S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 11/01/09 THROUGH 11/30/09 ** 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
DEV MKT COMMON STOCK (2220)
PUR 10/28/09 60 ENBRIDGE INC 40,000.00 1,487.68 1,664,576.00 1,664,576.00
230209 11/02/09 CAD S26794 41.574 1.076 1,547,722.92 1,547,722.92
PUR 10/28/09 60 NATIONAL BANK OF CANAD 20,000.00 743.84 1,125,782.00 1,125,782.00
230230 11/02/09 CAD S26794 56.249 1.075 1,046,752.21 1,046,752.21
PUR 11/02/09 60 BANK OF NOVA SCOTIA 40,000.00 1,488.79 1,834,844.00 1,834,844.00
230194 11/05/09 CAD S26804 45.831 1.075 1,707,308.09 1,707,308.09
PUR 11/02/09 60 ROGERS COMMUNICATIONS 30,000.00 1,116.59 963,456.00 963,456.00
230243 11/05/09 CAD S26804 32.075 1.075 896,488.32 896,488.32
PUR 11/20/09 60 BANK MONTREAL QUE NPV 40,000.00 1,494.63 2,148,696.00 2,148,696.00
248006 11/25/09 CAD S26853 53.677 1.071 2,007,189.16 2,007,189.16
PUR 11/20/09 60 POTASH CORP SASK COM 10,000.00 373.66 1,229,584.00 1,229,584.00
230239 11/25/09 CAD S26853 122.918 1.071 1,148,607.19 1,148,607.19
180,000.00 6,705.19 8,966,938.00 8,966,938.00
8,354,067.89 8,354,067.89
6 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 10/20/09 60 SOCIETE GENERALE EUR 1 403,224.00 14,516,064.00 14,516,064.00
245186 11/02/09 EUR 26739 36.000 .669 21,694,261.12 21,694,261.12
PUR 11/06/09 60 VINCI SA 200,000.00 16,855.64 7,566,693.04 7,566,693.04
249596 11/11/09 EUR S26817 37.777 .672 11,253,947.69 11,253,947.69
PUR 11/11/09 60 VINCI SA 200,000.00 17,452.55 7,773,502.79 7,773,502.79
249596 11/16/09 EUR S26827 38.809 .667 11,652,487.84 11,652,487.84
PUR 11/13/09 60 VINCI SA 200,000.00 17,161.46 7,695,706.27 7,695,706.27
249596 11/18/09 EUR S26837 38.421 .672 11,458,133.29 11,458,133.29
1,003,224.00 51,469.65 37,551,966.10 37,551,966.10
56,058,829.94 56,058,829.94
4 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 2
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 10/28/09 60 KONINKLIJKE KPN NV 1,000,000.00 27,552.17 12,458,960.45 12,458,960.45
239708 11/02/09 EUR S26791 12.440 .677 18,395,664.45 18,395,664.45
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 27,552.17 12,458,960.45 12,458,960.45
18,395,664.45 18,395,664.45
1 TRANSACTION IN COUNTRY: NETHERLANDS ( 600)
PUR 10/30/09 60 BALOISE HOLDING AG 64,300.00 9,105.52 5,718,205.98 5,718,205.98
248470 11/04/09 CHF S26799 88.785 1.024 5,584,185.53 5,584,185.53
PUR 10/30/09 60 BALOISE HOLDING AG 35,700.00 4,630.71 3,165,976.85 3,165,976.85
248470 11/04/09 CHF S26799 88.550 1.024 3,091,774.27 3,091,774.27
PUR 11/06/09 60 ACTELION LTD 90,770.00 8,484.91 5,272,892.65 5,272,892.65
249592 11/11/09 CHF S26815 57.996 1.015 5,193,944.69 5,193,944.69
PUR 11/06/09 60 BASILEA PHARMACEUTICA- 75,710.00 10,047.70 6,369,840.42 6,369,840.42
240259 11/11/09 CHF S26815 84.000 1.015 6,274,468.50 6,274,468.50
PUR 11/06/09 60 BASILEA PHARMACEUTICA- 9,290.00 1,146.74 777,278.64 777,278.64
240259 11/11/09 CHF S26815 83.543 1.015 765,640.90 765,640.90
PUR 11/09/09 60 ACTELION LTD 3,300.00 310.39 191,647.46 191,647.46
249592 11/12/09 CHF S26820 57.980 1.007 190,371.97 190,371.97
PUR 11/11/09 60 ACTELION LTD 100,000.00 9,409.98 5,867,150.55 5,867,150.55
249592 11/16/09 CHF S26825 58.577 1.008 5,823,474.49 5,823,474.49
PUR 11/11/09 60 ACTELION LTD 5,930.00 557.52 344,451.89 344,451.89
249592 11/16/09 CHF S26825 57.992 1.008 341,887.73 341,887.73
PUR 11/11/09 60 GAM HOLDING LTD 305,000.00 7,295.37 3,875,817.59 3,875,817.59
248834 11/16/09 CHF S26825 12.684 1.008 3,846,965.35 3,846,965.35
PUR 11/12/09 60 GAM HOLDING LTD 195,000.00 4,739.02 2,535,948.16 2,535,948.16
248834 11/17/09 CHF S26833 12.980 1.015 2,498,963.50 2,498,963.50
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: 3
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/13/09 60 ADECCO SA-REG 200,000.00 15,432.17 10,446,766.68 10,446,766.68
249676 11/18/09 CHF S26838 52.156 1.014 10,303,547.37 10,303,547.37
PUR 11/13/09 60 BALOISE HOLDING AG 58,000.00 7,790.17 5,273,527.05 5,273,527.05
248470 11/18/09 CHF S26838 90.787 1.014 5,201,229.95 5,201,229.95
PUR 11/16/09 60 BALOISE HOLDING AG 45,000.00 6,150.10 4,134,983.65 4,134,983.65
248470 11/19/09 CHF S26842 91.751 1.007 4,106,239.97 4,106,239.97
PUR 11/17/09 60 BALOISE HOLDING AG 45,000.00 6,050.19 4,113,031.30 4,113,031.30
248470 11/20/09 CHF S26845 91.264 1.018 4,039,512.18 4,039,512.18
PUR 11/18/09 60 BALOISE HOLDING AG 102,000.00 13,787.70 9,290,304.55 9,290,304.55
248470 11/23/09 CHF S26847 90.945 1.009 9,205,612.91 9,205,612.91
---------------- --------- ---------------- ------------ ---------------- --------------
1,335,000.00 104,938.19 67,377,823.42 67,377,823.42
66,467,819.31 66,467,819.31
15 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
PUR 10/28/09 60 CENTRICA ORD GBP 0.061 3,500,000.00 87,387.98 8,660,213.47 8,660,213.47
248801 11/02/09 UKP S26792 2.459 .611 14,181,959.34 14,181,959.34
PUR 10/29/09 60 CENTRICA ORD GBP 0.061 3,300,000.00 84,357.03 8,266,950.26 8,266,950.26
248801 11/03/09 UKP S26796 2.490 .604 13,690,063.61 13,690,063.61
PUR 11/20/09 60 CENTRICA ORD GBP 0.061 2,450,000.00 65,325.32 6,418,862.72 6,418,862.72
248801 11/25/09 UKP S26852 2.604 .605 10,601,402.08 10,601,402.08
---------------- --------- ---------------- ------------ ---------------- --------------
9,250,000.00 237,070.33 23,346,026.45 23,346,026.45
38,473,425.03 38,473,425.03
3 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
PUR 10/30/09 60 DAIMLER AG 250,000.00 19,125.46 8,653,711.13 8,653,711.13
248924 11/03/09 EUR S26801 34.563 .678 12,769,424.28 12,769,424.28
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 4
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 10/30/09 60 PRAKTIKER BAU- UND HEI 231,335.00 4,283.20 1,938,019.95 1,938,019.95
233903 11/03/09 EUR S26801 8.365 .678 2,859,744.06 2,859,744.06
PUR 11/06/09 60 DAIMLER AG 250,000.00 18,319.51 8,223,842.29 8,223,842.29
248924 11/10/09 EUR S26813 32.846 .672 12,231,326.22 12,231,326.22
PUR 11/11/09 60 DAIMLER AG 250,000.00 19,316.53 8,603,736.27 8,603,736.27
248924 11/13/09 EUR S26826 34.363 .667 12,897,008.59 12,897,008.59
PUR 11/11/09 60 MERCK KGAA 93,227.00 13,913.56 6,197,205.37 6,197,205.37
242835 11/13/09 EUR S26826 66.375 .667 9,289,616.55 9,289,616.55
PUR 11/12/09 60 MERCK KGAA 63,000.00 9,331.54 4,185,941.51 4,185,941.51
242835 11/16/09 EUR S26832 66.344 .672 6,230,359.07 6,230,359.07
PUR 11/12/09 60 MERCK KGAA 25,000.00 3,702.77 1,660,987.75 1,660,987.75
242835 11/16/09 EUR S26832 66.340 .672 2,472,215.65 2,472,215.65
PUR 11/13/09 60 MERCK KGAA 68,773.00 10,176.18 4,563,300.41 4,563,300.41
242835 11/17/09 EUR S26839 66.254 .672 6,794,295.74 6,794,295.74
---------------- --------- ---------------- ------------ ---------------- --------------
1,231,335.00 98,168.75 44,026,744.68 44,026,744.68
65,543,990.16 65,543,990.16
8 TRANSACTIONS IN COUNTRY: GERMANY (1100)
PUR 11/11/09 60 OUTOKUMPU OYJ 25,000.00 674.55 300,450.00 300,450.00
243316 11/16/09 EUR S26827 12.000 .667 450,374.83 450,374.83
PUR 11/11/09 60 OUTOKUMPU OYJ 147,182.00 3,961.20 1,764,352.23 1,764,352.23
243316 11/16/09 EUR S26827 11.970 .667 2,644,765.62 2,644,765.62
PUR 11/19/09 60 OUTOKUMPU OYJ 44,752.00 1,197.03 537,829.54 537,829.54
243316 11/24/09 EUR S26849 12.000 .673 799,214.12 799,214.12
PUR 11/20/09 60 OUTOKUMPU OYJ 33,066.00 882.73 396,936.81 396,936.81
243316 11/25/09 EUR S26851 11.986 .673 589,372.11 589,372.11
---------------- --------- ---------------- ------------ ---------------- --------------
250,000.00 6,715.51 2,999,568.58 2,999,568.58
4,483,726.68 4,483,726.68
4 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: 5
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 10/30/09 60 DSV A/S 500,000.00 12,083.19 40,688,641.55 40,688,641.55
249200 11/04/09 DKK S26800 81.255 5.043 8,067,540.71 8,067,540.71
PUR 10/30/09 60 FLSMIDTH + CO A/S DKK 100,000.00 8,214.81 27,662,371.41 27,662,371.41
248776 11/04/09 DKK S26800 276.209 5.043 5,484,756.90 5,484,756.90
PUR 11/06/09 60 DSV A/S 159,145.00 3,854.69 12,877,248.07 12,877,248.07
249200 11/11/09 DKK S26819 80.794 5.004 2,573,648.06 2,573,648.06
---------------- --------- ---------------- ------------ ---------------- --------------
759,145.00 24,152.69 81,228,261.03 81,228,261.03
16,125,945.67 16,125,945.67
3 TRANSACTIONS IN COUNTRY: DENMARK (1400)
PUR 11/06/09 60 ATLANTIA SPA 500,000.00 18,972.23 8,516,856.15 8,516,856.15
249594 11/11/09 EUR S26817 17.008 .672 12,667,125.93 12,667,125.93
PUR 11/09/09 60 ATLANTIA SPA 500,000.00 19,492.92 8,671,888.35 8,671,888.35
249594 11/12/09 EUR S26821 17.318 .666 13,014,775.93 13,014,775.93
PUR 11/13/09 60 ATLANTIA SPA 500,000.00 19,671.34 8,821,212.00 8,821,212.00
249594 11/18/09 EUR S26837 17.616 .672 13,133,898.22 13,133,898.22
PUR 11/20/09 60 ATLANTIA SPA 500,000.00 20,173.44 9,071,336.63 9,071,336.63
249594 11/25/09 EUR S26851 18.116 .673 13,469,128.25 13,469,128.25
---------------- --------- ---------------- ------------ ---------------- --------------
2,000,000.00 78,309.93 35,081,293.13 35,081,293.13
52,284,928.33 52,284,928.33
4 TRANSACTIONS IN COUNTRY: ITALY (1700)
PUR 10/29/09 60 HONGKONG ELECTRIC HOLD 240,000.00 3,979.61 10,011,890.39 10,011,890.39
223127 11/02/09 HKD S26795 41.588 7.750 1,291,840.16 1,291,840.16
PUR 10/29/09 60 MTR CORP 200,000.00 2,184.69 5,496,151.57 5,496,151.57
225598 11/02/09 HKD S26795 27.396 7.750 709,171.70 709,171.70
---------------- --------- ---------------- ------------ ---------------- --------------
440,000.00 6,164.30 15,508,041.96 15,508,041.96
2,001,011.86 2,001,011.86
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
17,448,704.00 641,246.71 328,545,623.80 328,545,623.80
328,189,409.32 328,189,409.32
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: 6
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
50 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
17,448,704.00 641,246.71 328,545,623.80 328,545,623.80
328,189,409.32 328,189,409.32
50 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 7
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/02/09 60 BIC 2,646.00 288.20 129,459.52 99,263.64 30,195.88
222840 11/05/09 EUR S26802 49.000 .675 191,846.17 122,589.69 69,256.48
SALE 11/04/09 60 BIC 2,500.00 272.63 122,316.25 93,786.51 28,529.74
222840 11/09/09 EUR S26807 49.000 .674 181,480.54 115,825.48 65,655.06
SALE 11/12/09 60 BIC 2,000.00 218.79 97,853.00 75,029.21 22,823.79
222840 11/17/09 EUR S26831 49.000 .672 145,644.49 92,660.39 52,984.10
SALE 11/13/09 60 AXA RTS(EXP 11/23/09) 9,000,000.00 6,081.50 3,399,715.44 .02 3,399,715.42
249646 11/18/09 EUR S26837 .378 .672 5,061,834.65 .03 5,061,834.62
SALE 11/16/09 60 BIC 2,957.00 325.58 144,675.66 110,930.68 33,744.98
222840 11/19/09 EUR S26841 49.000 .668 216,724.05 136,998.37 79,725.68
SALE 11/20/09 60 GDF SUEZ 250,000.00 16,269.99 7,294,167.31 7,718,827.01 -424,659.70
241862 11/25/09 EUR S26851 29.221 .673 10,830,385.75 10,132,689.66 697,696.09
---------------- --------- ---------------- ------------ ---------------- --------------
9,260,103.00 23,456.69 11,188,187.18 8,097,837.07 3,090,350.11
16,627,915.65 10,600,763.62 6,027,152.03
6 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
SALE 11/05/09 60 YARA INTERNATIONAL NOK 250,000.00 12,610.56 47,591,380.69 35,121,065.21 12,470,315.49
233900 11/10/09 NOK S26811 190.652 5.669 8,394,429.87 5,361,766.42 3,032,663.45
SALE 11/11/09 60 STOREBRAND ASA 40,000.00 429.76 1,597,699.85 1,635,182.35 -37,482.50
202782 11/16/09 NOK S26828 40.003 5.585 286,080.05 271,331.47 14,748.58
SALE 11/16/09 60 STOREBRAND ASA 260,000.00 2,826.33 10,448,315.98 10,628,685.29 -180,369.31
202782 11/19/09 NOK S26840 40.246 5.554 1,881,392.99 1,763,654.55 117,738.44
SALE 11/17/09 60 STOREBRAND ASA 239,400.00 2,556.79 9,563,715.66 9,786,566.37 -222,850.71
202782 11/20/09 NOK S26846 40.009 5.619 1,701,971.04 1,623,918.84 78,052.20
SALE 11/18/09 60 STOREBRAND ASA 105,000.00 1,128.37 4,194,171.79 4,292,353.67 -98,181.88
202782 11/23/09 NOK S26848 40.005 5.584 751,118.71 712,245.11 38,873.60
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: 8
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/19/09 60 STOREBRAND ASA 200.00 2.12 7,988.00 8,175.91 -187.91
202782 11/24/09 NOK S26850 40.000 5.655 1,412.48 1,356.66 55.82
---------------- --------- ---------------- ------------ ---------------- --------------
894,600.00 19,553.93 73,403,271.97 61,472,028.80 11,931,243.18
13,016,405.14 9,734,273.05 3,282,132.09
6 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
SALE 10/30/09 60 AXFOOD AB 30,000.00 911.91 6,423,383.19 6,158,535.85 264,847.34
238548 11/04/09 SEK S26798 214.327 7.051 911,001.88 949,543.65 -38,541.77
SALE 11/02/09 60 AXFOOD AB 21,758.00 660.10 4,611,558.92 4,466,580.77 144,978.15
238548 11/05/09 SEK S26803 212.160 6.993 659,444.15 688,672.36 -29,228.21
SALE 11/03/09 60 AXFOOD AB 12,500.00 371.96 2,649,010.84 2,566,056.60 82,954.24
238548 11/06/09 SEK S26805 212.133 7.129 371,587.60 395,643.19 -24,055.59
SALE 11/04/09 60 AXFOOD AB 35,742.00 1,061.41 7,459,687.15 7,337,279.61 122,407.54
238548 11/09/09 SEK S26806 208.918 7.035 1,060,352.68 1,131,286.30 -70,933.62
SALE 11/06/09 60 AXFOOD AB 44,000.00 2,007.87 9,370,968.43 9,032,519.25 338,449.18
238548 11/11/09 SEK S26818 213.297 7.011 1,336,571.26 1,392,664.02 -56,092.76
SALE 11/09/09 60 AXFOOD AB 38,683.00 1,833.75 8,349,958.79 7,941,021.41 408,937.38
238548 11/12/09 SEK S26822 216.180 6.840 1,220,664.98 1,224,373.23 -3,708.25
SALE 11/10/09 60 AXFOOD AB 15,111.00 710.79 3,238,004.66 3,102,054.51 135,950.15
238548 11/13/09 SEK S26823 214.603 6.843 473,150.39 478,285.14 -5,134.75
SALE 11/11/09 60 AXFOOD AB 27,921.00 1,305.81 5,915,728.70 5,731,749.32 183,979.38
238548 11/16/09 SEK S26824 212.192 6.806 869,231.48 883,740.27 -14,508.79
SALE 11/12/09 60 AXFOOD AB 12,285.00 568.52 2,597,060.33 2,521,920.43 75,139.90
238548 11/17/09 SEK S26830 211.718 6.862 378,442.31 388,838.12 -10,395.81
SALE 11/13/09 60 AXFOOD AB 12,000.00 556.38 2,533,797.59 2,463,414.34 70,383.25
238548 11/18/09 SEK S26836 211.467 6.841 370,362.44 379,817.46 -9,455.02
---------------- --------- ---------------- ------------ ---------------- --------------
250,000.00 9,988.50 53,149,158.60 51,321,132.09 1,828,026.51
7,650,809.17 7,912,863.74 -262,054.57
10 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: 9
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/12/09 60 TRANSOCEAN LTD 500.00 10.90 34,989.10 29,338.24 5,650.86
244631 11/17/09 USD S26835 70.000 1.000 34,989.10 29,338.24 5,650.86
SALE 11/20/09 60 TRANSOCEAN LTD 125,000.00 2,740.94 9,372,259.06 7,334,561.07 2,037,697.99
244631 11/25/09 USD S26854 75.000 1.000 9,372,259.06 7,334,561.07 2,037,697.99
SALE 11/20/09 60 TRANSOCEAN LTD 124,500.00 2,713.98 8,712,286.02 7,305,222.82 1,407,063.20
244631 11/25/09 USD S26854 70.000 1.000 8,712,286.02 7,305,222.82 1,407,063.20
---------------- --------- ---------------- ------------ ---------------- --------------
250,000.00 5,465.82 18,119,534.18 14,669,122.13 3,450,412.05
18,119,534.18 14,669,122.13 3,450,412.05
3 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
SALE 11/06/09 60 VESTAS WIND SYSTEMS 50,000.00 5,678.33 18,912,608.47 9,073,702.67 9,838,905.80
222191 11/11/09 DKK S26814 378.820 5.004 3,779,875.78 1,541,723.57 2,238,152.21
---------------- --------- ---------------- ------------ ---------------- --------------
50,000.00 5,678.33 18,912,608.47 9,073,702.67 9,838,905.80
3,779,875.78 1,541,723.57 2,238,152.21
1 TRANSACTION IN COUNTRY: DENMARK (1400)
SALE 11/11/09 60 ABERTIS INFRAESTRU 275,000.00 9,597.77 4,262,119.72 4,074,686.78 187,432.94
240490 11/16/09 EUR S26827 15.522 .667 6,388,921.38 6,136,146.54 252,774.84
SALE 11/12/09 60 ABERTIS INFRAESTRU 216,875.00 7,444.40 3,329,408.14 3,213,446.16 115,961.98
240490 11/17/09 EUR S26831 15.375 .672 4,955,494.04 4,839,188.29 116,305.75
---------------- --------- ---------------- ------------ ---------------- --------------
491,875.00 17,042.17 7,591,527.86 7,288,132.94 303,394.92
11,344,415.42 10,975,334.83 369,080.59
2 TRANSACTIONS IN COUNTRY: SPAIN (1500)
SALE 10/28/09 60 TELECOM ITALIA SPA RSP 13,000,000.00 22,483.49 10,136,472.45 10,086,760.83 49,711.62
245377 11/02/09 EUR S26791 .781 .677 14,966,509.18 13,448,770.32 1,517,738.86
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 10
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 10/29/09 60 FIAT SPA EUR 5.0 408,105.00 9,525.88 4,278,715.59 4,546,016.69 -267,301.10
234803 11/03/09 EUR S26797 10.500 .675 6,341,054.92 6,210,517.94 130,536.98
SALE 11/05/09 60 FIAT SPA EUR 5.0 1,000,000.00 23,560.29 10,532,777.10 11,139,331.03 -606,553.93
234803 11/10/09 EUR S26812 10.549 .672 15,683,297.40 15,217,941.32 465,356.08
SALE 11/05/09 60 FIAT SPA EUR 5.0 291,715.00 7,172.93 3,206,702.33 3,249,509.95 -42,807.62
234803 11/10/09 EUR S26812 11.009 .672 4,774,777.43 4,439,301.75 335,475.68
SALE 11/06/09 60 FIAT SPA EUR 5.0 508,285.00 11,993.65 5,367,964.75 5,661,954.87 -293,990.12
234803 11/11/09 EUR S26816 10.577 .672 7,983,777.62 7,735,051.30 248,726.32
SALE 11/06/09 60 FIAT SPA EUR 5.0 200,000.00 4,737.42 2,120,314.75 2,227,866.20 -107,551.45
234803 11/11/09 EUR S26816 10.618 .672 3,153,545.57 3,043,588.26 109,957.31
SALE 11/11/09 60 FIAT SPA EUR 5.0 1,000,000.00 24,533.85 10,894,833.20 11,139,331.03 -244,497.83
234803 11/16/09 EUR S26827 10.911 .667 16,331,364.99 15,217,941.32 1,113,423.67
---------------- --------- ---------------- ------------ ---------------- --------------
16,408,105.00 104,007.51 46,537,780.17 48,050,770.60 -1,512,990.43
69,234,327.11 65,313,112.21 3,921,214.90
7 TRANSACTIONS IN COUNTRY: ITALY (1700)
SALE 11/04/09 60 K-REIT ASIA RTS 180,000.00 16,539.16 .02 16,539.14
249639 11/04/09 SGD 26808 .092 1.396 11,851.78 .01 11,851.77
SALE 11/05/09 60 SINGAPORE EXCHANGE LTD 200,000.00 3,254.62 1,571,021.10 1,080,366.50 490,654.60
229999 11/10/09 SGD S26810 7.878 1.395 1,126,503.01 729,975.74 396,527.27
---------------- --------- ---------------- ------------ ---------------- --------------
380,000.00 3,254.62 1,587,560.26 1,080,366.52 507,193.74
1,138,354.79 729,975.75 408,379.04
2 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
SALE 10/28/09 60 ENERGIAS DE PORTUGAL S 3,000,000.00 19,828.45 8,939,470.65 10,404,531.49 -1,465,060.84
238546 11/02/09 EUR S26791 2.984 .677 13,199,135.12 14,763,853.16 -1,564,718.04
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: 11
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 10/29/09 60 ENERGIAS DE PORTUGAL S 3,000,000.00 20,105.03 9,030,533.85 10,404,531.49 -1,373,997.64
238546 11/03/09 EUR S26797 3.015 .675 13,383,247.83 14,763,853.16 -1,380,605.33
---------------- --------- ---------------- ------------ ---------------- --------------
6,000,000.00 39,933.48 17,970,004.50 20,809,062.98 -2,839,058.48
26,582,382.95 29,527,706.32 -2,945,323.37
2 TRANSACTIONS IN COUNTRY: PORTUGAL (3100)
SALE 10/29/09 60 CHEUNG KONG HOLDINGS 100,000.00 3,888.17 9,721,866.32 9,020,338.19 701,528.13
220007 11/02/09 HKD S26795 97.520 7.750 1,254,418.18 1,159,511.92 94,906.26
SALE 10/29/09 60 HANG LUNG PROPERTIES L 300,000.00 3,437.04 8,593,652.60 5,526,225.18 3,067,427.42
221642 11/02/09 HKD S26795 28.734 7.750 1,108,844.09 712,419.54 396,424.55
SALE 11/05/09 60 NEW WORLD DEVELOPMENT 600,000.00 3,895.73 9,740,208.86 7,830,940.10 1,909,268.76
237108 11/09/09 HKD S26809 16.284 7.750 1,256,833.58 1,009,032.73 247,800.85
SALE 11/05/09 60 SINO LAND CO ORD HK 1. 600,000.00 3,369.55 8,424,766.66 7,980,328.90 444,437.76
235092 11/09/09 HKD S26809 14.085 7.750 1,087,094.72 1,029,547.06 57,547.66
---------------- --------- ---------------- ------------ ---------------- --------------
1,600,000.00 14,590.49 36,480,494.44 30,357,832.37 6,122,662.07
4,707,190.57 3,910,511.25 796,679.32
4 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
35,584,683.00 242,971.54 284,940,127.63 252,219,988.17 32,720,139.47
172,201,210.76 154,915,386.47 17,285,824.29
43 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
35,584,683.00 242,971.54 284,940,127.63 252,219,988.17 32,720,139.47
172,201,210.76 154,915,386.47 17,285,824.29
43 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
---------------- --------- ---------------- ------------ ---------------- --------------
53,033,387.00 884,218.25 613,485,751.43 580,765,611.97 32,720,139.47
500,390,620.08 483,104,795.79 17,285,824.29
93 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: 12
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
COMMON STOCK (2215)
--------------------------------
PUR 11/25/09 60 ARCH CAP GROUP LTD 6,952.00 484,519.64 484,519.64
249897 11/25/09 USD 62558 69.695 1.000 484,519.64 484,519.64
---------------- --------- ---------------- ------------ ---------------- --------------
6,952.00 484,519.64 484,519.64
484,519.64 484,519.64
1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
6,952.00 484,519.64 484,519.64
484,519.64 484,519.64
1 TRANSACTION IN CATEGORY: COMMON STOCK (2215)
PRIVATE EQUITY (3000)
--------------------------------
PUR 11/04/09 60 DLJ MERCHANT BANKING I 141,633.71 141,633.71 141,633.71
234971 11/04/09 USD 62501 1.000 1.000 141,633.71 141,633.71
PUR 11/05/09 60 TEXAS PACFIC GROUP PAR 3,046,786.00 3,046,786.00 3,046,786.00
237192 11/05/09 USD 62511 1.000 1.000 3,046,786.00 3,046,786.00
PUR 11/06/09 60 NB/NJ SECONDARY FUND I 2,500,000.00 2,500,000.00 2,500,000.00
242111 11/06/09 USD 62510 1.000 1.000 2,500,000.00 2,500,000.00
PUR 11/06/09 60 SHERIDAN PRODUCTION PA 15,000,000.00 15,000,000.00 15,000,000.00
238205 11/06/09 USD 62509 1.000 1.000 15,000,000.00 15,000,000.00
PUR 11/09/09 60 CSFB-SERIES 2006 4,000,000.00 4,000,000.00 4,000,000.00
235211 11/09/09 USD 62522 1.000 1.000 4,000,000.00 4,000,000.00
PUR 11/09/09 60 GOLDMAN SACHS PRIVATE 3,818,861.00 3,818,861.00 3,818,861.00
234026 11/09/09 USD 62519 1.000 1.000 3,818,861.00 3,818,861.00
PUR 11/09/09 60 NJHL EUROPEAN BUYOUT I 1,673.55 1,673.55 1,673.55
233641 11/09/09 USD 62526 1.000 1.000 1,673.55 1,673.55
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 13
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/11/09 60 H.I.G. BAYSIDE DEBT & 10,000,000.00 10,000,000.00 10,000,000.00
241596 11/11/09 USD 62524 1.000 1.000 10,000,000.00 10,000,000.00
PUR 11/12/09 60 CS/NJDI EMERGING OPPOR 2,500,000.00 2,500,000.00 2,500,000.00
241598 11/12/09 USD 62529 1.000 1.000 2,500,000.00 2,500,000.00
PUR 11/12/09 60 FAIRVIEW CAPSTONE PART 199,061.00 199,061.00 199,061.00
243120 11/12/09 USD 62528 1.000 1.000 199,061.00 199,061.00
PUR 11/12/09 60 NJHL EUROPEAN BUYOUT S 2,698,857.45 2,698,857.45 2,698,857.45
241503 11/12/09 USD 62536 1.000 1.000 2,698,857.45 2,698,857.45
PUR 11/13/09 60 NJHL EUROPEAN BUYOUT I 1,497,183.78 1,497,183.78 1,497,183.78
233641 11/13/09 USD 62523 1.000 1.000 1,497,183.78 1,497,183.78
