09 60 URBI DESARROLLOS URBAN 2,100.00 4.86 28,252.31 75,752.46 -47,500.15
243054 2/17/09 MXN N20090 13.487 14.583 1,937.36 7,129.34 -5,191.98
SALE 2/12/09 60 URBI DESARROLLOS URBAN 38,700.00 88.04 512,265.13 1,396,009.59 -883,744.46
243054 2/17/09 MXN N20090 13.270 14.583 35,127.80 131,383.57 -96,255.77
---------------- --------- ---------------- ------------ ---------------- --------------
399,300.00 1,237.18 8,493,423.07 15,062,054.28 -6,568,631.21
738,745.84 1,657,969.56 -919,223.72
33 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 2/06/09 60 RUSHYDRO CLS 786,400.00 13,054.24 43,172.80 -30,118.56
242612 2/13/09 USD N20090 .017 1.000 13,054.24 43,172.80 -30,118.56
SALE 2/06/09 60 RUSHYDRO CLS 235,900.00 3,963.12 12,950.74 -8,987.62
242612 2/13/09 USD N20090 .017 1.000 3,963.12 12,950.74 -8,987.62
SALE 2/06/09 60 RUSHYDRO CLS 393,200.00 6,566.44 21,586.40 -15,019.96
242612 2/13/09 USD N20090 .017 1.000 6,566.44 21,586.40 -15,019.96
SALE 2/06/09 60 RUSHYDRO CLS 794,300.00 13,280.70 43,606.51 -30,325.81
242612 2/13/09 USD N20090 .017 1.000 13,280.70 43,606.51 -30,325.81
SALE 2/06/09 60 VIMPEL COMMUNICATI SPN 3,400.00 136.11 19,542.73 63,967.46 -44,424.73
239514 2/11/09 USD N20090 5.788 1.000 19,542.73 63,967.46 -44,424.73
SALE 2/11/09 60 VIMPEL COMMUNICATI SPN 1,100.00 11.04 6,970.66 20,695.35 -13,724.69
239514 2/17/09 USD N20090 6.347 1.000 6,970.66 20,695.35 -13,724.69
SALE 2/11/09 60 VIMPEL COMMUNICATI SPN 7,300.00 292.26 45,829.14 137,341.89 -91,512.75
239514 2/17/09 USD N20090 6.318 1.000 45,829.14 137,341.89 -91,512.75
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 59
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/12/09 60 VIMPEL COMMUNICATI SPN 6,800.00 68.23 40,533.89 127,934.91 -87,401.02
239514 2/18/09 USD N20090 5.971 1.000 40,533.89 127,934.91 -87,401.02
SALE 2/18/09 60 OAO GAZPROM-SPON ADR R 3,300.00 132.00 39,506.46 174,782.78 -135,276.32
239196 2/23/09 USD N20090 12.012 1.000 39,506.46 174,782.78 -135,276.32
SALE 2/18/09 60 OJSC OC ROSNEFT USD 0. 39,190.00 1,567.60 114,273.34 357,042.19 -242,768.85
240714 2/23/09 USD N20090 2.956 1.000 114,273.34 357,042.19 -242,768.85
SALE 2/19/09 60 OAO GAZPROM-SPON ADR R 8,100.00 324.00 102,279.51 429,012.27 -326,732.76
239196 2/24/09 USD N20090 12.667 1.000 102,279.51 429,012.27 -326,732.76
SALE 2/19/09 60 OAO GAZPROM-SPON ADR R 3,900.00 39.00 51,038.49 206,561.46 -155,522.97
239196 2/24/09 USD N20090 13.097 1.000 51,038.49 206,561.46 -155,522.97
SALE 2/19/09 60 OAO GAZPROM-SPON ADR R 4,035.00 40.35 51,442.36 213,711.67 -162,269.31
239196 2/24/09 USD N20090 12.759 1.000 51,442.36 213,711.67 -162,269.31
SALE 2/19/09 60 OJSC OC ROSNEFT USD 0. 49,100.00 1,473.00 155,524.25 447,327.68 -291,803.43
240714 2/24/09 USD N20090 3.198 1.000 155,524.25 447,327.68 -291,803.43
SALE 2/19/09 60 OJSC OC ROSNEFT USD 0. 17,374.00 694.96 56,114.55 158,286.58 -102,172.03
240714 2/24/09 USD N20090 3.270 1.000 56,114.55 158,286.58 -102,172.03
SALE 2/24/09 60 OJSC OC ROSNEFT USD 0. 541.00 5.41 1,725.79 4,928.80 -3,203.01
240714 2/27/09 USD N20090 3.200 1.000 1,725.79 4,928.80 -3,203.01
---------------- --------- ---------------- ------------ ---------------- --------------
2,353,940.00 4,783.96 721,645.67 2,462,909.49 -1,741,263.82
721,645.67 2,462,909.49 -1,741,263.82
16 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
SALE 1/28/09 60 DR REDDYS LABS ADR 14,300.00 429.00 128,466.91 226,910.53 -98,443.62
239500 2/02/09 USD H20090 9.014 1.000 128,466.91 226,910.53 -98,443.62
SALE 1/28/09 60 MAHINDRA +MAHINDRA GDR 25,700.00 145,305.23 304,620.22 -159,314.99
239209 2/02/09 USD H20090 5.654 1.000 145,305.23 304,620.22 -159,314.99
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 60
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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 1/29/09 60 DR REDDYS LABS ADR 600.00 18.00 5,352.78 9,520.72 -4,167.94
239500 2/03/09 USD H20090 8.951 1.000 5,352.78 9,520.72 -4,167.94
SALE 1/29/09 60 MAHINDRA +MAHINDRA GDR 7,800.00 312.00 45,162.00 92,452.83 -47,290.83
239209 2/03/09 USD H20090 5.830 1.000 45,162.00 92,452.83 -47,290.83
SALE 1/30/09 60 DR REDDYS LABS ADR 2,600.00 78.00 23,490.48 41,256.46 -17,765.98
239500 2/04/09 USD H20090 9.065 1.000 23,490.48 41,256.46 -17,765.98
SALE 2/02/09 60 DR REDDYS LABS ADR 3,500.00 105.18 31,339.52 55,537.54 -24,198.02
239500 2/05/09 USD H20090 8.984 1.000 31,339.52 55,537.54 -24,198.02
SALE 2/03/09 60 DR REDDYS LABS ADR 7,400.00 222.37 65,102.61 117,422.23 -52,319.62
239500 2/06/09 USD H20090 8.828 1.000 65,102.61 117,422.23 -52,319.62
SALE 2/04/09 60 DR REDDYS LABS ADR 3,000.00 90.16 27,069.74 47,603.61 -20,533.87
239500 2/09/09 USD H20090 9.053 1.000 27,069.74 47,603.61 -20,533.87
SALE 2/06/09 60 DR REDDYS LABS ADR 11,000.00 330.58 103,519.32 174,546.55 -71,027.23
239500 2/11/09 USD H20090 9.441 1.000 103,519.32 174,546.55 -71,027.23
SALE 2/09/09 60 DR REDDYS LABS ADR 2,600.00 78.14 24,526.70 41,256.46 -16,729.76
239500 2/12/09 USD H20090 9.463 1.000 24,526.70 41,256.46 -16,729.76
SALE 2/10/09 60 RELIANCE COMMUNICATION 36,800.00 129,168.00 317,879.24 -188,711.24
242130 2/11/09 USD H20090 3.510 1.000 129,168.00 317,879.24 -188,711.24
---------------- --------- ---------------- ------------ ---------------- --------------
115,300.00 1,663.43 728,503.29 1,429,006.39 -700,503.10
728,503.29 1,429,006.39 -700,503.10
11 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
4,479,453.00 22,643.141,022,225,245.72 1,322,163,517.09 -299938271.37
7,795,239.63 15,938,211.66 -8,142,972.03
165 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
4,522,353.00 23,931.781,022,516,642.33 1,322,762,468.59 -300245826.26
8,086,636.24 16,537,163.16 -8,450,526.92
166 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
---------------- --------- ---------------- ------------ ---------------- --------------
6,515,729.00 38,043.591,602,288,354.70 1,902,534,180.96 -300245826.26
15,485,373.01 23,935,899.93 -8,450,526.92
294 TRANSACTIONS WITHIN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 61
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------* * * THIS PAGE INTENTIONALLY BLANK * * *
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 62
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
FOREIGN STOCKS (2220)
--------------------------------
PUR 1/29/09 60 FORD OTOMOTIV SAN TRY 179.00 1.28 831.00 831.00
239836 2/02/09 TRY 208572 4.631 1.622 512.33 512.33
---------------- --------- ---------------- ------------ ---------------- --------------
179.00 1.28 831.00 831.00
512.33 512.33
1 TRANSACTION IN COUNTRY: TURKEY (3400)
PUR 2/20/09 60 NHN CORP 1,062.00 237.40 143,360,218.00 143,360,218.00
244927 2/24/09 KRW 209312 134654. 1505.90 95,199.03 95,199.03
PUR 2/23/09 60 NHN CORP 1,987.00 468.43 279,115,606.00 279,115,606.00
244927 2/25/09 KRW 209339 140120. 1485.90 187,842.79 187,842.79
PUR 2/24/09 60 NHN CORP 1,833.00 423.28 257,350,546.00 257,350,546.00
244927 2/26/09 KRW 209371 140048. 1516.20 169,733.90 169,733.90
PUR 2/25/09 60 NHN CORP 326.00 73.48 44,663,881.00 44,663,881.00
244927 2/27/09 KRW 209424 136664. 1515.90 29,463.61 29,463.61
PUR 2/25/09 60 NHN CORP 652.00 148.82 90,464,717.00 90,464,717.00
244927 2/27/09 KRW 209419 138403. 1515.90 59,677.23 59,677.23
---------------- --------- ---------------- ------------ ---------------- --------------
5,860.00 1,351.41 814,954,968.00 814,954,968.00
541,916.56 541,916.56
5 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 1/28/09 60 BANK MANDIRI 66,000.00 47.70 119,323,464.00 119,323,464.00
240057 2/02/09 IDR 208525 1799.76 11304.9 10,554.93 10,554.93
PUR 2/02/09 60 BANK MANDIRI 42,000.00 28.24 74,404,575.00 74,404,575.00
240057 2/05/09 IDR 208655 1763.63 11750.0 6,332.30 6,332.30
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 63
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/05/09 60 BANK MANDIRI 156,000.00 105.59 278,910,122.00 278,910,122.00
240057 2/10/09 IDR 208856 1780.00 11650.0 23,940.78 23,940.78
PUR 2/05/09 60 BANK MANDIRI 16,000.00 11.25 28,611,008.00 28,611,008.00
240057 2/10/09 IDR 208787 1780.00 11650.0 2,455.88 2,455.88
PUR 2/09/09 60 BANK MANDIRI 168,000.00 113.71 300,364,747.00 300,364,747.00
240057 2/12/09 IDR 209000 1780.00 11650.0 25,782.38 25,782.38
PUR 2/10/09 60 BANK MANDIRI 67,000.00 46.24 118,151,132.00 118,151,132.00
240057 2/13/09 IDR 209032 1755.37 11699.9 10,098.39 10,098.39
PUR 2/10/09 60 BANK MANDIRI 336,000.00 223.91 593,979,725.00 593,979,725.00
240057 2/13/09 IDR 209030 1760.00 11700.0 50,767.50 50,767.50
PUR 2/11/09 60 BANK MANDIRI 35,500.00 23.94 61,443,717.00 61,443,717.00
240057 2/16/09 IDR 209076 1722.88 11750.0 5,229.25 5,229.25
PUR 2/12/09 60 BANK MANDIRI 144,500.00 95.26 253,995,236.00 253,995,236.00
240057 2/17/09 IDR 209112 1750.00 11760.0 21,598.23 21,598.23
PUR 2/12/09 60 BANK MANDIRI 8,500.00 5.79 14,858,034.00 14,858,034.00
240057 2/17/09 IDR 209111 1740.00 11759.9 1,263.44 1,263.44
PUR 2/13/09 60 BANK MANDIRI 141,500.00 96.10 246,065,658.00 246,065,658.00
240057 2/18/09 IDR 209143 1731.00 11749.9 20,941.76 20,941.76
PUR 2/16/09 60 BANK MANDIRI 28,500.00 19.26 49,532,296.00 49,532,296.00
240057 2/19/09 IDR 209188 1730.00 11800.0 4,197.65 4,197.65
PUR 2/17/09 60 BANK MANDIRI 63,500.00 42.08 109,127,020.00 109,127,020.00
240057 2/20/09 IDR 209206 1710.66 11875.0 9,189.64 9,189.64
PUR 2/18/09 60 BANK MANDIRI 3,000.00 1.97 5,108,633.00 5,108,633.00
240057 2/23/09 IDR 209239 1695.06 11889.9 429.66 429.66
PUR 2/18/09 60 BANK MANDIRI 6,000.00 3.95 10,246,920.00 10,246,920.00
240057 2/23/09 IDR 209239 1700.00 11889.9 861.81 861.81
