S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 7/01/09 THROUGH 7/31/09 ** 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 6/30/09 60 RESEARCH IN MOTION 40,000.00 1,378.00 3,307,000.00 3,307,000.00
230321 7/06/09 CAD S26469 82.635 1.161 2,848,161.23 2,848,161.23
PUR 7/14/09 60 ROYAL BANK OF CANADA 60,000.00 526.78 2,862,168.00 2,862,168.00
230244 7/17/09 CAD S26493 47.693 1.139 2,512,877.96 2,512,877.96
PUR 7/14/09 60 TECK RESOURCES LTD. 60,000.00 526.78 1,167,264.00 1,167,264.00
241893 7/17/09 CAD S26493 19.444 1.139 1,024,814.75 1,024,814.75
PUR 7/14/09 60 TORONTO DOMINION BK ON 40,000.00 351.19 2,353,336.00 2,353,336.00
242764 7/17/09 CAD S26493 58.823 1.139 2,066,142.23 2,066,142.23
PUR 7/16/09 60 TECK RESOURCES LTD. 30,000.00 1,073.92 671,517.00 671,517.00
241893 7/21/09 CAD S26504 22.344 1.117 600,963.84 600,963.84
PUR 7/22/09 60 MANULIFE FINL CORP 40,000.00 1,455.87 922,372.00 922,372.00
230227 7/27/09 CAD S26514 23.019 1.099 839,282.98 839,282.98
PUR 7/22/09 60 ROYAL BANK OF CANADA 40,000.00 1,455.87 1,997,180.00 1,997,180.00
230244 7/27/09 CAD S26514 49.890 1.099 1,817,270.25 1,817,270.25
PUR 7/22/09 60 SUN LIFE FINL SVCS CDA 40,000.00 1,455.87 1,337,148.00 1,337,148.00
247136 7/27/09 CAD S26514 33.389 1.099 1,216,695.18 1,216,695.18
PUR 7/22/09 60 TORONTO DOMINION BK ON 20,000.00 727.93 1,211,536.00 1,211,536.00
242764 7/27/09 CAD S26514 60.537 1.099 1,102,398.54 1,102,398.54
PUR 7/23/09 60 SUN LIFE FINL SVCS CDA 40,000.00 1,469.37 1,382,180.00 1,382,180.00
247136 7/28/09 CAD S26520 34.515 1.089 1,269,336.03 1,269,336.03
PUR 7/24/09 60 TECK RESOURCES LTD. 20,000.00 740.40 520,758.00 520,758.00
241893 7/29/09 CAD S26525 25.998 1.081 481,960.20 481,960.20
PUR 7/28/09 60 BROOKFIELD ASSET MGMT 9,500.00 350.36 199,842.95 199,842.95
247918 7/31/09 CAD S26537 20.996 1.085 184,254.98 184,254.98
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 2
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/28/09 60 FAIRFAX FINL HLDGS LTD 4,000.00 147.52 1,265,992.00 1,265,992.00
247917 7/31/09 CAD S26537 316.458 1.085 1,167,243.22 1,167,243.22
---------------- --------- ---------------- ------------ ---------------- --------------
443,500.00 11,659.86 19,198,293.95 19,198,293.95
17,131,401.39 17,131,401.39
13 TRANSACTIONS IN COUNTRY: CANADA ( 300)
PUR 6/29/09 60 ATOS ORIGIN SA EUR 1.0 110,000.00 5,465.50 2,595,399.27 2,595,399.27
245479 7/02/09 EUR S26463 23.559 .711 3,649,129.09 3,649,129.09
PUR 6/30/09 60 ATOS ORIGIN SA EUR 1.0 61,580.00 3,143.56 1,496,190.19 1,496,190.19
245479 7/03/09 EUR S26465 24.260 .713 2,098,855.58 2,098,855.58
PUR 7/08/09 60 CARBONE LORRAINE EUR 2 23,612.00 433,988.56 433,988.56
237146 7/08/09 EUR 26502 18.380 .719 603,244.48 603,244.48
PUR 7/09/09 60 BOUYGUES EUR 1.0 300,000.00 6,521.95 7,780,005.20 7,780,005.20
238549 7/14/09 EUR S26482 25.918 .715 10,876,440.89 10,876,440.89
PUR 7/16/09 60 BOUYGUES EUR 1.0 350,000.00 20,604.01 9,745,401.21 9,745,401.21
238549 7/21/09 EUR S26498 27.802 .708 13,756,607.96 13,756,607.96
PUR 7/16/09 60 MICHELIN EUR 2.0 REGD 212,943.00 18,277.78 8,645,125.13 8,645,125.13
240580 7/21/09 EUR S26498 40.537 .708 12,203,458.29 12,203,458.29
PUR 7/16/09 60 RENAULT SA EUR 3.81 90,555.00 4,890.16 2,312,978.99 2,312,978.99
245378 7/21/09 EUR S26498 25.504 .708 3,265,001.05 3,265,001.05
---------------- --------- ---------------- ------------ ---------------- --------------
1,148,690.00 58,902.96 33,009,088.55 33,009,088.55
46,452,737.34 46,452,737.34
7 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
PUR 7/16/09 60 KONINKLIJKE DSM NV EUR 250,000.00 12,070.97 5,709,401.27 5,709,401.27
247020 7/21/09 EUR S26498 22.803 .708 8,059,390.60 8,059,390.60
---------------- --------- ---------------- ------------ ---------------- --------------
250,000.00 12,070.97 5,709,401.27 5,709,401.27
8,059,390.60 8,059,390.60
1 TRANSACTION IN COUNTRY: NETHERLANDS ( 600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 3
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/09/09 60 YARA INTERNATIONAL NOK 500,000.00 6,555.23 85,347,152.25 85,347,152.25
233900 7/14/09 NOK S26481 170.609 6.507 13,117,012.30 13,117,012.30
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 6,555.23 85,347,152.25 85,347,152.25
13,117,012.30 13,117,012.30
1 TRANSACTION IN COUNTRY: NORWAY ( 700)
PUR 6/29/09 60 SANDVIK AB 1,000,000.00 11,091.51 57,205,479.70 57,205,479.70
237431 7/02/09 SEK S26460 57.120 7.725 7,405,431.82 7,405,431.82
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 11,091.51 57,205,479.70 57,205,479.70
7,405,431.82 7,405,431.82
1 TRANSACTION IN COUNTRY: SWEDEN ( 800)
PUR 7/10/09 60 NOBEL BIOCARE HOLDING 250,000.00 2,882.78 5,216,152.82 5,216,152.82
234447 7/15/09 CHF S26486 20.852 1.085 4,807,514.12 4,807,514.12
PUR 7/16/09 60 GEORG FISCHER AG CHF 2 3,300.00 850.68 610,516.80 610,516.80
247766 7/21/09 CHF S26501 184.728 1.075 567,975.44 567,975.44
PUR 7/16/09 60 SIKA AG CHF 9.0 1,000.00 1,620.15 1,162,741.50 1,162,741.50
247768 7/21/09 CHF S26501 1161.00 1.075 1,081,720.63 1,081,720.63
PUR 7/16/09 60 SIKA AG CHF 9.0 896.00 1,462.27 1,049,430.80 1,049,430.80
247768 7/21/09 CHF S26501 1169.48 1.075 976,305.52 976,305.52
PUR 7/17/09 60 GEORG FISCHER AG CHF 2 15,200.00 4,215.18 3,033,567.62 3,033,567.62
247766 7/22/09 CHF S26506 199.278 1.078 2,814,331.22 2,814,331.22
PUR 7/17/09 60 SIKA AG CHF 9.0 442.00 729.60 525,078.44 525,078.44
247768 7/22/09 CHF S26506 1186.18 1.078 487,130.94 487,130.94
PUR 7/20/09 60 GEORG FISCHER AG CHF 2 11,651.00 3,411.79 2,436,480.58 2,436,480.58
247766 7/23/09 CHF S26511 208.809 1.070 2,277,936.22 2,277,936.22
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: 4
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/20/09 60 SIKA AG CHF 9.0 886.00 1,492.66 1,065,966.07 1,065,966.07
247768 7/23/09 CHF S26511 1201.32 1.070 996,602.53 996,602.53
PUR 7/21/09 60 GEORG FISCHER AG CHF 2 8,700.00 2,568.56 1,827,442.00 1,827,442.00
247766 7/24/09 CHF S26512 209.736 1.066 1,714,941.82 1,714,941.82
PUR 7/21/09 60 SIKA AG CHF 9.0 752.00 1,284.58 913,935.89 913,935.89
247768 7/24/09 CHF S26512 1213.52 1.066 857,672.57 857,672.57
PUR 7/22/09 60 GEORG FISCHER AG CHF 2 3,950.00 1,450.57 815,699.17 815,699.17
247766 7/27/09 CHF S26513 206.115 1.066 764,909.20 764,909.20
PUR 7/22/09 60 SIKA AG CHF 9.0 1,597.00 2,741.62 1,952,030.22 1,952,030.22
247768 7/27/09 CHF S26513 1220.48 1.066 1,830,485.95 1,830,485.95
PUR 7/23/09 60 GEORG FISCHER AG CHF 2 5,299.00 1,967.36 1,107,548.59 1,107,548.59
247766 7/28/09 CHF S26519 208.615 1.068 1,037,419.06 1,037,419.06
PUR 7/23/09 60 SIKA AG CHF 9.0 2,427.00 4,313.05 3,074,347.02 3,074,347.02
247768 7/28/09 CHF S26519 1264.83 1.068 2,879,680.61 2,879,680.61
PUR 7/24/09 60 GEORG FISCHER AG CHF 2 11,500.00 4,265.67 2,411,311.20 2,411,311.20
247766 7/29/09 CHF S26523 209.282 1.072 2,249,357.46 2,249,357.46
PUR 7/27/09 60 GEORG FISCHER AG CHF 2 7,673.00 2,853.19 1,612,703.34 1,612,703.34
247766 7/30/09 CHF S26533 209.780 1.072 1,504,527.79 1,504,527.79
PUR 7/28/09 60 GEORG FISCHER AG CHF 2 7,727.00 2,876.75 1,630,422.08 1,630,422.08
247766 7/31/09 CHF S26535 210.603 1.075 1,516,953.93 1,516,953.93
---------------- --------- ---------------- ------------ ---------------- --------------
333,000.00 40,986.46 30,445,374.14 30,445,374.14
28,365,465.01 28,365,465.01
17 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
PUR 6/26/09 60 INTERNATIONAL POWER PL 3,000,000.00 77,016.02 7,219,625.50 7,219,625.50
227679 7/01/09 UKP S26454 2.391 .605 11,925,380.74 11,925,380.74
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: 5
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/08/09 60 HSBC HLDGS 338,436.00 1,790,573.41 1,790,573.41
222843 7/08/09 UKP 26491 5.291 .622 2,881,032.80 2,881,032.80
PUR 7/09/09 60 INTERNATIONAL POWER PL 2,000,000.00 38,412.77 4,755,259.00 4,755,259.00
227679 7/14/09 UKP S26480 2.366 .616 7,720,641.65 7,720,641.65
PUR 7/10/09 60 INTERNATIONAL POWER PL 2,650,000.00 51,294.10 6,361,706.28 6,361,706.28
227679 7/15/09 UKP S26487 2.389 .617 10,309,788.07 10,309,788.07
PUR 7/13/09 60 INTERNATIONAL POWER PL 1,550,000.00 29,463.12 3,676,291.00 3,676,291.00
227679 7/16/09 UKP S26488 2.360 .621 5,921,765.11 5,921,765.11
PUR 7/15/09 60 INTERNATIONAL POWER PL 1,600,000.00 32,741.15 4,007,941.00 4,007,941.00
227679 7/20/09 UKP S26494 2.493 .609 6,580,643.63 6,580,643.63
PUR 7/16/09 60 INTERNATIONAL POWER PL 1,000,000.00 23,114.58 2,525,665.96 2,525,665.96
227679 7/21/09 UKP S26497 2.512 .609 4,150,424.23 4,150,424.23
PUR 7/24/09 60 BARCLAYS PLC 25P 2,000,000.00 64,344.39 6,360,996.16 6,360,996.16
246634 7/29/09 UKP S26521 3.161 .609 10,442,207.75 10,442,207.75
---------------- --------- ---------------- ------------ ---------------- --------------
14,138,436.00 316,386.13 36,698,058.31 36,698,058.31
59,931,883.98 59,931,883.98
8 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
PUR 7/16/09 60 SALZGITTER AG NPV 100,000.00 14,110.69 6,674,156.24 6,674,156.24
247022 7/20/09 EUR S26500 66.642 .708 9,421,238.68 9,421,238.68
---------------- --------- ---------------- ------------ ---------------- --------------
100,000.00 14,110.69 6,674,156.24 6,674,156.24
9,421,238.68 9,421,238.68
1 TRANSACTION IN COUNTRY: GERMANY (1100)
PUR 7/23/09 60 IBERDROLA SA 1,400,000.00 17,103.64 8,013,702.55 8,013,702.55
238582 7/28/09 EUR S26518 5.716 .702 11,419,532.38 11,419,532.38
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 6
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/27/09 60 IBERDROLA SA 1,100,000.00 13,773.33 6,465,583.85 6,465,583.85
238582 7/30/09 EUR S26532 5.869 .703 9,195,994.02 9,195,994.02
PUR 7/27/09 60 IBERDROLA SA 550,000.00 6,869.78 3,224,860.05 3,224,860.05
238582 7/30/09 EUR S26532 5.855 .703 4,586,715.51 4,586,715.51
---------------- --------- ---------------- ------------ ---------------- --------------
3,050,000.00 37,746.75 17,704,146.45 17,704,146.45
25,202,241.91 25,202,241.91
3 TRANSACTIONS IN COUNTRY: SPAIN (1500)
PUR 7/08/09 60 OVERSEAS-CHINESE BANKI 400,000.00 1,870.65 2,669,013.02 2,669,013.02
231685 7/13/09 SGD S26476 6.666 1.461 1,826,839.85 1,826,839.85
