S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 8/01/09 THROUGH 8/31/09 ** 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 7/29/09 60 BROOKFIELD ASSET MGMT 20,500.00 754.16 429,317.15 429,317.15
247918 8/04/09 CAD S26541 20.902 1.087 394,847.01 394,847.01
PUR 8/05/09 60 BANK MONTREAL QUE NPV 20,000.00 746.48 1,086,890.00 1,086,890.00
248006 8/10/09 CAD S26552 54.305 1.072 1,014,173.74 1,014,173.74
PUR 8/05/09 60 RESEARCH IN MOTION 30,000.00 1,119.72 2,564,685.00 2,564,685.00
230321 8/10/09 CAD S26552 85.450 1.072 2,393,099.75 2,393,099.75
PUR 8/06/09 60 METRO-RICHELIEU NP 21,400.00 797.24 764,170.46 764,170.46
248021 8/11/09 CAD S26558 35.669 1.074 711,716.92 711,716.92
PUR 8/07/09 60 METRO-RICHELIEU NP 18,600.00 685.08 660,123.30 660,123.30
248021 8/12/09 CAD S26561 35.451 1.086 607,848.34 607,848.34
PUR 8/13/09 60 GILDAN ACTIVEWEAR INC 40,000.00 1,476.83 790,520.00 790,520.00
248122 8/18/09 CAD S26581 19.723 1.083 729,665.87 729,665.87
PUR 8/13/09 60 GOLDCORP INC 40,000.00 1,476.83 1,577,676.00 1,577,676.00
230216 8/18/09 CAD S26581 39.402 1.083 1,456,226.69 1,456,226.69
PUR 8/25/09 60 MANULIFE FINL CORP 60,000.00 2,224.49 1,385,970.00 1,385,970.00
230227 8/28/09 CAD S26615 23.060 1.079 1,284,613.96 1,284,613.96
PUR 8/25/09 60 ROYAL BANK OF CANADA 40,000.00 1,482.99 2,111,068.00 2,111,068.00
230244 8/28/09 CAD S26615 52.737 1.079 1,956,685.51 1,956,685.51
PUR 8/26/09 60 RESEARCH IN MOTION 20,000.00 728.86 1,647,010.00 1,647,010.00
230321 8/31/09 CAD S26617 82.311 1.098 1,500,555.76 1,500,555.76
310,500.00 11,492.68 13,017,429.91 13,017,429.91
12,049,433.55 12,049,433.55
10 TRANSACTIONS IN COUNTRY: CANADA ( 300)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 2
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/11/09 60 GEORG FISCHER AG CHF 2 360.00 121.80 79,223.70 79,223.70
247766 8/14/09 CHF S26566 219.700 1.081 73,267.09 73,267.09
PUR 8/12/09 60 GEORG FISCHER AG CHF 2 3,367.00 1,131.44 741,499.07 741,499.07
247766 8/17/09 CHF S26572 219.864 1.077 688,613.55 688,613.55
PUR 8/17/09 60 GEORG FISCHER AG CHF 2 163.00 54.84 35,919.19 35,919.19
247766 8/20/09 CHF S26586 220.000 1.079 33,280.08 33,280.08
PUR 8/18/09 60 GEORG FISCHER AG CHF 2 658.00 220.81 144,506.24 144,506.24
247766 8/21/09 CHF S26592 219.253 1.077 134,162.32 134,162.32
PUR 8/19/09 60 GEORG FISCHER AG CHF 2 51.00 17.31 11,238.45 11,238.45
247766 8/24/09 CHF S26595 220.000 1.066 10,544.61 10,544.61
---------------- --------- ---------------- ------------ ---------------- --------------
4,599.00 1,546.20 1,012,386.65 1,012,386.65
939,867.65 939,867.65
5 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
PUR 8/12/09 60 MERCK KGAA 150,000.00 20,181.60 9,479,798.40 9,479,798.40
242835 8/14/09 EUR S26570 63.104 .704 13,474,580.22 13,474,580.22
PUR 8/20/09 60 MERCK KGAA 58,800.00 7,897.01 3,703,425.90 3,703,425.90
242835 8/24/09 EUR S26603 62.889 .702 5,272,568.71 5,272,568.71
PUR 8/21/09 60 MERCK KGAA 21,200.00 2,865.32 1,337,533.34 1,337,533.34
242835 8/25/09 EUR S26606 62.997 .699 1,913,074.00 1,913,074.00
---------------- --------- ---------------- ------------ ---------------- --------------
230,000.00 30,943.93 14,520,757.64 14,520,757.64
20,660,222.93 20,660,222.93
3 TRANSACTIONS IN COUNTRY: GERMANY (1100)
PUR 8/17/09 60 IBERDROLA SA 1,350,000.00 17,037.71 8,083,216.67 8,083,216.67
238582 8/20/09 EUR S26588 5.979 .711 11,375,503.54 11,375,503.54
---------------- --------- ---------------- ------------ ---------------- --------------
1,350,000.00 17,037.71 8,083,216.67 8,083,216.67
11,375,503.54 11,375,503.54
1 TRANSACTION IN COUNTRY: SPAIN (1500)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 3
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/11/09 60 HONGKONG ELECTRIC HOLD 200,000.00 3,441.36 8,658,251.58 8,658,251.58
223127 8/13/09 HKD S26565 43.158 7.750 1,117,150.51 1,117,150.51
PUR 8/11/09 60 SINO LAND CO ORD HK 1. 800,000.00 4,807.24 12,094,457.55 12,094,457.55
235092 8/13/09 HKD S26565 15.072 7.750 1,560,514.76 1,560,514.76
PUR 8/11/09 60 SUN HUNG KAI PROPERTIE 160,000.00 7,236.50 18,206,581.03 18,206,581.03
221466 8/13/09 HKD S26565 113.441 7.750 2,349,145.33 2,349,145.33
PUR 8/13/09 60 BANK OF EAST ASIA 200,000.00 2,048.62 5,154,337.84 5,154,337.84
218706 8/17/09 HKD S26577 25.692 7.751 665,032.94 665,032.94
PUR 8/13/09 60 BOC HONG KONG HLDGS HK 600,000.00 3,692.78 9,290,760.88 9,290,760.88
234681 8/17/09 HKD S26577 15.437 7.750 1,198,730.52 1,198,730.52
PUR 8/13/09 60 CLP HOLDINGS 200,000.00 4,286.75 10,785,484.48 10,785,484.48
220964 8/17/09 HKD S26577 53.761 7.750 1,391,585.64 1,391,585.64
PUR 8/13/09 60 HONGKONG ELECTRIC HOLD 200,000.00 3,438.14 8,650,227.28 8,650,227.28
223127 8/17/09 HKD S26577 43.118 7.751 1,116,086.35 1,116,086.35
PUR 8/13/09 60 LI + FUNG LTD HKD 0.02 200,000.00 2,058.01 5,177,950.58 5,177,950.58
237584 8/17/09 HKD S26577 25.810 7.751 668,079.55 668,079.55
PUR 8/13/09 60 MTR CORP 160,000.00 1,796.05 4,518,848.31 4,518,848.31
225598 8/17/09 HKD S26577 28.156 7.750 583,039.59 583,039.59
---------------- --------- ---------------- ------------ ---------------- --------------
2,720,000.00 32,805.45 82,536,899.53 82,536,899.53
10,649,365.19 10,649,365.19
9 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
4,615,099.00 93,825.97 119,170,690.40 119,170,690.40
55,674,392.86 55,674,392.86
28 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
4,615,099.00 93,825.97 119,170,690.40 119,170,690.40
55,674,392.86 55,674,392.86
28 "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: 4
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-INTERNATIONAL (1600)
--------------------------------
SALE 7/29/09 60 ISHARES IN MSCI SINGAP 160,000.00 1,641.77 1,623,590.23 1,348,881.33 274,708.90
246507 8/03/09 USD S26547 10.158 1.000 1,623,590.23 1,348,881.33 274,708.90
SALE 8/05/09 60 ISHARES IN MSCI SINGAP 140,000.00 1,437.04 1,439,470.96 1,180,271.17 259,199.79
246507 8/10/09 USD S26553 10.292 1.000 1,439,470.96 1,180,271.17 259,199.79
SALE 8/06/09 60 ISHARES IN MSCI SINGAP 200,000.00 2,052.50 2,040,707.50 1,686,101.67 354,605.83
246507 8/11/09 USD S26560 10.214 1.000 2,040,707.50 1,686,101.67 354,605.83
SALE 8/10/09 60 ISHARES IN MSCI SINGAP 40,000.00 410.41 404,605.59 337,220.33 67,385.26
246507 8/13/09 USD S26564 10.125 1.000 404,605.59 337,220.33 67,385.26
SALE 8/11/09 60 ISHARES IN MSCI SINGAP 100,000.00 1,025.87 1,005,224.13 843,050.83 162,173.30
246507 8/14/09 USD S26568 10.063 1.000 1,005,224.13 843,050.83 162,173.30
SALE 8/12/09 60 ISHARES IN MSCI SINGAP 100,000.00 1,026.25 1,020,043.75 843,050.83 176,992.92
246507 8/17/09 USD S26576 10.211 1.000 1,020,043.75 843,050.83 176,992.92
SALE 8/19/09 60 ISHARES IN MSCI SINGAP 140,000.00 1,435.93 1,396,492.07 1,180,271.17 216,220.90
246507 8/24/09 USD S26597 9.985 1.000 1,396,492.07 1,180,271.17 216,220.90
---------------- --------- ---------------- ------------ ---------------- --------------
880,000.00 9,029.77 8,930,134.23 7,418,847.33 1,511,286.90
8,930,134.23 7,418,847.33 1,511,286.90
7 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
SALE 7/29/09 60 ISHARES MSCI HONG KONG 400,000.00 6,153.14 5,952,366.86 5,022,185.81 930,181.05
246294 8/03/09 USD S26546 14.896 1.000 5,952,366.86 5,022,185.81 930,181.05
SALE 8/05/09 60 ISHARES MSCI HONG KONG 100,000.00 1,038.92 1,513,331.08 1,255,546.45 257,784.63
246294 8/10/09 USD S26554 15.144 1.000 1,513,331.08 1,255,546.45 257,784.63
SALE 8/06/09 60 ISHARES MSCI HONG KONG 200,000.00 2,077.12 2,998,362.88 2,511,092.91 487,269.97
246294 8/11/09 USD S26559 15.002 1.000 2,998,362.88 2,511,092.91 487,269.97
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/10/09 60 ISHARES MSCI HONG KONG 50,000.00 519.36 752,530.64 627,773.23 124,757.41
246294 8/13/09 USD S26563 15.061 1.000 752,530.64 627,773.23 124,757.41
SALE 8/11/09 60 ISHARES MSCI HONG KONG 150,000.00 1,557.83 2,248,487.17 1,883,319.68 365,167.49
246294 8/14/09 USD S26569 15.000 1.000 2,248,487.17 1,883,319.68 365,167.49
SALE 8/12/09 60 ISHARES MSCI HONG KONG 200,000.00 2,078.05 3,034,821.95 2,511,092.91 523,729.04
246294 8/17/09 USD S26575 15.185 1.000 3,034,821.95 2,511,092.91 523,729.04
SALE 8/19/09 60 ISHARES MSCI HONG KONG 200,000.00 2,075.96 2,953,184.04 2,511,092.91 442,091.13
246294 8/24/09 USD S26596 14.776 1.000 2,953,184.04 2,511,092.91 442,091.13
---------------- --------- ---------------- ------------ ---------------- --------------
1,300,000.00 15,500.38 19,453,084.62 16,322,103.90 3,130,980.72
19,453,084.62 16,322,103.90 3,130,980.72
7 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
2,180,000.00 24,530.15 28,383,218.85 23,740,951.23 4,642,267.62
28,383,218.85 23,740,951.23 4,642,267.62
14 TRANSACTIONS IN CATEGORY: ETF-INTERNATIONAL (1600)
DEV MKT COMMON STOCK (2220)
--------------------------------
SALE 7/29/09 60 POWER FINANCIAL CORP 40,000.00 1,471.53 1,138,896.00 938,141.43 200,754.57
230240 8/04/09 CAD S26541 28.512 1.087 1,047,453.32 691,090.91 356,362.41
SALE 7/29/09 60 TRICAN WELL SERVIC COM 30,000.00 827.74 276,435.00 452,889.63 -176,454.63
230908 8/04/09 CAD S26541 9.245 1.087 254,239.86 365,862.61 -111,622.75
SALE 7/30/09 60 TRICAN WELL SERVIC COM 30,000.00 831.56 286,065.00 452,889.63 -166,824.63
230908 8/05/09 CAD S26548 9.566 1.082 264,312.11 365,862.61 -101,550.50
SALE 8/05/09 60 POWER FINANCIAL CORP 5,200.00 194.08 161,247.84 121,958.39 39,289.45
230240 8/10/09 CAD S26552 31.049 1.072 150,459.87 89,841.82 60,618.05
SALE 8/06/09 60 POWER FINANCIAL CORP 24,400.00 909.01 740,935.28 572,266.27 168,669.01
230240 8/11/09 CAD S26558 30.406 1.074 690,076.63 421,565.45 268,511.18
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: 6
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/07/09 60 POWER FINANCIAL CORP 30,400.00 1,119.71 913,468.32 712,987.48 200,480.84
230240 8/12/09 CAD S26561 30.088 1.086 841,131.05 525,229.09 315,901.96
SALE 8/12/09 60 BANK OF NOVA SCOTIA 40,000.00 1,470.18 1,755,204.00 1,222,580.63 532,623.37
230194 8/17/09 CAD S26574 43.920 1.088 1,612,794.27 931,843.89 680,950.38
SALE 8/26/09 60 ELDORADO GOLD CORPORAT 80,000.00 2,915.45 906,848.00 551,768.00 355,080.00
243131 8/31/09 CAD S26617 11.376 1.098 826,209.91 519,555.56 306,654.35
---------------- --------- ---------------- ------------ ---------------- --------------
280,000.00 9,739.26 6,179,099.44 5,025,481.46 1,153,617.98
5,686,677.02 3,910,851.94 1,775,825.08
8 TRANSACTIONS IN COUNTRY: CANADA ( 300)
SALE 7/29/09 60 CARREFOUR EUR2.50 206,914.00 14,404.36 6,818,250.32 8,801,389.91 -1,983,139.59
235035 8/03/09 EUR S26539 33.002 .711 9,588,503.11 12,148,381.98 -2,559,878.87
SALE 7/29/09 60 CARREFOUR EUR2.50 208,910.00 14,576.06 6,899,521.44 8,886,292.69 -1,986,771.25
235035 8/03/09 EUR S26539 33.076 .711 9,702,794.65 12,265,571.58 -2,562,776.93
SALE 7/30/09 60 CARREFOUR EUR2.50 293,086.00 20,430.86 9,670,177.42 12,466,842.08 -2,796,664.66
235035 8/04/09 EUR S26545 33.044 .711 13,600,142.66 17,207,732.10 -3,607,589.44
SALE 8/11/09 60 CARREFOUR EUR2.50 90,549.00 6,126.89 2,883,737.31 3,851,634.28 -967,896.97
235035 8/14/09 EUR S26567 31.895 .707 4,078,467.17 5,316,333.55 -1,237,866.38
SALE 8/11/09 60 PPR (PINAULT PRINTEMPS 5,492.00 903.27 425,139.61 480,621.10 -55,481.49
230931 8/14/09 EUR S26567 77.527 .707 601,274.58 617,741.11 -16,466.53
SALE 8/12/09 60 CARREFOUR EUR2.50 409,451.00 27,890.12 13,061,437.07 17,416,597.70 -4,355,160.63
235035 8/17/09 EUR S26573 31.948 .704 18,565,519.45 24,039,780.51 -5,474,261.06
SALE 8/12/09 60 PPR (PINAULT PRINTEMPS 142,008.00 23,156.73 10,844,707.55 12,427,538.49 -1,582,830.94
230931 8/17/09 EUR S26573 76.482 .704 15,414,661.36 15,973,084.40 -558,423.04
SALE 8/17/09 60 CARREFOUR EUR2.50 500,000.00 32,155.33 15,209,801.03 21,268,231.98 -6,058,430.95
235035 8/20/09 EUR S26588 30.465 .711 21,404,739.29 29,356,114.06 -7,951,374.77
---------------- --------- ---------------- ------------ ---------------- --------------
1,856,410.00 139,643.62 65,812,771.75 85,599,148.23 -19,786,376.48
92,956,102.27 116,924,739.29 -23,968,637.02
8 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: 7
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/17/09 60 SANDVIK AB 65,000.00 935.51 4,543,175.00 3,652,717.56 890,457.44
237431 8/20/09 SEK S26587 70.000 7.295 622,736.62 454,979.05 167,757.57
SALE 8/20/09 60 SANDVIK AB 490,639.00 7,206.56 34,328,045.01 27,571,779.86 6,756,265.15
237431 8/25/09 SEK S26600 70.071 7.156 4,797,166.68 3,434,314.90 1,362,851.78
SALE 8/21/09 60 SANDVIK AB 444,361.00 6,655.21 31,130,668.08 24,971,157.35 6,159,510.73
237431 8/26/09 SEK S26605 70.162 7.027 4,430,150.57 3,110,383.81 1,319,766.76
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 14,797.28 70,001,888.09 56,195,654.77 13,806,233.32
9,850,053.87 6,999,677.76 2,850,376.11
3 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
SALE 7/29/09 60 LOGITECH INTERNATIONAL 160,000.00 3,958.01 2,856,556.73 3,565,183.63 -708,626.90
234640 8/03/09 CHF S26540 17.880 1.084 2,634,713.83 2,786,929.77 -152,215.94
SALE 7/29/09 60 NOVARTIS AG CHF 0.5 500,000.00 32,797.73 23,670,640.70 22,695,960.89 974,679.81
244587 8/03/09 CHF S26540 47.412 1.084 21,832,356.30 19,423,871.00 2,408,485.30
SALE 7/30/09 60 LOGITECH INTERNATIONAL 640,000.00 15,912.59 11,543,682.46 14,260,734.50 -2,717,052.04
234640 8/04/09 CHF S26544 18.064 1.090 10,592,477.94 11,147,719.05 -555,241.11
SALE 7/30/09 60 NOVARTIS AG CHF 0.5 500,000.00 33,092.77 24,006,935.50 22,695,960.89 1,310,974.61
244587 8/04/09 CHF S26544 48.086 1.090 22,028,753.44 19,423,871.00 2,604,882.44
SALE 7/31/09 60 LOGITECH INTERNATIONAL 200,000.00 4,991.10 3,574,909.58 4,456,479.53 -881,569.95
234640 8/05/09 CHF S26550 17.901 1.076 3,322,406.67 3,483,662.20 -161,255.53
SALE 8/11/09 60 LOGITECH INTERNATIONAL 29,000.00 793.61 513,601.87 646,189.53 -132,587.66
234640 8/14/09 CHF S26566 17.740 1.081 474,985.55 505,131.02 -30,145.47
SALE 8/11/09 60 NOVARTIS AG CHF 0.5 250,000.00 16,681.27 12,006,937.54 11,347,980.44 658,957.10
244587 8/14/09 CHF S26566 48.100 1.081 11,104,168.63 9,711,935.49 1,392,233.14
SALE 8/12/09 60 LOGITECH INTERNATIONAL 392,726.00 10,879.69 7,071,530.16 8,750,876.91 -1,679,346.75
234640 8/17/09 CHF S26572 18.036 1.077 6,567,171.40 6,840,623.62 -273,452.22
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: 8
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/12/09 60 NOVARTIS AG CHF 0.5 250,000.00 16,823.70 12,059,059.24 11,347,980.44 711,078.80
244587 8/17/09 CHF S26572 48.309 1.077 11,198,977.75 9,711,935.49 1,487,042.26
SALE 8/12/09 60 ROCHE HLDG AG 100,000.00 23,084.51 16,546,742.60 17,844,519.52 -1,297,776.92
234737 8/17/09 CHF S26572 165.716 1.077 15,366,588.60 15,625,854.59 -259,265.99
SALE 8/13/09 60 LOGITECH INTERNATIONAL 78,274.00 2,190.58 1,425,005.29 1,744,132.39 -319,127.10
234640 8/18/09 CHF S26579 18.235 1.070 1,331,407.35 1,363,400.87 -31,993.52
SALE 8/17/09 60 LOGITECH INTERNATIONAL 250,000.00 8,020.74 4,547,543.22 5,570,599.42 -1,023,056.20
234640 8/20/09 CHF S26586 18.225 1.079 4,213,419.09 4,354,577.76 -141,158.67
SALE 8/20/09 60 NOVARTIS AG CHF 0.5 500,000.00 33,886.58 24,041,433.68 22,695,960.89 1,345,472.79
244587 8/25/09 CHF S26601 48.155 1.066 22,557,171.78 19,423,871.00 3,133,300.78
SALE 8/20/09 60 ROCHE HLDG AG 150,000.00 35,459.33 25,157,242.45 26,766,779.28 -1,609,536.83
234737 8/25/09 CHF S26601 167.967 1.066 23,604,093.12 23,438,781.88 165,311.24
SALE 8/21/09 60 TRANSOCEAN LTD 125,000.00 2,740.94 9,372,259.06 7,334,561.06 2,037,698.00
244631 8/26/09 USD S26607 75.000 1.000 9,372,259.06 7,334,561.06 2,037,698.00
SALE 8/21/09 60 TRANSOCEAN LTD 125,000.00 2,724.88 8,747,275.12 7,334,561.06 1,412,714.06
244631 8/26/09 USD S26607 70.000 1.000 8,747,275.12 7,334,561.06 1,412,714.06
SALE 8/24/09 60 LINDT & SPR-REG 57.00 2,839.49 1,583,665.31 1,608,108.95 -24,443.64
233838 8/27/09 CHF S26610 27836.4 1.062 1,491,631.64 1,410,451.60 81,180.04
---------------- --------- ---------------- ------------ ---------------- --------------
4,250,057.00 246,877.52 188,725,020.51 190,666,569.33 -1,941,548.82
176,439,857.27 163,321,738.46 13,118,118.81
17 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
SALE 8/13/09 60 STANDARD CHARTERED PLC 120,000.00 8,497.33 21,247,317.46 18,270,301.50 2,977,015.96
246632 8/17/09 HKD S26577 177.610 7.751 2,741,412.48 2,357,488.68 383,923.80
SALE 8/14/09 60 STANDARD CHARTERED PLC 80,000.00 5,733.05 14,335,454.03 12,180,201.00 2,155,253.03
246632 8/18/09 HKD S26582 179.749 7.751 1,849,616.67 1,571,659.12 277,957.55
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: 9
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/17/09 60 BARCLAYS PLC 25P 2,000,000.00 17,150.26 6,998,086.10 5,822,072.60 1,176,013.50
246634 8/20/09 UKP S26585 3.504 .613 11,415,270.80 9,019,023.89 2,396,246.91
SALE 8/17/09 60 INTERNATIONAL POWER PL 2,500,000.00 15,839.15 6,463,039.87 6,350,289.70 112,750.17
227679 8/20/09 UKP S26585 2.589 .613 10,542,503.94 10,670,421.07 -127,917.13
SALE 8/17/09 60 ROYAL BANK OF SCOTLAND 2,000,000.00 1,744.93 889,530.28 3,424,283.97 -2,534,753.69
215793 8/20/09 UKP S26585 .445 .613 1,451,000.87 6,300,721.03 -4,849,720.16
SALE 8/17/09 60 ROYAL BK SCOTLAND PFD 2,300.00 115.94 36,220.15 27,489.29 8,730.86
244336 8/20/09 USD S26590 15.798 1.000 36,220.15 27,489.29 8,730.86
SALE 8/18/09 60 ROYAL BK SCOTLAND PFD 4,900.00 246.99 77,008.86 58,564.14 18,444.72
244336 8/21/09 USD S26594 15.767 1.000 77,008.86 58,564.14 18,444.72
SALE 8/20/09 60 HSBC HLDGS 2,338,436.00 37,175.72 15,008,217.93 11,487,250.23 3,520,967.70
222843 8/25/09 UKP S26599 6.428 .607 24,745,537.41 18,119,962.70 6,625,574.71
SALE 8/20/09 60 STANDARD CHARTERED PLC 80,000.00 5,594.92 13,990,705.80 12,180,201.00 1,810,504.80
246632 8/24/09 HKD S26598 175.426 7.751 1,805,019.46 1,571,659.12 233,360.34
---------------- --------- ---------------- ------------ ---------------- --------------
9,125,636.00 92,098.29 79,045,580.48 69,800,653.43 9,244,927.05
54,663,590.64 49,696,989.04 4,966,601.60
9 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
SALE 8/13/09 60 UPM-KYMMENE CORP NPV 500,000.00 8,394.53 3,909,027.65 8,724,140.59 -4,815,112.94
234374 8/18/09 EUR S26580 7.830 .700 5,587,957.37 11,074,276.86 -5,486,319.49
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 8,394.53 3,909,027.65 8,724,140.59 -4,815,112.94
5,587,957.37 11,074,276.86 -5,486,319.49
1 TRANSACTION IN COUNTRY: FINLAND (1200)
SALE 8/12/09 60 AP MOLLER - MAERSK B D 2,000.00 18,744.43 65,346,130.55 53,871,733.68 11,474,396.87
244793 8/17/09 DKK S26571 32722.1 5.237 12,477,541.11 9,352,804.95 3,124,736.16
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 10
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/12/09 60 VESTAS WIND SYSTEMS 250,000.00 27,118.13 94,538,229.62 45,368,513.33 49,169,716.29
222191 8/17/09 DKK S26571 378.721 5.237 18,051,637.28 7,708,617.83 10,343,019.45
SALE 8/13/09 60 GN STORE NORD DKK 4.0 210,000.00 1,490.33 5,166,575.49 17,174,731.96 -12,008,156.47
235863 8/18/09 DKK S26578 24.640 5.208 992,065.03 3,045,294.71 -2,053,229.68
SALE 8/14/09 60 GN STORE NORD DKK 4.0 290,000.00 2,103.64 7,321,448.33 23,717,487.00 -16,396,038.67
235863 8/19/09 DKK S26583 25.284 5.228 1,400,322.92 4,205,406.98 -2,805,084.06
SALE 8/24/09 60 AP MOLLER - MAERSK B D 2,000.00 21,201.28 73,339,525.45 53,871,733.67 19,467,791.78
244793 8/27/09 DKK S26608 36724.8 5.197 14,112,982.61 9,352,804.95 4,760,177.66
---------------- --------- ---------------- ------------ ---------------- --------------
754,000.00 70,657.81 245,711,909.44 194,004,199.64 51,707,709.80
47,034,548.95 33,664,929.42 13,369,619.53
5 TRANSACTIONS IN COUNTRY: DENMARK (1400)
SALE 8/17/09 60 RED ELECTRICA CORP SA 116,000.00 7,884.96 3,729,666.70 4,545,496.69 -815,829.99
239600 8/20/09 EUR S26588 32.201 .711 5,248,756.59 6,692,161.38 -1,443,404.79
SALE 8/18/09 60 RED ELECTRICA CORP SA 134,000.00 9,015.78 4,254,875.10 5,250,832.38 -995,957.28
239600 8/21/09 EUR S26593 31.801 .709 6,001,505.16 7,730,600.21 -1,729,095.05
---------------- --------- ---------------- ------------ ---------------- --------------
250,000.00 16,900.74 7,984,541.80 9,796,329.07 -1,811,787.27
11,250,261.75 14,422,761.59 -3,172,499.84
2 TRANSACTIONS IN COUNTRY: SPAIN (1500)
SALE 8/20/09 60 TOD'S SPA 5,500.00 477.64 223,323.11 221,399.12 1,923.99
218439 8/25/09 EUR S26602 40.665 .702 317,945.19 222,725.48 95,219.71
SALE 8/21/09 60 TOD'S SPA 5,000.00 436.81 203,294.60 201,271.93 2,022.67
218439 8/26/09 EUR S26604 40.720 .699 290,772.28 202,477.71 88,294.57
SALE 8/21/09 60 TOD'S SPA 21,000.00 1,832.57 852,883.25 845,342.09 7,541.16
218439 8/26/09 EUR S26604 40.675 .699 1,219,878.96 850,406.37 369,472.59
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: 11
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/24/09 60 TOD'S SPA 42,500.00 3,667.43 1,704,570.80 1,710,811.37 -6,240.57
218439 8/27/09 EUR S26609 40.168 .698 2,441,284.56 1,721,060.51 720,224.05
SALE 8/25/09 60 TOD'S SPA 26,000.00 2,288.87 1,063,240.54 1,046,614.01 16,626.53
218439 8/28/09 EUR S26613 40.955 .698 1,523,623.06 1,052,884.07 470,738.99
SALE 8/26/09 60 TOD'S SPA 77,214.00 7,287.59 3,408,356.30 3,108,202.09 300,154.21
218439 8/31/09 EUR S26616 44.208 .703 4,851,110.52 3,126,822.72 1,724,287.80
---------------- --------- ---------------- ------------ ---------------- --------------
177,214.00 15,990.91 7,455,668.60 7,133,640.61 322,027.99
10,644,614.57 7,176,376.86 3,468,237.71
6 TRANSACTIONS IN COUNTRY: ITALY (1700)
SALE 7/30/09 60 NEPTUNE ORIENT LINES L 1,000,000.00 3,281.78 1,648,068.00 1,417,966.45 230,101.55
246280 8/04/09 SGD S26543 1.653 1.442 1,142,983.56 964,495.01 178,488.55
SALE 8/06/09 60 OLAM INTERNATIONAL LTD 600,000.00 3,035.85 1,498,582.65 1,145,541.26 353,041.39
242025 8/12/09 SGD S26555 2.505 1.435 1,044,090.19 788,706.29 255,383.90
SALE 8/06/09 60 VENTURE CORP LTD 160,000.00 2,817.00 1,390,180.76 1,694,538.59 -304,357.83
218641 8/12/09 SGD S26555 8.714 1.435 968,564.59 1,061,247.95 -92,683.36
---------------- --------- ---------------- ------------ ---------------- --------------
1,760,000.00 9,134.63 4,536,831.41 4,258,046.30 278,785.11
3,155,638.34 2,814,449.25 341,189.09
3 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
SALE 7/30/09 60 CHEUNG KONG HOLDINGS 100,000.00 3,909.41 9,774,552.87 9,020,338.19 754,214.68
220007 8/03/09 HKD S26542 98.049 7.750 1,261,265.18 1,159,511.92 101,753.26
SALE 7/30/09 60 CHINA MERCHANTS HOLDIN 400,000.00 4,066.44 10,167,085.93 8,166,031.47 2,001,054.46
246175 8/03/09 HKD S26542 25.497 7.750 1,311,915.91 1,053,695.07 258,220.84
SALE 7/30/09 60 COSCO PACIFIC LIMITED 1,400,000.00 5,910.14 14,776,977.61 12,301,875.72 2,475,101.89
224777 8/03/09 HKD S26542 10.588 7.750 1,906,755.99 1,585,175.25 321,580.74
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 12
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 7/30/09 60 HONG KONG EXCHANGE 1.0 100,000.00 5,684.89 14,213,723.24 9,935,166.94 4,278,556.30
234682 8/03/09 HKD S26542 142.578 7.750 1,834,076.14 1,278,008.51 556,067.63
SALE 8/06/09 60 LENOVO GROUP LTD 2,800,000.00 4,087.17 10,219,124.83 9,077,213.68 1,141,911.15
225629 8/10/09 HKD S26556 3.661 7.750 1,318,613.77 1,167,506.30 151,107.47
SALE 8/20/09 60 CHINA MERCHANTS HOLDIN 400,000.00 4,233.54 10,586,385.87 8,166,031.47 2,420,354.40
246175 8/24/09 HKD S26598 26.548 7.751 1,365,809.04 1,053,695.07 312,113.97
SALE 8/20/09 60 CITIC PACIFIC 300,000.00 2,607.40 6,519,940.08 7,555,338.50 -1,035,398.42
223200 8/24/09 HKD S26598 21.801 7.751 841,174.05 968,119.92 -126,945.87
SALE 8/20/09 60 COSCO PACIFIC LIMITED 1,000,000.00 4,851.25 12,131,297.99 8,787,054.09 3,344,243.90
224777 8/24/09 HKD S26598 12.169 7.751 1,565,126.82 1,132,268.03 432,858.79
---------------- --------- ---------------- ------------ ---------------- --------------
6,500,000.00 35,350.24 88,389,088.42 73,009,050.06 15,380,038.36
11,404,736.90 9,397,980.07 2,006,756.83
8 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
26,453,317.00 659,584.83 767,751,427.59 704,212,913.49 63,538,514.10
428,674,038.95 419,404,770.54 9,269,268.41
70 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
EM COMMON STOCK (2225)
--------------------------------
SALE 8/06/09 60 BANK OF CHINA LTD-H 4,000,000.00 5,900.53 14,753,071.51 13,074,915.81 1,678,155.70
236803 8/10/09 HKD S26556 3.700 7.750 1,903,646.69 1,680,807.92 222,838.77
SALE 8/06/09 60 CHINA CONSTRUCTION 2,600,000.00 6,117.74 15,296,228.15 12,647,974.05 2,648,254.10
246508 8/10/09 HKD S26556 5.901 7.750 1,973,732.33 1,632,030.16 341,702.17
SALE 8/11/09 60 CHINA CONSTRUCTION 2,000,000.00 4,799.83 12,001,599.91 9,729,210.81 2,272,389.10
246508 8/13/09 HKD S26565 6.019 7.750 1,548,533.59 1,255,407.81 293,125.78
SALE 8/13/09 60 BANK OF CHINA LTD-H 2,400,000.00 3,651.06 9,129,382.45 7,844,949.49 1,284,432.96
236803 8/17/09 HKD S26577 3.816 7.750 1,177,908.84 1,008,484.75 169,424.09
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: 13
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/13/09 60 IND+COM BK CHINA-H 4,000,000.00 8,556.56 21,395,682.42 18,761,614.76 2,634,067.66
246476 8/17/09 HKD S26577 5.366 7.750 2,760,555.12 2,420,906.96 339,648.16
SALE 8/14/09 60 IND+COM BK CHINA-H 3,000,000.00 6,421.98 16,058,126.48 14,071,211.07 1,986,915.41
246476 8/18/09 HKD S26582 5.369 7.751 2,071,882.65 1,815,680.22 256,202.43
SALE 8/17/09 60 CHINA CONSTRUCTION 1,500,000.00 3,585.02 8,964,263.62 7,296,908.11 1,667,355.51