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 64
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/20/09 60 BANK MANDIRI 13,000.00 8.81 22,954,906.00 22,954,906.00
240057 2/25/09 IDR 209312 1757.65 11950.0 1,920.91 1,920.91
PUR 2/24/09 60 BANK MANDIRI 7,000.00 4.73 12,297,300.00 12,297,300.00
240057 2/27/09 IDR 209372 1748.69 11920.0 1,031.65 1,031.65
---------------- --------- ---------------- ------------ ---------------- --------------
1,302,000.00 878.532,299,374,493.00 2,299,374,493.00
196,596.16 196,596.16
17 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 2/23/09 60 ORASCOM CONSTRUCTION I 329.00 26.96 37,820.29 37,820.29
240086 2/25/09 EGP 209373 114.497 5.590 6,765.70 6,765.70
---------------- --------- ---------------- ------------ ---------------- --------------
329.00 26.96 37,820.29 37,820.29
6,765.70 6,765.70
1 TRANSACTION IN COUNTRY: EGYPT (5100)
PUR 2/20/09 60 MURRAY + ROBERTS HOLDI 9,627.00 159.88 327,983.21 327,983.21
240206 2/27/09 ZAR 209316 33.900 10.206 32,135.68 32,135.68
PUR 2/20/09 60 MURRAY + ROBERTS HOLDI 5,829.00 87.13 198,492.32 198,492.32
240206 2/27/09 ZAR 209315 33.900 10.206 19,448.21 19,448.21
---------------- --------- ---------------- ------------ ---------------- --------------
15,456.00 247.01 526,475.53 526,475.53
51,583.89 51,583.89
2 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 1/28/09 60 CIA DE CONCESSOES RODO 4,200.00 110.05 101,026.74 101,026.74
240087 2/02/09 BRL 208550 23.994 2.289 44,128.04 44,128.04
PUR 1/28/09 60 ELETROPAULO METROP PRF 3,900.00 110.12 101,152.52 101,152.52
243786 2/02/09 BRL 208550 25.872 2.289 44,182.98 44,182.98
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 65
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 1/29/09 60 CIA DE CONCESSOES RODO 3,600.00 93.16 85,321.81 85,321.81
240087 2/03/09 BRL 208586 23.641 2.284 37,357.94 37,357.94
PUR 1/30/09 60 CIA DE CONCESSOES RODO 2,600.00 65.24 60,849.79 60,849.79
240087 2/04/09 BRL 208630 23.346 2.322 26,205.77 26,205.77
PUR 2/02/09 60 CIA DE CONCESSOES RODO 1,500.00 36.76 34,535.42 34,535.42
240087 2/05/09 BRL 208670 22.966 2.343 14,739.83 14,739.83
PUR 2/02/09 60 ELETROPAULO METROP PRF 600.00 16.46 15,468.41 15,468.41
243786 2/05/09 BRL 208669 25.716 2.343 6,601.97 6,601.97
PUR 2/05/09 60 CIA DE CONCESSOES RODO 1,000.00 25.18 23,261.11 23,261.11
240087 2/10/09 BRL 208805 23.203 2.303 10,098.16 10,098.16
PUR 2/09/09 60 CIA DE CONCESSOES RODO 10,400.00 274.34 246,207.90 246,207.90
240087 2/12/09 BRL 209018 23.615 2.234 110,199.58 110,199.58
PUR 2/10/09 60 CIA DE CONCESSOES RODO 700.00 18.32 16,489.86 16,489.86
240087 2/13/09 BRL 209048 23.498 2.244 7,347.11 7,347.11
PUR 2/10/09 60 ELETROPAULO METROP PRF 1,800.00 44.70 46,824.51 46,824.51
243786 2/13/09 BRL 209048 25.958 2.244 20,862.82 20,862.82
PUR 2/10/09 60 ELETROPAULO METROP PRF 1,800.00 51.98 46,824.51 46,824.51
243786 2/13/09 BRL 209048 25.949 2.244 20,862.82 20,862.82
PUR 2/11/09 60 CIA DE CONCESSOES RODO 600.00 15.04 13,684.12 13,684.12
240087 2/16/09 BRL 209096 22.750 2.268 6,032.50 6,032.50
PUR 2/17/09 60 CIA DE CONCESSOES RODO 2,500.00 61.09 56,523.71 56,523.71
240087 2/20/09 BRL 209219 22.553 2.307 24,495.65 24,495.65
PUR 2/18/09 60 CIA DE CONCESSOES RODO 2,300.00 55.38 52,316.31 52,316.31
240087 2/25/09 BRL 209254 22.690 2.356 22,207.45 22,207.45
---------------- --------- ---------------- ------------ ---------------- --------------
37,500.00 977.82 900,486.72 900,486.72
395,322.62 395,322.62
14 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 66
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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 1/28/09 60 FOMENTO ECONOMICO MEXI 800.00 23,325.12 23,325.12
240074 2/02/09 USD 29.156 1.000 23,325.12 23,325.12
PUR 1/28/09 60 GRUPO TELEVISA SA-SPON 500.00 7,478.30 7,478.30
239875 2/02/09 USD 14.957 1.000 7,478.30 7,478.30
PUR 1/29/09 60 FOMENTO ECONOMICO MEXI 800.00 22,645.52 22,645.52
240074 2/03/09 USD 28.307 1.000 22,645.52 22,645.52
PUR 1/29/09 60 GRUPO TELEVISA SA-SPON 1,300.00 18,774.60 18,774.60
239875 2/03/09 USD 14.442 1.000 18,774.60 18,774.60
PUR 1/30/09 60 FOMENTO ECONOMICO MEXI 1,200.00 33,755.04 33,755.04
240074 2/04/09 USD 28.129 1.000 33,755.04 33,755.04
PUR 1/30/09 60 GRUPO TELEVISA SA-SPON 1,400.00 19,635.14 19,635.14
239875 2/04/09 USD 14.025 1.000 19,635.14 19,635.14
PUR 2/02/09 60 FOMENTO ECONOMICO MEXI 100.00 2,799.41 2,799.41
240074 2/05/09 USD 27.994 1.000 2,799.41 2,799.41
PUR 2/04/09 60 FOMENTO ECONOMICO MEXI 1,500.00 42,338.55 42,338.55
240074 2/09/09 USD 28.226 1.000 42,338.55 42,338.55
---------------- --------- ---------------- ------------ ---------------- --------------
7,600.00 170,751.68 170,751.68
170,751.68 170,751.68
8 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 1/29/09 60 PAKISTAN PETROLEUM LTD 10,400.00 81.41 1,536,223.55 1,536,223.55
241890 2/02/09 PKR 208567 147.096 78.920 19,465.58 19,465.58
PUR 1/30/09 60 PAKISTAN PETROLEUM LTD 8,700.00 68.63 1,295,427.94 1,295,427.94
241890 2/03/09 PKR 208606 148.277 78.950 16,408.21 16,408.21
PUR 2/02/09 60 PAKISTAN PETROLEUM LTD 8,900.00 68.96 1,303,300.59 1,303,300.59
241890 2/04/09 PKR 208655 145.826 79.050 16,487.04 16,487.04
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 67
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/03/09 60 PAKISTAN PETROLEUM LTD 10,700.00 81.66 1,543,723.38 1,543,723.38
241890 2/06/09 PKR 208698 143.670 79.070 19,523.50 19,523.50
PUR 2/04/09 60 PAKISTAN PETROLEUM LTD 8,700.00 68.89 1,303,711.05 1,303,711.05
241890 2/09/09 PKR 208752 149.225 79.150 16,471.40 16,471.40
PUR 2/06/09 60 PAKISTAN PETROLEUM LTD 10,900.00 87.29 1,651,744.47 1,651,744.47
241890 2/10/09 PKR 208859 150.902 79.140 20,871.17 20,871.17
PUR 2/09/09 60 PAKISTAN PETROLEUM LTD 13,500.00 107.53 2,036,252.95 2,036,252.95
241890 2/11/09 PKR 209001 150.203 79.200 25,710.26 25,710.26
PUR 2/10/09 60 PAKISTAN PETROLEUM LTD 9,800.00 77.72 1,476,584.37 1,476,584.37
241890 2/12/09 PKR 209034 150.042 79.460 18,582.74 18,582.74
PUR 2/11/09 60 PAKISTAN PETROLEUM LTD 8,900.00 69.97 1,328,010.66 1,328,010.66
241890 2/13/09 PKR 209080 148.591 79.380 16,729.79 16,729.79
PUR 2/12/09 60 PAKISTAN PETROLEUM LTD 6,500.00 51.53 978,882.21 978,882.21
241890 2/16/09 PKR 209114 149.967 79.450 12,320.73 12,320.73
PUR 2/13/09 60 PAKISTAN PETROLEUM LTD 7,500.00 61.16 1,165,836.28 1,165,836.28
241890 2/17/09 PKR 209144 154.795 79.720 14,624.14 14,624.14
PUR 2/17/09 60 PAKISTAN PETROLEUM LTD 4,000.00 32.92 628,695.88 628,695.88
241890 2/19/09 PKR 209206 156.517 79.880 7,870.50 7,870.50
---------------- --------- ---------------- ------------ ---------------- --------------
108,500.00 857.67 16,248,393.33 16,248,393.33
205,065.06 205,065.06
12 TRANSACTIONS IN COUNTRY: PAKISTAN (8950)
PUR 1/30/09 60 TNK-BP HOLDING OJS 43,544.00 26,126.40 26,126.40
240991 2/10/09 USD .600 1.000 26,126.40 26,126.40
PUR 2/06/09 60 MOBILE TELESYSTEMS OJS 1,800.00 41,415.66 41,415.66
240075 2/11/09 USD 23.009 1.000 41,415.66 41,415.66
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 68
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/06/09 60 MOBILE TELESYSTEMS OJS 800.00 18,131.04 18,131.04
240075 2/11/09 USD 22.664 1.000 18,131.04 18,131.04
PUR 2/06/09 60 MOBILE TELESYSTEMS OJS 3,500.00 79,529.80 79,529.80
240075 2/11/09 USD 22.723 1.000 79,529.80 79,529.80
PUR 2/17/09 60 MOBILE TELESYSTEMS OJS 3,900.00 88,262.85 88,262.85
240075 2/20/09 USD 22.632 1.000 88,262.85 88,262.85
PUR 2/17/09 60 MOBILE TELESYSTEMS OJS 3,500.00 78,541.75 78,541.75
240075 2/20/09 USD 22.441 1.000 78,541.75 78,541.75
PUR 2/18/09 60 MOBILE TELESYSTEMS OJS 600.00 12,983.94 12,983.94
240075 2/23/09 USD 21.640 1.000 12,983.94 12,983.94
PUR 2/18/09 60 MOBILE TELESYSTEMS OJS 2,800.00 61,807.20 61,807.20
240075 2/23/09 USD 22.074 1.000 61,807.20 61,807.20
PUR 2/18/09 60 MOBILE TELESYSTEMS OJS 1,600.00 35,756.80 35,756.80
240075 2/23/09 USD 22.348 1.000 35,756.80 35,756.80
PUR 2/18/09 60 MOBILE TELESYSTEMS OJS 2,500.00 55,112.50 55,112.50
240075 2/23/09 USD 22.045 1.000 55,112.50 55,112.50
PUR 2/19/09 60 MOBILE TELESYSTEMS OJS 1,600.00 37,508.00 37,508.00
240075 2/24/09 USD 23.443 1.000 37,508.00 37,508.00
PUR 2/19/09 60 MOBILE TELESYSTEMS OJS 600.00 14,035.92 14,035.92
240075 2/24/09 USD 23.393 1.000 14,035.92 14,035.92
PUR 2/20/09 60 MOBILE TELESYSTEMS OJS 2,500.00 55,152.00 55,152.00
240075 2/25/09 USD 22.061 1.000 55,152.00 55,152.00
PUR 2/20/09 60 MOBILE TELESYSTEMS OJS 800.00 17,745.60 17,745.60
240075 2/25/09 USD 22.182 1.000 17,745.60 17,745.60
PUR 2/23/09 60 MOBILE TELESYSTEMS OJS 1,200.00 26,021.88 26,021.88
240075 2/26/09 USD 21.685 1.000 26,021.88 26,021.88
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 69
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/23/09 60 MOBILE TELESYSTEMS OJS 400.00 8,998.68 8,998.68
240075 2/26/09 USD 22.497 1.000 8,998.68 8,998.68
PUR 2/24/09 60 MOBILE TELESYSTEMS OJS 300.00 6,558.57 6,558.57
240075 2/27/09 USD 21.862 1.000 6,558.57 6,558.57
---------------- --------- ---------------- ------------ ---------------- --------------
71,944.00 663,688.59 663,688.59
663,688.59 663,688.59
17 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
1,549,368.00 4,340.683,132,877,908.14 3,132,877,908.14
2,232,202.59 2,232,202.59
77 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
1,549,368.00 4,340.683,132,877,908.14 3,132,877,908.14
2,232,202.59 2,232,202.59
77 "PUR " TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 70
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/02/09 60 FORD OTOMOTIV SAN TRY 4,423.00 27.18 17,924.84 42,805.30 -24,880.46