PUR 7/08/09 60 STARHUB LTD NPV 300,000.00 532.53 649,138.03 649,138.03
245478 7/13/09 SGD S26476 2.161 1.461 444,310.77 444,310.77
PUR 7/09/09 60 SINGAPORE TELECOM 1,400,000.00 2,840.62 4,434,724.46 4,434,724.46
228609 7/14/09 SGD S26478 3.165 1.459 3,039,564.40 3,039,564.40
PUR 7/10/09 60 OVERSEAS-CHINESE BANKI 400,000.00 1,904.37 2,736,827.23 2,736,827.23
231685 7/15/09 SGD S26484 6.835 1.464 1,869,928.42 1,869,928.42
PUR 7/10/09 60 SINGAPORE TELECOM 600,000.00 1,448.03 1,901,299.34 1,901,299.34
228609 7/15/09 SGD S26484 3.165 1.464 1,299,056.67 1,299,056.67
PUR 7/23/09 60 CAPITALAND 400,000.00 3,076.79 1,535,427.50 1,535,427.50
221703 7/28/09 SGD S26515 3.828 1.439 1,067,010.08 1,067,010.08
PUR 7/23/09 60 OVERSEAS-CHINESE BANKI 260,000.00 2,985.84 1,852,610.63 1,852,610.63
231685 7/28/09 SGD S26515 7.109 1.439 1,287,429.21 1,287,429.21
PUR 7/27/09 60 DBS GROUP HOLDINGS LTD 200,000.00 4,882.14 2,579,731.75 2,579,731.75
215149 7/30/09 SGD S26526 12.864 1.440 1,791,107.23 1,791,107.23
PUR 7/27/09 60 HONG KONG LAND HLD 160,000.00 1,804.31 623,980.31 623,980.31
239746 7/30/09 USD S26528 3.889 1.000 623,980.31 623,980.31
---------------- --------- ---------------- ------------ ---------------- --------------
4,120,000.00 21,345.28 18,982,752.27 18,982,752.27
13,249,226.94 13,249,226.94
9 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 7
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/08/09 60 CATHAY PACIFIC AIRWAYS 600,000.00 1,420.23 6,523,706.77 6,523,706.77
241797 7/10/09 HKD S26477 10.855 7.750 841,768.62 841,768.62
PUR 7/08/09 60 HONG KONG & CHINA GAS 600,000.00 2,103.64 9,662,983.21 9,662,983.21
218704 7/10/09 HKD S26477 16.078 7.750 1,246,836.54 1,246,836.54
PUR 7/09/09 60 HONG KONG & CHINA GAS 600,000.00 2,138.50 9,823,213.58 9,823,213.58
218704 7/13/09 HKD S26479 16.344 7.750 1,267,495.07 1,267,495.07
PUR 7/23/09 60 BOC HONG KONG HLDGS HK 600,000.00 3,688.74 9,280,047.01 9,280,047.01
234681 7/27/09 HKD S26516 15.419 7.750 1,197,456.32 1,197,456.32
PUR 7/23/09 60 HANG LUNG PROPERTIES L 400,000.00 4,247.96 10,686,920.86 10,686,920.86
221642 7/27/09 HKD S26516 26.635 7.750 1,378,993.12 1,378,993.12
PUR 7/27/09 60 BOC HONG KONG HLDGS HK 600,000.00 3,831.48 9,639,053.56 9,639,053.56
234681 7/29/09 HKD S26527 16.016 7.750 1,243,764.90 1,243,764.90
PUR 7/27/09 60 HANG SENG BANK LTD HKD 200,000.00 9,271.29 23,324,751.57 23,324,751.57
246176 7/29/09 HKD S26529 116.265 7.750 3,009,684.20 3,009,684.20
---------------- --------- ---------------- ------------ ---------------- --------------
3,600,000.00 26,701.84 78,940,676.56 78,940,676.56
10,185,998.77 10,185,998.77
7 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
28,683,626.00 557,557.68 389,914,579.69 389,914,579.69
238,522,028.74 238,522,028.74
68 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
28,683,626.00 557,557.68 389,914,579.69 389,914,579.69
238,522,028.74 238,522,028.74
68 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
---------------- --------- ---------------- ------------ ---------------- --------------
28,683,626.00 557,557.68 389,914,579.69 389,914,579.69
238,522,028.74 238,522,028.74
68 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: 8
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 6/23/09 60 77 BANK LTD/THE JPY 50 414,000.00 858.56 233,782,228.00 233,782,228.00
246827 7/01/09 JPY S26437 564.494 95.270 2,453,891.34 2,453,891.34
PUR 6/23/09 60 BANK OF YOKOHAMA LTD/T 468,000.00 820.27 223,357,156.00 223,357,156.00
246847 7/01/09 JPY S26437 477.092 95.270 2,344,464.74 2,344,464.74
PUR 6/23/09 60 BRIDGESTONE CORP 137,600.00 717.37 195,342,022.00 195,342,022.00
246851 7/01/09 JPY S26437 1419.14 95.270 2,050,404.35 2,050,404.35
PUR 6/23/09 60 CANON INC 195,300.00 2,239.06 609,688,193.00 609,688,193.00
246855 7/01/09 JPY S26437 3120.71 95.270 6,399,582.17 6,399,582.17
PUR 6/23/09 60 CANON MARKETING JAPAN 123,200.00 575.88 156,812,191.00 156,812,191.00
246859 7/01/09 JPY S26437 1272.38 95.270 1,645,976.60 1,645,976.60
PUR 6/23/09 60 CHIBA BANK LTD/THE JPY 499,000.00 1,119.81 304,918,438.00 304,918,438.00
246862 7/01/09 JPY S26437 610.845 95.270 3,200,571.41 3,200,571.41
PUR 6/23/09 60 CHUGOKU BANK LTD/THE J 83,000.00 401.01 109,194,201.00 109,194,201.00
246866 7/01/09 JPY S26437 1315.13 95.270 1,146,155.15 1,146,155.15
PUR 6/23/09 60 FUKUOKA FINANCIAL GROU 617,000.00 949.87 258,645,824.00 258,645,824.00
246887 7/01/09 JPY S26437 419.052 95.270 2,714,871.67 2,714,871.67
PUR 6/23/09 60 GUNMA BANK LTD/THE JPY 471,000.00 909.82 247,741,681.00 247,741,681.00
246890 7/01/09 JPY S26437 525.807 95.270 2,600,416.51 2,600,416.51
PUR 6/23/09 60 HACHIJUNI BANK LTD/THE 372,000.00 735.61 200,306,075.00 200,306,075.00
246893 7/01/09 JPY S26437 538.269 95.270 2,102,509.45 2,102,509.45
PUR 6/23/09 60 HIROSHIMA BANK LTD/THE 336,000.00 488.46 133,007,817.00 133,007,817.00
246804 7/01/09 JPY S26437 395.718 95.270 1,396,114.38 1,396,114.38
PUR 6/23/09 60 HITACHI LTD 451,000.00 499.10 135,904,353.00 135,904,353.00
246903 7/01/09 JPY S26437 301.235 95.270 1,426,517.82 1,426,517.82
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 9
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 6/23/09 60 HONDA MOTOR CO LTD NPV 286,800.00 2,668.95 726,744,282.00 726,744,282.00
246906 7/01/09 JPY S26437 2533.08 95.270 7,628,259.49 7,628,259.49
PUR 6/23/09 60 IDEMITSU KOSAN CO LTD 28,100.00 837.28 227,988,768.00 227,988,768.00
246911 7/01/09 JPY S26437 8110.64 95.270 2,393,080.38 2,393,080.38
PUR 6/23/09 60 JOYO BANK LTD/THE JPY 536,000.00 953.35 259,595,815.00 259,595,815.00
246837 7/01/09 JPY S26437 484.151 95.270 2,724,843.24 2,724,843.24
PUR 6/23/09 60 KIRIN HOLDINGS COMPANY 502,000.00 2,426.58 660,746,163.00 660,746,163.00
246867 7/01/09 JPY S26437 1315.76 95.270 6,935,511.32 6,935,511.32
PUR 6/23/09 60 NOMURA HOLDINGS INC NP 435,900.00 1,249.05 340,112,714.00 340,112,714.00
246846 7/01/09 JPY S26437 779.981 95.270 3,569,987.55 3,569,987.55
PUR 6/23/09 60 RICOH CO LTD 167,000.00 715.95 194,951,130.00 194,951,130.00
246880 7/01/09 JPY S26437 1166.96 95.270 2,046,301.35 2,046,301.35
PUR 6/23/09 60 SHIZUOKA BANK LTD/THE 552,000.00 1,880.06 511,931,137.00 511,931,137.00
246902 7/01/09 JPY S26437 927.087 95.270 5,373,476.82 5,373,476.82
PUR 6/23/09 60 SHOWA SHELL SEKIYU KK 439,200.00 1,602.42 436,333,909.00 436,333,909.00
246905 7/01/09 JPY S26437 993.127 95.270 4,579,971.75 4,579,971.75
PUR 6/23/09 60 TONENGENERAL SEKIYU KK 214,000.00 774.11 210,785,746.00 210,785,746.00
246868 7/01/09 JPY S26437 984.636 95.270 2,212,509.14 2,212,509.14
PUR 6/23/09 60 TOSHIBA CORP 538,000.00 706.06 192,257,006.00 192,257,006.00
246875 7/01/09 JPY S26437 357.230 95.270 2,018,022.53 2,018,022.53
---------------- --------- ---------------- ------------ ---------------- --------------
7,866,100.00 24,128.636,570,146,849.00 6,570,146,849.00
68,963,439.16 68,963,439.16
22 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
---------------- --------- ---------------- ------------ ---------------- --------------
7,866,100.00 24,128.636,570,146,849.00 6,570,146,849.00
68,963,439.16 68,963,439.16
22 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
7,866,100.00 24,128.636,570,146,849.00 6,570,146,849.00
68,963,439.16 68,963,439.16
22 "PUR " TRANSACTIONS IN FUND: COMMON D - JAPAN MSCI 100 (5145)
---------------- --------- ---------------- ------------ ---------------- --------------
7,866,100.00 24,128.636,570,146,849.00 6,570,146,849.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 10
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
68,963,439.16 68,963,439.16
22 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: 11
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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)
--------------------------------
PUR 7/08/09 60 IPATH ETNS LKD MSCI IN 27,700.00 1,108.00 1,271,864.89 1,271,864.89
247826 7/13/09 USD H20090 45.876 1.000 1,271,864.89 1,271,864.89
---------------- --------- ---------------- ------------ ---------------- --------------
27,700.00 1,108.00 1,271,864.89 1,271,864.89
1,271,864.89 1,271,864.89
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
27,700.00 1,108.00 1,271,864.89 1,271,864.89
1,271,864.89 1,271,864.89
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
PUR 7/01/09 60 CYFROWY POLSAT SA PLN 7,640.00 116.04 119,889.45 119,889.45
247736 7/06/09 PLN N20090 15.645 3.090 38,797.92 38,797.92
PUR 7/01/09 60 CYFROWY POLSAT SA PLN 3,350.00 50.90 52,584.78 52,584.78
247736 7/06/09 PLN N20090 15.650 3.090 17,017.18 17,017.18
PUR 7/02/09 60 CYFROWY POLSAT SA PLN 1,588.00 24.46 25,485.34 25,485.34
247736 7/07/09 PLN N20090 16.001 3.117 8,177.55 8,177.55
PUR 7/03/09 60 CYFROWY POLSAT SA PLN 5,453.00 84.66 87,960.42 87,960.42
247736 7/08/09 PLN N20090 16.082 3.108 28,304.03 28,304.03
PUR 7/06/09 60 CYFROWY POLSAT SA PLN 904.00 13.86 14,598.06 14,598.06
247736 7/09/09 PLN N20090 16.100 3.150 4,634.30 4,634.30
PUR 7/07/09 60 CYFROWY POLSAT SA PLN 5,376.00 82.98 86,966.40 86,966.40
247736 7/10/09 PLN N20090 16.128 3.135 27,741.36 27,741.36
PUR 7/08/09 60 CYFROWY POLSAT SA PLN 1,298.00 19.56 20,784.87 20,784.87
247736 7/13/09 PLN N20090 15.965 3.178 6,540.65 6,540.65
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: 12
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/09/09 60 CYFROWY POLSAT SA PLN 337.00 5.15 5,381.27 5,381.27
247736 7/14/09 PLN N20090 15.920 3.123 1,722.89 1,722.89
PUR 7/10/09 60 CYFROWY POLSAT SA PLN 739.00 11.35 11,889.12 11,889.12
247736 7/15/09 PLN N20090 16.040 3.133 3,794.44 3,794.44
PUR 7/10/09 60 CYFROWY POLSAT SA PLN 10,626.00 163.29 171,058.94 171,058.94
247736 7/15/09 PLN N20090 16.050 3.133 54,593.86 54,593.86
PUR 7/13/09 60 CYFROWY POLSAT SA PLN 823.00 12.52 13,203.70 13,203.70
247736 7/16/09 PLN N20090 15.995 3.153 4,187.40 4,187.40
PUR 7/14/09 60 CYFROWY POLSAT SA PLN 606.00 9.49 9,846.65 9,846.65
247736 7/17/09 PLN N20090 16.200 3.104 3,172.25 3,172.25
PUR 7/14/09 60 TELEKOMUNIKACJA POLSKA 66,267.00 1,038.67 1,077,895.84 1,077,895.84
241648 7/17/09 PLN N20090 16.217 3.104 347,260.26 347,260.26