PUR 11/13/09 60 NJHL EUROPEAN BUYOUT I 954,115.85 954,115.85 954,115.85
233641 11/13/09 USD 62520 1.000 1.000 954,115.85 954,115.85
PUR 11/19/09 60 NJHL EUROPEAN BUYOUT I 417,498.78 417,498.78 417,498.78
233641 11/19/09 USD 62534 1.000 1.000 417,498.78 417,498.78
PUR 11/20/09 60 CENTERBRIDGE PARTNERS 962,609.00 962,609.00 962,609.00
234969 11/20/09 USD 1.000 1.000 962,609.00 962,609.00
PUR 11/20/09 60 NJHL EUROPEAN BUYOUT S 251,880.11 251,880.11 251,880.11
241503 11/20/09 USD 62535 1.000 1.000 251,880.11 251,880.11
PUR 11/23/09 60 CSFB/NJDI EMERG. OPP F 800,000.00 800,000.00 800,000.00
237463 11/23/09 USD 62551 1.000 1.000 800,000.00 800,000.00
PUR 11/24/09 60 HFCP VI 4,487,095.00 4,487,095.00 4,487,095.00
237795 11/24/09 USD 62538 1.000 1.000 4,487,095.00 4,487,095.00
PUR 11/24/09 60 NJHL EUROPEAN BUYOUT I 68,661.52 68,661.52 68,661.52
233641 11/24/09 USD 62544 1.000 1.000 68,661.52 68,661.52
PUR 11/25/09 60 AVE SPECIAL SITUATION 14,931,426.00 14,931,426.00 14,931,426.00
237794 11/25/09 USD 62546 1.000 1.000 14,931,426.00 14,931,426.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 14
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/25/09 60 GSO CAPITAL OPPORTUNIT 5,500,000.00 5,500,000.00 5,500,000.00
241894 11/25/09 USD 62545 1.000 1.000 5,500,000.00 5,500,000.00
PUR 11/25/09 60 NJHL EUROPEAN BUYOUT S 933,422.79 933,422.79 933,422.79
244345 11/25/09 USD 62554 1.000 1.000 933,422.79 933,422.79
PUR 11/25/09 60 NJHL EUROPEAN BUYOUT S 4,156,944.84 4,156,944.84 4,156,944.84
244345 11/25/09 USD 62553 1.000 1.000 4,156,944.84 4,156,944.84
PUR 11/25/09 60 SONJ PRIVATE OPPORTUNI 5,460,661.00 5,460,661.00 5,460,661.00
239748 11/25/09 USD 62552 1.000 1.000 5,460,661.00 5,460,661.00
PUR 11/27/09 60 BLACKSTONE CAPITAL PAR 2,320,740.00 2,320,740.00 2,320,740.00
233139 11/27/09 USD 62559 1.000 1.000 2,320,740.00 2,320,740.00
PUR 11/30/09 60 LEXINGTON CAPITAL PART 200,341.00 200,341.00 200,341.00
234543 11/30/09 USD 62548 1.000 1.000 200,341.00 200,341.00
PUR 11/30/09 60 ONEX PARTNERS II LP 409,828.00 409,828.00 409,828.00
235876 11/30/09 USD 62555 1.000 1.000 409,828.00 409,828.00
---------------- --------- ---------------- ------------ ---------------- --------------
87,259,280.38 87,259,280.38 87,259,280.38
87,259,280.38 87,259,280.38
27 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
PUR 11/25/09 60 PARTNERS GROUP SECONDA 2,900,000.00 2,900,000.00 2,900,000.00
243683 11/25/09 EUR 62568 1.000 .664 4,365,826.17 4,365,826.17
---------------- --------- ---------------- ------------ ---------------- --------------
2,900,000.00 2,900,000.00 2,900,000.00
4,365,826.17 4,365,826.17
1 TRANSACTION IN COUNTRY: CHANNEL ISLANDS (3600)
---------------- --------- ---------------- ------------ ---------------- --------------
90,159,280.38 90,159,280.38 90,159,280.38
91,625,106.55 91,625,106.55
28 TRANSACTIONS IN CATEGORY: PRIVATE EQUITY (3000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 15
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/02/09 60 WESTBROOK REAL ESTATE 3,272,727.00 3,272,727.00 3,272,727.00
238956 11/02/09 USD 62507 1.000 1.000 3,272,727.00 3,272,727.00
PUR 11/05/09 60 NJDOI/GMAM CORE REAL E 644,867.88 644,867.88 644,867.88
241592 11/05/09 USD 1.000 1.000 644,867.88 644,867.88
PUR 11/13/09 60 AEW CORE PROPERTY TRUS 5,000,000.00 5,000,000.00 5,000,000.00
238844 11/13/09 USD 62531 1.000 1.000 5,000,000.00 5,000,000.00
PUR 11/13/09 60 NJDOI/GMAM CORE REAL E 1,934,085.26 1,934,085.26 1,934,085.26
241592 11/13/09 USD 62553 1.000 1.000 1,934,085.26 1,934,085.26
PUR 11/19/09 60 CIM FUND III LP (RE) 621,757.00 621,757.00 621,757.00
238084 11/19/09 USD 62540 1.000 1.000 621,757.00 621,757.00
PUR 11/20/09 60 NJDOI/GMAM CT HIGH GRA 3,932,346.33 3,932,346.33 3,932,346.33
241490 11/20/09 USD 62541 1.000 1.000 3,932,346.33 3,932,346.33
---------------- --------- ---------------- ------------ ---------------- --------------
15,405,783.47 15,405,783.47 15,405,783.47
15,405,783.47 15,405,783.47
6 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
15,405,783.47 15,405,783.47 15,405,783.47
15,405,783.47 15,405,783.47
6 TRANSACTIONS IN CATEGORY: REAL ESTATE (3010)
---------------- --------- ---------------- ------------ ---------------- --------------
105,572,015.85 106,049,583.49 106,049,583.49
107,515,409.66 107,515,409.66
35 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD E (5146)
---------------- --------- ---------------- ------------ ---------------- --------------
105,572,015.85 106,049,583.49 106,049,583.49
107,515,409.66 107,515,409.66
35 TRANSACTIONS WITHIN FUND: COMMON PENSION FD E (5146)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 16
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 11/24/09 60 GOLDEN AGRI-RESOUR 886,000.00 265.86 433,533.59 433,533.59
249891 11/30/09 SGD H20091 .489 1.385 313,043.24 313,043.24
---------------- --------- ---------------- ------------ ---------------- --------------
886,000.00 265.86 433,533.59 433,533.59
313,043.24 313,043.24
1 TRANSACTION IN COUNTRY: SINGAPORE (1900)
PUR 11/02/09 60 PKO PLN 455.00 9,327.50 9,327.50
249958 11/02/09 PLN MFY10- 20.500 2.866 3,254.42 3,254.42
PUR 11/03/09 60 POLSKI KONCERN NAF PLN 4,877.00 145.89 142,176.23 142,176.23
248890 11/06/09 PLN N20091 29.065 2.915 48,775.68 48,775.68
PUR 11/03/09 60 TELEKOMUNIKACJA POLSKA 13,927.00 237.89 231,834.27 231,834.27
241648 11/06/09 PLN N20091 16.597 2.915 79,534.21 79,534.21
PUR 11/04/09 60 POLSKI KONCERN NAF PLN 2,948.00 90.64 86,797.56 86,797.56
248890 11/09/09 PLN N20091 29.355 2.864 30,303.24 30,303.24
PUR 11/04/09 60 POLSKI KONCERN NAF PLN 1,236.00 37.84 36,223.20 36,223.20
248890 11/09/09 PLN N20091 29.219 2.864 12,646.44 12,646.44
PUR 11/04/09 60 TELEKOMUNIKACJA POLSKA 2,422.00 42.53 40,762.99 40,762.99
241648 11/09/09 PLN N20091 16.780 2.864 14,231.40 14,231.40
PUR 11/04/09 60 TELEKOMUNIKACJA POLSKA 8,736.00 153.18 146,687.25 146,687.25
241648 11/09/09 PLN N20091 16.741 2.864 51,212.25 51,212.25
PUR 11/05/09 60 POLSKI KONCERN NAF PLN 5,130.00 158.83 151,374.28 151,374.28
248890 11/10/09 PLN N20091 29.419 2.851 53,102.60 53,102.60
PUR 11/05/09 60 TELEKOMUNIKACJA POLSKA 4,136.00 72.55 69,195.28 69,195.28
241648 11/10/09 PLN N20091 16.680 2.851 24,273.94 24,273.94
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: 17
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/05/09 60 TELEKOMUNIKACJA POLSKA 8,323.00 148.91 141,915.47 141,915.47
241648 11/10/09 PLN N20091 17.000 2.851 49,784.42 49,784.42
PUR 11/05/09 60 TELEKOMUNIKACJA POLSKA 2,406.00 42.65 40,645.59 40,645.59
241648 11/10/09 PLN N20091 16.843 2.851 14,258.61 14,258.61
PUR 11/06/09 60 TELEKOMUNIKACJA POLSKA 18,610.00 327.64 312,685.22 312,685.22
241648 11/12/09 PLN N20091 16.752 2.857 109,445.30 109,445.30
PUR 11/06/09 60 TELEKOMUNIKACJA POLSKA 4,469.00 78.86 75,321.92 75,321.92
241648 11/12/09 PLN N20091 16.804 2.857 26,363.99 26,363.99
---------------- --------- ---------------- ------------ ---------------- --------------
77,675.00 1,537.41 1,484,946.76 1,484,946.76
517,186.50 517,186.50
13 TRANSACTIONS IN COUNTRY: POLAND (2300)
PUR 10/27/09 60 COCA-COLA ICECEK AS TR 1,035.00 20.28 12,139.77 12,139.77
248888 11/02/09 TRY N20091 11.700 1.493 8,133.30 8,133.30
PUR 10/28/09 60 COCA-COLA ICECEK AS TR 259.00 5.08 3,063.84 3,063.84
248888 11/02/09 TRY N20091 11.800 1.504 2,037.40 2,037.40
PUR 10/30/09 60 COCA-COLA ICECEK AS TR 647.00 12.74 7,653.69 7,653.69
248888 11/03/09 TRY N20091 11.800 1.499 5,107.23 5,107.23
PUR 11/02/09 60 COCA-COLA ICECEK AS TR 2,403.00 46.95 28,205.38 28,205.38
248888 11/04/09 TRY N20091 11.708 1.498 18,827.43 18,827.43
PUR 11/03/09 60 COCA-COLA ICECEK AS TR 930.00 17.94 10,835.29 10,835.29
248888 11/05/09 TRY N20091 11.622 1.506 7,192.84 7,192.84
PUR 11/04/09 60 COCA-COLA ICECEK AS TR 3,314.00 65.50 39,177.05 39,177.05
248888 11/06/09 TRY N20091 11.792 1.492 26,265.12 26,265.12
PUR 11/04/09 60 COCA-COLA ICECEK AS TR 1,058.00 12,509.63 12,509.63
248888 11/06/09 TRY N20091 11.824 1.492 8,386.72 8,386.72
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: 18
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/05/09 60 COCA-COLA ICECEK AS TR 962.00 19.10 11,379.98 11,379.98
248888 11/09/09 TRY N20091 11.800 1.486 7,659.68 7,659.68
PUR 11/06/09 60 COCA-COLA ICECEK AS TR 107.00 2.13 1,265.76 1,265.76
248888 11/10/09 TRY N20091 11.800 1.484 853.00 853.00
PUR 11/09/09 60 COCA-COLA ICECEK AS TR 428.00 8.72 5,148.84 5,148.84
248888 11/11/09 TRY N20091 12.000 1.473 3,495.72 3,495.72
PUR 11/10/09 60 COCA-COLA ICECEK AS TR 897.00 18.22 10,784.98 10,784.98
248888 11/12/09 TRY N20091 11.993 1.476 7,305.41 7,305.41
PUR 11/11/09 60 COCA-COLA ICECEK AS TR 4,038.00 84.00 49,631.67 49,631.67
248888 11/13/09 TRY N20091 12.261 1.473 33,685.13 33,685.13
---------------- --------- ---------------- ------------ ---------------- --------------
16,078.00 300.66 191,795.88 191,795.88
128,948.98 128,948.98
12 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 11/13/09 60 TSINGTAO BREWERY CO LT 10,000.00 73.86 371,631.37 371,631.37
249763 11/17/09 HKD H20091 37.106 7.750 47,953.67 47,953.67
PUR 11/13/09 60 TSINGTAO BREWERY CO LT 4,000.00 68.93 149,242.16 149,242.16
249763 11/17/09 HKD H20091 37.177 7.750 19,257.55 19,257.55
PUR 11/13/09 60 TSINGTAO BREWERY CO LT 10,000.00 172.22 373,104.67 373,104.67
249763 11/17/09 HKD H20091 37.177 7.750 48,143.78 48,143.78
PUR 11/16/09 60 TSINGTAO BREWERY CO LT 6,000.00 44.87 225,729.91 225,729.91
249763 11/18/09 HKD H20091 37.564 7.750 29,127.19 29,127.19
PUR 11/17/09 60 TSINGTAO BREWERY CO LT 2,000.00 15.28 76,747.58 76,747.58
249763 11/19/09 HKD H20091 38.315 7.750 9,903.17 9,903.17
PUR 11/18/09 60 TSINGTAO BREWERY CO LT 10,000.00 76.69 386,349.31 386,349.31
249763 11/20/09 HKD H20091 38.576 7.750 49,852.81 49,852.81
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: 19
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/19/09 60 TSINGTAO BREWERY CO LT 2,000.00 15.07 75,659.99 75,659.99
249763 11/23/09 HKD H20091 37.772 7.750 9,762.83 9,762.83
PUR 11/20/09 60 TSINGTAO BREWERY CO LT 8,000.00 58.60 295,173.35 295,173.35
249763 11/24/09 HKD H20091 36.840 7.750 38,087.38 38,087.38
PUR 11/24/09 60 TSINGTAO BREWERY CO LT 4,000.00 30.17 151,683.78 151,683.78
249763 11/26/09 HKD H20091 37.863 7.750 19,572.61 19,572.61
PUR 11/25/09 60 TSINGTAO BREWERY CO LT 4,000.00 9.68 153,348.68 153,348.68
249763 11/27/09 HKD H20091 38.318 7.750 19,787.44 19,787.44
PUR 11/26/09 60 TSINGTAO BREWERY CO LT 2,000.00 4.79 75,901.12 75,901.12
249763 11/30/09 HKD H20091 37.932 7.750 9,793.82 9,793.82
---------------- --------- ---------------- ------------ ---------------- --------------
62,000.00 570.16 2,334,571.92 2,334,571.92
301,242.25 301,242.25
11 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 11/24/09 60 CHINA RESOURCES POWER 66,000.00 480.73 1,041,390.75 1,041,390.75
239284 11/26/09 HKD H20091 15.722 7.750 134,376.47 134,376.47
PUR 11/25/09 60 CHINA RESOURCES POWER 62,000.00 328.46 1,005,760.40 1,005,760.40
239284 11/27/09 HKD H20091 16.181 7.750 129,778.88 129,778.88
PUR 11/26/09 60 CHINA RESOURCES POWER 42,000.00 221.77 679,091.56 679,091.56
239284 11/30/09 HKD H20091 16.128 7.750 87,625.85 87,625.85
---------------- --------- ---------------- ------------ ---------------- --------------
170,000.00 1,030.96 2,726,242.71 2,726,242.71
351,781.20 351,781.20
3 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 10/29/09 60 KIA MOTORS CORP 2,431.00 91.43 43,818,688.00 43,818,688.00
249234 11/02/09 KRW H20091 17980.0 1195.20 36,662.22 36,662.22
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 20
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/19/09 60 HYUNDAI MOBIS 2,988.00 988.43 458,512,861.00 458,512,861.00
249828 11/23/09 KRW H20091 153068. 1156.80 396,363.12 396,363.12
PUR 11/20/09 60 HYUNDAI MOBIS 1,042.00 346.91 161,146,708.00 161,146,708.00
249828 11/24/09 KRW H20091 154265. 1158.40 139,111.45 139,111.45
PUR 11/23/09 60 HYUNDAI MOBIS 857.00 129,712,446.00 129,712,446.00
249828 11/25/09 KRW H20091 151356. 1155.40 112,266.27 112,266.27
PUR 11/24/09 60 HYUNDAI MOBIS 698.00 227.86 105,653,777.00 105,653,777.00
249828 11/26/09 KRW H20091 150988. 1156.30 91,372.29 91,372.29
PUR 11/25/09 60 HYUNDAI MOBIS 569.00 185.48 85,770,983.00 85,770,983.00
249828 11/27/09 KRW H20091 150363. 1153.20 74,376.50 74,376.50
PUR 11/26/09 60 HYUNDAI MOBIS 852.00 276.88 128,260,188.00 128,260,188.00
249828 11/30/09 KRW H20091 150164. 1155.20 111,028.56 111,028.56
---------------- --------- ---------------- ------------ ---------------- --------------
9,437.00 2,116.991,112,875,651.00 1,112,875,651.00
961,180.41 961,180.41
7 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 11/20/09 60 BUMI RESOURCES TBK PT 1,141,500.00 3,104,175,529.00 3,104,175,529.00
239310 11/25/09 IDR H20091 2719.38 9475.00 327,617.47 327,617.47
---------------- --------- ---------------- ------------ ---------------- --------------
1,141,500.00 3,104,175,529.00 3,104,175,529.00
327,617.47 327,617.47
1 TRANSACTION IN COUNTRY: INDONESIA (4600)
PUR 11/03/09 60 ANGLO PLATINUM LTD ZAR 1,900.00 711.76 1,245,467.24 1,245,467.24
245196 11/10/09 ZAR N20091 652.571 7.842 158,809.98 158,809.98
PUR 11/03/09 60 NASPERS LTD ZAR 0.02 23,700.00 3,725.89 6,507,598.67 6,507,598.67
242613 11/10/09 ZAR N20091 273.349 7.843 829,786.25 829,786.25
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 21
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/04/09 60 ANGLO PLATINUM LTD ZAR 1,900.00 757.70 1,297,491.74 1,297,491.74
245196 11/11/09 ZAR N20091 679.830 7.675 169,060.91 169,060.91
PUR 11/05/09 60 ANGLO PLATINUM LTD ZAR 1,300.00 518.93 878,153.49 878,153.49
245196 11/12/09 ZAR N20091 672.475 7.584 115,785.70 115,785.70
PUR 11/06/09 60 ANGLO PLATINUM LTD ZAR 400.00 160.94 270,153.89 270,153.89
245196 11/13/09 ZAR N20091 672.359 7.520 35,925.67 35,925.67
PUR 11/09/09 60 ANGLO PLATINUM LTD ZAR 800.00 331.11 546,373.50 546,373.50
245196 11/16/09 ZAR N20091 679.907 7.392 73,912.16 73,912.16
PUR 11/10/09 60 ANGLO PLATINUM LTD ZAR 300.00 124.88 206,424.75 206,424.75
245196 11/17/09 ZAR N20091 685.000 7.405 27,874.90 27,874.90
PUR 11/11/09 60 ANGLO PLATINUM LTD ZAR 500.00 210.53 346,393.03 346,393.03
245196 11/18/09 ZAR N20091 689.683 7.371 46,995.95 46,995.95
PUR 11/12/09 60 ANGLO PLATINUM LTD ZAR 400.00 164.72 273,338.96 273,338.96
245196 11/19/09 ZAR N20091 680.286 7.434 36,768.76 36,768.76
---------------- --------- ---------------- ------------ ---------------- --------------
31,200.00 6,706.46 11,571,395.27 11,571,395.27
1,494,920.28 1,494,920.28
9 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 11/25/09 60 BANPU PUBLIC CO LTD-NV 13,500.00 656.52 7,026,760.16 7,026,760.16
249893 11/30/09 THB H20091 518.890 33.130 212,096.59 212,096.59
---------------- --------- ---------------- ------------ ---------------- --------------
13,500.00 656.52 7,026,760.16 7,026,760.16
212,096.59 212,096.59
1 TRANSACTION IN COUNTRY: THAILAND (6550)
PUR 11/03/09 60 VIVO PARTICIPACOES SA 5,100.00 204.00 129,553.26 129,553.26
249687 11/06/09 USD N20091 25.363 1.000 129,553.26 129,553.26
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: 22
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/04/09 60 VIVO PARTICIPACOES SA 9,000.00 360.00 242,446.50 242,446.50
249687 11/09/09 USD N20091 26.899 1.000 242,446.50 242,446.50
PUR 11/05/09 60 VIVO PARTICIPACOES SA 8,300.00 332.00 234,637.68 234,637.68
249687 11/10/09 USD N20091 28.230 1.000 234,637.68 234,637.68
PUR 11/06/09 60 VIVO PARTICIPACOES SA 5,100.00 204.00 146,751.99 146,751.99
249687 11/12/09 USD N20091 28.735 1.000 146,751.99 146,751.99
PUR 11/09/09 60 VIVO PARTICIPACOES SA 5,400.00 216.00 157,492.08 157,492.08
249687 11/13/09 USD N20091 29.125 1.000 157,492.08 157,492.08
PUR 11/10/09 60 VIVO PARTICIPACOES SA 5,100.00 204.00 149,165.31 149,165.31
249687 11/16/09 USD N20091 29.208 1.000 149,165.31 149,165.31
PUR 11/11/09 60 VIVO PARTICIPACOES SA 1,700.00 68.00 50,639.09 50,639.09
249687 11/16/09 USD N20091 29.748 1.000 50,639.09 50,639.09
PUR 11/11/09 60 VIVO PARTICIPACOES SA 4,800.00 96.00 142,502.40 142,502.40
249687 11/16/09 USD N20091 29.668 1.000 142,502.40 142,502.40
PUR 11/12/09 60 VIVO PARTICIPACOES SA 1,000.00 40.00 29,758.70 29,758.70
249687 11/17/09 USD N20091 29.719 1.000 29,758.70 29,758.70
PUR 11/12/09 60 VIVO PARTICIPACOES SA 6,700.00 134.00 198,131.06 198,131.06
249687 11/17/09 USD N20091 29.552 1.000 198,131.06 198,131.06
PUR 11/13/09 60 VIVO PARTICIPACOES SA 1,300.00 26.00 38,641.85 38,641.85
249687 11/18/09 USD N20091 29.705 1.000 38,641.85 38,641.85
PUR 11/18/09 60 VIVO PARTICIPACOES SA 1,300.00 26.00 38,445.16 38,445.16
249687 11/23/09 USD N20091 29.553 1.000 38,445.16 38,445.16
PUR 11/19/09 60 VIVO PARTICIPACOES SA 2,200.00 44.00 63,193.46 63,193.46
249687 11/24/09 USD N20091 28.704 1.000 63,193.46 63,193.46
PUR 11/23/09 60 COMPANHIA BRASILEIRA 17,000.00 472.03 272,029.85 272,029.85
247599 11/26/09 BRL N20091 15.954 1.724 157,835.71 157,835.71
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: 23
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/24/09 60 COMPANHIA BRASILEIRA 38,300.00 1,064.07 617,436.53 617,436.53
247599 11/27/09 BRL N20091 16.073 1.730 356,940.99 356,940.99
PUR 11/24/09 60 COMPANHIA BRASILEIRA 7,100.00 197.14 114,206.55 114,206.55
247599 11/27/09 BRL N20091 16.037 1.730 66,022.98 66,022.98
PUR 11/25/09 60 COMPANHIA BRASILEIRA 10,200.00 288.55 167,537.52 167,537.52
247599 11/30/09 BRL N20091 16.376 1.734 96,630.25 96,630.25
PUR 11/25/09 60 COMPANHIA BRASILEIRA 11,400.00 324.83 188,294.97 188,294.97
247599 11/30/09 BRL N20091 16.468 1.734 108,602.47 108,602.47
---------------- --------- ---------------- ------------ ---------------- --------------
141,000.00 4,300.62 2,980,863.96 2,980,863.96
2,407,390.94 2,407,390.94
18 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 11/13/09 60 HENGAN INTL GROUP CO L 1,000.00 10.50 52,674.90 52,674.90
249761 11/17/09 HKD H20091 52.594 7.750 6,796.94 6,796.94
PUR 11/13/09 60 WANT WANT CHINA HO 24,000.00 25.59 128,538.30 128,538.30
249766 11/17/09 HKD H20091 5.348 7.750 16,586.02 16,586.02
PUR 11/16/09 60 HENGAN INTL GROUP CO L 4,000.00 43.28 217,725.00 217,725.00
249761 11/18/09 HKD H20091 54.347 7.750 28,094.27 28,094.27
PUR 11/16/09 60 HENGAN INTL GROUP CO L 7,000.00 176.26 381,659.15 381,659.15
249761 11/18/09 HKD H20091 54.328 7.750 49,247.61 49,247.61
PUR 11/16/09 60 HENGAN INTL GROUP CO L 4,000.00 100.91 218,608.42 218,608.42
249761 11/18/09 HKD H20091 54.457 7.750 28,208.27 28,208.27
PUR 11/16/09 60 WANT WANT CHINA HO 15,000.00 36.84 79,641.53 79,641.53
249766 11/18/09 HKD H20091 5.290 7.750 10,276.59 10,276.59
PUR 11/16/09 60 WANT WANT CHINA HO 18,000.00 19.03 95,531.31 95,531.31
249766 11/18/09 HKD H20091 5.299 7.750 12,326.94 12,326.94
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: 24
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/17/09 60 HENGAN INTL GROUP CO L 2,000.00 21.81 109,482.03 109,482.03
249761 11/19/09 HKD H20091 54.657 7.750 14,127.08 14,127.08
PUR 11/17/09 60 HENGAN INTL GROUP CO L 7,000.00 103.77 385,401.01 385,401.01
249761 11/19/09 HKD H20091 54.942 7.750 49,730.45 49,730.45
PUR 11/17/09 60 WANT WANT CHINA HO 42,000.00 45.47 228,878.61 228,878.61
249766 11/19/09 HKD H20091 5.441 7.750 29,533.49 29,533.49
PUR 11/17/09 60 WANT WANT CHINA HO 12,000.00 30.55 66,176.79 66,176.79
249766 11/19/09 HKD H20091 5.495 7.750 8,539.16 8,539.16
PUR 11/17/09 60 WANT WANT CHINA HO 22,000.00 56.05 121,434.39 121,434.39
249766 11/19/09 HKD H20091 5.500 7.750 15,669.36 15,669.36
PUR 11/18/09 60 HENGAN INTL GROUP CO L 5,000.00 133.56 289,108.60 289,108.60
249761 11/20/09 HKD H20091 57.615 7.750 37,305.30 37,305.30
PUR 11/18/09 60 HENGAN INTL GROUP CO L 7,000.00 186.61 404,221.99 404,221.99
249761 11/20/09 HKD H20091 57.539 7.750 52,159.02 52,159.02
PUR 11/18/09 60 SANY HEAVY EQUIPMENT I 60,000.00 374.97 290,905.92 290,905.92
249827 11/25/09 HKD H20091 4.800 7.750 37,537.22 37,537.22
PUR 11/18/09 60 WANT WANT CHINA HO 9,000.00 23.57 51,024.57 51,024.57
249766 11/20/09 HKD H20091 5.649 7.750 6,583.99 6,583.99
PUR 11/18/09 60 WANT WANT CHINA HO 11,000.00 12.46 62,255.37 62,255.37
249766 11/20/09 HKD H20091 5.651 7.750 8,033.16 8,033.16
PUR 11/18/09 60 WANT WANT CHINA HO 39,000.00 102.15 221,106.52 221,106.52
249766 11/20/09 HKD H20091 5.649 7.750 28,530.61 28,530.61
PUR 11/19/09 60 HENGAN INTL GROUP CO L 2,000.00 50.26 108,889.51 108,889.51
249761 11/23/09 HKD H20091 54.250 7.750 14,050.62 14,050.62
PUR 11/19/09 60 HENGAN INTL GROUP CO L 1,000.00 10.88 54,299.68 54,299.68
249761 11/23/09 HKD H20091 54.215 7.750 7,006.59 7,006.59
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 25
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/19/09 60 HENGAN INTL GROUP CO L 3,000.00 75.95 164,521.79 164,521.79
249761 11/23/09 HKD H20091 54.644 7.750 21,229.17 21,229.17
PUR 11/19/09 60 WANT WANT CHINA HO 1,000.00 1.16 5,538.09 5,538.09
249766 11/23/09 HKD H20091 5.529 7.750 714.61 714.61
PUR 11/20/09 60 HENGAN INTL GROUP CO L 1,000.00 10.89 54,551.71 54,551.71
249761 11/24/09 HKD H20091 54.467 7.750 7,039.02 7,039.02
PUR 11/20/09 60 HENGAN INTL GROUP CO L 1,000.00 24.97 54,093.50 54,093.50
249761 11/24/09 HKD H20091 53.900 7.750 6,979.90 6,979.90
PUR 11/20/09 60 WANT WANT CHINA HO 12,000.00 13.27 66,502.46 66,502.46
249766 11/24/09 HKD H20091 5.533 7.750 8,581.07 8,581.07
PUR 11/23/09 60 HENGAN INTL GROUP CO L 11,000.00 280.26 607,171.95 607,171.95
249761 11/25/09 HKD H20091 55.000 7.750 78,346.79 78,346.79
PUR 11/23/09 60 WANT WANT CHINA HO 10,000.00 25.66 55,367.89 55,367.89
249766 11/25/09 HKD H20091 5.517 7.750 7,144.43 7,144.43
PUR 11/23/09 60 WANT WANT CHINA HO 2,000.00 2.18 11,004.93 11,004.93
249766 11/25/09 HKD H20091 5.494 7.750 1,420.03 1,420.03
PUR 11/24/09 60 HENGAN INTL GROUP CO L 2,000.00 22.24 111,920.35 111,920.35
249761 11/26/09 HKD H20091 55.874 7.750 14,441.71 14,441.71
PUR 11/24/09 60 WANT WANT CHINA HO 49,000.00 52.24 263,059.53 263,059.53
249766 11/26/09 HKD H20091 5.360 7.750 33,944.04 33,944.04
PUR 11/25/09 60 HENGAN INTL GROUP CO L 2,000.00 7.09 112,230.91 112,230.91
249761 11/27/09 HKD H20091 56.088 7.750 14,481.78 14,481.78
PUR 11/25/09 60 SANY HEAVY EQUIPMENT I 538,000.00 1,155.88 3,539,358.74 3,539,358.74
249827 11/27/09 HKD H20091 6.562 7.750 456,703.24 456,703.24
PUR 11/25/09 60 WANT WANT CHINA HO 17,000.00 5.70 90,317.90 90,317.90
249766 11/27/09 HKD H20091 5.310 7.750 11,654.22 11,654.22
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 26
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/26/09 60 HENGAN INTL GROUP CO L 1,000.00 3.55 56,168.98 56,168.98
249761 11/30/09 HKD H20091 56.142 7.750 7,247.70 7,247.70
PUR 11/26/09 60 SANY HEAVY EQUIPMENT I 4,000.00 1.83 28,947.02 28,947.02
249827 11/30/09 HKD H20091 7.233 7.750 3,735.15 3,735.15