239836 2/04/09 TRY 208659 4.063 1.653 10,845.14 34,236.02 -23,390.88
SALE 2/02/09 60 FORD OTOMOTIV SAN TRY 4,496.00 28.42 18,746.30 43,511.78 -24,765.48
239836 2/04/09 TRY 208658 4.180 1.653 11,342.15 34,801.07 -23,458.92
SALE 2/03/09 60 FORD OTOMOTIV SAN TRY 3,155.00 19.55 12,825.75 30,533.74 -17,707.99
239836 2/05/09 TRY 208703 4.075 1.644 7,800.60 24,421.13 -16,620.53
SALE 2/04/09 60 FORD OTOMOTIV SAN TRY 4,519.00 27.98 18,246.73 43,734.37 -25,487.64
239836 2/06/09 TRY 208756 4.048 1.634 11,166.23 34,979.10 -23,812.87
SALE 2/05/09 60 FORD OTOMOTIV SAN TRY 5,736.00 35.08 22,890.07 55,512.36 -32,622.29
239836 2/09/09 TRY 208792 4.001 1.635 13,998.33 44,399.23 -30,400.90
SALE 2/06/09 60 FORD OTOMOTIV SAN TRY 11,115.00 70.73 45,666.01 107,569.72 -61,903.71
239836 2/10/09 TRY 208867 4.119 1.618 28,221.99 86,035.13 -57,813.14
---------------- --------- ---------------- ------------ ---------------- --------------
33,444.00 208.94 136,299.70 323,667.27 -187,367.57
83,374.44 258,871.68 -175,497.24
6 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 1/28/09 60 INVESTCORP BANK GDR RE 57,400.00 75.77 63,064.23 1,527,586.73 -1,464,522.50
239872 2/02/09 USD 208535 1.100 1.000 63,064.23 1,527,586.73 -1,464,522.50
SALE 1/28/09 60 INVESTCORP BANK GDR RE 8,100.00 10.69 8,899.31 215,565.38 -206,666.07
239872 2/02/09 USD 208534 1.100 1.000 8,899.31 215,565.38 -206,666.07
---------------- --------- ---------------- ------------ ---------------- --------------
65,500.00 86.46 71,963.54 1,743,152.11 -1,671,188.57
71,963.54 1,743,152.11 -1,671,188.57
2 TRANSACTIONS IN COUNTRY: BAHRAIN (4100)
SALE 2/06/09 60 ASTRA INTERNATIONAL TB 25,000.00 140.59 297,368,024.00 488,817,425.27 -191449401.27
240055 2/11/09 IDR 208858 11960.2 11655.0 25,514.20 52,238.78 -26,724.58
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 71
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/09/09 60 ASTRA INTERNATIONAL TB 20,500.00 115.31 243,805,901.00 400,830,288.72 -157024387.72
240055 2/12/09 IDR 208999 11958.5 11649.9 20,927.55 42,835.80 -21,908.25
SALE 2/10/09 60 ASTRA INTERNATIONAL TB 25,000.00 138.03 293,089,688.00 488,817,425.27 -195727737.27
240055 2/13/09 IDR 209031 11788.1 11700.0 25,050.40 52,238.78 -27,188.38
SALE 2/16/09 60 ASTRA INTERNATIONAL TB 15,000.00 78.25 167,565,810.00 293,290,455.16 -125724645.16
240055 2/19/09 IDR 209189 11232.6 11800.0 14,200.49 31,343.27 -17,142.78
SALE 2/19/09 60 ASTRA INTERNATIONAL TB 14,000.00 70.74 153,771,222.00 273,737,758.15 -119966536.15
240055 2/24/09 IDR 209280 11044.0 11959.9 12,857.13 29,253.72 -16,396.59
---------------- --------- ---------------- ------------ ---------------- --------------
99,500.00 542.921,155,600,645.00 1,945,493,352.57 -789892707.57
98,549.77 207,910.35 -109,360.58
5 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 2/23/09 60 EASTERN TOBACCO CO EGP 5.00 .53 737.07 2,063.72 -1,326.65
240085 2/24/09 EGP 209374 148.006 5.590 131.86 377.74 -245.88
---------------- --------- ---------------- ------------ ---------------- --------------
5.00 .53 737.07 2,063.72 -1,326.65
131.86 377.74 -245.88
1 TRANSACTION IN COUNTRY: EGYPT (5100)
SALE 1/26/09 60 TRUWORTHS INTERNAT ZAR 9,029.00 61.46 310,933.37 234,080.87 76,852.50
239843 2/02/09 ZAR 208469 34.506 10.139 30,667.37 30,854.44 -187.07
SALE 1/27/09 60 TRUWORTHS INTERNAT ZAR 3,110.00 21.74 108,632.30 80,628.14 28,004.16
239843 2/03/09 ZAR 208500 35.000 10.014 10,848.15 10,627.68 220.47
SALE 1/28/09 60 TRUWORTHS INTERNAT ZAR 13,720.00 98.43 485,436.85 355,697.14 129,739.71
239843 2/04/09 ZAR 208532 35.453 9.883 49,115.89 46,884.81 2,231.08
SALE 1/29/09 60 TRUWORTHS INTERNAT ZAR 10,340.00 75.18 372,792.66 268,069.13 104,723.53
239843 2/05/09 ZAR 208572 36.126 9.937 37,513.73 35,334.47 2,179.26
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 72
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/02/09 60 TRUWORTHS INTERNAT ZAR 12,449.00 87.23 443,967.83 322,745.90 121,221.93
239843 2/09/09 ZAR 208657 35.734 10.200 43,526.26 42,541.47 984.79
SALE 2/02/09 60 TRUWORTHS INTERNAT ZAR 5,296.00 37.51 190,908.94 137,301.17 53,607.77
239843 2/09/09 ZAR 208658 36.120 10.200 18,716.56 18,097.81 618.75
SALE 2/03/09 60 TRUWORTHS INTERNAT ZAR 32,702.00 230.18 1,162,610.20 847,813.99 314,796.21
239843 2/10/09 ZAR 208703 35.623 10.122 114,862.00 111,751.25 3,110.75
SALE 2/03/09 60 TRUWORTHS INTERNAT ZAR 32,375.00 230.30 1,163,169.00 839,336.37 323,832.63
239843 2/10/09 ZAR 208703 36.000 10.122 114,917.21 110,633.80 4,283.41
SALE 2/04/09 60 TRUWORTHS INTERNAT ZAR 5,396.00 39.25 194,228.83 139,893.72 54,335.11
239843 2/11/09 ZAR 208757 36.067 9.918 19,584.26 18,439.54 1,144.72
SALE 2/05/09 60 TRUWORTHS INTERNAT ZAR 4,908.00 35.83 176,426.22 127,242.10 49,184.12
239843 2/12/09 ZAR 208792 36.019 9.867 17,880.43 16,771.91 1,108.52
SALE 2/06/09 60 TRUWORTHS INTERNAT ZAR 2,433.00 18.06 87,412.82 63,076.61 24,336.21
239843 2/13/09 ZAR 208867 36.000 9.700 9,011.54 8,314.19 697.35
SALE 2/09/09 60 TRUWORTHS INTERNAT ZAR 7,393.00 55.93 266,597.75 191,666.83 74,930.92
239843 2/16/09 ZAR 209005 36.133 9.552 27,911.03 25,263.80 2,647.23
SALE 2/09/09 60 TRUWORTHS INTERNAT ZAR 6,458.00 49.02 233,634.29 167,426.54 66,207.75
239843 2/16/09 ZAR 209006 36.250 9.552 24,459.97 22,068.67 2,391.30
SALE 2/10/09 60 TRUWORTHS INTERNAT ZAR 246.00 1.83 8,838.29 6,377.66 2,460.63
239843 2/17/09 ZAR 209036 36.000 9.694 911.71 840.65 71.06
SALE 2/13/09 60 TRUWORTHS INTERNAT ZAR 4,517.00 32.65 162,363.41 117,105.25 45,258.16
239843 2/20/09 ZAR 209149 36.017 9.967 16,289.93 15,435.77 854.16
SALE 2/13/09 60 TRUWORTHS INTERNAT ZAR 2,151.00 15.54 77,281.13 55,765.64 21,515.49
239843 2/20/09 ZAR 209150 36.000 9.967 7,753.62 7,350.53 403.09
SALE 2/19/09 60 TRUWORTHS INTERNAT ZAR 44,193.00 300.71 1,504,170.22 1,145,723.30 358,446.92
239843 2/26/09 ZAR 209287 34.105 10.024 150,053.89 151,018.98 -965.09
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 73
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/19/09 60 TRUWORTHS INTERNAT ZAR 4,419.00 10.53 150,670.73 114,564.55 36,106.18
239843 2/26/09 ZAR 209288 34.120 10.024 15,030.70 15,100.87 -70.17
---------------- --------- ---------------- ------------ ---------------- --------------
201,135.00 1,401.38 7,100,074.84 5,214,514.91 1,885,559.93
709,054.25 687,330.64 21,723.61
18 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 1/28/09 60 BANPU PUBLIC CO LTD-FO 38,400.00 1,057.88 8,796,112.99 13,031,063.01 -4,234,950.02
242472 2/02/09 THB 208525 230.026 34.860 252,326.82 382,575.11 -130,248.29
SALE 1/29/09 60 BANPU PUBLIC CO LTD-FO 37,400.00 1,036.38 8,622,250.38 12,691,712.41 -4,069,462.03
242472 2/03/09 THB 208567 231.508 34.880 247,197.55 372,612.22 -125,414.67
SALE 2/05/09 60 BANPU PUBLIC CO LTD-FO 8,800.00 237.88 1,982,479.01 2,986,285.27 -1,003,806.26
242472 2/11/09 THB 208787 226.226 34.940 56,739.53 87,673.46 -30,933.93
SALE 2/06/09 60 BANPU PUBLIC CO LTD-FO 20,200.00 551.11 4,598,189.57 6,854,882.10 -2,256,692.53
242472 2/12/09 THB 208859 228.588 34.980 131,451.96 201,250.45 -69,798.49
SALE 2/10/09 60 BANPU PUBLIC CO LTD-FO 12,500.00 346.03 2,887,892.50 4,241,882.49 -1,353,989.99
242472 2/13/09 THB 209031 232.000 34.990 82,534.80 124,536.17 -42,001.37
SALE 2/11/09 60 BANPU PUBLIC CO LTD-FO 3,500.00 95.00 794,668.35 1,187,727.10 -393,058.75
242472 2/16/09 THB 209076 228.000 35.070 22,659.49 34,870.13 -12,210.64
SALE 2/13/09 60 BANPU PUBLIC CO LTD-FO 500.00 13.55 113,524.05 169,675.30 -56,151.25
242472 2/18/09 THB 209143 228.000 35.130 3,231.54 4,981.45 -1,749.91
SALE 2/16/09 60 BANPU PUBLIC CO LTD-FO 500.00 13.54 113,524.05 169,675.30 -56,151.25
242472 2/19/09 THB 209188 228.000 35.160 3,228.78 4,981.45 -1,752.67
---------------- --------- ---------------- ------------ ---------------- --------------
121,800.00 3,351.37 27,908,640.90 41,332,902.98 -13,424,262.08
799,370.47 1,213,480.44 -414,109.97
8 TRANSACTIONS IN COUNTRY: THAILAND (6550)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 74
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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 1/28/09 60 EMBRAER-EMPRESA BRAS A 400.00 6,520.48 14,896.18 -8,375.70
240072 2/02/09 USD 16.301 1.000 6,520.48 14,896.18 -8,375.70
SALE 1/28/09 60 IOCHPE MAXION 2,800.00 32.43 26,926.15 97,762.68 -70,836.53
240326 2/02/09 BRL 208548 9.643 2.289 11,761.23 57,068.79 -45,307.56
SALE 1/28/09 60 TAM S A NPV ADR 1,900.00 14,529.78 38,120.36 -23,590.58
240082 2/02/09 USD 7.647 1.000 14,529.78 38,120.36 -23,590.58
SALE 1/29/09 60 EMBRAER-EMPRESA BRAS A 2,800.00 44,101.99 104,273.29 -60,171.30
240072 2/03/09 USD 15.751 1.000 44,101.99 104,273.29 -60,171.30
SALE 1/29/09 60 EMBRAER-EMPRESA BRAS A 1,600.00 25,246.57 59,584.74 -34,338.17
240072 2/03/09 USD 15.779 1.000 25,246.57 59,584.74 -34,338.17
SALE 1/29/09 60 EMBRAER-EMPRESA BRAS A 1,600.00 25,336.65 59,584.74 -34,248.09
240072 2/03/09 USD 15.835 1.000 25,336.65 59,584.74 -34,248.09
SALE 1/29/09 60 KLABIN RIOCELL SA PRF 2,000.00 7.29 6,637.36 12,072.18 -5,434.82
240063 2/03/09 BRL 208586 3.327 2.284 2,906.15 7,003.56 -4,097.41
SALE 1/29/09 60 TAM S A NPV ADR 1,400.00 10,708.95 28,088.69 -17,379.74
240082 2/03/09 USD 7.649 1.000 10,708.95 28,088.69 -17,379.74
SALE 1/30/09 60 EMBRAER-EMPRESA BRAS A 2,500.00 37,774.53 93,101.15 -55,326.62
240072 2/04/09 USD 15.110 1.000 37,774.53 93,101.15 -55,326.62
SALE 1/30/09 60 EMBRAER-EMPRESA BRAS A 3,200.00 48,180.52 119,169.48 -70,988.96
240072 2/04/09 USD 15.056 1.000 48,180.52 119,169.48 -70,988.96
SALE 1/30/09 60 IOCHPE MAXION 1,800.00 21.15 17,809.05 62,847.44 -45,038.39