PUR 7/15/09 60 CYFROWY POLSAT SA PLN 17,853.00 298.79 303,521.55 303,521.55
247736 7/20/09 PLN N20090 16.950 3.038 99,895.19 99,895.19
PUR 7/16/09 60 CYFROWY POLSAT SA PLN 1,402.00 23.81 24,397.67 24,397.67
247736 7/21/09 PLN N20090 17.350 3.064 7,962.43 7,962.43
PUR 7/17/09 60 CYFROWY POLSAT SA PLN 504.00 8.54 8,766.79 8,766.79
247736 7/22/09 PLN N20090 17.342 3.071 2,854.80 2,854.80
PUR 7/21/09 60 CYFROWY POLSAT SA PLN 4,132.00 74.04 74,267.58 74,267.58
247736 7/24/09 PLN N20090 17.920 3.000 24,754.21 24,754.21
PUR 7/21/09 60 CYFROWY POLSAT SA PLN 590.00 10.65 10,681.45 10,681.45
247736 7/24/09 PLN N20090 18.050 3.000 3,560.25 3,560.25
PUR 7/22/09 60 CYFROWY POLSAT SA PLN 3,542.00 63.31 63,414.37 63,414.37
247736 7/27/09 PLN N20090 17.850 2.996 21,167.76 21,167.76
PUR 7/23/09 60 CYFROWY POLSAT SA PLN 8,292.00 150.07 148,539.41 148,539.41
247736 7/28/09 PLN N20090 17.860 2.960 50,173.76 50,173.76
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 13
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/24/09 60 CYFROWY POLSAT SA PLN 5,281.00 96.53 95,343.17 95,343.17
247736 7/29/09 PLN N20090 18.000 2.954 32,274.86 32,274.86
PUR 7/24/09 60 CYFROWY POLSAT SA PLN 6,001.00 109.70 108,342.05 108,342.05
247736 7/29/09 PLN N20090 18.000 2.954 36,675.15 36,675.15
PUR 7/28/09 60 CYFROWY POLSAT SA PLN 2,086.00 37.46 36,928.35 36,928.35
247736 7/31/09 PLN N20090 17.650 2.949 12,523.60 12,523.60
PUR 7/28/09 60 CYFROWY POLSAT SA PLN 3,716.00 66.73 65,784.16 65,784.16
247736 7/31/09 PLN N20090 17.650 2.949 22,309.55 22,309.55
---------------- --------- ---------------- ------------ ---------------- --------------
158,406.00 2,572.56 2,637,531.39 2,637,531.39
860,095.65 860,095.65
24 TRANSACTIONS IN COUNTRY: POLAND (2300)
PUR 6/30/09 60 RICHTER GEDEON VEG HUF 539.00 290.10 18,826,987.03 18,826,987.03
243414 7/03/09 HUF N20090 34825.0 194.112 96,990.43 96,990.43
PUR 6/30/09 60 RICHTER GEDEON VEG HUF 632.00 22,222,412.00 22,222,412.00
243414 7/03/09 HUF N20090 35162.0 194.112 114,482.54 114,482.54
PUR 7/01/09 60 RICHTER GEDEON VEG HUF 588.00 321.86 20,509,955.76 20,509,955.76
243414 7/06/09 HUF N20090 34776.5 190.596 107,609.30 107,609.30
PUR 7/02/09 60 RICHTER GEDEON VEG HUF 273.00 9,248,115.00 9,248,115.00
243414 7/07/09 HUF N20090 33875.8 193.673 47,751.21 47,751.21
PUR 7/14/09 60 MOL MAGYAR OLAJ ES GAZ 413.00 75.92 5,012,291.90 5,012,291.90
247887 7/17/09 HUF N20090 12100.0 197.476 25,381.78 25,381.78
PUR 7/14/09 60 MOL MAGYAR OLAJ ES GAZ 2,072.00 25,162,910.00 25,162,910.00
247887 7/17/09 HUF N20090 12144.2 197.476 127,422.62 127,422.62
PUR 7/14/09 60 MOL MAGYAR OLAJ ES GAZ 138.00 33.99 1,684,792.32 1,684,792.32
247887 7/17/09 HUF N20090 12160.0 197.476 8,531.63 8,531.63
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 14
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/15/09 60 MOL MAGYAR OLAJ ES GAZ 690.00 8,575,874.00 8,575,874.00
247887 7/20/09 HUF N20090 12428.8 194.179 44,164.88 44,164.88
PUR 7/15/09 60 MOL MAGYAR OLAJ ES GAZ 138.00 35.34 1,722,201.36 1,722,201.36
247887 7/20/09 HUF N20090 12430.0 194.179 8,869.16 8,869.16
PUR 7/16/09 60 MOL MAGYAR OLAJ ES GAZ 708.00 139.16 9,041,841.73 9,041,841.73
247887 7/21/09 HUF N20090 12732.7 194.340 46,525.94 46,525.94
PUR 7/16/09 60 MOL MAGYAR OLAJ ES GAZ 138.00 26.78 1,739,863.98 1,739,863.98
247887 7/21/09 HUF N20090 12570.0 194.340 8,952.69 8,952.69
PUR 7/17/09 60 MOL MAGYAR OLAJ ES GAZ 744.00 9,523,140.00 9,523,140.00
247887 7/22/09 HUF N20090 12799.9 194.763 48,895.97 48,895.97
PUR 7/17/09 60 MOL MAGYAR OLAJ ES GAZ 1,241.00 243.91 15,882,665.48 15,882,665.48
247887 7/22/09 HUF N20090 12760.0 194.763 81,548.55 81,548.55
PUR 7/20/09 60 MOL MAGYAR OLAJ ES GAZ 1,199.00 15,607,039.00 15,607,039.00
247887 7/23/09 HUF N20090 13016.7 192.078 81,253.57 81,253.57
PUR 7/20/09 60 MOL MAGYAR OLAJ ES GAZ 276.00 3,594,257.00 3,594,257.00
247887 7/23/09 HUF N20090 13022.6 192.078 18,712.47 18,712.47
PUR 7/21/09 60 MOL MAGYAR OLAJ ES GAZ 320.00 4,253,916.00 4,253,916.00
247887 7/24/09 HUF N20090 13293.4 190.891 22,284.51 22,284.51
PUR 7/22/09 60 MOL MAGYAR OLAJ ES GAZ 276.00 48.16 3,693,812.00 3,693,812.00
247887 7/27/09 HUF N20090 13350.0 191.295 19,309.52 19,309.52
PUR 7/24/09 60 MOL MAGYAR OLAJ ES GAZ 554.00 119.03 7,493,102.00 7,493,102.00
247887 7/29/09 HUF N20090 13485.0 188.283 39,796.95 39,796.95
PUR 7/24/09 60 MOL MAGYAR OLAJ ES GAZ 277.00 3,723,183.00 3,723,183.00
247887 7/29/09 HUF N20090 13441.0 188.283 19,774.37 19,774.37
PUR 7/27/09 60 MOL MAGYAR OLAJ ES GAZ 278.00 60.22 3,792,142.00 3,792,142.00
247887 7/30/09 HUF N20090 13600.0 188.350 20,133.50 20,133.50
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 15
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/28/09 60 MOL MAGYAR OLAJ ES GAZ 347.00 4,732,033.00 4,732,033.00
247887 7/31/09 HUF N20090 13636.9 189.520 24,968.45 24,968.45
PUR 7/28/09 60 MOL MAGYAR OLAJ ES GAZ 1,946.00 414.29 26,250,826.90 26,250,826.90
247887 7/31/09 HUF N20090 13449.2 189.520 138,511.81 138,511.81
---------------- --------- ---------------- ------------ ---------------- --------------
13,787.00 1,808.76 222,293,361.46 222,293,361.46
1,151,871.85 1,151,871.85
22 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
PUR 6/30/09 60 FUSHAN INTERNATIONAL E 40,000.00 34.14 171,704.58 171,704.58
247499 7/03/09 HKD H20090 4.286 7.750 22,156.00 22,156.00
PUR 7/02/09 60 FUSHAN INTERNATIONAL E 74,000.00 63.73 320,743.73 320,743.73
247499 7/06/09 HKD H20090 4.328 7.750 41,387.36 41,387.36
PUR 7/03/09 60 FUSHAN INTERNATIONAL E 50,000.00 43.70 220,118.68 220,118.68
247499 7/07/09 HKD H20090 4.396 7.750 28,403.14 28,403.14
PUR 7/06/09 60 FUSHAN INTERNATIONAL E 74,000.00 65.17 328,421.28 328,421.28
247499 7/08/09 HKD H20090 4.431 7.750 42,377.49 42,377.49
PUR 7/07/09 60 FUSHAN INTERNATIONAL E 30,000.00 26.00 130,761.50 130,761.50
247499 7/09/09 HKD H20090 4.352 7.750 16,872.89 16,872.89
PUR 7/08/09 60 FUSHAN INTERNATIONAL E 6,000.00 5.11 25,278.63 25,278.63
247499 7/10/09 HKD H20090 4.207 7.750 3,261.76 3,261.76
PUR 7/08/09 60 FUSHAN INTERNATIONAL E 68,000.00 57.02 287,313.50 287,313.50
247499 7/10/09 HKD H20090 4.219 7.750 37,072.71 37,072.71
PUR 7/09/09 60 FUSHAN INTERNATIONAL E 14,000.00 12.09 60,622.69 60,622.69
247499 7/13/09 HKD H20090 4.324 7.750 7,822.18 7,822.18
PUR 7/17/09 60 FUSHAN INTERNATIONAL E 78,000.00 73.08 367,938.58 367,938.58
247499 7/21/09 HKD H20090 4.710 7.750 47,477.17 47,477.17
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: 16
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/20/09 60 FUSHAN INTERNATIONAL E 20,000.00 43.74 94,549.01 94,549.01
247499 7/22/09 HKD H20090 4.711 7.750 12,200.19 12,200.19
PUR 7/21/09 60 FUSHAN INTERNATIONAL E 254,000.00 874.31 1,119,295.73 1,119,295.73
247499 7/23/09 HKD H20090 4.380 7.750 144,428.98 144,428.98
PUR 7/27/09 60 GOME ELECTRICAL APPLIA 810,000.00 544,320.00 544,320.00
239292 7/27/09 HKD .672 7.750 70,235.74 70,235.74
PUR 7/27/09 60 GOME ELECTRICAL APPLIA 1,530,000.00 1,028,160.00 1,028,160.00
239292 7/27/09 HKD .672 7.750 132,667.52 132,667.52
PUR 7/27/09 60 GOME ELECTRICAL APPLIA 2,340,000.00 1,572,480.00 1,572,480.00
239292 7/27/09 HKD MFY10- .672 7.750 202,903.26 202,903.26
---------------- --------- ---------------- ------------ ---------------- --------------
5,388,000.00 1,298.09 6,271,707.91 6,271,707.91
809,266.39 809,266.39
14 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 7/07/09 60 OCI COMPANY LTD 63.00 26.57 13,568,127.00 13,568,127.00
247824 7/09/09 KRW H20090 214830. 1273.20 10,656.71 10,656.71
PUR 7/08/09 60 OCI COMPANY LTD 339.00 142.99 73,159,162.00 73,159,162.00
247824 7/10/09 KRW H20090 215270. 1275.90 57,339.26 57,339.26
PUR 7/08/09 60 SHINSEGAE CO LTD KRW 5 44.00 44.83 22,934,037.00 22,934,037.00
247496 7/10/09 KRW H20090 519928. 1275.90 17,974.79 17,974.79
PUR 7/09/09 60 OCI COMPANY LTD 437.00 187.16 95,986,096.00 95,986,096.00
247824 7/13/09 KRW H20090 219100. 1278.90 75,053.64 75,053.64
PUR 7/09/09 60 SHINSEGAE CO LTD KRW 5 280.00 288.66 148,035,442.00 148,035,442.00
247496 7/13/09 KRW H20090 527379. 1278.90 115,752.16 115,752.16
PUR 7/10/09 60 OCI COMPANY LTD 1,179.00 534.27 274,765,647.00 274,765,647.00
247824 7/14/09 KRW H20090 232468. 1282.50 214,242.22 214,242.22
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: 17
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/14/09 60 OCI COMPANY LTD 575.00 234.13 121,356,278.00 121,356,278.00
247824 7/16/09 KRW H20090 210528. 1292.60 93,885.41 93,885.41
PUR 7/15/09 60 OCI COMPANY LTD 888.00 371.36 190,375,148.00 190,375,148.00
247824 7/17/09 KRW H20090 213851. 1278.40 148,916.73 148,916.73
PUR 7/16/09 60 HANJIN SHIPPING CO LTD 910.00 32.36 16,424,319.00 16,424,319.00
247890 7/20/09 KRW H20090 18003.7 1265.40 12,979.55 12,979.55
PUR 7/16/09 60 OCI COMPANY LTD 479.00 202.84 102,930,732.00 102,930,732.00
247824 7/20/09 KRW H20090 214350. 1265.40 81,342.45 81,342.45
PUR 7/17/09 60 HANJIN SHIPPING CO LTD 1,200.00 42.60 21,507,186.00 21,507,186.00
247890 7/21/09 KRW H20090 17877.9 1259.00 17,082.75 17,082.75
PUR 7/17/09 60 OCI COMPANY LTD 69.00 29.90 15,096,054.00 15,096,054.00
247824 7/21/09 KRW H20090 218237. 1259.00 11,990.51 11,990.51
PUR 7/20/09 60 HANJIN SHIPPING CO LTD 940.00 34.47 17,278,986.00 17,278,986.00
247890 7/22/09 KRW H20090 18336.0 1249.90 13,824.29 13,824.29
PUR 7/21/09 60 HANJIN SHIPPING CO LTD 2,020.00 73.45 36,769,067.00 36,769,067.00
247890 7/23/09 KRW H20090 18157.1 1248.40 29,452.95 29,452.95
PUR 7/21/09 60 OCI COMPANY LTD 186.00 81.52 40,810,430.00 40,810,430.00
247824 7/23/09 KRW H20090 218863. 1248.40 32,690.19 32,690.19
PUR 7/22/09 60 HANJIN SHIPPING CO LTD 1,120.00 41.29 20,656,281.00 20,656,281.00
247890 7/24/09 KRW H20090 18397.1 1247.50 16,558.14 16,558.14
PUR 7/22/09 60 OCI COMPANY LTD 132.00 58.12 29,077,233.00 29,077,233.00
247824 7/24/09 KRW H20090 219732. 1247.50 23,308.40 23,308.40
PUR 7/23/09 60 HANJIN SHIPPING CO LTD 450.00 16.99 8,508,053.00 8,508,053.00
247890 7/27/09 KRW H20090 18859.6 1248.60 6,814.07 6,814.07
PUR 7/23/09 60 OCI COMPANY LTD 37.00 16.29 8,157,457.00 8,157,457.00
247824 7/27/09 KRW H20090 219922. 1248.60 6,533.28 6,533.28