PUR 11/26/09 60 WANT WANT CHINA HO 8,000.00 2.73 43,290.54 43,290.54
249766 11/30/09 HKD H20091 5.409 7.750 5,585.95 5,585.95
---------------- --------- ---------------- ------------ ---------------- --------------
954,000.00 3,250.12 8,831,609.89 8,831,609.89
1,139,591.50 1,139,591.50
36 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 10/28/09 60 FOMENTO ECONOMICO MEXI 5,000.00 100.00 218,015.50 218,015.50
248889 11/02/09 USD N20091 43.583 1.000 218,015.50 218,015.50
PUR 10/28/09 60 FOMENTO ECONOMICO MEXI 800.00 32.00 34,811.04 34,811.04
248889 11/02/09 USD N20091 43.474 1.000 34,811.04 34,811.04
PUR 10/29/09 60 FOMENTO ECONOMICO MEXI 3,800.00 76.00 168,042.46 168,042.46
248889 11/03/09 USD N20091 44.202 1.000 168,042.46 168,042.46
PUR 11/03/09 60 FOMENTO ECONOMICO MEXI 8,900.00 356.00 380,404.69 380,404.69
248889 11/06/09 USD N20091 42.702 1.000 380,404.69 380,404.69
---------------- --------- ---------------- ------------ ---------------- --------------
18,500.00 564.00 801,273.69 801,273.69
801,273.69 801,273.69
4 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 10/30/09 60 INFOSYS TECHNOLOGIES-S 5,800.00 116.00 272,363.94 272,363.94
239503 11/04/09 USD H20091 46.939 1.000 272,363.94 272,363.94
PUR 10/30/09 60 TATA ENGR + LOCOMOTIVE 33,800.00 676.00 410,254.26 410,254.26
249599 11/04/09 USD H20091 12.118 1.000 410,254.26 410,254.26
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: 27
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 10/30/09 60 WIPRO LTD ADR 25,500.00 510.00 471,887.70 471,887.70
248465 11/04/09 USD H20091 18.485 1.000 471,887.70 471,887.70
PUR 11/02/09 60 TATA ENGR + LOCOMOTIVE 17,200.00 344.00 201,358.68 201,358.68
249599 11/05/09 USD H20091 11.687 1.000 201,358.68 201,358.68
PUR 11/05/09 60 TATA ENGR + LOCOMOTIVE 30,500.00 1,220.00 371,322.25 371,322.25
249599 11/10/09 USD H20091 12.135 1.000 371,322.25 371,322.25
PUR 11/05/09 60 TATA PWR CO LTD GDR RE 5,424.00 148,075.20 148,075.20
248303 11/10/09 USD H20091 27.300 1.000 148,075.20 148,075.20
PUR 11/06/09 60 TATA PWR CO LTD GDR RE 22,525.00 618,311.25 618,311.25
248303 11/11/09 USD H20091 27.450 1.000 618,311.25 618,311.25
PUR 11/20/09 60 DR REDDYS LABS ADR 5,100.00 204.00 122,409.69 122,409.69
248690 11/25/09 USD H20091 23.962 1.000 122,409.69 122,409.69
PUR 11/20/09 60 DR REDDYS LABS ADR 3,200.00 128.00 76,352.00 76,352.00
248690 11/25/09 USD H20091 23.820 1.000 76,352.00 76,352.00
PUR 11/25/09 60 HINDALCO INDS REG S + 64,700.00 188,924.00 188,924.00
249895 11/30/09 USD H20091 2.920 1.000 188,924.00 188,924.00
---------------- --------- ---------------- ------------ ---------------- --------------
213,749.00 3,198.00 2,881,258.97 2,881,258.97
2,881,258.97 2,881,258.97
10 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
3,734,639.00 24,497.764,258,315,432.80 4,258,315,432.80
11,837,532.02 11,837,532.02
126 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
3,734,639.00 24,497.764,258,315,432.80 4,258,315,432.80
11,837,532.02 11,837,532.02
126 "PUR " TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 28
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/10/09 60 ISHARES MSCI TAIWAN IN 33,500.00 1,350.59 410,428.06 413,148.63 -2,720.57
239504 11/16/09 USD H20091 12.292 1.000 410,428.06 413,148.63 -2,720.57
---------------- --------- ---------------- ------------ ---------------- --------------
33,500.00 1,350.59 410,428.06 413,148.63 -2,720.57
410,428.06 413,148.63 -2,720.57
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
---------------- --------- ---------------- ------------ ---------------- --------------
33,500.00 1,350.59 410,428.06 413,148.63 -2,720.57
410,428.06 413,148.63 -2,720.57
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
SALE 11/19/09 60 BANK PEKAO SA 5,402.00 1,026.39 949,528.95 854,223.16 95,305.79
240024 11/24/09 PLN N20091 176.303 2.784 341,103.19 361,547.78 -20,444.59
SALE 11/19/09 60 BANK ZACHODNI WBK SA 798.00 153.77 142,257.69 115,843.15 26,414.54
240025 11/24/09 PLN N20091 178.804 2.784 51,103.82 48,182.62 2,921.20
SALE 11/19/09 60 BANK ZACHODNI WBK SA 90.00 17.58 16,263.56 13,065.02 3,198.54
240025 11/24/09 PLN N20091 181.250 2.784 5,842.43 5,434.13 408.30
SALE 11/19/09 60 BK HANDLOWY W WARS PLN 4,462.00 324.59 300,281.00 203,961.86 96,319.14
246234 11/24/09 PLN N20091 67.500 2.784 107,871.18 62,016.18 45,855.00
SALE 11/19/09 60 PKO BANK POLSKI SA 5,252.00 207.36 191,831.37 223,209.38 -31,378.01
241000 11/24/09 PLN N20091 36.635 2.784 68,912.37 98,331.68 -29,419.31
SALE 11/19/09 60 PKO BANK POLSKI SA 5,257.00 191,796.48 223,421.88 -31,625.40
241000 11/24/09 PLN N20091 36.484 2.784 68,899.84 98,425.30 -29,525.46
SALE 11/19/09 60 PKO BANK POLSKI SA 1,314.00 52.57 48,636.69 55,844.85 -7,208.16
241000 11/24/09 PLN N20091 37.126 2.784 17,471.96 24,601.65 -7,129.69
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: 29
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/20/09 60 BANK PEKAO SA 2,099.00 396.98 368,730.50 331,916.78 36,813.72
240024 11/25/09 PLN N20091 176.198 2.795 131,929.76 140,482.93 -8,553.17
SALE 11/20/09 60 BANK ZACHODNI WBK SA 288.00 53.58 49,770.43 41,808.05 7,962.38
240025 11/25/09 PLN N20091 173.334 2.795 17,807.59 17,389.22 418.37
SALE 11/20/09 60 BANK ZACHODNI WBK SA 386.00 71.35 66,269.79 56,034.40 10,235.39
240025 11/25/09 PLN N20091 172.200 2.795 23,710.97 23,306.38 404.59
SALE 11/20/09 60 BK HANDLOWY W WARS PLN 2,121.00 151.40 140,623.36 96,952.74 43,670.62
246234 11/25/09 PLN N20091 66.500 2.795 50,314.27 29,479.23 20,835.04
SALE 11/23/09 60 BANK ZACHODNI WBK SA 843.00 163.10 149,052.83 122,375.66 26,677.17
240025 11/26/09 PLN N20091 177.344 2.750 54,204.97 50,899.69 3,305.28
SALE 11/23/09 60 BANK ZACHODNI WBK SA 764.00 147.61 134,898.49 110,907.47 23,991.02
240025 11/26/09 PLN N20091 177.100 2.750 49,057.56 46,129.73 2,927.83
SALE 11/24/09 60 BANK ZACHODNI WBK SA 764.00 146.31 134,111.42 110,907.47 23,203.95
240025 11/27/09 PLN N20091 176.067 2.758 48,624.57 46,129.73 2,494.84
SALE 11/24/09 60 BANK ZACHODNI WBK SA 344.00 66.02 60,512.76 49,937.40 10,575.36
240025 11/27/09 PLN N20091 176.438 2.758 21,940.02 20,770.46 1,169.56
SALE 11/25/09 60 BANK ZACHODNI WBK SA 341.00 65.97 59,854.99 49,501.90 10,353.09
240025 11/30/09 PLN N20091 176.056 2.730 21,924.10 20,589.32 1,334.78
SALE 11/25/09 60 BANK ZACHODNI WBK SA 127.00 24.49 22,221.63 18,436.19 3,785.44
240025 11/30/09 PLN N20091 175.500 2.730 8,139.49 7,668.16 471.33
---------------- --------- ---------------- ------------ ---------------- --------------
30,652.00 3,069.07 3,026,641.94 2,678,347.36 348,294.58
1,088,858.09 1,101,384.19 -12,526.10
17 TRANSACTIONS IN COUNTRY: POLAND (2300)
SALE 11/19/09 60 AKBANK TAS TRY 1.0 28,366.00 392.56 233,757.01 163,504.41 70,252.60
241892 11/23/09 TRY N20091 8.261 1.492 156,631.61 126,815.34 29,816.27
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 30
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/19/09 60 TURKIYE GARANTI BANKAS 132,296.00 1,153.98 687,156.30 468,730.47 218,425.83
239795 11/23/09 TRY N20091 5.207 1.492 460,437.08 365,652.29 94,784.79
SALE 11/19/09 60 TURKIYE HALK BANKASI A 75,796.00 1,161.65 691,723.95 346,033.77 345,690.18
243418 11/23/09 TRY N20091 9.149 1.492 463,497.69 232,714.72 230,782.97
SALE 11/19/09 60 TURKIYE IS BANKASI-C 38,917.00 344.34 205,041.81 165,051.49 39,990.32
241963 11/23/09 TRY N20091 5.282 1.492 137,390.65 126,983.21 10,407.44
---------------- --------- ---------------- ------------ ---------------- --------------
275,375.00 3,052.53 1,817,679.07 1,143,320.14 674,358.93
1,217,957.03 852,165.56 365,791.47
4 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 11/03/09 60 ANHUI CONCH CEMENT ''' 28,000.00 653.54 1,405,709.49 705,085.77 700,623.72
243092 11/05/09 HKD H20091 50.385 7.750 181,381.87 90,815.90 90,565.97
SALE 11/04/09 60 ANHUI CONCH CEMENT ''' 54,000.00 549.62 2,761,420.73 1,359,808.28 1,401,612.45
243092 11/06/09 HKD H20091 51.216 7.750 356,321.55 175,144.95 181,176.60
SALE 11/04/09 60 ANHUI CONCH CEMENT ''' 34,000.00 806.26 1,734,045.05 856,175.58 877,869.47
243092 11/06/09 HKD H20091 51.185 7.750 223,753.52 110,276.45 113,477.07
SALE 11/04/09 60 ANHUI CONCH CEMENT ''' 4,000.00 95.13 204,362.79 100,726.54 103,636.25
243092 11/06/09 HKD H20091 51.275 7.750 26,370.07 12,973.70 13,396.37
SALE 11/05/09 60 ANHUI CONCH CEMENT ''' 20,000.00 467.87 1,006,364.12 503,632.69 502,731.43
243092 11/09/09 HKD H20091 50.500 7.750 129,856.79 64,868.50 64,988.29
SALE 11/05/09 60 ANHUI CONCH CEMENT ''' 2,000.00 20.22 101,139.91 50,363.27 50,776.64
243092 11/09/09 HKD H20091 50.648 7.750 13,050.65 6,486.85 6,563.80
SALE 11/05/09 60 ANHUI CONCH CEMENT ''' 34,000.00 795.37 1,710,819.01 856,175.58 854,643.43
243092 11/09/09 HKD H20091 50.500 7.750 220,756.54 110,276.45 110,480.09
SALE 11/06/09 60 ANHUI CONCH CEMENT ''' 72,000.00 747.95 3,758,053.93 1,813,077.70 1,944,976.23
243092 11/10/09 HKD H20091 52.276 7.750 484,922.70 233,526.60 251,396.10
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 31
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/06/09 60 ANHUI CONCH CEMENT ''' 58,000.00 1,413.28 3,039,870.57 1,460,534.81 1,579,335.76
243092 11/10/09 HKD H20091 52.600 7.750 392,251.49 188,118.65 204,132.84
SALE 11/06/09 60 ANHUI CONCH CEMENT ''' 14,000.00 340.15 731,375.51 352,542.89 378,832.62
243092 11/10/09 HKD H20091 52.429 7.750 94,373.47 45,407.95 48,965.52
SALE 11/09/09 60 ANHUI CONCH CEMENT ''' 29,000.00 709.88 1,526,693.31 730,267.41 796,425.90
243092 11/11/09 HKD H20091 52.834 7.750 196,997.77 94,059.32 102,938.45
SALE 11/09/09 60 ANHUI CONCH CEMENT ''' 74,000.00 1,811.22 3,895,849.59 1,863,440.97 2,032,408.62
243092 11/11/09 HKD H20091 52.836 7.750 502,703.24 240,013.45 262,689.79
SALE 11/13/09 60 CHINA COMMUNICATIONS S 32,000.00 25.99 130,121.82 125,873.92 4,247.90
243415 11/17/09 HKD H20091 4.073 7.750 16,790.35 16,229.50 560.85
SALE 11/13/09 60 CHINA RAILWAY CONS 55,500.00 118.18 593,272.69 570,172.84 23,099.85
244928 11/17/09 HKD H20091 10.706 7.750 76,553.29 73,530.93 3,022.36
SALE 11/16/09 60 CHINA COMMUNICATIONS S 26,000.00 21.25 106,653.72 102,272.56 4,381.16
243415 11/18/09 HKD H20091 4.108 7.750 13,762.13 13,186.47 575.66
SALE 11/16/09 60 CHINA RAILWAY CONS 37,000.00 79.83 400,539.07 380,115.22 20,423.85
244928 11/18/09 HKD H20091 10.842 7.750 51,683.79 49,020.62 2,663.17
SALE 11/17/09 60 CHINA COMMUNICATIONS S 10,000.00 8.29 41,163.74 39,335.60 1,828.14
243415 11/19/09 HKD H20091 4.123 7.750 5,311.59 5,071.72 239.87
SALE 11/17/09 60 CHINA COMMUNICATIONS S 36,000.00 68.84 147,919.71 141,608.16 6,311.55
243415 11/19/09 HKD H20091 4.124 7.750 19,086.91 18,258.19 828.72
SALE 11/17/09 60 CHINA RAILWAY CONS 61,500.00 131.34 659,787.37 631,813.15 27,974.22
244928 11/19/09 HKD H20091 10.745 7.750 85,136.05 81,480.22 3,655.83
SALE 11/17/09 60 CHINA RAILWAY CONS 5,500.00 27.36 58,857.94 56,503.61 2,354.33
244928 11/19/09 HKD H20091 10.740 7.750 7,594.77 7,286.85 307.92
SALE 11/18/09 60 CHINA COMMUNICATIONS S 18,000.00 15.06 75,326.66 70,804.08 4,522.58
243415 11/20/09 HKD H20091 4.191 7.750 9,719.82 9,129.09 590.73
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: 32
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/18/09 60 CHINA RAILWAY CONS 152,100.00 747.53 1,607,790.09 1,562,581.78 45,208.31
244928 11/20/09 HKD H20091 10.609 7.750 207,462.14 201,514.50 5,947.64
SALE 11/19/09 60 CHINA COMMUNICATIONS S 20,000.00 16.68 83,756.70 78,671.20 5,085.50
243415 11/23/09 HKD H20091 4.194 7.750 10,807.60 10,143.44 664.16
SALE 11/20/09 60 CHINA COMMUNICATIONS S 14,000.00 11.51 57,658.01 55,069.84 2,588.17
243415 11/24/09 HKD H20091 4.125 7.750 7,439.84 7,100.41 339.43
SALE 11/23/09 60 CHINA COMMUNICATIONS S 12,000.00 9.90 49,428.06 47,202.72 2,225.34
243415 11/25/09 HKD H20091 4.125 7.750 6,377.98 6,086.06 291.92
SALE 11/24/09 60 CHINA COMMUNICATIONS S 8,000.00 6.56 32,909.20 31,468.48 1,440.72
243415 11/26/09 HKD H20091 4.120 7.750 4,246.46 4,057.37 189.09
SALE 11/25/09 60 CHINA COMMUNICATIONS S 36,000.00 9.26 146,200.33 141,608.16 4,592.17
243415 11/27/09 HKD H20091 4.063 7.750 18,865.05 18,258.19 606.86
SALE 11/25/09 60 DONGFENG MOTOR GROUP C 592,000.00 422.68 6,674,804.84 2,415,896.75 4,258,908.09
240999 11/27/09 HKD H20091 11.281 7.750 861,287.37 310,200.03 551,087.34
SALE 11/26/09 60 CHINA COMMUNICATIONS S 28,000.00 7.21 113,798.45 110,139.68 3,658.77
243415 11/30/09 HKD H20091 4.066 7.750 14,683.86 14,200.81 483.05
---------------- --------- ---------------- ------------ ---------------- --------------
1,566,600.00 10,137.96 32,855,692.41 17,212,969.24 15,642,723.17
4,239,548.66 2,216,723.17 2,022,825.49
29 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 10/29/09 60 BYD ELECTRONIC INTERNA 944,000.00 3,246.87 6,983,942.02 8,092,887.58 -1,108,945.56
239286 11/02/09 HKD H20091 7.425 7.750 901,142.18 1,038,220.65 -137,078.47
SALE 11/13/09 60 CHINA MOBILE LTD 15,000.00 219.95 1,104,971.40 1,491,047.66 -386,076.26
239295 11/17/09 HKD H20091 73.778 7.750 142,580.63 191,478.54 -48,897.91
SALE 11/16/09 60 CHINA MOBILE LTD 6,000.00 88.60 444,912.98 596,419.07 -151,506.09
239295 11/18/09 HKD H20091 74.267 7.750 57,409.61 76,591.42 -19,181.81
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: 33
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/24/09 60 DATANG INTL POWER H 268,000.00 448.65 964,833.87 1,407,912.89 -443,079.02
239288 11/26/09 HKD H20091 3.613 7.750 124,497.91 180,628.43 -56,130.52
SALE 11/25/09 60 DATANG INTL POWER H 254,000.00 296.24 900,614.01 1,334,365.20 -433,751.19
239288 11/27/09 HKD H20091 3.555 7.750 116,211.26 171,192.62 -54,981.36
SALE 11/26/09 60 DATANG INTL POWER H 170,000.00 197.70 601,044.68 893,079.07 -292,034.39
239288 11/30/09 HKD H20091 3.545 7.750 77,555.15 114,577.74 -37,022.59
---------------- --------- ---------------- ------------ ---------------- --------------
1,657,000.00 4,498.01 11,000,318.96 13,815,711.47 -2,815,392.51
1,419,396.74 1,772,689.40 -353,292.66
6 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 10/29/09 60 HANA FINANCIAL GROUP I 770.00 127.91 27,642,326.00 19,990,796.49 7,651,529.51
247011 11/02/09 KRW H20091 36097.6 1195.20 23,127.78 15,877.23 7,250.55
SALE 10/29/09 60 HANJIN SHIPPING CO LTD 930.00 71.76 15,509,278.00 18,691,620.78 -3,182,342.78
247890 11/02/09 KRW H20091 16768.8 1195.20 12,976.30 15,071.75 -2,095.45
SALE 10/29/09 60 LG CORP KRW 5000.0 200.00 62.90 13,594,067.00 14,917,330.60 -1,323,263.60
248144 11/02/09 KRW H20091 68346.2 1195.20 11,373.88 12,034.39 -660.51
SALE 10/29/09 60 NHN CORP 400.00 318.06 68,738,214.00 68,931,770.77 -193,556.77
239486 11/02/09 KRW H20091 172795. 1195.20 57,511.89 63,222.41 -5,710.52
SALE 10/30/09 60 HANA FINANCIAL GROUP I 810.00 136.34 29,137,446.00 21,029,279.43 8,108,166.57
247011 11/03/09 KRW H20091 36171.0 1181.90 24,653.06 16,702.02 7,951.04
SALE 10/30/09 60 HANJIN SHIPPING CO LTD 930.00 73.51 15,710,679.00 18,691,620.78 -2,980,941.78
247890 11/03/09 KRW H20091 16986.6 1181.90 13,292.73 15,071.75 -1,779.02
SALE 10/30/09 60 LG CORP KRW 5000.0 238.00 75.32 16,096,605.00 17,751,623.41 -1,655,018.41
248144 11/03/09 KRW H20091 68006.8 1181.90 13,619.26 14,320.93 -701.67
SALE 10/30/09 60 NHN CORP 2,075.00 1,716.02 366,728,218.00 357,583,560.88 9,144,657.12
239486 11/03/09 KRW H20091 177713. 1181.90 310,287.01 327,966.27 -17,679.26
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: 34
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 10/30/09 60 SHINSEGAE CO LTD KRW 5 247.00 600.59 128,351,016.00 122,354,036.76 5,996,979.24
247496 11/03/09 KRW H20091 522513. 1181.90 108,597.19 98,166.48 10,430.71
SALE 11/02/09 60 HANA FINANCIAL GROUP I 890.00 146.02 31,209,082.00 23,106,245.30 8,102,836.70
247011 11/04/09 KRW H20091 35260.3 1182.00 26,403.62 18,351.60 8,052.02
SALE 11/02/09 60 LG CORP KRW 5000.0 160.00 49.88 10,661,576.00 11,933,864.48 -1,272,288.48
248144 11/04/09 KRW H20091 67003.3 1181.99 9,019.95 9,627.51 -607.56
SALE 11/03/09 60 HANA FINANCIAL GROUP I 840.00 135.51 28,942,641.00 21,808,141.63 7,134,499.37
247011 11/05/09 KRW H20091 34646.0 1181.20 24,502.74 17,320.61 7,182.13
SALE 11/03/09 60 LG CORP KRW 5000.0 147.00 45.25 9,665,114.00 10,964,237.99 -1,299,123.99
248144 11/05/09 KRW H20091 66112.6 1181.20 8,182.45 8,845.28 -662.83
SALE 11/04/09 60 HANA FINANCIAL GROUP I 800.00 130.99 27,903,675.00 20,769,658.69 7,134,016.31
247011 11/06/09 KRW H20091 35072.4 1178.10 23,685.32 16,495.82 7,189.50
SALE 11/04/09 60 LG CORP KRW 5000.0 409.00 128.37 27,345,805.00 30,505,941.07 -3,160,136.07
248144 11/06/09 KRW H20091 67229.9 1178.10 23,211.79 24,610.33 -1,398.54
SALE 11/05/09 60 HANA FINANCIAL GROUP I 280.00 45.22 9,642,351.00 7,269,380.54 2,372,970.46
247011 11/09/09 KRW H20091 34627.4 1179.20 8,177.03 5,773.54 2,403.49
SALE 11/05/09 60 LG CORP KRW 5000.0 73.00 22.66 4,832,612.00 5,444,825.67 -612,213.67
248144 11/09/09 KRW H20091 66566.1 1179.20 4,098.21 4,392.55 -294.34
SALE 11/11/09 60 HANA FINANCIAL GROUP I 740.00 127.10 26,607,997.00 19,211,934.29 7,396,062.71
247011 11/13/09 KRW H20091 36155.6 1157.75 22,982.51 15,258.64 7,723.87
SALE 11/11/09 60 HYUNDAI ENGINEERING & 1,247.00 87,735,104.00 82,484,612.51 5,250,491.49
247012 11/13/09 KRW H20091 70356.9 1157.75 75,780.70 66,692.59 9,088.11
SALE 11/11/09 60 LG CHEM LTD KRW 5000.0 148.00 141.10 29,539,524.00 15,654,411.59 13,885,112.41
239483 11/13/09 KRW H20091 200695. 1157.75 25,514.60 14,107.29 11,407.31
SALE 11/11/09 60 SAMSUNG ELCTRNCS N/VT 103.00 228.87 47,912,164.00 39,853,043.73 8,059,120.27
239490 11/13/09 KRW H20091 467739. 1157.75 41,383.86 37,263.18 4,120.68
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 35
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/11/09 60 SAMSUNG ELECTRONICS CO 13.00 44.87 9,392,560.00 7,661,817.09 1,730,742.91
239489 11/13/09 KRW H20091 726500. 1157.75 8,112.77 7,014.61 1,098.16
SALE 11/11/09 60 WOONGJIN COWAY CO LTD 230.00 42.70 8,940,243.00 6,968,523.50 1,971,719.50
239495 11/13/09 KRW H20091 39085.5 1157.75 7,722.08 6,710.50 1,011.58
SALE 11/12/09 60 HANA FINANCIAL GROUP I 400.00 69.59 14,561,263.00 10,384,829.35 4,176,433.65
247011 11/16/09 KRW H20091 36604.4 1157.20 12,583.19 8,247.91 4,335.28
SALE 11/12/09 60 LG CHEM LTD KRW 5000.0 169.00 158.41 33,146,706.00 17,875,645.67 15,271,060.33
239483 11/16/09 KRW H20091 197219. 1157.20 28,643.89 16,109.00 12,534.89
SALE 11/12/09 60 LG CORP KRW 5000.0 591.00 193.01 40,385,715.00 44,080,711.92 -3,694,996.92
248144 11/16/09 KRW H20091 68712.4 1157.20 34,899.51 35,561.63 -662.12
SALE 11/12/09 60 SAMSUNG ELCTRNCS N/VT 68.00 148.17 31,004,780.00 26,310,747.32 4,694,032.68
239490 11/16/09 KRW H20091 458474. 1157.20 26,792.93 24,600.93 2,192.00
SALE 11/12/09 60 WOONGJIN COWAY CO LTD 220.00 8,637,230.00 6,665,544.22 1,971,685.78
239495 11/16/09 KRW H20091 39260.1 1157.20 7,463.90 6,418.74 1,045.16
SALE 11/13/09 60 HANA FINANCIAL GROUP I 1,990.00 346.12 72,561,472.00 51,664,526.00 20,896,946.00
247011 11/17/09 KRW H20091 36664.7 1159.40 62,585.36 41,033.36 21,552.00
SALE 11/13/09 60 LG CHEM LTD KRW 5000.0 238.00 217.22 45,538,703.00 25,173,986.21 20,364,716.79
239483 11/17/09 KRW H20091 192397. 1159.40 39,277.82 22,686.05 16,591.77
SALE 11/13/09 60 LG CORP KRW 5000.0 499.00 156.78 32,869,359.00 37,218,739.84 -4,349,380.84
248144 11/17/09 KRW H20091 66234.7 1159.40 28,350.32 30,025.81 -1,675.49
SALE 11/13/09 60 WOONGJIN COWAY CO LTD 710.00 27,894,154.00 21,511,529.08 6,382,624.92
239495 11/17/09 KRW H20091 39287.5 1159.40 24,059.13 20,715.01 3,344.12
SALE 11/16/09 60 HANA FINANCIAL GROUP I 1,060.00 188.10 39,272,859.00 27,519,797.77 11,753,061.23
247011 11/18/09 KRW H20091 37254.7 1154.70 34,011.31 21,856.97 12,154.34
SALE 11/16/09 60 LG CORP KRW 5000.0 384.00 121.84 25,440,031.00 28,641,274.75 -3,201,243.75
248144 11/18/09 KRW H20091 66616.4 1154.70 22,031.72 23,106.03 -1,074.31
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 36
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/16/09 60 WOONGJIN COWAY CO LTD 1,710.00 327.45 68,369,235.00 51,809,457.36 16,559,777.64
239495 11/18/09 KRW H20091 40203.1 1154.70 59,209.52 49,891.08 9,318.44
SALE 11/17/09 60 HANA FINANCIAL GROUP I 640.00 113.88 23,750,803.00 16,615,726.96 7,135,076.04
247011 11/19/09 KRW H20091 37315.8 1153.45 20,591.10 13,196.66 7,394.44
SALE 11/17/09 60 LG CORP KRW 5000.0 480.00 154.31 32,184,549.00 35,801,593.44 -3,617,044.44
248144 11/19/09 KRW H20091 67421.9 1153.45 27,902.86 28,882.54 -979.68
SALE 11/17/09 60 WOONGJIN COWAY CO LTD 410.00 78.57 16,387,901.00 12,422,150.60 3,965,750.40
239495 11/19/09 KRW H20091 40191.5 1153.45 14,207.73 11,962.19 2,245.54
SALE 11/18/09 60 HANA FINANCIAL GROUP I 1,400.00 254.74 53,099,220.00 36,346,902.72 16,752,317.28
247011 11/20/09 KRW H20091 38137.7 1152.80 46,061.09 28,867.69 17,193.40
SALE 11/18/09 60 HYUNDAI MOTOR CO~KSWN5 3,827.00 1,825.48 380,518,636.00 350,137,298.29 30,381,337.71
239481 11/20/09 KRW H20091 99979.8 1152.80 330,082.09 309,197.18 20,884.91
SALE 11/18/09 60 LG CORP KRW 5000.0 703.00 230.00 47,943,977.00 52,434,417.05 -4,490,440.05
248144 11/20/09 KRW H20091 68576.2 1152.80 41,589.15 42,300.89 -711.74
SALE 11/18/09 60 WOONGJIN COWAY CO LTD 350.00 66.95 13,956,339.00 10,604,274.90 3,352,064.10
239495 11/20/09 KRW H20091 40095.7 1152.80 12,106.47 10,211.63 1,894.84
SALE 11/19/09 60 HANA FINANCIAL GROUP I 1,880.00 347.27 72,638,305.00 48,808,697.93 23,829,607.07
247011 11/23/09 KRW H20091 38851.0 1156.80 62,792.45 38,765.19 24,027.26
SALE 11/19/09 60 HYUNDAI MOTOR CO~KSWN5 4,247.00 2,046.13 427,992,498.00 388,563,654.52 39,428,843.48
239481 11/23/09 KRW H20091 101332. 1156.80 369,979.68 343,130.50 26,849.18
SALE 11/19/09 60 LG CORP KRW 5000.0 481.00 159.85 33,438,576.00 35,876,180.09 -2,437,604.09
248144 11/23/09 KRW H20091 69903.3 1156.80 28,906.10 28,942.71 -36.61
SALE 11/19/09 60 WOONGJIN COWAY CO LTD 1,030.00 191.49 40,055,162.00 31,206,866.13 8,848,295.87
239495 11/23/09 KRW H20091 39103.5 1156.80 34,625.83 30,051.35 4,574.48
SALE 11/20/09 60 HANA FINANCIAL GROUP I 1,160.00 209.69 43,920,781.00 30,116,005.11 13,804,775.89
247011 11/24/09 KRW H20091 38072.1 1158.40 37,915.04 23,918.94 13,996.10
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 37
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/20/09 60 HYUNDAI MOTOR CO~KSWN5 3,039.00 1,461.13 306,050,220.00 278,042,134.70 28,008,085.30
239481 11/24/09 KRW H20091 101264. 1158.40 264,200.81 245,531.81 18,669.00
SALE 11/20/09 60 LG CORP KRW 5000.0 168.00 56.33 11,800,490.00 12,530,557.70 -730,067.70
248144 11/24/09 KRW H20091 70629.4 1158.40 10,186.89 10,108.89 78.00
SALE 11/20/09 60 WOONGJIN COWAY CO LTD 1,900.00 348.29 72,953,752.00 57,566,063.73 15,387,688.27
239495 11/24/09 KRW H20091 38609.0 1158.40 62,978.03 55,434.54 7,543.49
SALE 11/23/09 60 HANA FINANCIAL GROUP I 670.00 123.35 25,768,942.00 17,394,589.16 8,374,352.84