246508 8/19/09 HKD S26589 5.995 7.751 1,156,574.71 941,555.86 215,018.85
SALE 8/17/09 60 IND+COM BK CHINA-H 3,000,000.00 6,345.18 15,866,420.40 14,071,211.07 1,795,209.33
246476 8/19/09 HKD S26589 5.305 7.751 2,047,095.15 1,815,680.22 231,414.93
SALE 8/18/09 60 IND+COM BK CHINA-H 2,200,000.00 4,634.54 11,589,317.25 10,318,888.11 1,270,429.14
246476 8/20/09 HKD S26591 5.284 7.751 1,495,183.55 1,331,498.83 163,684.72
SALE 8/20/09 60 BANK OF CHINA LTD-H 2,600,000.00 3,903.21 9,760,566.19 8,498,695.28 1,261,870.91
236803 8/24/09 HKD S26598 3.766 7.751 1,259,265.41 1,092,525.15 166,740.26
SALE 8/25/09 60 BANK OF CHINA LTD-H 7,000,000.00 10,582.89 26,461,280.50 22,881,102.66 3,580,177.84
236803 8/27/09 HKD S26612 3.792 7.750 3,414,270.66 2,941,413.86 472,856.80
SALE 8/25/09 60 CHINA CONSTRUCTION 1,500,000.00 3,535.85 8,841,046.49 7,296,908.11 1,544,138.38
246508 8/27/09 HKD S26612 5.912 7.750 1,140,750.75 941,555.86 199,194.89
SALE 8/25/09 60 IND+COM BK CHINA-H 2,000,000.00 4,166.81 10,418,706.41 9,380,807.38 1,037,899.03
246476 8/27/09 HKD S26612 5.226 7.750 1,344,314.52 1,210,453.48 133,861.04
---------------- --------- ---------------- ------------ ---------------- --------------
37,800,000.00 72,201.20 180,535,691.78 155,874,396.71 24,661,295.07
23,293,713.97 20,088,001.08 3,205,712.89
13 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 7/30/09 60 CHINA RESOURCES ENTERP 400,000.00 3,095.76 7,740,248.50 5,139,825.92 2,600,422.58
225763 8/03/09 HKD S26542 19.411 7.750 998,767.52 658,661.06 340,106.46
SALE 8/06/09 60 CNOOC LTD HKD 0.02 1,000,000.00 4,310.45 10,777,394.43 9,110,478.98 1,666,915.45
245074 8/10/09 HKD S26556 10.811 7.750 1,390,649.48 1,175,521.25 215,128.23
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: 14
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/18/09 60 CHINA OVERSEAS LAND + 600,000.00 4,171.48 10,431,606.43 7,820,671.85 2,610,934.58
246212 8/20/09 HKD S26591 17.440 7.751 1,345,822.71 1,009,118.95 336,703.76
SALE 8/18/09 60 CNOOC LTD HKD 0.02 2,000,000.00 8,103.66 20,264,587.73 18,220,957.95 2,043,629.78
245074 8/20/09 HKD S26591 10.164 7.751 2,614,414.44 2,351,042.50 263,371.94
---------------- --------- ---------------- ------------ ---------------- --------------
4,000,000.00 19,681.35 49,213,837.09 40,291,934.70 8,921,902.39
6,349,654.15 5,194,343.76 1,155,310.39
4 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 8/13/09 60 KINGBOARD CHEMICAL HK 160,000.00 1,438.01 3,595,686.73 3,110,744.24 484,942.49
246173 8/17/09 HKD S26577 22.543 7.750 463,929.65 401,386.08 62,543.57
SALE 8/14/09 60 KINGBOARD CHEMICAL HK 140,000.00 1,251.09 3,128,347.44 2,721,901.21 406,446.23
246173 8/18/09 HKD S26582 22.415 7.751 403,631.69 351,212.82 52,418.87
---------------- --------- ---------------- ------------ ---------------- --------------
300,000.00 2,689.10 6,724,034.17 5,832,645.45 891,388.72
867,561.34 752,598.90 114,962.44
2 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
---------------- --------- ---------------- ------------ ---------------- --------------
42,100,000.00 94,571.65 236,473,563.04 201,998,976.86 34,474,586.18
30,510,929.46 26,034,943.74 4,475,985.72
19 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
70,733,317.00 778,686.631,032,608,209.48 929,952,841.58 102,655,367.90
487,568,187.26 469,180,665.51 18,387,521.75
103 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
---------------- --------- ---------------- ------------ ---------------- --------------
75,348,416.00 872,512.601,151,778,899.88 1,049,123,531.98 102,655,367.90
543,242,580.12 524,855,058.37 18,387,521.75
131 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: 15
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** COMMON D - JAPAN MSCI 100 **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# 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 7/31/09 60 77 BANK LTD/THE JPY 50 414,000.00 847.80 230,637,584.00 230,637,584.00
246827 8/07/09 JPY S26549 556.901 95.180 2,423,172.77 2,423,172.77
PUR 7/31/09 60 AEON CO LTD 269,900.00 906.98 246,734,279.00 246,734,279.00
246831 8/07/09 JPY S26549 913.849 95.180 2,592,291.23 2,592,291.23
PUR 7/31/09 60 ASICS CORP JPY 50.0 211,000.00 691.37 188,082,103.00 188,082,103.00
246835 8/07/09 JPY S26549 891.073 95.180 1,976,067.48 1,976,067.48
PUR 7/31/09 60 ASTELLAS PHARMA INC JP 273,600.00 3,639.42 990,062,252.00 990,062,252.00
246839 8/07/09 JPY S26549 3617.38 95.180 10,401,998.87 10,401,998.87
PUR 7/31/09 60 BANK OF KYOTO LTD/THE 349,000.00 1,095.05 297,897,307.00 297,897,307.00
246843 8/07/09 JPY S26549 853.275 95.180 3,129,830.92 3,129,830.92
PUR 7/31/09 60 BANK OF YOKOHAMA LTD/T 468,000.00 880.34 239,487,132.00 239,487,132.00
246847 8/07/09 JPY S26549 511.546 95.180 2,516,149.74 2,516,149.74
PUR 7/31/09 60 BRIDGESTONE CORP 137,600.00 832.38 226,441,780.00 226,441,780.00
246851 8/07/09 JPY S26549 1645.07 95.180 2,379,089.93 2,379,089.93
PUR 7/31/09 60 CANON INC 195,300.00 2,521.98 686,074,408.00 686,074,408.00
246855 8/07/09 JPY S26549 3511.69 95.180 7,208,178.27 7,208,178.27
PUR 7/31/09 60 CANON MARKETING JAPAN 123,200.00 682.64 185,706,947.00 185,706,947.00
246859 8/07/09 JPY S26549 1506.83 95.180 1,951,113.12 1,951,113.12
PUR 7/31/09 60 CHIBA BANK LTD/THE JPY 499,000.00 1,115.61 303,491,448.00 303,491,448.00
246862 8/07/09 JPY S26549 607.987 95.180 3,188,605.25 3,188,605.25
PUR 7/31/09 60 CHUGOKU BANK LTD/THE J 83,000.00 388.05 105,567,078.00 105,567,078.00
246866 8/07/09 JPY S26549 1271.44 95.180 1,109,130.89 1,109,130.89
PUR 7/31/09 60 DAI NIPPON PRINTING CO 463,000.00 2,347.86 638,707,368.00 638,707,368.00
246811 8/07/09 JPY S26549 1379.01 95.180 6,710,520.78 6,710,520.78
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 16
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** COMMON D - JAPAN MSCI 100 **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# 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 7/31/09 60 DAIWA HOUSE INDUSTRY C 286,000.00 1,029.08 279,951,036.00 279,951,036.00
246810 8/07/09 JPY S26549 978.507 95.180 2,941,280.06 2,941,280.06
PUR 7/31/09 60 DENSO CORP NPV 77,600.00 807.47 219,664,462.00 219,664,462.00
246874 8/07/09 JPY S26549 2829.73 95.180 2,307,884.66 2,307,884.66
PUR 7/31/09 60 FANUC LTD 25,300.00 719.44 195,715,749.00 195,715,749.00
246878 8/07/09 JPY S26549 7733.09 95.180 2,056,269.69 2,056,269.69
PUR 7/31/09 60 FUJI MEDIA HOLDINGS IN 1,800.00 998.89 271,737,373.00 271,737,373.00
246802 8/07/09 JPY S26549 150912. 95.180 2,854,983.96 2,854,983.96
PUR 7/31/09 60 FUJIFILM HOLDINGS CORP 78,200.00 889.60 242,006,984.00 242,006,984.00
246884 8/07/09 JPY S26549 3093.63 95.180 2,542,624.33 2,542,624.33
PUR 7/31/09 60 FUKUOKA FINANCIAL GROU 617,000.00 925.16 251,681,160.00 251,681,160.00
246887 8/07/09 JPY S26549 407.768 95.180 2,644,265.18 2,644,265.18
PUR 7/31/09 60 GUNMA BANK LTD/THE JPY 471,000.00 942.65 256,436,652.00 256,436,652.00
246890 8/07/09 JPY S26549 544.261 95.180 2,694,228.33 2,694,228.33
PUR 7/31/09 60 HACHIJUNI BANK LTD/THE 372,000.00 753.94 205,100,676.00 205,100,676.00
246893 8/07/09 JPY S26549 551.153 95.180 2,154,871.57 2,154,871.57
PUR 7/31/09 60 HIROSE ELECTRIC CO LTD 19,000.00 737.60 200,657,404.00 200,657,404.00
246896 8/07/09 JPY S26549 10557.2 95.180 2,108,188.74 2,108,188.74
PUR 7/31/09 60 HIROSHIMA BANK LTD/THE 336,000.00 483.76 131,601,334.00 131,601,334.00
246804 8/07/09 JPY S26549 391.534 95.180 1,382,657.43 1,382,657.43
PUR 7/31/09 60 HITACHI LTD 451,000.00 526.99 143,363,031.00 143,363,031.00
246903 8/07/09 JPY S26549 317.767 95.180 1,506,230.63 1,506,230.63
PUR 7/31/09 60 HONDA MOTOR CO LTD NPV 286,800.00 3,200.80 870,739,985.00 870,739,985.00
246906 8/07/09 JPY S26549 3034.99 95.180 9,148,350.34 9,148,350.34
PUR 7/31/09 60 HOYA CORP 241,500.00 2,000.61 544,243,019.00 544,243,019.00
246908 8/07/09 JPY S26549 2252.80 95.180 5,718,039.70 5,718,039.70
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: 17
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** COMMON D - JAPAN MSCI 100 **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# 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 7/31/09 60 IDEMITSU KOSAN CO LTD 28,100.00 813.24 221,233,621.00 221,233,621.00
246911 8/07/09 JPY S26549 7870.32 95.180 2,324,370.89 2,324,370.89
PUR 7/31/09 60 ISETAN MITSUKOSHI HOLD 219,600.00 803.55 218,599,168.00 218,599,168.00
246825 8/07/09 JPY S26549 995.094 95.180 2,296,692.25 2,296,692.25
PUR 7/31/09 60 IYO BANK LTD/THE JPY 5 130,000.00 471.04 128,144,780.00 128,144,780.00
246829 8/07/09 JPY S26549 985.384 95.180 1,346,341.46 1,346,341.46
PUR 7/31/09 60 JAPAN STEEL WORKS LTD 140,000.00 636.87 173,253,133.00 173,253,133.00
246841 8/07/09 JPY S26549 1237.08 95.180 1,820,268.26 1,820,268.26
PUR 7/31/09 60 JFE HOLDINGS INC 78,900.00 1,094.95 297,869,298.00 297,869,298.00
246833 8/07/09 JPY S26549 3773.95 95.180 3,129,536.65 3,129,536.65
PUR 7/31/09 60 JOYO BANK LTD/THE JPY 536,000.00 945.39 257,184,204.00 257,184,204.00
246837 8/07/09 JPY S26549 479.653 95.180 2,702,082.41 2,702,082.41
PUR 7/31/09 60 JS GROUP CORP JPY 50.0 299,800.00 1,597.93 434,698,190.00 434,698,190.00
246845 8/07/09 JPY S26549 1449.45 95.180 4,567,116.94 4,567,116.94
PUR 7/31/09 60 KAJIMA CORP 557,000.00 543.10 147,743,250.00 147,743,250.00
246849 8/07/09 JPY S26549 265.155 95.180 1,552,251.00 1,552,251.00
PUR 7/31/09 60 KANEKA CORP JPY 50.0 266,000.00 639.21 173,891,601.00 173,891,601.00
246853 8/07/09 JPY S26549 653.499 95.180 1,826,976.27 1,826,976.27
PUR 7/31/09 60 KEISEI ELECTRIC RAILWA 280,000.00 605.68 164,769,861.00 164,769,861.00
246857 8/07/09 JPY S26549 588.258 95.180 1,731,139.54 1,731,139.54
PUR 7/31/09 60 KEYENCE CORP 14,400.00 980.96 266,861,367.00 266,861,367.00
246861 8/07/09 JPY S26549 18525.5 95.180 2,803,754.64 2,803,754.64
PUR 7/31/09 60 KIKKOMAN CORP NPV 279,000.00 1,132.33 308,038,820.00 308,038,820.00
246864 8/07/09 JPY S26549 1103.69 95.180 3,236,381.80 3,236,381.80
PUR 7/31/09 60 KIRIN HOLDINGS COMPANY 502,000.00 2,608.07 709,494,719.00 709,494,719.00
246867 8/07/09 JPY S26549 1412.84 95.180 7,454,241.64 7,454,241.64
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 18
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** COMMON D - JAPAN MSCI 100 **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# 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 7/31/09 60 KOMATSU LTD NPV 162,200.00 926.08 251,929,920.00 251,929,920.00
246869 8/07/09 JPY S26549 1552.66 95.180 2,646,878.76 2,646,878.76
PUR 7/31/09 60 KUBOTA CORP Y50 332,000.00 1,050.65 285,818,404.00 285,818,404.00
246872 8/07/09 JPY S26549 860.598 95.180 3,002,925.03 3,002,925.03
PUR 7/31/09 60 KYOCERA CORP 36,600.00 1,017.82 276,886,781.00 276,886,781.00
246876 8/07/09 JPY S26549 7562.56 95.180 2,909,085.74 2,909,085.74
PUR 7/31/09 60 KYOWA HAKKO KIRIN CO L 243,000.00 967.96 263,321,758.00 263,321,758.00
246809 8/07/09 JPY S26549 1083.24 95.180 2,766,566.06 2,766,566.06
PUR 7/31/09 60 MARUBENI CORP JPY 50.0 609,000.00 967.03 263,071,579.00 263,071,579.00
246882 8/07/09 JPY S26549 431.822 95.180 2,763,937.58 2,763,937.58
PUR 7/31/09 60 MARUI GROUP CO LTD NPV 290,200.00 715.58 194,665,985.00 194,665,985.00
246808 8/07/09 JPY S26549 670.565 95.180 2,045,240.44 2,045,240.44
PUR 7/31/09 60 MATSUI SECURITIES CO L 183,500.00 597.29 162,486,371.00 162,486,371.00
246888 8/07/09 JPY S26549 885.175 95.180 1,707,148.26 1,707,148.26
PUR 7/31/09 60 MITSUBISHI CHEMICAL HO 450,000.00 721.67 196,325,704.00 196,325,704.00
246891 8/07/09 JPY S26549 436.127 95.180 2,062,678.13 2,062,678.13
PUR 7/31/09 60 MITSUBISHI CORP NPV 311,900.00 2,138.67 581,801,181.00 581,801,181.00
246894 8/07/09 JPY S26549 1864.69 95.180 6,112,641.11 6,112,641.11
PUR 7/31/09 60 MITSUBISHI ELECTRIC CO 496,000.00 1,253.40 340,975,161.00 340,975,161.00
246898 8/07/09 JPY S26549 687.209 95.180 3,582,424.47 3,582,424.47
PUR 7/31/09 60 MITSUBISHI ESTATE CO L 199,000.00 1,143.03 310,949,978.00 310,949,978.00
246901 8/07/09 JPY S26549 1562.01 95.180 3,266,967.62 3,266,967.62
PUR 7/31/09 60 MITSUBISHI HEAVY INDUS 1,225,000.00 1,734.30 471,796,931.00 471,796,931.00
246904 8/07/09 JPY S26549 385.006 95.180 4,956,891.48 4,956,891.48
PUR 7/31/09 60 MITSUBISHI LOGISTICS C 230,000.00 981.69 267,056,507.00 267,056,507.00
246803 8/07/09 JPY S26549 1160.70 95.180 2,805,804.86 2,805,804.86
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: 19
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** COMMON D - JAPAN MSCI 100 **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# 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 7/31/09 60 MITSUBISHI MOTORS CORP 1,906,000.00 1,223.75 332,909,223.00 332,909,223.00
246909 8/07/09 JPY S26549 174.603 95.180 3,497,680.43 3,497,680.43
PUR 7/31/09 60 MITSUBISHI UFJ FINANCI 1,755,000.00 3,633.49 988,449,095.00 988,449,095.00
246826 8/07/09 JPY S26549 563.022 95.180 10,385,050.38 10,385,050.38
PUR 7/31/09 60 MITSUI FUDOSAN CO LTD 185,000.00 1,183.10 321,849,030.00 321,849,030.00
246830 8/07/09 JPY S26549 1739.11 95.180 3,381,477.52 3,381,477.52
PUR 7/31/09 60 MITSUI OSK LINES LTD N 267,000.00 567.29 154,328,144.00 154,328,144.00
246834 8/07/09 JPY S26549 577.806 95.180 1,621,434.59 1,621,434.59
PUR 7/31/09 60 MIZUHO FINANCIAL GROUP 1,442,900.00 1,141.01 310,397,320.00 310,397,320.00
246838 8/07/09 JPY S26549 215.045 95.180 3,261,161.17 3,261,161.17
PUR 7/31/09 60 NEC CORP JPY 50.0 662,000.00 811.02 220,631,165.00 220,631,165.00
246842 8/07/09 JPY S26549 333.163 95.180 2,318,041.24 2,318,041.24
PUR 7/31/09 60 NIPPON EXPRESS CO LTD 1,111,000.00 1,759.18 478,564,928.00 478,564,928.00
246850 8/07/09 JPY S26549 430.601 95.180 5,027,998.82 5,027,998.82
PUR 7/31/09 60 NIPPON MEAT PACKERS IN 136,000.00 571.49 155,467,986.00 155,467,986.00
246854 8/07/09 JPY S26549 1142.74 95.180 1,633,410.23 1,633,410.23
PUR 7/31/09 60 NIPPON STEEL CORP JPY 1,479,000.00 2,061.88 560,910,885.00 560,910,885.00
246858 8/07/09 JPY S26549 379.117 95.180 5,893,159.12 5,893,159.12
PUR 7/31/09 60 NOMURA HOLDINGS INC NP 435,900.00 1,322.80 359,853,905.00 359,853,905.00
246846 8/07/09 JPY S26549 825.254 95.180 3,780,772.27 3,780,772.27
PUR 7/31/09 60 NTT DATA CORP NPV 1,720.00 1,998.08 543,555,007.00 543,555,007.00
246814 8/07/09 JPY S26549 315909. 95.180 5,710,811.17 5,710,811.17
PUR 7/31/09 60 OBAYASHI CORP JPY 50.0 994,000.00 1,517.90 412,928,420.00 412,928,420.00
246865 8/07/09 JPY S26549 415.276 95.180 4,338,394.83 4,338,394.83
PUR 7/31/09 60 OBIC CO LTD JPY 50.0 9,470.00 559.07 152,088,883.00 152,088,883.00
246812 8/07/09 JPY S26549 16054.4 95.180 1,597,908.00 1,597,908.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 20
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** COMMON D - JAPAN MSCI 100 **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# 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 7/31/09 60 OJI PAPER CO LTD NPV 564,000.00 845.07 229,893,006.00 229,893,006.00
246870 8/07/09 JPY S26549 407.469 95.180 2,415,349.93 2,415,349.93
PUR 7/31/09 60 OMRON CORP JPY 50.0 106,300.00 596.25 162,203,965.00 162,203,965.00
246873 8/07/09 JPY S26549 1525.37 95.180 1,704,181.18 1,704,181.18
PUR 7/31/09 60 PANASONIC CORP NPV 399,600.00 2,169.35 590,147,667.00 590,147,667.00
246877 8/07/09 JPY S26549 1476.32 95.180 6,200,332.71 6,200,332.71
PUR 7/31/09 60 RICOH CO LTD 167,000.00 758.94 206,461,691.00 206,461,691.00
246880 8/07/09 JPY S26549 1235.86 95.180 2,169,170.95 2,169,170.95
PUR 7/31/09 60 ROHM CO LTD JPY 50.0 41,300.00 1,055.79 287,215,422.00 287,215,422.00
246883 8/07/09 JPY S26549 6951.93 95.180 3,017,602.67 3,017,602.67
PUR 7/31/09 60 SEKISUI CHEMICAL CO LT 425,000.00 871.31 237,031,311.00 237,031,311.00
246886 8/07/09 JPY S26549 557.526 95.180 2,490,347.88 2,490,347.88
PUR 7/31/09 60 SEKISUI HOUSE LTD JPY 255,000.00 827.23 225,040,425.00 225,040,425.00
246889 8/07/09 JPY S26549 882.203 95.180 2,364,366.73 2,364,366.73
PUR 7/31/09 60 SHARP CORP NPV 236,000.00 914.67 248,827,022.00 248,827,022.00
246892 8/07/09 JPY S26549 1053.98 95.180 2,614,278.44 2,614,278.44
PUR 7/31/09 60 SHIMIZU CORP NPV 458,000.00 642.88 174,887,346.00 174,887,346.00
246895 8/07/09 JPY S26549 381.717 95.180 1,837,437.97 1,837,437.97
PUR 7/31/09 60 SHIN-ETSU CHEMICAL CO 86,000.00 1,598.59 434,879,634.00 434,879,634.00
246899 8/07/09 JPY S26549 5054.97 95.180 4,569,023.26 4,569,023.26
PUR 7/31/09 60 SHIZUOKA BANK LTD/THE 552,000.00 1,873.31 509,613,913.00 509,613,913.00
246902 8/07/09 JPY S26549 922.891 95.180 5,354,212.16 5,354,212.16
PUR 7/31/09 60 SHOWA SHELL SEKIYU KK 439,200.00 1,693.64 460,737,460.00 460,737,460.00
246905 8/07/09 JPY S26549 1048.67 95.180 4,840,696.15 4,840,696.15
PUR 7/31/09 60 SMC CORP/JAPAN JPY 50. 14,900.00 585.09 159,169,720.00 159,169,720.00
246907 8/07/09 JPY S26549 10678.7 95.180 1,672,302.16 1,672,302.16
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 21
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** COMMON D - JAPAN MSCI 100 **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# 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 7/31/09 60 SUMITOMO MITSUI FINANC 107,000.00 1,606.27 436,968,176.00 436,968,176.00
246910 8/07/09 JPY S26549 4082.38 95.180 4,590,966.34 4,590,966.34
PUR 7/31/09 60 SUZUKI MOTOR CORP NPV 112,800.00 1,007.62 274,110,725.00 274,110,725.00
246828 8/07/09 JPY S26549 2429.20 95.180 2,879,919.36 2,879,919.36
PUR 7/31/09 60 TAIHEIYO CEMENT CORP J 608,000.00 324.36 88,240,243.00 88,240,243.00
246832 8/07/09 JPY S26549 145.081 95.180 927,088.08 927,088.08
PUR 7/31/09 60 TAISEI CORP NPV 1,194,000.00 937.52 255,041,665.00 255,041,665.00
246836 8/07/09 JPY S26549 213.528 95.180 2,679,572.02 2,679,572.02
PUR 7/31/09 60 TAKASHIMAYA CO LTD NPV 416,000.00 1,189.84 323,682,375.00 323,682,375.00
246840 8/07/09 JPY S26549 777.810 95.180 3,400,739.39 3,400,739.39
PUR 7/31/09 60 TDK CORP NPV 32,900.00 601.46 163,621,012.00 163,621,012.00
246844 8/07/09 JPY S26549 4971.54 95.180 1,719,069.26 1,719,069.26
PUR 7/31/09 60 TERUMO CORP JPY 50.0 108,500.00 1,895.01 515,517,273.00 515,517,273.00
246848 8/07/09 JPY S26549 4749.64 95.180 5,416,235.27 5,416,235.27
PUR 7/31/09 60 THK CO LTD JPY 50.0 101,900.00 579.86 157,743,963.00 157,743,963.00
246852 8/07/09 JPY S26549 1547.48 95.180 1,657,322.58 1,657,322.58
PUR 7/31/09 60 TOHO CO LTD/TOKYO JPY 130,800.00 803.85 218,676,625.00 218,676,625.00
246856 8/07/09 JPY S26549 1671.25 95.180 2,297,506.04 2,297,506.04
PUR 7/31/09 60 TOKIO MARINE HOLDINGS 110,100.00 1,116.22 303,656,082.00 303,656,082.00
246860 8/07/09 JPY S26549 2757.03 95.180 3,190,334.97 3,190,334.97
PUR 7/31/09 60 TOKYO ELECTRON LTD NPV 40,600.00 733.89 199,648,656.00 199,648,656.00
246863 8/07/09 JPY S26549 4915.73 95.180 2,097,590.42 2,097,590.42
PUR 7/31/09 60 TOKYU CORP JPY 50.0 805,000.00 1,370.68 372,877,742.00 372,877,742.00
246813 8/07/09 JPY S26549 463.040 95.180 3,917,606.03 3,917,606.03
PUR 7/31/09 60 TONENGENERAL SEKIYU KK 214,000.00 704.95 191,772,834.00 191,772,834.00
246868 8/07/09 JPY S26549 895.821 95.180 2,014,843.81 2,014,843.81
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: 22
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** COMMON D - JAPAN MSCI 100 **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# 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 7/31/09 60 TORAY INDUSTRIES INC N 606,000.00 1,055.94 287,257,422.00 287,257,422.00
246871 8/07/09 JPY S26549 473.856 95.180 3,018,043.94 3,018,043.94
PUR 7/31/09 60 TOSHIBA CORP 538,000.00 832.73 226,534,542.00 226,534,542.00
246875 8/07/09 JPY S26549 420.921 95.180 2,380,064.53 2,380,064.53
PUR 7/31/09 60 TOTO LTD JPY 50.0 288,000.00 682.59 185,693,324.00 185,693,324.00
246879 8/07/09 JPY S26549 644.543 95.180 1,950,969.99 1,950,969.99
PUR 7/31/09 60 TOYO SEIKAN KAISHA LTD 93,500.00 690.97 187,971,623.00 187,971,623.00
246881 8/07/09 JPY S26549 2009.68 95.180 1,974,906.73 1,974,906.73
PUR 7/31/09 60 TOYOTA MOTOR CORP NPV 498,000.00 7,286.261,982,140,986.00 1,982,140,986.00
246885 8/07/09 JPY S26549 3978.81 95.180 20,825,183.72 20,825,183.72
PUR 7/31/09 60 UNY CO LTD JPY 50.0 285,000.00 803.71 218,640,803.00 218,640,803.00
246807 8/07/09 JPY S26549 766.892 95.180 2,297,129.68 2,297,129.68
PUR 7/31/09 60 USHIO INC JPY 50.0 82,800.00 548.46 149,203,245.00 149,203,245.00
246806 8/07/09 JPY S26549 1801.34 95.180 1,567,590.30 1,567,590.30
PUR 7/31/09 60 YAKULT HONSHA CO LTD J 115,500.00 877.21 238,637,493.00 238,637,493.00
246805 8/07/09 JPY S26549 2065.40 95.180 2,507,223.08 2,507,223.08
PUR 7/31/09 60 YAMAGUCHI FINANCIAL GR 149,000.00 710.73 193,345,992.00 193,345,992.00
246897 8/07/09 JPY S26549 1297.17 95.180 2,031,372.05 2,031,372.05
PUR 7/31/09 60 YAMATO HOLDINGS CO LTD 294,000.00 1,523.31 414,400,485.00 414,400,485.00
246900 8/07/09 JPY S26549 1409.03 95.180 4,353,860.95 4,353,860.95
---------------- --------- ---------------- ------------ ---------------- --------------
35,909,690.00 117,718.58 32024082682.00 32024082682.00
336,458,107.66 336,458,107.66
100 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
---------------- --------- ---------------- ------------ ---------------- --------------
35,909,690.00 117,718.58 32024082682.00 32024082682.00
336,458,107.66 336,458,107.66
100 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
35,909,690.00 117,718.58 32024082682.00 32024082682.00
336,458,107.66 336,458,107.66
100 "PUR " TRANSACTIONS IN FUND: COMMON D - JAPAN MSCI 100 (5145)
---------------- --------- ---------------- ------------ ---------------- --------------
35,909,690.00 117,718.58 32024082682.00 32024082682.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 23
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** COMMON D - JAPAN MSCI 100 **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
336,458,107.66 336,458,107.66
100 TRANSACTIONS WITHIN FUND: COMMON D - JAPAN MSCI 100 (5145)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 8/01/09 THROUGH 8/31/09 ** 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 8/12/09 60 TRANSDIGM GROUP INC 12,617.00 547,413.78 547,413.78
247284 8/12/09 USD 62364 43.387 1.000 547,413.78 547,413.78
---------------- --------- ---------------- ------------ ---------------- --------------
12,617.00 547,413.78 547,413.78
547,413.78 547,413.78
1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
12,617.00 547,413.78 547,413.78
547,413.78 547,413.78
1 TRANSACTION IN CATEGORY: COMMON STOCK (2215)
PRIVATE EQUITY (3000)
--------------------------------
PUR 8/05/09 60 AVENUE SPECIAL SITUATN 1,072,723.00 1,072,723.00 1,072,723.00
233661 8/05/09 USD 62323 1.000 1.000 1,072,723.00 1,072,723.00
PUR 8/06/09 60 NJHL EUROPEAN BUYOUT S 832,742.37 832,742.37 832,742.37
244345 8/06/09 USD 62329 1.000 1.000 832,742.37 832,742.37
PUR 8/07/09 60 LINDSAY GOLDERG FUND I 4,361,688.00 4,361,688.00 4,361,688.00
242557 8/07/09 USD 62324 1.000 1.000 4,361,688.00 4,361,688.00
PUR 8/10/09 60 FAIRVIEW CAPSTONE PART 208,950.00 208,950.00 208,950.00
243120 8/10/09 USD 62336 1.000 1.000 208,950.00 208,950.00
PUR 8/12/09 60 GTCR FUND IX 6,594,666.00 6,594,666.00 6,594,666.00
236173 8/12/09 USD 62345 1.000 1.000 6,594,666.00 6,594,666.00
PUR 8/14/09 60 CSFB/NJDI EMERG. OPP F 2,000,000.00 2,000,000.00 2,000,000.00
237463 8/14/09 USD 62347 1.000 1.000 2,000,000.00 2,000,000.00
PUR 8/14/09 60 ONEX PARTNERS III 1,455,359.00 1,455,359.00 1,455,359.00
245250 8/14/09 USD 62334 1.000 1.000 1,455,359.00 1,455,359.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 25
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/14/09 60 WELSH, CARSON, ANDERSO 1,324,224.00 1,324,224.00 1,324,224.00
244629 8/14/09 USD 62333 1.000 1.000 1,324,224.00 1,324,224.00
PUR 8/18/09 60 CSFB/NJDI INVESTMENT F 2,000,000.00 2,000,000.00 2,000,000.00
241599 8/18/09 USD 62355 1.000 1.000 2,000,000.00 2,000,000.00
PUR 8/19/09 60 LINDSAY GOLDBERG&BESSE 738,985.00 738,985.00 738,985.00
234972 8/19/09 USD 62342 1.000 1.000 738,985.00 738,985.00
PUR 8/20/09 60 DLJ MERCHANT BANKING I 1,777,081.06 1,777,081.06 1,777,081.06
234971 8/20/09 USD 62348 1.000 1.000 1,777,081.06 1,777,081.06
PUR 8/21/09 60 OAK HILL CAPITAL PARTN 10,073,279.49 10,073,279.49 10,073,279.49
239026 8/21/09 USD 62349 1.000 1.000 10,073,279.49 10,073,279.49
PUR 8/24/09 60 MADISON DEARBORN CAP P 1,823,806.00 1,823,806.00 1,823,806.00
234853 8/24/09 USD 62362 1.000 1.000 1,823,806.00 1,823,806.00
PUR 8/25/09 60 CSFB/NJDI INVESTMENT F 3,000,000.00 3,000,000.00 3,000,000.00
232433 8/25/09 USD 62369 1.000 1.000 3,000,000.00 3,000,000.00
PUR 8/26/09 60 CSFB-SERIES 2006 3,000,000.00 3,000,000.00 3,000,000.00
235211 8/26/09 USD 62372 1.000 1.000 3,000,000.00 3,000,000.00
PUR 8/26/09 60 KPS SPECIAL SITUATIONS 698,073.03 698,073.03 698,073.03
238854 8/26/09 USD 62359 1.000 1.000 698,073.03 698,073.03
PUR 8/26/09 60 TEXAS PACIFIC GROUP PA 1,504,329.00 1,504,329.00 1,504,329.00
235460 8/26/09 USD 62352 1.000 1.000 1,504,329.00 1,504,329.00
PUR 8/26/09 60 TPG PARTNERS VI 1,769,980.00 1,769,980.00 1,769,980.00
242558 8/26/09 USD 62353 1.000 1.000 1,769,980.00 1,769,980.00
PUR 8/27/09 60 NJHL EUROPEAN BUYOUT S 1,404,840.50 1,404,840.50 1,404,840.50
241503 8/27/09 USD 62367 1.000 1.000 1,404,840.50 1,404,840.50
PUR 8/31/09 60 LEXINGTON CAPITAL PART 267,121.00 267,121.00 267,121.00
234543 8/31/09 USD 62368 1.000 1.000 267,121.00 267,121.00
---------------- --------- ---------------- ------------ ---------------- --------------
45,907,847.45 45,907,847.45 45,907,847.45
45,907,847.45 45,907,847.45