240326 2/04/09 BRL 208633 9.921 2.322 7,669.70 36,687.08 -29,017.38
SALE 1/30/09 60 KLABIN RIOCELL SA PRF 5,100.00 18.45 17,097.23 30,784.06 -13,686.83
240063 2/04/09 BRL 208632 3.361 2.322 7,363.15 17,859.09 -10,495.94
SALE 1/30/09 60 TAM S A NPV ADR 1,700.00 12,394.80 34,107.69 -21,712.89
240082 2/04/09 USD 7.291 1.000 12,394.80 34,107.69 -21,712.89
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 75
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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 1/30/09 60 TAM S A NPV ADR 300.00 2,215.72 6,019.00 -3,803.28
240082 2/04/09 USD 7.386 1.000 2,215.72 6,019.00 -3,803.28
SALE 2/02/09 60 EMBRAER-EMPRESA BRAS A 4,800.00 72,246.79 178,754.22 -106,507.43
240072 2/05/09 USD 15.051 1.000 72,246.79 178,754.22 -106,507.43
SALE 2/02/09 60 KLABIN RIOCELL SA PRF 4,900.00 17.31 16,185.30 29,576.85 -13,391.55
240063 2/05/09 BRL 208670 3.311 2.343 6,907.94 17,158.73 -10,250.79
SALE 2/02/09 60 TAM S A NPV ADR 2,400.00 17,323.10 48,152.03 -30,828.93
240082 2/05/09 USD 7.218 1.000 17,323.10 48,152.03 -30,828.93
SALE 2/03/09 60 EMBRAER-EMPRESA BRAS A 2,900.00 44,055.10 107,997.34 -63,942.24
240072 2/06/09 USD 15.191 1.000 44,055.10 107,997.34 -63,942.24
SALE 2/03/09 60 IOCHPE MAXION 13,100.00 115.54 124,073.54 457,389.70 -333,316.16
240326 2/06/09 BRL 208717 9.492 2.315 53,604.74 267,000.44 -213,395.70
SALE 2/03/09 60 TAM S A NPV ADR 600.00 4,378.47 12,038.01 -7,659.54
240082 2/06/09 USD 7.297 1.000 4,378.47 12,038.01 -7,659.54
SALE 2/04/09 60 EMBRAER-EMPRESA BRAS A 600.00 9,403.20 22,344.28 -12,941.08
240072 2/09/09 USD 15.672 1.000 9,403.20 22,344.28 -12,941.08
SALE 2/04/09 60 EMBRAER-EMPRESA BRAS A 2,500.00 39,580.52 93,101.15 -53,520.63
240072 2/09/09 USD 15.832 1.000 39,580.52 93,101.15 -53,520.63
SALE 2/04/09 60 IOCHPE MAXION 9,100.00 81.59 86,233.87 317,728.73 -231,494.86
240326 2/09/09 BRL 208769 9.497 2.278 37,855.08 185,473.59 -147,618.51
SALE 2/04/09 60 KLABIN RIOCELL SA PRF 600.00 2.21 2,009.58 3,621.65 -1,612.07
240063 2/09/09 BRL 208768 3.358 2.278 882.17 2,101.07 -1,218.90
SALE 2/05/09 60 EMBRAER-EMPRESA BRAS A 1,400.00 21,642.75 52,136.65 -30,493.90
240072 2/10/09 USD 15.459 1.000 21,642.75 52,136.65 -30,493.90
SALE 2/05/09 60 TAM S A NPV ADR 2,500.00 17,436.65 50,158.37 -32,721.72
240082 2/10/09 USD 6.975 1.000 17,436.65 50,158.37 -32,721.72
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 76
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/06/09 60 EMBRAER-EMPRESA BRAS A 2,200.00 35,151.40 81,929.02 -46,777.62
240072 2/11/09 USD 15.978 1.000 35,151.40 81,929.02 -46,777.62
SALE 2/06/09 60 JHSF PARTICIPACOES SA 2,100.00 3.34 3,666.18 14,169.48 -10,503.30
240062 2/11/09 BRL 208860 1.749 2.257 1,624.43 8,510.36 -6,885.93
SALE 2/06/09 60 KLABIN RIOCELL SA PRF 1,700.00 6.39 5,688.39 10,261.35 -4,572.96
240063 2/11/09 BRL 208886 3.355 2.257 2,520.44 5,953.03 -3,432.59
SALE 2/06/09 60 TAM S A NPV ADR 6,500.00 46,550.13 130,411.76 -83,861.63
240082 2/11/09 USD 7.162 1.000 46,550.13 130,411.76 -83,861.63
SALE 2/09/09 60 EMBRAER-EMPRESA BRAS A 1,400.00 23,126.47 52,136.65 -29,010.18
240072 2/12/09 USD 16.519 1.000 23,126.47 52,136.65 -29,010.18
SALE 2/09/09 60 KLABIN RIOCELL SA PRF 200.00 .75 668.32 1,207.22 -538.90
240063 2/12/09 BRL 209018 3.350 2.234 299.13 700.36 -401.23
SALE 2/09/09 60 TAM S A NPV ADR 2,000.00 14,739.91 40,126.69 -25,386.78
240082 2/12/09 USD 7.370 1.000 14,739.91 40,126.69 -25,386.78
SALE 2/10/09 60 EMBRAER-EMPRESA BRAS A 100.00 1,671.49 3,724.05 -2,052.56
240072 2/13/09 USD 16.715 1.000 1,671.49 3,724.05 -2,052.56
SALE 2/10/09 60 TAM S A NPV ADR 200.00 1,494.51 4,012.67 -2,518.16
240082 2/13/09 USD 7.473 1.000 1,494.51 4,012.67 -2,518.16
SALE 2/12/09 60 IOCHPE MAXION 3,700.00 33.77 35,832.76 129,186.40 -93,353.64
240326 2/17/09 BRL 209133 9.705 2.287 15,667.33 75,412.34 -59,745.01
SALE 2/12/09 60 JHSF PARTICIPACOES SA 10,700.00 17.55 19,534.01 72,196.89 -52,662.88
240062 2/17/09 BRL 209131 1.829 2.287 8,540.95 43,362.30 -34,821.35
SALE 2/13/09 60 IOCHPE MAXION 4,200.00 38.46 40,633.12 146,644.03 -106,010.91
240326 2/18/09 BRL 209166 9.695 2.277 17,845.81 85,603.20 -67,757.39
SALE 2/13/09 60 JHSF PARTICIPACOES SA 22,400.00 36.91 40,893.62 151,141.14 -110,247.52
240062 2/18/09 BRL 209166 1.829 2.277 17,960.22 90,777.14 -72,816.92
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 77
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/13/09 60 TAM S A NPV ADR 800.00 5,795.40 16,050.68 -10,255.28
240082 2/19/09 USD 7.244 1.000 5,795.40 16,050.68 -10,255.28
SALE 2/18/09 60 EMBRAER-EMPRESA BRAS A 300.00 4,441.08 11,172.14 -6,731.06
240072 2/23/09 USD 14.804 1.000 4,441.08 11,172.14 -6,731.06
SALE 2/18/09 60 IOCHPE MAXION 400.00 3.96 4,330.63 13,966.10 -9,635.47
240326 2/25/09 BRL 209254 10.850 2.356 1,838.28 8,152.69 -6,314.41
SALE 2/18/09 60 JHSF PARTICIPACOES SA 10,400.00 16.74 19,193.83 70,172.67 -50,978.84
240062 2/25/09 BRL 209257 1.849 2.356 8,147.48 42,146.53 -33,999.05
SALE 2/19/09 60 IOCHPE MAXION 3,700.00 36.97 40,090.40 129,186.40 -89,096.00
240326 2/26/09 BRL 209299 10.859 2.337 17,151.71 75,412.34 -58,260.63
SALE 2/20/09 60 TAM S A NPV ADR 2,100.00 14,238.76 42,133.03 -27,894.27
240082 2/25/09 USD 6.780 1.000 14,238.76 42,133.03 -27,894.27
---------------- --------- ---------------- ------------ ---------------- --------------
149,600.00 490.81 1,107,789.06 3,253,239.03 -2,145,449.97
820,831.66 2,529,706.70 -1,708,875.04
45 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 1/28/09 60 KIMBERLY-CLARK DE MEXI 2,900.00 11.11 130,394.09 128,314.79 2,079.30
239830 2/03/09 MXN 208554 45.018 14.104 9,245.25 11,936.29 -2,691.04
SALE 1/29/09 60 KIMBERLY-CLARK DE MEXI 15,900.00 125.92 712,371.06 703,519.02 8,852.04
239830 2/04/09 MXN 208589 44.916 14.178 50,243.40 65,443.79 -15,200.39
SALE 1/29/09 60 KIMBERLY-CLARK DE MEXI 4,200.00 33.33 188,569.39 185,835.21 2,734.18
239830 2/04/09 MXN 208588 45.010 14.178 13,299.77 17,287.04 -3,987.27
SALE 1/30/09 60 KIMBERLY-CLARK DE MEXI 9,600.00 76.95 441,084.93 424,766.20 16,318.73
239830 2/05/09 MXN 208634 46.062 14.367 30,701.90 39,513.23 -8,811.33
SALE 2/03/09 60 KIMBERLY-CLARK DE MEXI 14,700.00 119.05 688,448.39 650,423.25 38,025.14
239830 2/06/09 MXN 208717 46.951 14.493 47,501.48 60,504.64 -13,003.16
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 78
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/04/09 60 KIMBERLY-CLARK DE MEXI 2,100.00 16.96 98,453.25 92,917.61 5,535.64
239830 2/09/09 MXN 208771 47.000 14.549 6,767.24 8,643.52 -1,876.28
SALE 2/04/09 60 KIMBERLY-CLARK DE MEXI 3,200.00 25.84 150,024.00 141,588.73 8,435.27
239830 2/09/09 MXN 208768 47.000 14.549 10,311.99 13,171.08 -2,859.09
SALE 2/05/09 60 KIMBERLY-CLARK DE MEXI 100.00 .40 4,790.69 4,424.65 366.04
239830 2/10/09 MXN 208814 47.965 14.324 334.46 411.60 -77.14
SALE 2/06/09 60 KIMBERLY-CLARK DE MEXI 4,200.00 35.67 201,935.57 185,835.21 16,100.36
239830 2/11/09 MXN 208897 48.200 14.187 14,233.85 17,287.04 -3,053.19
SALE 2/06/09 60 KIMBERLY-CLARK DE MEXI 6,300.00 53.57 303,224.49 278,752.82 24,471.67
239830 2/11/09 MXN 208893 48.252 14.187 21,373.40 25,930.56 -4,557.16
SALE 2/06/09 60 KIMBERLY-CLARK DE MEXI 1,100.00 4.47 52,739.83 48,671.13 4,068.70
239830 2/11/09 MXN 208896 48.003 14.187 3,717.48 4,527.56 -810.08
SALE 2/09/09 60 KIMBERLY-CLARK DE MEXI 2,400.00 9.90 116,332.48 106,191.55 10,140.93
239830 2/12/09 MXN 209022 48.530 14.110 8,244.57 9,878.31 -1,633.74
SALE 2/09/09 60 KIMBERLY-CLARK DE MEXI 6,200.00 52.73 296,879.50 274,328.17 22,551.33
239830 2/12/09 MXN 209021 48.004 14.110 21,040.06 25,518.96 -4,478.90
SALE 2/12/09 60 KIMBERLY-CLARK DE MEXI 7,100.00 57.79 336,233.36 314,150.00 22,083.36
239830 2/17/09 MXN 209131 47.476 14.583 23,056.69 29,223.33 -6,166.64
---------------- --------- ---------------- ------------ ---------------- --------------
80,000.00 623.69 3,721,481.03 3,539,718.34 181,762.69
260,071.54 329,276.95 -69,205.41
14 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 1/28/09 60 BRITISH AMERICAN TOBAC 700.00 26.01 30,706.76 29,115.39 1,591.37
239832 2/03/09 MYR 208525 44.000 3.585 8,565.34 8,928.40 -363.06
SALE 1/30/09 60 BRITISH AMERICAN TOBAC 2,300.00 108.07 101,960.41 95,664.86 6,295.55
239832 2/05/09 MYR 208605 44.500 3.605 28,283.05 29,336.18 -1,053.13
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 79
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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 1/30/09 60 PLUS EXPRESSWAYS B MYR 1,900.00 5.63 5,628.22 5,888.43 -260.21
239831 2/05/09 MYR 208605 2.973 3.605 1,561.23 1,817.68 -256.45
SALE 2/03/09 60 BRITISH AMERICAN TOBAC 1,000.00 36.30 44,380.40 41,593.42 2,786.98
239832 2/06/09 MYR 208698 44.512 3.617 12,269.95 12,754.86 -484.91
SALE 2/04/09 60 BRITISH AMERICAN TOBAC 2,600.00 90.65 115,371.50 108,142.88 7,228.62
239832 2/10/09 MYR 208750 44.500 3.624 31,835.40 33,162.63 -1,327.23
SALE 2/05/09 60 BRITISH AMERICAN TOBAC 1,600.00 57.27 71,393.12 66,549.46 4,843.66
239832 2/11/09 MYR 208787 44.750 3.612 19,764.99 20,407.77 -642.78
SALE 2/06/09 60 BRITISH AMERICAN TOBAC 1,800.00 65.06 80,792.92 74,868.15 5,924.77
239832 2/12/09 MYR 208858 45.015 3.598 22,454.95 22,958.75 -503.80
SALE 2/10/09 60 BRITISH AMERICAN TOBAC 600.00 22.75 26,918.40 24,956.05 1,962.35
239832 2/13/09 MYR 209031 45.000 3.586 7,505.48 7,652.92 -147.44
SALE 2/13/09 60 BRITISH AMERICAN TOBAC 700.00 26.03 31,181.67 29,115.39 2,066.28
239832 2/18/09 MYR 209143 44.679 3.602 8,656.77 8,928.40 -271.63
SALE 2/19/09 60 BRITISH AMERICAN TOBAC 400.00 18.49 17,632.44 16,637.37 995.07
239832 2/24/09 MYR 209280 44.250 3.653 4,826.84 5,101.94 -275.10