247011 11/25/09 KRW H20091 38673.8 1155.40 22,303.05 13,815.25 8,487.80
SALE 11/23/09 60 HYUNDAI MOTOR CO~KSWN5 3,194.00 1,522.47 318,072,763.00 292,223,289.98 25,849,473.02
239481 11/25/09 KRW H20091 100135. 1155.40 275,292.33 258,054.82 17,237.51
SALE 11/23/09 60 LG CORP KRW 5000.0 130.00 43.48 9,083,627.00 9,696,264.89 -612,637.89
248144 11/25/09 KRW H20091 70260.4 1155.40 7,861.89 7,822.35 39.54
SALE 11/24/09 60 HANA FINANCIAL GROUP I 2,550.00 450.54 94,198,392.00 66,203,287.09 27,995,104.91
247011 11/26/09 KRW H20091 37144.8 1156.30 81,465.36 52,580.44 28,884.92
SALE 11/24/09 60 LG CORP KRW 5000.0 142.00 47.17 9,864,522.00 10,591,304.73 -726,782.73
248144 11/26/09 KRW H20091 69852.6 1156.30 8,531.11 8,544.42 -13.31
SALE 11/25/09 60 HANA FINANCIAL GROUP I 530.00 42.19 19,356,504.00 13,759,898.88 5,596,605.12
247011 11/27/09 KRW H20091 36613.5 1153.20 16,785.04 10,928.48 5,856.56
SALE 11/25/09 60 LG CORP KRW 5000.0 373.00 87.89 25,199,846.00 27,820,821.57 -2,620,975.57
248144 11/27/09 KRW H20091 67831.6 1153.20 21,852.10 22,444.14 -592.04
SALE 11/26/09 60 HANA FINANCIAL GROUP I 520.00 40.24 18,492,499.00 13,500,278.15 4,992,220.85
247011 11/30/09 KRW H20091 35651.8 1155.20 16,008.05 10,722.29 5,285.76
SALE 11/26/09 60 LG CORP KRW 5000.0 391.00 91.62 26,314,669.00 29,163,381.32 -2,848,712.32
248144 11/30/09 KRW H20091 67571.6 1155.20 22,779.32 23,527.24 -747.92
---------------- --------- ---------------- ------------ ---------------- --------------
50,934.00 16,390.703,604,562,777.00 3,189,860,707.11 414,702,069.89
3,101,128.90 2,760,091.94 341,036.96
59 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: 38
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/20/09 60 BANK MANDIRI 85,000.00 191.97 399,702,798.00 234,162,350.25 165,540,447.75
239243 11/25/09 IDR H20091 4723.78 9475.00 42,184.99 23,465.87 18,719.12
SALE 11/23/09 60 BANK MANDIRI 29,500.00 66.09 137,170,290.00 81,268,109.79 55,902,180.21
239243 11/26/09 IDR H20091 4671.00 9444.99 14,523.06 8,144.04 6,379.02
SALE 11/23/09 60 BANK MANDIRI 12,500.00 29.27 58,166,799.00 34,435,639.74 23,731,159.26
239243 11/26/09 IDR H20091 4675.45 9444.99 6,158.48 3,450.86 2,707.62
SALE 11/24/09 60 BANK MANDIRI 275,500.00 1,271,164,313.00 758,961,499.93 512,202,813.07
239243 11/30/09 IDR H20091 4614.02 9475.00 134,159.82 76,057.04 58,102.78
---------------- --------- ---------------- ------------ ---------------- --------------
402,500.00 287.331,866,204,200.00 1,108,827,599.71 757,376,600.29
197,026.35 111,117.81 85,908.54
4 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 11/03/09 60 HARMONY GOLD MINING CO 23,700.00 471.35 1,815,453.85 2,003,727.49 -188,273.64
243417 11/10/09 ZAR N20091 76.757 7.843 231,489.17 214,756.97 16,732.20
SALE 11/03/09 60 MR PRICE GROUP LTD 11,600.00 99.09 387,788.07 277,050.85 110,737.22
242128 11/10/09 ZAR N20091 33.497 7.842 49,447.00 34,048.34 15,398.66
SALE 11/04/09 60 HARMONY GOLD MINING CO 15,700.00 337.95 1,294,226.36 1,327,363.78 -33,137.42
243417 11/11/09 ZAR N20091 82.600 7.675 168,635.43 142,265.16 26,370.27
SALE 11/04/09 60 HARMONY GOLD MINING CO 39,800.00 855.51 3,245,762.89 3,364,909.45 -119,146.56
243417 11/11/09 ZAR N20091 81.717 7.675 422,917.23 360,646.72 62,270.51
SALE 11/04/09 60 MR PRICE GROUP LTD 10,500.00 90.03 344,795.78 250,778.78 94,017.00
242128 11/11/09 ZAR N20091 32.904 7.675 44,926.29 30,819.61 14,106.68
SALE 11/05/09 60 MR PRICE GROUP LTD 2,400.00 20.59 77,931.66 57,320.86 20,610.80
242128 11/12/09 ZAR N20091 32.537 7.584 10,275.39 7,044.48 3,230.91
SALE 11/05/09 60 MR PRICE GROUP LTD 22,000.00 194.30 715,066.36 525,441.26 189,625.10
242128 11/12/09 ZAR N20091 32.570 7.584 94,282.45 64,574.43 29,708.02
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 39
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/06/09 60 MR PRICE GROUP LTD 25,700.00 227.13 828,756.72 613,810.93 214,945.79
242128 11/13/09 ZAR N20091 32.314 7.520 110,209.94 75,434.68 34,775.26
SALE 11/09/09 60 MR PRICE GROUP LTD 14,700.00 32.83 483,175.64 351,090.30 132,085.34
242128 11/16/09 ZAR N20091 32.886 7.392 65,362.90 43,147.46 22,215.44
SALE 11/10/09 60 MR PRICE GROUP LTD 14,200.00 31.71 467,569.96 339,148.45 128,421.51
242128 11/17/09 ZAR N20091 32.944 7.405 63,139.06 41,679.86 21,459.20
SALE 11/11/09 60 MR PRICE GROUP LTD 14,100.00 32.44 476,133.59 336,760.08 139,373.51
242128 11/18/09 ZAR N20091 33.785 7.371 64,598.15 41,386.34 23,211.81
SALE 11/11/09 60 MR PRICE GROUP LTD 17,300.00 163.77 585,729.99 413,187.90 172,542.09
242128 11/18/09 ZAR N20091 33.927 7.371 79,467.35 50,778.98 28,688.37
SALE 11/12/09 60 MR PRICE GROUP LTD 39,500.00 366.96 1,332,620.88 943,405.90 389,214.98
242128 11/19/09 ZAR N20091 33.806 7.434 179,260.27 115,940.46 63,319.81
---------------- --------- ---------------- ------------ ---------------- --------------
251,200.00 2,923.66 12,055,011.75 10,803,996.03 1,251,015.72
1,584,010.63 1,222,523.49 361,487.14
13 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 11/25/09 60 KASIKORNBANK PCL-FOREI 900.00 7.25 77,077.49 39,417.95 37,659.54
244141 11/30/09 THB H20091 85.908 33.130 2,326.52 1,126.55 1,199.97
SALE 11/25/09 60 KASIKORNBANK PCL-NVDR 298,700.00 2,293.07 24,390,876.01 20,654,377.15 3,736,498.86
240466 11/30/09 THB H20091 81.911 33.130 736,217.21 624,109.02 112,108.19
---------------- --------- ---------------- ------------ ---------------- --------------
299,600.00 2,300.32 24,467,953.50 20,693,795.10 3,774,158.40
738,543.73 625,235.57 113,308.16
2 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 11/25/09 60 BM&FBOVESPA SA 11,100.00 256.89 132,703.33 81,720.43 50,982.90
244710 11/30/09 BRL N20091 11.995 1.734 76,539.01 36,477.75 40,061.26
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: 40
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/25/09 60 BM&FBOVESPA SA 11,100.00 229.59 132,292.44 81,720.43 50,572.01
244710 11/30/09 BRL N20091 11.954 1.734 76,302.02 36,477.75 39,824.27
---------------- --------- ---------------- ------------ ---------------- --------------
22,200.00 486.48 264,995.77 163,440.86 101,554.91
152,841.03 72,955.50 79,885.53
2 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 11/13/09 60 SHIMAO PROPERTY HOLDIN 41,500.00 124.56 625,543.58 589,026.78 36,516.80
247888 11/17/09 HKD H20091 15.097 7.750 80,717.38 76,002.50 4,714.88
SALE 11/16/09 60 SHIMAO PROPERTY HOLDIN 29,000.00 87.00 436,805.26 411,609.07 25,196.19
247888 11/18/09 HKD H20091 15.086 7.750 56,363.42 53,110.18 3,253.24
SALE 11/17/09 60 SHIMAO PROPERTY HOLDIN 17,000.00 50.04 251,150.97 241,288.08 9,862.89
247888 11/19/09 HKD H20091 14.796 7.750 32,407.41 31,133.55 1,273.86
SALE 11/17/09 60 SHIMAO PROPERTY HOLDIN 24,000.00 164.20 352,991.46 340,641.99 12,349.47
247888 11/19/09 HKD H20091 14.761 7.750 45,548.46 43,953.25 1,595.21
SALE 11/17/09 60 SHIMAO PROPERTY HOLDIN 26,000.00 103.77 383,792.99 369,028.82 14,764.17
247888 11/19/09 HKD H20091 14.792 7.750 49,522.95 47,616.02 1,906.93
SALE 11/18/09 60 SHIMAO PROPERTY HOLDIN 8,500.00 25.17 125,870.98 120,644.04 5,226.94
247888 11/20/09 HKD H20091 14.831 7.750 16,241.84 15,566.78 675.06
SALE 11/18/09 60 SHIMAO PROPERTY HOLDIN 16,500.00 64.95 240,162.37 234,191.37 5,971.00
247888 11/20/09 HKD H20091 14.586 7.750 30,989.49 30,217.86 771.63
SALE 11/18/09 60 SHIMAO PROPERTY HOLDIN 16,500.00 112.29 241,295.34 234,191.37 7,103.97
247888 11/20/09 HKD H20091 14.677 7.750 31,135.69 30,217.86 917.83
SALE 11/19/09 60 SHIMAO PROPERTY HOLDIN 33,000.00 93.14 467,505.26 468,382.74 -877.48
247888 11/23/09 HKD H20091 14.189 7.750 60,324.82 60,435.72 -110.90
SALE 11/20/09 60 SHIMAO PROPERTY HOLDIN 32,000.00 89.01 447,092.60 454,189.32 -7,096.72
247888 11/24/09 HKD H20091 13.993 7.750 57,690.11 58,604.34 -914.23
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 41
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/20/09 60 SHIMAO PROPERTY HOLDIN 19,000.00 71.68 265,041.70 269,674.91 -4,633.21
247888 11/24/09 HKD H20091 13.979 7.750 34,199.37 34,796.33 -596.96
SALE 11/20/09 60 SHIMAO PROPERTY HOLDIN 24,000.00 155.59 334,642.96 340,641.99 -5,999.03
247888 11/24/09 HKD H20091 13.994 7.750 43,180.29 43,953.25 -772.96
SALE 11/23/09 60 SHIMAO PROPERTY HOLDIN 11,500.00 31.94 160,027.96 163,224.29 -3,196.33
247888 11/25/09 HKD H20091 13.937 7.750 20,649.30 21,060.93 -411.63
SALE 11/23/09 60 SHIMAO PROPERTY HOLDIN 30,000.00 112.88 417,274.21 425,802.49 -8,528.28
247888 11/25/09 HKD H20091 13.938 7.750 53,843.22 54,941.57 -1,098.35
SALE 11/24/09 60 SHIMAO PROPERTY HOLDIN 56,500.00 213.19 788,421.23 801,928.03 -13,506.80
247888 11/26/09 HKD H20091 13.984 7.750 101,734.40 103,473.28 -1,738.88
---------------- --------- ---------------- ------------ ---------------- --------------
385,000.00 1,499.41 5,537,618.87 5,464,465.29 73,153.58
714,548.15 705,083.42 9,464.73
15 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 10/28/09 60 TEVA PHARMACEUTICAL SP 1,000.00 21.28 49,549.12 44,256.25 5,292.87
244873 11/02/09 USD N20091 49.570 1.000 49,549.12 44,256.25 5,292.87
SALE 11/03/09 60 TEVA PHARMACEUTICAL SP 700.00 14.91 35,236.95 30,979.37 4,257.58
244873 11/06/09 USD N20091 50.360 1.000 35,236.95 30,979.37 4,257.58
SALE 11/04/09 60 TEVA PHARMACEUTICAL SP 1,151.00 24.52 58,268.22 50,938.94 7,329.28
244873 11/09/09 USD N20091 50.645 1.000 58,268.22 50,938.94 7,329.28
---------------- --------- ---------------- ------------ ---------------- --------------
2,851.00 60.71 143,054.29 126,174.56 16,879.73
143,054.29 126,174.56 16,879.73
3 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
SALE 11/03/09 60 LARSEN + TOUBRO LTD IN 16,849.00 568,653.75 523,645.13 45,008.62
239208 11/06/09 USD H20091 33.750 1.000 568,653.75 523,645.13 45,008.62
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 42
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/03/09 60 MAHINDRA +MAHINDRA GDR 21,000.00 416,850.00 234,773.94 182,076.06
239209 11/06/09 USD H20091 19.850 1.000 416,850.00 234,773.94 182,076.06
SALE 11/03/09 60 MAHINDRA +MAHINDRA GDR 17,100.00 339,948.00 191,173.07 148,774.93
239209 11/06/09 USD H20091 19.880 1.000 339,948.00 191,173.07 148,774.93
SALE 11/03/09 60 MAHINDRA +MAHINDRA GDR 20,957.00 417,673.01 234,293.21 183,379.80
239209 11/06/09 USD H20091 19.930 1.000 417,673.01 234,293.21 183,379.80
SALE 11/05/09 60 GAIL INDIA LTD (REG S 7,206.00 328,593.60 232,645.64 95,947.96
244497 11/10/09 USD H20091 45.600 1.000 328,593.60 232,645.64 95,947.96
SALE 11/09/09 60 ITC LIMITED GDR REG S 35,400.00 191,160.00 154,807.84 36,352.16
242448 11/13/09 USD H20091 5.400 1.000 191,160.00 154,807.84 36,352.16
SALE 11/11/09 60 ITC LIMITED GDR REG S 14,400.00 79,488.00 62,972.68 16,515.32
242448 11/16/09 USD H20091 5.520 1.000 79,488.00 62,972.68 16,515.32
SALE 11/13/09 60 ITC LIMITED GDR REG S 62,079.00 338,330.55 271,477.86 66,852.69
242448 11/18/09 USD H20091 5.450 1.000 338,330.55 271,477.86 66,852.69
SALE 11/13/09 60 LARSEN + TOUBRO LTD IN 7,177.00 254,496.42 223,051.88 31,444.54
239208 11/18/09 USD H20091 35.460 1.000 254,496.42 223,051.88 31,444.54
SALE 11/18/09 60 ITC LIMITED GDR REG S 22,711.00 125,818.94 99,317.54 26,501.40
242448 11/23/09 USD H20091 5.540 1.000 125,818.94 99,317.54 26,501.40
SALE 11/18/09 60 TATA PWR CO LTD GDR RE 7,134.00 205,102.50 192,079.46 13,023.04
248303 11/23/09 USD H20091 28.750 1.000 205,102.50 192,079.46 13,023.04
SALE 11/20/09 60 MAHINDRA +MAHINDRA GDR 7,403.00 162,866.00 82,763.40 80,102.60
239209 11/25/09 USD H20091 22.000 1.000 162,866.00 82,763.40 80,102.60
SALE 11/24/09 60 MAHINDRA +MAHINDRA GDR 17,129.00 393,967.00 191,497.28 202,469.72
239209 11/27/09 USD H20091 23.000 1.000 393,967.00 191,497.28 202,469.72
SALE 11/25/09 60 MAHINDRA +MAHINDRA GDR 5,700.00 129,960.00 63,724.36 66,235.64
239209 11/30/09 USD H20091 22.800 1.000 129,960.00 63,724.36 66,235.64
---------------- --------- ---------------- ------------ ---------------- --------------
262,245.00 3,952,907.77 2,758,223.29 1,194,684.48
3,952,907.77 2,758,223.29 1,194,684.48
14 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
5,206,157.00 44,706.185,565,888,851.33 4,373,548,750.16 1192340101.17
18,549,821.37 14,324,367.90 4,225,453.47
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 43
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
168 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
5,239,657.00 46,056.775,566,299,279.39 4,373,961,898.79 1192337380.60
18,960,249.43 14,737,516.53 4,222,732.90
169 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
---------------- --------- ---------------- ------------ ---------------- --------------
8,974,296.00 70,554.539,824,614,712.19 8,632,277,331.59 1192337380.60
30,797,781.45 26,575,048.55 4,222,732.90
295 TRANSACTIONS WITHIN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 44
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 11/11/09 60 FIRST QUANTUM MINERALS 3,100.00 29.65 231,376.87 231,376.87
248466 11/16/09 CAD GT24YQ 74.628 1.046 221,307.38 221,307.38
PUR 11/23/09 60 FIRST QUANTUM MINERALS 600.00 17.06 47,719.86 47,719.86
248466 11/26/09 CAD GT25VO 79.503 1.055 45,219.24 45,219.24
PUR 11/24/09 60 FIRST QUANTUM MINERALS 1,500.00 42.48 119,572.80 119,572.80
248466 11/27/09 CAD GT25VQ 79.685 1.059 112,868.42 112,868.42
PUR 11/24/09 60 FIRST QUANTUM MINERALS 1,400.00 26.43 111,496.00 111,496.00
248466 11/27/09 CAD GT25XI 79.620 1.059 105,244.48 105,244.48
---------------- --------- ---------------- ------------ ---------------- --------------
6,600.00 115.62 510,165.53 510,165.53
484,639.52 484,639.52
4 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 11/02/09 60 KOC HOLDING AS 48,380.00 309.99 186,224.25 186,224.25
247977 11/04/09 TRY GT244K 3.840 1.498 124,306.96 124,306.96
PUR 11/03/09 60 KOC HOLDING AS 344,081.00 2,193.22 1,324,850.17 1,324,850.17
247977 11/05/09 TRY GT244K 3.841 1.506 879,480.99 879,480.99
PUR 11/11/09 60 AKBANK TAS TRY 1.0 54,600.00 477.10 469,345.68 469,345.68
244496 11/13/09 TRY GT24NC 8.583 1.473 318,546.00 318,546.00
PUR 11/11/09 60 KOC HOLDING AS 88,600.00 347.77 342,118.57 342,118.57
247977 11/13/09 TRY GT24P4 3.856 1.473 232,196.67 232,196.67
PUR 11/11/09 60 TURKIYE IS BANKASI-C 160,500.00 1,012.31 995,853.24 995,853.24
239835 11/13/09 TRY GT24P6 6.195 1.473 675,887.91 675,887.91
---------------- --------- ---------------- ------------ ---------------- --------------
696,161.00 4,340.39 3,318,391.91 3,318,391.91
2,230,418.53 2,230,418.53
5 TRANSACTIONS IN COUNTRY: TURKEY (3400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 11/01/09 THROUGH 11/30/09 ** 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 11/11/09 60 ADVANCED SEMICOND EN T 27,300.00 120,898.05 120,898.05
239874 11/16/09 USD 4.429 1.000 120,898.05 120,898.05
PUR 11/11/09 60 HTC CORP 6,600.00 355.42 296,539.00 296,539.00
244137 11/16/09 USD GT24Y8 44.876 1.000 296,539.00 296,539.00
PUR 11/11/09 60 TAIWAN SEMICONDUCT ADS 69,700.00 720,565.57 720,565.57
240081 11/16/09 USD 10.338 1.000 720,565.57 720,565.57
---------------- --------- ---------------- ------------ ---------------- --------------
103,600.00 355.42 1,138,002.62 1,138,002.62
1,138,002.62 1,138,002.62
3 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 11/11/09 60 SHOUGANG CONCORD INTER 54,000.00 29.40 73,954.03 73,954.03
241650 11/13/09 HKD GT24P6 1.365 7.750 9,542.70 9,542.70
PUR 11/11/09 60 SHOUGANG CONCORD INTER 600,000.00 326.67 821,831.65 821,831.65
241650 11/13/09 HKD GT24P4 1.366 7.750 106,045.53 106,045.53
---------------- --------- ---------------- ------------ ---------------- --------------
654,000.00 356.07 895,785.68 895,785.68
115,588.23 115,588.23
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 11/11/09 60 HITE BREWERY 106.00 38.55 17,899,410.00 17,899,410.00
242505 11/13/09 KRW GT24NA 168441. 1157.75 15,460.51 15,460.51
PUR 11/11/09 60 KT+G CORP KRW 5000.0 8,500.00 754.32 583,081,810.00 583,081,810.00
247575 11/13/09 KRW GT24P4 68495.1 1157.75 503,633.61 503,633.61
PUR 11/11/09 60 NHN CORP 4,700.00 1,150.83 889,583,870.00 889,583,870.00
244927 11/13/09 KRW GT24P6 188989. 1157.75 768,373.03 768,373.03
PUR 11/11/09 60 SHINHAN FINANCIAL GROU 11,100.00 684.39 529,027,850.00 529,027,850.00
240067 11/13/09 KRW GT24P6 47588.7 1157.75 456,944.81 456,944.81
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: 46
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/12/09 60 HITE BREWERY 98.00 35.88 16,649,409.00 16,649,409.00
242505 11/16/09 KRW GT24YM 169468. 1157.20 14,387.67 14,387.67
PUR 11/13/09 60 HITE BREWERY 640.00 233.95 108,767,880.00 108,767,880.00
242505 11/17/09 KRW GT24ZU 169526. 1159.40 93,813.94 93,813.94
PUR 11/13/09 60 HITE BREWERY 156.00 56.98 26,490,033.00 26,490,033.00
242505 11/17/09 KRW GT24ZU 169384. 1159.40 22,848.05 22,848.05
PUR 11/16/09 60 HITE BREWERY 1,400.00 496.94 230,099,216.00 230,099,216.00
242505 11/18/09 KRW GT254S 163946. 1154.70 199,271.86 199,271.86
PUR 11/16/09 60 SAMSUNG ELECTRONICS CO 430.00 676.63 313,304,017.00 313,304,017.00
240066 11/18/09 KRW GT254S 726797. 1154.70 271,329.36 271,329.36
PUR 11/16/09 60 SAMSUNG ELECTRONICS CO 1,692.00 2,640.191,222,499,411.00 1,222,499,411.00
240066 11/18/09 KRW GT254Q 720715. 1154.70 1,058,716.04 1,058,716.04
PUR 11/17/09 60 HITE BREWERY 1,300.00 471.50 218,084,944.00 218,084,944.00
242505 11/19/09 KRW GT254S 167339. 1153.45 189,071.87 189,071.87
PUR 11/17/09 60 SAMSUNG ELECTRONICS CO 1,078.00 1,720.48 795,784,433.00 795,784,433.00
240066 11/19/09 KRW GT254S 736363. 1153.45 689,916.71 689,916.71
PUR 11/19/09 60 HITE BREWERY 900.00 154.28 148,903,470.00 148,903,470.00
242505 11/23/09 KRW GT254S 165250. 1156.80 128,720.15 128,720.15
PUR 11/20/09 60 HITE BREWERY 700.00 119.83 115,813,810.00 115,813,810.00
242505 11/24/09 KRW GT254S 165250. 1158.40 99,977.39 99,977.39
PUR 11/20/09 60 KT+G CORP KRW 5000.0 1,060.00 153.60 71,350,570.00 71,350,570.00
247575 11/24/09 KRW GT254S 67144.0 1158.40 61,594.07 61,594.07
PUR 11/23/09 60 KT+G CORP KRW 5000.0 1,200.00 104.11 80,314,553.00 80,314,553.00
247575 11/25/09 KRW GT25XG 66828.5 1155.40 69,512.34 69,512.34
PUR 11/24/09 60 KT+G CORP KRW 5000.0 700.00 60.55 46,745,694.00 46,745,694.00
247575 11/26/09 KRW GT25VO 66679.5 1156.30 40,426.96 40,426.96
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: 47
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/25/09 60 KT+G CORP KRW 5000.0 1,400.00 202.00 93,409,943.00 93,409,943.00
247575 11/27/09 KRW GT25VQ 66555.0 1153.20 81,000.64 81,000.64
PUR 11/26/09 60 KT+G CORP KRW 5000.0 648.00 19.05 44,037,140.00 44,037,140.00
247575 11/30/09 KRW GT25XQ 67924.5 1155.20 38,120.79 38,120.79
---------------- --------- ---------------- ------------ ---------------- --------------
37,808.00 9,774.065,551,847,463.00 5,551,847,463.00
4,803,119.80 4,803,119.80
19 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 10/29/09 60 TAMBANG BATUBARA BUKIT 44,000.00 238.13 634,204,782.00 634,204,782.00
247976 11/03/09 IDR GT23II 14361.8 9580.00 66,200.92 66,200.92
PUR 11/03/09 60 TAMBANG BATUBARA BUKIT 4,000.00 21.27 58,203,580.00 58,203,580.00
247976 11/06/09 IDR GT242S 14500.0 9569.99 6,081.88 6,081.88
PUR 11/04/09 60 TAMBANG BATUBARA BUKIT 4,500.00 24.29 65,385,343.00 65,385,343.00
247976 11/09/09 IDR GT242S 14478.8 9495.00 6,886.29 6,886.29
PUR 11/05/09 60 TAMBANG BATUBARA BUKIT 11,000.00 59.20 159,419,616.00 159,419,616.00
247976 11/10/09 IDR GT242S 14441.5 9500.00 16,781.01 16,781.01
PUR 11/06/09 60 TAMBANG BATUBARA BUKIT 1,500.00 21,815,308.00 21,815,308.00
247976 11/11/09 IDR GT244M 14543.5 9454.98 2,307.28 2,307.28
PUR 11/09/09 60 TAMBANG BATUBARA BUKIT 1,000.00 5.45 14,530,666.00 14,530,666.00
247976 11/12/09 IDR GT24P4 14479.4 9399.97 1,545.82 1,545.82
PUR 11/10/09 60 TAMBANG BATUBARA BUKIT 28,000.00 407,433,733.00 407,433,733.00
247976 11/13/09 IDR GT24P4 14551.2 9400.00 43,344.01 43,344.01
PUR 11/11/09 60 BANK MANDIRI 428,000.00 727.371,997,658,305.00 1,997,658,305.00
240057 11/16/09 IDR GT24NC 4651.47 9388.00 212,788.49 212,788.49
PUR 11/11/09 60 BANK MANDIRI 511,000.00 895.472,383,179,754.00 2,383,179,754.00
240057 11/16/09 IDR GT24NC 4647.30 9388.00 253,853.83 253,853.83
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 48
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/11/09 60 P T TELEKOMUNIKASI IND 3,800.00 142,026.14 142,026.14
240078 11/16/09 USD 37.375 1.000 142,026.14 142,026.14
PUR 11/11/09 60 UNITED TRACTORS TBK PT 130,000.00 435.122,046,534,894.00 2,046,534,894.00
242799 11/16/09 IDR GT24P4 15711.1 9388.00 217,994.77 217,994.77
PUR 11/12/09 60 P T TELEKOMUNIKASI IND 2,700.00 100,489.14 100,489.14
240078 11/17/09 USD 37.218 1.000 100,489.14 100,489.14
PUR 11/13/09 60 TAMBANG BATUBARA BUKIT 500.00 2.74 7,275,665.00 7,275,665.00
247976 11/18/09 IDR GT24ZQ 14500.0 9369.94 776.49 776.49
PUR 11/16/09 60 INDOFOOD SUKSES MAKMUR 69,500.00 82.49 219,351,262.00 219,351,262.00
249825 11/19/09 IDR GT254S 3145.00 9379.99 23,385.00 23,385.00
PUR 11/16/09 60 INDOFOOD SUKSES MAKMUR 85,000.00 103.17 269,030,813.00 269,030,813.00
249825 11/19/09 IDR GT254Q 3153.68 9380.00 28,681.32 28,681.32
PUR 11/16/09 60 P T TELEKOMUNIKASI IND 1,300.00 49,301.07 49,301.07
240078 11/19/09 USD 37.924 1.000 49,301.07 49,301.07
PUR 11/17/09 60 INDOFOOD SUKSES MAKMUR 92,600.00 110.65 294,222,137.00 294,222,137.00
249825 11/20/09 IDR GT254S 3166.13 9379.99 31,366.97 31,366.97
PUR 11/17/09 60 P T TELEKOMUNIKASI IND 300.00 11,369.61 11,369.61
240078 11/20/09 USD 37.899 1.000 11,369.61 11,369.61
PUR 11/18/09 60 INDOFOOD SUKSES MAKMUR 18,000.00 21.98 57,358,086.00 57,358,086.00
249825 11/23/09 IDR GT254Q 3175.09 9384.99 6,111.68 6,111.68
PUR 11/18/09 60 INDOFOOD SUKSES MAKMUR 60,000.00 72.13 191,905,280.00 191,905,280.00
249825 11/23/09 IDR GT254S 3187.13 9384.99 20,448.09 20,448.09
PUR 11/18/09 60 P T TELEKOMUNIKASI IND 900.00 34,113.15 34,113.15
240078 11/23/09 USD 37.904 1.000 34,113.15 34,113.15
PUR 11/19/09 60 INDOFOOD SUKSES MAKMUR 55,000.00 65.33 176,398,036.00 176,398,036.00
249825 11/24/09 IDR GT254Q 3195.92 9524.99 18,519.48 18,519.48
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 49
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/19/09 60 P T TELEKOMUNIKASI IND 1,000.00 38,241.30 38,241.30
240078 11/24/09 USD 38.241 1.000 38,241.30 38,241.30
PUR 11/20/09 60 INDOFOOD SUKSES MAKMUR 39,500.00 47.00 126,252,857.00 126,252,857.00
249825 11/25/09 IDR GT254Q 3185.00 9475.00 13,324.84 13,324.84
PUR 11/20/09 60 INDOFOOD SUKSES MAKMUR 13,000.00 41,642,369.00 41,642,369.00
249825 11/25/09 IDR GT254Q 3203.25 9475.00 4,394.97 4,394.97
PUR 11/20/09 60 P T TELEKOMUNIKASI IND 300.00 11,524.17 11,524.17
240078 11/25/09 USD 38.414 1.000 11,524.17 11,524.17
PUR 11/23/09 60 INDOFOOD SUKSES MAKMUR 5,500.00 17,676,449.00 17,676,449.00
249825 11/26/09 IDR GT25VO 3213.90 9445.02 1,871.51 1,871.51