20 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 8/01/09 THROUGH 8/31/09 ** 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 8/04/09 60 ANACAP FINANCIAL PARTN 4,449,676.42 4,449,676.42 4,449,676.42
240633 8/04/09 EUR 62331 1.000 .694 6,407,086.06 6,407,086.06
---------------- --------- ---------------- ------------ ---------------- --------------
4,449,676.42 4,449,676.42 4,449,676.42
6,407,086.06 6,407,086.06
1 TRANSACTION IN COUNTRY: EUROPE (EURO) ( 750)
---------------- --------- ---------------- ------------ ---------------- --------------
50,357,523.87 50,357,523.87 50,357,523.87
52,314,933.51 52,314,933.51
21 TRANSACTIONS IN CATEGORY: PRIVATE EQUITY (3000)
REAL ESTATE (3010)
--------------------------------
PUR 8/11/09 60 ARA ASIA DRAGON LIMITE 1,324,000.00 1,324,000.00 1,324,000.00
238842 8/11/09 USD 62337 1.000 1.000 1,324,000.00 1,324,000.00
PUR 8/13/09 60 WESTBROOK REAL ESTATE 6,666,667.00 6,666,667.00 6,666,667.00
238956 8/13/09 USD 62338 1.000 1.000 6,666,667.00 6,666,667.00
PUR 8/14/09 60 NJDOI/GMAM CT HIGH GRA 743,215.89 743,215.89 743,215.89
241490 8/14/09 USD 62346 1.000 1.000 743,215.89 743,215.89
PUR 8/17/09 60 MACFARLANE URBAN RE FU 415,841.58 415,841.58 415,841.58
236474 8/17/09 USD 62340 1.000 1.000 415,841.58 415,841.58
PUR 8/19/09 60 NJDOI/GMAM CT HIGH GRA 3,037,751.13 3,037,751.13 3,037,751.13
241490 8/19/09 USD 62357 1.000 1.000 3,037,751.13 3,037,751.13
---------------- --------- ---------------- ------------ ---------------- --------------
12,187,475.60 12,187,475.60 12,187,475.60
12,187,475.60 12,187,475.60
5 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
12,187,475.60 12,187,475.60 12,187,475.60
12,187,475.60 12,187,475.60
5 TRANSACTIONS IN CATEGORY: REAL ESTATE (3010)
---------------- --------- ---------------- ------------ ---------------- --------------
62,557,616.47 63,092,413.25 63,092,413.25
65,049,822.89 65,049,822.89
27 "PUR " TRANSACTIONS IN 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: 27
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------* * * THIS PAGE INTENTIONALLY BLANK * * *
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 28
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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)
--------------------------------
SALE 8/21/09 60 TRANSDIGM GROUP INC 35,276.00 1,564,490.00 1,408,731.66 155,758.34
247284 8/26/09 USD 62371 44.350 1.000 1,564,490.00 1,408,731.66 155,758.34
---------------- --------- ---------------- ------------ ---------------- --------------
35,276.00 1,564,490.00 1,408,731.66 155,758.34
1,564,490.00 1,408,731.66 155,758.34
1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
35,276.00 1,564,490.00 1,408,731.66 155,758.34
1,564,490.00 1,408,731.66 155,758.34
1 TRANSACTION IN CATEGORY: COMMON STOCK (2215)
---------------- --------- ---------------- ------------ ---------------- --------------
35,276.00 1,564,490.00 1,408,731.66 155,758.34
1,564,490.00 1,408,731.66 155,758.34
1 "SALE" TRANSACTION IN FUND: COMMON PENSION FD E (5146)
---------------- --------- ---------------- ------------ ---------------- --------------
62,592,892.47 64,656,903.25 64,501,144.91 155,758.34
66,614,312.89 66,458,554.55 155,758.34
28 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: 29
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETN - EMERGING MARKET (1750)
--------------------------------
PUR 8/19/09 60 IPATH ETNS LKD MSCI IN 5,000.00 200.00 252,592.00 252,592.00
247826 8/24/09 USD H20090 50.478 1.000 252,592.00 252,592.00
---------------- --------- ---------------- ------------ ---------------- --------------
5,000.00 200.00 252,592.00 252,592.00
252,592.00 252,592.00
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
5,000.00 200.00 252,592.00 252,592.00
252,592.00 252,592.00
1 TRANSACTION IN CATEGORY: ETN - EMERGING MARKET (1750)
EM COMMON STOCK (2225)
--------------------------------
PUR 7/29/09 60 MOL MAGYAR OLAJ ES GAZ 316.00 4,170,157.00 4,170,157.00
247887 8/03/09 HUF N20090 13196.6 191.495 21,776.80 21,776.80
PUR 7/31/09 60 MOL MAGYAR OLAJ ES GAZ 543.00 157.53 7,431,267.71 7,431,267.71
247887 8/05/09 HUF N20090 13631.0 187.947 39,539.17 39,539.17
PUR 8/03/09 60 MOL MAGYAR OLAJ ES GAZ 687.00 155.93 9,565,781.75 9,565,781.75
247887 8/06/09 HUF N20090 13882.3 183.486 52,133.61 52,133.61
PUR 8/04/09 60 MOL MAGYAR OLAJ ES GAZ 799.00 11,132,666.00 11,132,666.00
247887 8/07/09 HUF N20090 13933.2 184.964 60,188.22 60,188.22
PUR 8/05/09 60 MOL MAGYAR OLAJ ES GAZ 550.00 123.21 7,674,830.63 7,674,830.63
247887 8/10/09 HUF N20090 13912.5 186.315 41,192.77 41,192.77
PUR 8/06/09 60 MOL MAGYAR OLAJ ES GAZ 34.00 3.73 466,498.70 466,498.70
247887 8/11/09 HUF N20090 13700.0 187.374 2,489.66 2,489.66
PUR 8/07/09 60 MOL MAGYAR OLAJ ES GAZ 407.00 43.23 5,479,548.26 5,479,548.26
247887 8/12/09 HUF N20090 13443.0 189.831 28,865.39 28,865.39
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: 30
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/10/09 60 MOL MAGYAR OLAJ ES GAZ 83.00 8.88 1,128,761.44 1,128,761.44
247887 8/13/09 HUF N20090 13579.1 190.469 5,926.21 5,926.21
PUR 8/10/09 60 MOL MAGYAR OLAJ ES GAZ 18.00 1.91 243,218.56 243,218.56
247887 8/13/09 HUF N20090 13491.9 190.470 1,276.94 1,276.94
---------------- --------- ---------------- ------------ ---------------- --------------
3,437.00 494.42 47,292,730.05 47,292,730.05
253,388.77 253,388.77
9 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
PUR 7/30/09 60 HANJIN SHIPPING CO LTD 1,590.00 62.67 31,077,382.00 31,077,382.00
247890 8/03/09 KRW H20090 19496.7 1236.40 25,135.38 25,135.38
PUR 7/31/09 60 HANJIN SHIPPING CO LTD 2,730.00 115.25 56,749,894.00 56,749,894.00
247890 8/04/09 KRW H20090 20735.6 1227.90 46,217.03 46,217.03
PUR 8/03/09 60 HANJIN SHIPPING CO LTD 1,100.00 48.38 23,706,179.00 23,706,179.00
247890 8/05/09 KRW H20090 21497.3 1221.90 19,401.08 19,401.08
PUR 8/06/09 60 LG CORP KRW 5000.0 2,310.00 161,808,275.00 161,808,275.00
248144 8/10/09 KRW H20090 70046.8 1222.40 132,369.33 132,369.33
PUR 8/06/09 60 LG DACOM CORP KRW 5000 2,540.00 93.12 45,649,270.00 45,649,270.00
248146 8/10/09 KRW H20090 17927.3 1222.40 37,343.97 37,343.97
PUR 8/06/09 60 OCI COMPANY LTD 807.00 348.52 170,837,600.00 170,837,600.00
247824 8/10/09 KRW H20090 211166. 1222.40 139,755.89 139,755.89
PUR 8/06/09 60 SHINSEGAE CO LTD KRW 5 337.00 367.92 180,352,658.00 180,352,658.00
247496 8/10/09 KRW H20090 533836. 1222.40 147,539.81 147,539.81
PUR 8/07/09 60 HANJIN SHIPPING CO LTD 670.00 28.58 14,035,278.00 14,035,278.00
247890 8/11/09 KRW H20090 20895.9 1224.50 11,462.05 11,462.05
PUR 8/07/09 60 LG CORP KRW 5000.0 227.00 32.56 15,990,605.00 15,990,605.00
248144 8/11/09 KRW H20090 70267.5 1224.50 13,058.89 13,058.89
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: 31
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/07/09 60 LG DACOM CORP KRW 5000 670.00 24.57 12,063,914.00 12,063,914.00
248146 8/11/09 KRW H20090 17960.9 1224.50 9,852.11 9,852.11
PUR 8/07/09 60 OCI COMPANY LTD 24.00 10.82 5,311,752.00 5,311,752.00
247824 8/11/09 KRW H20090 220771. 1224.50 4,337.89 4,337.89
PUR 8/10/09 60 LG CORP KRW 5000.0 384.00 55.93 27,540,950.00 27,540,950.00
248144 8/12/09 KRW H20090 71542.3 1227.90 22,429.31 22,429.31
PUR 8/10/09 60 OCI COMPANY LTD 25.00 11.66 5,741,745.00 5,741,745.00
247824 8/12/09 KRW H20090 229097. 1227.90 4,676.07 4,676.07
PUR 8/11/09 60 LG CORP KRW 5000.0 244.00 35.32 17,547,212.00 17,547,212.00
248144 8/13/09 KRW H20090 71735.5 1238.80 14,164.69 14,164.69
PUR 8/11/09 60 LG DACOM CORP KRW 5000 860.00 31.38 15,588,678.00 15,588,678.00
248146 8/13/09 KRW H20090 18081.1 1238.80 12,583.69 12,583.69
PUR 8/12/09 60 LG CORP KRW 5000.0 407.00 58.61 29,293,002.00 29,293,002.00
248144 8/14/09 KRW H20090 71793.5 1246.30 23,503.97 23,503.97
PUR 8/12/09 60 LG DACOM CORP KRW 5000 460.00 16.63 8,311,389.00 8,311,389.00
248146 8/14/09 KRW H20090 18023.1 1246.30 6,668.85 6,668.85
PUR 8/13/09 60 LG CORP KRW 5000.0 1,664.00 252.78 125,403,098.00 125,403,098.00
248144 8/17/09 KRW H20090 75174.5 1237.10 101,368.60 101,368.60
PUR 8/13/09 60 LG DACOM CORP KRW 5000 860.00 31.46 15,608,987.00 15,608,987.00
248146 8/17/09 KRW H20090 18104.7 1237.10 12,617.40 12,617.40
PUR 8/14/09 60 LG CORP KRW 5000.0 1,216.00 182.66 90,745,066.00 90,745,066.00
248144 8/18/09 KRW H20090 74439.7 1238.90 73,246.48 73,246.48
PUR 8/14/09 60 LG DACOM CORP KRW 5000 860.00 31.79 15,791,767.00 15,791,767.00
248146 8/18/09 KRW H20090 18316.7 1238.90 12,746.60 12,746.60
PUR 8/14/09 60 SHINSEGAE CO LTD KRW 5 336.00 176,880,227.00 176,880,227.00
247496 8/18/09 KRW H20090 526429. 1238.90 142,772.00 142,772.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 32
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/17/09 60 LG CORP KRW 5000.0 1,188.00 177.24 89,322,660.00 89,322,660.00
248144 8/19/09 KRW H20090 74999.9 1256.70 71,077.15 71,077.15
PUR 8/17/09 60 LG DACOM CORP KRW 5000 390.00 13.95 7,031,752.00 7,031,752.00
248146 8/19/09 KRW H20090 17985.1 1256.70 5,595.41 5,595.41
PUR 8/17/09 60 LG DISPLAY CO LTD KRW 9,790.00 365,322,368.00 365,322,368.00
248301 8/19/09 KRW H20090 37315.8 1256.70 290,699.74 290,699.74
PUR 8/17/09 60 SAMSUNG ELECTRONICS CO 639.00 461,702,491.00 461,702,491.00
239489 8/19/09 KRW H20090 722539. 1256.70 367,392.77 367,392.77
PUR 8/18/09 60 LG CORP KRW 5000.0 459.00 67.02 33,496,528.00 33,496,528.00
248144 8/20/09 KRW H20090 72795.2 1246.40 26,874.62 26,874.62
PUR 8/18/09 60 LG DACOM CORP KRW 5000 580.00 20.70 10,347,402.00 10,347,402.00
248146 8/20/09 KRW H20090 17795.8 1246.40 8,301.83 8,301.83
PUR 8/19/09 60 LG DACOM CORP KRW 5000 1,050.00 36.86 18,562,742.00 18,562,742.00
248146 8/21/09 KRW H20090 17634.7 1255.70 14,782.78 14,782.78
PUR 8/20/09 60 HANJIN SHIPPING CO LTD 20.00 .80 401,000.00 401,000.00
247890 8/24/09 KRW H20090 20000.0 1246.69 321.65 321.65
PUR 8/20/09 60 LG CORP KRW 5000.0 15.00 2.19 1,097,730.00 1,097,730.00
248144 8/24/09 KRW H20090 73000.0 1246.69 880.51 880.51
PUR 8/20/09 60 LG DACOM CORP KRW 5000 350.00 12.48 6,241,113.00 6,241,113.00
248146 8/24/09 KRW H20090 17787.2 1246.69 5,006.11 5,006.11
PUR 8/20/09 60 LG DISPLAY CO LTD KRW 850.00 61.28 30,633,651.00 30,633,651.00
248301 8/24/09 KRW H20090 35949.7 1246.70 24,571.79 24,571.79
PUR 8/21/09 60 LG DACOM CORP KRW 5000 950.00 33.49 16,785,245.00 16,785,245.00
248146 8/25/09 KRW H20090 17624.6 1249.50 13,433.57 13,433.57
PUR 8/24/09 60 HANJIN SHIPPING CO LTD 10.00 .40 200,500.00 200,500.00
247890 8/26/09 KRW H20090 20000.0 1239.79 161.72 161.72
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: 33
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/24/09 60 HYUNDAI MOTOR CO~KSWN5 40.00 8.71 4,330,800.00 4,330,800.00
239481 8/26/09 KRW H20090 108000. 1239.80 3,493.14 3,493.14
PUR 8/24/09 60 LG CORP KRW 5000.0 456.00 70.60 35,100,703.00 35,100,703.00
248144 8/26/09 KRW H20090 76783.2 1239.80 28,311.58 28,311.58
PUR 8/24/09 60 LG DISPLAY CO LTD KRW 100.00 7.06 3,508,750.00 3,508,750.00
248301 8/26/09 KRW H20090 35000.0 1239.80 2,830.09 2,830.09
PUR 8/25/09 60 LG CORP KRW 5000.0 1,782.00 278.08 139,175,140.00 139,175,140.00
248144 8/27/09 KRW H20090 77905.7 1248.10 111,509.61 111,509.61
PUR 8/26/09 60 LG CORP KRW 5000.0 1,038.00 163.02 81,394,070.00 81,394,070.00
248144 8/28/09 KRW H20090 78218.7 1245.10 65,371.51 65,371.51
PUR 8/27/09 60 HYUNDAI MOTOR CO~KSWN5 2,609.00 533.76 267,202,529.00 267,202,529.00
239481 8/31/09 KRW H20090 102160. 1248.40 214,035.99 214,035.99
PUR 8/27/09 60 LG CORP KRW 5000.0 1,107.00 167.37 83,792,053.00 83,792,053.00
248144 8/31/09 KRW H20090 75504.1 1248.40 67,119.56 67,119.56
PUR 8/27/09 60 LG DISPLAY CO LTD KRW 4,610.00 340.55 170,481,036.00 170,481,036.00
248301 8/31/09 KRW H20090 36888.4 1248.40 136,559.63 136,559.63
---------------- --------- ---------------- ------------ ---------------- --------------
48,354.00 3,836.173,072,165,191.00 3,072,165,191.00
2,471,581.85 2,471,581.85
43 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 7/29/09 60 IMPERIAL HOLDINGS LTD 17,800.00 702.74 1,236,196.81 1,236,196.81
247827 8/05/09 ZAR N20090 69.138 7.884 156,798.17 156,798.17
PUR 7/29/09 60 IMPERIAL HOLDINGS LTD 1,900.00 49.15 129,466.28 129,466.28
247827 8/05/09 ZAR N20090 67.936 7.884 16,421.40 16,421.40
PUR 7/30/09 60 IMPERIAL HOLDINGS LTD 6,800.00 266.63 463,227.62 463,227.62
247827 8/06/09 ZAR N20090 67.816 7.787 59,491.12 59,491.12
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 34
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/06/09 60 IMPERIAL HOLDINGS LTD 3,100.00 76.09 204,975.73 204,975.73
247827 8/14/09 ZAR N20090 65.923 8.063 25,423.03 25,423.03
PUR 8/07/09 60 IMPERIAL HOLDINGS LTD 1,100.00 27.02 72,306.57 72,306.57
247827 8/17/09 ZAR N20090 65.537 8.010 9,026.70 9,026.70
PUR 8/11/09 60 IMPERIAL HOLDINGS LTD 900.00 21.88 59,570.47 59,570.47
247827 8/18/09 ZAR N20090 65.991 8.148 7,310.79 7,310.79
PUR 8/21/09 60 AFRICAN BANK INVESTMEN 27,200.00 344.81 770,777.03 770,777.03
246233 8/28/09 ZAR N20090 28.239 7.801 98,806.17 98,806.17
PUR 8/21/09 60 ANGLO PLATINUM LTD ZAR 2,000.00 594.96 1,329,953.65 1,329,953.65
245196 8/28/09 ZAR N20090 662.656 7.801 170,487.21 170,487.21
PUR 8/21/09 60 HARMONY GOLD MINING CO 8,500.00 279.69 625,209.73 625,209.73
243417 8/28/09 ZAR N20090 73.297 7.801 80,145.85 80,145.85
PUR 8/21/09 60 IMPERIAL HOLDINGS LTD 55,800.00 1,777.43 3,973,182.49 3,973,182.49
247827 8/28/09 ZAR N20090 70.956 7.801 509,323.60 509,323.60
PUR 8/21/09 60 MR PRICE GROUP LTD 34,700.00 459.60 1,027,360.23 1,027,360.23
242128 8/28/09 ZAR N20090 29.504 7.801 131,697.65 131,697.65
PUR 8/21/09 60 NASPERS LTD ZAR 0.02 14,200.00 1,569.72 3,508,893.02 3,508,893.02
242613 8/28/09 ZAR N20090 246.243 7.801 449,806.18 449,806.18
---------------- --------- ---------------- ------------ ---------------- --------------
174,000.00 6,169.72 13,401,119.63 13,401,119.63
1,714,737.87 1,714,737.87
12 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 7/29/09 60 HDFC BANK LTD ADR REPS 1,500.00 30.00 138,667.20 138,667.20
239502 8/03/09 USD H20090 92.425 1.000 138,667.20 138,667.20
PUR 8/03/09 60 HDFC BANK LTD ADR REPS 1,900.00 38.00 189,563.00 189,563.00
239502 8/06/09 USD H20090 99.750 1.000 189,563.00 189,563.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 35
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/14/09 60 MAHINDRA +MAHINDRA GDR 11,000.00 184,800.00 184,800.00
239209 8/19/09 USD H20090 16.800 1.000 184,800.00 184,800.00
PUR 8/14/09 60 MAHINDRA +MAHINDRA GDR 9,800.00 160,916.00 160,916.00
239209 8/19/09 USD H20090 16.420 1.000 160,916.00 160,916.00
PUR 8/17/09 60 MAHINDRA +MAHINDRA GDR 6,482.00 100,795.10 100,795.10
239209 8/20/09 USD H20090 15.550 1.000 100,795.10 100,795.10
PUR 8/18/09 60 HDFC BANK LTD ADR REPS 3,600.00 129.60 350,112.24 350,112.24
239502 8/21/09 USD H20090 97.217 1.000 350,112.24 350,112.24
PUR 8/19/09 60 LARSEN + TOUBRO LTD IN 14,584.00 437,374.16 437,374.16
239208 8/24/09 USD H20090 29.990 1.000 437,374.16 437,374.16
PUR 8/19/09 60 TATA PWR CO LTD GDR RE 14,078.00 362,508.50 362,508.50
248303 8/24/09 USD H20090 25.750 1.000 362,508.50 362,508.50
PUR 8/25/09 60 TATA PWR CO LTD GDR RE 21,118.00 844.72 568,918.92 568,918.92
248303 8/28/09 USD H20090 26.900 1.000 568,918.92 568,918.92
PUR 8/25/09 60 TATA PWR CO LTD GDR RE 10,845.00 290,103.75 290,103.75
248303 8/28/09 USD H20090 26.750 1.000 290,103.75 290,103.75
PUR 8/26/09 60 ICICI BK LTD USD 10.0 32,900.00 1,316.00 1,030,187.83 1,030,187.83
248420 8/31/09 USD H20090 31.273 1.000 1,030,187.83 1,030,187.83
---------------- --------- ---------------- ------------ ---------------- --------------
127,807.00 2,358.32 3,813,946.70 3,813,946.70
3,813,946.70 3,813,946.70
11 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
353,598.00 12,858.633,136,672,987.38 3,136,672,987.38
8,253,655.19 8,253,655.19
75 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
358,598.00 13,058.633,136,925,579.38 3,136,925,579.38
8,506,247.19 8,506,247.19
76 "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: 36
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/24/09 60 ISHARES MSCI TAIWAN IN 106,100.00 2,151.98 1,164,375.08 1,308,509.54 -144,134.46
239504 8/27/09 USD H20090 10.995 1.000 1,164,375.08 1,308,509.54 -144,134.46
---------------- --------- ---------------- ------------ ---------------- --------------
106,100.00 2,151.98 1,164,375.08 1,308,509.54 -144,134.46
1,164,375.08 1,308,509.54 -144,134.46
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
---------------- --------- ---------------- ------------ ---------------- --------------
106,100.00 2,151.98 1,164,375.08 1,308,509.54 -144,134.46
1,164,375.08 1,308,509.54 -144,134.46
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
SALE 8/21/09 60 AKBANK TAS TRY 1.0 71,528.00 1,065.84 631,611.48 412,294.40 219,317.08
241892 8/25/09 TRY N20090 8.852 1.485 425,270.32 319,778.88 105,491.44
SALE 8/21/09 60 TURKIYE GARANTI BANKAS 185,801.00 1,079.00 1,066,753.22 658,301.00 408,452.22
239795 8/25/09 TRY N20090 5.750 1.485 718,255.60 513,534.50 204,721.10
SALE 8/21/09 60 TURKIYE HALK BANKASI A 47,963.00 428.70 423,835.84 218,966.93 204,868.91
243418 8/25/09 TRY N20090 8.850 1.485 285,372.91 147,259.70 138,113.21
---------------- --------- ---------------- ------------ ---------------- --------------
305,292.00 2,573.54 2,122,200.54 1,289,562.33 832,638.21
1,428,898.83 980,573.08 448,325.75
3 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 8/24/09 60 TAIWAN SEMICONDUCT ADS 40,200.00 815.04 428,653.62 309,457.44 119,196.18
244620 8/27/09 USD H20090 10.683 1.000 428,653.62 309,457.44 119,196.18
---------------- --------- ---------------- ------------ ---------------- --------------
40,200.00 815.04 428,653.62 309,457.44 119,196.18
428,653.62 309,457.44 119,196.18
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: 37
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/06/09 60 LG CHEM LTD KRW 5000.0 1,344.00 902.70 199,525,203.00 142,158,980.94 57,366,222.06
239483 8/10/09 KRW H20090 149277. 1222.40 163,224.15 128,109.48 35,114.67
SALE 8/06/09 60 LG ELECTRONICS INC~KRW 2,872.00 1,644.14 363,408,415.00 300,724,092.93 62,684,322.07
239484 8/10/09 KRW H20090 127234. 1222.40 297,290.92 263,478.75 33,812.17
SALE 8/06/09 60 LG TELECOM LTD 2,820.00 104.89 23,184,084.00 27,255,155.71 -4,071,071.71
243410 8/10/09 KRW H20090 8266.77 1222.40 18,966.04 20,819.12 -1,853.08
SALE 8/06/09 60 SAMSUNG ELCTRNCS N/VT 72.00 145.17 32,087,706.00 27,858,438.33 4,229,267.67
239490 8/10/09 KRW H20090 448127. 1222.40 26,249.76 26,048.05 201.71
SALE 8/06/09 60 SK TELECOM CO LTD KRW 294.00 237.70 52,539,440.00 62,135,987.94 -9,596,547.94
243412 8/10/09 KRW H20090 179693. 1222.40 42,980.56 47,148.76 -4,168.20
SALE 8/07/09 60 LG CHEM LTD KRW 5000.0 150.00 103.89 23,002,773.00 15,865,957.69 7,136,815.31
239483 8/11/09 KRW H20090 154199. 1224.50 18,785.44 14,297.93 4,487.51
SALE 8/07/09 60 LG ELECTRONICS INC~KRW 2,284.00 288,365,324.00 239,155,232.68 49,210,091.32
239484 8/11/09 KRW H20090 126254. 1224.50 235,496.39 209,535.33 25,961.06
SALE 8/07/09 60 LG TELECOM LTD 6,140.00 224.07 49,612,530.00 59,342,785.83 -9,730,255.83
243410 8/11/09 KRW H20090 8124.90 1224.50 40,516.56 45,329.57 -4,813.01
SALE 8/07/09 60 SAMSUNG ELCTRNCS N/VT 25.00 50.78 11,244,094.00 9,673,068.87 1,571,025.13
239490 8/11/09 KRW H20090 452251. 1224.50 9,182.60 9,044.46 138.14
SALE 8/07/09 60 SK TELECOM CO LTD KRW 336.00 269.75 59,726,688.00 71,012,557.64 -11,285,869.64
243412 8/11/09 KRW H20090 178741. 1224.50 48,776.39 53,884.29 -5,107.90
SALE 8/10/09 60 LG ELECTRONICS INC~KRW 73.00 42.24 9,377,903.00 7,643,753.06 1,734,149.94
239484 8/12/09 KRW H20090 129174. 1227.90 7,637.35 6,697.06 940.29
SALE 8/10/09 60 LG TELECOM LTD 1,540.00 56.64 12,578,146.00 14,884,021.20 -2,305,875.20
243410 8/12/09 KRW H20090 8212.79 1227.90 10,243.62 11,369.31 -1,125.69
SALE 8/10/09 60 SAMSUNG ELCTRNCS N/VT 26.00 52.99 11,764,334.00 10,059,991.62 1,704,342.38
239490 8/12/09 KRW H20090 454976. 1227.90 9,580.86 9,406.24 174.62
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: 38
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/10/09 60 SK TELECOM CO LTD KRW 261.00 207.05 45,969,768.00 55,161,540.31 -9,191,772.31
243412 8/12/09 KRW H20090 177103. 1227.90 37,437.71 41,856.55 -4,418.84
SALE 8/11/09 60 LG TELECOM LTD 640.00 23.55 5,275,626.00 6,185,567.25 -909,941.25
243410 8/13/09 KRW H20090 8288.75 1238.80 4,258.66 4,724.91 -466.25
SALE 8/11/09 60 SAMSUNG ELCTRNCS N/VT 7.00 14.22 3,185,641.00 2,708,459.28 477,181.72
239490 8/13/09 KRW H20090 457608. 1238.80 2,571.55 2,532.45 39.10
SALE 8/13/09 60 WOONGJIN COWAY CO LTD 22,570.00 1,923.51 765,226,122.00 683,824,241.31 81,401,880.69
239495 8/17/09 KRW H20090 34010.0 1237.10 618,564.48 658,503.94 -39,939.46
SALE 8/14/09 60 LG TELECOM LTD 700.00 25.68 5,752,288.00 6,765,464.18 -1,013,176.18
243410 8/18/09 KRW H20090 8263.00 1238.90 4,643.06 5,167.87 -524.81
SALE 8/14/09 60 SAMSUNG ELCTRNCS N/VT 50.00 101.47 22,730,771.00 19,346,137.73 3,384,633.27
239490 8/18/09 KRW H20090 457129. 1238.90 18,347.54 18,088.92 258.62
SALE 8/14/09 60 SK TELECOM CO LTD KRW 266.00 205.49 46,033,914.00 56,218,274.80 -10,184,360.80
243412 8/18/09 KRW H20090 174016. 1238.90 37,157.09 42,658.40 -5,501.31
SALE 8/14/09 60 WOONGJIN COWAY CO LTD 90.00 8.59 3,074,918.00 2,726,813.55 348,104.45
239495 8/18/09 KRW H20090 34283.9 1238.90 2,481.97 2,625.85 -143.88
SALE 8/17/09 60 LG TELECOM LTD 2,280.00 81.14 18,438,828.00 22,036,083.34 -3,597,255.34
243410 8/19/09 KRW H20090 8131.93 1256.70 14,672.42 16,832.48 -2,160.06
SALE 8/17/09 60 SAMSUNG ELCTRNCS N/VT 29.00 57.65 13,099,576.00 11,220,759.88 1,878,816.12
239490 8/19/09 KRW H20090 454207. 1256.70 10,423.79 10,491.58 -67.79
SALE 8/17/09 60 SK TELECOM CO LTD KRW 412.00 313.10 71,146,530.00 87,074,921.87 -15,928,391.87
243412 8/19/09 KRW H20090 173640. 1256.70 56,613.77 66,072.41 -9,458.64
SALE 8/18/09 60 SAMSUNG ELCTRNCS N/VT 27.00 54.92 12,377,833.00 10,446,914.38 1,930,918.62
239490 8/20/09 KRW H20090 460973. 1246.40 9,930.87 9,768.02 162.85
SALE 8/18/09 60 WOONGJIN COWAY CO LTD 370.00 54.66 12,318,505.00 11,210,233.46 1,108,271.54
239495 8/20/09 KRW H20090 33477.3 1246.40 9,883.27 10,795.15 -911.88
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 39
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/19/09 60 SAMSUNG ELCTRNCS N/VT 32.00 65.65 14,906,961.00 12,381,528.15 2,525,432.85
239490 8/21/09 KRW H20090 468418. 1255.69 11,871.44 11,576.91 294.53
SALE 8/20/09 60 SAMSUNG ELCTRNCS N/VT 84.00 170.40 38,413,181.00 32,501,511.39 5,911,669.61
239490 8/24/09 KRW H20090 459828. 1246.70 30,811.89 30,389.39 422.50
SALE 8/20/09 60 SK TELECOM CO LTD KRW 150.00 117.13 26,403,980.00 31,702,034.66 -5,298,054.66
243412 8/24/09 KRW H20090 177000. 1246.70 21,179.10 24,055.49 -2,876.39
SALE 8/21/09 60 SAMSUNG ELCTRNCS N/VT 7.00 14.38 3,249,355.00 2,708,459.28 540,895.72
239490 8/25/09 KRW H20090 466760. 1249.50 2,600.52 2,532.45 68.07
SALE 8/24/09 60 LG TELECOM LTD 610.00 21.30 4,775,294.00 5,895,618.79 -1,120,324.79
243410 8/26/09 KRW H20090 7871.63 1239.80 3,851.66 4,503.43 -651.77
SALE 8/24/09 60 NHN CORP 61.00 39.85 10,244,340.00 10,512,095.04 -267,755.04
239486 8/26/09 KRW H20090 168750. 1239.80 8,262.90 9,641.42 -1,378.52
SALE 8/25/09 60 LG TELECOM LTD 2,670.00 91.12 20,565,372.00 25,805,413.38 -5,240,041.38
243410 8/27/09 KRW H20090 7744.98 1248.10 16,477.34 19,711.72 -3,234.38
SALE 8/25/09 60 NHN CORP 1,812.00 1,190.57 308,087,283.00 312,260,921.59 -4,173,638.59
239486 8/27/09 KRW H20090 170846. 1248.10 246,845.03 286,397.54 -39,552.51
SALE 8/26/09 60 LG TELECOM LTD 2,920.00 99.92 22,497,884.00 28,221,650.59 -5,723,766.59
243410 8/28/09 KRW H20090 7747.36 1245.10 18,069.14 21,557.39 -3,488.25
SALE 8/26/09 60 NHN CORP 1,159.00 762.54 196,851,316.00 199,729,805.81 -2,878,489.81
239486 8/28/09 KRW H20090 170665. 1245.10 158,100.81 183,186.95 -25,086.14
SALE 8/27/09 60 LG TELECOM LTD 2,940.00 101.09 22,818,804.00 28,414,949.57 -5,596,145.57
243410 8/31/09 KRW H20090 7804.42 1248.40 18,278.44 21,705.04 -3,426.60
SALE 8/27/09 60 SK TELECOM CO LTD KRW 366.00 282.18 63,697,730.00 77,352,964.57 -13,655,234.57
243412 8/31/09 KRW H20090 175000. 1248.40 51,023.49 58,695.39 -7,671.90
---------------- --------- ---------------- ------------ ---------------- --------------
58,489.00 9,862.122,893,558,460.00 2,730,182,388.60 163,376,071.40
2,343,288.58 2,409,240.00 -65,951.42
38 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: 40
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/21/09 60 BANK MANDIRI 268,000.00 1,071,634,048.00 738,300,116.08 333,333,931.92
239243 8/26/09 IDR H20090 3998.63 10005.0 107,109.85 73,986.52 33,123.33
SALE 8/21/09 60 BANK MANDIRI 401,500.00 1,608,977,743.00 1,106,072,748.53 502,904,994.47
239243 8/26/09 IDR H20090 4007.41 10005.0 160,817.37 110,841.74 49,975.63
SALE 8/24/09 60 BANK MANDIRI 1,033,500.00 4,292,602,320.00 2,847,138,693.91 1445463626.09
239243 8/27/09 IDR H20090 4153.46 9990.00 429,689.92 285,317.41 144,372.51
SALE 8/26/09 60 PERUSAHAAN GAS NEGARA 170,500.00 569,246,671.00 407,022,412.47 162,224,258.53
240301 8/31/09 IDR H20090 3338.69 10019.9 56,811.05 39,808.81 17,002.24
SALE 8/26/09 60 PERUSAHAAN GAS NEGARA 566,000.00 903.841,887,579,284.00 1,351,171,175.71 536,408,108.29
240301 8/31/09 IDR H20090 3350.94 10020.0 188,381.17 132,151.25 56,229.92
---------------- --------- ---------------- ------------ ---------------- --------------