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 18
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/24/09 60 HANJIN SHIPPING CO LTD 1,290.00 50.86 25,483,991.00 25,483,991.00
247890 7/28/09 KRW H20090 19705.7 1249.40 20,396.98 20,396.98
PUR 7/24/09 60 OCI COMPANY LTD 250.00 109.25 54,738,359.00 54,738,359.00
247824 7/28/09 KRW H20090 218407. 1249.40 43,811.72 43,811.72
PUR 7/27/09 60 HANJIN SHIPPING CO LTD 1,640.00 64.82 32,339,238.00 32,339,238.00
247890 7/29/09 KRW H20090 19669.8 1244.00 25,996.17 25,996.17
PUR 7/27/09 60 OCI COMPANY LTD 363.00 159.37 79,505,694.00 79,505,694.00
247824 7/29/09 KRW H20090 218477. 1244.00 63,911.33 63,911.33
PUR 7/28/09 60 HANJIN SHIPPING CO LTD 5,930.00 242.59 120,313,421.00 120,313,421.00
247890 7/30/09 KRW H20090 20238.3 1236.80 97,277.99 97,277.99
PUR 7/28/09 60 OCI COMPANY LTD 203.00 89.08 44,184,875.00 44,184,875.00
247824 7/30/09 KRW H20090 217116. 1236.80 35,725.16 35,725.16
PUR 7/29/09 60 HANJIN SHIPPING CO LTD 2,380.00 95.93 47,694,394.00 47,694,394.00
247890 7/31/09 KRW H20090 19989.6 1239.70 38,472.53 38,472.53
---------------- --------- ---------------- ------------ ---------------- --------------
23,404.00 3,271.701,661,655,707.00 1,661,655,707.00
1,311,989.38 1,311,989.38
26 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 7/03/09 60 NASPERS LTD ZAR 0.02 3,900.00 472.01 833,458.76 833,458.76
242613 7/10/09 ZAR N20090 212.750 7.910 105,362.40 105,362.40
PUR 7/03/09 60 NASPERS LTD ZAR 0.02 2,500.00 311.31 549,462.59 549,462.59
242613 7/10/09 ZAR N20090 218.800 7.910 69,460.78 69,460.78
PUR 7/06/09 60 NASPERS LTD ZAR 0.02 6,100.00 752.32 1,343,679.93 1,343,679.93
242613 7/13/09 ZAR N20090 219.289 8.001 167,934.80 167,934.80
PUR 7/07/09 60 NASPERS LTD ZAR 0.02 1,400.00 171.49 305,390.28 305,390.28
242613 7/14/09 ZAR N20090 217.159 7.978 38,281.45 38,281.45
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: 19
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/13/09 60 IMPERIAL HOLDINGS LTD 10,600.00 350.68 647,515.61 647,515.61
247827 7/20/09 ZAR N20090 60.813 8.276 78,244.89 78,244.89
PUR 7/14/09 60 IMPERIAL HOLDINGS LTD 5,200.00 182.99 337,495.37 337,495.37
247827 7/21/09 ZAR N20090 64.612 8.263 40,846.64 40,846.64
PUR 7/15/09 60 IMPERIAL HOLDINGS LTD 9,200.00 331.02 603,745.28 603,745.28
247827 7/23/09 ZAR N20090 65.331 8.171 73,891.50 73,891.50
PUR 7/15/09 60 IMPERIAL HOLDINGS LTD 9,200.00 331.02 603,745.28 603,745.28
247827 7/22/09 ZAR N20090 65.331 8.171 73,891.50 73,891.50
PUR 7/15/09 60 IMPERIAL HOLDINGS LTD 4,600.00 166.27 303,128.69 303,128.69
247827 7/22/09 ZAR N20090 65.602 8.171 37,099.48 37,099.48
PUR 7/16/09 60 IMPERIAL HOLDINGS LTD 5,600.00 204.19 368,278.64 368,278.64
247827 7/23/09 ZAR N20090 65.469 8.083 45,559.87 45,559.87
PUR 7/17/09 60 IMPERIAL HOLDINGS LTD 2,300.00 85.26 153,882.09 153,882.09
247827 7/24/09 ZAR N20090 66.605 8.089 19,023.62 19,023.62
PUR 7/20/09 60 IMPERIAL HOLDINGS LTD 3,200.00 121.10 214,432.09 214,432.09
247827 7/27/09 ZAR N20090 66.710 7.936 27,019.49 27,019.49
PUR 7/21/09 60 IMPERIAL HOLDINGS LTD 4,200.00 162.24 282,157.08 282,157.08
247827 7/28/09 ZAR N20090 66.879 7.791 36,217.17 36,217.17
PUR 7/21/09 60 IMPERIAL HOLDINGS LTD 300.00 7.72 20,109.27 20,109.27
247827 7/28/09 ZAR N20090 66.830 7.791 2,581.19 2,581.19
PUR 7/22/09 60 IMPERIAL HOLDINGS LTD 6,800.00 264.28 454,576.43 454,576.43
247827 7/29/09 ZAR N20090 66.550 7.706 58,992.23 58,992.23
PUR 7/22/09 60 IMPERIAL HOLDINGS LTD 2,300.00 89.24 153,425.81 153,425.81
247827 7/29/09 ZAR N20090 66.408 7.706 19,910.69 19,910.69
PUR 7/24/09 60 IMPERIAL HOLDINGS LTD 11,300.00 451.09 782,951.41 782,951.41
247827 7/31/09 ZAR N20090 68.977 7.779 100,649.36 100,649.36
---------------- --------- ---------------- ------------ ---------------- --------------
88,700.00 4,454.23 7,957,434.61 7,957,434.61
994,967.06 994,967.06
17 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: 20
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 6/26/09 60 CIA BRASILEIRA DE MEIO 71,000.00 1,065,000.00 1,065,000.00
247599 7/01/09 BRL N20090 15.000 1.947 547,079.67 547,079.67
PUR 6/26/09 60 MRV ENGENHARIA E PARTI 11,500.00 452.03 294,202.42 294,202.42
247598 7/01/09 BRL N20090 25.506 1.947 151,128.79 151,128.79
PUR 6/29/09 60 CIA BRASILEIRA DE MEIO 103.00 .87 1,701.20 1,701.20
247599 7/03/09 BRL N20090 16.500 1.949 872.86 872.86
PUR 6/29/09 60 CIA BRASILEIRA DE MEIO 3,097.00 26.22 51,151.60 51,151.60
247599 7/02/09 BRL N20090 16.500 1.949 26,245.05 26,245.05
PUR 6/29/09 60 MRV ENGENHARIA E PARTI 3,400.00 138.97 90,555.13 90,555.13
247598 7/02/09 BRL N20090 26.554 1.949 46,462.36 46,462.36
PUR 6/30/09 60 CIA BRASILEIRA DE MEIO 48,100.00 413.57 811,107.71 811,107.71
247599 7/03/09 BRL N20090 16.846 1.959 413,978.31 413,978.31
PUR 6/30/09 60 MRV ENGENHARIA E PARTI 3,400.00 140.38 91,982.23 91,982.23
247598 7/03/09 BRL N20090 26.973 1.959 46,946.48 46,946.48
PUR 7/02/09 60 CIA BRASILEIRA DE MEIO 5,600.00 153.62 100,051.50 100,051.50
247599 7/07/09 BRL N20090 17.813 1.948 51,361.14 51,361.14
PUR 7/02/09 60 CIA BRASILEIRA DE MEIO 8,000.00 219.79 143,148.16 143,148.16
247599 7/07/09 BRL N20090 17.840 1.948 73,484.68 73,484.68
PUR 7/03/09 60 MRV ENGENHARIA E PARTI 800.00 11.49 22,411.59 22,411.59
247598 7/08/09 BRL N20090 27.987 1.949 11,496.66 11,496.66
PUR 7/06/09 60 CIA BRASILEIRA DE MEIO 8,500.00 227.75 150,382.15 150,382.15
247599 7/10/09 BRL N20090 17.639 1.975 76,142.86 76,142.86
PUR 7/06/09 60 MRV ENGENHARIA E PARTI 1,300.00 54.13 35,735.23 35,735.23
247598 7/10/09 BRL N20090 27.406 1.975 18,093.79 18,093.79
PUR 7/07/09 60 MRV ENGENHARIA E PARTI 3,600.00 148.84 97,404.57 97,404.57
247598 7/13/09 BRL N20090 26.976 1.957 49,762.22 49,762.22
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: 21
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/08/09 60 CIA BRASILEIRA DE MEIO 10,500.00 222.43 177,581.00 177,581.00
247599 7/14/09 BRL GT1SS6 16.870 1.991 89,191.86 89,191.86
PUR 7/21/09 60 ITAU UNIBANCO HOLDING 39,000.00 780.00 665,379.00 665,379.00
247080 7/24/09 USD N20090 17.041 1.000 665,379.00 665,379.00
PUR 7/21/09 60 OGX PETROLEO E GAS PAR 1,600.00 2,664.91 1,692,391.59 1,692,391.59
247978 7/24/09 BRL N20090 1054.58 1.900 890,966.88 890,966.88
PUR 7/21/09 60 PDG REALTY SA EMPREEND 1,200.00 46.83 29,792.20 29,792.20
242987 7/24/09 BRL N20090 24.753 1.900 15,684.23 15,684.23
PUR 7/21/09 60 PDG REALTY SA EMPREEND 18,800.00 733.74 466,744.49 466,744.49
242987 7/24/09 BRL N20090 24.753 1.899 245,719.66 245,719.66
PUR 7/22/09 60 OGX PETROLEO E GAS PAR 800.00 1,322.34 840,925.23 840,925.23
247978 7/27/09 BRL N20090 1048.01 1.902 442,103.59 442,103.59
PUR 7/22/09 60 PDG REALTY SA EMPREEND 34,100.00 1,352.66 861,633.73 861,633.73
242987 7/27/09 BRL N20090 25.192 1.902 452,990.76 452,990.76
---------------- --------- ---------------- ------------ ---------------- --------------
274,400.00 9,110.57 7,689,280.73 7,689,280.73
4,315,090.85 4,315,090.85
20 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 7/14/09 60 CHINA RESOURCES LAND L 26,000.00 81.93 412,953.37 412,953.37
247885 7/16/09 HKD H20090 15.858 7.750 53,282.93 53,282.93
PUR 7/14/09 60 SHIMAO PROPERTY HOLDIN 84,500.00 231.83 1,168,505.16 1,168,505.16
247888 7/16/09 HKD H20090 13.807 7.750 150,770.97 150,770.97
PUR 7/15/09 60 CHINA RESOURCES LAND L 66,000.00 215.01 1,083,683.53 1,083,683.53
247885 7/17/09 HKD H20090 16.394 7.750 139,828.33 139,828.33
PUR 7/15/09 60 SHIMAO PROPERTY HOLDIN 210,500.00 591.94 2,983,541.51 2,983,541.51
247888 7/17/09 HKD H20090 14.152 7.750 384,968.13 384,968.13
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 22
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/16/09 60 CHINA RESOURCES LAND L 118,000.00 386.66 1,948,592.42 1,948,592.42
247885 7/20/09 HKD H20090 16.488 7.750 251,431.28 251,431.28
PUR 7/16/09 60 CHINA RESOURCES LAND L 94,000.00 718.17 1,555,691.63 1,555,691.63
247885 7/20/09 HKD H20090 16.491 7.750 200,734.40 200,734.40
PUR 7/16/09 60 SHIMAO PROPERTY HOLDIN 90,000.00 260.47 1,312,418.62 1,312,418.62
247888 7/20/09 HKD H20090 14.560 7.750 169,344.34 169,344.34
PUR 7/17/09 60 CHINA RESOURCES LAND L 36,000.00 117.40 591,389.06 591,389.06
247885 7/21/09 HKD H20090 16.402 7.750 76,310.24 76,310.24
---------------- --------- ---------------- ------------ ---------------- --------------
725,000.00 2,603.41 11,056,775.30 11,056,775.30
1,426,670.62 1,426,670.62
8 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 6/26/09 60 AMERICA MOVIL-ADR SERI 1,200.00 24.00 46,212.96 46,212.96
239497 7/01/09 USD N20090 38.491 1.000 46,212.96 46,212.96
PUR 6/26/09 60 DESARROLLADORA HOMEX S 486.00 19.44 13,161.17 13,161.17
246078 7/01/09 USD N20090 27.041 1.000 13,161.17 13,161.17
PUR 6/29/09 60 AMERICA MOVIL-ADR SERI 5,800.00 232.00 225,187.90 225,187.90
239497 7/02/09 USD N20090 38.786 1.000 225,187.90 225,187.90
PUR 6/29/09 60 DESARROLLADORA HOMEX S 3,110.00 124.40 86,561.25 86,561.25
246078 7/02/09 USD N20090 27.793 1.000 86,561.25 86,561.25
PUR 6/29/09 60 DESARROLLADORA HOMEX S 2,120.00 42.40 59,548.47 59,548.47
246078 7/02/09 USD N20090 28.069 1.000 59,548.47 59,548.47
PUR 6/30/09 60 AMERICA MOVIL-ADR SERI 6,200.00 248.00 240,483.12 240,483.12
239497 7/06/09 USD N20090 38.748 1.000 240,483.12 240,483.12
PUR 6/30/09 60 DESARROLLADORA HOMEX S 2,454.00 98.16 68,837.40 68,837.40
246078 7/06/09 USD N20090 28.011 1.000 68,837.40 68,837.40
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: 23
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/01/09 60 AMERICA MOVIL-ADR SERI 2,800.00 112.00 110,902.40 110,902.40
239497 7/07/09 USD N20090 39.568 1.000 110,902.40 110,902.40
PUR 7/01/09 60 DESARROLLADORA HOMEX S 887.00 17.74 25,802.39 25,802.39
246078 7/07/09 USD N20090 29.070 1.000 25,802.39 25,802.39
PUR 7/02/09 60 AMERICA MOVIL-ADR SERI 2,800.00 112.00 107,805.60 107,805.60
239497 7/08/09 USD N20090 38.462 1.000 107,805.60 107,805.60
PUR 7/02/09 60 DESARROLLADORA HOMEX S 534.00 10.68 15,308.50 15,308.50
246078 7/08/09 USD N20090 28.648 1.000 15,308.50 15,308.50
PUR 7/06/09 60 AMERICA MOVIL-ADR SERI 1,400.00 56.00 52,979.22 52,979.22