PUR 11/23/09 60 INDOFOOD SUKSES MAKMUR 53,500.00 62.22 171,926,508.00 171,926,508.00
249825 11/26/09 IDR GT25XG 3202.59 9445.00 18,202.91 18,202.91
PUR 11/23/09 60 INDOFOOD SUKSES MAKMUR 27,000.00 32.34 86,585,012.00 86,585,012.00
249825 11/26/09 IDR GT25VO 3195.54 9444.99 9,167.29 9,167.29
PUR 11/24/09 60 INDOFOOD SUKSES MAKMUR 41,500.00 49.42 132,732,574.00 132,732,574.00
249825 11/30/09 IDR GT25VQ 3187.09 9475.00 14,008.71 14,008.71
---------------- --------- ---------------- ------------ ---------------- --------------
1,733,900.00 3,055.779,581,110,093.58 9,581,110,093.58
1,405,108.14 1,405,108.14
30 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 11/11/09 60 COMMERCIAL INTERNATION 20,200.00 322.90 1,175,819.43 1,175,819.43
247491 11/16/09 EGP 58.122 5.454 215,588.45 215,588.45
PUR 11/24/09 60 ORASCOM CONSTRUCTION I 14.00 2.11 3,301.37 3,301.37
240086 11/30/09 EGP GT25VO 234.990 5.452 605.53 605.53
---------------- --------- ---------------- ------------ ---------------- --------------
20,214.00 325.01 1,179,120.80 1,179,120.80
216,193.98 216,193.98
2 TRANSACTIONS IN COUNTRY: EGYPT (5100)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 50
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 10/27/09 60 SHOPRITE HOLDINGS LTD 2,588.00 61.81 163,469.85 163,469.85
248759 11/03/09 ZAR GT238C 62.982 7.648 21,374.20 21,374.20
PUR 10/27/09 60 SHOPRITE HOLDINGS LTD 3,120.00 115.65 197,444.52 197,444.52
248759 11/03/09 ZAR GT238C 63.000 7.648 25,816.49 25,816.49
PUR 10/28/09 60 SHOPRITE HOLDINGS LTD 701.00 16.43 44,217.18 44,217.18
248759 11/04/09 ZAR GT23IK 62.895 7.782 5,681.62 5,681.62
PUR 10/29/09 60 SHOPRITE HOLDINGS LTD 2,140.00 50.44 135,141.02 135,141.02
248759 11/05/09 ZAR GT23LE 62.967 7.747 17,443.18 17,443.18
PUR 10/30/09 60 SHOPRITE HOLDINGS LTD 114.00 2.66 7,202.83 7,202.83
248759 11/06/09 ZAR GT23LG 63.000 7.822 920.84 920.84
PUR 11/02/09 60 SHOPRITE HOLDINGS LTD 3,627.00 84.59 229,163.65 229,163.65
248759 11/09/09 ZAR GT242U 63.000 7.833 29,254.69 29,254.69
PUR 11/03/09 60 SHOPRITE HOLDINGS LTD 13,824.00 316.62 858,736.16 858,736.16
248759 11/10/09 ZAR GT244K 61.940 7.842 109,497.76 109,497.76
PUR 11/03/09 60 SHOPRITE HOLDINGS LTD 14,266.00 510.00 892,819.99 892,819.99
248759 11/10/09 ZAR GT242U 62.303 7.842 113,843.80 113,843.80
PUR 11/03/09 60 SHOPRITE HOLDINGS LTD 12,004.00 315.10 751,320.33 751,320.33
248759 11/10/09 ZAR GT242U 62.383 7.842 95,801.13 95,801.13
PUR 11/04/09 60 SHOPRITE HOLDINGS LTD 2,937.00 67.74 179,780.82 179,780.82
248759 11/11/09 ZAR GT244M 61.035 7.675 23,425.13 23,425.13
PUR 11/04/09 60 SHOPRITE HOLDINGS LTD 2,478.00 88.62 151,813.32 151,813.32
248759 11/11/09 ZAR GT242U 60.990 7.675 19,781.01 19,781.01
PUR 11/05/09 60 SHOPRITE HOLDINGS LTD 3,584.00 128.33 217,267.73 217,267.73
248759 11/12/09 ZAR GT242S 60.350 7.584 28,647.04 28,647.04
PUR 11/05/09 60 SHOPRITE HOLDINGS LTD 3,665.00 84.44 221,467.64 221,467.64
248759 11/12/09 ZAR GT242S 60.253 7.584 29,200.80 29,200.80
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 51
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/06/09 60 SHOPRITE HOLDINGS LTD 3,793.00 137.55 230,887.11 230,887.11
248759 11/13/09 ZAR GT242S 60.599 7.520 30,703.89 30,703.89
PUR 11/06/09 60 SHOPRITE HOLDINGS LTD 7,586.00 177.22 460,876.63 460,876.63
248759 11/13/09 ZAR GT242U 60.578 7.520 61,288.42 61,288.42
PUR 11/10/09 60 SHOPRITE HOLDINGS LTD 7,225.00 176.78 452,738.70 452,738.70
248759 11/17/09 ZAR GT24NA 62.482 7.405 61,136.29 61,136.29
PUR 11/11/09 60 KUMBA IRON ORE LTD 976.00 94.85 241,768.66 241,768.66
239842 11/18/09 ZAR GT24NC 246.998 7.371 32,801.32 32,801.32
PUR 11/11/09 60 KUMBA IRON ORE LTD 83.00 11.09 20,520.97 20,520.97
239842 11/18/09 ZAR GT24NA 246.256 7.371 2,784.13 2,784.13
PUR 11/11/09 60 MASSMART ZAR0.01 5,210.00 185.14 471,919.31 471,919.31
239844 11/18/09 ZAR GT24NC 90.318 7.371 64,026.39 64,026.39
PUR 11/11/09 60 MASSMART ZAR0.01 702.00 34.34 63,538.58 63,538.58
239844 11/18/09 ZAR GT24P6 90.150 7.371 8,620.43 8,620.43
PUR 11/11/09 60 MURRAY + ROBERTS HOLDI 3,370.00 72.84 185,656.68 185,656.68
240206 11/18/09 ZAR GT24NC 54.932 7.371 25,188.47 25,188.47
PUR 11/11/09 60 MURRAY + ROBERTS HOLDI 1,861.00 55.69 103,029.37 103,029.37
240206 11/18/09 ZAR GT24NA 55.142 7.371 13,978.23 13,978.23
PUR 11/11/09 60 NEDBANK GROUP LTD 4,102.00 191.73 488,711.90 488,711.90
239838 11/18/09 ZAR GT24NC 118.795 7.371 66,304.68 66,304.68
PUR 11/11/09 60 NEDBANK GROUP LTD 333.00 21.49 39,766.38 39,766.38
239838 11/18/09 ZAR GT24P4 118.943 7.371 5,395.20 5,395.20
PUR 11/11/09 60 SANLAM LTD 22,470.00 194.01 494,525.14 494,525.14
239837 11/18/09 ZAR GT24NC 21.945 7.371 67,093.38 67,093.38
PUR 11/11/09 60 SANLAM LTD 2,655.00 31.64 58,539.95 58,539.95
239837 11/18/09 ZAR GT24NA 21.961 7.371 7,942.25 7,942.25
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 52
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/11/09 60 SHOPRITE HOLDINGS LTD 841.00 28.70 53,099.26 53,099.26
248759 11/18/09 ZAR GT24NC 62.887 7.371 7,204.10 7,204.10
PUR 11/11/09 60 SHOPRITE HOLDINGS LTD 7,528.00 186.27 474,466.33 474,466.33
248759 11/18/09 ZAR GT24NA 62.845 7.371 64,371.95 64,371.95
PUR 11/11/09 60 STANDARD BANK GROUP LT 28,300.00 1,504.49 2,783,382.64 2,783,382.64
247879 11/18/09 ZAR GT24P6 97.961 7.371 377,627.99 377,627.99
PUR 11/11/09 60 TIGER BRANDS LTD ZAR 0 4,043.00 249.37 635,636.08 635,636.08
247237 11/18/09 ZAR GT24NC 156.764 7.371 86,238.22 86,238.22
PUR 11/11/09 60 TIGER BRANDS LTD ZAR 0 928.00 80.05 148,103.26 148,103.26
247237 11/18/09 ZAR GT24P4 158.958 7.371 20,093.51 20,093.51
PUR 11/12/09 60 KUMBA IRON ORE LTD 3,141.00 303.43 780,081.31 780,081.31
239842 11/19/09 ZAR GT24YG 247.636 7.434 104,934.26 104,934.26
PUR 11/12/09 60 MASSMART ZAR0.01 9,122.00 320.86 824,879.49 824,879.49
239844 11/19/09 ZAR GT24ZQ 90.166 7.434 110,960.38 110,960.38
PUR 11/12/09 60 MURRAY + ROBERTS HOLDI 10,115.00 219.43 564,138.53 564,138.53
240206 11/19/09 ZAR GT24ZY 55.611 7.434 75,886.27 75,886.27
PUR 11/12/09 60 NEDBANK GROUP LTD 2,826.00 130.81 336,308.16 336,308.16
239838 11/19/09 ZAR GT2500 118.661 7.434 45,239.19 45,239.19
PUR 11/12/09 60 SANLAM LTD 54,875.00 470.25 1,208,945.91 1,208,945.91
239837 11/19/09 ZAR GT24YG 21.967 7.434 162,623.88 162,623.88
PUR 11/12/09 60 SHOPRITE HOLDINGS LTD 4,999.00 123.77 318,225.16 318,225.16
248759 11/19/09 ZAR GT2500 63.474 7.434 42,806.72 42,806.72
PUR 11/12/09 60 TIGER BRANDS LTD ZAR 0 6,480.00 403.09 1,036,285.03 1,036,285.03
247237 11/19/09 ZAR GT24ZO 159.458 7.434 139,398.04 139,398.04
PUR 11/13/09 60 MASSMART ZAR0.01 3,566.00 193.70 321,488.72 321,488.72
239844 11/20/09 ZAR GT2500 89.750 7.436 43,237.00 43,237.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 53
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/13/09 60 MURRAY + ROBERTS HOLDI 21,459.00 461.92 1,187,780.41 1,187,780.41
240206 11/20/09 ZAR GT254S 55.191 7.436 159,744.52 159,744.52
PUR 11/13/09 60 NEDBANK GROUP LTD 3,839.00 277.99 461,403.36 461,403.36
239838 11/20/09 ZAR GT24ZO 119.650 7.436 62,054.11 62,054.11
PUR 11/13/09 60 SHOPRITE HOLDINGS LTD 5,332.00 203.94 338,498.82 338,498.82
248759 11/20/09 ZAR GT24ZS 63.200 7.435 45,524.69 45,524.69
PUR 11/13/09 60 TIGER BRANDS LTD ZAR 0 3,149.00 301.97 501,204.37 501,204.37
247237 11/20/09 ZAR GT24ZO 158.450 7.435 67,406.95 67,406.95
PUR 11/16/09 60 MURRAY + ROBERTS HOLDI 17,595.00 385.26 979,507.94 979,507.94
240206 11/23/09 ZAR GT254S 55.509 7.352 133,231.95 133,231.95
---------------- --------- ---------------- ------------ ---------------- --------------
313,552.00 9,072.10 20,315,759.20 20,315,759.20
2,716,534.50 2,716,534.50
44 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 11/11/09 60 BANPU PUBLIC CO LTD-FO 4,700.00 172.06 2,144,995.23 2,144,995.23
242472 11/16/09 THB GT24P4 455.164 33.260 64,491.74 64,491.74
PUR 11/11/09 60 KASIKORNBANK PCL-FOREI 34,800.00 236.45 3,026,753.78 3,026,753.78
246231 11/16/09 THB GT24NC 86.750 33.260 91,002.82 91,002.82
PUR 11/12/09 60 BANPU PUBLIC CO LTD-FO 7,600.00 284.50 3,551,073.78 3,551,073.78
242472 11/17/09 THB GT24YI 466.000 33.300 106,638.85 106,638.85
PUR 11/12/09 60 KASIKORNBANK PCL-FOREI 7,100.00 48.18 617,529.47 617,529.47
246231 11/17/09 THB GT24YM 86.750 33.300 18,544.43 18,544.43
PUR 11/13/09 60 KASIKORNBANK PCL-FOREI 21,900.00 147.92 1,894,072.19 1,894,072.19
246231 11/18/09 THB GT24ZO 86.263 33.270 56,930.33 56,930.33
---------------- --------- ---------------- ------------ ---------------- --------------
76,100.00 889.11 11,234,424.45 11,234,424.45
337,608.17 337,608.17
5 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: 54
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 10/28/09 60 CEMIG SA SPN ADR 3,600.00 57,514.32 57,514.32
248069 11/02/09 USD 15.976 1.000 57,514.32 57,514.32
PUR 10/28/09 60 CEMIG SA SPN ADR 2,900.00 46,330.98 46,330.98
248069 11/02/09 USD 15.976 1.000 46,330.98 46,330.98
PUR 10/28/09 60 FERTILIZANTES FOSFATAD 5,900.00 132.01 96,888.25 96,888.25
247577 11/03/09 BRL GT23LG 16.383 1.754 55,247.90 55,247.90
PUR 10/28/09 60 NATURA COSMETICOS SA N 4,700.00 200.05 146,828.67 146,828.67
248071 11/03/09 BRL GT23LG 31.166 1.754 83,725.08 83,725.08
PUR 10/30/09 60 CEMIG SA SPN ADR 2,200.00 34,916.42 34,916.42
248069 11/04/09 USD 15.871 1.000 34,916.42 34,916.42
PUR 10/30/09 60 CEMIG SA SPN ADR 2,700.00 42,851.97 42,851.97
248069 11/04/09 USD 15.871 1.000 42,851.97 42,851.97
PUR 10/30/09 60 FERTILIZANTES FOSFATAD 4,600.00 106.62 77,849.18 77,849.18
247577 11/05/09 BRL GT23IK 16.883 1.744 44,625.50 44,625.50
PUR 11/02/09 60 CEMIG SA SPN ADR 3,000.00 46,993.20 46,993.20
248069 11/05/09 USD 15.664 1.000 46,993.20 46,993.20
PUR 11/02/09 60 CEMIG SA SPN ADR 3,700.00 57,958.28 57,958.28
248069 11/05/09 USD 15.664 1.000 57,958.28 57,958.28
PUR 11/03/09 60 CEMIG SA SPN ADR 600.00 9,418.20 9,418.20
248069 11/06/09 USD 15.697 1.000 9,418.20 9,418.20
PUR 11/03/09 60 CEMIG SA SPN ADR 500.00 7,848.50 7,848.50
248069 11/06/09 USD 15.697 1.000 7,848.50 7,848.50
PUR 11/03/09 60 NATURA COSMETICOS SA N 1,700.00 71.96 52,673.53 52,673.53
248071 11/06/09 BRL GT242S 30.910 1.749 30,116.37 30,116.37
PUR 11/03/09 60 USINAS SIDER MINAS GER 1,100.00 52.21 49,587.13 49,587.13
245414 11/06/09 BRL GT242U 44.996 1.749 28,351.70 28,351.70
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: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/11/09 60 COMPANHIA BRASILEIRA D 28,800.00 703.26 483,900.49 483,900.49
247595 11/16/09 BRL GT24NA 16.760 1.716 282,009.73 282,009.73
PUR 11/11/09 60 FERTILIZANTES FOSFATAD 800.00 20.36 14,623.17 14,623.17
247577 11/16/09 BRL GT24NC 18.235 1.716 8,522.16 8,522.16
PUR 11/11/09 60 NATURA COSMETICOS SA N 13,600.00 625.58 449,269.59 449,269.59
248071 11/16/09 BRL GT24NC 32.956 1.716 261,827.37 261,827.37
PUR 11/11/09 60 REDECARD SA 13,300.00 529.83 364,564.39 364,564.39
240065 11/16/09 BRL GT24YA 27.343 1.716 212,462.49 212,462.49
PUR 11/11/09 60 USINAS SIDER MINAS GER 28,900.00 2,108.33 1,450,692.71 1,450,692.71
245414 11/16/09 BRL GT24Y4 50.072 1.716 845,441.29 845,441.29
PUR 11/12/09 60 COMPANHIA BRASILEIRA D 8,200.00 197.69 136,578.68 136,578.68
247595 11/17/09 BRL GT24Y8 16.614 1.723 79,272.55 79,272.55
PUR 11/12/09 60 COMPANHIA BRASILEIRA D 36,700.00 831.33 612,215.44 612,215.44
247595 11/17/09 BRL GT24Y8 16.643 1.723 355,340.09 355,340.09
PUR 11/12/09 60 FERTILIZANTES FOSFATAD 2,200.00 54.55 39,335.60 39,335.60
247577 11/17/09 BRL GT24YA 17.837 1.723 22,831.04 22,831.04
PUR 11/12/09 60 NATURA COSMETICOS SA N 12,900.00 578.23 416,969.63 416,969.63
248071 11/17/09 BRL GT24YM 32.246 1.723 242,016.15 242,016.15
PUR 11/12/09 60 REDECARD SA 14,000.00 551.80 381,225.69 381,225.69
240065 11/17/09 BRL GT24Y8 27.163 1.723 221,269.77 221,269.77
PUR 11/13/09 60 COMPANHIA BRASILEIRA D 23,900.00 580.34 402,322.54 402,322.54
247595 11/18/09 BRL GT24ZO 16.792 1.729 232,717.80 232,717.80
PUR 11/13/09 60 FERTILIZANTES FOSFATAD 800.00 19.28 13,948.05 13,948.05
247577 11/18/09 BRL GT2500 17.393 1.729 8,068.05 8,068.05
PUR 11/13/09 60 FERTILIZANTES FOSFATAD 3,300.00 78.20 57,786.19 57,786.19
247577 11/18/09 BRL GT24ZQ 17.470 1.729 33,425.61 33,425.61
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: 56
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/13/09 60 NATURA COSMETICOS SA N 1,900.00 84.18 60,906.01 60,906.01
248071 11/18/09 BRL GT24ZO 31.979 1.729 35,230.22 35,230.22
PUR 11/13/09 60 REDECARD SA 5,300.00 208.94 144,846.63 144,846.63
240065 11/18/09 BRL GT24ZQ 27.261 1.729 83,784.49 83,784.49
PUR 11/13/09 60 REDECARD SA 4,400.00 173.24 120,338.09 120,338.09
240065 11/18/09 BRL GT24ZU 27.282 1.729 69,607.87 69,607.87
PUR 11/16/09 60 FERTILIZANTES FOSFATAD 6,900.00 164.15 120,064.58 120,064.58
247577 11/19/09 BRL GT254Q 17.360 1.711 70,163.97 70,163.97
PUR 11/16/09 60 NATURA COSMETICOS SA N 400.00 18.04 12,922.39 12,922.39
248071 11/19/09 BRL GT254S 32.229 1.711 7,551.65 7,551.65
PUR 11/16/09 60 REDECARD SA 4,000.00 163.15 112,181.59 112,181.59
240065 11/19/09 BRL GT254Q 27.976 1.711 65,557.26 65,557.26
PUR 11/17/09 60 NATURA COSMETICOS SA N 1,500.00 68.42 49,292.88 49,292.88
248071 11/23/09 BRL GT254Q 32.783 1.721 28,633.68 28,633.68
PUR 11/17/09 60 REDECARD SA 2,600.00 105.13 72,720.98 72,720.98
240065 11/23/09 BRL GT254S 27.900 1.721 42,242.80 42,242.80
PUR 11/18/09 60 NATURA COSMETICOS SA N 300.00 13.89 9,923.62 9,923.62
248071 11/24/09 BRL GT254Q 33.000 1.708 5,811.78 5,811.78
PUR 11/18/09 60 REDECARD SA 9,700.00 388.53 266,560.78 266,560.78
240065 11/24/09 BRL GT254Q 27.412 1.708 156,111.73 156,111.73
PUR 11/19/09 60 NATURA COSMETICOS SA N 1,300.00 59.36 43,186.22 43,186.22
248071 11/25/09 BRL GT254S 33.141 1.738 24,843.94 24,843.94
PUR 11/20/09 60 CEMIG SA SPN ADR 200.00 3,371.18 3,371.18
248069 11/25/09 USD 16.856 1.000 3,371.18 3,371.18
PUR 11/20/09 60 CEMIG SA SPN ADR 200.00 3,371.18 3,371.18
248069 11/25/09 USD 16.856 1.000 3,371.18 3,371.18
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 57
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/20/09 60 CEMIG SA SPN ADR 300.00 5,056.77 5,056.77
248069 11/25/09 USD 16.856 1.000 5,056.77 5,056.77
PUR 11/25/09 60 USINAS SIDER MINAS GER 200.00 9.91 10,158.84 10,158.84
245414 11/30/09 BRL GT25VQ 50.708 1.734 5,859.29 5,859.29
---------------- --------- ---------------- ------------ ---------------- --------------
263,800.00 8,898.57 6,585,992.54 6,585,992.54
3,958,300.33 3,958,300.33
41 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 11/02/09 60 NETEASE COM INC USD 0. 4,800.00 179,298.72 179,298.72
247975 11/05/09 USD 37.354 1.000 179,298.72 179,298.72
PUR 11/02/09 60 NETEASE COM INC USD 0. 8,100.00 302,829.03 302,829.03
247975 11/05/09 USD 37.386 1.000 302,829.03 302,829.03
PUR 11/03/09 60 NETEASE COM INC USD 0. 5,300.00 199,075.95 199,075.95
247975 11/06/09 USD 37.562 1.000 199,075.95 199,075.95
PUR 11/04/09 60 NETEASE COM INC USD 0. 1,900.00 75,241.90 75,241.90
247975 11/09/09 USD 39.601 1.000 75,241.90 75,241.90
PUR 11/05/09 60 NETEASE COM INC USD 0. 3,400.00 134,156.52 134,156.52
247975 11/10/09 USD 39.458 1.000 134,156.52 134,156.52
PUR 11/06/09 60 NETEASE COM INC USD 0. 300.00 12,137.28 12,137.28
247975 11/12/09 USD 40.458 1.000 12,137.28 12,137.28
PUR 11/09/09 60 NETEASE COM INC USD 0. 2,500.00 104,913.50 104,913.50
247975 11/13/09 USD 41.965 1.000 104,913.50 104,913.50
PUR 11/10/09 60 NETEASE COM INC USD 0. 600.00 24,990.48 24,990.48
247975 11/16/09 USD 41.651 1.000 24,990.48 24,990.48
PUR 11/11/09 60 NETEASE COM INC USD 0. 1,900.00 80,217.81 80,217.81
247975 11/16/09 USD 42.220 1.000 80,217.81 80,217.81
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: 58
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/11/09 60 NETEASE COM INC USD 0. 1,400.00 59,107.86 59,107.86
247975 11/16/09 USD 42.220 1.000 59,107.86 59,107.86
PUR 11/12/09 60 NETEASE COM INC USD 0. 1,500.00 62,711.85 62,711.85
247975 11/17/09 USD 41.808 1.000 62,711.85 62,711.85
PUR 11/12/09 60 NETEASE COM INC USD 0. 2,000.00 83,615.80 83,615.80
247975 11/17/09 USD 41.808 1.000 83,615.80 83,615.80
PUR 11/13/09 60 NETEASE COM INC USD 0. 2,000.00 80,210.20 80,210.20
247975 11/18/09 USD 40.105 1.000 80,210.20 80,210.20
PUR 11/13/09 60 NETEASE COM INC USD 0. 2,500.00 100,262.75 100,262.75
247975 11/18/09 USD 40.105 1.000 100,262.75 100,262.75
PUR 11/16/09 60 NETEASE COM INC USD 0. 1,300.00 53,498.90 53,498.90
247975 11/19/09 USD 41.153 1.000 53,498.90 53,498.90
PUR 11/16/09 60 NETEASE COM INC USD 0. 1,700.00 69,960.10 69,960.10
247975 11/19/09 USD 41.153 1.000 69,960.10 69,960.10
PUR 11/17/09 60 NETEASE COM INC USD 0. 1,300.00 54,410.85 54,410.85
247975 11/20/09 USD 41.855 1.000 54,410.85 54,410.85
PUR 11/17/09 60 NETEASE COM INC USD 0. 1,700.00 71,152.65 71,152.65
247975 11/20/09 USD 41.855 1.000 71,152.65 71,152.65
---------------- --------- ---------------- ------------ ---------------- --------------
44,200.00 1,747,792.15 1,747,792.15
1,747,792.15 1,747,792.15
18 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 10/28/09 60 GPO MEXICO SA SER B 48,500.00 237.89 1,266,991.98 1,266,991.98
247974 11/03/09 MXN GT23LG 26.058 13.282 95,393.09 95,393.09
PUR 10/30/09 60 GPO MEXICO SA SER B 96,900.00 484.07 2,553,121.76 2,553,121.76
247974 11/05/09 MXN GT23IK 26.282 13.153 194,110.94 194,110.94
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: 59
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/03/09 60 GPO MEXICO SA SER B 27,600.00 137.95 733,303.21 733,303.21
247974 11/06/09 MXN GT244K 26.503 13.256 55,316.92 55,316.92
PUR 11/04/09 60 GPO MEXICO SA SER B 95,900.00 497.38 2,642,583.69 2,642,583.69
247974 11/09/09 MXN GT244M 27.487 13.249 199,449.31 199,449.31
PUR 11/05/09 60 GPO MEXICO SA SER B 89,000.00 459.53 2,452,860.36 2,452,860.36
247974 11/10/09 MXN GT244M 27.492 13.311 184,273.18 184,273.18
PUR 11/06/09 60 GPO MEXICO SA SER B 28,600.00 148.16 793,555.44 793,555.44
247974 11/11/09 MXN GT244M 27.678 13.357 59,411.65 59,411.65
PUR 11/09/09 60 GPO MEXICO SA SER B 26,300.00 141.20 754,645.77 754,645.77
247974 11/12/09 MXN GT24NA 28.622 13.328 56,621.51 56,621.51
PUR 11/10/09 60 GPO MEXICO SA SER B 20,000.00 111.16 590,418.37 590,418.37
247974 11/13/09 MXN GT24NC 29.447 13.246 44,573.33 44,573.33
PUR 11/10/09 60 GPO MEXICO SA SER B 34,700.00 191.01 1,014,590.35 1,014,590.35
247974 11/13/09 MXN GT24NC 29.166 13.246 76,595.98 76,595.98
PUR 11/11/09 60 DESARROLADORA HOMEX AD 5,500.00 192,530.80 192,530.80
240080 11/16/09 USD 35.006 1.000 192,530.80 192,530.80
PUR 11/11/09 60 FOMENTO ECONOMICO MEXI 7,100.00 312,843.04 312,843.04
240074 11/16/09 USD 44.062 1.000 312,843.04 312,843.04
PUR 11/11/09 60 GPO MEXICO SA SER B 38,500.00 173.62 1,143,395.28 1,143,395.28
247974 11/17/09 MXN GT24NC 29.639 13.145 86,981.96 86,981.96
PUR 11/11/09 60 GPO MEXICO SA SER B 77,900.00 351.29 2,313,519.27 2,313,519.27
247974 11/17/09 MXN GT24NA 29.639 13.145 175,997.27 175,997.27
PUR 11/11/09 60 GRUPO TELEVISA SA-SPON 25,900.00 556,412.29 556,412.29
239875 11/16/09 USD 21.483 1.000 556,412.29 556,412.29
PUR 11/12/09 60 GPO MEXICO SA SER B 15,500.00 69.25 457,313.40 457,313.40
247974 11/18/09 MXN GT24YM 29.445 13.180 34,696.47 34,696.47
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 60
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/12/09 60 GPO MEXICO SA SER B 31,200.00 139.40 920,527.62 920,527.62
247974 11/18/09 MXN GT24YM 29.445 13.180 69,840.64 69,840.64
PUR 11/12/09 60 GRUPO TELEVISA SA-SPON 9,100.00 196,631.89 196,631.89
239875 11/17/09 USD 21.608 1.000 196,631.89 196,631.89
---------------- --------- ---------------- ------------ ---------------- --------------
678,200.00 3,141.91 18,895,244.52 18,895,244.52
2,591,680.27 2,591,680.27
17 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 11/10/09 60 BRITISH AMERICAN TOBAC 200.00 7.63 9,245.81 9,245.81
239832 11/13/09 MYR GT24NC 46.100 3.383 2,733.02 2,733.02
---------------- --------- ---------------- ------------ ---------------- --------------
200.00 7.63 9,245.81 9,245.81
2,733.02 2,733.02
1 TRANSACTION IN COUNTRY: MALAYSIA (8700)
PUR 11/12/09 60 PHILIPPINE LONG DIST - 400.00 21,514.32 21,514.32
240079 11/17/09 USD 53.786 1.000 21,514.32 21,514.32
PUR 11/13/09 60 PHILIPPINE LONG DIST - 300.00 16,383.48 16,383.48
240079 11/18/09 USD 54.612 1.000 16,383.48 16,383.48
PUR 11/16/09 60 PHILIPPINE LONG DIST - 500.00 27,302.90 27,302.90
240079 11/19/09 USD 54.606 1.000 27,302.90 27,302.90
PUR 11/17/09 60 PHILIPPINE LONG DIST - 300.00 16,357.62 16,357.62
240079 11/20/09 USD 54.525 1.000 16,357.62 16,357.62
PUR 11/18/09 60 PHILIPPINE LONG DIST - 400.00 21,783.24 21,783.24
240079 11/23/09 USD 54.458 1.000 21,783.24 21,783.24
PUR 11/18/09 60 PHILIPPINE LONG DIST - 1,900.00 103,697.63 103,697.63
240079 11/23/09 USD 54.578 1.000 103,697.63 103,697.63
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 61
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/19/09 60 PHILIPPINE LONG DIST - 700.00 37,773.33 37,773.33
240079 11/24/09 USD 53.962 1.000 37,773.33 37,773.33
PUR 11/20/09 60 PHILIPPINE LONG DIST - 300.00 16,353.99 16,353.99
240079 11/25/09 USD 54.513 1.000 16,353.99 16,353.99
PUR 11/23/09 60 PHILIPPINE LONG DIST - 1,200.00 66,762.60 66,762.60
240079 11/27/09 USD 55.636 1.000 66,762.60 66,762.60
---------------- --------- ---------------- ------------ ---------------- --------------
6,000.00 327,929.11 327,929.11
327,929.11 327,929.11
9 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
PUR 11/17/09 60 OIL + GAS DEVELOPMENT 21,400.00 87.68 2,278,280.52 2,278,280.52
249826 11/19/09 PKR GT254S 106.120 83.400 27,317.51 27,317.51
PUR 11/18/09 60 OIL + GAS DEVELOPMENT 10,300.00 44.90 1,117,117.70 1,117,117.70
249826 11/20/09 PKR GT254S 108.094 83.420 13,391.49 13,391.49
PUR 11/19/09 60 OIL + GAS DEVELOPMENT 5,600.00 24.61 612,208.40 612,208.40
249826 11/23/09 PKR GT254Q 108.956 83.410 7,339.75 7,339.75
PUR 11/20/09 60 OIL + GAS DEVELOPMENT 20,800.00 92.79 2,310,871.39 2,310,871.39
249826 11/24/09 PKR GT254S 110.727 83.500 27,675.11 27,675.11
---------------- --------- ---------------- ------------ ---------------- --------------
58,100.00 249.98 6,318,478.01 6,318,478.01
75,723.86 75,723.86
4 TRANSACTIONS IN COUNTRY: PAKISTAN (8950)
PUR 10/28/09 60 CELLCOM ISRAEL LTD 500.00 14,998.40 14,998.40
247007 11/02/09 USD 29.997 1.000 14,998.40 14,998.40
PUR 10/28/09 60 CELLCOM ISRAEL LTD 100.00 2,999.68 2,999.68
247007 11/02/09 USD 29.997 1.000 2,999.68 2,999.68
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 62
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/02/09 60 CELLCOM ISRAEL LTD 200.00 5,954.74 5,954.74
247007 11/05/09 USD 29.774 1.000 5,954.74 5,954.74
PUR 11/02/09 60 CELLCOM ISRAEL LTD 200.00 5,954.74 5,954.74
247007 11/05/09 USD 29.774 1.000 5,954.74 5,954.74
PUR 11/02/09 60 CELLCOM ISRAEL LTD 1,700.00 50,615.29 50,615.29
247007 11/05/09 USD 29.774 1.000 50,615.29 50,615.29