SALE 2/20/09 60 BRITISH AMERICAN TOBAC 1,700.00 78.05 74,980.75 70,708.81 4,271.94
239832 2/25/09 MYR 209312 44.275 3.674 20,408.48 21,683.26 -1,274.78
---------------- --------- ---------------- ------------ ---------------- --------------
15,300.00 534.31 600,946.59 563,240.21 37,706.38
166,132.48 172,732.79 -6,600.31
11 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
SALE 1/28/09 60 DELEK AUTOMOTIVE SYSTE 32,913.00 579.81 773,356.66 1,258,148.31 -484,791.65
240256 2/02/09 ILS 208536 23.568 4.014 192,688.84 354,107.66 -161,418.82
SALE 1/29/09 60 DELEK AUTOMOTIVE SYSTE 833.00 14.27 19,169.29 31,842.66 -12,673.37
240256 2/02/09 ILS 208570 23.082 4.043 4,741.47 8,962.16 -4,220.69
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 80
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/04/09 60 DELEK AUTOMOTIVE SYSTE 15,115.00 251.90 339,067.24 577,793.33 -238,726.09
240256 2/09/09 ILS 208754 22.500 4.050 83,716.17 162,620.77 -78,904.60
SALE 2/05/09 60 DELEK AUTOMOTIVE SYSTE 12,970.00 220.56 297,415.07 495,797.52 -198,382.45
240256 2/09/09 ILS 208819 23.000 4.057 73,300.08 139,542.93 -66,242.85
SALE 2/09/09 60 DELEK AUTOMOTIVE SYSTE 1,321.00 22.96 30,832.36 50,497.19 -19,664.83
240256 2/12/09 ILS 209001 23.410 4.041 7,630.64 14,212.51 -6,581.87
SALE 2/11/09 60 DELEK AUTOMOTIVE SYSTE 3,003.00 51.12 68,865.08 114,794.14 -45,929.06
240256 2/16/09 ILS 209077 23.001 4.054 16,989.04 32,308.98 -15,319.94
---------------- --------- ---------------- ------------ ---------------- --------------
66,155.00 1,140.62 1,528,705.70 2,528,873.15 -1,000,167.45
379,066.24 711,755.01 -332,688.77
6 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
SALE 1/28/09 60 MECHEL GROUP OAO RUB 1 5,000.00 15,940.90 105,772.47 -89,831.57
242471 2/02/09 USD 3.188 1.000 15,940.90 105,772.47 -89,831.57
SALE 1/29/09 60 MECHEL GROUP OAO RUB 1 2,200.00 6,823.70 46,539.88 -39,716.18
242471 2/03/09 USD 3.102 1.000 6,823.70 46,539.88 -39,716.18
SALE 1/30/09 60 MECHEL GROUP OAO RUB 1 6,500.00 21,113.18 137,504.20 -116,391.02
242471 2/04/09 USD 3.248 1.000 21,113.18 137,504.20 -116,391.02
SALE 2/02/09 60 MECHEL GROUP OAO RUB 1 1,800.00 5,802.98 38,078.09 -32,275.11
242471 2/05/09 USD 3.224 1.000 5,802.98 38,078.09 -32,275.11
SALE 2/03/09 60 MECHEL GROUP OAO RUB 1 2,100.00 6,887.54 44,424.44 -37,536.90
242471 2/06/09 USD 3.280 1.000 6,887.54 44,424.44 -37,536.90
SALE 2/04/09 60 MECHEL GROUP OAO RUB 1 500.00 1,777.24 10,577.25 -8,800.01
242471 2/09/09 USD 3.554 1.000 1,777.24 10,577.25 -8,800.01
SALE 2/04/09 60 MECHEL GROUP OAO RUB 1 10,700.00 40,405.11 226,353.07 -185,947.96
242471 2/09/09 USD 3.776 1.000 40,405.11 226,353.07 -185,947.96
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 81
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/10/09 60 EURASIA DRILLING CO LT 11,000.00 42,848.28 264,275.15 -221,426.87
240073 2/13/09 USD 3.895 1.000 42,848.28 264,275.15 -221,426.87
SALE 2/11/09 60 EURASIA DRILLING CO LT 300.00 1,168.59 7,207.50 -6,038.91
240073 2/17/09 USD 3.895 1.000 1,168.59 7,207.50 -6,038.91
SALE 2/16/09 60 EURASIA DRILLING CO LT 26,800.00 104,393.99 643,870.36 -539,476.37
240073 2/19/09 USD 3.895 1.000 104,393.99 643,870.36 -539,476.37
SALE 2/24/09 60 EURASIA DRILLING CO LT 5,500.00 20,328.00 132,137.57 -111,809.57
240073 2/27/09 USD 3.696 1.000 20,328.00 132,137.57 -111,809.57
---------------- --------- ---------------- ------------ ---------------- --------------
72,400.00 267,489.51 1,656,739.98 -1,389,250.47
267,489.51 1,656,739.98 -1,389,250.47
11 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
904,839.00 8,381.031,198,044,772.94 2,005,651,464.27 -807606691.33
3,656,035.76 9,511,334.39 -5,855,298.63
127 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
904,839.00 8,381.031,198,044,772.94 2,005,651,464.27 -807606691.33
3,656,035.76 9,511,334.39 -5,855,298.63
127 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
---------------- --------- ---------------- ------------ ---------------- --------------
2,454,207.00 12,721.714,330,922,681.08 5,138,529,372.41 -807606691.33
5,888,238.35 11,743,536.98 -5,855,298.63
204 TRANSACTIONS WITHIN FUND: LAZARD ASSET MANAGEMENT (5148)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 82
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
FOREIGN STOCKS (2220)
--------------------------------
PUR 2/25/09 60 TURKCELL ILETISIM HIZM 83,750.00 1,110.84 755,567.21 755,567.21
244494 2/27/09 TRY 828330 8.999 1.696 445,447.01 445,447.01
---------------- --------- ---------------- ------------ ---------------- --------------
83,750.00 1,110.84 755,567.21 755,567.21
445,447.01 445,447.01
1 TRANSACTION IN COUNTRY: TURKEY (3400)
PUR 1/29/09 60 CHINA COAL ENERGY 682,000.00 1,741.88 3,884,611.24 3,884,611.24
244708 2/02/09 HKD 828025 5.676 7.757 500,813.66 500,813.66
PUR 1/30/09 60 CHINA COAL ENERGY 257,000.00 656.85 1,464,313.76 1,464,313.76
244708 2/03/09 HKD 828021 5.678 7.754 188,836.50 188,836.50
PUR 1/30/09 60 ZIJIN MINING GROUP CO 1,002.00 1.74 3,841.17 3,841.17
240854 2/03/09 HKD 828041 3.820 7.754 495.35 495.35
PUR 2/02/09 60 CHINA COAL ENERGY 280,000.00 712.32 1,588,167.79 1,588,167.79
244708 2/04/09 HKD 828039 5.652 7.755 204,800.67 204,800.67
PUR 2/03/09 60 CHINA COAL ENERGY 319,000.00 828.28 1,846,413.58 1,846,413.58
244708 2/05/09 HKD 828073 5.768 7.753 238,157.80 238,157.80
PUR 2/05/09 60 BANK OF CHINA LTD 4,625,000.00 2,891.27 9,811,229.07 9,811,229.07
244492 2/09/09 HKD 827822 2.117 7.753 1,265,442.54 1,265,442.54
PUR 2/05/09 60 CHINA NATIONAL BUILDIN 620,690.00 6,340.95 4,921,579.19 4,921,579.19
244805 2/12/09 HKD 828126 7.850 7.753 634,780.37 634,780.37
PUR 2/16/09 60 CHINA NATIONAL BUILDIN 266,000.00 1,117.07 2,490,388.08 2,490,388.08
244805 2/18/09 HKD 828218 9.330 7.754 321,191.20 321,191.20
PUR 2/17/09 60 CHINA NATIONAL BUILDIN 38,000.00 159.00 354,492.32 354,492.32
244805 2/19/09 HKD 828222 9.296 7.754 45,714.99 45,714.99
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 83
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/18/09 60 CHINA NATIONAL BUILDIN 178,000.00 737.92 1,645,423.01 1,645,423.01
244805 2/20/09 HKD 828230 9.212 7.755 212,173.02 212,173.02
---------------- --------- ---------------- ------------ ---------------- --------------
7,266,692.00 15,187.28 28,010,459.21 28,010,459.21
3,612,406.10 3,612,406.10
10 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 2/17/09 60 SK TELECOM CO LTD KRW 3,212.00 169.87 618,135,150.00 618,135,150.00
244075 2/19/09 KRW 828229 192368. 1454.90 424,864.35 424,864.35
---------------- --------- ---------------- ------------ ---------------- --------------
3,212.00 169.87 618,135,150.00 618,135,150.00
424,864.35 424,864.35
1 TRANSACTION IN COUNTRY: KOREA (4500)
PUR 2/13/09 60 P T TELEKOMUNIKASI IND 843.00 37.10 18,586.81 18,586.81
239560 2/19/09 USD 828218 22.004 1.000 18,586.81 18,586.81
PUR 2/16/09 60 BANK DANAMON PT 122,000.00 278,263,513.00 278,263,513.00
244925 2/19/09 IDR 828217 2280.84 11800.0 23,581.65 23,581.65
PUR 2/17/09 60 BANK DANAMON PT 230,000.00 146.91 524,056,673.00 524,056,673.00
244925 2/20/09 IDR 828223 2270.92 11875.0 44,131.09 44,131.09
PUR 2/17/09 60 BANK DANAMON PT 96,500.00 62.93 219,894,934.00 219,894,934.00
244925 2/20/09 IDR 828236 2270.96 11874.9 18,517.47 18,517.47
PUR 2/17/09 60 TELEKOMUNIKASI INDONES 252,500.00 1,606,015,493.00 1,606,015,493.00
244926 2/20/09 IDR 828231 6360.45 11875.0 135,243.41 135,243.41
PUR 2/18/09 60 TELEKOMUNIKASI INDONES 88,500.00 564,211,158.00 564,211,158.00
244926 2/23/09 IDR 828252 6375.26 11890.0 47,452.58 47,452.58
PUR 2/18/09 60 TELEKOMUNIKASI INDONES 515,500.00 3,284,158,796.00 3,284,158,796.00
244926 2/23/09 IDR 828232 6370.82 11890.0 276,211.84 276,211.84
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 84
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/19/09 60 BANK DANAMON PT 81,500.00 212,536,896.00 212,536,896.00
244925 2/24/09 IDR 828247 2607.81 11960.0 17,770.64 17,770.64
PUR 2/20/09 60 BANK DANAMON PT 27,500.00 20.18 72,428,605.00 72,428,605.00
244925 2/25/09 IDR 828263 2625.00 11950.0 6,060.97 6,060.97
PUR 2/23/09 60 BANK DANAMON PT 41,500.00 107,221,710.00 107,221,710.00
244925 2/26/09 IDR 828280 2583.65 11899.9 9,010.23 9,010.23
PUR 2/24/09 60 BANK DANAMON PT 10,000.00 7.23 25,878,781.00 25,878,781.00
244925 2/27/09 IDR 828291 2579.26 11919.9 2,171.04 2,171.04
---------------- --------- ---------------- ------------ ---------------- --------------
1,466,343.00 274.356,894,685,145.81 6,894,685,145.81
598,737.73 598,737.73
11 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 2/11/09 60 NASPERS LTD ZAR 0.02 13,089.00 1,090.81 2,162,691.09 2,162,691.09
244867 2/18/09 ZAR 828180 164.407 9.868 219,166.49 219,166.49
PUR 2/12/09 60 NASPERS LTD ZAR 0.02 16,782.00 1,349.93 2,735,847.42 2,735,847.42
244867 2/19/09 ZAR 828192 162.211 10.088 271,211.64 271,211.64
PUR 2/13/09 60 NASPERS LTD ZAR 0.02 16,782.00 1,347.78 2,699,048.52 2,699,048.52
244867 2/20/09 ZAR 828204 160.030 9.967 270,795.77 270,795.77
PUR 2/16/09 60 NASPERS LTD ZAR 0.02 7,678.00 609.47 1,227,371.44 1,227,371.44
244867 2/23/09 ZAR 828212 159.060 10.023 122,455.50 122,455.50
PUR 2/17/09 60 NASPERS LTD ZAR 0.02 12,027.00 930.27 1,912,881.82 1,912,881.82
244867 2/24/09 ZAR 828226 158.257 10.234 186,919.86 186,919.86
PUR 2/18/09 60 NASPERS LTD ZAR 0.02 5,594.00 439.99 906,437.08 906,437.08
244867 2/25/09 ZAR 828238 161.231 10.253 88,402.70 88,402.70
PUR 2/19/09 60 NASPERS LTD ZAR 0.02 6,194.00 510.59 1,028,364.61 1,028,364.61
244867 2/26/09 ZAR 828255 165.200 10.024 102,588.20 102,588.20