239497 7/09/09 USD N20090 37.802 1.000 52,979.22 52,979.22
PUR 7/06/09 60 DESARROLLADORA HOMEX S 1,475.00 59.00 42,253.15 42,253.15
246078 7/09/09 USD N20090 28.606 1.000 42,253.15 42,253.15
PUR 7/07/09 60 AMERICA MOVIL-ADR SERI 7,500.00 300.00 284,508.75 284,508.75
239497 7/10/09 USD N20090 37.895 1.000 284,508.75 284,508.75
PUR 7/07/09 60 DESARROLLADORA HOMEX S 3,442.00 137.68 95,928.54 95,928.54
246078 7/10/09 USD N20090 27.830 1.000 95,928.54 95,928.54
PUR 7/08/09 60 DESARROLLADORA HOMEX S 623.00 12.46 16,757.89 16,757.89
246078 7/13/09 USD N20090 26.879 1.000 16,757.89 16,757.89
PUR 7/08/09 60 DESARROLLADORA HOMEX S 2,530.00 101.20 68,118.48 68,118.48
246078 7/13/09 USD N20090 26.884 1.000 68,118.48 68,118.48
---------------- --------- ---------------- ------------ ---------------- --------------
45,361.00 1,707.16 1,560,357.19 1,560,357.19
1,560,357.19 1,560,357.19
17 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 7/14/09 60 KOMERCNI BANKA AS CZK 1,400.00 649.47 4,041,340.26 4,041,340.26
240037 7/17/09 CZK N20090 2878.03 18.612 217,138.60 217,138.60
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 24
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/15/09 60 KOMERCNI BANKA AS CZK 300.00 141.88 870,557.14 870,557.14
240037 7/20/09 CZK N20090 2893.17 18.353 47,434.05 47,434.05
---------------- --------- ---------------- ------------ ---------------- --------------
1,700.00 791.35 4,911,897.40 4,911,897.40
264,572.65 264,572.65
2 TRANSACTIONS IN COUNTRY: THE CZECH REPUBLIC (9700)
PUR 7/06/09 60 LARSEN + TOUBRO LTD IN 4,508.00 154,173.60 154,173.60
239208 7/09/09 USD H20090 34.200 1.000 154,173.60 154,173.60
PUR 7/06/09 60 LARSEN + TOUBRO LTD IN 1,209.00 39,534.30 39,534.30
239208 7/09/09 USD H20090 32.700 1.000 39,534.30 39,534.30
PUR 7/08/09 60 AXIS BANK LTD- GDR 13,536.00 217,252.80 217,252.80
246077 7/13/09 USD H20090 16.050 1.000 217,252.80 217,252.80
PUR 7/08/09 60 INFOSYS TECHNOLOGIES-S 1,400.00 28.00 47,838.00 47,838.00
239503 7/13/09 USD H20090 34.150 1.000 47,838.00 47,838.00
PUR 7/17/09 60 AXIS BANK LTD- GDR 79,315.00 1,355,493.35 1,355,493.35
246077 7/22/09 USD H20090 17.090 1.000 1,355,493.35 1,355,493.35
---------------- --------- ---------------- ------------ ---------------- --------------
99,968.00 28.00 1,814,292.05 1,814,292.05
1,814,292.05 1,814,292.05
5 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
6,818,726.00 27,645.831,927,848,345.04 1,927,848,345.04
14,509,173.69 14,509,173.69
155 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
6,846,426.00 28,753.831,929,120,209.93 1,929,120,209.93
15,781,038.58 15,781,038.58
156 "PUR " TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
---------------- --------- ---------------- ------------ ---------------- --------------
6,846,426.00 28,753.831,929,120,209.93 1,929,120,209.93
15,781,038.58 15,781,038.58
156 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: 25
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/14/09 60 HUABAO INTERNATIONAL H 15,000.00 48.81 122,508.26 122,508.26
247100 7/16/09 HKD GT1T94 8.142 7.750 15,807.11 15,807.11
PUR 7/16/09 60 HUABAO INTERNATIONAL H 5,000.00 16.50 41,224.38 41,224.38
247100 7/20/09 HKD GT1T7U 8.219 7.750 5,319.27 5,319.27
---------------- --------- ---------------- ------------ ---------------- --------------
20,000.00 65.31 163,732.64 163,732.64
21,126.38 21,126.38
2 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
PUR 7/28/09 60 KOC HOLDING AS 104,743.00 525.73 311,633.42 311,633.42
247977 7/30/09 TRY GT1UBI 2.968 1.478 210,819.52 210,819.52
PUR 7/29/09 60 KOC HOLDING AS 16,584.00 83.42 49,876.38 49,876.38
247977 7/31/09 TRY GT1UBG 3.000 1.491 33,451.63 33,451.63
---------------- --------- ---------------- ------------ ---------------- --------------
121,327.00 609.15 361,509.80 361,509.80
244,271.15 244,271.15
2 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 6/29/09 60 KT+G CORP KRW 5000.0 700.00 97.26 50,144,443.00 50,144,443.00
247575 7/01/09 KRW GT1S42 71456.2 1285.60 39,004.70 39,004.70
PUR 6/29/09 60 S1 CORP/KOREA KRW 500. 200.00 20.83 10,738,902.00 10,738,902.00
247009 7/01/09 KRW GT1S42 53560.6 1285.60 8,353.22 8,353.22
PUR 6/29/09 60 WOONGJIN COWAY CO LTD 100.00 5.94 3,064,518.00 3,064,518.00
240084 7/01/09 KRW GT1S42 30568.7 1285.59 2,383.73 2,383.73
PUR 6/30/09 60 KT+G CORP KRW 5000.0 8,800.00 746.05 634,498,064.00 634,498,064.00
247575 7/02/09 KRW GT1S42 71994.0 1273.80 498,114.35 498,114.35
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 26
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 6/30/09 60 S1 CORP/KOREA KRW 500. 100.00 6.38 5,424,842.00 5,424,842.00
247009 7/02/09 KRW GT1S42 54167.1 1273.79 4,258.79 4,258.79
PUR 6/30/09 60 S1 CORP/KOREA KRW 500. 500.00 31.89 27,124,212.00 27,124,212.00
247009 7/02/09 KRW GT1S42 54167.1 1273.80 21,293.93 21,293.93
PUR 6/30/09 60 WOONGJIN COWAY CO LTD 330.00 11.97 10,184,216.00 10,184,216.00
240084 7/02/09 KRW GT1S42 30815.0 1273.79 7,995.15 7,995.15
PUR 7/01/09 60 KT+G CORP KRW 5000.0 500.00 70.53 35,844,571.00 35,844,571.00
247575 7/03/09 KRW GT1S6W 71510.3 1267.40 28,281.97 28,281.97
PUR 7/01/09 60 KT+G CORP KRW 5000.0 2,000.00 280.32 142,465,275.00 142,465,275.00
247575 7/03/09 KRW GT1S6W 71055.0 1267.40 112,407.51 112,407.51
PUR 7/01/09 60 S1 CORP/KOREA KRW 500. 100.00 10.82 5,500,751.00 5,500,751.00
247009 7/03/09 KRW GT1S6W 54870.3 1267.39 4,340.19 4,340.19
PUR 7/01/09 60 WOONGJIN COWAY CO LTD 270.00 16.43 8,349,324.00 8,349,324.00
240084 7/03/09 KRW GT1S42 30846.3 1267.40 6,587.76 6,587.76
PUR 7/02/09 60 KT+G CORP KRW 5000.0 4,597.00 632.61 321,993,367.00 321,993,367.00
247575 7/06/09 KRW GT1S42 69869.5 1269.30 253,677.91 253,677.91
PUR 7/02/09 60 KT+G CORP KRW 5000.0 1,419.00 195.73 99,622,424.00 99,622,424.00
247575 7/06/09 KRW GT1S42 70031.0 1269.30 78,486.11 78,486.11
PUR 7/02/09 60 KT+G CORP KRW 5000.0 240.00 19.77 16,755,144.00 16,755,144.00
247575 7/06/09 KRW GT1S42 69708.5 1269.30 13,200.30 13,200.30
PUR 7/02/09 60 KT+G CORP KRW 5000.0 1,156.00 160.74 81,817,631.00 81,817,631.00
247575 7/06/09 KRW GT1S42 70600.0 1269.30 64,458.86 64,458.86
PUR 7/02/09 60 S1 CORP/KOREA KRW 500. 300.00 31.98 16,279,939.00 16,279,939.00
247009 7/06/09 KRW GT1S42 54131.1 1269.30 12,825.92 12,825.92
PUR 7/02/09 60 WOONGJIN COWAY CO LTD 80.00 2.96 2,506,419.00 2,506,419.00
240084 7/06/09 KRW GT1S6W 31283.3 1269.29 1,974.65 1,974.65
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: 27
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/03/09 60 KT+G CORP KRW 5000.0 1,033.00 141.01 71,574,275.00 71,574,275.00
247575 7/07/09 KRW GT1S42 69115.0 1265.70 56,549.16 56,549.16
PUR 7/03/09 60 KT+G CORP KRW 5000.0 926.00 40.46 64,063,322.00 64,063,322.00
247575 7/07/09 KRW GT1S42 69127.5 1265.70 50,614.93 50,614.93
PUR 7/03/09 60 S1 CORP/KOREA KRW 500. 100.00 3.35 5,303,896.00 5,303,896.00
247009 7/07/09 KRW GT1S42 52996.5 1265.70 4,190.48 4,190.48
PUR 7/03/09 60 WOONGJIN COWAY CO LTD 30.00 1.84 933,829.00 933,829.00
240084 7/07/09 KRW GT1S42 31050.0 1265.69 737.80 737.80
PUR 7/03/09 60 WOONGJIN COWAY CO LTD 150.00 2.96 4,683,272.00 4,683,272.00
240084 7/07/09 KRW GT1S42 31196.8 1265.70 3,700.14 3,700.14
PUR 7/06/09 60 KT+G CORP KRW 5000.0 400.00 17.57 27,867,785.00 27,867,785.00
247575 7/08/09 KRW GT1SQS 69613.7 1267.80 21,981.22 21,981.22
PUR 7/06/09 60 KT+G CORP KRW 5000.0 1,400.00 191.65 97,433,035.00 97,433,035.00
247575 7/08/09 KRW GT1SQS 69421.4 1267.80 76,852.05 76,852.05
PUR 7/06/09 60 KT+G CORP KRW 5000.0 300.00 41.21 20,949,641.00 20,949,641.00
247575 7/08/09 KRW GT1SQS 69658.0 1267.80 16,524.41 16,524.41
PUR 7/06/09 60 S1 CORP/KOREA KRW 500. 200.00 6.51 10,328,881.00 10,328,881.00
247009 7/08/09 KRW GT1SQS 51603.1 1267.80 8,147.09 8,147.09
PUR 7/06/09 60 WOONGJIN COWAY CO LTD 210.00 4.06 6,433,170.00 6,433,170.00
240084 7/08/09 KRW GT1SQS 30609.6 1267.80 5,074.28 5,074.28
PUR 7/07/09 60 KT+G CORP KRW 5000.0 1,200.00 51.93 82,708,430.00 82,708,430.00
247575 7/09/09 KRW GT1SS6 68868.5 1273.20 64,961.07 64,961.07
PUR 7/07/09 60 S1 CORP/KOREA KRW 500. 200.00 6.51 10,374,814.00 10,374,814.00
247009 7/09/09 KRW GT1SQS 51832.6 1273.20 8,148.61 8,148.61
PUR 7/07/09 60 WOONGJIN COWAY CO LTD 210.00 4.06 6,461,192.00 6,461,192.00
240084 7/09/09 KRW GT1SS6 30742.9 1273.19 5,074.77 5,074.77
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 28
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/08/09 60 KT+G CORP KRW 5000.0 3,000.00 237.46 202,282,336.00 202,282,336.00
247575 7/10/09 KRW GT1SQS 67326.4 1275.90 158,540.90 158,540.90
PUR 7/08/09 60 S1 CORP/KOREA KRW 500. 200.00 12.21 10,398,353.00 10,398,353.00
247009 7/10/09 KRW GT1SQS 51913.8 1275.90 8,149.82 8,149.82
PUR 7/08/09 60 WOONGJIN COWAY CO LTD 112.00 6.68 3,417,636.00 3,417,636.00
240084 7/10/09 KRW GT1SS6 30438.5 1275.89 2,678.61 2,678.61
PUR 7/08/09 60 WOONGJIN COWAY CO LTD 64.00 3.83 1,961,628.00 1,961,628.00
240084 7/10/09 KRW GT1SQS 30574.0 1275.89 1,537.45 1,537.45
PUR 7/09/09 60 KT+G CORP KRW 5000.0 1,900.00 248.75 127,569,285.00 127,569,285.00
247575 7/13/09 KRW GT1SQS 66974.2 1278.90 99,749.23 99,749.23
PUR 7/09/09 60 KT+G CORP KRW 5000.0 2,000.00 157.06 134,108,529.00 134,108,529.00
247575 7/13/09 KRW GT1SS6 66953.8 1278.90 104,862.40 104,862.40
PUR 7/09/09 60 S1 CORP/KOREA KRW 500. 600.00 37.60 32,104,529.00 32,104,529.00
247009 7/13/09 KRW GT1SQS 53427.4 1278.90 25,103.24 25,103.24
PUR 7/09/09 60 S1 CORP/KOREA KRW 500. 100.00 6.27 5,350,754.00 5,350,754.00
247009 7/13/09 KRW GT1SQS 53427.4 1278.90 4,183.87 4,183.87
PUR 7/09/09 60 WOONGJIN COWAY CO LTD 510.00 18.78 16,035,422.00 16,035,422.00
240084 7/13/09 KRW GT1SQS 31394.9 1278.90 12,538.45 12,538.45
PUR 7/10/09 60 KT+G CORP KRW 5000.0 1,800.00 240.15 123,507,725.00 123,507,725.00
247575 7/14/09 KRW GT1SQS 68444.2 1282.50 96,302.32 96,302.32
PUR 7/10/09 60 S1 CORP/KOREA KRW 500. 500.00 51.33 26,400,158.00 26,400,158.00
247009 7/14/09 KRW GT1SQS 52668.6 1282.50 20,584.92 20,584.92
PUR 7/10/09 60 S1 CORP/KOREA KRW 500. 100.00 10.26 5,280,026.00 5,280,026.00
247009 7/14/09 KRW GT1SQS 52668.6 1282.50 4,116.98 4,116.98