2,439,500.00 903.849,430,040,066.00 6,449,705,146.70 2980334919.30
942,809.36 642,105.73 300,703.63
5 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 6/05/09 60 GUARANTY TRUST BANK-GD 1.00 4.65 13.80 -9.15
240240 8/21/09 USD 4.650 1.000 4.65 13.80 -9.15
---------------- --------- ---------------- ------------ ---------------- --------------
1.00 4.65 13.80 -9.15
4.65 13.80 -9.15
1 TRANSACTION IN COUNTRY: NIGERIA (5800)
SALE 7/27/09 60 ANGLOGOLD LIMITED ZAR 390.00 7.58 117,120.39 85,923.84 31,196.55
243416 8/03/09 ZAR N20090 300.460 7.759 15,095.36 9,144.06 5,951.30
SALE 7/28/09 60 IMPALA PLATINUM HOLDIN 800.00 9.36 146,161.71 123,504.50 22,657.21
245197 8/04/09 ZAR N20090 182.794 7.845 18,630.72 13,262.41 5,368.31
SALE 7/29/09 60 IMPALA PLATINUM HOLDIN 1,700.00 79.32 303,466.70 262,447.06 41,019.64
245197 8/05/09 ZAR N20090 178.878 7.884 38,491.46 28,182.62 10,308.84
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 41
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 7/30/09 60 ANGLOGOLD LIMITED ZAR 640.00 12.02 186,407.63 141,003.23 45,404.40
243416 8/06/09 ZAR N20090 291.408 7.786 23,939.85 15,005.64 8,934.21
SALE 8/03/09 60 ANGLOGOLD LIMITED ZAR 1,280.00 25.34 389,917.57 282,006.46 107,911.11
243416 8/11/09 ZAR N20090 304.776 7.727 50,458.44 30,011.27 20,447.17
---------------- --------- ---------------- ------------ ---------------- --------------
4,810.00 133.62 1,143,074.00 894,885.09 248,188.91
146,615.83 95,606.00 51,009.83
5 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 7/29/09 60 NET SERVICOS DE COMUNI 2,600.00 78.67 49,495.98 50,529.29 -1,033.31
239596 8/03/09 BRL N20090 19.094 1.893 26,144.08 29,295.62 -3,151.54
SALE 7/30/09 60 NET SERVICOS DE COMUNI 2,700.00 82.17 51,268.04 52,472.72 -1,204.68
239596 8/04/09 BRL N20090 19.045 1.877 27,306.55 30,422.37 -3,115.82
SALE 7/31/09 60 NET SERVICOS DE COMUNI 5,300.00 161.18 100,496.71 103,002.01 -2,505.30
239596 8/05/09 BRL N20090 19.019 1.876 53,563.96 59,718.00 -6,154.04
SALE 8/03/09 60 NET SERVICOS DE COMUNI 15,900.00 508.31 309,885.52 309,006.02 879.50
239596 8/06/09 BRL N20090 19.548 1.834 168,930.18 179,153.98 -10,223.80
SALE 8/04/09 60 NET SERVICOS DE COMUNI 8,800.00 287.18 175,178.96 171,022.20 4,156.76
239596 8/07/09 BRL N20090 19.967 1.835 95,439.37 99,154.41 -3,715.04
SALE 8/05/09 60 NET SERVICOS DE COMUNI 3,200.00 101.83 61,970.33 62,189.89 -219.56
239596 8/10/09 BRL N20090 19.424 1.831 33,841.38 36,056.15 -2,214.77
SALE 8/06/09 60 NET SERVICOS DE COMUNI 3,200.00 100.66 61,117.22 62,189.89 -1,072.67
239596 8/11/09 BRL N20090 19.157 1.827 33,454.06 36,056.15 -2,602.09
SALE 8/07/09 60 NET SERVICOS DE COMUNI 2,300.00 73.03 44,284.35 44,698.98 -414.63
239596 8/12/09 BRL N20090 19.312 1.825 24,270.72 25,915.35 -1,644.63
---------------- --------- ---------------- ------------ ---------------- --------------
44,000.00 1,393.03 853,697.11 855,111.00 -1,413.89
462,950.30 495,772.03 -32,821.73
8 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: 42
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/24/09 60 COPA HOLDINGS SA-CLASS 900.00 37.02 39,382.98 31,828.69 7,554.29
240862 8/27/09 USD N20090 43.800 1.000 39,382.98 31,828.69 7,554.29
SALE 8/25/09 60 COPA HOLDINGS SA-CLASS 1,000.00 41.15 44,669.75 35,365.21 9,304.54
240862 8/28/09 USD N20090 44.711 1.000 44,669.75 35,365.21 9,304.54
SALE 8/26/09 60 COPA HOLDINGS SA-CLASS 1,900.00 78.21 85,644.66 67,193.91 18,450.75
240862 8/31/09 USD N20090 45.117 1.000 85,644.66 67,193.91 18,450.75
---------------- --------- ---------------- ------------ ---------------- --------------
3,800.00 156.38 169,697.39 134,387.81 35,309.58
169,697.39 134,387.81 35,309.58
3 TRANSACTIONS IN COUNTRY: PANAMA (8200)
SALE 8/13/09 60 OAO GAZPROM-SPON ADR R 32,722.00 1,308.88 682,384.59 1,733,103.65 -1,050,719.06
239196 8/18/09 USD N20090 20.894 1.000 682,384.59 1,733,103.65 -1,050,719.06
SALE 8/21/09 60 OAO GAZPROM-SPON ADR R 38,817.00 776.34 758,543.41 2,055,922.15 -1,297,378.74
239196 8/26/09 USD N20090 19.562 1.000 758,543.41 2,055,922.15 -1,297,378.74
---------------- --------- ---------------- ------------ ---------------- --------------
71,539.00 2,085.22 1,440,928.00 3,789,025.80 -2,348,097.80
1,440,928.00 3,789,025.80 -2,348,097.80
2 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
SALE 7/31/09 60 AXIS BANK LTD- GDR 7,102.00 138,133.90 94,767.97 43,365.93
246077 8/05/09 USD H20090 19.450 1.000 138,133.90 94,767.97 43,365.93
SALE 8/03/09 60 AXIS BANK LTD- GDR 6,432.00 123,494.40 85,827.60 37,666.80
246077 8/06/09 USD H20090 19.200 1.000 123,494.40 85,827.60 37,666.80
SALE 8/07/09 60 AXIS BANK LTD- GDR 1,504.00 25,808.64 20,069.14 5,739.50
246077 8/12/09 USD H20090 17.160 1.000 25,808.64 20,069.14 5,739.50
SALE 8/10/09 60 AXIS BANK LTD- GDR 22,919.00 399,936.55 305,827.53 94,109.02
246077 8/13/09 USD H20090 17.450 1.000 399,936.55 305,827.53 94,109.02
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: 43
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/10/09 60 AXIS BANK LTD- GDR 44,043.00 767,986.60 587,702.85 180,283.75
246077 8/13/09 USD H20090 17.437 1.000 767,986.60 587,702.85 180,283.75
SALE 8/12/09 60 AXIS BANK LTD- GDR 9,670.00 173,576.50 129,034.96 44,541.54
246077 8/17/09 USD H20090 17.950 1.000 173,576.50 129,034.96 44,541.54
SALE 8/12/09 60 AXIS BANK LTD- GDR 7,444.00 132,205.44 99,331.56 32,873.88
246077 8/17/09 USD H20090 17.760 1.000 132,205.44 99,331.56 32,873.88
SALE 8/13/09 60 AXIS BANK LTD- GDR 2,823.00 51,237.45 37,669.67 13,567.78
246077 8/18/09 USD H20090 18.150 1.000 51,237.45 37,669.67 13,567.78
SALE 8/18/09 60 AXIS BANK LTD- GDR 20,692.00 354,247.04 276,110.79 78,136.25
246077 8/21/09 USD H20090 17.120 1.000 354,247.04 276,110.79 78,136.25
SALE 8/20/09 60 AXIS BANK LTD- GDR 20,385.00 350,214.30 272,014.23 78,200.07
246077 8/25/09 USD H20090 17.180 1.000 350,214.30 272,014.23 78,200.07
SALE 8/20/09 60 AXIS BANK LTD- GDR 13,101.00 221,406.90 174,817.68 46,589.22
246077 8/25/09 USD H20090 16.900 1.000 221,406.90 174,817.68 46,589.22
SALE 8/25/09 60 AXIS BANK LTD- GDR 37,412.00 690,251.40 499,219.83 191,031.57
246077 8/28/09 USD H20090 18.450 1.000 690,251.40 499,219.83 191,031.57
---------------- --------- ---------------- ------------ ---------------- --------------
193,527.00 3,428,499.12 2,582,393.81 846,105.31
3,428,499.12 2,582,393.81 846,105.31
12 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
3,161,158.00 17,922.79 12333185280.43 9,189,742,372.38 3143442908.05
10,792,345.68 11,438,575.50 -646,229.82
78 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
3,267,258.00 20,074.77 12334349655.51 9,191,050,881.92 3143298773.59
11,956,720.76 12,747,085.04 -790,364.28
79 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
---------------- --------- ---------------- ------------ ---------------- --------------
3,625,856.00 33,133.40 15471275234.89 12327976461.30 3143298773.59
20,462,967.95 21,253,332.23 -790,364.28
155 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 8/01/09 THROUGH 8/31/09 ** 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 7/30/09 60 KOC HOLDING AS 38,161.00 201.76 119,662.20 119,662.20
247977 8/03/09 TRY GT1UBG 3.128 1.479 80,907.51 80,907.51
PUR 7/31/09 60 KOC HOLDING AS 108,583.00 622.30 368,798.90 368,798.90
247977 8/04/09 TRY GT1UBG 3.388 1.478 249,542.53 249,542.53
PUR 8/03/09 60 KOC HOLDING AS 65,618.00 398.27 233,092.10 233,092.10
247977 8/05/09 TRY GT1UXW 3.543 1.459 159,706.82 159,706.82
PUR 8/04/09 60 KOC HOLDING AS 64,444.00 403.46 237,003.84 237,003.84
247977 8/06/09 TRY GT1UXW 3.668 1.465 161,788.41 161,788.41
PUR 8/05/09 60 KOC HOLDING AS 97,126.00 586.59 346,155.87 346,155.87
247977 8/07/09 TRY GT1UXY 3.555 1.472 235,224.16 235,224.16
PUR 8/06/09 60 KOC HOLDING AS 46,136.00 269.28 159,483.88 159,483.88
247977 8/10/09 TRY GT1UXY 3.448 1.477 107,978.25 107,978.25
PUR 8/13/09 60 KOC HOLDING AS 19,915.00 119.49 70,815.10 70,815.10
247977 8/17/09 TRY GT1VR4 3.547 1.478 47,912.79 47,912.79
PUR 8/14/09 60 KOC HOLDING AS 25,681.00 152.53 91,243.57 91,243.57
247977 8/18/09 TRY GT1VR2 3.544 1.492 61,163.41 61,163.41
PUR 8/17/09 60 KOC HOLDING AS 25,976.00 150.50 90,890.69 90,890.69
247977 8/19/09 TRY GT1W96 3.490 1.506 60,352.38 60,352.38
PUR 8/20/09 60 KOC HOLDING AS 27,459.00 169.59 101,285.22 101,285.22
247977 8/24/09 TRY GT1W96 3.679 1.489 68,004.04 68,004.04
PUR 8/21/09 60 KOC HOLDING AS 53,191.00 338.92 201,852.58 201,852.58
247977 8/25/09 TRY GT1W96 3.785 1.485 135,909.36 135,909.36
PUR 8/24/09 60 KOC HOLDING AS 48,217.00 313.63 186,926.11 186,926.11
247977 8/26/09 TRY GT1WQG 3.867 1.486 125,766.07 125,766.07
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 45
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/25/09 60 KOC HOLDING AS 46,819.00 312.47 186,650.58 186,650.58
247977 8/27/09 TRY GT1WQG 3.977 1.490 125,302.48 125,302.48
PUR 8/26/09 60 KOC HOLDING AS 15,907.00 104.79 63,284.75 63,284.75
247977 8/28/09 TRY GT1WQE 3.969 1.506 42,018.96 42,018.96
PUR 8/27/09 60 KOC HOLDING AS 38,918.00 256.66 155,132.61 155,132.61
247977 8/31/09 TRY GT1WQE 3.976 1.507 102,920.86 102,920.86
---------------- --------- ---------------- ------------ ---------------- --------------
722,151.00 4,400.24 2,612,278.00 2,612,278.00
1,764,498.03 1,764,498.03
15 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 8/12/09 60 TAIWAN SEMICONDUCT ADS 2,000.00 20,914.80 20,914.80
240081 8/17/09 USD 10.457 1.000 20,914.80 20,914.80
PUR 8/12/09 60 TAIWAN SEMICONDUCT ADS 128,800.00 1,346,913.12 1,346,913.12
240081 8/17/09 USD 10.457 1.000 1,346,913.12 1,346,913.12
---------------- --------- ---------------- ------------ ---------------- --------------
130,800.00 1,367,827.92 1,367,827.92
1,367,827.92 1,367,827.92
2 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 8/25/09 60 SHOUGANG CONCORD INTER 358,000.00 212.35 534,242.34 534,242.34
241650 8/27/09 HKD GT1WQE 1.488 7.750 68,932.72 68,932.72
PUR 8/26/09 60 SHOUGANG CONCORD INTER 264,000.00 156.99 394,999.20 394,999.20
241650 8/28/09 HKD GT1WQG 1.492 7.751 50,962.38 50,962.38
PUR 8/27/09 60 SHOUGANG CONCORD INTER 422,000.00 246.12 619,251.41 619,251.41
241650 8/31/09 HKD GT1WQG 1.463 7.751 79,895.16 79,895.16
PUR 8/27/09 60 SHOUGANG CONCORD INTER 380,000.00 221.18 556,514.33 556,514.33
241650 8/31/09 HKD GT1WQG 1.460 7.751 71,800.89 71,800.89
---------------- --------- ---------------- ------------ ---------------- --------------
1,424,000.00 836.64 2,105,007.28 2,105,007.28
271,591.15 271,591.15
4 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 46
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/25/09 60 NHN CORP 926.00 189.68 158,063,359.00 158,063,359.00
244927 8/27/09 KRW GT1WQE 170439. 1248.10 126,643.18 126,643.18
PUR 8/26/09 60 NHN CORP 587.00 120.50 100,175,268.00 100,175,268.00
244927 8/28/09 KRW GT1WQE 170400. 1245.10 80,455.60 80,455.60
PUR 8/27/09 60 NHN CORP 621.00 131.00 109,193,341.00 109,193,341.00
244927 8/31/09 KRW GT1WQG 175571. 1248.40 87,466.63 87,466.63
---------------- --------- ---------------- ------------ ---------------- --------------
2,134.00 441.18 367,431,968.00 367,431,968.00
294,565.41 294,565.41
3 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 7/29/09 60 TAMBANG BATUBARA BUKIT 17,500.00 222,130,104.00 222,130,104.00
247976 8/03/09 IDR GT1UBG 12693.1 9950.00 22,324.63 22,324.63
PUR 7/29/09 60 TAMBANG BATUBARA BUKIT 28,500.00 127.25 361,979,511.00 361,979,511.00
247976 8/03/09 IDR GT1UBI 12656.6 9950.00 36,379.85 36,379.85
PUR 7/30/09 60 TAMBANG BATUBARA BUKIT 17,000.00 84.59 223,807,376.00 223,807,376.00
247976 8/04/09 IDR GT1UBI 13115.6 9950.00 22,493.20 22,493.20
PUR 7/31/09 60 TAMBANG BATUBARA BUKIT 3,500.00 17.85 47,093,097.00 47,093,097.00
247976 8/05/09 IDR GT1UBI 13404.5 9919.99 4,747.29 4,747.29
PUR 8/03/09 60 TAMBANG BATUBARA BUKIT 34,500.00 470,067,786.00 470,067,786.00
247976 8/06/09 IDR GT1UXW 13625.1 9890.00 47,529.60 47,529.60
PUR 8/04/09 60 TAMBANG BATUBARA BUKIT 33,500.00 166.35 468,945,715.00 468,945,715.00
247976 8/07/09 IDR GT1UXY 13949.4 9859.99 47,560.42 47,560.42
PUR 8/05/09 60 TAMBANG BATUBARA BUKIT 21,500.00 104.65 295,303,071.00 295,303,071.00
247976 8/10/09 IDR GT1UXW 13686.9 9869.99 29,919.26 29,919.26
PUR 8/06/09 60 TAMBANG BATUBARA BUKIT 14,000.00 70.52 193,491,500.00 193,491,500.00
247976 8/11/09 IDR GT1UXY 13771.1 9870.00 19,604.00 19,604.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 47
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/07/09 60 TAMBANG BATUBARA BUKIT 15,000.00 74.57 205,025,645.00 205,025,645.00
247976 8/12/09 IDR GT1UXY 13619.2 9890.00 20,730.60 20,730.60
PUR 8/10/09 60 TAMBANG BATUBARA BUKIT 21,500.00 104.71 293,562,600.00 293,562,600.00
247976 8/13/09 IDR GT1VR2 13605.9 9890.00 29,682.77 29,682.77
PUR 8/12/09 60 BANK MANDIRI 162,000.00 221.25 623,774,120.00 623,774,120.00
240057 8/18/09 IDR GT1VRC 3836.87 9944.99 62,722.39 62,722.39
PUR 8/12/09 60 BANK MANDIRI 124,000.00 172.23 476,192,261.00 476,192,261.00
240057 8/18/09 IDR GT1VR2 3826.44 9945.00 47,882.58 47,882.58
PUR 8/13/09 60 BANK MANDIRI 115,000.00 161.92 455,349,699.00 455,349,699.00
240057 8/19/09 IDR GT1VR2 3945.59 9919.99 45,902.19 45,902.19
PUR 8/13/09 60 TAMBANG BATUBARA BUKIT 32,000.00 155.29 428,266,462.00 428,266,462.00
247976 8/19/09 IDR GT1VR4 13335.1 9920.00 43,172.02 43,172.02
PUR 8/14/09 60 BANK MANDIRI 163,900.00 229.16 644,764,758.00 644,764,758.00
240057 8/20/09 IDR GT1VR4 3920.01 9925.00 64,963.70 64,963.70
PUR 8/14/09 60 TAMBANG BATUBARA BUKIT 22,000.00 108.23 298,640,517.00 298,640,517.00
247976 8/20/09 IDR GT1VR4 13525.7 9925.00 30,089.72 30,089.72
PUR 8/18/09 60 BANK MANDIRI 288,000.00 389.021,098,420,186.00 1,098,420,186.00
240057 8/21/09 IDR GT1W96 3800.50 9960.00 110,283.15 110,283.15
PUR 8/18/09 60 TAMBANG BATUBARA BUKIT 108,000.00 508.841,408,951,736.00 1,408,951,736.00
247976 8/21/09 IDR GT1W96 12998.9 9960.00 141,461.02 141,461.02
PUR 8/19/09 60 BANK MANDIRI 54,300.00 74.21 211,644,022.00 211,644,022.00
240057 8/24/09 IDR GT1W94 3883.93 10060.0 21,038.17 21,038.17
PUR 8/19/09 60 TAMBANG BATUBARA BUKIT 34,000.00 159.30 445,532,202.00 445,532,202.00
247976 8/24/09 IDR GT1W96 13056.7 10059.9 44,287.50 44,287.50
PUR 8/19/09 60 TAMBANG BATUBARA BUKIT 10,000.00 46.16 129,110,421.00 129,110,421.00
247976 8/24/09 IDR GT1W96 12864.6 10059.9 12,834.04 12,834.04
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: 48
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/20/09 60 BANK MANDIRI 193,700.00 272.84 775,401,650.00 775,401,650.00
240057 8/25/09 IDR GT1W96 3988.98 10025.0 77,346.80 77,346.80
PUR 8/20/09 60 TAMBANG BATUBARA BUKIT 70,000.00 327.27 912,124,638.00 912,124,638.00
247976 8/25/09 IDR GT1W96 12983.4 10025.0 90,985.00 90,985.00
PUR 8/21/09 60 BANK MANDIRI 56,600.00 79.79 226,313,948.00 226,313,948.00
240057 8/26/09 IDR GT1W96 3984.37 10005.0 22,620.08 22,620.08
PUR 8/21/09 60 TAMBANG BATUBARA BUKIT 66,000.00 307.92 856,464,874.00 856,464,874.00
247976 8/26/09 IDR GT1W94 12930.0 10004.9 85,603.69 85,603.69
PUR 8/24/09 60 BANK MANDIRI 36,300.00 53.63 151,887,384.00 151,887,384.00
240057 8/27/09 IDR GT1WQE 4169.46 9990.00 15,203.94 15,203.94
PUR 8/24/09 60 TAMBANG BATUBARA BUKIT 98,000.00 473.181,314,158,792.00 1,314,158,792.00
247976 8/27/09 IDR GT1WQE 13361.5 9990.00 131,547.43 131,547.43
PUR 8/25/09 60 BANK MANDIRI 30,900.00 45.35 128,497,802.00 128,497,802.00
240057 8/28/09 IDR GT1WQG 4143.83 9994.99 12,856.21 12,856.21
PUR 8/26/09 60 BANK MANDIRI 21,800.00 31.85 90,473,333.00 90,473,333.00
240057 8/31/09 IDR GT1WQE 4135.51 10020.0 9,029.27 9,029.27
PUR 8/26/09 60 TAMBANG BATUBARA BUKIT 32,000.00 147.21 421,721,201.00 421,721,201.00
247976 8/31/09 IDR GT1WQG 13132.6 10020.0 42,087.94 42,087.94
PUR 8/26/09 60 TAMBANG BATUBARA BUKIT 34,000.00 160.47 447,007,894.00 447,007,894.00
247976 8/31/09 IDR GT1WQE 13100.0 10019.9 44,611.57 44,611.57
---------------- --------- ---------------- ------------ ---------------- --------------
1,959,000.00 4,875.61 14326104305.00 14326104305.00
1,437,500.03 1,437,500.03
31 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 8/25/09 60 COMMERCIAL INTERNATION 9,864.00 339.31 538,085.74 538,085.74
247491 8/27/09 EGP GT1WQG 54.360 5.531 97,285.43 97,285.43
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 49
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/26/09 60 COMMERCIAL INTERNATION 1,057.00 36.45 57,808.12 57,808.12
247491 8/31/09 EGP GT1WQG 54.500 5.531 10,451.66 10,451.66
PUR 8/27/09 60 COMMERCIAL INTERNATION 3,529.00 121.79 192,960.45 192,960.45
247491 8/31/09 EGP GT1WQE 54.488 5.526 34,918.65 34,918.65
---------------- --------- ---------------- ------------ ---------------- --------------
14,450.00 497.55 788,854.31 788,854.31
142,655.74 142,655.74
3 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 7/27/09 60 TIGER BRANDS LTD ZAR 0 1,572.00 143.15 247,914.62 247,914.62
247237 8/03/09 ZAR GT1UBG 157.000 7.759 31,953.11 31,953.11
PUR 7/27/09 60 TIGER BRANDS LTD ZAR 0 151.00 13.75 23,813.68 23,813.68
247237 8/03/09 ZAR GT1UBI 157.000 7.759 3,069.29 3,069.29
PUR 7/28/09 60 TIGER BRANDS LTD ZAR 0 3,099.00 281.57 493,090.56 493,090.56
247237 8/04/09 ZAR GT1UBI 158.400 7.845 62,852.52 62,852.52
PUR 7/28/09 60 TIGER BRANDS LTD ZAR 0 4,186.00 380.33 666,046.18 666,046.18
247237 8/04/09 ZAR GT1UBG 158.400 7.845 84,898.56 84,898.56
PUR 7/28/09 60 TIGER BRANDS LTD ZAR 0 7,276.00 661.08 1,157,704.74 1,157,704.74
247237 8/04/09 ZAR GT1UBI 158.400 7.845 147,568.54 147,568.54
PUR 7/29/09 60 TIGER BRANDS LTD ZAR 0 3,873.00 347.07 610,797.27 610,797.27
247237 8/05/09 ZAR GT1UBG 157.000 7.884 77,473.02 77,473.02
PUR 7/29/09 60 TIGER BRANDS LTD ZAR 0 5,772.00 516.56 909,092.18 909,092.18
247237 8/05/09 ZAR GT1UBI 156.795 7.884 115,308.50 115,308.50
PUR 7/30/09 60 TIGER BRANDS LTD ZAR 0 6,118.00 555.92 966,259.99 966,259.99
247237 8/06/09 ZAR GT1UBG 157.230 7.787 124,094.26 124,094.26
PUR 7/30/09 60 TIGER BRANDS LTD ZAR 0 3,099.00 281.63 489,510.68 489,510.68
247237 8/06/09 ZAR GT1UBG 157.250 7.786 62,866.59 62,866.59
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: 50
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 7/31/09 60 TIGER BRANDS LTD ZAR 0 1,512.00 136.36 238,452.23 238,452.23
247237 8/07/09 ZAR GT1UBI 157.000 7.834 30,439.29 30,439.29
PUR 7/31/09 60 TIGER BRANDS LTD ZAR 0 224.00 20.14 35,213.75 35,213.75
247237 8/07/09 ZAR GT1UBI 156.500 7.834 4,495.16 4,495.16
PUR 8/03/09 60 TIGER BRANDS LTD ZAR 0 1,395.00 127.54 220,000.57 220,000.57
247237 8/11/09 ZAR GT1UXW 157.000 7.728 28,469.82 28,469.82
PUR 8/03/09 60 TIGER BRANDS LTD ZAR 0 8,315.00 759.45 1,310,008.20 1,310,008.20
247237 8/11/09 ZAR GT1UXW 156.842 7.727 169,525.49 169,525.49
PUR 8/04/09 60 TIGER BRANDS LTD ZAR 0 4,720.00 422.18 739,188.70 739,188.70
247237 8/12/09 ZAR GT1UXY 155.906 7.844 94,239.80 94,239.80
PUR 8/06/09 60 TIGER BRANDS LTD ZAR 0 9,580.00 831.45 1,496,393.61 1,496,393.61
247237 8/14/09 ZAR GT1UXW 155.500 8.063 185,596.91 185,596.91
PUR 8/11/09 60 TIGER BRANDS LTD ZAR 0 38.00 3.25 5,916.51 5,916.51
247237 8/18/09 ZAR GT1VR2 155.000 8.148 726.10 726.10
PUR 8/12/09 60 STANDARD BANK GROUP LT 24,238.00 1,282.17 2,310,537.04 2,310,537.04
247879 8/19/09 ZAR GT1VR2 94.900 8.073 286,209.05 286,209.05
PUR 8/12/09 60 STANDARD BANK GROUP LT 38,325.00 2,029.99 3,658,136.68 3,658,136.68
247879 8/19/09 ZAR GT1VR2 95.023 8.073 453,137.87 453,137.87
PUR 8/12/09 60 STANDARD BANK GROUP LT 30,010.00 1,590.35 2,865,889.42 2,865,889.42
247879 8/19/09 ZAR GT1VR2 95.070 8.073 355,001.23 355,001.23
PUR 8/12/09 60 TIGER BRANDS LTD ZAR 0 3,099.00 269.32 485,325.01 485,325.01
247237 8/19/09 ZAR GT1VR2 155.905 8.073 60,117.80 60,117.80
PUR 8/13/09 60 STANDARD BANK GROUP LT 46,605.00 2,520.96 4,513,121.82 4,513,121.82
247879 8/20/09 ZAR GT1VR4 96.404 8.020 562,733.39 562,733.39
PUR 8/13/09 60 STANDARD BANK GROUP LT 8,501.00 458.36 820,571.97 820,571.97
247879 8/20/09 ZAR GT1VR4 96.094 8.020 102,315.71 102,315.71
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: 51
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/13/09 60 STANDARD BANK GROUP LT 6,812.00 367.22 657,414.82 657,414.82
247879 8/20/09 ZAR GT1VR4 96.076 8.020 81,971.92 81,971.92
PUR 8/13/09 60 TIGER BRANDS LTD ZAR 0 9,113.00 793.32 1,420,244.41 1,420,244.41
247237 8/20/09 ZAR GT1VR4 155.150 8.020 177,087.83 177,087.83
PUR 8/24/09 60 MASSMART ZAR0.01 4,324.00 194.52 337,483.21 337,483.21
239844 8/31/09 ZAR GT1WQE 77.699 7.772 43,421.28 43,421.28
PUR 8/24/09 60 STANDARD BANK GROUP LT 19,513.00 1,091.75 1,894,137.85 1,894,137.85
247879 8/31/09 ZAR GT1WQE 96.636 7.772 243,703.65 243,703.65
PUR 8/24/09 60 TIGER BRANDS LTD ZAR 0 542.00 48.94 84,913.86 84,913.86
247237 8/31/09 ZAR GT1WQG 155.966 7.772 10,925.19 10,925.19
---------------- --------- ---------------- ------------ ---------------- --------------
252,012.00 16,128.33 28,657,179.56 28,657,179.56
3,600,201.88 3,600,201.88
27 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 7/29/09 60 KASIKORNBANK PCL-FOREI 300.00 1.82 23,156.17 23,156.17
246231 8/03/09 THB GT1UBI 76.981 34.000 681.06 681.06
PUR 7/29/09 60 KASIKORNBANK PCL-FOREI 400.00 2.42 30,778.43 30,778.43
246231 8/03/09 THB GT1UBI 76.741 34.000 905.25 905.25
PUR 7/29/09 60 KASIKORNBANK PCL-FOREI 400.00 2.42 30,778.43 30,778.43
246231 8/03/09 THB GT1UBG 76.741 34.000 905.25 905.25
PUR 7/29/09 60 KASIKORNBANK PCL-FOREI 100.00 .60 7,694.61 7,694.61
246231 8/03/09 THB GT1UBI 76.741 34.000 226.31 226.31
PUR 7/29/09 60 KASIKORNBANK PCL-FOREI 200.00 1.21 15,389.22 15,389.22
246231 8/03/09 THB GT1UBG 76.741 34.000 452.62 452.62
PUR 7/29/09 60 KASIKORNBANK PCL-FOREI 800.00 4.85 61,749.78 61,749.78
246231 8/03/09 THB GT1UBI 76.981 34.000 1,816.17 1,816.17
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 52
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 7/29/09 60 KASIKORNBANK PCL-FOREI 200.00 1.21 15,437.45 15,437.45
246231 8/03/09 THB GT1UBG 76.981 34.000 454.04 454.04
PUR 7/29/09 60 KASIKORNBANK PCL-FOREI 800.00 4.85 61,749.78 61,749.78
246231 8/03/09 THB GT1UBI 76.981 34.000 1,816.17 1,816.17
PUR 7/29/09 60 KASIKORNBANK PCL-FOREI 800.00 4.85 61,749.78 61,749.78
246231 8/03/09 THB GT1UBI 76.981 34.000 1,816.17 1,816.17
PUR 7/29/09 60 KASIKORNBANK PCL-FOREI 400.00 2.42 30,778.43 30,778.43
246231 8/03/09 THB GT1UBG 76.741 34.000 905.25 905.25
PUR 7/30/09 60 KASIKORNBANK PCL-FOREI 2,200.00 13.06 166,544.32 166,544.32
246231 8/04/09 THB GT1UBG 75.500 34.030 4,894.04 4,894.04
PUR 7/30/09 60 KASIKORNBANK PCL-FOREI 500.00 2.97 37,850.99 37,850.99
246231 8/04/09 THB GT1UBG 75.500 34.030 1,112.28 1,112.28
PUR 7/30/09 60 KASIKORNBANK PCL-FOREI 2,000.00 11.87 151,403.93 151,403.93
246231 8/04/09 THB GT1UBG 75.500 34.030 4,449.13 4,449.13
PUR 7/30/09 60 KASIKORNBANK PCL-FOREI 900.00 5.34 68,131.77 68,131.77
246231 8/04/09 THB GT1UBI 75.500 34.030 2,002.11 2,002.11
PUR 7/30/09 60 KASIKORNBANK PCL-FOREI 2,100.00 12.46 158,974.13 158,974.13
246231 8/04/09 THB GT1UBG 75.500 34.030 4,671.59 4,671.59
---------------- --------- ---------------- ------------ ---------------- --------------
12,100.00 72.35 922,167.22 922,167.22
27,107.44 27,107.44
15 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 7/29/09 60 CEMIG CIA ENERG MG SPN 12,000.00 169,090.80 169,090.80
248069 8/03/09 USD 14.091 1.000 169,090.80 169,090.80
PUR 7/29/09 60 CEMIG CIA ENERG MG SPN 2,700.00 37,908.54 37,908.54
248069 8/03/09 USD 14.040 1.000 37,908.54 37,908.54
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 8/01/09 THROUGH 8/31/09 ** 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 7/29/09 60 CEMIG CIA ENERG MG SPN 3,600.00 50,627.16 50,627.16
248069 8/03/09 USD 14.063 1.000 50,627.16 50,627.16
PUR 7/29/09 60 CEMIG CIA ENERG MG SPN 1,800.00 25,490.88 25,490.88
248069 8/03/09 USD 14.162 1.000 25,490.88 25,490.88
PUR 7/29/09 60 COMPANHIA BRASILEIRA D 5,000.00 105.57 85,427.75 85,427.75
247595 8/03/09 BRL GT1UBG 17.046 1.893 45,123.47 45,123.47
PUR 7/29/09 60 FERTILIZANTES FOSFATAD 1,700.00 25.22 28,220.62 28,220.62
247577 8/03/09 BRL GT1UBI 16.572 1.893 14,906.31 14,906.31
PUR 7/30/09 60 CEMIG CIA ENERG MG SPN 1,100.00 16,016.00 16,016.00
248069 8/04/09 USD 14.560 1.000 16,016.00 16,016.00
PUR 7/30/09 60 CEMIG CIA ENERG MG SPN 9,200.00 134,300.68 134,300.68
248069 8/04/09 USD 14.598 1.000 134,300.68 134,300.68
PUR 7/30/09 60 FERTILIZANTES FOSFATAD 300.00 5,144.71 5,144.71
247577 8/04/09 BRL GT1UBG 17.149 1.878 2,740.19 2,740.19
PUR 7/31/09 60 CEMIG CIA ENERG MG SPN 5,500.00 79,488.75 79,488.75
248069 8/05/09 USD 14.453 1.000 79,488.75 79,488.75
PUR 7/31/09 60 COMPANHIA BRASILEIRA D 3,700.00 82.26 65,962.96 65,962.96
247595 8/05/09 BRL GT1UBI 17.786 1.876 35,157.74 35,157.74
PUR 7/31/09 60 NATURA COSMETICOS SA N 151,100.00 4,004,150.00 4,004,150.00
248071 8/05/09 BRL GT1UBG 26.500 1.876 2,134,180.79 2,134,180.79
PUR 8/04/09 60 CEMIG CIA ENERG MG SPN 3,600.00 54,801.72 54,801.72
248069 8/07/09 USD 15.223 1.000 54,801.72 54,801.72
PUR 8/05/09 60 CEMIG CIA ENERG MG SPN 3,600.00 54,711.00 54,711.00
248069 8/10/09 USD 15.198 1.000 54,711.00 54,711.00
PUR 8/05/09 60 COMPANHIA BRASILEIRA D 5,000.00 114.95 89,968.38 89,968.38
247595 8/10/09 BRL GT1UXW 17.952 1.831 49,130.83 49,130.83
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: 54
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/05/09 60 NATURA COSMETICOS SA N 3,600.00 112.51 100,732.17 100,732.17
248071 8/10/09 BRL GT1UXY 27.924 1.831 55,008.83 55,008.83