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 85
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/20/09 60 NASPERS LTD ZAR 0.02 5,456.00 429.95 881,670.42 881,670.42
244867 2/27/09 ZAR 828270 160.792 10.206 86,385.77 86,385.77
---------------- --------- ---------------- ------------ ---------------- --------------
83,602.00 6,708.79 13,554,312.40 13,554,312.40
1,347,925.93 1,347,925.93
8 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
---------------- --------- ---------------- ------------ ---------------- --------------
8,903,599.00 23,451.137,555,140,634.63 7,555,140,634.63
6,429,381.12 6,429,381.12
31 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
8,903,599.00 23,451.137,555,140,634.63 7,555,140,634.63
6,429,381.12 6,429,381.12
31 "PUR " TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 86
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/16/09 60 STRAITS ASIA RESOURCES 660,000.00 929.01 556,885.99 1,817,482.40 -1,260,596.41
240113 2/19/09 SGD 828217 .846 1.516 367,435.99 1,299,170.06 -931,734.07
SALE 2/17/09 60 STRAITS ASIA RESOURCES 245,648.00 358.34 199,483.12 676,455.94 -476,972.82
240113 2/20/09 SGD 828223 .814 1.529 130,432.27 483,543.22 -353,110.95
---------------- --------- ---------------- ------------ ---------------- --------------
905,648.00 1,287.35 756,369.11 2,493,938.34 -1,737,569.23
497,868.26 1,782,713.28 -1,284,845.02
2 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
SALE 2/16/09 60 ZIJIN MINING GROUP CO 908,000.00 1,907.01 4,221,850.98 6,671,240.96 -2,449,389.98
240854 2/18/09 HKD 828220 4.666 7.754 544,502.04 856,098.45 -311,596.41
---------------- --------- ---------------- ------------ ---------------- --------------
908,000.00 1,907.01 4,221,850.98 6,671,240.96 -2,449,389.98
544,502.04 856,098.45 -311,596.41
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 1/29/09 60 SHANGHAI INDUSTRIAL HL 42,948.00 390.75 865,201.57 1,025,261.89 -160,060.32
239784 2/02/09 HKD 828019 20.216 7.757 111,543.92 131,609.29 -20,065.37
SALE 1/30/09 60 DENWAY MOTORS LTD HKD0 413,394.00 437.30 968,084.93 1,605,800.10 -637,715.17
239780 2/03/09 HKD 828019 2.350 7.754 124,843.31 205,933.88 -81,090.57
SALE 1/30/09 60 SHANGHAI INDUSTRIAL HL 4,041.00 36.79 81,342.94 96,467.43 -15,124.49
239784 2/03/09 HKD 828022 20.200 7.754 10,489.91 12,383.19 -1,893.28
SALE 2/02/09 60 DENWAY MOTORS LTD HKD0 302,000.00 320.14 708,606.60 1,173,097.89 -464,491.29
239780 2/04/09 HKD 828040 2.355 7.755 91,377.69 150,442.51 -59,064.82
SALE 2/03/09 60 DENWAY MOTORS LTD HKD0 75,611.00 80.03 177,072.96 293,705.64 -116,632.68
239780 2/05/09 HKD 828076 2.350 7.753 22,839.58 37,665.92 -14,826.34
SALE 2/04/09 60 DENWAY MOTORS LTD HKD0 572,995.00 614.99 1,361,308.85 2,225,759.02 -864,450.17
239780 2/06/09 HKD 828088 2.384 7.754 175,566.67 285,439.76 -109,873.09
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 87
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/05/09 60 SHANGHAI INDUSTRIAL HL 44,000.00 400.55 886,666.87 1,050,375.41 -163,708.54
239784 2/09/09 HKD 828040 20.222 7.753 114,361.41 134,833.02 -20,471.61
SALE 2/06/09 60 SHANGHAI INDUSTRIAL HL 2,092.00 19.11 42,110.18 49,940.58 -7,830.40
239784 2/10/09 HKD 828113 20.200 7.754 5,430.49 6,410.70 -980.21
---------------- --------- ---------------- ------------ ---------------- --------------
1,457,081.00 2,299.66 5,090,394.90 7,520,407.96 -2,430,013.06
656,452.98 964,718.27 -308,265.29
8 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 2/17/09 60 KT CORP 6,280.00 562.07 239,702,240.00 286,555,664.82 -46,853,424.82
239553 2/19/09 KRW 828229 38299.3 1454.90 164,755.13 288,950.07 -124,194.94
SALE 2/18/09 60 KT CORP 8,470.00 722.64 310,715,962.00 386,485,108.44 -75,769,146.44
239553 2/20/09 KRW 828229 36809.4 1466.90 211,818.09 389,714.51 -177,896.42
SALE 2/19/09 60 HYUNDAI HEAVY INDUSTRI 5,387.00 2,562.891,080,602,616.00 1,865,440,167.00 -784837551.00
239549 2/23/09 KRW 828261 201299. 1480.90 729,693.17 1,896,806.94 -1,167,113.77
SALE 2/19/09 60 KOREA ELECTRIC POWER C 25,210.00 1,435.46 605,237,231.00 748,713,860.71 -143476629.71
244074 2/23/09 KRW 828261 24092.1 1480.90 408,695.54 547,920.60 -139,225.06
SALE 2/19/09 60 KT CORP 2,130.00 176.64 76,676,914.00 97,191,650.65 -20,514,736.65
239553 2/23/09 KRW 828247 36121.3 1480.90 51,777.24 98,003.77 -46,226.53
SALE 2/19/09 60 POSCO 2,414.00 1,927.33 812,626,816.00 1,146,676,346.21 -334049530.21
239562 2/23/09 KRW 828261 337813. 1480.90 548,738.48 1,080,314.36 -531,575.88
SALE 2/19/09 60 WOORI FINANCE HOLDINGS 126,080.00 1,952.18 823,104,026.00 1,485,159,269.77 -662055243.77
240852 2/23/09 KRW 828261 6551.35 1480.90 555,813.37 1,331,126.69 -775,313.32
---------------- --------- ---------------- ------------ ---------------- --------------
175,971.00 9,339.213,948,665,805.00 6,016,222,067.60 -2067556262.60
2,671,291.02 5,632,836.94 -2,961,545.92
7 TRANSACTIONS IN COUNTRY: KOREA (4500)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 88
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/06/09 60 GOLD FIELDS LTD ZAR 0. 80,667.00 2,228.66 8,625,657.29 6,713,012.51 1,912,644.78
243218 2/13/09 ZAR 828041 107.197 9.700 889,233.85 752,219.24 137,014.61
SALE 2/16/09 60 ANGLOGOLD LIMITED ZAR 9,058.00 665.11 2,659,899.19 2,095,788.36 564,110.83
239788 2/23/09 ZAR 828220 294.388 10.023 265,379.55 265,311.95 67.60
SALE 2/16/09 60 GOLD FIELDS LTD ZAR 0. 13,020.00 358.88 1,435,244.40 1,083,509.03 351,735.37
243218 2/23/09 ZAR 828217 110.510 10.023 143,195.09 121,411.41 21,783.68
SALE 2/17/09 60 ANGLOGOLD LIMITED ZAR 4,299.00 320.40 1,308,263.93 994,678.09 313,585.84
239788 2/24/09 ZAR 828226 305.081 10.234 127,838.80 125,919.20 1,919.60
SALE 2/17/09 60 GOLD FIELDS LTD ZAR 0. 25,317.00 722.56 2,950,408.32 2,106,850.85 843,557.47
243218 2/24/09 ZAR 828226 116.831 10.234 288,303.19 236,080.86 52,222.33
---------------- --------- ---------------- ------------ ---------------- --------------
132,361.00 4,295.61 16,979,473.13 12,993,838.84 3,985,634.29
1,713,950.48 1,500,942.66 213,007.82
5 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 2/09/09 60 AMERICA MOVIL-ADR SERI 12,727.00 800.62 398,388.10 722,148.21 -323,760.11
239544 2/12/09 USD 828151 31.366 1.000 398,388.10 722,148.21 -323,760.11
---------------- --------- ---------------- ------------ ---------------- --------------
12,727.00 800.62 398,388.10 722,148.21 -323,760.11
398,388.10 722,148.21 -323,760.11
1 TRANSACTION IN COUNTRY: MEXICO (7800)
SALE 2/16/09 60 GAMUDA BHD 177,600.00 363.50 358,059.53 623,305.68 -265,246.15
240306 2/19/09 MYR 828218 2.024 3.615 99,048.28 193,322.58 -94,274.30
SALE 2/17/09 60 GAMUDA BHD 181,500.00 362.44 359,503.45 636,993.14 -277,489.69
240306 2/20/09 MYR 828223 1.988 3.638 98,818.98 197,567.84 -98,748.86
SALE 2/18/09 60 GAMUDA BHD 100,800.00 221.87 196,908.27 353,768.09 -156,859.82
240306 2/23/09 MYR 828232 1.962 3.655 53,873.67 109,723.63 -55,849.96
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 89
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/19/09 60 GAMUDA BHD 100,300.00 220.90 195,941.55 352,013.29 -156,071.74
240306 2/24/09 MYR 828248 1.962 3.653 53,638.53 109,179.37 -55,540.84
SALE 2/20/09 60 GAMUDA BHD 145,500.00 288.96 276,887.00 510,647.39 -233,760.39
240306 2/25/09 MYR 828278 1.910 3.674 75,363.91 158,380.83 -83,016.92
SALE 2/23/09 60 GAMUDA BHD 374,300.00 659.34 710,034.04 1,313,644.80 -603,610.76
240306 2/26/09 MYR 828280 1.903 3.653 194,370.12 407,436.05 -213,065.93
SALE 2/24/09 60 GAMUDA BHD 298,500.00 489.56 565,625.40 1,047,616.82 -481,991.42
240306 2/27/09 MYR 828292 1.901 3.663 154,415.89 324,925.63 -170,509.74
---------------- --------- ---------------- ------------ ---------------- --------------
1,378,500.00 2,606.57 2,662,959.24 4,837,989.21 -2,175,029.97
729,529.38 1,500,535.93 -771,006.55
7 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
SALE 1/28/09 60 NOVOLIPETSK IRON + STL 5,345.00 107.20 53,490.86 247,857.65 -194,366.79
241564 2/02/09 USD 828006 10.028 1.000 53,490.86 247,857.65 -194,366.79
SALE 1/29/09 60 NOVOLIPETSK IRON + STL 1,586.00 29.20 14,568.34 73,545.79 -58,977.45
241564 2/03/09 USD 828014 9.204 1.000 14,568.34 73,545.79 -58,977.45
---------------- --------- ---------------- ------------ ---------------- --------------
6,931.00 136.40 68,059.20 321,403.44 -253,344.24
68,059.20 321,403.44 -253,344.24
2 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
4,977,219.00 22,672.433,978,843,299.66 6,051,783,034.56 -2072939734.90
7,280,041.46 13,281,397.18 -6,001,355.72
33 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
4,977,219.00 22,672.433,978,843,299.66 6,051,783,034.56 -2072939734.90
7,280,041.46 13,281,397.18 -6,001,355.72
33 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
---------------- --------- ---------------- ------------ ---------------- --------------
13,880,818.00 46,123.56 11533983934.29 13606923669.19 -2072939734.90
13,709,422.58 19,710,778.30 -6,001,355.72
64 TRANSACTIONS WITHIN FUND: PICTET ASSET MANAGEMENT (5149)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 90
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
FOREIGN STOCKS (2220)
--------------------------------
PUR 1/29/09 60 DATANG INTL 132,000.00 186.22 468,896.07 468,896.07
244619 2/02/09 HKD TID702 3.541 7.757 60,451.24 60,451.24
PUR 1/30/09 60 DATANG INTL 252,000.00 370.69 933,107.24 933,107.24
244619 2/03/09 HKD TID703 3.691 7.754 120,332.62 120,332.62
PUR 2/02/09 60 DATANG INTL 560,000.00 833.21 2,097,501.33 2,097,501.33
244619 2/04/09 HKD TID703 3.734 7.755 270,481.30 270,481.30