PUR 11/03/09 60 CELLCOM ISRAEL LTD 800.00 23,262.08 23,262.08
247007 11/06/09 USD 29.078 1.000 23,262.08 23,262.08
PUR 11/03/09 60 CELLCOM ISRAEL LTD 100.00 2,907.76 2,907.76
247007 11/06/09 USD 29.078 1.000 2,907.76 2,907.76
PUR 11/03/09 60 CELLCOM ISRAEL LTD 100.00 2,907.76 2,907.76
247007 11/06/09 USD 29.078 1.000 2,907.76 2,907.76
PUR 11/05/09 60 CELLCOM ISRAEL LTD 200.00 6,111.06 6,111.06
247007 11/10/09 USD 30.555 1.000 6,111.06 6,111.06
PUR 11/05/09 60 CELLCOM ISRAEL LTD 1,100.00 33,610.83 33,610.83
247007 11/10/09 USD 30.555 1.000 33,610.83 33,610.83
PUR 11/05/09 60 CELLCOM ISRAEL LTD 100.00 3,055.53 3,055.53
247007 11/10/09 USD 30.555 1.000 3,055.53 3,055.53
PUR 11/11/09 60 ISRAEL CHEMICALS LIMIT 29,400.00 565.53 1,415,107.00 1,415,107.00
239829 11/16/09 ILS 48.061 3.748 377,583.38 377,583.38
PUR 11/18/09 60 CELLCOM ISRAEL LTD 100.00 3,138.19 3,138.19
247007 11/23/09 USD 31.382 1.000 3,138.19 3,138.19
PUR 11/20/09 60 CELLCOM ISRAEL LTD 300.00 9,434.94 9,434.94
247007 11/25/09 USD 31.450 1.000 9,434.94 9,434.94
PUR 11/23/09 60 CELLCOM ISRAEL LTD 200.00 6,335.38 6,335.38
247007 11/27/09 USD 31.677 1.000 6,335.38 6,335.38
---------------- --------- ---------------- ------------ ---------------- --------------
35,100.00 565.53 1,586,393.38 1,586,393.38
548,869.76 548,869.76
15 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: 63
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 10/30/09 60 MAGNIT OJSC NPV GDR 57,121.00 920.25 767,798.24 767,798.24
249598 11/04/09 USD GT23IK 13.426 1.000 767,798.24 767,798.24
PUR 11/02/09 60 MAGNIT OJSC NPV GDR 58,114.00 947.22 790,298.06 790,298.06
249598 11/05/09 USD GT242S 13.583 1.000 790,298.06 790,298.06
PUR 11/03/09 60 MAGNIT OJSC NPV GDR 89,065.00 1,422.71 1,187,011.46 1,187,011.46
249598 11/06/09 USD GT244K 13.312 1.000 1,187,011.46 1,187,011.46
PUR 11/11/09 60 MOBILE TELESYSTEMS OJS 1,100.00 55,093.50 55,093.50
240075 11/16/09 USD 50.085 1.000 55,093.50 55,093.50
PUR 11/11/09 60 URALKALI JSC NPV GDR 10,500.00 128.07 256,265.07 256,265.07
248070 11/16/09 USD GT24NA 24.394 1.000 256,265.07 256,265.07
---------------- --------- ---------------- ------------ ---------------- --------------
215,900.00 3,418.25 3,056,466.33 3,056,466.33
3,056,466.33 3,056,466.33
5 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
4,943,435.00 44,565.42 15210076748.62 15210076748.62
25,756,708.32 25,756,708.32
224 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
4,943,435.00 44,565.42 15210076748.62 15210076748.62
25,756,708.32 25,756,708.32
224 "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: 64
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/02/09 60 ORIFLAME COSMETICS SA- 1,100.00 99.53 434,326.57 368,736.90 65,589.67
239833 11/05/09 SEK GT242U 395.475 6.993 62,107.87 53,984.85 8,123.02
SALE 11/02/09 60 ORIFLAME COSMETICS SA- 700.00 15.79 275,981.74 234,650.75 41,330.99
239833 11/05/09 SEK GT242U 394.417 6.993 39,464.86 34,353.99 5,110.87
SALE 11/03/09 60 ORIFLAME COSMETICS SA- 3,700.00 323.66 1,439,761.77 1,240,296.83 199,464.94
239833 11/06/09 SEK GT244M 389.748 7.129 201,961.28 181,585.40 20,375.88
SALE 11/03/09 60 ORIFLAME COSMETICS SA- 100.00 8.73 38,817.19 33,521.54 5,295.65
239833 11/06/09 SEK GT242S 388.794 7.129 5,445.05 4,907.71 537.34
SALE 11/05/09 60 ORIFLAME COSMETICS SA- 1,500.00 136.16 592,968.43 502,823.04 90,145.39
239833 11/10/09 SEK GT242S 395.946 6.979 84,964.67 73,615.70 11,348.97
SALE 11/05/09 60 ORIFLAME COSMETICS SA- 1,700.00 67.88 676,329.73 569,866.11 106,463.62
239833 11/10/09 SEK GT242U 398.120 6.979 96,909.26 83,431.13 13,478.13
SALE 11/06/09 60 ORIFLAME COSMETICS SA- 200.00 18.08 79,091.71 67,043.07 12,048.64
239833 11/11/09 SEK GT242U 396.092 7.011 11,280.77 9,815.43 1,465.34
SALE 11/10/09 60 ORIFLAME COSMETICS SA- 1,100.00 102.62 438,219.07 368,736.90 69,482.17
239833 11/13/09 SEK GT24P6 399.019 6.843 64,034.35 53,984.85 10,049.50
SALE 11/10/09 60 ORIFLAME COSMETICS SA- 200.00 8.16 79,694.17 67,043.07 12,651.10
239833 11/13/09 SEK GT24NA 398.750 6.843 11,645.24 9,815.43 1,829.81
SALE 11/11/09 60 ORIFLAME COSMETICS SA- 600.00 56.29 239,053.86 201,129.22 37,924.64
239833 11/16/09 SEK GT24NA 399.062 6.806 35,125.54 29,446.28 5,679.26
SALE 11/13/09 60 ORIFLAME COSMETICS SA- 800.00 74.41 317,670.59 268,172.29 49,498.30
239833 11/18/09 SEK GT24ZQ 397.725 6.841 46,433.56 39,261.71 7,171.85
SALE 11/16/09 60 ORIFLAME COSMETICS SA- 100.00 9.44 40,028.42 33,521.54 6,506.88
239833 11/19/09 SEK GT254Q 400.926 6.792 5,893.38 4,907.71 985.67
SALE 11/17/09 60 ORIFLAME COSMETICS SA- 1,600.00 148.63 639,082.87 536,344.58 102,738.29
239833 11/20/09 SEK GT254S 400.067 6.891 92,745.71 78,523.42 14,222.29
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 65
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/18/09 60 ORIFLAME COSMETICS SA- 400.00 37.54 160,018.28 134,086.14 25,932.14
239833 11/23/09 SEK GT254S 400.687 6.831 23,426.34 19,630.85 3,795.49
SALE 11/19/09 60 ORIFLAME COSMETICS SA- 300.00 27.74 119,851.97 100,564.61 19,287.36
239833 11/24/09 SEK GT254Q 400.147 6.925 17,306.89 14,723.14 2,583.75
SALE 11/23/09 60 ORIFLAME COSMETICS SA- 1,300.00 123.03 526,917.75 435,779.97 91,137.78
239833 11/26/09 SEK GT25VQ 405.971 6.864 76,769.88 63,800.28 12,969.60
SALE 11/24/09 60 ORIFLAME COSMETICS SA- 800.00 75.98 328,333.50 268,172.29 60,161.21
239833 11/27/09 SEK GT25XI 411.075 6.925 47,411.41 39,261.71 8,149.70
---------------- --------- ---------------- ------------ ---------------- --------------
16,200.00 1,333.67 6,426,147.62 5,430,488.85 995,658.77
922,926.06 795,049.59 127,876.47
17 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
SALE 10/29/09 60 S1 CORP/KOREA KRW 500. 630.00 140.95 30,462,138.00 32,760,403.25 -2,298,265.25
247009 11/02/09 KRW GT23IK 48620.0 1195.20 25,487.06 26,116.63 -629.57
SALE 10/30/09 60 AMOREPACIFIC CORP 500.00 1,877.75 401,291,192.00 302,997,238.35 98,293,953.65
240054 11/03/09 KRW GT23IK 807021. 1181.90 339,530.58 283,190.95 56,339.63
SALE 10/30/09 60 S1 CORP/KOREA KRW 500. 250.00 55.51 11,864,846.00 13,000,160.02 -1,135,314.02
247009 11/03/09 KRW GT23II 47721.8 1181.90 10,038.79 10,363.74 -324.95
SALE 11/02/09 60 AMOREPACIFIC CORP 148.00 575.71 123,045,875.00 89,687,182.55 33,358,692.45
240054 11/04/09 KRW GT242S 835988. 1182.00 104,099.73 83,824.52 20,275.21
SALE 11/02/09 60 S1 CORP/KOREA KRW 500. 760.00 162.44 34,717,698.00 39,520,486.46 -4,802,788.46
247009 11/04/09 KRW GT242U 45933.8 1182.00 29,371.99 31,505.78 -2,133.79
SALE 11/03/09 60 AMOREPACIFIC CORP 51.00 198.00 42,289,736.00 30,905,718.31 11,384,017.69
240054 11/05/09 KRW GT244M 833796. 1181.20 35,802.35 28,885.48 6,916.87
SALE 11/03/09 60 S1 CORP/KOREA KRW 500. 760.00 161.94 34,586,587.00 39,520,486.46 -4,933,899.46
247009 11/05/09 KRW GT242U 45760.3 1181.20 29,280.89 31,505.78 -2,224.89
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: 66
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/03/09 60 WOONGJIN COWAY CO LTD 830.00 150.92 32,234,671.00 25,601,745.11 6,632,925.89
240084 11/05/09 KRW GT242U 39051.7 1181.20 27,289.77 24,017.29 3,272.48
SALE 11/04/09 60 S1 CORP/KOREA KRW 500. 560.00 119.60 25,477,254.00 29,120,358.45 -3,643,104.45
247009 11/06/09 KRW GT242S 45746.7 1178.10 21,625.71 23,214.78 -1,589.07
SALE 11/04/09 60 WOONGJIN COWAY CO LTD 560.00 101.24 21,566,354.00 17,273,466.58 4,292,887.42
240084 11/06/09 KRW GT242S 38724.3 1178.10 18,306.05 16,204.44 2,101.61
SALE 11/05/09 60 AMOREPACIFIC CORP 100.00 319.85 83,437,223.00 60,599,447.67 22,837,775.33
240054 11/09/09 KRW GT242S 838143. 1179.20 70,757.48 56,638.19 14,119.29
SALE 11/05/09 60 S1 CORP/KOREA KRW 500. 1,510.00 245.72 68,699,127.00 78,520,966.53 -9,821,839.53
247009 11/09/09 KRW GT242S 45688.0 1179.20 58,259.10 62,597.00 -4,337.90
SALE 11/05/09 60 S1 CORP/KOREA KRW 500. 110.00 19.19 5,005,886.00 5,720,070.41 -714,184.41
247009 11/09/09 KRW GT242U 45713.7 1179.20 4,245.15 4,560.05 -314.90
SALE 11/05/09 60 WOONGJIN COWAY CO LTD 930.00 137.49 35,865,929.00 28,686,292.72 7,179,636.28
240084 11/09/09 KRW GT244M 38739.8 1179.20 30,415.48 26,910.94 3,504.54
SALE 11/06/09 60 S1 CORP/KOREA KRW 500. 180.00 32.01 8,260,659.00 9,360,115.22 -1,099,456.22
247009 11/10/09 KRW GT242U 46100.0 1166.70 7,080.36 7,461.89 -381.53
SALE 11/06/09 60 S1 CORP/KOREA KRW 500. 380.00 63.03 17,434,964.00 19,760,243.23 -2,325,279.23
247009 11/10/09 KRW GT244M 46075.0 1166.70 14,943.83 15,752.89 -809.06
SALE 11/06/09 60 WOONGJIN COWAY CO LTD 680.00 101.54 26,208,259.00 20,974,923.71 5,233,335.29
240084 11/10/09 KRW GT244M 38715.7 1166.70 22,463.58 19,676.82 2,786.76
SALE 11/09/09 60 AMOREPACIFIC CORP 100.00 395.47 82,941,300.00 60,599,447.67 22,341,852.33
240054 11/11/09 KRW GT24NA 834000. 1159.89 71,507.90 56,638.19 14,869.71
SALE 11/09/09 60 S1 CORP/KOREA KRW 500. 540.00 118.70 24,897,256.00 28,080,345.64 -3,183,089.64
247009 11/11/09 KRW GT24P6 46361.0 1159.89 21,465.19 22,385.68 -920.49
SALE 11/09/09 60 WOONGJIN COWAY CO LTD 20.00 3.66 768,220.00 616,909.52 151,310.48
240084 11/11/09 KRW GT24P6 38623.4 1159.89 662.32 578.73 83.59
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 67
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/10/09 60 AMOREPACIFIC CORP 100.00 390.59 81,996,526.00 60,599,447.67 21,397,078.33
240054 11/12/09 KRW GT24NC 824500. 1161.00 70,625.78 56,638.19 13,987.59
SALE 11/10/09 60 S1 CORP/KOREA KRW 500. 880.00 193.52 40,627,187.00 45,760,563.27 -5,133,376.27
247009 11/12/09 KRW GT24P6 46422.5 1161.00 34,993.27 36,480.37 -1,487.10
SALE 11/10/09 60 WOONGJIN COWAY CO LTD 1,840.00 340.24 71,425,900.00 56,755,675.92 14,670,224.08
240084 11/12/09 KRW GT24P4 39033.1 1161.00 61,521.02 53,243.15 8,277.87
SALE 11/11/09 60 AMOREPACIFIC CORP 100.00 394.06 82,493,777.00 60,599,447.67 21,894,329.33
240054 11/13/09 KRW GT24P4 829500. 1157.75 71,253.53 56,638.19 14,615.34
SALE 11/11/09 60 S1 CORP/KOREA KRW 500. 630.00 140.59 29,432,116.00 32,760,403.25 -3,328,287.25
247009 11/13/09 KRW GT24NC 46976.0 1157.75 25,421.82 26,116.63 -694.81
SALE 11/11/09 60 WOONGJIN COWAY CO LTD 1,060.00 197.10 41,261,009.00 32,696,204.60 8,564,804.40
240084 11/13/09 KRW GT24NA 39140.7 1157.75 35,638.96 30,672.68 4,966.28
SALE 11/12/09 60 AMOREPACIFIC CORP 1.00 3.92 819,468.00 605,994.48 213,473.52
240054 11/16/09 KRW GT24YC 824000. 1157.19 708.15 566.38 141.77
SALE 11/12/09 60 S1 CORP/KOREA KRW 500. 100.00 22.54 4,716,960.00 5,200,064.01 -483,104.01
247009 11/16/09 KRW GT24YQ 47430.4 1157.20 4,076.18 4,145.50 -69.32
SALE 11/12/09 60 WOONGJIN COWAY CO LTD 410.00 76.97 16,105,357.00 12,646,645.18 3,458,711.82
240084 11/16/09 KRW GT24YI 39498.6 1157.20 13,917.52 11,863.96 2,053.56
SALE 11/13/09 60 AMOREPACIFIC CORP 190.00 756.57 158,607,921.00 115,138,950.57 43,468,970.43
240054 11/17/09 KRW GT2500 839395. 1159.40 136,801.73 107,612.56 29,189.17
SALE 11/13/09 60 WOONGJIN COWAY CO LTD 840.00 128.77 33,026,672.00 25,910,199.88 7,116,472.12
240084 11/17/09 KRW GT2500 39495.1 1159.40 28,486.00 24,306.66 4,179.34
SALE 11/16/09 60 AMOREPACIFIC CORP 160.00 545.08 139,237,912.00 96,959,116.27 42,278,795.73
240054 11/18/09 KRW GT254S 874170. 1154.70 120,583.63 90,621.10 29,962.53
SALE 11/16/09 60 S1 CORP/KOREA KRW 500. 300.00 54.75 13,986,237.00 15,600,192.03 -1,613,955.03
247009 11/18/09 KRW GT254S 46831.5 1154.70 12,112.44 12,436.49 -324.05
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 68
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/16/09 60 S1 CORP/KOREA KRW 500. 200.00 44.70 9,335,180.00 10,400,128.02 -1,064,948.02
247009 11/18/09 KRW GT254S 46934.0 1154.70 8,084.51 8,290.99 -206.48
SALE 11/16/09 60 WOONGJIN COWAY CO LTD 2,070.00 392.91 82,035,807.00 63,850,135.41 18,185,671.59
240084 11/18/09 KRW GT254S 39850.0 1154.70 71,045.13 59,898.54 11,146.59
SALE 11/16/09 60 WOONGJIN COWAY CO LTD 130.00 20.08 5,128,974.00 4,009,911.89 1,119,062.11
240084 11/18/09 KRW GT254S 39631.9 1154.70 4,441.82 3,761.74 680.08
SALE 11/17/09 60 AMOREPACIFIC CORP 150.00 640.59 133,603,609.00 90,899,171.51 42,704,437.49
240054 11/19/09 KRW GT254S 895616. 1153.45 115,829.56 84,957.29 30,872.27
SALE 11/17/09 60 S1 CORP/KOREA KRW 500. 1,400.00 313.67 65,421,400.00 72,800,896.12 -7,379,496.12
247009 11/19/09 KRW GT254Q 46988.0 1153.45 56,718.02 58,036.96 -1,318.94
SALE 11/17/09 60 WOONGJIN COWAY CO LTD 570.00 109.11 22,755,929.00 17,581,921.34 5,174,007.66
240084 11/19/09 KRW GT254Q 40143.4 1153.45 19,728.58 16,493.80 3,234.78
SALE 11/18/09 60 AMOREPACIFIC CORP 10.00 42.40 8,837,972.00 6,059,944.77 2,778,027.23
240054 11/20/09 KRW GT254S 888685. 1152.80 7,666.53 5,663.82 2,002.71
SALE 11/18/09 60 S1 CORP/KOREA KRW 500. 238.00 54.22 11,302,708.00 12,376,152.34 -1,073,444.34
247009 11/20/09 KRW GT254Q 47753.0 1152.80 9,804.57 9,866.28 -61.71
SALE 11/18/09 60 S1 CORP/KOREA KRW 500. 397.00 74.31 18,951,435.00 20,644,254.11 -1,692,819.11
247009 11/20/09 KRW GT254S 47952.3 1152.80 16,439.48 16,457.62 -18.14
SALE 11/18/09 60 WOONGJIN COWAY CO LTD 960.00 184.59 38,476,249.00 29,611,657.00 8,864,592.00
240084 11/20/09 KRW GT254S 40301.0 1152.80 33,376.34 27,779.03 5,597.31
SALE 11/19/09 60 AMOREPACIFIC CORP 100.00 419.91 87,832,549.00 60,599,447.67 27,233,101.33
240054 11/23/09 KRW GT254S 883183. 1156.80 75,927.17 56,638.19 19,288.98
SALE 11/23/09 60 AMOREPACIFIC CORP 14.00 47.54 12,150,755.00 8,483,922.67 3,666,832.33
240054 11/25/09 KRW GT25XI 871834. 1155.40 10,516.49 7,929.35 2,587.14
---------------- --------- ---------------- ------------ ---------------- --------------
22,449.00 10,569.452,320,624,783.00 1,891,856,455.51 428,768,327.49
1,988,351.54 1,699,145.24 289,206.30
45 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: 69
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/24/09 60 UNITED TRACTORS TBK PT 40,500.00 298.01 623,260,798.00 308,208,712.62 315,052,085.38
242799 11/30/09 IDR GT25VO 15458.8 9475.00 65,779.50 31,370.26 34,409.24
---------------- --------- ---------------- ------------ ---------------- --------------
40,500.00 298.01 623,260,798.00 308,208,712.62 315,052,085.38
65,779.50 31,370.26 34,409.24
1 TRANSACTION IN COUNTRY: INDONESIA (4600)
SALE 11/04/09 60 ORASCOM CONSTRUCTION I 805.00 127.36 198,296.23 228,111.03 -29,814.80
240086 11/05/09 EGP GT244K 247.196 5.469 36,260.88 41,468.18 -5,207.30
SALE 11/05/09 60 ORASCOM CONSTRUCTION I 2,250.00 347.33 540,530.15 637,577.42 -97,047.27
240086 11/09/09 EGP GT244M 241.079 5.466 98,889.53 115,904.85 -17,015.32
SALE 11/10/09 60 ORASCOM CONSTRUCTION I 3,784.00 615.76 956,693.59 1,072,263.53 -115,569.94
240086 11/11/09 EGP GT24NC 253.714 5.457 175,314.93 194,926.20 -19,611.27
SALE 11/11/09 60 ORASCOM CONSTRUCTION I 4,052.00 657.52 1,021,012.75 1,148,206.09 -127,193.34
240086 11/12/09 EGP GT24NC 252.863 5.454 187,204.39 208,731.76 -21,527.37
---------------- --------- ---------------- ------------ ---------------- --------------
10,891.00 1,747.97 2,716,532.72 3,086,158.07 -369,625.35
497,669.73 561,030.99 -63,361.26
4 TRANSACTIONS IN COUNTRY: EGYPT (5100)
SALE 10/26/09 60 KUMBA IRON ORE LTD 2,685.00 35.22 661,408.76 658,134.48 3,274.28
239842 11/02/09 ZAR GT238A 246.434 7.553 87,569.01 84,995.26 2,573.75
SALE 11/16/09 60 TRUWORTHS INTERNAT ZAR 4,104.00 48.01 176,119.06 118,321.72 57,797.34
239843 11/23/09 ZAR GT254S 43.000 7.352 23,955.58 15,055.94 8,899.64
SALE 11/16/09 60 TRUWORTHS INTERNAT ZAR 3,078.00 36.01 132,089.29 88,741.29 43,348.00
239843 11/23/09 ZAR GT254Q 43.000 7.352 17,966.69 11,291.95 6,674.74
SALE 11/16/09 60 TRUWORTHS INTERNAT ZAR 1,855.00 4.34 79,737.54 53,481.19 26,256.35
239843 11/23/09 ZAR GT254S 43.002 7.352 10,845.84 6,805.25 4,040.59
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 11/01/09 THROUGH 11/30/09 ** 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 11/16/09 60 TRUWORTHS INTERNAT ZAR 11,066.00 45.31 475,504.91 319,041.94 156,462.97
239843 11/23/09 ZAR GT254Q 43.000 7.352 64,677.83 40,596.73 24,081.10
SALE 11/17/09 60 TRUWORTHS INTERNAT ZAR 3,283.00 37.78 140,886.66 94,651.61 46,235.05
239843 11/24/09 ZAR GT254Q 43.000 7.474 18,850.74 12,044.01 6,806.73
SALE 11/17/09 60 TRUWORTHS INTERNAT ZAR 2,503.00 5.76 107,658.76 72,163.56 35,495.20
239843 11/24/09 ZAR GT254Q 43.029 7.474 14,404.82 9,182.51 5,222.31
SALE 11/18/09 60 TRUWORTHS INTERNAT ZAR 12,394.00 50.71 536,346.46 357,329.28 179,017.18
239843 11/25/09 ZAR GT254S 43.305 7.409 72,391.21 45,468.63 26,922.58
SALE 11/23/09 60 TRUWORTHS INTERNAT ZAR 3,905.00 44.95 167,579.17 112,584.38 54,994.79
239843 11/30/09 ZAR GT25XI 43.000 7.471 22,430.62 14,325.88 8,104.74
---------------- --------- ---------------- ------------ ---------------- --------------
44,873.00 308.09 2,477,330.61 1,874,449.45 602,881.16
333,092.34 239,766.16 93,326.18
9 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 10/28/09 60 AES TIETE SA PFD 5,300.00 170.19 104,611.33 82,770.33 21,841.00
240053 11/03/09 BRL GT23II 19.794 1.754 59,651.78 47,649.51 12,002.27
SALE 10/29/09 60 SUZANO PAPEL E CELULOS 2,300.00 38.15 35,874.89 57,077.15 -21,202.26
240070 11/04/09 BRL GT23IK 15.627 1.737 20,648.61 32,777.66 -12,129.05
SALE 10/30/09 60 SUZANO PAPEL E CELULOS 200.00 3.32 3,131.53 4,963.23 -1,831.70
240070 11/05/09 BRL GT23LE 15.687 1.744 1,795.09 2,850.23 -1,055.14
SALE 11/03/09 60 CIA DE CONCESSOES RODO 25,900.00 1,299.82 907,078.21 682,878.02 224,200.19
240087 11/06/09 BRL GT244M 35.110 1.749 518,626.76 367,062.55 151,564.21
SALE 11/03/09 60 CIA DE CONCESSOES RODO 20,100.00 1,008.74 703,948.73 529,955.53 173,993.20
240087 11/06/09 BRL GT244K 35.110 1.749 402,486.41 284,863.22 117,623.19
SALE 11/03/09 60 SUZANO PAPEL E CELULOS 3,800.00 60.43 57,190.32 94,301.38 -37,111.06
240070 11/06/09 BRL GT244K 15.078 1.749 32,698.87 54,154.40 -21,455.53
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: 71
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/04/09 60 CIA DE CONCESSOES RODO 1,500.00 77.34 53,190.64 39,548.92 13,641.72
240087 11/09/09 BRL GT244K 35.549 1.724 30,858.41 21,258.45 9,599.96
SALE 11/04/09 60 CIA DE CONCESSOES RODO 2,000.00 103.12 70,920.85 52,731.89 18,188.96
240087 11/09/09 BRL GT242U 35.549 1.724 41,144.54 28,344.60 12,799.94
SALE 11/04/09 60 SUZANO PAPEL E CELULOS 3,300.00 54.72 51,033.57 81,893.31 -30,859.74
240070 11/09/09 BRL GT242U 15.493 1.724 29,606.99 47,028.82 -17,421.83
SALE 11/05/09 60 AES TIETE SA PFD 8,300.00 241.09 165,310.96 129,621.46 35,689.50
240053 11/10/09 BRL GT242U 19.967 1.719 96,194.91 74,620.93 21,573.98
SALE 11/05/09 60 CIA DE CONCESSOES RODO 1,100.00 56.68 38,866.90 29,002.54 9,864.36
240087 11/10/09 BRL GT244K 35.422 1.718 22,616.76 15,589.53 7,027.23
SALE 11/05/09 60 CIA DE CONCESSOES RODO 900.00 46.38 31,800.19 23,729.35 8,070.84
240087 11/10/09 BRL GT244K 35.422 1.719 18,504.62 12,755.07 5,749.55
SALE 11/05/09 60 SUZANO PAPEL E CELULOS 5,100.00 116.86 80,132.84 126,562.38 -46,429.54
240070 11/10/09 BRL GT242U 15.752 1.718 46,629.53 72,680.90 -26,051.37
SALE 11/06/09 60 AES TIETE SA PFD 2,600.00 75.52 51,768.33 40,604.31 11,164.02
240053 11/11/09 BRL GT242U 19.961 1.718 30,132.90 23,375.23 6,757.67
SALE 11/06/09 60 CIA DE CONCESSOES RODO 8,400.00 429.73 294,574.64 221,473.95 73,100.69
240087 11/11/09 BRL GT244K 35.156 1.718 171,463.70 119,047.31 52,416.39
SALE 11/06/09 60 CIA DE CONCESSOES RODO 10,700.00 547.40 375,231.98 282,115.63 93,116.35
240087 11/11/09 BRL GT244M 35.156 1.718 218,412.10 151,643.60 66,768.50
SALE 11/06/09 60 SUZANO PAPEL E CELULOS 2,500.00 58.06 39,798.50 62,040.38 -22,241.88
240070 11/11/09 BRL GT242U 15.959 1.718 23,165.60 35,627.89 -12,462.29
SALE 11/09/09 60 AES TIETE SA PFD 4,400.00 129.64 87,860.76 68,714.99 19,145.77
240053 11/12/09 BRL GT24P6 20.018 1.699 51,728.44 39,558.09 12,170.35
SALE 11/09/09 60 CIA DE CONCESSOES RODO 8,100.00 435.03 294,815.53 213,564.17 81,251.36
240087 11/12/09 BRL GT24P6 36.488 1.699 173,574.05 114,795.63 58,778.42
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: 72
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/09/09 60 CIA DE CONCESSOES RODO 10,400.00 558.55 378,528.59 274,205.85 104,322.74
240087 11/12/09 BRL GT24NC 36.488 1.698 222,860.52 147,391.92 75,468.60
SALE 11/09/09 60 SUZANO PAPEL E CELULOS 5,200.00 124.04 84,061.04 129,044.00 -44,982.96
240070 11/12/09 BRL GT24NC 16.206 1.698 49,491.34 74,106.02 -24,614.68
SALE 11/10/09 60 CIA DE CONCESSOES RODO 5,200.00 285.93 194,790.00 137,102.92 57,687.08
240087 11/13/09 BRL GT24NA 37.554 1.707 114,085.74 73,695.95 40,389.79
SALE 11/10/09 60 CIA DE CONCESSOES RODO 4,000.00 219.95 149,838.46 105,463.79 44,374.67
240087 11/13/09 BRL GT24NC 37.554 1.707 87,758.26 56,689.20 31,069.06
SALE 11/10/09 60 SUZANO PAPEL E CELULOS 5,400.00 130.27 88,746.90 134,007.23 -45,260.33
240070 11/13/09 BRL GT24NC 16.476 1.707 51,977.80 76,956.25 -24,978.45
SALE 11/11/09 60 AES TIETE SA PFD 4,400.00 128.49 87,966.97 68,714.99 19,251.98
240053 11/16/09 BRL GT24NC 20.043 1.716 51,265.79 39,558.09 11,707.70
SALE 11/11/09 60 CIA DE CONCESSOES RODO 4,300.00 234.66 160,658.58 113,373.57 47,285.01
240087 11/16/09 BRL GT24NC 37.456 1.716 93,629.34 60,940.89 32,688.45
SALE 11/11/09 60 CIA DE CONCESSOES RODO 5,500.00 300.15 205,493.53 145,012.71 60,480.82
240087 11/16/09 BRL GT24NA 37.456 1.716 119,758.45 77,947.65 41,810.80
SALE 11/11/09 60 SUZANO PAPEL E CELULOS 1,800.00 43.29 29,638.68 44,669.08 -15,030.40
240070 11/16/09 BRL GT24NC 16.507 1.716 17,272.96 25,652.09 -8,379.13
SALE 11/12/09 60 CIA DE CONCESSOES RODO 300.00 16.11 11,072.25 7,909.78 3,162.47
240087 11/17/09 BRL GT24YK 37.000 1.723 6,426.52 4,251.69 2,174.83
SALE 11/12/09 60 CIA DE CONCESSOES RODO 400.00 21.48 14,763.00 10,546.38 4,216.62
240087 11/17/09 BRL GT24YA 37.000 1.723 8,568.69 5,668.92 2,899.77
SALE 11/13/09 60 AES TIETE SA PFD 900.00 18.75 17,544.04 14,055.34 3,488.70
240053 11/18/09 BRL GT2500 19.529 1.729 10,148.10 8,091.43 2,056.67
SALE 11/13/09 60 SUZANO PAPEL E CELULOS 1,800.00 31.14 29,121.11 44,669.08 -15,547.97
240070 11/18/09 BRL GT24ZU 16.208 1.729 16,844.70 25,652.09 -8,807.39
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: 73
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/16/09 60 AES TIETE SA PFD 1,400.00 29.54 27,354.73 21,863.86 5,490.87
240053 11/19/09 BRL GT254Q 19.575 1.711 15,985.70 12,586.66 3,399.04
SALE 11/16/09 60 SUZANO PAPEL E CELULOS 1,700.00 30.37 28,117.37 42,187.46 -14,070.09
240070 11/19/09 BRL GT254Q 16.570 1.711 16,431.38 24,226.97 -7,795.59
SALE 11/17/09 60 SUZANO PAPEL E CELULOS 3,600.00 64.12 59,716.58 89,338.15 -29,621.57
240070 11/23/09 BRL GT254S 16.619 1.722 34,688.69 51,304.17 -16,615.48
SALE 11/18/09 60 SUZANO PAPEL E CELULOS 700.00 17.17 11,698.87 17,371.31 -5,672.44
240070 11/24/09 BRL GT254Q 16.755 1.708 6,851.46 9,975.81 -3,124.35
SALE 11/19/09 60 CIA DE CONCESSOES RODO 14,000.00 732.36 507,954.53 369,123.25 138,831.28
240087 11/25/09 BRL GT254S 36.373 1.738 292,213.39 198,412.19 93,801.20