PUR 8/06/09 60 COMPANHIA BRASILEIRA D 9,400.00 216.95 169,417.59 169,417.59
247595 8/11/09 BRL GT1UXW 17.981 1.827 92,735.01 92,735.01
PUR 8/06/09 60 NATURA COSMETICOS SA N 3,700.00 132.86 101,594.24 101,594.24
248071 8/11/09 BRL GT1UXY 27.392 1.827 55,610.18 55,610.18
PUR 8/07/09 60 COMPANHIA BRASILEIRA D 13,600.00 303.32 236,562.40 236,562.40
247595 8/12/09 BRL GT1VR2 17.354 1.825 129,651.65 129,651.65
PUR 8/07/09 60 NATURA COSMETICOS SA N 300.00 10.82 8,275.47 8,275.47
248071 8/12/09 BRL GT1UXY 27.519 1.825 4,535.50 4,535.50
PUR 8/10/09 60 CEMIG CIA ENERG MG SPN 3,600.00 54,820.08 54,820.08
248069 8/13/09 USD 15.228 1.000 54,820.08 54,820.08
PUR 8/10/09 60 USINAS SIDERURGICAS DE 3,800.00 240.73 177,409.56 177,409.56
245414 8/13/09 BRL GT1VR2 46.570 1.838 96,533.66 96,533.66
PUR 8/10/09 60 USINAS SIDERURGICAS DE 2,300.00 98.47 106,945.12 106,945.12
245414 8/13/09 BRL GT1VR4 46.419 1.838 58,191.93 58,191.93
PUR 8/11/09 60 CEMIG CIA ENERG MG SPN 2,600.00 39,223.86 39,223.86
248069 8/14/09 USD 15.086 1.000 39,223.86 39,223.86
PUR 8/11/09 60 COMPANHIA BRASILEIRA D 2,800.00 64.19 47,719.00 47,719.00
247595 8/14/09 BRL GT1VR2 17.000 1.854 25,738.40 25,738.40
PUR 8/11/09 60 USINAS SIDERURGICAS DE 4,100.00 294.14 192,230.18 192,230.18
245414 8/14/09 BRL GT1VR4 46.752 1.854 103,684.02 103,684.02
PUR 8/12/09 60 CEMIG CIA ENERG MG SPN 2,200.00 33,420.42 33,420.42
248069 8/17/09 USD 15.191 1.000 33,420.42 33,420.42
PUR 8/12/09 60 COMPANHIA BRASILEIRA D 34,300.00 799.92 588,061.66 588,061.66
247595 8/17/09 BRL GT1VR2 17.102 1.833 320,766.74 320,766.74
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 8/01/09 THROUGH 8/31/09 ** 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 8/12/09 60 FERTILIZANTES FOSFATAD 1,900.00 34,581.01 34,581.01
247577 8/17/09 BRL GT1VR2 18.201 1.833 18,862.71 18,862.71
PUR 8/12/09 60 NATURA COSMETICOS SA N 1,800.00 58.32 52,280.10 52,280.10
248071 8/17/09 BRL GT1VR2 28.985 1.833 28,516.94 28,516.94
PUR 8/12/09 60 NATURA COSMETICOS SA N 1,800.00 68.14 52,280.10 52,280.10
248071 8/17/09 BRL GT1VR2 28.975 1.833 28,516.94 28,516.94
PUR 8/12/09 60 USINAS SIDERURGICAS DE 1,200.00 87.52 56,560.45 56,560.45
245414 8/17/09 BRL GT1VR4 47.000 1.833 30,851.72 30,851.72
PUR 8/13/09 60 CEMIG CIA ENERG MG SPN 3,600.00 54,600.48 54,600.48
248069 8/18/09 USD 15.167 1.000 54,600.48 54,600.48
PUR 8/13/09 60 COMPANHIA BRASILEIRA D 58,200.00 1,355.64 995,240.04 995,240.04
247595 8/18/09 BRL GT1VR2 17.058 1.831 543,609.37 543,609.37
PUR 8/13/09 60 COMPANHIA BRASILEIRA D 22,500.00 523.43 384,277.30 384,277.30
247595 8/18/09 BRL GT1VR4 17.036 1.831 209,895.84 209,895.84
PUR 8/13/09 60 FERTILIZANTES FOSFATAD 900.00 25.84 16,675.35 16,675.35
247577 8/18/09 BRL GT1VR2 18.476 1.831 9,108.23 9,108.23
PUR 8/13/09 60 FERTILIZANTES FOSFATAD 700.00 11.87 12,841.97 12,841.97
247577 8/18/09 BRL GT1VR4 18.315 1.831 7,014.40 7,014.40
PUR 8/13/09 60 NATURA COSMETICOS SA N 600.00 22.72 17,406.37 17,406.37
248071 8/18/09 BRL GT1VR2 28.941 1.831 9,507.52 9,507.52
PUR 8/14/09 60 CEMIG CIA ENERG MG SPN 500.00 7,512.50 7,512.50
248069 8/19/09 USD 15.025 1.000 7,512.50 7,512.50
PUR 8/14/09 60 CEMIG CIA ENERG MG SPN 4,500.00 67,711.05 67,711.05
248069 8/19/09 USD 15.047 1.000 67,711.05 67,711.05
PUR 8/14/09 60 FERTILIZANTES FOSFATAD 1,500.00 25.33 27,442.09 27,442.09
247577 8/19/09 BRL 18.264 1.833 14,967.87 14,967.87
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 56
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/14/09 60 FERTILIZANTES FOSFATAD 11,100.00 275.48 202,533.95 202,533.95
247577 8/19/09 BRL 18.201 1.833 110,469.05 110,469.05
PUR 8/14/09 60 FERTILIZANTES FOSFATAD 4,100.00 115.80 74,840.51 74,840.51
247577 8/19/09 BRL 18.202 1.833 40,820.61 40,820.61
PUR 8/14/09 60 NATURA COSMETICOS SA N 100.00 3.79 2,906.95 2,906.95
248071 8/19/09 BRL 29.000 1.833 1,585.55 1,585.55
PUR 8/14/09 60 USINAS SIDERURGICAS DE 8,100.00 620.20 400,815.38 400,815.38
245414 8/19/09 BRL 49.343 1.833 218,618.62 218,618.62
PUR 8/17/09 60 CEMIG CIA ENERG MG SPN 2,100.00 30,409.05 30,409.05
248069 8/20/09 USD 14.481 1.000 30,409.05 30,409.05
PUR 8/17/09 60 FERTILIZANTES FOSFATAD 800.00 12.76 14,143.93 14,143.93
247577 8/20/09 BRL 17.650 1.875 7,541.42 7,541.42
PUR 8/17/09 60 FERTILIZANTES FOSFATAD 6,600.00 177.30 117,213.90 117,213.90
247577 8/20/09 BRL 17.709 1.876 62,497.41 62,497.41
PUR 8/21/09 60 FERTILIZANTES FOSFATAD 2,600.00 43.30 46,916.95 46,916.95
247577 8/26/09 BRL GT1W96 18.014 1.833 25,591.53 25,591.53
PUR 8/24/09 60 CEMIG CIA ENERG MG SPN 1,700.00 25,460.90 25,460.90
248069 8/27/09 USD 14.977 1.000 25,460.90 25,460.90
PUR 8/24/09 60 COMPANHIA BRASILEIRA D 9,100.00 244.92 157,880.62 157,880.62
247595 8/27/09 BRL GT1WQG 17.300 1.829 86,334.89 86,334.89
PUR 8/24/09 60 FERTILIZANTES FOSFATAD 1,700.00 28.39 30,676.49 30,676.49
247577 8/27/09 BRL GT1WQG 18.014 1.829 16,775.03 16,775.03
PUR 8/24/09 60 REDECARD SA NPV 3,900.00 97.48 105,346.87 105,346.87
240065 8/27/09 BRL GT1WQE 26.966 1.829 57,607.52 57,607.52
PUR 8/24/09 60 USINAS SIDERURGICAS DE 3,400.00 254.02 163,740.00 163,740.00
245414 8/27/09 BRL GT1WQE 48.022 1.829 89,539.02 89,539.02
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: 57
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/25/09 60 COMPANHIA BRASILEIRA D 17,100.00 458.22 296,647.62 296,647.62
247595 8/28/09 BRL GT1WQE 17.299 1.837 161,519.99 161,519.99
PUR 8/25/09 60 FERTILIZANTES FOSFATAD 6.00 .10 104.89 104.89
247577 8/28/09 BRL GT1WQG 17.452 1.837 57.11 57.11
PUR 8/25/09 60 FERTILIZANTES FOSFATAD 5,194.00 83.65 90,797.77 90,797.77
247577 8/28/09 BRL GT1WQG 17.452 1.837 49,437.97 49,437.97
PUR 8/25/09 60 FERTILIZANTES FOSFATAD 600.00 9.60 10,427.64 10,427.64
247577 8/28/09 BRL GT1WQG 17.350 1.837 5,677.69 5,677.69
PUR 8/25/09 60 FERTILIZANTES FOSFATAD 2,800.00 68.95 74,838.05 74,838.05
247577 8/28/09 BRL GT1WQE 26.683 1.837 40,748.15 40,748.15
PUR 8/25/09 60 REDECARD SA NPV 2,800.00 68.95 74,838.05 74,838.05
240065 8/28/09 BRL GT1WQE 26.683 1.837 40,748.15 40,748.15
PUR 8/25/09 60 USINAS SIDERURGICAS DE 3,100.00 226.48 146,621.25 146,621.25
245414 8/28/09 BRL GT1WQG 47.163 1.837 79,832.98 79,832.98
PUR 8/26/09 60 CEMIG CIA ENERG MG SPN 1,300.00 19,089.07 19,089.07
248069 8/31/09 USD 14.684 1.000 19,089.07 19,089.07
PUR 8/26/09 60 COMPANHIA BRASILEIRA D 20,000.00 516.70 340,295.40 340,295.40
247595 8/31/09 BRL GT1WQG 16.967 1.868 182,131.98 182,131.98
PUR 8/26/09 60 REDECARD SA NPV 11,086.00 439.96 289,758.82 289,758.82
240065 8/31/09 BRL GT1WQE 26.063 1.868 155,083.93 155,083.93
PUR 8/26/09 60 REDECARD SA NPV 114.00 4.54 2,988.48 2,988.48
240065 8/31/09 BRL GT1WQE 26.140 1.868 1,599.49 1,599.49
PUR 8/26/09 60 USINAS SIDERURGICAS DE 2,200.00 154.00 101,423.93 101,423.93
245414 8/31/09 BRL GT1WQE 45.971 1.868 54,283.84 54,283.84
---------------- --------- ---------------- ------------ ---------------- --------------
517,500.00 8,685.31 11,357,846.98 11,357,846.98
6,567,731.66 6,567,731.66
66 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: 58
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 7/29/09 60 NETEASE COM INC USD 0. 1,800.00 74,610.18 74,610.18
247975 8/03/09 USD 41.450 1.000 74,610.18 74,610.18
PUR 7/30/09 60 NETEASE COM INC USD 0. 4,400.00 189,517.24 189,517.24
247975 8/04/09 USD 43.072 1.000 189,517.24 189,517.24
PUR 7/31/09 60 NETEASE COM INC USD 0. 2,600.00 114,510.24 114,510.24
247975 8/05/09 USD 44.042 1.000 114,510.24 114,510.24
PUR 8/03/09 60 NETEASE COM INC USD 0. 2,600.00 118,942.20 118,942.20
247975 8/06/09 USD 45.747 1.000 118,942.20 118,942.20
PUR 8/04/09 60 NETEASE COM INC USD 0. 1,500.00 67,878.45 67,878.45
247975 8/07/09 USD 45.252 1.000 67,878.45 67,878.45
PUR 8/05/09 60 NETEASE COM INC USD 0. 2,400.00 105,099.84 105,099.84
247975 8/10/09 USD 43.792 1.000 105,099.84 105,099.84
PUR 8/06/09 60 NETEASE COM INC USD 0. 1,400.00 61,456.36 61,456.36
247975 8/11/09 USD 43.897 1.000 61,456.36 61,456.36
PUR 8/06/09 60 NETEASE COM INC USD 0. 3,500.00 154,172.20 154,172.20
247975 8/11/09 USD 44.049 1.000 154,172.20 154,172.20
PUR 8/07/09 60 NETEASE COM INC USD 0. 2,500.00 108,969.50 108,969.50
247975 8/12/09 USD 43.588 1.000 108,969.50 108,969.50
PUR 8/10/09 60 NETEASE COM INC USD 0. 600.00 26,382.78 26,382.78
247975 8/13/09 USD 43.971 1.000 26,382.78 26,382.78
PUR 8/13/09 60 NETEASE COM INC USD 0. 10,600.00 437,056.02 437,056.02
247975 8/18/09 USD 41.232 1.000 437,056.02 437,056.02
PUR 8/14/09 60 NETEASE COM INC USD 0. 400.00 16,414.32 16,414.32
247975 8/19/09 USD 41.036 1.000 16,414.32 16,414.32
PUR 8/17/09 60 NETEASE COM INC USD 0. 1,700.00 66,257.84 66,257.84
247975 8/20/09 USD 38.975 1.000 66,257.84 66,257.84
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 59
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/17/09 60 NETEASE COM INC USD 0. 3,100.00 124,123.07 124,123.07
247975 8/20/09 USD 40.040 1.000 124,123.07 124,123.07
PUR 8/24/09 60 NETEASE COM INC USD 0. 1,900.00 80,662.60 80,662.60
247975 8/27/09 USD 42.454 1.000 80,662.60 80,662.60
PUR 8/25/09 60 NETEASE COM INC USD 0. 1,600.00 67,963.20 67,963.20
247975 8/28/09 USD 42.477 1.000 67,963.20 67,963.20
PUR 8/26/09 60 NETEASE COM INC USD 0. 900.00 38,152.26 38,152.26
247975 8/31/09 USD 42.391 1.000 38,152.26 38,152.26
---------------- --------- ---------------- ------------ ---------------- --------------
43,500.00 1,852,168.30 1,852,168.30
1,852,168.30 1,852,168.30
17 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 7/29/09 60 GPO MEXICO SA SER B 7,200.00 11.23 124,155.85 124,155.85
247974 8/03/09 MXN GT1UBG 17.223 13.252 9,368.84 9,368.84
PUR 7/29/09 60 GPO MEXICO SA SER B 51,400.00 166.74 886,063.47 886,063.47
247974 8/03/09 MXN GT1UBG 17.196 13.252 66,862.62 66,862.62
PUR 7/30/09 60 GPO MEXICO SA SER B 27,600.00 93.07 493,141.82 493,141.82
247974 8/04/09 MXN GT1UBI 17.823 13.214 37,319.36 37,319.36
PUR 7/31/09 60 GPO MEXICO SA SER B 50,800.00 174.66 925,679.71 925,679.71
247974 8/05/09 MXN GT1UBI 18.177 13.217 70,037.05 70,037.05
PUR 8/03/09 60 GPO MEXICO SA SER B 42,100.00 154.05 808,998.67 808,998.67
247974 8/06/09 MXN GT1UXY 19.168 13.096 61,774.49 61,774.49
PUR 8/04/09 60 GPO MEXICO SA SER B 22,300.00 81.38 427,549.25 427,549.25
247974 8/07/09 MXN GT1UXY 19.125 13.101 32,634.36 32,634.36
PUR 8/05/09 60 GPO MEXICO SA SER B 17,900.00 65.64 346,068.09 346,068.09
247974 8/10/09 MXN GT1UXW 19.285 13.147 26,323.57 26,323.57
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 60
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/06/09 60 GPO MEXICO SA SER B 17,900.00 68.56 356,926.46 356,926.46
247974 8/11/09 MXN GT1UXW 19.890 12.983 27,491.62 27,491.62
PUR 8/11/09 60 GPO MEXICO SA SER B 22,100.00 85.07 442,996.44 442,996.44
247974 8/14/09 MXN GT1VR2 19.995 12.986 34,113.65 34,113.65
PUR 8/12/09 60 GPO MEXICO SA SER B 26,600.00 102.02 531,700.68 531,700.68
247974 8/17/09 MXN GT1VR2 19.939 12.996 40,911.38 40,911.38
PUR 8/13/09 60 GPO MEXICO SA SER B 1,900.00 7.39 38,095.00 38,095.00
247974 8/18/09 MXN GT1VR4 20.000 12.853 2,964.01 2,964.01
PUR 8/14/09 60 GPO MEXICO SA SER B 36,400.00 138.41 715,486.34 715,486.34
247974 8/19/09 MXN GT1VR2 19.607 12.891 55,503.64 55,503.64
PUR 8/17/09 60 GPO MEXICO SA SER B 35,300.00 127.08 661,802.74 661,802.74
247974 8/20/09 MXN GT1W96 18.701 12.987 50,957.29 50,957.29
PUR 8/18/09 60 GPO MEXICO SA SER B 40,500.00 149.55 777,310.93 777,310.93
247974 8/21/09 MXN GT1W96 19.145 12.962 59,970.75 59,970.75
PUR 8/19/09 60 GPO MEXICO SA SER B 61,700.00 229.82 1,189,314.96 1,189,314.96
247974 8/24/09 MXN GT1W96 19.228 12.905 92,156.38 92,156.38
PUR 8/19/09 60 GRUPO TELEVISA SA-SPON 4,800.00 84,247.68 84,247.68
239875 8/24/09 USD 17.552 1.000 84,247.68 84,247.68
PUR 8/20/09 60 GPO MEXICO SA SER B 44,100.00 159.81 825,303.68 825,303.68
247974 8/25/09 MXN GT1W96 18.668 12.879 64,082.84 64,082.84
PUR 8/20/09 60 GRUPO TELEVISA SA-SPON 1,300.00 23,057.71 23,057.71
239875 8/25/09 USD 17.737 1.000 23,057.71 23,057.71
PUR 8/20/09 60 GRUPO TELEVISA SA-SPON 300.00 5,311.89 5,311.89
239875 8/25/09 USD 17.706 1.000 5,311.89 5,311.89
PUR 8/21/09 60 GPO MEXICO SA SER B 9,200.00 33.94 174,610.76 174,610.76
247974 8/26/09 MXN GT1W94 18.932 12.829 13,610.10 13,610.10
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: 61
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/21/09 60 GRUPO TELEVISA SA-SPON 900.00 16,199.55 16,199.55
239875 8/26/09 USD 18.000 1.000 16,199.55 16,199.55
PUR 8/21/09 60 GRUPO TELEVISA SA-SPON 100.00 1,802.00 1,802.00
239875 8/26/09 USD 18.020 1.000 1,802.00 1,802.00
PUR 8/21/09 60 GRUPO TELEVISA SA-SPON 6,000.00 108,238.80 108,238.80
239875 8/26/09 USD 18.040 1.000 108,238.80 108,238.80
PUR 8/24/09 60 GRUPO TELEVISA SA-SPON 200.00 3,604.66 3,604.66
239875 8/27/09 USD 18.023 1.000 3,604.66 3,604.66
PUR 8/24/09 60 GRUPO TELEVISA SA-SPON 200.00 3,607.88 3,607.88
239875 8/27/09 USD 18.039 1.000 3,607.88 3,607.88
PUR 8/25/09 60 GPO MEXICO SA SER B 59,500.00 219.64 1,134,847.29 1,134,847.29
247974 8/28/09 MXN GT1WQG 19.026 12.885 88,076.44 88,076.44
PUR 8/25/09 60 GRUPO TELEVISA SA-SPON 1,700.00 30,413.00 30,413.00
239875 8/28/09 USD 17.890 1.000 30,413.00 30,413.00
PUR 8/26/09 60 GPO MEXICO SA SER B 37,400.00 131.58 691,800.07 691,800.07
247974 8/31/09 MXN GT1WQG 18.451 13.111 52,763.25 52,763.25
PUR 8/26/09 60 GRUPO TELEVISA SA-SPON 300.00 5,313.42 5,313.42
239875 8/31/09 USD 17.711 1.000 5,313.42 5,313.42
---------------- --------- ---------------- ------------ ---------------- --------------
627,700.00 2,199.64 11,833,648.80 11,833,648.80
1,168,718.23 1,168,718.23
29 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 8/07/09 60 BRITISH AMERICAN TOBAC 500.00 8.93 24,002.33 24,002.33
239832 8/12/09 MYR GT1UXY 47.942 3.498 6,861.73 6,861.73
PUR 8/10/09 60 BRITISH AMERICAN TOBAC 500.00 8.80 23,719.92 23,719.92
239832 8/13/09 MYR GT1VR4 47.378 3.502 6,773.25 6,773.25
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: 62
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/11/09 60 BRITISH AMERICAN TOBAC 500.00 10.01 23,096.46 23,096.46
239832 8/14/09 MYR GT1VR2 46.123 3.508 6,583.94 6,583.94
PUR 8/12/09 60 BRITISH AMERICAN TOBAC 500.00 11.00 22,999.76 22,999.76
239832 8/17/09 MYR GT1VR2 45.922 3.528 6,519.21 6,519.21
PUR 8/14/09 60 BRITISH AMERICAN TOBAC 500.00 8.26 22,142.28 22,142.28
239832 8/19/09 MYR GT1VR4 44.227 3.515 6,299.37 6,299.37
PUR 8/18/09 60 BRITISH AMERICAN TOBAC 500.00 9.06 22,137.54 22,137.54
239832 8/21/09 MYR GT1W96 44.211 3.535 6,262.39 6,262.39
PUR 8/19/09 60 BRITISH AMERICAN TOBAC 500.00 9.06 22,143.31 22,143.31
239832 8/24/09 MYR GT1W94 44.222 3.544 6,248.11 6,248.11
PUR 8/24/09 60 BRITISH AMERICAN TOBAC 1,000.00 15.99 44,757.30 44,757.30
239832 8/27/09 MYR GT1WQG 44.701 3.508 12,758.64 12,758.64
---------------- --------- ---------------- ------------ ---------------- --------------
4,500.00 81.11 204,998.90 204,998.90
58,306.64 58,306.64
8 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
PUR 7/28/09 60 ISRAEL CHEMICALS LIMIT 10,008.00 342.75 432,466.18 432,466.18
239829 8/03/09 ILS GT1UBG 43.083 3.774 114,593.97 114,593.97
PUR 7/29/09 60 CELLCOM ISRAEL LTD 200.00 5,599.22 5,599.22
247007 8/03/09 USD 27.996 1.000 5,599.22 5,599.22
PUR 8/03/09 60 CELLCOM ISRAEL LTD 400.00 11,101.92 11,101.92
247007 8/06/09 USD 27.755 1.000 11,101.92 11,101.92
PUR 8/03/09 60 CELLCOM ISRAEL LTD 100.00 2,775.48 2,775.48
247007 8/06/09 USD 27.755 1.000 2,775.48 2,775.48
PUR 8/04/09 60 CELLCOM ISRAEL LTD 100.00 2,700.92 2,700.92
247007 8/07/09 USD 27.009 1.000 2,700.92 2,700.92
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 63
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/04/09 60 CELLCOM ISRAEL LTD 100.00 2,700.92 2,700.92
247007 8/07/09 USD 27.009 1.000 2,700.92 2,700.92
PUR 8/04/09 60 CELLCOM ISRAEL LTD 700.00 18,906.44 18,906.44
247007 8/07/09 USD 27.009 1.000 18,906.44 18,906.44
PUR 8/05/09 60 CELLCOM ISRAEL LTD 100.00 2,682.28 2,682.28
247007 8/10/09 USD 26.823 1.000 2,682.28 2,682.28
PUR 8/05/09 60 CELLCOM ISRAEL LTD 1,300.00 34,869.64 34,869.64
247007 8/10/09 USD 26.823 1.000 34,869.64 34,869.64
PUR 8/05/09 60 CELLCOM ISRAEL LTD 100.00 2,670.75 2,670.75
247007 8/10/09 USD 26.708 1.000 2,670.75 2,670.75
PUR 8/05/09 60 CELLCOM ISRAEL LTD 200.00 5,364.56 5,364.56
247007 8/10/09 USD 26.823 1.000 5,364.56 5,364.56
PUR 8/05/09 60 CELLCOM ISRAEL LTD 500.00 13,353.75 13,353.75
247007 8/10/09 USD 26.708 1.000 13,353.75 13,353.75
PUR 8/05/09 60 CELLCOM ISRAEL LTD 100.00 2,670.75 2,670.75
247007 8/10/09 USD 26.708 1.000 2,670.75 2,670.75
PUR 8/10/09 60 CELLCOM ISRAEL LTD 400.00 10,789.04 10,789.04
247007 8/13/09 USD 26.973 1.000 10,789.04 10,789.04
PUR 8/10/09 60 CELLCOM ISRAEL LTD 100.00 2,697.26 2,697.26
247007 8/13/09 USD 26.973 1.000 2,697.26 2,697.26
PUR 8/11/09 60 CELLCOM ISRAEL LTD 3,500.00 93,065.00 93,065.00
247007 8/14/09 USD 26.590 1.000 93,065.00 93,065.00
PUR 8/11/09 60 CELLCOM ISRAEL LTD 500.00 13,295.00 13,295.00
247007 8/14/09 USD 26.590 1.000 13,295.00 13,295.00
PUR 8/11/09 60 CELLCOM ISRAEL LTD 300.00 7,977.00 7,977.00
247007 8/14/09 USD 26.590 1.000 7,977.00 7,977.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 64
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/11/09 60 CELLCOM ISRAEL LTD 100.00 2,654.05 2,654.05
247007 8/14/09 USD 26.541 1.000 2,654.05 2,654.05
PUR 8/11/09 60 CELLCOM ISRAEL LTD 500.00 13,270.25 13,270.25
247007 8/14/09 USD 26.541 1.000 13,270.25 13,270.25
---------------- --------- ---------------- ------------ ---------------- --------------
19,308.00 342.75 681,610.41 681,610.41
363,738.20 363,738.20
20 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
PUR 7/29/09 60 URALKALI JSC NPV GDR 18,491.00 377.22 314,724.22 314,724.22
248070 8/03/09 USD GT1UBG 17.000 1.000 314,724.22 314,724.22
PUR 7/30/09 60 URALKALI JSC NPV GDR 364.00 7.43 6,195.43 6,195.43
248070 8/04/09 USD GT1UBI 17.000 1.000 6,195.43 6,195.43
PUR 8/10/09 60 URALKALI JSC NPV GDR 6,066.00 141.31 117,902.99 117,902.99
248070 8/13/09 USD GT1VR2 19.413 1.000 117,902.99 117,902.99
PUR 8/11/09 60 URALKALI JSC NPV GDR 6,604.00 147.44 123,016.84 123,016.84
248070 8/14/09 USD GT1VR4 18.605 1.000 123,016.84 123,016.84
PUR 8/12/09 60 URALKALI JSC NPV GDR 2,171.00 47.84 39,913.70 39,913.70
248070 8/17/09 USD GT1VR4 18.363 1.000 39,913.70 39,913.70
PUR 8/13/09 60 URALKALI JSC NPV GDR 1,990.00 46.79 39,036.06 39,036.06
248070 8/18/09 USD GT1VR2 19.593 1.000 39,036.06 39,036.06
PUR 8/14/09 60 URALKALI JSC NPV GDR 891.00 20.31 16,949.31 16,949.31
248070 8/19/09 USD GT1VR4 19.000 1.000 16,949.31 16,949.31
PUR 8/17/09 60 URALKALI JSC NPV GDR 10,332.00 223.69 186,629.50 186,629.50
248070 8/20/09 USD GT1W94 18.042 1.000 186,629.50 186,629.50
PUR 8/21/09 60 URALKALI JSC NPV GDR 28,482.00 644.58 537,798.01 537,798.01
248070 8/26/09 USD GT1W94 18.859 1.000 537,798.01 537,798.01
---------------- --------- ---------------- ------------ ---------------- --------------
75,391.00 1,656.61 1,382,166.06 1,382,166.06
1,382,166.06 1,382,166.06
9 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
5,804,546.00 40,217.32 14757302026.74 14757302026.74
20,298,776.69 20,298,776.69
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: 65
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
249 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
5,804,546.00 40,217.32 14757302026.74 14757302026.74
20,298,776.69 20,298,776.69
249 "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: 66
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/04/09 60 HUABAO INTERNATIONAL H 5,000.00 16.98 42,443.44 34,500.98 7,942.46
247100 8/06/09 HKD GT1UXY 8.515 7.750 5,476.71 4,451.30 1,025.41
SALE 8/04/09 60 HUABAO INTERNATIONAL H 25,000.00 84.85 212,142.45 172,504.91 39,637.54
247100 8/06/09 HKD GT1UXY 8.512 7.750 27,373.93 22,256.49 5,117.44
SALE 8/11/09 60 HUABAO INTERNATIONAL H 20,000.00 65.02 162,578.09 138,003.92 24,574.17
247100 8/13/09 HKD GT1VR4 8.154 7.750 20,977.01 17,805.19 3,171.82
SALE 8/13/09 60 HUABAO INTERNATIONAL H 11,260.00 36.62 91,576.37 77,696.21 13,880.16
247100 8/17/09 HKD GT1VRC 8.158 7.751 11,815.54 10,024.33 1,791.21
SALE 8/13/09 60 HUABAO INTERNATIONAL H 11,260.00 23.15 57,900.75 77,696.21 -19,795.46
247100 8/17/09 HKD GT1VR2 5.158 7.751 7,470.58 10,024.33 -2,553.75
SALE 8/17/09 60 HUABAO INTERNATIONAL H 45,141.00 144.07 360,259.62 311,481.76 48,777.86
247100 8/19/09 HKD GT1W94 8.006 7.751 46,480.91 40,187.22 6,293.69
SALE 8/18/09 60 HUABAO INTERNATIONAL H 99,222.00 316.44 791,323.23 684,651.27 106,671.96
247100 8/20/09 HKD GT1W96 8.000 7.751 102,091.73 88,333.36 13,758.37
SALE 8/27/09 60 HUABAO INTERNATIONAL H 15,000.00 49.74 124,268.97 103,502.94 20,766.03
247100 8/31/09 HKD GT1WQE 8.310 7.751 16,033.05 13,353.90 2,679.15
SALE 8/27/09 60 HUABAO INTERNATIONAL H 55,000.00 184.46 461,257.79 379,510.79 81,747.00
247100 8/31/09 HKD GT1WQE 8.413 7.751 59,510.99 48,964.29 10,546.70
---------------- --------- ---------------- ------------ ---------------- --------------
286,883.00 921.33 2,303,750.71 1,979,548.99 324,201.72
297,230.45 255,400.41 41,830.04
9 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
SALE 7/29/09 60 ORIFLAME COSMETICS SA- 2,000.00 150.91 703,960.46 670,430.72 33,529.74
239833 8/03/09 SEK GT1UBG 352.544 7.475 94,170.27 98,154.27 -3,984.00
SALE 7/30/09 60 ORIFLAME COSMETICS SA- 1,200.00 92.31 426,555.78 402,258.43 24,297.35
239833 8/04/09 SEK GT1UBG 356.033 7.405 57,604.53 58,892.56 -1,288.03
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: 67
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 7/31/09 60 ORIFLAME COSMETICS SA- 2,700.00 212.13 964,058.73 905,081.47 58,977.26
239833 8/05/09 SEK GT1UBG 357.631 7.283 132,365.65 132,508.27 -142.62
SALE 7/31/09 60 ORIFLAME COSMETICS SA- 500.00 17.29 179,749.09 167,607.68 12,141.41
239833 8/05/09 SEK GT1UBG 359.750 7.283 24,679.62 24,538.57 141.05
SALE 8/03/09 60 ORIFLAME COSMETICS SA- 600.00 48.30 213,636.00 201,129.22 12,506.78
239833 8/06/09 SEK GT1UXY 356.631 7.088 30,142.22 29,446.28 695.94
SALE 8/04/09 60 ORIFLAME COSMETICS SA- 600.00 47.24 210,609.76 201,129.22 9,480.54
239833 8/07/09 SEK GT1UXY 351.579 7.145 29,475.70 29,446.28 29.42
SALE 8/05/09 60 ORIFLAME COSMETICS SA- 2,600.00 89.86 917,760.84 871,559.94 46,200.90
239833 8/10/09 SEK GT1UXW 353.232 7.155 128,275.63 127,600.55 675.08
SALE 8/05/09 60 ORIFLAME COSMETICS SA- 4,300.00 338.85 1,512,779.14 1,441,426.05 71,353.09
239833 8/10/09 SEK GT1UXW 352.373 7.155 211,441.47 211,031.69 409.78
SALE 8/06/09 60 ORIFLAME COSMETICS SA- 500.00 39.09 174,891.83 167,607.68 7,284.15
239833 8/11/09 SEK GT1UXW 350.344 7.169 24,394.89 24,538.57 -143.68
SALE 8/07/09 60 ORIFLAME COSMETICS SA- 2,700.00 214.07 957,991.03 905,081.47 52,909.56
239833 8/12/09 SEK GT1UXY 355.380 7.172 133,579.35 132,508.27 1,071.08
SALE 8/10/09 60 ORIFLAME COSMETICS SA- 1,400.00 111.67 503,170.82 469,301.50 33,869.32
239833 8/13/09 SEK GT1VR2 359.984 7.221 69,684.49 68,707.99 976.50
SALE 8/11/09 60 ORIFLAME COSMETICS SA- 500.00 17.31 181,497.86 167,607.68 13,890.18
239833 8/14/09 SEK GT1VR4 363.250 7.343 24,717.46 24,538.57 178.89
SALE 8/11/09 60 ORIFLAME COSMETICS SA- 3,400.00 270.58 1,239,800.24 1,139,732.23 100,068.01
239833 8/14/09 SEK GT1VR4 365.232 7.343 168,843.41 166,862.26 1,981.15
---------------- --------- ---------------- ------------ ---------------- --------------
23,000.00 1,649.61 8,186,461.58 7,709,953.29 476,508.29
1,129,374.69 1,128,774.13 600.56
13 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: 68
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/24/09 60 AKBANK TAS TRY 1.0 53,182.00 794.60 471,224.06 274,647.98 196,576.08
244496 8/26/09 TRY GT1WQO 8.883 1.486 317,045.05 171,631.09 145,413.96
SALE 8/24/09 60 AKBANK TAS TRY 1.0 53,182.00 1,462.06 470,232.01 274,647.98 195,584.03
244496 8/26/09 TRY GT1WQE 8.883 1.486 316,377.59 171,631.09 144,746.50
SALE 8/25/09 60 AKBANK TAS TRY 1.0 41,431.00 609.36 362,172.87 213,962.25 148,210.62
244496 8/27/09 TRY GT1WQG 8.764 1.490 243,134.31 133,707.79 109,426.52
SALE 8/26/09 60 AKBANK TAS TRY 1.0 15,983.00 231.39 139,045.65 82,541.06 56,504.59
244496 8/28/09 TRY GT1WQE 8.721 1.506 92,321.66 51,580.98 40,740.68
SALE 8/27/09 60 AKBANK TAS TRY 1.0 51,531.00 747.85 449,769.01 266,121.72 183,647.29
244496 8/31/09 TRY GT1WQG 8.750 1.507 298,393.82 166,302.92 132,090.90
---------------- --------- ---------------- ------------ ---------------- --------------
215,309.00 3,845.26 1,892,443.60 1,111,920.99 780,522.61
1,267,272.43 694,853.87 572,418.56
5 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 8/24/09 60 ADVANCED SEMICOND EN T 248,600.00 896,279.21 923,667.32 -27,388.11
239874 8/27/09 USD 3.605 1.000 896,279.21 923,667.32 -27,388.11
---------------- --------- ---------------- ------------ ---------------- --------------
248,600.00 896,279.21 923,667.32 -27,388.11
896,279.21 923,667.32 -27,388.11
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
SALE 7/30/09 60 S1 CORP/KOREA KRW 500. 100.00 16.97 5,503,226.00 5,200,064.01 303,161.99
247009 8/03/09 KRW GT1UBI 55242.0 1236.39 4,451.01 4,145.50 305.51
SALE 7/31/09 60 HITE BREWERY 511.00 266.87 85,906,804.00 98,259,836.61 -12,353,032.61
242505 8/04/09 KRW GT1UBI 168756. 1227.90 69,962.38 90,793.99 -20,831.61
SALE 8/05/09 60 S1 CORP/KOREA KRW 500. 300.00 60.73 16,444,733.00 15,600,192.03 844,540.97
247009 8/07/09 KRW GT1UXY 55063.5 1224.10 13,434.14 12,436.49 997.65
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 69
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/06/09 60 S1 CORP/KOREA KRW 500. 100.00 20.25 5,475,250.00 5,200,064.01 275,185.99