PUR 2/03/09 60 DATANG INTL 300,000.00 449.35 1,130,913.79 1,130,913.79
244619 2/05/09 HKD TID704 3.758 7.753 145,869.78 145,869.78
PUR 2/04/09 60 DATANG INTL 180,000.00 276.90 696,874.99 696,874.99
244619 2/06/09 HKD TID705 3.860 7.754 89,875.29 89,875.29
---------------- --------- ---------------- ------------ ---------------- --------------
1,424,000.00 2,116.37 5,327,293.42 5,327,293.42
687,010.23 687,010.23
5 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 1/29/09 60 SHINSEGAE CO LTD KRW 5 891.00 719.88 397,906,814.00 397,906,814.00
244133 2/02/09 KRW TID702 445470. 1378.40 288,672.96 288,672.96
PUR 2/06/09 60 SAMSUNG ELECTRONICS CO 3,185.00 3,104.291,722,451,802.00 1,722,451,802.00
244807 2/10/09 KRW TID706 539452. 1383.70 1,244,815.93 1,244,815.93
PUR 2/06/09 60 SAMSUNG ELECTRONICS CO 287.00 279.75 155,226,738.00 155,226,738.00
244807 2/10/09 KRW TID706 539510. 1383.70 112,182.36 112,182.36
PUR 2/06/09 60 SAMSUNG ELECTRONICS CO 1,157.00 1,123.94 623,637,452.00 623,637,452.00
244807 2/10/09 KRW TID706 537668. 1383.70 450,702.79 450,702.79
PUR 2/09/09 60 SAMSUNG ELECTRONICS CO 2,282.00 2,184.931,209,620,477.00 1,209,620,477.00
244807 2/11/09 KRW TID706 528748. 1380.60 876,155.64 876,155.64
---------------- --------- ---------------- ------------ ---------------- --------------
7,802.00 7,412.794,108,843,283.00 4,108,843,283.00
2,972,529.68 2,972,529.68
5 TRANSACTIONS IN COUNTRY: KOREA (4500)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 91
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/20/09 60 ASTRA AGRO LESTARI TBK 496,000.00 6,042,976,690.00 6,042,976,690.00
244131 2/25/09 IDR TID711 12183.4 11950.0 505,688.43 505,688.43
PUR 2/23/09 60 ASTRA AGRO LESTARI TBK 75,000.00 925,749,789.00 925,749,789.00
244131 2/26/09 IDR TID713 12343.3 11900.0 77,794.10 77,794.10
---------------- --------- ---------------- ------------ ---------------- --------------
571,000.00 6,968,726,479.00 6,968,726,479.00
583,482.53 583,482.53
2 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 2/24/09 60 EFG-HERMES HOLDING SAE 161,374.00 2,261.84 2,120,303.34 2,120,303.34
244274 2/26/09 EGP TID713 13.061 5.591 379,235.08 379,235.08
---------------- --------- ---------------- ------------ ---------------- --------------
161,374.00 2,261.84 2,120,303.34 2,120,303.34
379,235.08 379,235.08
1 TRANSACTION IN COUNTRY: EGYPT (5100)
PUR 1/29/09 60 IMPALA PLATINUM HOLDIN 25,816.00 1,433.09 3,178,975.70 3,178,975.70
240708 2/05/09 ZAR TID702 122.588 9.937 319,896.93 319,896.93
PUR 2/04/09 60 KUMBA IRON ORE LTD ZAR 9,105.00 616.91 1,365,732.41 1,365,732.41
244804 2/11/09 ZAR TID705 149.326 9.918 137,707.95 137,707.95
PUR 2/05/09 60 KUMBA IRON ORE LTD ZAR 7,603.00 557.69 1,228,331.23 1,228,331.23
244804 2/12/09 ZAR TID705 160.835 9.867 124,488.82 124,488.82
PUR 2/06/09 60 KUMBA IRON ORE LTD ZAR 6,857.00 546.82 1,184,025.28 1,184,025.28
244804 2/13/09 ZAR TID706 171.900 9.700 122,063.20 122,063.20
PUR 2/06/09 60 KUMBA IRON ORE LTD ZAR 5,042.00 400.17 866,476.62 866,476.62
244804 2/13/09 ZAR TID706 171.082 9.700 89,326.57 89,326.57
PUR 2/09/09 60 KUMBA IRON ORE LTD ZAR 4,252.00 250.78 750,944.22 750,944.22
244804 2/16/09 ZAR TID707 176.046 9.552 78,618.91 78,618.91
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 92
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/09/09 60 KUMBA IRON ORE LTD ZAR 7,524.00 624.53 1,331,600.86 1,331,600.86
244804 2/16/09 ZAR TID707 176.188 9.552 139,409.83 139,409.83
PUR 2/10/09 60 KUMBA IRON ORE LTD ZAR 5,847.00 472.50 1,022,477.16 1,022,477.16
244804 2/17/09 ZAR TID707 174.089 9.694 105,473.08 105,473.08
PUR 2/11/09 60 KUMBA IRON ORE LTD ZAR 11,255.00 906.93 1,997,715.83 1,997,715.83
244804 2/18/09 ZAR TID708 176.701 9.868 202,447.94 202,447.94
PUR 2/12/09 60 KUMBA IRON ORE LTD ZAR 9,945.00 770.31 1,734,550.69 1,734,550.69
244804 2/19/09 ZAR TID709 173.633 10.088 171,950.50 171,950.50
PUR 2/13/09 60 KUMBA IRON ORE LTD ZAR 11,648.00 897.44 1,996,695.88 1,996,695.88
244804 2/20/09 ZAR TID709 170.652 9.967 200,328.67 200,328.67
PUR 2/16/09 60 KUMBA IRON ORE LTD ZAR 2,495.00 186.23 416,657.07 416,657.07
244804 2/23/09 ZAR TID710 166.249 10.023 41,570.10 41,570.10
---------------- --------- ---------------- ------------ ---------------- --------------
107,389.00 7,663.40 17,074,182.95 17,074,182.95
1,733,282.50 1,733,282.50
12 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 1/28/09 60 BANCO ITAU HLDG F ADR 30,900.00 309.00 325,194.69 325,194.69
240235 2/02/09 USD TID702 10.514 1.000 325,194.69 325,194.69
PUR 2/13/09 60 VIVO PARTICIPACOES S A 1,800.00 27.00 28,935.00 28,935.00
244868 2/19/09 USD TID709 16.060 1.000 28,935.00 28,935.00
PUR 2/13/09 60 VIVO PARTICIPACOES S A 27,000.00 1,080.00 437,335.20 437,335.20
244868 2/19/09 USD TID709 16.158 1.000 437,335.20 437,335.20
PUR 2/17/09 60 VIVO PARTICIPACOES S A 49,900.00 1,996.00 772,322.26 772,322.26
244868 2/20/09 USD TID710 15.437 1.000 772,322.26 772,322.26
PUR 2/18/09 60 VIVO PARTICIPACOES S A 22,000.00 880.00 341,976.80 341,976.80
244868 2/23/09 USD TID710 15.504 1.000 341,976.80 341,976.80
---------------- --------- ---------------- ------------ ---------------- --------------
131,600.00 4,292.00 1,905,763.95 1,905,763.95
1,905,763.95 1,905,763.95
5 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 93
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/06/09 60 CEMEX SAB-CPO 351,700.00 756.91 4,306,050.38 4,306,050.38
244806 2/11/09 MXN TID706 12.213 14.187 303,520.86 303,520.86
PUR 2/09/09 60 CEMEX SAB-CPO 194,500.00 433.41 2,452,342.07 2,452,342.07
244806 2/12/09 MXN TID707 12.577 14.110 173,799.24 173,799.24
PUR 2/09/09 60 CEMEX SAB-CPO 217,200.00 486.63 2,753,425.56 2,753,425.56
244806 2/12/09 MXN TID707 12.645 14.110 195,137.25 195,137.25
PUR 2/10/09 60 CEMEX SAB-CPO 269,900.00 596.91 3,418,549.62 3,418,549.62
244806 2/13/09 MXN TID707 12.634 14.282 239,360.71 239,360.71
PUR 2/23/09 60 CEMEX SAB-CPO 346,400.00 510.75 3,041,216.72 3,041,216.72
244806 2/26/09 MXN TID713 8.758 14.849 204,812.29 204,812.29
---------------- --------- ---------------- ------------ ---------------- --------------
1,379,700.00 2,784.61 15,971,584.35 15,971,584.35
1,116,630.35 1,116,630.35
5 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 1/29/09 60 BANK HAPOALIM BM 394,494.00 3,071,688.08 3,071,688.08
244705 2/02/09 ILS TID702 7.786 4.043 759,773.45 759,773.45
PUR 1/29/09 60 BANK LEUMI LE-ISRAEL 203,678.00 1,184.92 1,601,626.03 1,601,626.03
244706 2/02/09 ILS TID702 7.840 4.043 396,157.72 396,157.72
PUR 1/29/09 60 CELLCOM ISRAEL LTD ILS 14,300.00 911.57 1,232,144.04 1,232,144.04
244707 2/02/09 ILS TID702 85.906 4.043 304,767.38 304,767.38
PUR 2/02/09 60 BANK LEUMI LE-ISRAEL 633,668.00 356.12 484,134.79 484,134.79
244706 2/04/09 ILS TID703 .762 4.066 119,063.20 119,063.20
PUR 2/02/09 60 BANK LEUMI LE-ISRAEL 45,319.00 258.38 351,262.28 351,262.28
244706 2/04/09 ILS TID704 7.728 4.066 86,385.88 86,385.88
PUR 2/02/09 60 CELLCOM ISRAEL LTD ILS 4,100.00 256.51 348,712.76 348,712.76
244707 2/04/09 ILS TID704 84.798 4.066 85,758.88 85,758.88
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 94
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/02/09 60 CELLCOM ISRAEL LTD ILS 5,300.00 333.29 453,094.89 453,094.89
244707 2/04/09 ILS TID703 85.234 4.066 111,429.56 111,429.56
PUR 2/03/09 60 BANK LEUMI LE-ISRAEL 80,269.00 470.35 638,386.41 638,386.41
244706 2/05/09 ILS TID704 7.929 4.060 157,253.52 157,253.52
PUR 2/03/09 60 CELLCOM ISRAEL LTD ILS 7,100.00 448.53 608,767.18 608,767.18
244707 2/05/09 ILS TID704 85.485 4.060 149,957.43 149,957.43
PUR 2/04/09 60 CELLCOM ISRAEL LTD ILS 7,600.00 494.30 669,345.11 669,345.11
244707 2/09/09 ILS TID705 87.808 4.050 165,262.24 165,262.24
PUR 2/05/09 60 CELLCOM ISRAEL LTD ILS 2,700.00 175.49 238,068.26 238,068.26
244707 2/09/09 ILS TID705 87.910 4.058 58,673.63 58,673.63
PUR 2/09/09 60 CELLCOM ISRAEL LTD ILS 5,600.00 369.66 499,376.77 499,376.77
244707 2/11/09 ILS TID707 88.908 4.041 123,589.76 123,589.76
PUR 2/11/09 60 CELLCOM ISRAEL LTD ILS 5,100.00 331.78 449,639.47 449,639.47
244707 2/16/09 ILS TID708 87.901 4.053 110,926.23 110,926.23
PUR 2/16/09 60 CELLCOM ISRAEL LTD ILS 1,700.00 110.23 151,042.19 151,042.19
244707 2/18/09 ILS TID710 88.583 4.099 36,852.14 36,852.14
PUR 2/17/09 60 CELLCOM ISRAEL LTD ILS 4,400.00 282.61 390,220.88 390,220.88
244707 2/19/09 ILS TID710 88.421 4.130 94,484.47 94,484.47
PUR 2/18/09 60 CELLCOM ISRAEL LTD ILS 4,400.00 276.61 383,608.14 383,608.14
244707 2/23/09 ILS TID710 86.923 4.148 92,480.27 92,480.27
PUR 2/19/09 60 CELLCOM ISRAEL LTD ILS 4,500.00 289.50 401,115.20 401,115.20
244707 2/23/09 ILS TID711 88.870 4.144 96,789.54 96,789.54
PUR 2/23/09 60 CELLCOM ISRAEL LTD ILS 4,000.00 251.03 347,131.88 347,131.88
244707 2/25/09 ILS TID713 86.523 4.136 83,929.37 83,929.37
---------------- --------- ---------------- ------------ ---------------- --------------
1,428,228.00 6,800.88 12,319,364.36 12,319,364.36
3,033,534.67 3,033,534.67
18 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 95
TRANS-TYPE: PUR SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 2/02/09 60 OJSC POLYUS GOLD USD 1 7,000.00 279.99 107,198.69 107,198.69
244803 2/05/09 USD TID704 15.274 1.000 107,198.69 107,198.69
PUR 2/12/09 60 OJSC POLYUS GOLD USD 1 11,700.00 468.00 192,023.91 192,023.91
244803 2/18/09 USD TID709 16.372 1.000 192,023.91 192,023.91
---------------- --------- ---------------- ------------ ---------------- --------------
18,700.00 747.99 299,222.60 299,222.60
299,222.60 299,222.60
2 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