PUR 7/13/09 60 KT+G CORP KRW 5000.0 3,000.00 388.97 204,936,730.00 204,936,730.00
247575 7/15/09 KRW GT1T7Q 68141.8 1313.90 155,975.90 155,975.90
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 29
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/13/09 60 S1 CORP/KOREA KRW 500. 300.00 29.22 15,395,286.00 15,395,286.00
247009 7/15/09 KRW GT1T7Q 51189.6 1313.90 11,717.24 11,717.24
PUR 7/13/09 60 S1 CORP/KOREA KRW 500. 100.00 9.74 5,131,762.00 5,131,762.00
247009 7/15/09 KRW GT1T7Q 51189.6 1313.89 3,905.75 3,905.75
PUR 7/14/09 60 KT+G CORP KRW 5000.0 1,000.00 41.97 67,876,800.00 67,876,800.00
247575 7/16/09 KRW GT1T96 67822.5 1292.60 52,511.84 52,511.84
PUR 7/14/09 60 S1 CORP/KOREA KRW 500. 100.00 3.13 5,078,876.00 5,078,876.00
247009 7/16/09 KRW GT1T7Q 50748.2 1292.60 3,929.19 3,929.19
PUR 7/15/09 60 KT+G CORP KRW 5000.0 800.00 106.52 54,604,327.00 54,604,327.00
247575 7/17/09 KRW GT1T94 68085.1 1278.40 42,713.02 42,713.02
PUR 7/15/09 60 S1 CORP/KOREA KRW 500. 200.00 6.49 10,392,817.00 10,392,817.00
247009 7/17/09 KRW GT1T94 51922.5 1278.40 8,129.55 8,129.55
PUR 7/15/09 60 S1 CORP/KOREA KRW 500. 600.00 36.41 31,077,947.00 31,077,947.00
247009 7/17/09 KRW GT1T94 51719.0 1278.40 24,310.03 24,310.03
PUR 7/15/09 60 S1 CORP/KOREA KRW 500. 100.00 6.07 5,179,657.00 5,179,657.00
247009 7/17/09 KRW GT1T94 51719.0 1278.40 4,051.67 4,051.67
PUR 7/16/09 60 KT+G CORP KRW 5000.0 1,200.00 160.26 81,317,616.00 81,317,616.00
247575 7/20/09 KRW GT1T94 67595.6 1265.40 64,262.38 64,262.38
PUR 7/16/09 60 S1 CORP/KOREA KRW 500. 18.00 .58 932,881.00 932,881.00
247009 7/20/09 KRW GT1T94 51785.6 1265.40 737.22 737.22
PUR 7/16/09 60 S1 CORP/KOREA KRW 500. 120.00 3.93 6,219,246.00 6,219,246.00
247009 7/20/09 KRW GT1T7Q 51785.6 1265.39 4,914.85 4,914.85
PUR 7/17/09 60 KT+G CORP KRW 5000.0 749.00 99.62 50,296,932.00 50,296,932.00
247575 7/21/09 KRW GT1T7Q 66984.6 1259.00 39,949.91 39,949.91
PUR 7/17/09 60 KT+G CORP KRW 5000.0 860.00 115.13 58,124,335.00 58,124,335.00
247575 7/21/09 KRW GT1T7Q 67417.8 1259.00 46,167.07 46,167.07
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: 30
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/17/09 60 S1 CORP/KOREA KRW 500. 77.00 8.03 4,054,656.00 4,054,656.00
247009 7/21/09 KRW GT1T7Q 52526.5 1258.99 3,220.54 3,220.54
PUR 7/17/09 60 S1 CORP/KOREA KRW 500. 518.00 54.03 27,276,782.00 27,276,782.00
247009 7/21/09 KRW GT1T7Q 52526.5 1259.00 21,665.43 21,665.43
PUR 7/20/09 60 S1 CORP/KOREA KRW 500. 36.00 3.85 1,931,859.00 1,931,859.00
247009 7/22/09 KRW GT1TU2 53529.1 1249.90 1,545.61 1,545.61
PUR 7/20/09 60 S1 CORP/KOREA KRW 500. 240.00 25.69 12,879,104.00 12,879,104.00
247009 7/22/09 KRW GT1TU2 53529.1 1249.90 10,304.11 10,304.11
PUR 7/21/09 60 S1 CORP/KOREA KRW 500. 233.00 14.72 12,270,211.00 12,270,211.00
247009 7/23/09 KRW GT1TWO 52582.9 1248.40 9,828.75 9,828.75
PUR 7/21/09 60 S1 CORP/KOREA KRW 500. 35.00 2.21 1,843,164.00 1,843,164.00
247009 7/23/09 KRW GT1TWO 52582.9 1248.40 1,476.42 1,476.42
PUR 7/22/09 60 S1 CORP/KOREA KRW 500. 31.00 3.37 1,688,884.00 1,688,884.00
247009 7/24/09 KRW GT1TWO 54344.3 1247.50 1,353.81 1,353.81
PUR 7/22/09 60 S1 CORP/KOREA KRW 500. 207.00 22.54 11,277,395.00 11,277,395.00
247009 7/24/09 KRW GT1TWO 54344.3 1247.49 9,040.00 9,040.00
PUR 7/23/09 60 S1 CORP/KOREA KRW 500. 2.00 .22 110,944.00 110,944.00
247009 7/27/09 KRW GT1TWO 55337.0 1248.66 88.85 88.85
PUR 7/23/09 60 S1 CORP/KOREA KRW 500. 15.00 1.66 832,127.00 832,127.00
247009 7/27/09 KRW GT1TWO 55337.1 1248.59 666.45 666.45
PUR 7/23/09 60 S1 CORP/KOREA KRW 500. 1,296.00 143.63 71,918,124.00 71,918,124.00
247009 7/27/09 KRW GT1TWO 55354.0 1248.60 57,599.01 57,599.01
PUR 7/23/09 60 S1 CORP/KOREA KRW 500. 192.00 21.27 10,654,528.00 10,654,528.00
247009 7/27/09 KRW GT1TWO 55354.0 1248.60 8,533.18 8,533.18
PUR 7/24/09 60 S1 CORP/KOREA KRW 500. 65.00 7.31 3,662,415.00 3,662,415.00
247009 7/28/09 KRW GT1TWO 56204.3 1249.40 2,931.34 2,931.34
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 31
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/24/09 60 S1 CORP/KOREA KRW 500. 438.00 49.26 24,679,046.00 24,679,046.00
247009 7/28/09 KRW GT1TWO 56204.3 1249.40 19,752.72 19,752.72
---------------- --------- ---------------- ------------ ---------------- --------------
51,169.00 5,251.543,351,490,416.00 3,351,490,416.00
2,629,831.09 2,629,831.09
70 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 7/27/09 60 TAMBANG BATUBARA BUKIT 49,500.00 218.98 623,566,343.00 623,566,343.00
247976 7/30/09 IDR GT1UBI 12553.2 9960.00 62,607.06 62,607.06
PUR 7/28/09 60 TAMBANG BATUBARA BUKIT 36,500.00 167.49 470,788,683.00 470,788,683.00
247976 7/31/09 IDR GT1UBG 12852.8 9915.00 47,482.47 47,482.47
---------------- --------- ---------------- ------------ ---------------- --------------
86,000.00 386.471,094,355,026.00 1,094,355,026.00
110,089.53 110,089.53
2 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 6/29/09 60 COMMERCIAL INTERNATION 949.00 28.46 45,694.58 45,694.58
247491 7/02/09 EGP GT1S42 47.982 5.599 8,160.48 8,160.48
PUR 6/30/09 60 COMMERCIAL INTERNATION 49,335.00 1,512.77 2,425,875.95 2,425,875.95
247491 7/06/09 EGP GT1S6W 49.000 5.593 433,734.30 433,734.30
---------------- --------- ---------------- ------------ ---------------- --------------
50,284.00 1,541.23 2,471,570.53 2,471,570.53
441,894.78 441,894.78
2 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 6/24/09 60 MURRAY + ROBERTS HOLDI 3,312.00 86.78 155,566.36 155,566.36
240206 7/01/09 ZAR GT1RS4 46.760 8.031 19,371.22 19,371.22
PUR 6/24/09 60 SANLAM LTD 1,129.00 10.66 19,110.61 19,110.61
239837 7/01/09 ZAR GT1RS4 16.851 8.031 2,379.66 2,379.66
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: 32
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 6/24/09 60 TIGER BRANDS LTD ZAR 0 125.00 6.41 17,784.49 17,784.49
247237 7/01/09 ZAR GT1RS4 141.864 8.031 2,214.54 2,214.54
PUR 6/24/09 60 TRUWORTHS INTERNAT ZAR 1,751.00 22.62 62,773.41 62,773.41
239843 7/01/09 ZAR GT1RS4 35.746 8.031 7,816.58 7,816.58
PUR 6/24/09 60 TRUWORTHS INTERNAT ZAR 392.00 5.06 14,053.22 14,053.22
239843 7/01/09 ZAR GT1RS4 35.746 8.031 1,749.92 1,749.92
PUR 6/24/09 60 TRUWORTHS INTERNAT ZAR 66.00 .85 2,366.10 2,366.10
239843 7/01/09 ZAR GT1RS4 35.746 8.031 294.63 294.63
PUR 6/25/09 60 MURRAY + ROBERTS HOLDI 1,696.00 44.86 80,426.93 80,426.93
240206 7/02/09 ZAR GT1RVQ 47.209 8.031 10,014.44 10,014.44
PUR 6/25/09 60 TIGER BRANDS LTD ZAR 0 2,850.00 225.96 405,089.74 405,089.74
247237 7/02/09 ZAR GT1RVQ 141.500 8.031 50,440.13 50,440.13
PUR 6/26/09 60 MURRAY + ROBERTS HOLDI 3,092.00 84.78 149,549.76 149,549.76
240206 7/03/09 ZAR GT1RS4 48.150 7.903 18,924.36 18,924.36
PUR 6/26/09 60 MURRAY + ROBERTS HOLDI 707.00 19.42 34,258.02 34,258.02
240206 7/03/09 ZAR GT1RVQ 48.238 7.902 4,335.09 4,335.09
PUR 6/29/09 60 MURRAY + ROBERTS HOLDI 80.00 2.25 3,917.55 3,917.55
240206 7/06/09 ZAR GT1S42 48.750 7.804 502.01 502.01
PUR 6/30/09 60 MURRAY + ROBERTS HOLDI 1,696.00 49.25 84,841.21 84,841.21
240206 7/07/09 ZAR GT1S42 49.800 7.718 10,993.35 10,993.35
PUR 6/30/09 60 SANLAM LTD 47,545.00 480.99 828,613.07 828,613.07
239837 7/07/09 ZAR GT1S42 17.350 7.717 107,368.07 107,368.07
PUR 6/30/09 60 TIGER BRANDS LTD ZAR 0 736.00 39.30 104,814.41 104,814.41
247237 7/07/09 ZAR GT1S42 141.999 7.718 13,581.39 13,581.39
PUR 6/30/09 60 TIGER BRANDS LTD ZAR 0 2,526.00 211.36 364,112.16 364,112.16
247237 7/07/09 ZAR GT1S42 143.500 7.717 47,180.07 47,180.07
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: 33
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/01/09 60 MURRAY + ROBERTS HOLDI 8,408.00 245.03 423,136.38 423,136.38
240206 7/08/09 ZAR GT1S6W 50.100 7.736 54,695.64 54,695.64
PUR 7/01/09 60 MURRAY + ROBERTS HOLDI 7,406.00 215.80 372,667.89 372,667.89
240206 7/08/09 ZAR GT1S42 50.094 7.736 48,171.96 48,171.96
PUR 7/01/09 60 MURRAY + ROBERTS HOLDI 982.00 28.62 49,419.59 49,419.59
240206 7/08/09 ZAR GT1S42 50.100 7.736 6,388.10 6,388.10
PUR 7/01/09 60 SANLAM LTD 7,379.00 74.53 128,712.95 128,712.95
239837 7/08/09 ZAR GT1S42 17.365 7.736 16,637.75 16,637.75
PUR 7/01/09 60 SANLAM LTD 53,744.00 542.39 936,654.47 936,654.47
239837 7/08/09 ZAR GT1S42 17.350 7.736 121,074.23 121,074.23
PUR 7/02/09 60 MURRAY + ROBERTS HOLDI 865.00 24.51 42,843.44 42,843.44
240206 7/09/09 ZAR GT1S6W 49.308 7.830 5,471.98 5,471.98
PUR 7/03/09 60 MURRAY + ROBERTS HOLDI 7,027.00 191.88 338,813.83 338,813.83
240206 7/10/09 ZAR GT1S42 48.000 7.910 42,831.44 42,831.44
PUR 7/06/09 60 TIGER BRANDS LTD ZAR 0 1,862.00 150.79 269,315.68 269,315.68
247237 7/13/09 ZAR GT1SQS 143.990 8.001 33,659.41 33,659.41
PUR 7/06/09 60 TIGER BRANDS LTD ZAR 0 2.00 .10 288.44 288.44
247237 7/13/09 ZAR GT1SQS 143.800 8.001 36.05 36.05
PUR 7/13/09 60 TIGER BRANDS LTD ZAR 0 162.00 12.69 23,432.98 23,432.98
247237 7/20/09 ZAR GT1T94 144.000 8.275 2,831.61 2,831.61
PUR 7/16/09 60 STANDARD BANK GROUP LT 31,295.00 1,675.00 3,022,363.06 3,022,363.06
247879 7/23/09 ZAR GT1T94 96.144 8.083 373,897.50 373,897.50
PUR 7/17/09 60 STANDARD BANK GROUP LT 44,557.00 2,380.45 4,298,251.33 4,298,251.33
247879 7/24/09 ZAR GT1T7Q 96.034 8.089 531,369.93 531,369.93
PUR 7/20/09 60 STANDARD BANK GROUP LT 62,519.00 3,399.49 6,022,313.54 6,022,313.54
247879 7/27/09 ZAR GT1TVG 95.896 7.936 758,840.95 758,840.95
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 34
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/21/09 60 STANDARD BANK GROUP LT 29,802.00 1,652.29 2,873,423.41 2,873,423.41
247879 7/28/09 ZAR GT1TWO 95.985 7.791 368,827.37 368,827.37
PUR 7/22/09 60 STANDARD BANK GROUP LT 13,727.00 764.32 1,314,694.55 1,314,694.55
247879 7/29/09 ZAR GT1TWO 95.345 7.706 170,613.25 170,613.25
PUR 7/22/09 60 TIGER BRANDS LTD ZAR 0 4,277.00 248.39 661,924.42 661,924.42
247237 7/29/09 ZAR GT1TWO 154.316 7.706 85,900.62 85,900.62
PUR 7/23/09 60 TIGER BRANDS LTD ZAR 0 6,225.00 574.67 981,722.96 981,722.96
247237 7/30/09 ZAR GT1TWO 157.000 7.653 128,279.49 128,279.49
PUR 7/23/09 60 TIGER BRANDS LTD ZAR 0 1,420.00 131.06 223,894.87 223,894.87
247237 7/30/09 ZAR GT1TWO 156.966 7.653 29,255.83 29,255.83
PUR 7/23/09 60 TIGER BRANDS LTD ZAR 0 3,145.00 290.34 495,986.94 495,986.94