247009 8/10/09 KRW GT1UXW 55000.0 1222.40 4,479.10 4,145.50 333.60
SALE 8/07/09 60 S1 CORP/KOREA KRW 500. 270.00 55.01 14,901,282.00 14,040,172.82 861,109.18
247009 8/11/09 KRW GT1UXW 55439.4 1224.50 12,169.28 11,192.84 976.44
SALE 8/10/09 60 S1 CORP/KOREA KRW 500. 350.00 70.92 19,264,328.00 18,200,224.03 1,064,103.97
247009 8/12/09 KRW GT1VR4 55289.7 1227.90 15,688.84 14,509.24 1,179.60
SALE 8/13/09 60 WOONGJIN COWAY CO LTD 1,980.00 302.69 67,710,000.00 61,074,042.56 6,635,957.44
240084 8/17/09 KRW GT1VR2 34386.0 1237.10 54,732.84 57,294.26 -2,561.42
SALE 8/14/09 60 WOONGJIN COWAY CO LTD 800.00 82.78 26,886,522.00 24,676,380.83 2,210,141.17
240084 8/18/09 KRW GT1VR4 33736.3 1238.90 21,701.93 23,149.20 -1,447.27
SALE 8/14/09 60 WOONGJIN COWAY CO LTD 600.00 62.54 20,311,380.00 18,507,285.63 1,804,094.37
240084 8/18/09 KRW GT1VR4 33981.4 1238.90 16,394.69 17,361.90 -967.21
SALE 8/18/09 60 WOONGJIN COWAY CO LTD 1,700.00 174.99 57,180,014.00 52,437,309.27 4,742,704.73
240084 8/20/09 KRW GT1W96 33763.5 1246.40 45,876.13 49,192.04 -3,315.91
SALE 8/19/09 60 WOONGJIN COWAY CO LTD 800.00 83.30 27,422,632.00 24,676,380.83 2,746,251.17
240084 8/21/09 KRW GT1W94 34409.0 1255.70 21,838.52 23,149.20 -1,310.68
SALE 8/19/09 60 WOONGJIN COWAY CO LTD 400.00 41.12 13,537,802.00 12,338,190.42 1,199,611.58
240084 8/21/09 KRW GT1W94 33973.6 1255.70 10,781.08 11,574.60 -793.52
SALE 8/20/09 60 WOONGJIN COWAY CO LTD 800.00 84.37 27,577,573.00 24,676,380.83 2,901,192.17
240084 8/24/09 KRW GT1W96 34603.4 1246.70 22,120.46 23,149.20 -1,028.74
SALE 8/21/09 60 WOONGJIN COWAY CO LTD 2,100.00 218.99 71,733,846.00 64,775,499.69 6,958,346.31
240084 8/25/09 KRW GT1W96 34289.2 1249.50 57,410.04 60,766.64 -3,356.60
SALE 8/24/09 60 WOONGJIN COWAY CO LTD 2,000.00 215.29 69,976,758.00 61,690,952.08 8,285,805.92
240084 8/26/09 KRW GT1WQG 35121.8 1239.80 56,441.97 57,872.99 -1,431.02
SALE 8/25/09 60 S1 CORP/KOREA KRW 500. 100.00 19.15 5,286,647.00 5,200,064.01 86,582.99
247009 8/27/09 KRW GT1WQG 53105.4 1248.09 4,235.76 4,145.50 90.26
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: 70
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/25/09 60 SAMSUNG ELECTRONICS CO 3,672.00 12,598.492,843,216,717.00 2,089,036,823.36 754,179,893.64
240066 8/27/09 KRW GT1WQG 778578. 1248.10 2,278,035.99 1,880,263.39 397,772.60
SALE 8/25/09 60 SAMSUNG ELECTRONICS CO 532.00 1,825.13 411,893,103.00 302,660,019.07 109,233,083.93
240066 8/27/09 KRW GT1WQE 778517. 1248.10 330,016.11 272,412.89 57,603.22
SALE 8/25/09 60 WOONGJIN COWAY CO LTD 1,100.00 116.19 38,018,818.00 33,930,023.65 4,088,794.35
240084 8/27/09 KRW GT1WQE 34694.4 1248.10 30,461.36 31,830.14 -1,368.78
SALE 8/26/09 60 S1 CORP/KOREA KRW 500. 500.00 116.94 26,326,404.00 26,000,320.04 326,083.96
247009 8/28/09 KRW GT1WQE 52944.0 1245.10 21,144.01 20,727.48 416.53
SALE 8/26/09 60 SAMSUNG ELECTRONICS CO 881.00 3,017.83 679,425,665.00 501,209,542.86 178,216,122.14
240066 8/28/09 KRW GT1WQE 775463. 1245.10 545,679.60 451,119.84 94,559.76
SALE 8/26/09 60 WOONGJIN COWAY CO LTD 1,330.00 137.23 44,792,282.00 41,024,483.14 3,767,798.86
240084 8/28/09 KRW GT1WQE 33806.8 1245.10 35,974.85 38,485.54 -2,510.69
SALE 8/27/09 60 S1 CORP/KOREA KRW 500. 203.00 32.17 10,528,490.00 10,556,129.94 -27,639.94
247009 8/31/09 KRW GT1WQG 52062.2 1248.40 8,433.59 8,415.36 18.23
SALE 8/27/09 60 WOONGJIN COWAY CO LTD 1,420.00 145.78 47,714,203.00 43,800,575.98 3,913,627.02
240084 8/31/09 KRW GT1WQE 33729.7 1248.40 38,220.28 41,089.82 -2,869.54
---------------- --------- ---------------- ------------ ---------------- --------------
22,549.00 19,765.734,637,034,479.00 3,554,770,957.70 1082263521.30
3,719,683.96 3,209,223.55 510,460.41
24 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 7/29/09 60 BANK MANDIRI 166,200.00 284.46 611,138,746.00 417,055,835.14 194,082,910.86
240057 8/03/09 IDR GT1UBI 3694.15 9950.00 61,420.98 42,513.39 18,907.59
SALE 8/12/09 60 P T TELEKOMUNIKASI IND 3,100.00 106,443.51 97,254.60 9,188.91
240078 8/17/09 USD 34.337 1.000 106,443.51 97,254.60 9,188.91
SALE 8/12/09 60 P T TELEKOMUNIKASI IND 1,000.00 34,406.41 31,372.45 3,033.96
240078 8/17/09 USD 34.406 1.000 34,406.41 31,372.45 3,033.96
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: 71
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/12/09 60 P T TELEKOMUNIKASI IND 800.00 27,473.77 25,097.96 2,375.81
240078 8/17/09 USD 34.342 1.000 27,473.77 25,097.96 2,375.81
SALE 8/12/09 60 P T TELEKOMUNIKASI IND 200.00 6,918.28 6,274.49 643.79
240078 8/17/09 USD 34.591 1.000 6,918.28 6,274.49 643.79
SALE 8/13/09 60 P T TELEKOMUNIKASI IND 200.00 6,905.22 6,274.49 630.73
240078 8/18/09 USD 34.526 1.000 6,905.22 6,274.49 630.73
SALE 8/13/09 60 P T TELEKOMUNIKASI IND 2,600.00 90,699.18 81,568.37 9,130.81
240078 8/18/09 USD 34.884 1.000 90,699.18 81,568.37 9,130.81
SALE 8/14/09 60 P T TELEKOMUNIKASI IND 2,600.00 90,129.28 81,568.37 8,560.91
240078 8/19/09 USD 34.665 1.000 90,129.28 81,568.37 8,560.91
SALE 8/18/09 60 P T TELEKOMUNIKASI IND 3,100.00 104,641.84 97,254.60 7,387.24
240078 8/21/09 USD 33.755 1.000 104,641.84 97,254.60 7,387.24
SALE 8/18/09 60 P T TELEKOMUNIKASI IND 1,300.00 43,478.29 40,784.19 2,694.10
240078 8/21/09 USD 33.445 1.000 43,478.29 40,784.19 2,694.10
SALE 8/19/09 60 P T TELEKOMUNIKASI IND 1,700.00 56,370.55 53,333.17 3,037.38
240078 8/24/09 USD 33.159 1.000 56,370.55 53,333.17 3,037.38
SALE 8/19/09 60 P T TELEKOMUNIKASI IND 3,800.00 126,105.07 119,215.31 6,889.76
240078 8/24/09 USD 33.186 1.000 126,105.07 119,215.31 6,889.76
SALE 8/19/09 60 P T TELEKOMUNIKASI IND 500.00 16,494.57 15,686.23 808.34
240078 8/24/09 USD 32.989 1.000 16,494.57 15,686.23 808.34
SALE 8/20/09 60 P T TELEKOMUNIKASI IND 2,000.00 66,918.28 62,744.90 4,173.38
240078 8/25/09 USD 33.459 1.000 66,918.28 62,744.90 4,173.38
SALE 8/20/09 60 P T TELEKOMUNIKASI IND 1,300.00 42,951.67 40,784.19 2,167.48
240078 8/25/09 USD 33.040 1.000 42,951.67 40,784.19 2,167.48
SALE 8/20/09 60 P T TELEKOMUNIKASI IND 900.00 30,237.69 28,235.21 2,002.48
240078 8/25/09 USD 33.597 1.000 30,237.69 28,235.21 2,002.48
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: 72
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/21/09 60 P T TELEKOMUNIKASI IND 1,400.00 46,572.04 43,921.43 2,650.61
240078 8/26/09 USD 33.266 1.000 46,572.04 43,921.43 2,650.61
SALE 8/21/09 60 P T TELEKOMUNIKASI IND 1,600.00 53,122.47 50,195.92 2,926.55
240078 8/26/09 USD 33.202 1.000 53,122.47 50,195.92 2,926.55
SALE 8/21/09 60 P T TELEKOMUNIKASI IND 700.00 23,475.15 21,960.72 1,514.43
240078 8/26/09 USD 33.536 1.000 23,475.15 21,960.72 1,514.43
SALE 8/24/09 60 P T TELEKOMUNIKASI IND 400.00 13,500.89 12,548.98 951.91
240078 8/27/09 USD 33.752 1.000 13,500.89 12,548.98 951.91
SALE 8/24/09 60 P T TELEKOMUNIKASI IND 2,900.00 97,056.73 90,980.11 6,076.62
240078 8/27/09 USD 33.468 1.000 97,056.73 90,980.11 6,076.62
SALE 8/24/09 60 P T TELEKOMUNIKASI IND 1,300.00 43,155.51 40,784.19 2,371.32
240078 8/27/09 USD 33.197 1.000 43,155.51 40,784.19 2,371.32
SALE 8/25/09 60 P T TELEKOMUNIKASI IND 700.00 23,380.09 21,960.72 1,419.37
240078 8/28/09 USD 33.400 1.000 23,380.09 21,960.72 1,419.37
SALE 8/25/09 60 P T TELEKOMUNIKASI IND 2,000.00 67,639.06 62,744.90 4,894.16
240078 8/28/09 USD 33.820 1.000 67,639.06 62,744.90 4,894.16
SALE 8/25/09 60 P T TELEKOMUNIKASI IND 4,600.00 153,912.04 144,313.27 9,598.77
240078 8/28/09 USD 33.459 1.000 153,912.04 144,313.27 9,598.77
SALE 8/26/09 60 P T TELEKOMUNIKASI IND 2,100.00 71,245.71 65,882.15 5,363.56
240078 8/31/09 USD 33.927 1.000 71,245.71 65,882.15 5,363.56
SALE 8/26/09 60 P T TELEKOMUNIKASI IND 4,100.00 138,470.66 128,627.05 9,843.61
240078 8/31/09 USD 33.773 1.000 138,470.66 128,627.05 9,843.61
---------------- --------- ---------------- ------------ ---------------- --------------
213,100.00 284.46 612,720,449.96 418,527,203.11 194,193,246.85
1,643,124.94 1,513,881.36 129,243.58
27 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 73
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 7/30/09 60 MOBINIL EGP 10.0 4,964.00 657.63 1,038,443.98 1,010,997.65 27,446.33
240076 8/03/09 EGP GT1UBI 209.930 5.547 187,225.09 185,130.48 2,094.61
SALE 8/03/09 60 MOBINIL EGP 10.0 1,331.00 182.21 287,296.18 271,079.34 16,216.84
240076 8/04/09 EGP GT1UXW 216.608 5.538 51,877.24 49,639.13 2,238.11
SALE 8/04/09 60 MOBINIL EGP 10.0 121.00 16.60 26,155.38 24,643.58 1,511.80
240076 8/05/09 EGP GT1UXY 216.919 5.534 4,726.73 4,512.65 214.08
SALE 8/05/09 60 MOBINIL EGP 10.0 460.00 61.44 96,751.64 93,686.32 3,065.32
240076 8/06/09 EGP GT1UXW 211.068 5.531 17,492.30 17,155.52 336.78
SALE 8/10/09 60 MOBINIL EGP 10.0 1,230.00 160.79 253,158.48 250,509.09 2,649.39
240076 8/11/09 EGP GT1VR2 206.543 5.530 45,779.11 45,872.38 -93.27
SALE 8/11/09 60 MOBINIL EGP 10.0 3,197.00 413.20 651,749.61 651,119.96 629.65
240076 8/12/09 EGP GT1VR4 204.579 5.540 117,644.33 119,230.89 -1,586.56
SALE 8/12/09 60 MOBINIL EGP 10.0 1,752.00 228.18 360,239.09 356,822.70 3,416.39
240076 8/13/09 EGP GT1VR4 206.338 5.545 64,966.47 65,340.17 -373.70
SALE 8/13/09 60 MOBINIL EGP 10.0 1,872.00 245.23 387,194.44 381,262.61 5,931.83
240076 8/17/09 EGP GT1VR2 207.561 5.545 69,821.38 69,815.52 5.86
SALE 8/17/09 60 MOBINIL EGP 10.0 428.00 55.33 87,432.91 87,169.02 263.89
240076 8/18/09 EGP GT1W94 205.000 5.550 15,753.68 15,962.10 -208.42
SALE 8/19/09 60 MOBINIL EGP 10.0 342.00 43.85 69,338.45 69,653.75 -315.30
240076 8/20/09 EGP GT1W94 203.456 5.554 12,484.42 12,754.76 -270.34
SALE 8/20/09 60 MOBINIL EGP 10.0 276.00 35.73 56,381.83 56,211.79 170.04
240076 8/24/09 EGP GT1W94 204.999 5.542 10,173.55 10,293.31 -119.76
---------------- --------- ---------------- ------------ ---------------- --------------
15,973.00 2,100.19 3,314,141.99 3,253,155.81 60,986.18
597,944.30 595,706.91 2,237.39
11 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: 74
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 7/27/09 60 KUMBA IRON ORE LTD 8,582.00 447.45 1,732,351.13 2,103,579.18 -371,228.05
239842 8/03/09 ZAR GT1UBG 202.263 7.759 223,278.53 271,668.26 -48,389.73
SALE 7/28/09 60 KUMBA IRON ORE LTD 1,077.00 55.91 218,871.64 263,989.14 -45,117.50
239842 8/04/09 ZAR GT1UBG 203.631 7.845 27,898.80 34,093.07 -6,194.27
SALE 7/30/09 60 KUMBA IRON ORE LTD 5,771.00 296.46 1,151,891.60 1,414,560.18 -262,668.58
239842 8/06/09 ZAR GT1UBG 200.000 7.787 147,934.45 182,684.40 -34,749.95
SALE 7/30/09 60 KUMBA IRON ORE LTD 25,745.00 1,332.59 5,177,733.01 6,310,492.42 -1,132,759.41
239842 8/06/09 ZAR GT1UBI 201.519 7.787 664,962.82 814,973.12 -150,010.30
SALE 7/31/09 60 KUMBA IRON ORE LTD 4,668.00 244.69 956,504.32 1,144,198.04 -187,693.72
239842 8/07/09 ZAR GT1UBI 205.317 7.834 122,101.22 147,768.29 -25,667.07
---------------- --------- ---------------- ------------ ---------------- --------------
45,843.00 2,377.10 9,237,351.70 11,236,818.96 -1,999,467.26
1,186,175.82 1,451,187.14 -265,011.32
5 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 8/10/09 60 KASIKORNBANK PCL-FOREI 4,700.00 29.52 373,822.34 284,666.14 89,156.20
246231 8/14/09 THB GT1VR4 79.750 33.960 11,007.72 8,259.19 2,748.53
SALE 8/10/09 60 KASIKORNBANK PCL-FOREI 19,700.00 123.77 1,567,157.26 1,193,175.08 373,982.18
246231 8/14/09 THB GT1VR4 79.765 33.960 46,147.15 34,618.32 11,528.83
SALE 8/11/09 60 KASIKORNBANK PCL-FOREI 13,100.00 79.29 1,005,648.97 793,431.15 212,217.82
246231 8/17/09 THB GT1VR2 76.973 34.020 29,560.52 23,020.30 6,540.22
SALE 8/13/09 60 KASIKORNBANK PCL-FOREI 18,900.00 115.93 1,471,257.42 1,144,721.27 326,536.15
246231 8/18/09 THB GT1VR4 78.053 34.040 43,221.43 33,212.50 10,008.93
SALE 8/14/09 60 KASIKORNBANK PCL-FOREI 29,800.00 182.81 2,319,338.35 1,804,904.44 514,433.91
246231 8/19/09 THB GT1VR4 78.039 34.030 68,155.70 52,366.80 15,788.90
SALE 8/19/09 60 KASIKORNBANK PCL-FOREI 11,900.00 71.74 910,750.12 720,750.43 189,999.69
246231 8/24/09 THB GT1W96 76.739 34.050 26,747.43 20,911.57 5,835.86
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: 75
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/20/09 60 KASIKORNBANK PCL-FOREI 12,400.00 76.15 965,561.27 751,034.06 214,527.21
246231 8/25/09 THB GT1W96 78.077 34.010 28,390.51 21,790.21 6,600.30
SALE 8/20/09 60 KASIKORNBANK PCL-FOREI 54,900.00 335.59 4,255,222.60 3,325,142.74 930,079.86
246231 8/25/09 THB GT1W94 77.717 34.010 125,116.81 96,474.41 28,642.40
SALE 8/21/09 60 KASIKORNBANK PCL-FOREI 32,600.00 200.16 2,536,511.71 1,974,492.78 562,018.93
246231 8/26/09 THB GT1W96 78.016 33.990 74,625.23 57,287.17 17,338.06
SALE 8/24/09 60 KASIKORNBANK PCL-FOREI 19,000.00 118.09 1,496,984.82 1,150,778.00 346,206.82
246231 8/27/09 THB GT1WQG 79.000 34.000 44,028.97 33,388.23 10,640.74
SALE 8/24/09 60 KASIKORNBANK PCL-FOREI 51,700.00 322.88 4,092,880.28 3,131,327.50 961,552.78
246231 8/27/09 THB GT1WQE 79.378 34.000 120,378.83 90,851.12 29,527.71
SALE 8/25/09 60 KASIKORNBANK PCL-FOREI 24,000.00 148.74 1,884,944.25 1,453,614.31 431,329.94
246231 8/28/09 THB GT1WQG 78.750 33.990 55,455.85 42,174.60 13,281.25
SALE 8/26/09 60 KASIKORNBANK PCL-FOREI 22,800.00 139.33 1,765,604.54 1,380,933.60 384,670.94
246231 8/31/09 THB GT1WQG 77.647 33.990 51,944.82 40,065.87 11,878.95
---------------- --------- ---------------- ------------ ---------------- --------------
315,500.00 1,944.00 24,645,683.93 19,108,971.50 5,536,712.43
724,780.97 554,420.29 170,360.68
13 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 8/12/09 60 TENARIS SA-ADR 7,600.00 230,864.57 333,935.35 -103,070.78
239877 8/17/09 USD 30.377 1.000 230,864.57 333,935.35 -103,070.78
SALE 8/12/09 60 TENARIS SA-ADR 5,700.00 173,158.12 250,451.51 -77,293.39
239877 8/17/09 USD 30.379 1.000 173,158.12 250,451.51 -77,293.39
SALE 8/13/09 60 TENARIS SA-ADR 8,100.00 250,969.61 355,904.78 -104,935.17
239877 8/18/09 USD 30.984 1.000 250,969.61 355,904.78 -104,935.17
SALE 8/13/09 60 TENARIS SA-ADR 2,300.00 71,070.70 101,059.38 -29,988.68
239877 8/18/09 USD 30.900 1.000 71,070.70 101,059.38 -29,988.68
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: 76
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/17/09 60 TENARIS SA-ADR 100.00 2,872.16 4,393.89 -1,521.73
239877 8/20/09 USD 28.722 1.000 2,872.16 4,393.89 -1,521.73
SALE 8/18/09 60 TENARIS SA-ADR 4,300.00 125,088.94 188,937.11 -63,848.17
239877 8/21/09 USD 29.090 1.000 125,088.94 188,937.11 -63,848.17
SALE 8/18/09 60 TENARIS SA-ADR 5,800.00 168,776.81 254,845.40 -86,068.59
239877 8/21/09 USD 29.099 1.000 168,776.81 254,845.40 -86,068.59
SALE 8/19/09 60 TENARIS SA-ADR 5,900.00 171,565.22 259,239.28 -87,674.06
239877 8/24/09 USD 29.079 1.000 171,565.22 259,239.28 -87,674.06
SALE 8/19/09 60 TENARIS SA-ADR 5,600.00 162,951.89 246,057.63 -83,105.74
239877 8/24/09 USD 29.099 1.000 162,951.89 246,057.63 -83,105.74
SALE 8/20/09 60 TENARIS SA-ADR 1,900.00 56,352.54 83,483.84 -27,131.30
239877 8/25/09 USD 29.659 1.000 56,352.54 83,483.84 -27,131.30
SALE 8/20/09 60 TENARIS SA-ADR 2,400.00 71,294.73 105,453.27 -34,158.54
239877 8/25/09 USD 29.706 1.000 71,294.73 105,453.27 -34,158.54
SALE 8/21/09 60 TENARIS SA-ADR 1,000.00 30,539.21 43,938.86 -13,399.65
239877 8/26/09 USD 30.539 1.000 30,539.21 43,938.86 -13,399.65
SALE 8/21/09 60 TENARIS SA-ADR 4,800.00 146,099.12 210,906.54 -64,807.42
239877 8/26/09 USD 30.437 1.000 146,099.12 210,906.54 -64,807.42
SALE 8/24/09 60 TENARIS SA-ADR 1,900.00 58,143.06 83,483.84 -25,340.78
239877 8/27/09 USD 30.602 1.000 58,143.06 83,483.84 -25,340.78
SALE 8/24/09 60 TENARIS SA-ADR 2,700.00 81,996.88 118,634.93 -36,638.05
239877 8/27/09 USD 30.369 1.000 81,996.88 118,634.93 -36,638.05
SALE 8/25/09 60 TENARIS SA-ADR 3,700.00 111,205.08 162,573.79 -51,368.71
239877 8/28/09 USD 30.055 1.000 111,205.08 162,573.79 -51,368.71
SALE 8/25/09 60 TENARIS SA-ADR 2,600.00 78,292.82 114,241.04 -35,948.22
239877 8/28/09 USD 30.113 1.000 78,292.82 114,241.04 -35,948.22
---------------- --------- ---------------- ------------ ---------------- --------------
66,400.00 1,991,241.46 2,917,540.44 -926,298.98
1,991,241.46 2,917,540.44 -926,298.98
17 TRANSACTIONS IN COUNTRY: ARGENTINA (6800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 8/01/09 THROUGH 8/31/09 ** 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 7/29/09 60 AES TIETE SA PFD 200.00 5.40 4,081.29 3,123.41 957.88
240053 8/03/09 BRL GT1UBI 20.458 1.893 2,155.76 1,798.10 357.66
SALE 7/29/09 60 EMBRAER-EMPRESA BRAS A 1,600.00 28,417.18 47,281.20 -18,864.02
240072 8/03/09 USD 17.761 1.000 28,417.18 47,281.20 -18,864.02
SALE 7/29/09 60 JHSF PARTICIPACOES SA 30,400.00 104.58 82,471.76 205,120.13 -122,648.37
240062 8/03/09 BRL GT1UBI 2.719 1.893 43,562.10 123,197.56 -79,635.46
SALE 7/29/09 60 KLABIN RIOCELL SA PRF 5,800.00 24.57 18,561.62 35,009.33 -16,447.71
240063 8/03/09 BRL GT1UBI 3.208 1.893 9,804.36 20,310.34 -10,505.98
SALE 7/29/09 60 SUZANO PAPEL E CELULOS 6,600.00 97.86 109,121.23 163,786.61 -54,665.38
240070 8/03/09 BRL GT1UBI 16.562 1.893 57,638.51 94,057.64 -36,419.13
SALE 7/30/09 60 AES TIETE SA PFD 3,400.00 92.30 69,145.22 53,097.95 16,047.27
240053 8/04/09 BRL GT1UBI 20.388 1.877 36,828.35 30,567.61 6,260.74
SALE 7/30/09 60 EMBRAER-EMPRESA BRAS A 4,500.00 82,531.92 132,978.37 -50,446.45
240072 8/04/09 USD 18.340 1.000 82,531.92 132,978.37 -50,446.45
SALE 7/30/09 60 EMBRAER-EMPRESA BRAS A 2,000.00 36,825.05 59,101.50 -22,276.45
240072 8/04/09 USD 18.413 1.000 36,825.05 59,101.50 -22,276.45
SALE 7/30/09 60 KLABIN RIOCELL SA PRF 32,900.00 140.18 105,006.95 198,587.40 -93,580.45
240063 8/04/09 BRL GT1UBG 3.200 1.878 55,929.13 115,208.63 -59,279.50
SALE 7/30/09 60 SUZANO PAPEL E CELULOS 3,100.00 78.05 51,356.25 76,930.07 -25,573.82
240070 8/04/09 BRL GT1UBI 16.614 1.877 27,353.53 44,178.59 -16,825.06
SALE 7/31/09 60 AES TIETE SA PFD 1,500.00 40.84 30,576.62 23,425.57 7,151.05
240053 8/05/09 BRL GT1UBG 20.436 1.876 16,297.10 13,485.71 2,811.39
SALE 7/31/09 60 AES TIETE SA PFD 200.00 4,083.28 3,123.41 959.87
240053 8/05/09 BRL GT1UBI 20.416 1.876 2,176.36 1,798.10 378.26
SALE 7/31/09 60 EMBRAER-EMPRESA BRAS A 1,900.00 36,648.91 56,146.42 -19,497.51
240072 8/05/09 USD 19.289 1.000 36,648.91 56,146.42 -19,497.51
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 78
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 7/31/09 60 EMBRAER-EMPRESA BRAS A 8,800.00 169,754.66 260,046.59 -90,291.93
240072 8/05/09 USD 19.290 1.000 169,754.66 260,046.59 -90,291.93
SALE 7/31/09 60 JHSF PARTICIPACOES SA 21,800.00 72.63 56,759.56 147,092.72 -90,333.16
240062 8/05/09 BRL GT1UBI 2.610 1.876 30,252.40 88,345.61 -58,093.21
SALE 7/31/09 60 SUZANO PAPEL E CELULOS 3,400.00 58,464.17 84,374.92 -25,910.75
240070 8/05/09 BRL GT1UBI 17.195 1.876 31,160.95 48,453.94 -17,292.99
SALE 7/31/09 60 SUZANO PAPEL E CELULOS 28,500.00 731.79 481,220.36 707,260.37 -226,040.01
240070 8/05/09 BRL GT1UXW 16.933 1.876 256,486.71 406,158.00 -149,671.29
SALE 8/03/09 60 EMBRAER-EMPRESA BRAS A 13,500.00 282,898.71 398,935.12 -116,036.41
240072 8/06/09 USD 20.955 1.000 282,898.71 398,935.12 -116,036.41
SALE 8/03/09 60 JHSF PARTICIPACOES SA 21,800.00 79.70 60,898.15 147,092.72 -86,194.57
240062 8/06/09 BRL GT1UXW 2.800 1.834 33,197.86 88,345.61 -55,147.75
SALE 8/03/09 60 SUZANO PAPEL E CELULOS 4,500.00 125.77 80,861.99 111,672.69 -30,810.70
240070 8/06/09 BRL GT1UXY 18.021 1.834 44,080.89 64,130.21 -20,049.32
SALE 8/04/09 60 AES TIETE SA PFD 4,200.00 117.12 85,776.24 65,591.58 20,184.66
240053 8/07/09 BRL GT1UXY 20.474 1.836 46,731.81 37,759.99 8,971.82
SALE 8/04/09 60 JHSF PARTICIPACOES SA 32,600.00 131.84 100,801.71 219,964.34 -119,162.63
240062 8/07/09 BRL GT1UXW 3.100 1.835 54,917.85 132,113.16 -77,195.31
SALE 8/04/09 60 SUZANO PAPEL E CELULOS 3,600.00 98.20 63,176.87 89,338.15 -26,161.28
240070 8/07/09 BRL GT1UXW 17.599 1.836 34,419.43 51,304.17 -16,884.74
SALE 8/05/09 60 AES TIETE SA PFD 3,300.00 92.56 67,629.00 51,536.24 16,092.76
240053 8/10/09 BRL GT1UXW 20.545 1.831 36,931.52 29,668.56 7,262.96
SALE 8/05/09 60 JHSF PARTICIPACOES SA 18,500.00 76.98 58,722.33 124,826.39 -66,104.06
240062 8/10/09 BRL GT1UXW 3.182 1.831 32,067.68 74,972.20 -42,904.52
SALE 8/05/09 60 SUZANO PAPEL E CELULOS 2,500.00 68.39 43,894.26 62,040.38 -18,146.12
240070 8/10/09 BRL GT1UXW 17.608 1.831 23,970.22 35,627.89 -11,657.67
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 79
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/06/09 60 AES TIETE SA PFD 4,600.00 130.52 95,142.55 71,838.40 23,304.15
240053 8/11/09 BRL GT1UXW 20.735 1.827 52,078.69 41,356.18 10,722.51
SALE 8/06/09 60 JHSF PARTICIPACOES SA 3,200.00 13.21 10,054.58 21,591.59 -11,537.01
240062 8/11/09 BRL GT1UXY 3.150 1.827 5,503.63 12,968.16 -7,464.53
SALE 8/06/09 60 SUZANO PAPEL E CELULOS 4,300.00 117.62 75,314.19 106,709.46 -31,395.27
240070 8/11/09 BRL GT1UXY 17.565 1.827 41,225.13 61,279.98 -20,054.85
SALE 8/07/09 60 AES TIETE SA PFD 2,200.00 62.24 45,313.35 34,357.50 10,955.85
240053 8/12/09 BRL GT1UXY 20.649 1.825 24,834.68 19,779.05 5,055.63
SALE 8/07/09 60 JHSF PARTICIPACOES SA 3,000.00 12.71 9,659.31 20,242.12 -10,582.81
240062 8/12/09 BRL GT1UXW 3.228 1.825 5,293.93 12,157.65 -6,863.72
SALE 8/07/09 60 SUZANO PAPEL E CELULOS 6,600.00 179.38 114,715.32 163,786.61 -49,071.29
240070 8/12/09 BRL GT1UXW 17.431 1.825 62,871.49 94,057.64 -31,186.15
SALE 8/10/09 60 AES TIETE SA PFD 1,100.00 30.76 22,553.97 17,178.75 5,375.22
240053 8/13/09 BRL GT1VR2 20.555 1.838 12,272.27 9,889.52 2,382.75
SALE 8/10/09 60 JHSF PARTICIPACOES SA 7,300.00 30.04 22,993.82 49,255.82 -26,262.00
240062 8/13/09 BRL GT1VR2 3.157 1.838 12,511.60 29,583.62 -17,072.02
SALE 8/11/09 60 AES TIETE SA PFD 200.00 5.53 4,089.75 3,123.41 966.34
240053 8/14/09 BRL GT1VR2 20.500 1.854 2,205.91 1,798.10 407.81
SALE 8/12/09 60 AES TIETE SA PFD 1,100.00 30.79 22,523.14 17,178.75 5,344.39
240053 8/17/09 BRL GT1VR2 20.527 1.833 12,285.57 9,889.52 2,396.05
SALE 8/12/09 60 AES TIETE SA PFD 1,900.00 51.20 39,102.56 29,672.38 9,430.18
240053 8/17/09 BRL GT1VR2 20.630 1.833 21,329.06 17,081.90 4,247.16
SALE 8/12/09 60 JHSF PARTICIPACOES SA 10,900.00 44.87 34,265.82 73,546.36 -39,280.54
240062 8/17/09 BRL GT1VR2 3.151 1.833 18,690.79 44,172.81 -25,482.02
SALE 8/13/09 60 AES TIETE SA PFD 3,000.00 57.40 61,897.19 46,851.13 15,046.06
240053 8/18/09 BRL GT1VR4 20.667 1.831 33,808.82 26,971.42 6,837.40
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 80
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/13/09 60 JHSF PARTICIPACOES SA 10,900.00 46.12 35,166.17 73,546.36 -38,380.19
240062 8/18/09 BRL GT1VR4 3.234 1.831 19,208.09 44,172.81 -24,964.72
SALE 8/14/09 60 AES TIETE SA PFD 6,600.00 176.75 134,975.95 103,072.49 31,903.46
240053 8/19/09 BRL 20.500 1.833 73,620.57 59,337.13 14,283.44
SALE 8/17/09 60 JHSF PARTICIPACOES SA 3,700.00 13.72 10,718.32 24,965.28 -14,246.96
240062 8/20/09 BRL 2.904 1.876 5,714.91 14,994.44 -9,279.53
SALE 8/18/09 60 AES TIETE SA PFD 2,900.00 78.07 58,093.36 45,289.43 12,803.93
240053 8/21/09 BRL GT1W96 20.082 1.865 31,149.25 26,072.38 5,076.87
SALE 8/18/09 60 JHSF PARTICIPACOES SA 1,800.00 6.72 5,219.71 12,145.27 -6,925.56
240062 8/21/09 BRL GT1W94 2.907 1.865 2,798.77 7,294.59 -4,495.82
SALE 8/19/09 60 AES TIETE SA PFD 1,100.00 29.83 22,021.92 17,178.75 4,843.17
240053 8/24/09 BRL GT1W96 20.070 1.850 11,901.81 9,889.52 2,012.29
SALE 8/19/09 60 JHSF PARTICIPACOES SA 10,900.00 40.33 31,087.38 73,546.36 -42,458.98
240062 8/24/09 BRL GT1W94 2.859 1.850 16,801.26 44,172.81 -27,371.55
SALE 8/19/09 60 SUZANO PAPEL E CELULOS 28,100.00 663.11 489,553.60 697,333.91 -207,780.31
240070 8/24/09 BRL GT1W94 17.466 1.850 264,580.66 400,457.54 -135,876.88
SALE 8/19/09 60 SUZANO PAPEL E CELULOS 3,600.00 57.86 63,053.57 89,338.15 -26,284.58
240070 8/24/09 BRL GT1W94 17.545 1.850 34,077.48 51,304.17 -17,226.69
SALE 8/20/09 60 AES TIETE SA PFD 2,200.00 60.02 44,172.43 34,357.50 9,814.93
240053 8/25/09 BRL GT1W96 20.129 1.845 23,946.89 19,779.05 4,167.84
SALE 8/20/09 60 JHSF PARTICIPACOES SA 32,000.00 125.57 96,475.58 215,915.92 -119,440.34
240062 8/25/09 BRL GT1W94 3.022 1.845 52,301.63 129,681.64 -77,380.01
SALE 8/20/09 60 SUZANO PAPEL E CELULOS 3,600.00 58.98 64,079.65 89,338.15 -25,258.50
240070 8/25/09 BRL GT1W94 17.830 1.845 34,739.05 51,304.17 -16,565.12
SALE 8/20/09 60 SUZANO PAPEL E CELULOS 23,200.00 570.36 419,779.68 575,734.76 -155,955.08
240070 8/25/09 BRL GT1W96 18.139 1.845 227,572.20 330,626.87 -103,054.67
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 81
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/21/09 60 AES TIETE SA PFD 900.00 24.83 18,168.04 14,055.34 4,112.70
240053 8/26/09 BRL GT1W94 20.237 1.833 9,910.02 8,091.43 1,818.59
SALE 8/21/09 60 JHSF PARTICIPACOES SA 6,300.00 26.40 20,158.22 42,508.45 -22,350.23
240062 8/26/09 BRL GT1W94 3.207 1.833 10,995.59 25,531.07 -14,535.48
SALE 8/21/09 60 SUZANO PAPEL E CELULOS 5,300.00 136.33 99,722.91 131,525.61 -31,802.70
240070 8/26/09 BRL GT1W94 18.863 1.833 54,395.30 75,531.14 -21,135.84
SALE 8/24/09 60 AES TIETE SA PFD 3,300.00 91.88 67,044.06 51,536.24 15,507.82
240053 8/27/09 BRL GT1WQE 20.367 1.829 36,662.14 29,668.56 6,993.58
SALE 8/24/09 60 JHSF PARTICIPACOES SA 300.00 1.24 945.49 2,024.21 -1,078.72
240062 8/27/09 BRL GT1WQG 3.159 1.829 517.03 1,215.76 -698.73
SALE 8/24/09 60 SUZANO PAPEL E CELULOS 4,600.00 119.05 86,863.06 114,154.30 -27,291.24
240070 8/27/09 BRL GT1WQE 18.931 1.829 47,499.90 65,555.32 -18,055.42
SALE 8/26/09 60 AES TIETE SA PFD 8,100.00 221.87 165,406.22 126,498.06 38,908.16