PUR 2/04/09 60 LARSEN + TOUBRO LT 55,099.00 2,203.96 756,547.84 756,547.84
241423 2/09/09 USD TID705 13.691 1.000 756,547.84 756,547.84
PUR 2/06/09 60 STERLITE INDS INDIA LT 109,200.00 4,368.00 597,476.88 597,476.88
244130 2/11/09 USD TID706 5.431 1.000 597,476.88 597,476.88
PUR 2/23/09 60 DR REDDYS LABS ADR 12,400.00 124.00 107,532.80 107,532.80
243932 2/26/09 USD TID713 8.662 1.000 107,532.80 107,532.80
PUR 2/23/09 60 DR REDDYS LABS ADR 18,800.00 225.60 163,633.32 163,633.32
243932 2/26/09 USD TID713 8.692 1.000 163,633.32 163,633.32
---------------- --------- ---------------- ------------ ---------------- --------------
195,499.00 6,921.56 1,625,190.84 1,625,190.84
1,625,190.84 1,625,190.84
4 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
5,425,292.00 41,001.44 11134212667.81 11134212667.81
14,335,882.43 14,335,882.43
59 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
5,425,292.00 41,001.44 11134212667.81 11134212667.81
14,335,882.43 14,335,882.43
59 "PUR " TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 96
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/09/09 60 HIKMA PHARMACEUTICALS 7,760.00 54.19 30,245.51 33,599.06 -3,353.55
239225 2/12/09 UKP TID707 3.902 .671 45,105.12 65,288.34 -20,183.22
SALE 2/10/09 60 HIKMA PHARMACEUTICALS 4,873.00 32.26 18,274.69 21,099.00 -2,824.31
239225 2/13/09 UKP TID707 3.755 .681 26,847.34 40,998.73 -14,151.39
SALE 2/12/09 60 HIKMA PHARMACEUTICALS 57,463.00 363.56 212,260.39 248,801.94 -36,541.55
239225 2/17/09 UKP TID709 3.698 .701 302,598.43 483,461.94 -180,863.51
---------------- --------- ---------------- ------------ ---------------- --------------
70,096.00 450.01 260,780.59 303,500.00 -42,719.41
374,550.89 589,749.01 -215,198.12
3 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
SALE 1/29/09 60 SHANGHAI ELECTRIC GRP 294,000.00 283.91 710,336.19 1,319,901.17 -609,564.98
239272 2/02/09 HKD TID702 2.424 7.757 91,578.29 169,269.86 -77,691.57
SALE 1/30/09 60 SHANGHAI ELECTRIC GRP 232,000.00 224.15 560,769.03 1,041,554.66 -480,785.63
239272 2/03/09 HKD TID703 2.425 7.754 72,316.24 133,573.50 -61,257.26
---------------- --------- ---------------- ------------ ---------------- --------------
526,000.00 508.06 1,271,105.22 2,361,455.83 -1,090,350.61
163,894.53 302,843.36 -138,948.83
2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 2/19/09 60 CHINA LIFE INS 519,000.00 4,663.50 11,666,975.03 14,915,890.63 -3,248,915.60
239268 2/23/09 HKD TID711 22.549 7.755 1,504,523.13 1,914,052.93 -409,529.80
---------------- --------- ---------------- ------------ ---------------- --------------
519,000.00 4,663.50 11,666,975.03 14,915,890.63 -3,248,915.60
1,504,523.13 1,914,052.93 -409,529.80
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
SALE 2/24/09 60 BANGKOK BANK PCL-FOREI 86,000.00 546.00 6,249,479.13 9,740,444.40 -3,490,965.27
240198 2/27/09 THB TID713 72.895 35.650 175,300.96 296,392.16 -121,091.20
---------------- --------- ---------------- ------------ ---------------- --------------
86,000.00 546.00 6,249,479.13 9,740,444.40 -3,490,965.27
175,300.96 296,392.16 -121,091.20
1 TRANSACTION IN COUNTRY: THAILAND (6550)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 97
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 1/29/09 60 CIA SANEAMENTO BASICO 2,300.00 65.23 59,442.41 62,890.21 -3,447.80
244408 2/03/09 BRL TID702 25.909 2.284 26,026.71 27,185.91 -1,159.20
SALE 1/30/09 60 CIA SANEAMENTO BASICO 2,300.00 53.76 57,908.48 62,890.21 -4,981.73
244408 2/04/09 BRL TID703 25.232 2.322 24,939.05 27,185.91 -2,246.86
SALE 2/02/09 60 CIA SANEAMENTO BASICO 6,000.00 133.91 145,565.98 164,061.41 -18,495.43
244408 2/05/09 BRL TID704 24.313 2.343 62,128.03 70,919.77 -8,791.74
SALE 2/02/09 60 ODONTOPREV S.A. 2,800.00 60.38 65,635.78 116,387.58 -50,751.80
239257 2/05/09 BRL TID704 23.492 2.343 28,013.56 68,029.99 -40,016.43
SALE 2/03/09 60 CIA SANEAMENTO BASICO 16,600.00 362.74 389,533.74 453,903.22 -64,369.48
244408 2/06/09 BRL TID704 23.516 2.315 168,294.19 196,211.35 -27,917.16
SALE 2/10/09 60 ODONTOPREV S.A. 33,000.00 616.63 642,092.04 1,371,710.78 -729,618.74
239257 2/13/09 BRL TID707 19.499 2.244 286,086.28 801,782.06 -515,695.78
SALE 2/10/09 60 ODONTOPREV S.A. 1,500.00 28.74 29,925.00 62,350.49 -32,425.49
239257 2/13/09 BRL TID707 19.993 2.244 13,333.18 36,444.64 -23,111.46
SALE 2/11/09 60 ODONTOPREV S.A. 14,500.00 282.87 297,705.92 602,721.41 -305,015.49
239257 2/16/09 BRL TID708 20.576 2.268 131,240.49 352,298.18 -221,057.69
SALE 2/11/09 60 SIDER NACIONAL CIA ADR 56,700.00 572.07 903,600.15 755,700.76 147,899.39
243385 2/17/09 USD TID708 15.947 1.000 903,600.15 755,700.76 147,899.39
SALE 2/12/09 60 ODONTOPREV S.A. 25,900.00 504.85 535,706.83 1,076,585.13 -540,878.30
239257 2/17/09 BRL TID709 20.728 2.287 234,229.74 629,277.43 -395,047.69
SALE 2/13/09 60 ODONTOPREV S.A. 3,200.00 65.37 69,050.94 133,014.38 -63,963.44
239257 2/18/09 BRL TID709 21.625 2.277 30,326.73 77,748.56 -47,421.83
SALE 2/16/09 60 ODONTOPREV S.A. 4,200.00 87.55 92,169.00 174,581.37 -82,412.37
239257 2/19/09 BRL TID710 21.992 2.269 40,620.98 102,044.99 -61,424.01
---------------- --------- ---------------- ------------ ---------------- --------------
169,000.00 2,834.10 3,288,336.27 5,036,796.95 -1,748,460.68
1,948,839.09 3,144,829.55 -1,195,990.46
12 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 98
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 2/04/09 60 GRUPO FINANCIERO BANOR 346,800.00 1,237.56 7,183,852.24 8,120,789.18 -936,936.94
244201 2/09/09 MXN TID705 20.767 14.549 493,786.45 600,736.98 -106,950.53
SALE 2/05/09 60 GRUPO FINANCIERO BANOR 221,600.00 768.56 4,392,405.07 5,189,062.52 -796,657.45
244201 2/10/09 MXN TID706 19.871 14.323 306,657.25 383,861.92 -77,204.67
SALE 2/06/09 60 GRUPO FINANCIERO BANOR 170,400.00 604.80 3,423,548.32 3,990,145.55 -566,597.23
244201 2/11/09 MXN TID706 20.142 14.187 241,315.88 295,171.80 -53,855.92
SALE 2/09/09 60 GRUPO FINANCIERO BANOR 208,300.00 763.55 4,298,786.46 4,877,625.11 -578,838.65
244201 2/12/09 MXN TID707 20.689 14.110 304,658.08 360,823.28 -56,165.20
SALE 2/09/09 60 GRUPO FINANCIERO BANOR 121,700.00 435.17 2,449,972.61 2,849,769.45 -399,796.84
244201 2/12/09 MXN TID707 20.182 14.110 173,631.32 210,812.26 -37,180.94
---------------- --------- ---------------- ------------ ---------------- --------------
1,068,800.00 3,809.64 21,748,564.70 25,027,391.81 -3,278,827.11
1,520,048.98 1,851,406.24 -331,357.26
5 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 1/28/09 60 TEVA PHARMA IND ADR EA 6,600.00 67.55 275,504.89 302,121.13 -26,616.24
239858 2/02/09 USD TID702 41.753 1.000 275,504.89 302,121.13 -26,616.24
SALE 1/29/09 60 BEZEQ THE ISRAELI TELE 351,669.00 1,586.91 2,132,153.81 2,130,741.04 1,412.77
243383 2/02/09 ILS TID702 6.081 4.043 527,382.28 578,338.59 -50,956.31
SALE 2/02/09 60 BEZEQ THE ISRAELI TELE 222,221.00 981.06 1,325,736.84 1,346,423.50 -20,686.66
243383 2/04/09 ILS TID703 5.984 4.066 326,038.28 365,454.39 -39,416.11
---------------- --------- ---------------- ------------ ---------------- --------------
580,490.00 2,635.52 3,733,395.54 3,779,285.67 -45,890.13
1,128,925.45 1,245,914.11 -116,988.66
3 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
SALE 1/29/09 60 MOBILE TELESYSTEMS OJS 27,100.00 1,087.37 600,047.54 923,490.94 -323,443.40
243388 2/03/09 USD TID703 22.182 1.000 600,047.54 923,490.94 -323,443.40
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 99
TRANS-TYPE: SALE SETTLEMENTS FROM 2/01/09 THROUGH 2/28/09 ** 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 1/30/09 60 MOBILE TELESYSTEMS OJS 5,500.00 220.66 117,460.09 187,424.36 -69,964.27
243388 2/04/09 USD TID703 21.397 1.000 117,460.09 187,424.36 -69,964.27
SALE 1/30/09 60 MOBILE TELESYSTEMS OJS 1,300.00 13.16 27,667.48 44,300.30 -16,632.82
243388 2/04/09 USD TID703 21.293 1.000 27,667.48 44,300.30 -16,632.82
SALE 2/02/09 60 MOBILE TELESYSTEMS OJS 7,300.00 292.81 143,989.50 248,763.24 -104,773.74
243388 2/05/09 USD TID704 19.765 1.000 143,989.50 248,763.24 -104,773.74
SALE 2/03/09 60 MOBILE TELESYSTEMS OJS 3,200.00 32.35 61,990.37 109,046.90 -47,056.53
243388 2/06/09 USD TID704 19.382 1.000 61,990.37 109,046.90 -47,056.53
SALE 2/03/09 60 MOBILE TELESYSTEMS OJS 2,700.00 108.30 52,471.77 92,008.32 -39,536.55
243388 2/06/09 USD TID704 19.474 1.000 52,471.77 92,008.32 -39,536.55
SALE 2/03/09 60 MOBILE TELESYSTEMS OJS 48,400.00 489.04 897,897.24 1,649,334.37 -751,437.13
243388 2/06/09 USD TID704 18.562 1.000 897,897.24 1,649,334.37 -751,437.13
SALE 2/04/09 60 MOBILE TELESYSTEMS OJS 20,300.00 205.16 385,421.76 691,766.28 -306,344.52
243388 2/09/09 USD TID705 18.996 1.000 385,421.76 691,766.28 -306,344.52
---------------- --------- ---------------- ------------ ---------------- --------------
115,800.00 2,448.85 2,286,945.75 3,946,134.71 -1,659,188.96
2,286,945.75 3,946,134.71 -1,659,188.96
8 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
3,135,186.00 17,895.68 50,505,582.23 65,110,900.00 -14,605,317.77
9,103,028.78 13,291,322.07 -4,188,293.29
35 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
3,135,186.00 17,895.68 50,505,582.23 65,110,900.00 -14,605,317.77
9,103,028.78 13,291,322.07 -4,188,293.29
35 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
8,560,478.00 58,897.12 11184718250.04 11199323567.81 -14,605,317.77
23,438,911.21 27,627,204.50 -4,188,293.29
94 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
349,915,745.05 1663855.78 94379641684.89 124782260427.47 -30402618742.5
.9616 1,675,042,407.56 2,097,050,907.07 -422008499.51
980 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****