SALE 11/23/09 60 CIA DE CONCESSOES RODO 5,600.00 302.20 207,818.19 147,649.30 60,168.89
240087 11/26/09 BRL GT25XI 37.203 1.724 120,579.16 79,364.88 41,214.28
SALE 11/24/09 60 COMPANHIA BRASILEIRA D 3,500.00 188.77 130,290.31 59,259.15 71,031.16
247595 11/27/09 BRL GT25XG 37.319 1.730 75,321.03 31,266.93 44,054.10
SALE 11/25/09 60 BANCO DO BRASIL SA 20,300.00 1,025.57 623,766.36 430,753.48 193,012.88
240056 11/30/09 BRL GT25VQ 30.815 1.734 359,768.35 235,310.01 124,458.34
SALE 11/25/09 60 CIA DE CONCESSOES RODO 6,400.00 393.00 238,872.53 168,742.06 70,130.47
240087 11/30/09 BRL GT25XI 37.430 1.734 137,773.98 90,702.72 47,071.26
SALE 11/25/09 60 SUZANO PAPEL E CELULOS 17,400.00 438.55 303,377.73 431,801.06 -128,423.33
240070 11/30/09 BRL GT25XG 17.479 1.734 174,978.50 247,970.14 -72,991.64
---------------- --------- ---------------- ------------ ---------------- --------------
240,700.00 10,286.68 7,038,331.05 5,830,412.72 1,207,918.33
4,074,619.92 3,203,406.29 871,213.63
42 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 11/17/09 60 GRUPO TELEVISA SA-SPON 19,000.00 403,927.70 359,882.61 44,045.09
239875 11/20/09 USD 21.259 1.000 403,927.70 359,882.61 44,045.09
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: 74
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/17/09 60 GRUPO TELEVISA SA-SPON 6,500.00 137,934.90 123,117.73 14,817.17
239875 11/20/09 USD 21.221 1.000 137,934.90 123,117.73 14,817.17
SALE 11/18/09 60 GRUPO TELEVISA SA-SPON 11,400.00 239,980.92 215,929.56 24,051.36
239875 11/23/09 USD 21.051 1.000 239,980.92 215,929.56 24,051.36
SALE 11/18/09 60 GRUPO TELEVISA SA-SPON 300.00 6,327.58 5,682.36 645.22
239875 11/23/09 USD 21.092 1.000 6,327.58 5,682.36 645.22
SALE 11/19/09 60 GRUPO TELEVISA SA-SPON 8,000.00 166,961.30 151,529.52 15,431.78
239875 11/24/09 USD 20.870 1.000 166,961.30 151,529.52 15,431.78
SALE 11/20/09 60 GRUPO TELEVISA SA-SPON 10,700.00 222,220.43 202,670.73 19,549.70
239875 11/25/09 USD 20.768 1.000 222,220.43 202,670.73 19,549.70
SALE 11/23/09 60 GRUPO TELEVISA SA-SPON 1,000.00 20,799.46 18,941.19 1,858.27
239875 11/27/09 USD 20.799 1.000 20,799.46 18,941.19 1,858.27
SALE 11/23/09 60 GRUPO TELEVISA SA-SPON 11,700.00 243,412.23 221,611.92 21,800.31
239875 11/27/09 USD 20.804 1.000 243,412.23 221,611.92 21,800.31
SALE 11/24/09 60 GRUPO TELEVISA SA-SPON 5,700.00 117,797.15 107,964.78 9,832.37
239875 11/30/09 USD 20.666 1.000 117,797.15 107,964.78 9,832.37
---------------- --------- ---------------- ------------ ---------------- --------------
74,300.00 1,559,361.67 1,407,330.40 152,031.27
1,559,361.67 1,407,330.40 152,031.27
9 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 10/28/09 60 PLUS EXPRESSWAYS B MYR 8,000.00 12.79 26,356.21 25,192.66 1,163.55
239831 11/02/09 MYR GT23II 3.300 3.425 7,695.24 7,559.84 135.40
SALE 10/30/09 60 PLUS EXPRESSWAYS B MYR 8,000.00 13.63 26,433.52 25,192.66 1,240.86
239831 11/04/09 MYR GT23II 3.310 3.410 7,751.77 7,559.84 191.93
SALE 11/03/09 60 PLUS EXPRESSWAYS B MYR 40,000.00 45.02 131,445.64 125,963.29 5,482.35
239831 11/06/09 MYR GT244M 3.290 3.429 38,333.52 37,799.19 534.33
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: 75
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/06/09 60 PLUS EXPRESSWAYS B MYR 2,000.00 3.96 6,606.53 6,298.16 308.37
239831 11/11/09 MYR GT242U 3.310 3.400 1,943.10 1,889.96 53.14
SALE 11/09/09 60 PLUS EXPRESSWAYS B MYR 106,000.00 110.44 349,522.33 333,802.72 15,719.61
239831 11/12/09 MYR GT24NC 3.301 3.378 103,470.20 100,167.85 3,302.35
SALE 11/10/09 60 PLUS EXPRESSWAYS B MYR 10,000.00 16.20 33,073.20 31,490.82 1,582.38
239831 11/13/09 MYR GT24P6 3.313 3.383 9,776.29 9,449.80 326.49
SALE 11/16/09 60 PLUS EXPRESSWAYS B MYR 10,000.00 16.00 32,947.16 31,490.82 1,456.34
239831 11/19/09 MYR GT254S 3.300 3.365 9,791.13 9,449.80 341.33
SALE 11/17/09 60 PLUS EXPRESSWAYS B MYR 24,000.00 29.85 79,152.35 75,577.97 3,574.38
239831 11/20/09 MYR GT254S 3.302 3.365 23,522.24 22,679.51 842.73
SALE 11/23/09 60 PLUS EXPRESSWAYS B MYR 6,000.00 11.92 19,759.80 18,894.49 865.31
239831 11/26/09 MYR GT25XG 3.300 3.373 5,858.23 5,669.88 188.35
---------------- --------- ---------------- ------------ ---------------- --------------
214,000.00 259.81 705,296.74 673,903.59 31,393.15
208,141.72 202,225.67 5,916.05
9 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
SALE 11/11/09 60 TNK-BP HOLDING OJS 29,574.00 53,528.94 36,272.09 17,256.85
240991 11/16/09 USD 1.810 1.000 53,528.94 36,272.09 17,256.85
SALE 11/12/09 60 TNK-BP HOLDING OJS 5,915.00 21.29 10,625.71 7,254.66 3,371.05
240991 11/18/09 USD 1.800 1.000 10,625.71 7,254.66 3,371.05
SALE 11/19/09 60 MOBILE TELESYSTEMS OJS 1,600.00 81,547.18 89,336.72 -7,789.54
240075 11/24/09 USD 50.967 1.000 81,547.18 89,336.72 -7,789.54
SALE 11/20/09 60 MOBILE TELESYSTEMS OJS 3,300.00 169,960.15 184,256.99 -14,296.84
240075 11/25/09 USD 51.503 1.000 169,960.15 184,256.99 -14,296.84
SALE 11/23/09 60 MOBILE TELESYSTEMS OJS 11,200.00 588,548.23 625,357.05 -36,808.82
240075 11/27/09 USD 52.549 1.000 588,548.23 625,357.05 -36,808.82
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 76
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/23/09 60 MOBILE TELESYSTEMS OJS 700.00 36,979.56 39,084.82 -2,105.26
240075 11/27/09 USD 52.828 1.000 36,979.56 39,084.82 -2,105.26
SALE 11/23/09 60 MOBILE TELESYSTEMS OJS 1,500.00 78,322.73 83,753.18 -5,430.45
240075 11/27/09 USD 52.215 1.000 78,322.73 83,753.18 -5,430.45
SALE 11/24/09 60 MOBILE TELESYSTEMS OJS 2,700.00 139,853.16 150,755.72 -10,902.56
240075 11/30/09 USD 51.797 1.000 139,853.16 150,755.72 -10,902.56
---------------- --------- ---------------- ------------ ---------------- --------------
56,489.00 21.29 1,159,365.66 1,216,071.23 -56,705.57
1,159,365.66 1,216,071.23 -56,705.57
8 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
SALE 11/09/09 60 INFOSYS TECHNOLOGIES L 8,000.00 391,573.92 285,382.98 106,190.94
247492 11/13/09 USD 48.947 1.000 391,573.92 285,382.98 106,190.94
SALE 11/09/09 60 INFOSYS TECHNOLOGIES L 9,100.00 443,340.60 324,623.14 118,717.46
247492 11/13/09 USD 48.719 1.000 443,340.60 324,623.14 118,717.46
SALE 11/10/09 60 INFOSYS TECHNOLOGIES L 5,500.00 264,917.73 196,200.80 68,716.93
247492 11/16/09 USD 48.167 1.000 264,917.73 196,200.80 68,716.93
SALE 11/11/09 60 INFOSYS TECHNOLOGIES L 4,000.00 199,286.07 142,691.49 56,594.58
247492 11/16/09 USD 49.822 1.000 199,286.07 142,691.49 56,594.58
---------------- --------- ---------------- ------------ ---------------- --------------
26,600.00 1,299,118.32 948,898.41 350,219.91
1,299,118.32 948,898.41 350,219.91
4 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
747,002.00 24,824.972,967,267,065.39 2,220,532,880.85 746,734,184.54
12,108,426.46 10,304,294.24 1,804,132.22
148 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
747,002.00 24,824.972,967,267,065.39 2,220,532,880.85 746,734,184.54
12,108,426.46 10,304,294.24 1,804,132.22
148 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
---------------- --------- ---------------- ------------ ---------------- --------------
5,690,437.00 69,390.39 18177343814.01 17430609629.47 746,734,184.54
37,865,134.78 36,061,002.56 1,804,132.22
372 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: 77
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------* * * THIS PAGE INTENTIONALLY BLANK * * *
S T A T E O F N E W J E R S E Y
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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 78
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 11/06/09 60 POLSKA GRUPA ENERGETYC 210,003.00 5,917.13 4,846,974.24 4,846,974.24
249682 11/12/09 PLN 831736 23.000 2.857 1,696,525.81 1,696,525.81
---------------- --------- ---------------- ------------ ---------------- --------------
210,003.00 5,917.13 4,846,974.24 4,846,974.24
1,696,525.81 1,696,525.81
1 TRANSACTION IN COUNTRY: POLAND (2300)
PUR 11/16/09 60 CHINA CONSTRUCTION 2,790,000.00 3,659.09 20,428,837.18 20,428,837.18
247574 11/18/09 HKD 831962 7.312 7.750 2,636,047.02 2,636,047.02
---------------- --------- ---------------- ------------ ---------------- --------------
2,790,000.00 3,659.09 20,428,837.18 20,428,837.18
2,636,047.02 2,636,047.02
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 10/27/09 60 FIRSTRAND LTD 356,211.00 4,030.27 6,195,517.91 6,195,517.91
244076 11/03/09 ZAR 831736 17.306 7.648 810,083.41 810,083.41
PUR 10/28/09 60 FIRSTRAND LTD 133,383.00 1,470.24 2,299,867.57 2,299,867.57
244076 11/04/09 ZAR 831743 17.157 7.782 295,517.84 295,517.84
---------------- --------- ---------------- ------------ ---------------- --------------
489,594.00 5,500.51 8,495,385.48 8,495,385.48
1,105,601.25 1,105,601.25
2 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 11/11/09 60 BROOKFIELD INCORPORACO 144,000.00 3,195.98 1,068,522.38 1,068,522.38
249225 11/16/09 BRL 831916 7.398 1.000 1,068,522.38 1,068,522.38
PUR 11/11/09 60 OGX PETROLEO E GAS PAR 500.00 1,259.13 722,340.09 722,340.09
241566 11/16/09 BRL 1440.35 1.716 420,968.64 420,968.64
---------------- --------- ---------------- ------------ ---------------- --------------
144,500.00 4,455.11 1,790,862.47 1,790,862.47
1,489,491.02 1,489,491.02
2 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: 79
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 10/29/09 60 CHINA DONGXIANG GROUP 782,000.00 1,434.25 3,608,393.79 3,608,393.79
249597 11/02/09 HKD 831745 4.600 7.750 465,593.19 465,593.19
PUR 11/02/09 60 CHINA DONGXIANG GROUP 38,000.00 71.50 179,857.10 179,857.10
249597 11/04/09 HKD 831764 4.719 7.750 23,207.67 23,207.67
PUR 11/03/09 60 CHINA DONGXIANG GROUP 804,000.00 1,504.31 3,784,589.20 3,784,589.20
249597 11/05/09 HKD 831805 4.693 7.750 488,334.09 488,334.09
PUR 11/04/09 60 CHINA DONGXIANG GROUP 857,000.00 1,586.53 3,991,346.32 3,991,346.32
249597 11/06/09 HKD 831817 4.643 7.750 515,025.72 515,025.72
---------------- --------- ---------------- ------------ ---------------- --------------
2,481,000.00 4,596.59 11,564,186.41 11,564,186.41
1,492,160.67 1,492,160.67
4 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 11/06/09 60 GRUPO TELEVISA SA ADR 30,500.00 1,249.84 626,170.44 626,170.44
249680 11/12/09 USD 831864 20.489 1.000 626,170.44 626,170.44
---------------- --------- ---------------- ------------ ---------------- --------------
30,500.00 1,249.84 626,170.44 626,170.44
626,170.44 626,170.44
1 TRANSACTION IN COUNTRY: MEXICO (7800)
PUR 10/29/09 60 MAGNIT OJSC GDR 24,100.00 313,300.00 313,300.00
249708 11/03/09 USD 831781 13.000 1.000 313,300.00 313,300.00
---------------- --------- ---------------- ------------ ---------------- --------------
24,100.00 313,300.00 313,300.00
313,300.00 313,300.00
1 TRANSACTION IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
6,169,697.00 25,378.27 48,065,716.22 48,065,716.22
9,359,296.21 9,359,296.21
12 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
6,169,697.00 25,378.27 48,065,716.22 48,065,716.22
9,359,296.21 9,359,296.21
12 "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: 80
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/13/09 60 BANK PEKAO SA PLN 1.0 649.00 126.63 115,834.65 100,426.76 15,407.89
248806 11/18/09 PLN 831979 179.019 2.752 42,084.96 34,522.78 7,562.18
SALE 11/13/09 60 BANK PEKAO SA PLN 1.0 649.00 126.63 115,834.65 100,426.76 15,407.89
248806 11/18/09 PLN 831941 179.019 2.752 42,084.96 34,522.78 7,562.18
SALE 11/13/09 60 BANK PEKAO SA PLN 1.0 1,073.00 208.85 191,041.49 166,036.85 25,004.64
248806 11/18/09 PLN 831952 178.580 2.752 69,409.06 57,076.95 12,332.11
SALE 11/13/09 60 BANK PEKAO SA PLN 1.0 4,451.00 865.58 791,757.88 688,751.17 103,006.71
248806 11/18/09 PLN 831979 178.418 2.752 287,660.91 236,765.61 50,895.30
SALE 11/13/09 60 BANK PEKAO SA PLN 1.0 4,451.00 865.58 791,757.88 688,751.18 103,006.70
248806 11/18/09 PLN 831939 178.418 2.752 287,660.91 236,765.62 50,895.29
SALE 11/13/09 60 BANK PEKAO SA PLN 1.0 5,989.00 1,171.90 1,071,949.70 926,742.48 145,207.22
248806 11/18/09 PLN 831941 179.525 2.752 389,460.00 318,577.68 70,882.32
SALE 11/16/09 60 BANK PEKAO SA PLN 1.0 5,140.00 1,030.60 934,488.69 795,367.57 139,121.12
248806 11/19/09 PLN 831980 182.354 2.728 342,504.28 273,416.15 69,088.13
SALE 11/16/09 60 BANK PEKAO SA PLN 1.0 7,617.00 1,529.01 1,386,406.82 1,178,660.46 207,746.36
248806 11/19/09 PLN 831977 182.562 2.728 508,139.14 405,177.20 102,961.94
SALE 11/18/09 60 BANK PEKAO SA PLN 1.0 4,827.00 978.46 890,686.10 746,933.70 143,752.40
248806 11/23/09 PLN 831989 185.077 2.739 325,174.73 256,766.48 68,408.25
---------------- --------- ---------------- ------------ ---------------- --------------
34,846.00 6,903.24 6,289,757.86 5,392,096.93 897,660.93
2,294,178.95 1,853,591.25 440,587.70
9 TRANSACTIONS IN COUNTRY: POLAND (2300)
SALE 10/29/09 60 HUADIAN POWER INTL COR 1,298,000.00 1,151.43 2,878,996.47 2,824,704.47 54,292.00
242611 11/02/09 HKD 831746 2.225 7.750 371,478.62 362,753.12 8,725.50
SALE 10/30/09 60 HUADIAN POWER INTL COR 970,000.00 857.31 2,143,554.83 2,110,911.66 32,643.17
242611 11/03/09 HKD 831763 2.217 7.750 276,587.72 271,086.69 5,501.03
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: 81
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/02/09 60 HUADIAN POWER INTL COR 708,000.00 604.10 1,510,438.25 1,540,747.90 -30,309.65
242611 11/04/09 HKD 831780 2.140 7.750 194,897.77 197,865.34 -2,967.57
SALE 11/03/09 60 HUADIAN POWER INTL COR 744,000.00 645.79 1,614,683.14 1,619,091.01 -4,407.87
242611 11/05/09 HKD 831805 2.177 7.750 208,346.21 207,926.29 419.92
SALE 11/04/09 60 HUADIAN POWER INTL COR 368,000.00 325.27 813,224.86 800,840.71 12,384.15
242611 11/06/09 HKD 831816 2.217 7.750 104,934.95 102,845.26 2,089.69
SALE 11/16/09 60 IND & COMMERCAIL BANK 2,907,000.00 3,612.28 20,111,701.52 13,116,046.03 6,995,655.49
240853 11/18/09 HKD 831939 6.928 7.750 2,595,125.23 1,688,031.06 907,094.17
---------------- --------- ---------------- ------------ ---------------- --------------
6,995,000.00 7,196.18 29,072,599.07 22,012,341.78 7,060,257.29
3,751,370.50 2,830,507.76 920,862.74
6 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 10/27/09 60 ABSA GROUP LTD 57,263.00 2,324.02 7,091,879.70 6,115,317.40 976,562.30
243087 11/03/09 ZAR 831736 124.158 7.648 927,285.53 729,485.15 197,800.38
SALE 10/28/09 60 ABSA GROUP LTD 13,178.00 521.63 1,619,779.68 1,407,325.02 212,454.66
243087 11/04/09 ZAR 831743 123.223 7.783 208,131.02 167,877.25 40,253.77
---------------- --------- ---------------- ------------ ---------------- --------------
70,441.00 2,845.65 8,711,659.38 7,522,642.42 1,189,016.96
1,135,416.55 897,362.40 238,054.15
2 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 10/28/09 60 NATURA COSMETICOS SA N 52,059.00 2,774.39 1,616,949.40 1,381,428.55 235,520.85
248067 11/03/09 BRL 831762 31.153 1.754 922,021.67 736,290.67 185,731.00
SALE 10/30/09 60 NATURA COSMETICOS SA N 12,494.00 684.14 396,632.97 331,538.61 65,094.36
248067 11/05/09 BRL 831807 31.841 1.744 227,361.98 176,707.50 50,654.48
SALE 10/30/09 60 NATURA COSMETICOS SA N 46,538.00 2,532.93 1,468,481.08 1,234,924.25 233,556.83
248067 11/04/09 BRL 831763 31.649 1.745 841,777.63 658,205.01 183,572.62
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/16/09 60 PDG REALTY SA EMPREEND 117,900.00 3,496.42 1,988,377.95 1,729,648.57 258,729.38
248804 11/19/09 BRL 831916 16.916 1.711 1,161,978.70 966,122.20 195,856.50
---------------- --------- ---------------- ------------ ---------------- --------------
228,991.00 9,487.88 5,470,441.40 4,677,539.98 792,901.42
3,153,139.98 2,537,325.38 615,814.60
4 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 11/06/09 60 COMPANIA DE MINAS BUEN 17,860.00 1,346.28 663,254.68 592,751.44 70,503.24
248803 11/12/09 USD 831864 37.212 1.000 663,254.68 592,751.44 70,503.24
---------------- --------- ---------------- ------------ ---------------- --------------
17,860.00 1,346.28 663,254.68 592,751.44 70,503.24
663,254.68 592,751.44 70,503.24
1 TRANSACTION IN COUNTRY: PERU (8000)
---------------- --------- ---------------- ------------ ---------------- --------------
7,347,138.00 27,779.23 50,207,712.39 40,197,372.55 10,010,339.84
10,997,360.66 8,711,538.23 2,285,822.43
22 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
7,347,138.00 27,779.23 50,207,712.39 40,197,372.55 10,010,339.84
10,997,360.66 8,711,538.23 2,285,822.43
22 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
---------------- --------- ---------------- ------------ ---------------- --------------
13,516,835.00 53,157.50 98,273,428.61 88,263,088.77 10,010,339.84
20,356,656.87 18,070,834.44 2,285,822.43
34 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: 83
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
PUR 11/09/09 60 ISHARES MSCI TAIWAN IN 76,900.00 769.00 953,006.32 953,006.32
242792 11/13/09 USD TID835 12.383 1.000 953,006.32 953,006.32
---------------- --------- ---------------- ------------ ---------------- --------------
76,900.00 769.00 953,006.32 953,006.32
953,006.32 953,006.32
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
PUR 11/05/09 60 ISHARES BSE SENSEX IND 1,354,600.00 5,333.59 19,818,494.27 19,818,494.27
239277 11/09/09 HKD TID834 14.600 7.750 2,557,291.06 2,557,291.06
PUR 11/10/09 60 ISHARES BSE SENSEX IND 27,200.00 24.50 431,794.06 431,794.06
239277 11/12/09 HKD TID838 15.868 7.750 55,716.80 55,716.80
PUR 11/10/09 60 ISHARES BSE SENSEX IND 634,200.00 506.10 10,060,748.66 10,060,748.66
239277 11/12/09 HKD TID838 15.858 7.750 1,298,194.62 1,298,194.62
---------------- --------- ---------------- ------------ ---------------- --------------
2,016,000.00 5,864.19 30,311,036.99 30,311,036.99
3,911,202.48 3,911,202.48
3 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 11/09/09 60 MORGAN STANLEY INDIA I 23,000.00 230.00 519,984.00 519,984.00
239218 11/13/09 USD TID835 22.598 1.000 519,984.00 519,984.00
---------------- --------- ---------------- ------------ ---------------- --------------
23,000.00 230.00 519,984.00 519,984.00
519,984.00 519,984.00
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
2,115,900.00 6,863.19 31,784,027.31 31,784,027.31
5,384,192.80 5,384,192.80
5 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 84
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 11/02/09 60 CENTRAL EUROPEAN MEDIA 16,100.00 644.00 418,302.15 418,302.15
248137 11/05/09 USD TID832 25.942 1.000 418,302.15 418,302.15
PUR 11/09/09 60 CENTRAL EUROPEAN MEDIA 10,400.00 104.00 292,055.92 292,055.92
248137 11/13/09 USD TID835 28.072 1.000 292,055.92 292,055.92
---------------- --------- ---------------- ------------ ---------------- --------------
26,500.00 748.00 710,358.07 710,358.07
710,358.07 710,358.07
2 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
PUR 11/10/09 60 X5 RETAIL GROUP N V NP 9,173.00 85.24 243,628.39 243,628.39
248881 11/13/09 USD TID838 26.550 1.000 243,628.39 243,628.39
---------------- --------- ---------------- ------------ ---------------- --------------
9,173.00 85.24 243,628.39 243,628.39
243,628.39 243,628.39
1 TRANSACTION IN COUNTRY: NETHERLANDS ( 600)
PUR 11/09/09 60 HIKMA PHARMACEUTICALS 572.00 23.80 2,696.89 2,696.89
239225 11/12/09 UKP TID835 4.690 .597 4,517.29 4,517.29
PUR 11/10/09 60 HIKMA PHARMACEUTICALS 30,256.00 1,273.51 142,819.23 142,819.23
239225 11/13/09 UKP TID838 4.695 .598 238,922.43 238,922.43
---------------- --------- ---------------- ------------ ---------------- --------------
30,828.00 1,297.31 145,516.12 145,516.12
243,439.72 243,439.72
2 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
PUR 11/05/09 60 BANK PEKAO SA PLN 1.0 11,989.00 2,387.87 1,951,622.88 1,951,622.88
248411 11/10/09 PLN TID834 162.217 2.851 684,635.82 684,635.82
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 85
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/06/09 60 BANK PEKAO SA PLN 1.0 11,529.00 2,392.38 1,959,700.06 1,959,700.06
248411 11/12/09 PLN TID834 169.387 2.857 685,929.32 685,929.32
PUR 11/10/09 60 BANK PEKAO SA PLN 1.0 7,958.00 598.53 1,393,659.08 1,393,659.08
248411 11/16/09 PLN TID838 174.917 2.791 499,376.19 499,376.19
---------------- --------- ---------------- ------------ ---------------- --------------
31,476.00 5,378.78 5,304,982.02 5,304,982.02
1,869,941.33 1,869,941.33
3 TRANSACTIONS IN COUNTRY: POLAND (2300)
PUR 11/10/09 60 RICHTER GEDEON VEG HUF 1,364.00 375.69 56,743,966.21 56,743,966.21
240231 11/13/09 HUF TID838 41551.2 181.029 313,452.87 313,452.87
---------------- --------- ---------------- ------------ ---------------- --------------
1,364.00 375.69 56,743,966.21 56,743,966.21
313,452.87 313,452.87
1 TRANSACTION IN COUNTRY: HUNGARY (2800)
PUR 11/10/09 60 FORD OTOMOTIV SAN TRY 47,274.00 349.26 430,193.72 430,193.72
246567 11/12/09 TRY TID838 9.089 1.476 291,399.93 291,399.93
PUR 11/10/09 60 HURRIYET GAZETE 195,984.00 255.89 315,186.87 315,186.87
248758 11/12/09 TRY TID838 1.606 1.476 213,497.85 213,497.85
---------------- --------- ---------------- ------------ ---------------- --------------
243,258.00 605.15 745,380.59 745,380.59
504,897.78 504,897.78
2 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 11/09/09 60 ADVANCED SEMICOND EN T 78,200.00 782.00 341,288.26 341,288.26
246569 11/13/09 USD TID835 4.354 1.000 341,288.26 341,288.26
PUR 11/09/09 60 TAIWAN SEMICONDUCT ADS 81,500.00 815.00 808,879.35 808,879.35
242791 11/13/09 USD TID835 9.915 1.000 808,879.35 808,879.35
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: 86
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/10/09 60 DELTA ELECTRS INC NPV 17,981.00 719.24 247,855.50 247,855.50
248140 11/13/09 USD TID838 13.744 1.000 247,855.50 247,855.50
PUR 11/10/09 60 HON HAI PRECISION IND 90,087.00 3,603.48 759,433.41 759,433.41
239195 11/16/09 USD TID838 8.390 1.000 759,433.41 759,433.41
---------------- --------- ---------------- ------------ ---------------- --------------
267,768.00 5,919.72 2,157,456.52 2,157,456.52
2,157,456.52 2,157,456.52
4 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 11/02/09 60 CHINA MERCHANTS BK - H 520,000.00 1,894.69 10,577,859.64 10,577,859.64
249678 11/04/09 HKD TID832 20.314 7.750 1,364,902.73 1,364,902.73
PUR 11/05/09 60 CHINA MERCHANTS BK - H 178,500.00 697.31 3,892,705.65 3,892,705.65
249678 11/09/09 HKD TID834 21.778 7.750 502,297.56 502,297.56
PUR 11/10/09 60 CHINA MERCHANTS BK - H 68,500.00 277.75 1,496,527.98 1,496,527.98
249678 11/12/09 HKD TID838 21.816 7.750 193,105.37 193,105.37
PUR 11/10/09 60 CHINA SHIPPING DEV - H 246,000.00 520.41 2,804,275.70 2,804,275.70
248413 11/12/09 HKD TID838 11.383 7.750 361,851.36 361,851.36
PUR 11/10/09 60 IND & COMMERCIAL BANK 650,000.00 826.84 4,456,112.88 4,456,112.88
239266 11/12/09 HKD TID838 6.846 7.750 574,997.15 574,997.15