240053 8/31/09 BRL GT1WQG 20.472 1.868 88,528.27 72,822.84 15,705.43
SALE 8/26/09 60 JHSF PARTICIPACOES SA 27,300.00 108.73 84,620.68 184,203.27 -99,582.59
240062 8/31/09 BRL GT1WQE 3.107 1.868 45,290.45 110,634.65 -65,344.20
---------------- --------- ---------------- ------------ ---------------- --------------
497,200.00 5,602.80 4,844,636.84 6,901,083.67 -2,056,446.83
2,910,161.79 4,415,094.26 -1,504,932.47
60 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 7/29/09 60 DESARROLADORA HOMEX AD 2,300.00 79,742.85 100,763.38 -21,020.53
240080 8/03/09 USD 34.671 1.000 79,742.85 100,763.38 -21,020.53
SALE 7/30/09 60 DESARROLADORA HOMEX AD 4,800.00 170,266.97 210,288.80 -40,021.83
240080 8/04/09 USD 35.472 1.000 170,266.97 210,288.80 -40,021.83
SALE 7/31/09 60 DESARROLADORA HOMEX AD 900.00 31,745.69 39,429.15 -7,683.46
240080 8/05/09 USD 35.273 1.000 31,745.69 39,429.15 -7,683.46
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 82
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/03/09 60 DESARROLADORA HOMEX AD 1,300.00 47,049.55 56,953.22 -9,903.67
240080 8/06/09 USD 36.192 1.000 47,049.55 56,953.22 -9,903.67
SALE 8/04/09 60 DESARROLADORA HOMEX AD 2,000.00 72,309.93 87,620.33 -15,310.40
240080 8/07/09 USD 36.155 1.000 72,309.93 87,620.33 -15,310.40
SALE 8/05/09 60 DESARROLADORA HOMEX AD 1,300.00 46,432.72 56,953.22 -10,520.50
240080 8/10/09 USD 35.717 1.000 46,432.72 56,953.22 -10,520.50
SALE 8/06/09 60 DESARROLADORA HOMEX AD 1,500.00 53,428.62 65,715.25 -12,286.63
240080 8/11/09 USD 35.619 1.000 53,428.62 65,715.25 -12,286.63
SALE 8/06/09 60 DESARROLADORA HOMEX AD 800.00 28,501.34 35,048.13 -6,546.79
240080 8/11/09 USD 35.627 1.000 28,501.34 35,048.13 -6,546.79
SALE 8/07/09 60 DESARROLADORA HOMEX AD 2,100.00 76,020.98 92,001.35 -15,980.37
240080 8/12/09 USD 36.200 1.000 76,020.98 92,001.35 -15,980.37
SALE 8/10/09 60 FOMENTO ECONOMICO MEXI 2,700.00 107,252.85 79,399.44 27,853.41
240074 8/13/09 USD 39.723 1.000 107,252.85 79,399.44 27,853.41
SALE 8/11/09 60 FOMENTO ECONOMICO MEXI 2,200.00 84,199.97 64,695.84 19,504.13
240074 8/14/09 USD 38.273 1.000 84,199.97 64,695.84 19,504.13
SALE 8/12/09 60 FOMENTO ECONOMICO MEXI 2,200.00 83,963.25 64,695.84 19,267.41
240074 8/17/09 USD 38.165 1.000 83,963.25 64,695.84 19,267.41
SALE 8/13/09 60 DESARROLADORA HOMEX AD 900.00 31,683.23 39,429.15 -7,745.92
240080 8/18/09 USD 35.204 1.000 31,683.23 39,429.15 -7,745.92
SALE 8/13/09 60 FOMENTO ECONOMICO MEXI 1,700.00 64,327.70 49,992.24 14,335.46
240074 8/18/09 USD 37.840 1.000 64,327.70 49,992.24 14,335.46
SALE 8/14/09 60 FOMENTO ECONOMICO MEXI 100.00 3,797.92 2,940.72 857.20
240074 8/19/09 USD 37.979 1.000 3,797.92 2,940.72 857.20
SALE 8/17/09 60 FOMENTO ECONOMICO MEXI 1,700.00 62,893.28 49,992.24 12,901.04
240074 8/20/09 USD 36.996 1.000 62,893.28 49,992.24 12,901.04
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: 83
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/18/09 60 DESARROLADORA HOMEX AD 2,900.00 96,657.99 127,049.48 -30,391.49
240080 8/21/09 USD 33.330 1.000 96,657.99 127,049.48 -30,391.49
SALE 8/18/09 60 FOMENTO ECONOMICO MEXI 1,700.00 62,723.28 49,992.24 12,731.04
240074 8/21/09 USD 36.896 1.000 62,723.28 49,992.24 12,731.04
SALE 8/19/09 60 DESARROLADORA HOMEX AD 2,400.00 79,497.23 105,144.40 -25,647.17
240080 8/24/09 USD 33.124 1.000 79,497.23 105,144.40 -25,647.17
SALE 8/19/09 60 FOMENTO ECONOMICO MEXI 2,300.00 83,579.85 67,636.56 15,943.29
240074 8/24/09 USD 36.339 1.000 83,579.85 67,636.56 15,943.29
SALE 8/19/09 60 FOMENTO ECONOMICO MEXI 4,200.00 152,852.96 123,510.24 29,342.72
240074 8/24/09 USD 36.394 1.000 152,852.96 123,510.24 29,342.72
SALE 8/20/09 60 DESARROLADORA HOMEX AD 800.00 27,160.98 35,048.13 -7,887.15
240080 8/25/09 USD 33.951 1.000 27,160.98 35,048.13 -7,887.15
SALE 8/20/09 60 DESARROLADORA HOMEX AD 2,400.00 81,626.70 105,144.40 -23,517.70
240080 8/25/09 USD 34.011 1.000 81,626.70 105,144.40 -23,517.70
SALE 8/20/09 60 FOMENTO ECONOMICO MEXI 17,000.00 645,039.90 499,922.39 145,117.51
240074 8/25/09 USD 37.944 1.000 645,039.90 499,922.39 145,117.51
SALE 8/21/09 60 DESARROLADORA HOMEX AD 3,800.00 133,544.14 166,478.64 -32,934.50
240080 8/26/09 USD 35.143 1.000 133,544.14 166,478.64 -32,934.50
SALE 8/21/09 60 FOMENTO ECONOMICO MEXI 2,200.00 85,123.73 64,695.84 20,427.89
240074 8/26/09 USD 38.693 1.000 85,123.73 64,695.84 20,427.89
SALE 8/21/09 60 FOMENTO ECONOMICO MEXI 6,500.00 251,005.34 191,146.79 59,858.55
240074 8/26/09 USD 38.616 1.000 251,005.34 191,146.79 59,858.55
SALE 8/24/09 60 DESARROLADORA HOMEX AD 800.00 28,891.97 35,048.13 -6,156.16
240080 8/27/09 USD 36.115 1.000 28,891.97 35,048.13 -6,156.16
SALE 8/24/09 60 FOMENTO ECONOMICO MEXI 2,200.00 86,588.45 64,695.84 21,892.61
240074 8/27/09 USD 39.358 1.000 86,588.45 64,695.84 21,892.61
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: 84
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/24/09 60 FOMENTO ECONOMICO MEXI 1,000.00 39,499.18 29,407.20 10,091.98
240074 8/27/09 USD 39.499 1.000 39,499.18 29,407.20 10,091.98
SALE 8/25/09 60 DESARROLADORA HOMEX AD 1,000.00 35,869.37 43,810.17 -7,940.80
240080 8/28/09 USD 35.869 1.000 35,869.37 43,810.17 -7,940.80
SALE 8/25/09 60 FOMENTO ECONOMICO MEXI 8,900.00 343,835.53 261,724.07 82,111.46
240074 8/28/09 USD 38.633 1.000 343,835.53 261,724.07 82,111.46
SALE 8/25/09 60 FOMENTO ECONOMICO MEXI 2,800.00 107,987.62 82,340.16 25,647.46
240074 8/28/09 USD 38.567 1.000 107,987.62 82,340.16 25,647.46
SALE 8/26/09 60 FOMENTO ECONOMICO MEXI 1,100.00 42,608.72 32,347.92 10,260.80
240074 8/31/09 USD 38.735 1.000 42,608.72 32,347.92 10,260.80
SALE 8/26/09 60 FOMENTO ECONOMICO MEXI 5,500.00 212,727.38 161,739.60 50,987.78
240074 8/31/09 USD 38.678 1.000 212,727.38 161,739.60 50,987.78
---------------- --------- ---------------- ------------ ---------------- --------------
98,000.00 3,640,437.17 3,342,800.50 297,636.67
3,640,437.17 3,342,800.50 297,636.67
35 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 7/29/09 60 PLUS EXPRESSWAYS B MYR 7,500.00 7.06 24,899.08 23,618.12 1,280.96
239831 8/03/09 MYR GT1UBI 3.323 3.531 7,051.57 7,087.35 -35.78
SALE 7/30/09 60 PLUS EXPRESSWAYS B MYR 200.00 .19 663.34 629.82 33.52
239831 8/04/09 MYR GT1UBS 3.320 3.529 187.97 189.00 -1.03
SALE 7/30/09 60 PLUS EXPRESSWAYS B MYR 200.00 .19 659.34 629.82 29.52
239831 8/04/09 MYR GT1UBG 3.300 3.529 186.83 189.00 -2.17
SALE 7/30/09 60 PLUS EXPRESSWAYS B MYR 200.00 .19 659.34 629.82 29.52
239831 8/04/09 MYR GT1UBG 3.300 3.529 186.83 189.00 -2.17
SALE 7/30/09 60 PLUS EXPRESSWAYS B MYR 300.00 .28 995.00 944.72 50.28
239831 8/04/09 MYR GT1UBS 3.320 3.529 281.95 283.49 -1.54
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 7/30/09 60 PLUS EXPRESSWAYS B MYR 400.00 .37 1,318.68 1,259.63 59.05
239831 8/04/09 MYR GT1UBG 3.300 3.529 373.67 377.99 -4.32
SALE 7/31/09 60 PLUS EXPRESSWAYS B MYR 7,000.00 6.52 22,941.24 22,043.58 897.66
239831 8/05/09 MYR GT1UBI 3.281 3.520 6,517.40 6,614.86 -97.46
SALE 8/03/09 60 PLUS EXPRESSWAYS B MYR 100.00 .19 328.32 314.91 13.41
239831 8/06/09 MYR GT1UXY 3.290 3.505 93.67 94.50 -.83
SALE 8/04/09 60 PLUS EXPRESSWAYS B MYR 9,200.00 14.47 30,276.34 28,971.56 1,304.78
239831 8/07/09 MYR GT1UXW 3.296 3.492 8,670.20 8,693.81 -23.61
SALE 8/06/09 60 PLUS EXPRESSWAYS B MYR 1,200.00 2.27 3,892.08 3,778.90 113.18
239831 8/11/09 MYR GT1UXW 3.250 3.488 1,115.85 1,133.98 -18.13
SALE 8/07/09 60 PLUS EXPRESSWAYS B MYR 3,900.00 7.40 12,727.11 12,281.42 445.69
239831 8/12/09 MYR GT1UXY 3.270 3.498 3,638.40 3,685.42 -47.02
SALE 8/10/09 60 PLUS EXPRESSWAYS B MYR 5,600.00 10.70 18,415.64 17,634.86 780.78
239831 8/13/09 MYR GT1VR2 3.295 3.502 5,258.61 5,291.89 -33.28
SALE 8/11/09 60 PLUS EXPRESSWAYS B MYR 4,000.00 7.62 13,135.27 12,596.33 538.94
239831 8/14/09 MYR GT1VR2 3.291 3.508 3,744.38 3,779.92 -35.54
SALE 8/13/09 60 PLUS EXPRESSWAYS B MYR 600.00 2.15 1,972.45 1,889.45 83.00
239831 8/18/09 MYR GT1VR2 3.300 3.507 562.43 566.99 -4.56
SALE 8/14/09 60 PLUS EXPRESSWAYS B MYR 34,900.00 39.17 114,683.32 109,902.97 4,780.35
239831 8/19/09 MYR GT1VR4 3.290 3.515 32,626.83 32,979.79 -352.96
SALE 8/20/09 60 PLUS EXPRESSWAYS B MYR 25,500.00 29.24 83,544.58 80,301.60 3,242.98
239831 8/25/09 MYR GT1W96 3.280 3.525 23,700.59 24,096.98 -396.39
SALE 8/21/09 60 PLUS EXPRESSWAYS B MYR 102,000.00 95.86 336,935.93 321,206.39 15,729.54
239831 8/26/09 MYR GT1W94 3.307 3.519 95,761.24 96,387.93 -626.69
SALE 8/24/09 60 PLUS EXPRESSWAYS B MYR 150,000.00 150.13 502,843.36 472,362.34 30,481.02
239831 8/27/09 MYR GT1WQE 3.356 3.508 143,341.89 141,746.96 1,594.93
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 86
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/25/09 60 PLUS EXPRESSWAYS B MYR 216,800.00 214.15 729,125.72 682,721.03 46,404.69
239831 8/28/09 MYR GT1WQG 3.367 3.517 207,314.68 204,871.61 2,443.07
---------------- --------- ---------------- ------------ ---------------- --------------
569,600.00 588.15 1,900,016.14 1,793,717.27 106,298.87
540,614.99 538,260.47 2,354.52
19 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
SALE 8/10/09 60 PHILIPPINE LONG DIST - 2,900.00 152,885.51 174,090.78 -21,205.27
240079 8/13/09 USD 52.719 1.000 152,885.51 174,090.78 -21,205.27
SALE 8/11/09 60 PHILIPPINE LONG DIST - 15,800.00 830,897.48 948,494.60 -117,597.12
240079 8/14/09 USD 52.588 1.000 830,897.48 948,494.60 -117,597.12
---------------- --------- ---------------- ------------ ---------------- --------------
18,700.00 983,782.99 1,122,585.38 -138,802.39
983,782.99 1,122,585.38 -138,802.39
2 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)
SALE 7/28/09 60 DELEK AUTOMOTIVE SYSTE 2,771.00 87.12 109,265.10 103,187.66 6,077.44
240256 8/03/09 ILS GT1UBG 39.550 3.774 28,952.83 28,492.18 460.65
SALE 7/29/09 60 DELEK AUTOMOTIVE SYSTE 10,005.00 312.80 395,710.65 372,570.37 23,140.28
240256 8/03/09 ILS GT1UBI 39.670 3.807 103,953.83 102,874.16 1,079.67
SALE 8/03/09 60 DELEK AUTOMOTIVE SYSTE 6,781.00 215.26 270,612.20 252,513.71 18,098.49
240256 8/05/09 ILS GT1UXY 40.028 3.783 71,537.54 69,724.11 1,813.43
SALE 8/04/09 60 DELEK AUTOMOTIVE SYSTE 12,123.00 376.53 484,640.06 451,441.34 33,198.72
240256 8/06/09 ILS GT1UXY 40.097 3.873 125,132.99 124,652.02 480.97
SALE 8/05/09 60 DELEK AUTOMOTIVE SYSTE 4,783.00 151.59 196,928.60 178,111.35 18,817.25
240256 8/10/09 ILS GT1UY6 41.297 3.909 50,378.26 49,180.12 1,198.14
SALE 8/12/09 60 BANK HAPOALIM BM 39,383.00 387.02 492,557.92 416,764.77 75,793.15
247596 8/17/09 ILS GT1VR2 12.544 3.830 128,618.63 106,306.70 22,311.93
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 87
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/13/09 60 BANK HAPOALIM BM 44,976.00 457.15 574,871.52 475,951.87 98,919.65
247596 8/17/09 ILS GT1VR4 12.820 3.784 151,925.66 121,403.90 30,521.76
SALE 8/20/09 60 BANK HAPOALIM BM 12,311.00 120.26 152,393.58 130,279.34 22,114.24
247596 8/24/09 ILS GT1W96 12.416 3.813 39,966.85 33,231.13 6,735.72
SALE 8/20/09 60 ISRAEL CHEMICALS LIMIT 108,471.00 3,752.36 4,754,956.02 4,904,247.06 -149,291.04
239829 8/24/09 ILS GT1W96 43.968 3.813 1,247,038.03 1,333,865.12 -86,827.09
SALE 8/24/09 60 BANK HAPOALIM BM 57,785.00 595.38 751,901.10 611,501.22 140,399.88
247596 8/26/09 ILS GT1WQG 13.051 3.800 197,863.50 155,979.29 41,884.21
SALE 8/25/09 60 BANK HAPOALIM BM 106,638.00 1,101.82 1,386,515.43 1,128,480.86 258,034.57
247596 8/27/09 ILS GT1WQG 13.041 3.787 366,173.36 287,848.40 78,324.96
SALE 8/26/09 60 BANK HAPOALIM BM 52,743.00 547.33 690,422.27 558,145.00 132,277.27
247596 8/31/09 ILS GT1WQG 13.130 3.796 181,895.90 142,369.40 39,526.50
SALE 8/27/09 60 BANK HAPOALIM BM 65,661.00 665.58 843,857.36 694,847.82 149,009.54
247596 8/31/09 ILS GT1WQG 12.890 3.815 221,194.59 177,239.01 43,955.58
---------------- --------- ---------------- ------------ ---------------- --------------
524,431.00 8,770.20 11,104,631.81 10,278,042.37 826,589.44
2,914,631.97 2,733,165.54 181,466.43
13 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
---------------- --------- ---------------- ------------ ---------------- --------------
3,161,088.00 47,848.835,324,695,788.09 4,044,977,967.30 1279717820.79
24,442,737.14 25,396,561.57 -953,824.43
254 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
3,161,088.00 47,848.835,324,695,788.09 4,044,977,967.30 1279717820.79
24,442,737.14 25,396,561.57 -953,824.43
254 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
---------------- --------- ---------------- ------------ ---------------- --------------
8,965,634.00 88,066.15 20081997814.83 18802279994.04 1279717820.79
44,741,513.83 45,695,338.26 -953,824.43
503 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: 88
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/06/09 60 TERNIUM S A USD 1.0 AD 13,487.00 635.61 318,439.23 318,439.23
248143 8/11/09 USD 830723 23.564 1.000 318,439.23 318,439.23
PUR 8/07/09 60 TERNIUM S A USD 1.0 AD 826.00 40.11 20,093.49 20,093.49
248143 8/12/09 USD 830719 24.278 1.000 20,093.49 20,093.49
PUR 8/10/09 60 TERNIUM S A USD 1.0 AD 8,613.00 425.15 212,998.30 212,998.30
248143 8/13/09 USD 830750 24.681 1.000 212,998.30 212,998.30
PUR 8/11/09 60 TERNIUM S A USD 1.0 AD 4,658.00 225.61 113,028.40 113,028.40
248143 8/14/09 USD 830764 24.217 1.000 113,028.40 113,028.40
PUR 8/12/09 60 TERNIUM S A USD 1.0 AD 5,457.00 271.22 135,879.85 135,879.85
248143 8/17/09 USD 830778 24.850 1.000 135,879.85 135,879.85
PUR 8/13/09 60 TERNIUM S A USD 1.0 AD 4,826.00 240.09 120,286.36 120,286.36
248143 8/18/09 USD 830790 24.875 1.000 120,286.36 120,286.36
---------------- --------- ---------------- ------------ ---------------- --------------
37,867.00 1,837.79 920,725.63 920,725.63
920,725.63 920,725.63
6 TRANSACTIONS IN COUNTRY: LUXEMBOURG (2700)
PUR 8/17/09 60 DONGFENG MOTOR GRO 6,000.00 21.61 48,167.52 48,167.52
248299 8/19/09 HKD 830803 8.000 7.751 6,214.60 6,214.60
PUR 8/27/09 60 CHINA SHENHUA ENER 326,500.00 2,090.14 10,204,796.02 10,204,796.02
248415 8/31/09 HKD 830926 31.206 7.751 1,316,611.97 1,316,611.97
---------------- --------- ---------------- ------------ ---------------- --------------
332,500.00 2,111.75 10,252,963.54 10,252,963.54
1,322,826.57 1,322,826.57
2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 89
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 7/31/09 60 HYUNDAI STEEL CO KRW 5 25,811.00 1,488.101,829,059,209.00 1,829,059,209.00
248065 8/04/09 KRW 830599 70792.7 1227.90 1,489,583.20 1,489,583.20
PUR 8/10/09 60 SAMSUNG SDI CO LTD KRW 10,000.00 2,689.571,142,104,904.00 1,142,104,904.00
248240 8/12/09 KRW 830749 113880. 1227.90 930,128.60 930,128.60
PUR 8/12/09 60 SAMSUNG SDI CO LTD KRW 5,272.00 350.67 624,778,539.00 624,778,539.00
248240 8/14/09 KRW 830769 118425. 1246.30 501,306.70 501,306.70
---------------- --------- ---------------- ------------ ---------------- --------------
41,083.00 4,528.343,595,942,652.00 3,595,942,652.00
2,921,018.50 2,921,018.50
3 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 8/13/09 60 SHOPRITE HOLDINGS LTD 14,205.00 514.27 829,008.77 829,008.77
248242 8/20/09 ZAR 830798 58.070 8.020 103,367.68 103,367.68
PUR 8/13/09 60 SHOPRITE HOLDINGS LTD 61,736.00 2,241.22 3,612,892.75 3,612,892.75
248242 8/20/09 ZAR 830798 58.231 8.020 450,485.38 450,485.38
PUR 8/13/09 60 SHOPRITE HOLDINGS LTD 13,876.00 509.21 811,717.26 811,717.26
248242 8/20/09 ZAR 830797 58.204 8.020 101,211.63 101,211.63
PUR 8/14/09 60 SHOPRITE HOLDINGS LTD 12,019.00 427.40 693,726.58 693,726.58
248242 8/21/09 ZAR 830797 57.432 8.075 85,908.28 85,908.28
PUR 8/20/09 60 SHOPRITE HOLDINGS LTD 24,476.00 859.50 1,367,396.88 1,367,396.88
248242 8/27/09 ZAR 830805 55.589 7.915 172,760.19 172,760.19
PUR 8/21/09 60 SHOPRITE HOLDINGS LTD 45,018.00 1,641.49 2,573,825.10 2,573,825.10
248242 8/28/09 ZAR 830867 56.889 7.801 329,939.51 329,939.51
PUR 8/21/09 60 SHOPRITE HOLDINGS LTD 10,927.00 284.58 623,772.28 623,772.28
248242 8/28/09 ZAR 830887 56.882 7.801 79,961.58 79,961.58
PUR 8/24/09 60 SHOPRITE HOLDINGS LTD 11,883.00 445.92 696,630.92 696,630.92
248242 8/31/09 ZAR 830883 58.333 7.772 89,629.96 89,629.96
---------------- --------- ---------------- ------------ ---------------- --------------
194,140.00 6,923.59 11,208,970.54 11,208,970.54
1,413,264.21 1,413,264.21
8 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 90
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 7/31/09 60 NATURA COSMETICOS SA N 5,664.00 243.12 152,504.93 152,504.93
248067 8/05/09 BRL 830613 26.845 1.876 81,283.94 81,283.94
PUR 7/31/09 60 NATURA COSMETICOS SA N 14,523.00 616.04 386,430.48 386,430.48
248067 8/05/09 BRL 830613 26.529 1.876 205,964.44 205,964.44
PUR 7/31/09 60 NATURA COSMETICOS SA N 90,904.00 2,408,956.00 2,408,956.00
248067 8/05/09 BRL 830583 26.500 1.876 1,283,954.80 1,283,954.80
PUR 8/05/09 60 HYPERMARCAS SA NPV 3,344.00 152.97 93,653.63 93,653.63
247870 8/10/09 BRL 830676 27.923 1.831 51,143.31 51,143.31
PUR 8/20/09 60 HYPERMARCAS SA NPV 14,047.00 662.55 408,602.00 408,602.00
247870 8/25/09 BRL 830700 29.001 1.845 221,512.52 221,512.52
PUR 8/21/09 60 HYPERMARCAS SA NPV 5,401.00 256.73 157,357.29 157,357.29
247870 8/26/09 BRL 830873 29.048 1.833 85,832.81 85,832.81
---------------- --------- ---------------- ------------ ---------------- --------------
133,883.00 1,931.41 3,607,504.33 3,607,504.33
1,929,691.82 1,929,691.82
6 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 8/14/09 60 PERFECT WORLD CO LTD A 3,765.00 285.39 142,978.89 142,978.89
248244 8/19/09 USD 830795 37.900 1.000 142,978.89 142,978.89
PUR 8/17/09 60 PERFECT WORLD CO LTD A 55,361.00 3,842.36 1,925,024.07 1,925,024.07
248244 8/20/09 USD 830820 34.703 1.000 1,925,024.07 1,925,024.07
---------------- --------- ---------------- ------------ ---------------- --------------
59,126.00 4,127.75 2,068,002.96 2,068,002.96
2,068,002.96 2,068,002.96
2 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 8/04/09 60 GPO MEXICO SA SER B 267,631.00 1,172.35 5,135,086.68 5,135,086.68
248141 8/07/09 MXN 830676 19.130 13.101 391,955.45 391,955.45
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 91
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/05/09 60 GPO MEXICO SA SER B 161,968.00 712.68 3,132,484.92 3,132,484.92
248141 8/10/09 MXN 830675 19.282 13.147 238,271.58 238,271.58
PUR 8/05/09 60 GPO MEXICO SA SER B 53,200.00 232.81 1,023,298.39 1,023,298.39
248141 8/10/09 MXN 830694 19.177 13.147 77,836.90 77,836.90
PUR 8/06/09 60 GPO MEXICO SA SER B 497,001.00 2,286.18 9,923,580.00 9,923,580.00
248141 8/11/09 MXN 830699 19.907 12.983 764,345.96 764,345.96
---------------- --------- ---------------- ------------ ---------------- --------------
979,800.00 4,404.02 19,214,449.99 19,214,449.99
1,472,409.89 1,472,409.89
4 TRANSACTIONS IN COUNTRY: MEXICO (7800)
---------------- --------- ---------------- ------------ ---------------- --------------
1,778,399.00 25,864.653,643,215,268.99 3,643,215,268.99
12,047,939.58 12,047,939.58
31 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
1,778,399.00 25,864.653,643,215,268.99 3,643,215,268.99
12,047,939.58 12,047,939.58
31 "PUR " TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 92
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/13/09 60 OTP BANK NYRT HUF 100. 29,095.00 2,628.05 141,058,979.20 78,867,732.72 62,191,246.48
246373 8/18/09 HUF 830795 4865.24 188.521 748,242.12 357,075.49 391,166.63
---------------- --------- ---------------- ------------ ---------------- --------------
29,095.00 2,628.05 141,058,979.20 78,867,732.72 62,191,246.48
748,242.12 357,075.49 391,166.63
1 TRANSACTION IN COUNTRY: HUNGARY (2800)
SALE 8/12/09 60 CHINA CITIC BANK C 1,283,000.00 2,761.57 6,111,464.47 5,514,148.59 597,315.88
239771 8/14/09 HKD 830769 4.780 7.751 788,515.01 707,943.89 80,571.12
---------------- --------- ---------------- ------------ ---------------- --------------
1,283,000.00 2,761.57 6,111,464.47 5,514,148.59 597,315.88
788,515.01 707,943.89 80,571.12
1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 8/07/09 60 SHANGHAI INDUSTRIAL HL 150,000.00 2,658.17 5,882,348.65 3,701,463.67 2,180,884.98
239784 8/11/09 HKD 830706 39.353 7.750 758,993.14 475,460.91 283,532.23
---------------- --------- ---------------- ------------ ---------------- --------------
150,000.00 2,658.17 5,882,348.65 3,701,463.67 2,180,884.98
758,993.14 475,460.91 283,532.23
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
SALE 7/31/09 60 POSCO 1,024.00 1,526.26 504,637,407.00 453,273,471.52 51,363,935.48
239562 8/04/09 KRW 830582 494640. 1227.90 410,975.98 398,932.31 12,043.67
SALE 8/26/09 60 KT+G CORP KRW 5000.0 30,956.00 9,300.632,056,314,787.00 2,568,364,010.00 -512049223.00
243871 8/28/09 KRW 830910 66801.1 1245.10 1,651,525.81 1,906,095.52 -254,569.71
---------------- --------- ---------------- ------------ ---------------- --------------
31,980.00 10,826.892,560,952,194.00 3,021,637,481.52 -460685287.52
2,062,501.79 2,305,027.83 -242,526.04
2 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: 93
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/13/09 60 NASPERS LTD ZAR 0.02 20,000.00 1,452.82 4,648,990.39 3,301,505.53 1,347,484.86
244867 8/20/09 ZAR 830795 233.032 8.020 579,674.61 338,072.51 241,602.10
---------------- --------- ---------------- ------------ ---------------- --------------
20,000.00 1,452.82 4,648,990.39 3,301,505.53 1,347,484.86
579,674.61 338,072.51 241,602.10
1 TRANSACTION IN COUNTRY: SOUTH AFRICA (6200)
SALE 8/14/09 60 ADVANCED INFO SERVICE 141,200.00 1,097.55 12,517,109.60 10,931,030.59 1,586,079.01
243399 8/19/09 THB 830803 88.913 34.030 367,825.73 318,761.93 49,063.80
SALE 8/14/09 60 ADVANCED INFO SERVICE 225,100.00 1,749.43 19,951,541.87 17,426,168.45 2,525,373.42
243399 8/19/09 THB 830808 88.899 34.030 586,292.74 508,167.91 78,124.83
SALE 8/17/09 60 ADVANCED INFO SERVICE 268,400.00 2,063.18 23,543,661.16 20,778,247.95 2,765,413.21
243399 8/20/09 THB 830804 87.980 34.050 691,443.79 605,918.56 85,525.23
---------------- --------- ---------------- ------------ ---------------- --------------
634,700.00 4,910.16 56,012,312.63 49,135,446.99 6,876,865.64
1,645,562.26 1,432,848.40 212,713.86
3 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 8/06/09 60 OGX PETROLEO E GAS PAR 92.00 181.29 110,068.80 98,844.58 11,224.22
241566 8/11/09 BRL 830706 1200.00 1.827 60,248.95 53,898.61 6,350.34
SALE 8/07/09 60 OGX PETROLEO E GAS PAR 277.00 549.33 333,102.63 297,608.15 35,494.48
241566 8/12/09 BRL 830719 1206.15 1.825 182,562.00 162,281.68 20,280.32
SALE 8/10/09 60 OGX PETROLEO E GAS PAR 786.00 1,539.67 940,370.40 844,476.56 95,893.84
241566 8/13/09 BRL 830749 1200.00 1.838 511,682.66 460,481.59 51,201.07
---------------- --------- ---------------- ------------ ---------------- --------------
1,155.00 2,270.29 1,383,541.83 1,240,929.29 142,612.54
754,493.61 676,661.88 77,831.73
3 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 94
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/24/09 60 GPO MEXICO SA SER B 550,000.00 2,531.77 10,775,187.17 10,643,902.38 131,284.79
248141 8/27/09 MXN 830898 19.650 12.806 841,390.80 815,645.89 25,744.91
---------------- --------- ---------------- ------------ ---------------- --------------
550,000.00 2,531.77 10,775,187.17 10,643,902.38 131,284.79
841,390.80 815,645.89 25,744.91
1 TRANSACTION IN COUNTRY: MEXICO (7800)
SALE 8/13/09 60 SISTEMA JSFC-REG S SPO 30,000.00 877.63 437,935.37 804,131.09 -366,195.72
239567 8/18/09 USD 830795 14.627 1.000 437,935.37 804,131.09 -366,195.72
---------------- --------- ---------------- ------------ ---------------- --------------
30,000.00 877.63 437,935.37 804,131.09 -366,195.72
437,935.37 804,131.09 -366,195.72
1 TRANSACTION IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
2,729,930.00 30,917.352,787,262,953.71 3,174,846,741.78 -387583788.07
8,617,308.71 7,912,867.89 704,440.82
14 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
2,729,930.00 30,917.352,787,262,953.71 3,174,846,741.78 -387583788.07
8,617,308.71 7,912,867.89 704,440.82
14 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
---------------- --------- ---------------- ------------ ---------------- --------------
4,508,329.00 56,782.006,430,478,222.70 6,818,062,010.77 -387583788.07
20,665,248.29 19,960,807.47 704,440.82
45 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: 95
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/05/09 60 ISHARES TR MSCI EMERGI 33,540.00 335.40 1,226,151.97 1,226,151.97
247590 8/10/09 USD TID790 36.548 1.000 1,226,151.97 1,226,151.97
PUR 8/12/09 60 ISHARES TR MSCI EMERGI 17,100.00 171.00 613,577.07 613,577.07
247590 8/17/09 USD TID794 35.872 1.000 613,577.07 613,577.07
PUR 8/20/09 60 ISHARES TR MSCI EMERGI 77,200.00 772.00 2,729,892.36 2,729,892.36
247590 8/25/09 USD TID797 35.351 1.000 2,729,892.36 2,729,892.36
---------------- --------- ---------------- ------------ ---------------- --------------
127,840.00 1,278.40 4,569,621.40 4,569,621.40
4,569,621.40 4,569,621.40
3 TRANSACTIONS IN COUNTRY: KOREA (4500)
---------------- --------- ---------------- ------------ ---------------- --------------
127,840.00 1,278.40 4,569,621.40 4,569,621.40
4,569,621.40 4,569,621.40
3 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
PUR 8/03/09 60 CENTRAL EUROPEAN MEDIA 6,600.00 264.00 146,520.66 146,520.66
248137 8/06/09 USD TID789 22.160 1.000 146,520.66 146,520.66
PUR 8/04/09 60 CENTRAL EUROPEAN MEDIA 6,600.00 264.00 152,319.42 152,319.42