247237 7/30/09 ZAR GT1TWO 157.000 7.653 64,809.48 64,809.48
PUR 7/24/09 60 TIGER BRANDS LTD ZAR 0 1,399.00 127.06 220,631.40 220,631.40
247237 7/31/09 ZAR GT1TWO 157.000 7.779 28,362.44 28,362.44
---------------- --------- ---------------- ------------ ---------------- --------------
353,906.00 14,019.96 25,027,769.17 25,027,769.17
3,169,120.49 3,169,120.49
35 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 6/29/09 60 KASIKORNBANK PCL-FOREI 500.00 2.85 37,768.45 37,768.45
246231 7/03/09 THB GT1S42 75.343 34.010 1,110.51 1,110.51
PUR 6/29/09 60 KASIKORNBANK PCL-FOREI 500.00 2.85 37,768.45 37,768.45
246231 7/03/09 THB GT1S42 75.343 34.010 1,110.51 1,110.51
PUR 6/29/09 60 KASIKORNBANK PCL-FOREI 500.00 2.85 37,768.45 37,768.45
246231 7/03/09 THB GT1S42 75.343 34.010 1,110.51 1,110.51
PUR 6/29/09 60 KASIKORNBANK PCL-FOREI 500.00 2.85 37,768.45 37,768.45
246231 7/03/09 THB GT1S42 75.343 34.010 1,110.51 1,110.51
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: 35
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/02/09 60 KASIKORNBANK PCL-FOREI 1,000.00 5.76 73,586.32 73,586.32
246231 7/09/09 THB GT1S6W 73.390 34.070 2,159.86 2,159.86
PUR 7/02/09 60 KASIKORNBANK PCL-FOREI 500.00 2.88 36,793.16 36,793.16
246231 7/09/09 THB GT1S6W 73.390 34.070 1,079.93 1,079.93
PUR 7/02/09 60 KASIKORNBANK PCL-FOREI 2,000.00 11.52 147,172.64 147,172.64
246231 7/09/09 THB GT1S42 73.390 34.070 4,319.71 4,319.71
PUR 7/02/09 60 KASIKORNBANK PCL-FOREI 2,000.00 11.52 147,172.64 147,172.64
246231 7/09/09 THB GT1S42 73.390 34.070 4,319.71 4,319.71
PUR 7/02/09 60 KASIKORNBANK PCL-FOREI 2,000.00 11.52 147,172.64 147,172.64
246231 7/09/09 THB GT1S42 73.390 34.070 4,319.71 4,319.71
PUR 7/03/09 60 KASIKORNBANK PCL-FOREI 500.00 2.72 36,121.27 36,121.27
246231 7/10/09 THB GT1S42 72.057 34.060 1,060.52 1,060.52
PUR 7/03/09 60 KASIKORNBANK PCL-FOREI 2,000.00 10.90 144,485.09 144,485.09
246231 7/10/09 THB GT1S6W 72.057 34.060 4,242.08 4,242.08
PUR 7/03/09 60 KASIKORNBANK PCL-FOREI 2,000.00 10.90 144,485.09 144,485.09
246231 7/10/09 THB GT1S6W 72.057 34.060 4,242.08 4,242.08
PUR 7/03/09 60 KASIKORNBANK PCL-FOREI 2,000.00 10.90 144,485.09 144,485.09
246231 7/10/09 THB GT1S42 72.057 34.060 4,242.08 4,242.08
PUR 7/03/09 60 KASIKORNBANK PCL-FOREI 1,000.00 5.45 72,242.55 72,242.55
246231 7/10/09 THB GT1S6W 72.057 34.060 2,121.04 2,121.04
PUR 7/08/09 60 KASIKORNBANK PCL-FOREI 1,600.00 8.40 111,344.70 111,344.70
246231 7/13/09 THB GT1SS6 69.412 34.050 3,270.04 3,270.04
PUR 7/08/09 60 KASIKORNBANK PCL-FOREI 6,200.00 32.55 431,460.70 431,460.70
246231 7/13/09 THB GT1SS6 69.412 34.050 12,671.39 12,671.39
PUR 7/08/09 60 KASIKORNBANK PCL-FOREI 6,300.00 33.07 438,419.74 438,419.74
246231 7/13/09 THB GT1SS6 69.412 34.050 12,875.76 12,875.76
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 36
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/08/09 60 KASIKORNBANK PCL-FOREI 2,900.00 15.22 201,812.26 201,812.26
246231 7/13/09 THB GT1SS6 69.412 34.050 5,926.94 5,926.94
PUR 7/08/09 60 KASIKORNBANK PCL-FOREI 6,700.00 35.17 466,255.92 466,255.92
246231 7/13/09 THB GT1SQS 69.412 34.050 13,693.27 13,693.27
PUR 7/09/09 60 KASIKORNBANK PCL-FOREI 1,000.00 69,445.77 69,445.77
246231 7/14/09 THB 69.446 34.060 2,038.92 2,038.92
PUR 7/09/09 60 KASIKORNBANK PCL-FOREI 1,000.00 69,445.77 69,445.77
246231 7/14/09 THB 69.446 34.060 2,038.92 2,038.92
PUR 7/09/09 60 KASIKORNBANK PCL-FOREI 1,000.00 69,445.77 69,445.77
246231 7/14/09 THB 69.446 34.060 2,038.92 2,038.92
PUR 7/09/09 60 KASIKORNBANK PCL-FOREI 400.00 2.09 27,775.54 27,775.54
246231 7/14/09 THB GT1SQU 69.261 34.060 815.49 815.49
PUR 7/09/09 60 KASIKORNBANK PCL-FOREI 200.00 1.05 13,887.77 13,887.77
246231 7/14/09 THB GT1SQU 69.261 34.060 407.74 407.74
PUR 7/10/09 60 KASIKORNBANK PCL-FOREI 3,100.00 16.80 214,595.89 214,595.89
246231 7/15/09 THB GT1T94 69.040 34.080 6,296.83 6,296.83
PUR 7/10/09 60 KASIKORNBANK PCL-FOREI 1,400.00 7.59 96,914.27 96,914.27
246231 7/15/09 THB GT1T94 69.040 34.080 2,843.73 2,843.73
PUR 7/10/09 60 KASIKORNBANK PCL-FOREI 800.00 4.34 55,379.59 55,379.59
246231 7/15/09 THB GT1T96 69.040 34.080 1,624.99 1,624.99
PUR 7/10/09 60 KASIKORNBANK PCL-FOREI 3,300.00 17.88 228,440.79 228,440.79
246231 7/15/09 THB GT1T94 69.040 34.080 6,703.07 6,703.07
PUR 7/10/09 60 KASIKORNBANK PCL-FOREI 3,100.00 16.80 214,595.89 214,595.89
246231 7/15/09 THB GT1T96 69.040 34.080 6,296.83 6,296.83
PUR 7/13/09 60 KASIKORNBANK PCL-FOREI 1,500.00 7.78 99,574.65 99,574.65
246231 7/16/09 THB GT1T96 66.206 34.140 2,916.66 2,916.66
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: 37
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/13/09 60 KASIKORNBANK PCL-FOREI 700.00 3.63 46,468.17 46,468.17
246231 7/16/09 THB GT1T7Q 66.206 34.140 1,361.11 1,361.11
PUR 7/13/09 60 KASIKORNBANK PCL-FOREI 1,400.00 7.26 92,936.34 92,936.34
246231 7/16/09 THB GT1T96 66.206 34.140 2,722.21 2,722.21
PUR 7/13/09 60 KASIKORNBANK PCL-FOREI 400.00 2.07 26,553.24 26,553.24
246231 7/16/09 THB GT1T7Q 66.206 34.140 777.78 777.78
PUR 7/13/09 60 KASIKORNBANK PCL-FOREI 1,500.00 7.78 99,574.65 99,574.65
246231 7/16/09 THB GT1T96 66.206 34.140 2,916.66 2,916.66
PUR 7/14/09 60 KASIKORNBANK PCL-FOREI 500.00 2.70 34,570.58 34,570.58
246231 7/17/09 THB GT1T94 68.957 34.120 1,013.21 1,013.21
PUR 7/14/09 60 KASIKORNBANK PCL-FOREI 500.00 2.70 34,570.58 34,570.58
246231 7/17/09 THB GT1T96 68.957 34.120 1,013.21 1,013.21
PUR 7/14/09 60 KASIKORNBANK PCL-FOREI 100.00 .54 6,914.12 6,914.12
246231 7/17/09 THB GT1T96 68.957 34.120 202.64 202.64
PUR 7/14/09 60 KASIKORNBANK PCL-FOREI 200.00 1.08 13,828.23 13,828.23
246231 7/17/09 THB GT1T94 68.957 34.120 405.28 405.28
PUR 7/14/09 60 KASIKORNBANK PCL-FOREI 500.00 2.70 34,570.58 34,570.58
246231 7/17/09 THB GT1T94 68.957 34.120 1,013.21 1,013.21
PUR 7/17/09 60 KASIKORNBANK PCL-FOREI 4,600.00 31.78 341,900.23 341,900.23
246231 7/22/09 THB GT1T7Q 74.091 34.050 10,041.12 10,041.12
PUR 7/17/09 60 KASIKORNBANK PCL-FOREI 4,300.00 29.71 319,602.39 319,602.39
246231 7/22/09 THB GT1T94 74.091 34.050 9,386.27 9,386.27
PUR 7/17/09 60 KASIKORNBANK PCL-FOREI 2,000.00 13.82 148,652.28 148,652.28
246231 7/22/09 THB GT1T94 74.091 34.050 4,365.71 4,365.71
PUR 7/17/09 60 KASIKORNBANK PCL-FOREI 4,300.00 29.71 319,602.39 319,602.39
246231 7/22/09 THB GT1T94 74.091 34.050 9,386.27 9,386.27
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 38
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/17/09 60 KASIKORNBANK PCL-FOREI 1,100.00 7.60 81,758.75 81,758.75
246231 7/22/09 THB GT1T7Q 74.091 34.050 2,401.14 2,401.14
PUR 7/17/09 60 KASIKORNBANK PCL-FOREI 300.00 1.73 22,184.00 22,184.00
246231 7/22/09 THB GT1T7Q 73.750 34.050 651.51 651.51
PUR 7/17/09 60 KASIKORNBANK PCL-FOREI 100.00 .56 7,394.00 7,394.00
246231 7/22/09 THB GT1T7Q 73.750 34.050 217.15 217.15
PUR 7/17/09 60 KASIKORNBANK PCL-FOREI 300.00 1.73 22,184.00 22,184.00
246231 7/22/09 THB GT1T7Q 73.750 34.050 651.51 651.51
PUR 7/17/09 60 KASIKORNBANK PCL-FOREI 300.00 1.73 22,184.00 22,184.00
246231 7/22/09 THB GT1T96 73.750 34.050 651.51 651.51
PUR 7/17/09 60 KASIKORNBANK PCL-FOREI 100.00 .56 7,394.00 7,394.00
246231 7/22/09 THB GT1T94 73.750 34.050 217.15 217.15
PUR 7/20/09 60 KASIKORNBANK PCL-FOREI 800.00 4.74 60,461.30 60,461.30
246231 7/23/09 THB GT1TU2 75.375 34.000 1,778.27 1,778.27
PUR 7/20/09 60 KASIKORNBANK PCL-FOREI 800.00 4.74 60,461.30 60,461.30
246231 7/23/09 THB GT1TU2 75.375 34.000 1,778.27 1,778.27
PUR 7/20/09 60 KASIKORNBANK PCL-FOREI 200.00 1.19 15,115.33 15,115.33
246231 7/23/09 THB GT1TU2 75.375 34.000 444.57 444.57
PUR 7/20/09 60 KASIKORNBANK PCL-FOREI 800.00 4.74 60,461.30 60,461.30
246231 7/23/09 THB GT1TU2 75.375 34.000 1,778.27 1,778.27
PUR 7/20/09 60 KASIKORNBANK PCL-FOREI 400.00 2.37 30,230.66 30,230.66
246231 7/23/09 THB GT1TU2 75.375 34.000 889.14 889.14
PUR 7/21/09 60 KASIKORNBANK PCL-FOREI 400.00 2.29 29,977.89 29,977.89
246231 7/24/09 THB GT1TWO 74.750 33.980 882.22 882.22
PUR 7/21/09 60 KASIKORNBANK PCL-FOREI 400.00 2.29 29,977.89 29,977.89
246231 7/24/09 THB GT1TWO 74.750 33.980 882.22 882.22
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: 39
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/21/09 60 KASIKORNBANK PCL-FOREI 200.00 1.15 14,988.95 14,988.95
246231 7/24/09 THB GT1TWO 74.750 33.980 441.11 441.11
PUR 7/21/09 60 KASIKORNBANK PCL-FOREI 100.00 .57 7,494.47 7,494.47
246231 7/24/09 THB GT1TWO 74.750 33.979 220.56 220.56
PUR 7/21/09 60 KASIKORNBANK PCL-FOREI 400.00 2.29 29,977.89 29,977.89
246231 7/24/09 THB GT1TWO 74.750 33.980 882.22 882.22
PUR 7/22/09 60 KASIKORNBANK PCL-FOREI 1,100.00 6.03 78,813.30 78,813.30
246231 7/27/09 THB GT1TWO 71.462 33.980 2,319.40 2,319.40
PUR 7/22/09 60 KASIKORNBANK PCL-FOREI 1,200.00 6.57 85,978.15 85,978.15
246231 7/27/09 THB GT1TWO 71.462 33.980 2,530.26 2,530.26
PUR 7/22/09 60 KASIKORNBANK PCL-FOREI 500.00 2.74 35,824.23 35,824.23
246231 7/27/09 THB GT1TWO 71.462 33.980 1,054.27 1,054.27
PUR 7/22/09 60 KASIKORNBANK PCL-FOREI 1,100.00 6.03 78,813.30 78,813.30
246231 7/27/09 THB GT1TWO 71.462 33.980 2,319.40 2,319.40
PUR 7/22/09 60 KASIKORNBANK PCL-FOREI 300.00 1.64 21,494.54 21,494.54
246231 7/27/09 THB GT1TWO 71.462 33.980 632.56 632.56
---------------- --------- ---------------- ------------ ---------------- --------------
89,400.00 492.98 6,376,498.34 6,376,498.34
187,235.65 187,235.65
64 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 6/26/09 60 COMPANHIA BRASILEIRA D 170,300.00 2,554,500.00 2,554,500.00
247595 7/01/09 BRL 15.000 1.947 1,312,220.68 1,312,220.68
PUR 6/26/09 60 FERTILIZANTES FOSFATAD 900.00 11.76 13,526.76 13,526.76
247577 7/01/09 BRL GT1RS4 15.004 1.947 6,948.56 6,948.56
PUR 6/29/09 60 FERTILIZANTES FOSFATAD 700.00 9.22 10,618.35 10,618.35
247577 7/02/09 BRL GT1S42 15.143 1.949 5,448.10 5,448.10
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: 40
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 6/30/09 60 COMPANHIA BRASILEIRA D 35,500.00 200.81 601,285.54 601,285.54
247595 7/03/09 BRL GT1S6W 16.927 1.959 306,887.94 306,887.94
PUR 6/30/09 60 COMPANHIA BRASILEIRA D 76,700.00 1,540.66 1,290,276.05 1,290,276.05