PUR 11/17/09 60 CHINA MERCHANTS BK - H 286,000.00 2,541.27 6,393,061.33 6,393,061.33
249678 11/19/09 HKD TID841 22.285 7.750 824,932.43 824,932.43
---------------- --------- ---------------- ------------ ---------------- --------------
1,949,000.00 6,758.27 29,620,543.18 29,620,543.18
3,822,086.60 3,822,086.60
6 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 10/29/09 60 SINO-OCEAN LAND HOLDIN 364,500.00 1,099.84 2,767,051.13 2,767,051.13
249222 11/02/09 HKD TID831 7.568 7.750 357,034.25 357,034.25
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 87
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/05/09 60 GOME ELECTRICAL APPLIA 590,000.00 244.29 1,414,235.20 1,414,235.20
249679 11/09/09 HKD TID834 2.394 7.750 182,486.67 182,486.67
PUR 11/06/09 60 GOME ELECTRICAL APPLIA 1,316,000.00 1,314.31 3,306,502.42 3,306,502.42
249679 11/10/09 HKD TID834 2.505 7.750 426,656.48 426,656.48
PUR 11/06/09 60 GOME ELECTRICAL APPLIA 1,282,000.00 866.64 3,219,792.85 3,219,792.85
249679 11/10/09 HKD TID834 2.506 7.750 415,467.86 415,467.86
PUR 11/09/09 60 GOME ELECTRICAL APPLIA 1,310,000.00 1,371.31 3,449,901.35 3,449,901.35
249679 11/11/09 HKD TID835 2.625 7.750 445,160.05 445,160.05
PUR 11/09/09 60 GOME ELECTRICAL APPLIA 1,812,000.00 1,829.43 4,740,054.95 4,740,054.95
249679 11/11/09 HKD TID835 2.608 7.750 611,635.78 611,635.78
PUR 11/10/09 60 CHINA LIFE INS 125,000.00 914.36 4,927,736.09 4,927,736.09
239268 11/12/09 HKD TID838 39.365 7.750 635,853.32 635,853.32
PUR 11/10/09 60 CHINA LIFE INS 17,000.00 263.47 662,717.91 662,717.91
239268 11/12/09 HKD TID838 38.863 7.750 85,514.20 85,514.20
PUR 11/10/09 60 GOME ELECTRICAL APPLIA 621,000.00 304.86 1,642,423.62 1,642,423.62
249679 11/12/09 HKD TID838 2.641 7.750 211,931.10 211,931.10
PUR 11/10/09 60 SHANGRI-LA ASIA LTD 168,000.00 470.08 2,533,202.21 2,533,202.21
239298 11/12/09 HKD TID838 15.057 7.750 326,873.24 326,873.24
PUR 11/10/09 60 SINO-OCEAN LAND HOLDIN 283,500.00 439.97 2,370,833.12 2,370,833.12
249222 11/12/09 HKD TID838 8.351 7.750 305,921.85 305,921.85
PUR 11/16/09 60 GOME ELECTRICAL APPLIA 2,425,000.00 2,759.46 6,942,092.78 6,942,092.78
249679 11/18/09 HKD TID841 2.854 7.750 895,777.02 895,777.02
PUR 11/17/09 60 GOME ELECTRICAL APPLIA 1,137,000.00 1,276.96 3,212,370.37 3,212,370.37
249679 11/19/09 HKD TID841 2.817 7.750 414,510.10 414,510.10
---------------- --------- ---------------- ------------ ---------------- --------------
11,451,000.00 13,154.98 41,188,914.00 41,188,914.00
5,314,821.92 5,314,821.92
13 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: 88
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 10/28/09 60 POSCO ADR 6,600.00 66.00 724,974.36 724,974.36
248968 11/02/09 USD TID830 109.835 1.000 724,974.36 724,974.36
PUR 11/09/09 60 POSCO ADR 3,500.00 35.00 410,237.80 410,237.80
248968 11/13/09 USD TID835 117.201 1.000 410,237.80 410,237.80
PUR 11/10/09 60 DONG-A PHARMACEUTICAL 2,248.00 77.30 256,517,740.00 256,517,740.00
246990 11/12/09 KRW TID838 114069. 1161.00 220,945.51 220,945.51
PUR 11/10/09 60 DOOSAN INFRACORE CO LT 17,460.00 92.45 306,798,340.00 306,798,340.00
248682 11/12/09 KRW TID838 17565.3 1161.00 264,253.52 264,253.52
PUR 11/10/09 60 HANMI PHARM CO LTD KRW 2,014.00 70.47 233,873,320.00 233,873,320.00
248805 11/12/09 KRW TID838 116083. 1161.00 201,441.27 201,441.27
PUR 11/10/09 60 KB FINANCIAL GROUP INC 5,363.00 96.68 320,819,640.00 320,819,640.00
248239 11/12/09 KRW TID838 59800.0 1161.00 276,330.44 276,330.44
PUR 11/10/09 60 KOREAN AIR LINES CO LT 7,590.00 106.89 354,705,600.00 354,705,600.00
247971 11/12/09 KRW TID838 46716.9 1161.00 305,517.31 305,517.31
PUR 11/10/09 60 KT CORP KRW 5,750.00 68.77 228,211,340.00 228,211,340.00
248463 11/12/09 KRW TID838 39675.0 1161.00 196,564.46 196,564.46
PUR 11/10/09 60 LG ELECTRONICS INC~KRW 4,144.00 137.00 454,644,560.00 454,644,560.00
239451 11/12/09 KRW TID838 109673. 1161.00 391,597.38 391,597.38
PUR 11/10/09 60 SAMSUNG CARD CO 4,590.00 65.77 218,253,360.00 218,253,360.00
246994 11/12/09 KRW TID838 47533.1 1161.00 187,987.39 187,987.39
PUR 11/10/09 60 SHINHAN FINANCIAL GROU 10,130.00 143.88 477,454,050.00 477,454,050.00
248414 11/12/09 KRW TID838 47116.1 1161.00 411,243.80 411,243.80
---------------- --------- ---------------- ------------ ---------------- --------------
69,389.00 960.212,852,413,162.16 2,852,413,162.16
3,591,093.24 3,591,093.24
11 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: 89
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/10/09 60 BANK MANDIRI TBK PT ID 638,000.00 583.533,035,985,205.00 3,035,985,205.00
247479 11/13/09 IDR TID838 4750.00 9400.00 322,977.15 322,977.15
PUR 11/10/09 60 INDO TAMBANGRAYA MEGAH 72,000.00 1,700,801,186.00 1,700,801,186.00
248967 11/13/09 IDR TID838 23622.2 9400.00 180,936.30 180,936.30
PUR 11/10/09 60 INDOSAT TBK PT IDR 100 419,500.00 2,132,327,538.00 2,132,327,538.00
246223 11/13/09 IDR TID838 5083.02 9400.00 226,843.36 226,843.36
---------------- --------- ---------------- ------------ ---------------- --------------
1,129,500.00 583.536,869,113,929.00 6,869,113,929.00
730,756.81 730,756.81
3 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 11/10/09 60 EFG-HERMES HOLDING SAE 90,242.00 2,140.59 2,931,975.47 2,931,975.47
244274 11/12/09 EGP TID838 32.361 5.457 537,287.06 537,287.06
PUR 11/10/09 60 ORASCOM CONSTRUCTION I 9,172.00 1,721.20 2,357,542.00 2,357,542.00
240471 11/12/09 EGP TID838 256.013 5.457 432,021.62 432,021.62
PUR 11/10/09 60 ORASCOM TEL HLDG ITS U 8,500.00 98.26 280,853.26 280,853.26
246227 11/13/09 USD TID111 33.030 1.000 280,853.26 280,853.26
---------------- --------- ---------------- ------------ ---------------- --------------
107,914.00 3,960.05 5,570,370.73 5,570,370.73
1,250,161.94 1,250,161.94
3 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 11/09/09 60 ANGLOGOLD LTD NPV ADR 3,600.00 36.00 155,818.44 155,818.44
248878 11/13/09 USD TID835 43.273 1.000 155,818.44 155,818.44
PUR 11/09/09 60 HARMONY GOLD MNG USD 0 23,600.00 236.00 262,087.44 262,087.44
246222 11/13/09 USD TID835 11.095 1.000 262,087.44 262,087.44
PUR 11/10/09 60 ADCOCK INGRAM HOLDINGS 25,114.00 489.45 1,275,407.59 1,275,407.59
242793 11/17/09 ZAR TID838 50.640 7.405 172,226.70 172,226.70
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: 90
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/10/09 60 ANGLO PLATINUM LTD ZAR 1,649.00 432.57 1,127,176.40 1,127,176.40
247482 11/17/09 ZAR TID838 681.609 7.405 152,210.06 152,210.06
PUR 11/10/09 60 ASPEN PHARMACARE HOLDI 23,274.00 595.86 1,552,685.17 1,552,685.17
239337 11/17/09 ZAR TID838 66.524 7.405 209,669.32 209,669.32
PUR 11/10/09 60 BARLOWORLD LTD ZAR 0.0 65,157.00 1,273.78 3,319,206.46 3,319,206.46
246992 11/17/09 ZAR TID838 50.797 7.405 448,214.34 448,214.34
PUR 11/10/09 60 IMPALA PLATINUM HOLDIN 14,149.00 945.80 2,464,552.31 2,464,552.31
240708 11/17/09 ZAR TID838 173.691 7.405 332,804.75 332,804.75
PUR 11/10/09 60 IMPERIAL HOLDINGS LTD 29,299.00 900.61 2,346,792.20 2,346,792.20
248300 11/17/09 ZAR TID838 79.870 7.405 316,902.83 316,902.83
PUR 11/10/09 60 NASPERS LTD ZAR 0.02 6,316.00 698.47 1,820,066.20 1,820,066.20
247875 11/17/09 ZAR TID838 287.349 7.405 245,775.54 245,775.54
---------------- --------- ---------------- ------------ ---------------- --------------
192,158.00 5,608.54 14,323,792.21 14,323,792.21
2,295,709.42 2,295,709.42
9 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 11/10/09 60 KASIKORNBANK PCL-FOREI 169,200.00 201.26 14,727,097.78 14,727,097.78
248680 11/13/09 THB TID838 87.000 33.280 442,520.97 442,520.97
---------------- --------- ---------------- ------------ ---------------- --------------
169,200.00 201.26 14,727,097.78 14,727,097.78
442,520.97 442,520.97
1 TRANSACTION IN COUNTRY: THAILAND (6550)
PUR 11/09/09 60 BANCO BRADESCO S A ADR 7,200.00 72.00 152,268.48 152,268.48
247229 11/13/09 USD TID835 21.138 1.000 152,268.48 152,268.48
PUR 11/09/09 60 BANCO SANT ADR 16,300.00 163.00 205,624.50 205,624.50
248880 11/13/09 USD TID835 12.605 1.000 205,624.50 205,624.50
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: 91
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/09/09 60 BM&FBOVESPA SA 52,300.00 135.78 659,390.89 659,390.89
242812 11/12/09 BRL TID835 12.603 1.699 388,219.54 388,219.54
PUR 11/09/09 60 CIA PARANAENSE DE ENER 9,500.00 63.21 306,987.21 306,987.21
247483 11/12/09 BRL TID835 32.303 1.698 180,740.19 180,740.19
PUR 11/09/09 60 CYRELA BRAZIL REALTY 27,500.00 137.50 667,715.49 667,715.49
243869 11/12/09 BRL TID835 24.272 1.698 393,120.69 393,120.69
PUR 11/09/09 60 ITAU UNIBANCO HLD-PREF 32,700.00 327.00 727,009.29 727,009.29
246136 11/13/09 USD TID835 22.223 1.000 727,009.29 727,009.29
PUR 11/09/09 60 LOJAS RENNER SA NPV 16,900.00 116.66 566,535.02 566,535.02
247972 11/12/09 BRL TID835 33.511 1.699 333,550.20 333,550.20
PUR 11/09/09 60 PDG REALTY SA EMPREEND 20,700.00 69.10 335,573.06 335,573.06
247093 11/12/09 BRL TID835 16.206 1.699 197,570.24 197,570.24
PUR 11/09/09 60 TAM S A NPV ADR 14,300.00 143.00 240,889.22 240,889.22
246366 11/13/09 USD TID835 16.835 1.000 240,889.22 240,889.22
PUR 11/09/09 60 VALE SA SP ADR 34,600.00 346.00 987,473.62 987,473.62
247279 11/13/09 USD TID835 28.530 1.000 987,473.62 987,473.62
PUR 11/09/09 60 VIVO PARTICIPACOES S A 8,400.00 84.60 410,825.25 410,825.25
247096 11/12/09 BRL TID835 48.891 1.699 241,875.33 241,875.33
---------------- --------- ---------------- ------------ ---------------- --------------
240,400.00 1,657.85 5,260,292.03 5,260,292.03
4,048,341.30 4,048,341.30
11 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 11/09/09 60 NETEASE COM INC USD 0. 4,200.00 42.00 177,123.66 177,123.66
247872 11/13/09 USD TID835 42.162 1.000 177,123.66 177,123.66
PUR 11/18/09 60 SANY HEAVY EQUIPMENT I 116,000.00 724.94 562,418.11 562,418.11
249824 11/25/09 HKD TID111 4.800 7.750 72,571.95 72,571.95
---------------- --------- ---------------- ------------ ---------------- --------------
120,200.00 766.94 739,541.77 739,541.77
249,695.61 249,695.61
2 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 92
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/09/09 60 AMERICA MOVIL ADR SERI 12,600.00 126.00 597,160.62 597,160.62
239457 11/13/09 USD TID835 47.384 1.000 597,160.62 597,160.62
PUR 11/09/09 60 CEMEX SAB-CPO 233,300.00 94.45 3,597,928.28 3,597,928.28
244806 11/12/09 MXN TID835 15.417 13.328 269,954.63 269,954.63
PUR 11/09/09 60 DESARROLLADORA HOMEX A 4,200.00 42.00 144,459.42 144,459.42
246224 11/13/09 USD TID835 34.385 1.000 144,459.42 144,459.42
PUR 11/09/09 60 GRUPO AEROPORTUARIO DE 3,600.00 36.00 163,065.24 163,065.24
247481 11/13/09 USD TID835 45.286 1.000 163,065.24 163,065.24
PUR 11/09/09 60 WALMART DE MEXICO-SER 63,200.00 81.16 3,091,561.67 3,091,561.67
247868 11/12/09 MXN TID835 48.900 13.328 231,961.65 231,961.65
PUR 11/25/09 60 GPO MEXICO SA SER B 42,400.00 255.36 1,317,384.21 1,317,384.21
249888 11/30/09 MXN TID846 30.993 12.865 102,399.05 102,399.05
---------------- --------- ---------------- ------------ ---------------- --------------
359,300.00 634.97 8,911,559.44 8,911,559.44
1,509,000.61 1,509,000.61
6 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 11/09/09 60 COMPANIA DE MINAS BUEN 9,000.00 90.00 351,973.80 351,973.80
241165 11/13/09 USD TID835 39.098 1.000 351,973.80 351,973.80
---------------- --------- ---------------- ------------ ---------------- --------------
9,000.00 90.00 351,973.80 351,973.80
351,973.80 351,973.80
1 TRANSACTION IN COUNTRY: PERU (8000)
PUR 11/10/09 60 GENTING BHD MYR 0.1 177,000.00 306.23 1,287,135.66 1,287,135.66
246226 11/13/09 MYR TID838 7.266 3.383 380,471.67 380,471.67
---------------- --------- ---------------- ------------ ---------------- --------------
177,000.00 306.23 1,287,135.66 1,287,135.66
380,471.67 380,471.67
1 TRANSACTION IN COUNTRY: MALAYSIA (8700)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 93
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/09/09 60 TEVA PHARMACEUTICAL SP 7,900.00 79.00 418,798.75 418,798.75
239858 11/13/09 USD TID835 53.003 1.000 418,798.75 418,798.75
PUR 11/10/09 60 BEZEQ THE ISRAELI TELE 109,095.00 740.79 932,277.87 932,277.87
243383 11/12/09 ILS TID838 8.520 3.764 247,669.59 247,669.59
---------------- --------- ---------------- ------------ ---------------- --------------
116,995.00 819.79 1,351,076.62 1,351,076.62
666,468.34 666,468.34
2 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
PUR 11/09/09 60 MECHEL GROUP OAO RUB 1 25,100.00 251.00 532,760.05 532,760.05
246999 11/13/09 USD TID835 21.216 1.000 532,760.05 532,760.05
PUR 11/10/09 60 URALKALI JSC NPV GDR 11,462.00 97.89 279,770.69 279,770.69
249223 11/13/09 USD TID838 24.400 1.000 279,770.69 279,770.69
---------------- --------- ---------------- ------------ ---------------- --------------
36,562.00 348.89 812,530.74 812,530.74
812,530.74 812,530.74
2 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
PUR 11/02/09 60 TATA ENGR + LOCOMOTIVE 60,300.00 603.00 715,447.44 715,447.44
248464 11/05/09 USD TID832 11.855 1.000 715,447.44 715,447.44
PUR 11/09/09 60 ICICI BK LTD USD 10.0 5,400.00 54.00 211,726.98 211,726.98
247094 11/13/09 USD TID835 39.199 1.000 211,726.98 211,726.98
PUR 11/09/09 60 INFOSYS TECHNOLOGIES L 6,100.00 61.00 298,710.29 298,710.29
247873 11/13/09 USD TID835 48.959 1.000 298,710.29 298,710.29
PUR 11/09/09 60 STERLITE INDS INDIA LT 23,600.00 236.00 410,326.12 410,326.12
244130 11/13/09 USD TID835 17.377 1.000 410,326.12 410,326.12
PUR 11/09/09 60 TATA ENGR + LOCOMOTIVE 23,500.00 235.00 292,539.75 292,539.75
248464 11/13/09 USD TID835 12.439 1.000 292,539.75 292,539.75
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: 94
TRANS-TYPE: PUR SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/10/09 60 MAHINDRA +MAHINDRA GDR 8,350.00 334.00 183,593.96 183,593.96
248721 11/13/09 USD TID838 21.947 1.000 183,593.96 183,593.96
PUR 11/10/09 60 UNITED SPIRITS LTD INR 17,573.00 702.92 215,908.91 215,908.91
246372 11/13/09 USD TID838 12.246 1.000 215,908.91 215,908.91
---------------- --------- ---------------- ------------ ---------------- --------------
144,823.00 2,225.92 2,328,253.45 2,328,253.45
2,328,253.45 2,328,253.45
7 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
16,882,808.00 52,487.329,914,051,460.49 9,914,051,460.49
33,837,061.10 33,837,061.10
93 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
18,998,708.00 59,350.519,945,835,487.80 9,945,835,487.80
39,221,253.90 39,221,253.90
98 "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: 95
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
SALE 11/10/09 60 ISHARES TR MSCI EMERGI 206,900.00 2,286.33 8,453,882.19 7,519,377.30 934,504.89
247590 11/12/09 USD TID838 40.871 1.000 8,453,882.19 7,519,377.30 934,504.89
SALE 11/11/09 60 ISHARES TR MSCI EMERGI 25,900.00 286.42 1,066,430.98 941,285.03 125,145.95
247590 11/16/09 USD TID839 41.186 1.000 1,066,430.98 941,285.03 125,145.95
SALE 11/16/09 60 ISHARES TR MSCI EMERGI 15,700.00 173.95 658,987.41 570,585.90 88,401.51
247590 11/19/09 USD TID841 41.985 1.000 658,987.41 570,585.90 88,401.51
---------------- --------- ---------------- ------------ ---------------- --------------
248,500.00 2,746.70 10,179,300.58 9,031,248.23 1,148,052.35
10,179,300.58 9,031,248.23 1,148,052.35
3 TRANSACTIONS IN COUNTRY: KOREA (4500)
---------------- --------- ---------------- ------------ ---------------- --------------
248,500.00 2,746.70 10,179,300.58 9,031,248.23 1,148,052.35
10,179,300.58 9,031,248.23 1,148,052.35
3 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
SALE 11/17/09 60 HIKMA PHARMACEUTICALS 29,965.00 299.68 148,483.96 130,716.07 17,767.89
239225 11/20/09 UKP TID842 4.961 .595 249,423.34 246,014.95 3,408.39
SALE 11/19/09 60 HIKMA PHARMACEUTICALS 7,432.00 75.70 37,902.25 32,420.55 5,481.70
239225 11/24/09 UKP TID843 5.106 .602 63,004.92 61,017.29 1,987.63
SALE 11/20/09 60 HIKMA PHARMACEUTICALS 3,147.00 19.74 15,625.49 13,728.13 1,897.36
239225 11/25/09 UKP TID844 4.969 .605 25,807.08 25,837.11 -30.03
SALE 11/23/09 60 HIKMA PHARMACEUTICALS 7,226.00 72.49 36,310.39 31,521.92 4,788.47
239225 11/26/09 UKP TID845 5.031 .602 60,344.23 59,326.02 1,018.21
SALE 11/24/09 60 HIKMA PHARMACEUTICALS 5,775.00 57.85 29,031.27 25,192.23 3,839.04
239225 11/27/09 UKP TID846 5.033 .603 48,148.40 47,413.18 735.22
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 96
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/24/09 60 HIKMA PHARMACEUTICALS 12,329.00 73.90 62,186.07 53,782.69 8,403.38
239225 11/27/09 UKP TID846 5.048 .603 103,135.68 101,222.03 1,913.65
SALE 11/25/09 60 HIKMA PHARMACEUTICALS 3,214.00 32.26 16,125.84 14,020.40 2,105.44
239225 11/30/09 UKP TID846 5.023 .600 26,857.60 26,387.18 470.42
---------------- --------- ---------------- ------------ ---------------- --------------
69,088.00 631.62 345,665.27 301,381.99 44,283.28
576,721.25 567,217.76 9,503.49
7 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
SALE 10/28/09 60 NEW BRITAIN PALM OIL L 8,414.00 60.33 29,832.86 40,258.26 -10,425.40
239756 11/02/09 UKP TID831 3.550 .611 48,854.27 79,246.55 -30,392.28
SALE 10/30/09 60 NEW BRITAIN PALM OIL L 48,109.00 347.99 174,852.76 230,185.94 -55,333.18
239756 11/04/09 UKP TID832 3.639 .607 288,262.39 453,110.55 -164,848.16
SALE 10/30/09 60 NEW BRITAIN PALM OIL L 54,523.00 392.81 197,489.39 260,874.85 -63,385.46
239756 11/04/09 UKP TID832 3.627 .607 325,581.16 513,520.27 -187,939.11
SALE 11/16/09 60 NEW BRITAIN PALM OIL L 30,782.00 224.75 110,681.22 147,281.87 -36,600.65
239756 11/19/09 UKP TID841 3.600 .596 185,667.80 289,917.66 -104,249.86
---------------- --------- ---------------- ------------ ---------------- --------------
141,828.00 1,025.88 512,856.23 678,600.92 -165,744.69
848,365.62 1,335,795.03 -487,429.41
4 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
SALE 10/28/09 60 CHUNGHWA TELECOM LTD A 23,629.00 955.81 413,425.96 376,521.12 36,904.84
246133 11/02/09 USD TID831 17.537 1.000 413,425.96 376,521.12 36,904.84
---------------- --------- ---------------- ------------ ---------------- --------------
23,629.00 955.81 413,425.96 376,521.12 36,904.84
413,425.96 376,521.12 36,904.84
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 97
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/09/09 60 CNOOC LTD-ADR ONE ADR 28,100.00 398.32 4,564,356.76 3,680,354.20 884,002.56
239386 11/13/09 USD TID835 162.447 1.000 4,564,356.76 3,680,354.20 884,002.56
---------------- --------- ---------------- ------------ ---------------- --------------
28,100.00 398.32 4,564,356.76 3,680,354.20 884,002.56
4,564,356.76 3,680,354.20 884,002.56
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
SALE 11/26/09 60 SHINHAN FINANCIAL GROU 38,620.00 1,840,610,525.00 1,684,038,840.81 156,571,684.19
248414 11/30/09 KRW TID846 47659.5 1155.20 1,593,326.29 1,383,521.33 209,804.96
---------------- --------- ---------------- ------------ ---------------- --------------
38,620.00 1,840,610,525.00 1,684,038,840.81 156,571,684.19
1,593,326.29 1,383,521.33 209,804.96
1 TRANSACTION IN COUNTRY: KOREA (4500)
SALE 10/26/09 60 TRUWORTHS INTERNAT ZAR 86,324.00 1,030.08 3,882,298.68 2,411,627.84 1,470,670.84
239351 11/02/09 ZAR TID829 45.064 7.553 514,007.50 319,241.83 194,765.67
SALE 11/03/09 60 NASPERS LTD ZAR 0.02 25,669.00 1,795.45 7,026,307.30 6,343,945.22 682,362.08
247875 11/10/09 ZAR TID833 274.276 7.843 895,926.97 812,392.21 83,534.76
SALE 11/04/09 60 NASPERS LTD ZAR 0.02 15,438.00 1,112.10 4,258,992.82 3,815,412.61 443,580.21
247875 11/11/09 ZAR TID833 276.430 7.675 554,939.32 488,593.67 66,345.65
---------------- --------- ---------------- ------------ ---------------- --------------
127,431.00 3,937.63 15,167,598.80 12,570,985.67 2,596,613.13
1,964,873.79 1,620,227.71 344,646.08
3 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 11/03/09 60 USINAS SIDER MINAS GER 65,100.00 3,623.23 2,940,100.68 3,065,880.25 -125,779.57
248681 11/06/09 BRL TID833 45.260 1.749 1,681,018.11 1,699,646.19 -18,628.08
SALE 11/09/09 60 PETROLEO BRASILEIRO S. 75,800.00 856.26 3,822,192.54 4,115,137.48 -292,944.94
239468 11/13/09 USD TID835 50.436 1.000 3,822,192.54 4,115,137.48 -292,944.94
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: 98
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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 11/17/09 60 PDG REALTY SA EMPREEND 43,700.00 902.50 720,828.97 517,256.01 203,572.96
247093 11/23/09 BRL TID842 16.530 1.721 418,721.45 265,578.79 153,142.66
SALE 11/25/09 60 USINAS SIDER MINAS GER 74,100.00 753.88 3,731,918.54 3,489,734.66 242,183.88
248681 11/30/09 BRL TID846 50.381 1.734 2,152,450.42 1,934,620.31 217,830.11
---------------- --------- ---------------- ------------ ---------------- --------------
258,700.00 6,135.87 11,215,040.73 11,188,008.40 27,032.33
8,074,382.52 8,014,982.77 59,399.75
4 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 11/26/09 60 SANY HEAVY EQUIPMENT I 116,000.00 220.21 850,682.44 562,418.11 288,264.33
249824 11/30/09 HKD TID846 7.348 7.750 109,766.89 72,571.95 37,194.94
---------------- --------- ---------------- ------------ ---------------- --------------
116,000.00 220.21 850,682.44 562,418.11 288,264.33
109,766.89 72,571.95 37,194.94
1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
SALE 11/02/09 60 JSC MMC NORILSK NICKEL 184,607.00 1,846.07 2,425,772.90 1,546,335.86 879,437.04
245191 11/05/09 USD TID832 13.150 1.000 2,425,772.90 1,546,335.86 879,437.04
SALE 11/18/09 60 MECHEL GROUP OAO RUB 1 38,500.00 406.76 845,977.24 396,022.60 449,954.64
246999 11/23/09 USD TID843 21.984 1.000 845,977.24 396,022.60 449,954.64
SALE 11/19/09 60 MECHEL GROUP OAO RUB 1 10,300.00 417.46 211,858.33 105,948.90 105,909.43
246999 11/24/09 USD TID843 20.609 1.000 211,858.33 105,948.90 105,909.43
---------------- --------- ---------------- ------------ ---------------- --------------
233,407.00 2,670.29 3,483,608.47 2,048,307.36 1,435,301.11
3,483,608.47 2,048,307.36 1,435,301.11
3 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
1,036,803.00 15,975.631,877,163,759.66 1,715,445,418.58 161,718,341.08
21,628,827.55 19,099,499.23 2,529,328.32
25 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
1,285,303.00 18,722.331,887,343,060.24 1,724,476,666.81 162,866,393.43
31,808,128.13 28,130,747.46 3,677,380.67
28 "SALE" 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: 99
TRANS-TYPE: SALE SETTLEMENTS FROM 11/01/09 THROUGH 11/30/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
20,284,011.00 78,072.84 11833178548.04 11670312154.61 162,866,393.43
71,029,382.03 67,352,001.36 3,677,380.67
126 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
207,070,981.85 1155393.51 40652945837.77 38508277399.90 2144668437.88
767,954,984.87 738,679,092.36 29,275,892.51
955 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****