248137 8/07/09 USD TID790 23.039 1.000 152,319.42 152,319.42
PUR 8/05/09 60 CENTRAL EUROPEAN MEDIA 6,600.00 264.00 149,716.38 149,716.38
248137 8/10/09 USD TID790 22.644 1.000 149,716.38 149,716.38
PUR 8/06/09 60 CENTRAL EUROPEAN MEDIA 8,300.00 332.00 197,911.84 197,911.84
248137 8/11/09 USD TID791 23.805 1.000 197,911.84 197,911.84
PUR 8/24/09 60 CENTRAL EUROPEAN MEDIA 3,500.00 140.00 101,590.30 101,590.30
248137 8/27/09 USD TID798 28.986 1.000 101,590.30 101,590.30
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 96
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/25/09 60 CENTRAL EUROPEAN MEDIA 7,800.00 156.00 231,114.00 231,114.00
248137 8/28/09 USD TID799 29.610 1.000 231,114.00 231,114.00
PUR 8/25/09 60 CENTRAL EUROPEAN MEDIA 3,500.00 140.00 104,125.35 104,125.35
248137 8/28/09 USD TID799 29.710 1.000 104,125.35 104,125.35
---------------- --------- ---------------- ------------ ---------------- --------------
42,900.00 1,560.00 1,083,297.95 1,083,297.95
1,083,297.95 1,083,297.95
7 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
PUR 8/24/09 60 BANK PEKAO SA PLN 1.0 12,689.00 1,941.92 1,858,405.05 1,858,405.05
248411 8/27/09 PLN TID798 146.020 2.862 649,247.15 649,247.15
PUR 8/25/09 60 BANK PEKAO SA PLN 1.0 11,580.00 2,179.41 1,780,748.61 1,780,748.61
248411 8/28/09 PLN TID799 153.242 2.850 624,867.92 624,867.92
---------------- --------- ---------------- ------------ ---------------- --------------
24,269.00 4,121.33 3,639,153.66 3,639,153.66
1,274,115.07 1,274,115.07
2 TRANSACTIONS IN COUNTRY: POLAND (2300)
PUR 8/03/09 60 DELTA ELECTRS INC NPV 55,402.00 2,216.08 731,644.35 731,644.35
248140 8/06/09 USD TID789 13.166 1.000 731,644.35 731,644.35
PUR 8/04/09 60 DELTA ELECTRS INC NPV 65,328.00 2,613.12 859,638.09 859,638.09
248140 8/07/09 USD TID789 13.119 1.000 859,638.09 859,638.09
PUR 8/05/09 60 DELTA ELECTRS INC NPV 62,070.00 2,482.80 816,723.27 816,723.27
248140 8/10/09 USD TID790 13.118 1.000 816,723.27 816,723.27
---------------- --------- ---------------- ------------ ---------------- --------------
182,800.00 7,312.00 2,408,005.71 2,408,005.71
2,408,005.71 2,408,005.71
3 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 97
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/25/09 60 CHINA SHIPPING DEV - H 790,000.00 3,316.00 8,342,740.68 8,342,740.68
248413 8/27/09 HKD TID799 10.528 7.750 1,076,454.89 1,076,454.89
PUR 8/26/09 60 CHINA SHIPPING DEV - H 404,000.00 1,702.74 4,284,245.17 4,284,245.17
248413 8/28/09 HKD TID799 10.572 7.751 552,748.77 552,748.77
PUR 8/27/09 60 CHINA SHIPPING DEV - H 402,000.00 1,648.18 4,146,982.94 4,146,982.94
248413 8/31/09 HKD TID799 10.284 7.751 535,039.34 535,039.34
---------------- --------- ---------------- ------------ ---------------- --------------
1,596,000.00 6,666.92 16,773,968.79 16,773,968.79
2,164,243.00 2,164,243.00
3 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 8/03/09 60 COSCO PACIFIC LTD HKD 154,000.00 709.06 1,783,532.90 1,783,532.90
248138 8/05/09 HKD TID789 11.546 7.750 230,139.22 230,139.22
PUR 8/04/09 60 COSCO PACIFIC LTD HKD 140,000.00 708.43 1,782,146.21 1,782,146.21
248138 8/06/09 HKD TID789 12.690 7.750 229,960.28 229,960.28
PUR 8/05/09 60 COSCO PACIFIC LTD HKD 108,000.00 545.63 1,372,513.11 1,372,513.11
248138 8/07/09 HKD TID790 12.669 7.750 177,093.90 177,093.90
PUR 8/06/09 60 COSCO PACIFIC LTD HKD 164,000.00 836.01 2,103,137.02 2,103,137.02
248138 8/10/09 HKD TID790 12.785 7.750 271,376.02 271,376.02
PUR 8/07/09 60 COSCO PACIFIC LTD HKD 228,000.00 1,141.64 2,871,980.76 2,871,980.76
248138 8/11/09 HKD TID791 12.558 7.750 370,568.60 370,568.60
PUR 8/10/09 60 COSCO PACIFIC LTD HKD 88,000.00 449.87 1,131,505.76 1,131,505.76
248138 8/12/09 HKD TID792 12.818 7.750 145,998.86 145,998.86
PUR 8/11/09 60 COSCO PACIFIC LTD HKD 62,000.00 316.96 797,439.12 797,439.12
248138 8/13/09 HKD TID792 12.822 7.750 102,891.39 102,891.39
PUR 8/12/09 60 COSCO PACIFIC LTD HKD 64,000.00 328.82 827,233.39 827,233.39
248138 8/14/09 HKD TID794 12.886 7.751 106,731.53 106,731.53
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: 98
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/12/09 60 COSCO PACIFIC LTD HKD 46,000.00 158.22 587,726.29 587,726.29
248138 8/14/09 HKD TID794 12.750 7.751 75,829.78 75,829.78
PUR 8/17/09 60 COSCO PACIFIC LTD HKD 124,000.00 629.38 1,583,422.96 1,583,422.96
248138 8/19/09 HKD TID795 12.730 7.751 204,294.19 204,294.19
PUR 8/18/09 60 COSCO PACIFIC LTD HKD 304,000.00 1,517.44 3,817,902.64 3,817,902.64
248138 8/20/09 HKD TID796 12.520 7.751 492,562.69 492,562.69
---------------- --------- ---------------- ------------ ---------------- --------------
1,482,000.00 7,341.46 18,658,540.16 18,658,540.16
2,407,446.46 2,407,446.46
11 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 7/30/09 60 KOREAN AIR LINES CO LT 15,980.00 189.95 671,255,979.00 671,255,979.00
247971 8/03/09 KRW TID787 41991.3 1236.40 542,911.66 542,911.66
PUR 8/03/09 60 KOREAN AIR LINES CO LT 23,030.00 292.951,023,115,909.00 1,023,115,909.00
247971 8/05/09 KRW TID789 44409.8 1221.90 837,315.58 837,315.58
PUR 8/10/09 60 KB FINANCIAL GROUP INC 36,837.00 4,270.002,102,495,911.00 2,102,495,911.00
248239 8/12/09 KRW TID792 56933.3 1227.90 1,712,269.66 1,712,269.66
PUR 8/11/09 60 KB FINANCIAL GROUP INC 3,661.00 49.13 202,951,281.00 202,951,281.00
248239 8/13/09 KRW TID792 55419.3 1238.80 163,828.93 163,828.93
PUR 8/20/09 60 KB FINANCIAL GROUP INC 14,026.00 1,482.46 741,120,920.00 741,120,920.00
248239 8/24/09 KRW TID797 52707.3 1246.70 594,466.13 594,466.13
PUR 8/25/09 60 SHINHAN FINANCIAL GROU 72,410.00 6,122.533,064,255,483.00 3,064,255,483.00
248414 8/27/09 KRW TID799 42212.5 1248.10 2,455,136.19 2,455,136.19
---------------- --------- ---------------- ------------ ---------------- --------------
165,944.00 12,407.027,805,195,483.00 7,805,195,483.00
6,305,928.15 6,305,928.15
6 TRANSACTIONS IN COUNTRY: KOREA (4500)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 99
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/03/09 60 BUMI RESOURCES TBK PT 5,972,000.00 17350147028.00 17350147028.00
248136 8/06/09 IDR TID789 2905.24 9890.00 1,754,312.14 1,754,312.14
PUR 8/21/09 60 BUMI RESOURCES TBK PT 1,794,000.00 5,341,264,375.00 5,341,264,375.00
248136 8/26/09 IDR TID797 2977.29 10005.0 533,859.51 533,859.51
---------------- --------- ---------------- ------------ ---------------- --------------
7,766,000.00 22691411403.00 22691411403.00
2,288,171.65 2,288,171.65
2 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 8/20/09 60 IMPERIAL HOLDINGS LTD 24,944.00 971.96 1,717,262.53 1,717,262.53
248300 8/27/09 ZAR TID797 68.536 7.915 216,963.05 216,963.05
PUR 8/21/09 60 IMPERIAL HOLDINGS LTD 10,611.00 437.37 761,604.96 761,604.96
248300 8/28/09 ZAR TID797 71.454 7.801 97,630.40 97,630.40
PUR 8/21/09 60 NASPERS LTD ZAR 0.02 20,315.00 2,870.59 4,998,656.05 4,998,656.05
247875 8/28/09 ZAR TID797 244.955 7.801 640,779.40 640,779.40
PUR 8/24/09 60 IMPERIAL HOLDINGS LTD 80,512.00 3,466.89 6,014,880.79 6,014,880.79
248300 8/31/09 ZAR TID798 74.373 7.772 773,886.85 773,886.85
---------------- --------- ---------------- ------------ ---------------- --------------
136,382.00 7,746.81 13,492,404.33 13,492,404.33
1,729,259.70 1,729,259.70
4 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 7/30/09 60 PTT CHEMICAL PCL-FOREI 245,100.00 1,230.09 13,523,315.81 13,523,315.81
248211 8/04/09 THB TID787 55.004 34.030 397,393.94 397,393.94
PUR 7/31/09 60 PTT CHEMICAL PCL-FOREI 326,300.00 1,766.57 19,415,529.38 19,415,529.38
248211 8/05/09 THB TID788 59.318 34.020 570,709.27 570,709.27
PUR 8/03/09 60 PTT CHEMICAL PCL-FOREI 205,900.00 1,174.14 12,885,430.48 12,885,430.48
248211 8/06/09 THB TID789 62.387 33.970 379,317.94 379,317.94
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: 100
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/11/09 60 PTT CHEMICAL PCL-FOREI 31,400.00 177.68 1,952,844.82 1,952,844.82
248211 8/17/09 THB TID792 62.000 34.020 57,402.85 57,402.85
PUR 8/18/09 60 PTT CHEMICAL PCL-FOREI 20,700.00 119.71 1,287,474.80 1,287,474.80
248211 8/21/09 THB TID796 62.000 34.040 37,822.41 37,822.41
---------------- --------- ---------------- ------------ ---------------- --------------
829,400.00 4,468.19 49,064,595.29 49,064,595.29
1,442,646.41 1,442,646.41
5 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 7/29/09 60 LOJAS RENNER SA NPV 8,000.00 243.11 214,603.70 214,603.70
247972 8/03/09 BRL TID787 26.768 1.893 113,355.01 113,355.01
PUR 7/30/09 60 LOJAS RENNER SA NPV 200.00 6.29 5,505.68 5,505.68
247972 8/04/09 BRL TID788 27.469 1.878 2,932.45 2,932.45
PUR 7/30/09 60 LOJAS RENNER SA NPV 39,400.00 1,238.95 1,084,619.46 1,084,619.46
247972 8/04/09 BRL TID788 27.469 1.878 577,693.45 577,693.45
PUR 7/31/09 60 LOJAS RENNER SA NPV 16,100.00 588.05 443,309.12 443,309.12
247972 8/05/09 BRL TID789 27.466 1.876 236,280.31 236,280.31
PUR 8/03/09 60 LOJAS RENNER SA NPV 187.00 6.29 5,380.08 5,380.08
247972 8/06/09 BRL TID789 28.709 1.834 2,932.88 2,932.88
PUR 8/03/09 60 LOJAS RENNER SA NPV 2,613.00 87.89 75,177.33 75,177.33
247972 8/06/09 BRL TID789 28.709 1.834 40,981.97 40,981.97
PUR 8/04/09 60 LOJAS RENNER SA NPV 402.00 13.91 11,902.33 11,902.33
247972 8/07/09 BRL TID790 29.544 1.835 6,484.52 6,484.52
PUR 8/04/09 60 LOJAS RENNER SA NPV 28,098.00 972.03 831,919.61 831,919.61
247972 8/07/09 BRL TID790 29.544 1.835 453,238.69 453,238.69
PUR 8/05/09 60 LOJAS RENNER SA NPV 17,000.00 691.98 509,147.26 509,147.26
247972 8/10/09 BRL TID790 29.875 1.831 278,040.22 278,040.22
---------------- --------- ---------------- ------------ ---------------- --------------
112,000.00 3,848.50 3,181,564.57 3,181,564.57
1,711,939.50 1,711,939.50
9 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: 101
TRANS-TYPE: PUR SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 7/29/09 60 INFOSYS TECHNOLOGIES L 28,800.00 288.00 1,191,798.72 1,191,798.72
247873 8/03/09 USD TID787 41.372 1.000 1,191,798.72 1,191,798.72
---------------- --------- ---------------- ------------ ---------------- --------------
28,800.00 288.00 1,191,798.72 1,191,798.72
1,191,798.72 1,191,798.72
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
12,366,495.00 55,760.23 30606100215.18 30606100215.18
24,006,852.32 24,006,852.32
53 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
12,494,335.00 57,038.63 30610669836.58 30610669836.58
28,576,473.72 28,576,473.72
56 "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: 102
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/17/09 60 ISHARES TAIWAN WEBS IN 275,100.00 2,827.35 2,967,840.00 3,050,245.77 -82,405.77
242792 8/20/09 USD TID795 10.799 1.000 2,967,840.00 3,050,245.77 -82,405.77
---------------- --------- ---------------- ------------ ---------------- --------------
275,100.00 2,827.35 2,967,840.00 3,050,245.77 -82,405.77
2,967,840.00 3,050,245.77 -82,405.77
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
SALE 8/10/09 60 ISHARES TR MSCI EMERGI 34,100.00 372.66 1,231,278.42 1,090,673.28 140,605.14
247590 8/11/09 USD TID792 36.119 1.000 1,231,278.42 1,090,673.28 140,605.14
SALE 8/10/09 60 ISHARES TR MSCI EMERGI 14,000.00 153.00 505,433.20 447,783.75 57,649.45
247590 8/11/09 USD TID792 36.113 1.000 505,433.20 447,783.75 57,649.45
SALE 8/25/09 60 ISHARES TR MSCI EMERGI 12,600.00 137.79 458,502.21 418,449.91 40,052.30
247590 8/28/09 USD TID799 36.400 1.000 458,502.21 418,449.91 40,052.30
---------------- --------- ---------------- ------------ ---------------- --------------
60,700.00 663.45 2,195,213.83 1,956,906.94 238,306.89
2,195,213.83 1,956,906.94 238,306.89
3 TRANSACTIONS IN COUNTRY: KOREA (4500)
---------------- --------- ---------------- ------------ ---------------- --------------
335,800.00 3,490.80 5,163,053.83 5,007,152.71 155,901.12
5,163,053.83 5,007,152.71 155,901.12
4 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
SALE 8/03/09 60 CIMSA CIMENTO SANAYI V 8,012.00 64.21 37,392.02 40,533.31 -3,141.29
241881 8/05/09 TRY TID789 4.679 1.459 25,619.75 33,187.94 -7,568.19
SALE 8/04/09 60 CIMSA CIMENTO SANAYI V 29,297.00 235.95 137,915.68 148,215.71 -10,300.03
241881 8/06/09 TRY TID789 4.719 1.465 94,146.82 121,356.34 -27,209.52
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 103
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/05/09 60 CIMSA CIMENTO SANAYI V 20,940.00 168.47 98,921.83 105,937.03 -7,015.20
241881 8/07/09 TRY TID790 4.736 1.472 67,220.60 86,739.32 -19,518.72
SALE 8/06/09 60 CIMSA CIMENTO SANAYI V 20,643.00 163.17 96,157.68 104,434.48 -8,276.80
241881 8/10/09 TRY TID790 4.670 1.477 65,103.37 85,509.06 -20,405.69
SALE 8/07/09 60 CIMSA CIMENTO SANAYI V 8,696.00 69.12 40,508.79 43,993.71 -3,484.92
241881 8/11/09 TRY TID791 4.670 1.469 27,577.64 36,021.25 -8,443.61
SALE 8/10/09 60 CIMSA CIMENTO SANAYI V 48,726.00 387.66 228,502.85 246,508.48 -18,005.63
241881 8/12/09 TRY TID792 4.701 1.477 154,676.00 201,836.69 -47,160.69
SALE 8/11/09 60 CIMSA CIMENTO SANAYI V 14,888.00 116.17 69,739.26 75,319.51 -5,580.25
241881 8/13/09 TRY TID792 4.696 1.505 46,350.70 61,670.25 -15,319.55
SALE 8/13/09 60 CIMSA CIMENTO SANAYI V 21,956.00 175.57 103,537.50 111,077.05 -7,539.55
241881 8/17/09 TRY TID794 4.728 1.478 70,052.44 90,947.88 -20,895.44
SALE 8/14/09 60 CIMSA CIMENTO SANAYI V 29,561.00 231.73 137,931.80 149,551.31 -11,619.51
241881 8/18/09 TRY TID795 4.678 1.492 92,459.98 122,449.91 -29,989.93
SALE 8/17/09 60 CIMSA CIMENTO SANAYI V 9,567.00 71.79 43,139.50 48,400.17 -5,260.67
241881 8/19/09 TRY TID795 4.520 1.506 28,645.09 39,629.18 -10,984.09
SALE 8/18/09 60 AKSIGORTA 44,386.00 374.00 223,823.59 170,099.29 53,724.30
246991 8/20/09 TRY TID796 5.055 1.500 149,225.68 109,807.31 39,418.37
SALE 8/18/09 60 CIMSA CIMENTO SANAYI V 12,821.00 97.24 58,193.55 64,862.39 -6,668.84
241881 8/20/09 TRY TID796 4.550 1.500 38,798.29 53,108.15 -14,309.86
SALE 8/19/09 60 AKSIGORTA 111,751.00 911.80 546,734.87 428,260.39 118,474.48
246991 8/21/09 TRY TID796 4.905 1.503 363,810.80 276,462.77 87,348.03
SALE 8/19/09 60 CIMSA CIMENTO SANAYI V 10,170.00 77.58 46,516.94 51,450.79 -4,933.85
241881 8/21/09 TRY TID796 4.585 1.503 30,953.51 42,126.98 -11,173.47
SALE 8/20/09 60 AKSIGORTA 64,567.00 541.36 321,712.32 247,438.40 74,273.92
246991 8/24/09 TRY TID797 4.995 1.489 216,001.29 159,733.44 56,267.85
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 104
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/21/09 60 AKSIGORTA 277,947.00 2,352.73 1,394,217.80 1,065,168.90 329,048.90
246991 8/25/09 TRY TID797 5.029 1.485 938,740.78 687,617.98 251,122.80
SALE 8/24/09 60 AKSIGORTA 69,416.00 611.36 362,560.45 266,021.09 96,539.36
246991 8/26/09 TRY TID798 5.236 1.486 243,934.91 171,729.47 72,205.44
---------------- --------- ---------------- ------------ ---------------- --------------
803,344.00 6,649.91 3,947,506.43 3,367,272.01 580,234.42
2,653,317.65 2,379,933.92 273,383.73
17 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 8/03/09 60 HTC CORP (formerly HIG 52,356.00 2,617.80 2,327,224.20 2,299,123.65 28,100.55
245019 8/06/09 USD TID789 44.500 1.000 2,327,224.20 2,299,123.65 28,100.55
SALE 8/24/09 60 CHUNGHWA TELECOM LTD A 20,300.00 820.87 344,157.33 355,820.84 -11,663.51
246133 8/27/09 USD TID798 16.994 1.000 344,157.33 355,820.84 -11,663.51
SALE 8/25/09 60 CHUNGHWA TELECOM LTD A 25,500.00 1,020.00 428,820.75 446,967.07 -18,146.32
246133 8/26/09 USD TID799 16.857 1.000 428,820.75 446,967.07 -18,146.32
SALE 8/25/09 60 CHUNGHWA TELECOM LTD A 40,100.00 1,604.00 674,305.56 702,877.62 -28,572.06
246133 8/26/09 USD TID799 16.856 1.000 674,305.56 702,877.62 -28,572.06
---------------- --------- ---------------- ------------ ---------------- --------------
138,256.00 6,062.67 3,774,507.84 3,804,789.18 -30,281.34
3,774,507.84 3,804,789.18 -30,281.34
4 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
SALE 8/03/09 60 CHINA SHENHUA ENERGY C 228,500.00 1,327.38 7,132,737.32 6,072,909.91 1,059,827.41
239263 8/05/09 HKD TID789 31.261 7.750 920,376.95 780,499.95 139,877.00
SALE 8/19/09 60 WEICHAI POWER CO LTD C 16,000.00 241.76 604,342.01 454,237.17 150,104.84
247228 8/21/09 HKD TID796 37.889 7.752 77,964.52 58,598.65 19,365.87
SALE 8/19/09 60 WEICHAI POWER CO LTD C 14,000.00 208.61 521,672.18 397,457.52 124,214.66
247228 8/21/09 HKD TID796 37.378 7.752 67,299.51 51,273.82 16,025.69
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: 105
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/20/09 60 WEICHAI POWER CO LTD C 9,000.00 126.99 317,332.22 255,508.41 61,823.81
247228 8/24/09 HKD TID797 35.369 7.751 40,940.81 32,961.74 7,979.07
SALE 8/21/09 60 CHINA RAILWAY CONS 248,000.00 1,136.78 2,842,618.11 2,910,592.47 -67,974.36
247593 8/25/09 HKD TID797 11.498 7.751 366,727.92 375,563.09 -8,835.17
SALE 8/21/09 60 WEICHAI POWER CO LTD C 41,000.00 579.22 1,448,460.13 1,163,982.74 284,477.39
247228 8/25/09 HKD TID797 35.438 7.751 186,866.74 150,159.04 36,707.70
SALE 8/24/09 60 CHINA RAILWAY CONS 153,500.00 711.08 1,777,729.23 1,801,515.90 -23,786.67
247593 8/26/09 HKD TID798 11.617 7.750 229,381.46 232,455.38 -3,073.92
SALE 8/24/09 60 WEICHAI POWER CO LTD C 44,000.00 627.04 1,567,682.79 1,249,152.20 318,530.59
247228 8/26/09 HKD TID798 35.740 7.750 202,279.04 161,146.28 41,132.76
SALE 8/25/09 60 CHINA RAILWAY CONS 284,000.00 1,285.58 3,214,203.29 3,333,097.82 -118,894.53
247593 8/27/09 HKD TID799 11.353 7.750 414,725.21 430,080.32 -15,355.11
SALE 8/25/09 60 CHINA RAILWAY CONS 60,000.00 269.41 673,512.00 704,175.60 -30,663.60
247593 8/27/09 HKD TID799 11.260 7.750 86,902.53 90,862.04 -3,959.51
SALE 8/25/09 60 WEICHAI POWER CO LTD C 25,000.00 349.51 873,733.73 709,745.57 163,988.16
247228 8/27/09 HKD TID799 35.058 7.750 112,736.93 91,560.39 21,176.54
SALE 8/26/09 60 CHINA RAILWAY CONS 183,500.00 835.76 2,089,587.68 2,153,603.70 -64,016.02
247593 8/28/09 HKD TID799 11.423 7.751 269,596.39 277,886.40 -8,290.01
SALE 8/27/09 60 CHINA RAILWAY CONS 79,000.00 356.75 892,075.84 927,164.53 -35,088.69
247593 8/31/09 HKD TID799 11.327 7.751 115,094.68 119,635.02 -4,540.34
SALE 8/27/09 60 CHINA RAILWAY CONS 58,500.00 262.96 657,367.99 686,571.21 -29,203.22
247593 8/31/09 HKD TID799 11.272 7.751 84,812.92 88,590.49 -3,777.57
---------------- --------- ---------------- ------------ ---------------- --------------
1,444,000.00 8,318.83 24,613,054.52 22,819,714.75 1,793,339.77
3,175,705.61 2,941,272.61 234,433.00
14 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 106
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/04/09 60 ASTRA AGRO LESTARI TBK 806,500.00 15600877263.00 9,036,629,292.58 6564247970.42
244131 8/07/09 IDR TID789 19343.9 9860.00 1,582,239.07 823,099.51 759,139.56
---------------- --------- ---------------- ------------ ---------------- --------------
806,500.00 15600877263.00 9,036,629,292.58 6564247970.42
1,582,239.07 823,099.51 759,139.56
1 TRANSACTION IN COUNTRY: INDONESIA (4600)
SALE 7/27/09 60 MASSMART ZAR0.01 20,370.00 403.43 1,561,921.44 1,645,990.15 -84,068.71
243931 8/03/09 ZAR TID786 76.831 7.759 201,312.26 167,681.60 33,630.66
SALE 7/28/09 60 MASSMART ZAR0.01 17,765.00 350.43 1,371,860.29 1,435,494.12 -63,633.83
243931 8/04/09 ZAR TID787 77.377 7.845 174,866.20 146,237.78 28,628.42
SALE 7/29/09 60 MASSMART ZAR0.01 9,469.00 64.11 721,505.84 765,138.97 -43,633.13
243931 8/05/09 ZAR TID787 76.250 7.884 91,515.20 77,946.84 13,568.36
SALE 7/29/09 60 MASSMART ZAR0.01 8,897.00 169.88 668,347.61 718,918.72 -50,571.11
243931 8/05/09 ZAR TID787 75.271 7.884 84,772.65 73,238.25 11,534.40
SALE 8/18/09 60 ANGLO PLATINUM LTD ZAR 8,046.00 1,277.59 5,131,568.12 4,973,909.10 157,659.02
247482 8/25/09 ZAR TID796 639.057 8.049 637,517.31 620,116.84 17,400.47
SALE 8/18/09 60 ANGLO PLATINUM LTD ZAR 1,698.00 269.86 1,082,849.96 1,049,676.57 33,173.39
247482 8/25/09 ZAR TID796 639.000 8.049 134,527.22 130,867.31 3,659.91
SALE 8/19/09 60 ANGLO PLATINUM LTD ZAR 2,854.00 437.70 1,756,991.70 1,764,297.36 -7,305.66
247482 8/26/09 ZAR TID796 616.858 8.044 218,411.78 219,961.90 -1,550.12
---------------- --------- ---------------- ------------ ---------------- --------------
69,099.00 2,973.00 12,295,044.96 12,353,424.99 -58,380.03
1,542,922.62 1,436,050.52 106,872.10
7 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 7/29/09 60 SIAM CEMENT PUB CO-FOR 10,100.00 169.77 1,812,227.85 1,391,252.23 420,975.62
247001 8/03/09 THB TID787 180.000 34.000 53,300.82 40,466.25 12,834.57
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 107
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 7/29/09 60 SIAM CEMENT PUB CO-FOR 23,600.00 396.69 4,234,512.60 3,250,846.78 983,665.82
247001 8/03/09 THB TID787 180.000 34.000 124,544.49 94,554.80 29,989.69
SALE 8/03/09 60 SIAM CEMENT PUB CO-FOR 8,600.00 161.81 1,725,690.36 1,184,630.61 541,059.75
247001 8/06/09 THB TID789 201.301 33.970 50,800.42 34,456.41 16,344.01
SALE 8/18/09 60 SIAM CEMENT PUB CO-FOR 82,800.00 1,465.99 15,667,309.77 11,405,513.29 4,261,796.48
247001 8/21/09 THB TID796 189.821 34.040 460,261.74 331,743.11 128,518.63
---------------- --------- ---------------- ------------ ---------------- --------------
125,100.00 2,194.26 23,439,740.58 17,232,242.91 6,207,497.67
688,907.47 501,220.57 187,686.90
4 TRANSACTIONS IN COUNTRY: THAILAND (6550)
SALE 8/19/09 60 CYRELA BRAZIL REALTY 10,000.00 244.45 209,845.12 90,920.94 118,924.18
243869 8/24/09 BRL TID797 21.030 1.850 113,411.40 39,586.36 73,825.04
SALE 8/20/09 60 BRASIL DISTR PAO ACU-S 5,500.00 226.86 266,544.59 193,853.74 72,690.85
241166 8/25/09 USD TID797 48.504 1.000 266,544.59 193,853.74 72,690.85
SALE 8/20/09 60 CYRELA BRAZIL REALTY 48,900.00 1,201.50 1,028,254.75 444,603.40 583,651.35
243869 8/25/09 BRL TID797 21.073 1.845 557,440.50 193,577.32 363,863.18
SALE 8/20/09 60 CYRELA BRAZIL REALTY 22,000.00 540.03 462,164.01 200,026.07 262,137.94
243869 8/25/09 BRL TID797 21.053 1.845 250,549.72 87,090.00 163,459.72
SALE 8/21/09 60 BRASIL DISTR PAO ACU-S 13,700.00 565.33 673,465.08 482,872.04 190,593.04
241166 8/26/09 USD TID797 49.199 1.000 673,465.08 482,872.04 190,593.04
SALE 8/26/09 60 TAM S A NPV ADR 9,700.00 391.40 131,638.21 76,987.64 54,650.57
246366 8/27/09 USD TID799 13.611 1.000 131,638.21 76,987.64 54,650.57
SALE 8/27/09 60 TAM S A NPV ADR 4,400.00 45.50 58,038.90 34,922.23 23,116.67
246366 8/28/09 USD TID800 13.201 1.000 58,038.90 34,922.23 23,116.67
SALE 8/27/09 60 TAM S A NPV ADR 7,900.00 318.72 105,267.94 62,701.28 42,566.66
246366 8/28/09 USD TID800 13.365 1.000 105,267.94 62,701.28 42,566.66
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 108
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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 8/28/09 60 TAM S A NPV ADR 5,500.00 221.89 72,966.61 43,652.79 29,313.82
246366 8/31/09 USD TID801 13.307 1.000 72,966.61 43,652.79 29,313.82
---------------- --------- ---------------- ------------ ---------------- --------------
127,600.00 3,755.68 3,008,185.21 1,630,540.13 1,377,645.08
2,229,322.95 1,215,243.40 1,014,079.55
9 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 8/03/09 60 CELLCOM ISRAEL LTD ILS 12,200.00 1,022.46 1,285,384.32 1,092,409.47 192,974.85
244707 8/05/09 ILS TID789 105.676 3.783 339,797.06 269,999.45 69,797.61
SALE 8/04/09 60 CELLCOM ISRAEL LTD ILS 17,300.00 1,399.97 1,801,943.50 1,549,072.45 252,871.05
244707 8/06/09 ILS TID790 104.472 3.873 465,257.81 382,868.07 82,389.74
SALE 8/05/09 60 CELLCOM ISRAEL LTD ILS 4,500.00 361.20 469,228.23 402,937.92 66,290.31
244707 8/10/09 ILS TID790 104.587 3.909 120,037.92 99,589.96 20,447.96
SALE 8/06/09 60 CELLCOM ISRAEL LTD ILS 2,800.00 224.97 293,156.52 250,716.93 42,439.59
244707 8/10/09 ILS TID791 105.014 3.921 74,765.75 61,967.09 12,798.66
SALE 8/10/09 60 CELLCOM ISRAEL LTD ILS 7,400.00 595.73 764,301.72 662,609.03 101,692.69
244707 8/12/09 ILS TID792 103.595 3.861 197,979.98 163,770.16 34,209.82
SALE 8/11/09 60 CELLCOM ISRAEL LTD ILS 22,400.00 1,782.76 2,286,939.02 2,005,735.43 281,203.59
244707 8/13/09 ILS TID793 102.403 3.860 592,471.25 495,736.69 96,734.56
---------------- --------- ---------------- ------------ ---------------- --------------
66,600.00 5,387.09 6,900,953.31 5,963,481.23 937,472.08
1,790,309.77 1,473,931.42 316,378.35
6 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
SALE 8/10/09 60 MAHINDRA +MAHINDRA GDR 37,946.00 1,517.84 613,101.11 310,656.34 302,444.77
245278 8/13/09 USD TID792 16.197 1.000 613,101.11 310,656.34 302,444.77
---------------- --------- ---------------- ------------ ---------------- --------------
37,946.00 1,517.84 613,101.11 310,656.34 302,444.77
613,101.11 310,656.34 302,444.77
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
3,618,445.00 36,859.28 15679469356.96 9,104,111,414.12 6575357942.84
18,050,334.09 14,886,197.47 3,164,136.62
63 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 109
TRANS-TYPE: SALE SETTLEMENTS FROM 8/01/09 THROUGH 8/31/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
3,954,245.00 40,350.08 15684632410.79 9,109,118,566.83 6575513843.96
23,213,387.92 19,893,350.18 3,320,037.74
67 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
16,448,580.00 97,388.71 46295302247.37 39719788403.41 6575513843.96
51,789,861.64 48,469,823.90 3,320,037.74
123 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
207,399,397.47 1265601.44 121519572004.92 110805814228.41 10713757776.51
1,083,974,592.38 1,063,151,022.44 20,823,569.94
1085 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****