247595 7/03/09 BRL GT1S6W 16.783 1.959 658,539.30 658,539.30
PUR 6/30/09 60 FERTILIZANTES FOSFATAD 2,800.00 36.43 42,183.38 42,183.38
247577 7/03/09 BRL GT1S42 15.040 1.959 21,529.82 21,529.82
PUR 7/01/09 60 CIA DE CONCESSOES RODO 100.00 2.80 3,191.07 3,191.07
240087 7/06/09 BRL GT1S6W 31.857 1.930 1,653.66 1,653.66
PUR 7/01/09 60 COMPANHIA BRASILEIRA D 36,261.00 217.72 642,065.89 642,065.89
247595 7/06/09 BRL GT1S6W 17.695 1.930 332,728.35 332,728.35
PUR 7/01/09 60 COMPANHIA BRASILEIRA D 39.00 .23 690.56 690.56
247595 7/06/09 BRL GT1S6W 17.695 1.930 357.86 357.86
PUR 7/01/09 60 COMPANHIA BRASILEIRA D 49,800.00 1,075.59 887,176.03 887,176.03
247595 7/06/09 BRL GT1S6W 17.773 1.930 459,748.16 459,748.16
PUR 7/01/09 60 COMPANHIA BRASILEIRA D 77,000.00 1,772.79 1,371,803.36 1,371,803.36
247595 7/06/09 BRL GT1S6W 17.771 1.930 710,889.44 710,889.44
PUR 7/01/09 60 COMPANHIA BRASILEIRA D 49,800.00 1,075.59 887,176.03 887,176.03
247595 7/06/09 BRL GT1S6W 17.773 1.930 459,748.16 459,748.16
PUR 7/01/09 60 FERTILIZANTES FOSFATAD 900.00 11.69 13,325.38 13,325.38
247577 7/06/09 BRL GT1S6W 14.781 1.930 6,905.42 6,905.42
PUR 7/02/09 60 CIA DE CONCESSOES RODO 100.00 2.72 3,132.90 3,132.90
240087 7/07/09 BRL GT1S42 31.276 1.948 1,608.26 1,608.26
PUR 7/02/09 60 COMPANHIA BRASILEIRA D 118,200.00 2,702.57 2,111,103.98 2,111,103.98
247595 7/07/09 BRL GT1S6W 17.816 1.948 1,083,728.94 1,083,728.94
PUR 7/02/09 60 COMPANHIA BRASILEIRA D 10,600.00 224.51 186,935.22 186,935.22
247595 7/07/09 BRL GT1S6W 17.594 1.948 95,962.64 95,962.64
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: 41
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/02/09 60 COMPANHIA BRASILEIRA D 118,200.00 2,702.57 2,111,103.98 2,111,103.98
247595 7/07/09 BRL GT1S6W 17.816 1.948 1,083,728.94 1,083,728.94
PUR 7/02/09 60 FERTILIZANTES FOSFATAD 2,000.00 28,829.78 28,829.78
247577 7/07/09 BRL GT1S42 14.415 1.948 14,799.68 14,799.68
PUR 7/02/09 60 USINAS SIDERURGICAS DE 300.00 10.81 12,441.05 12,441.05
245414 7/07/09 BRL GT1S42 41.400 1.948 6,386.58 6,386.58
PUR 7/06/09 60 COMPANHIA BRASILEIRA D 31,100.00 695.95 551,175.85 551,175.85
247595 7/10/09 BRL GT1SS6 17.679 1.975 279,076.38 279,076.38
PUR 7/06/09 60 FERTILIZANTES FOSFATAD 400.00 6,005.91 6,005.91
247577 7/10/09 BRL GT1SQS 15.015 1.975 3,040.97 3,040.97
PUR 7/06/09 60 USINAS SIDERURGICAS DE 1,600.00 71.06 63,935.55 63,935.55
245414 7/10/09 BRL GT1SS6 39.872 1.975 32,372.43 32,372.43
PUR 7/07/09 60 CIA DE CONCESSOES RODO 100.00 2.74 3,165.36 3,165.36
240087 7/13/09 BRL GT1SQS 31.600 1.957 1,617.12 1,617.12
PUR 7/07/09 60 COMPANHIA BRASILEIRA D 245.00 5.33 4,181.73 4,181.73
247595 7/13/09 BRL GT1SQS 17.026 1.957 2,136.37 2,136.37
PUR 7/07/09 60 COMPANHIA BRASILEIRA D 12,755.00 278.55 218,641.44 218,641.44
247595 7/13/09 BRL GT1SQS 17.099 1.957 111,699.93 111,699.93
PUR 7/07/09 60 COMPANHIA BRASILEIRA D 13,000.00 283.88 222,823.17 222,823.17
247595 7/13/09 BRL GT1SQS 17.098 1.957 113,836.30 113,836.30
PUR 7/07/09 60 COMPANHIA BRASILEIRA D 26,400.00 583.93 458,338.19 458,338.19
247595 7/13/09 BRL GT1SQS 17.318 1.957 234,156.63 234,156.63
PUR 7/07/09 60 FERTILIZANTES FOSFATAD 900.00 11.92 13,793.34 13,793.34
247577 7/13/09 BRL GT1SQS 15.300 1.957 7,046.77 7,046.77
PUR 7/07/09 60 USINAS SIDERURGICAS DE 1,200.00 54.21 48,346.12 48,346.12
245414 7/13/09 BRL GT1SS6 40.200 1.957 24,699.15 24,699.15
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 42
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/08/09 60 CIA DE CONCESSOES RODO 1,095.00 35.65 34,619.74 34,619.74
240087 7/14/09 BRL GT1SS6 31.551 1.991 17,388.12 17,388.12
PUR 7/08/09 60 CIA DE CONCESSOES RODO 5.00 .16 158.08 158.08
240087 7/14/09 BRL GT1SS6 31.552 1.991 79.40 79.40
PUR 7/08/09 60 CIA DE CONCESSOES RODO 100.00 2.69 3,165.36 3,165.36
240087 7/14/09 BRL GT1SQS 31.600 1.991 1,589.83 1,589.83
PUR 7/08/09 60 CIA DE CONCESSOES RODO 1,100.00 41.82 34,777.82 34,777.82
240087 7/14/09 BRL GT1SS6 31.541 1.991 17,467.51 17,467.51
PUR 7/08/09 60 COMPANHIA BRASILEIRA D 10,500.00 222.43 177,581.00 177,581.00
247595 7/14/09 BRL GT1SS6 16.870 1.991 89,191.86 89,191.86
PUR 7/08/09 60 FERTILIZANTES FOSFATAD 1,800.00 22.58 26,567.96 26,567.96
247577 7/14/09 BRL GT1SS6 14.735 1.991 13,344.03 13,344.03
PUR 7/08/09 60 USINAS SIDERURGICAS DE 1,200.00 52.41 47,536.99 47,536.99
245414 7/14/09 BRL GT1SS6 39.527 1.991 23,875.94 23,875.94
PUR 7/08/09 60 USINAS SIDERURGICAS DE 800.00 21.20 31,308.29 31,308.29
245414 7/14/09 BRL GT1SS6 39.083 1.991 15,724.91 15,724.91
PUR 7/08/09 60 USINAS SIDERURGICAS DE 100.00 2.66 3,920.29 3,920.29
245414 7/14/09 BRL GT1SS6 39.150 1.991 1,969.01 1,969.01
PUR 7/10/09 60 COMPANHIA BRASILEIRA D 20,300.00 433.73 348,844.42 348,844.42
247595 7/15/09 BRL GT1SS6 17.142 2.006 173,926.52 173,926.52
PUR 7/10/09 60 FERTILIZANTES FOSFATAD 2,200.00 27.85 33,003.07 33,003.07
247577 7/15/09 BRL GT1SQS 14.976 2.006 16,454.64 16,454.64
PUR 7/13/09 60 COMPANHIA BRASILEIRA D 5,100.00 110.79 88,706.21 88,706.21
247595 7/16/09 BRL GT1T94 17.350 1.997 44,426.41 44,426.41
PUR 7/13/09 60 FERTILIZANTES FOSFATAD 1,505.00 18.88 22,275.95 22,275.95
247577 7/16/09 BRL GT1T7Q 14.776 1.997 11,156.38 11,156.38
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 43
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/13/09 60 FERTILIZANTES FOSFATAD 3,295.00 40.93 48,298.01 48,298.01
247577 7/16/09 BRL GT1T7Q 14.633 1.997 24,188.92 24,188.92
PUR 7/13/09 60 FERTILIZANTES FOSFATAD 4,800.00 59.81 70,573.96 70,573.96
247577 7/16/09 BRL GT1T7Q 14.678 1.997 35,345.30 35,345.30
PUR 7/14/09 60 COMPANHIA BRASILEIRA D 8,700.00 186.99 157,743.48 157,743.48
247595 7/17/09 BRL GT1T7Q 18.089 1.974 79,926.77 79,926.77
PUR 7/14/09 60 FERTILIZANTES FOSFATAD 3,800.00 55,104.63 55,104.63
247577 7/17/09 BRL GT1T94 14.501 1.974 27,920.87 27,920.87
PUR 7/14/09 60 FERTILIZANTES FOSFATAD 8,700.00 158.60 125,517.76 125,517.76
247577 7/17/09 BRL GT1T96 14.391 1.974 63,598.38 63,598.38
PUR 7/15/09 60 FERTILIZANTES FOSFATAD 14,000.00 264.07 205,795.20 205,795.20
247577 7/20/09 BRL GT1T7Q 14.663 1.943 105,894.41 105,894.41
PUR 7/15/09 60 FERTILIZANTES FOSFATAD 3,000.00 43,990.56 43,990.56
247577 7/20/09 BRL GT1T7Q 14.664 1.943 22,635.88 22,635.88
PUR 7/20/09 60 COMPANHIA BRASILEIRA D 9,600.00 211.89 172,898.91 172,898.91
247595 7/23/09 BRL GT1TVG 17.968 1.909 90,570.41 90,570.41
PUR 7/21/09 60 COMPANHIA BRASILEIRA D 1,900.00 43.89 33,428.36 33,428.36
247595 7/24/09 BRL GT1TWO 17.550 1.900 17,598.50 17,598.50
PUR 7/21/09 60 COMPANHIA BRASILEIRA D 9,600.00 208.82 169,545.74 169,545.74
247595 7/24/09 BRL GT1TWO 17.620 1.899 89,258.09 89,258.09
PUR 7/23/09 60 COMPANHIA BRASILEIRA D 9,400.00 204.08 164,941.98 164,941.98
247595 7/28/09 BRL GT1TWO 17.506 1.891 87,233.96 87,233.96
PUR 7/23/09 60 COMPANHIA BRASILEIRA D 7,600.00 165.95 134,118.36 134,118.36
247595 7/28/09 BRL GT1TWO 17.606 1.891 70,932.07 70,932.07
PUR 7/24/09 60 COMPANHIA BRASILEIRA D 9,400.00 202.95 164,941.98 164,941.98
247595 7/29/09 BRL GT1TWO 17.506 1.901 86,747.65 86,747.65
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: 44
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/27/09 60 COMPANHIA BRASILEIRA D 37,400.00 791.58 638,975.07 638,975.07
247595 7/30/09 BRL GT1UBG 17.045 1.888 338,350.58 338,350.58
PUR 7/27/09 60 FERTILIZANTES FOSFATAD 1,000.00 14.62 16,319.77 16,319.77
247577 7/30/09 BRL GT1UBI 16.292 1.888 8,641.66 8,641.66
PUR 7/28/09 60 COMPANHIA BRASILEIRA D 33,250.00 701.65 565,249.87 565,249.87
247595 7/31/09 BRL GT1UBI 16.960 1.885 299,915.04 299,915.04
PUR 7/28/09 60 COMPANHIA BRASILEIRA D 10,050.00 214.86 173,088.98 173,088.98
247595 7/31/09 BRL GT1UBI 17.182 1.885 91,839.01 91,839.01
PUR 7/28/09 60 COMPANHIA BRASILEIRA D 43,300.00 916.51 738,338.85 738,338.85
247595 7/31/09 BRL GT1UBI 17.012 1.885 391,754.05 391,754.05
PUR 7/28/09 60 COMPANHIA BRASILEIRA D 16,200.00 419.15 278,457.97 278,457.97
247595 7/31/09 BRL GT1UBI 17.140 1.885 147,746.58 147,746.58
PUR 7/28/09 60 COMPANHIA BRASILEIRA D 43,300.00 916.51 738,338.85 738,338.85
247595 7/31/09 BRL GT1UBI 17.012 1.885 391,754.05 391,754.05
---------------- --------- ---------------- ------------ ---------------- --------------
1,162,000.00 20,301.75 19,909,905.44 19,909,905.44
10,277,949.28 10,277,949.28
62 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 7/24/09 60 NETEASE COM INC USD 0. 4,800.00 202,326.24 202,326.24
247975 7/29/09 USD 42.151 1.000 202,326.24 202,326.24
PUR 7/27/09 60 NETEASE COM INC USD 0. 4,400.00 183,412.24 183,412.24
247975 7/30/09 USD 41.685 1.000 183,412.24 183,412.24
PUR 7/28/09 60 NETEASE COM INC USD 0. 900.00 36,608.13 36,608.13
247975 7/31/09 USD 40.676 1.000 36,608.13 36,608.13
PUR 7/28/09 60 NETEASE COM INC USD 0. 1,800.00 73,603.08 73,603.08
247975 7/31/09 USD 40.891 1.000 73,603.08 73,603.08
---------------- --------- ---------------- ------------ ---------------- --------------
11,900.00 495,949.69 495,949.69
495,949.69 495,949.69
4 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 45
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/01/09 60 FOMENTO ECONOMICO MEXI 200.00 6,598.94 6,598.94
240074 7/07/09 USD 32.995 1.000 6,598.94 6,598.94
PUR 7/01/09 60 FOMENTO ECONOMICO MEXI 100.00 3,300.16 3,300.16
240074 7/07/09 USD 33.002 1.000 3,300.16 3,300.16
PUR 7/01/09 60 FOMENTO ECONOMICO MEXI 100.00 3,300.16 3,300.16
240074 7/07/09 USD 33.002 1.000 3,300.16 3,300.16
PUR 7/01/09 60 FOMENTO ECONOMICO MEXI 100.00 3,299.47 3,299.47
240074 7/07/09 USD 32.995 1.000 3,299.47 3,299.47
PUR 7/02/09 60 FOMENTO ECONOMICO MEXI 200.00 6,524.52 6,524.52
240074 7/08/09 USD 32.623 1.000 6,524.52 6,524.52
PUR 7/02/09 60 FOMENTO ECONOMICO MEXI 300.00 9,786.78 9,786.78
240074 7/08/09 USD 32.623 1.000 9,786.78 9,786.78
PUR 7/02/09 60 FOMENTO ECONOMICO MEXI 500.00 16,381.85 16,381.85
240074 7/08/09 USD 32.764 1.000 16,381.85 16,381.85
PUR 7/02/09 60 FOMENTO ECONOMICO MEXI 300.00 9,829.11 9,829.11
240074 7/08/09 USD 32.764 1.000 9,829.11 9,829.11
PUR 7/24/09 60 GPO MEXICO SA SER B 17,700.00 26.02 286,908.65 286,908.65
247974 7/29/09 MXN GT1TWO 16.190 13.215 21,711.65 21,711.65
PUR 7/24/09 60 GPO MEXICO SA SER B 26,500.00 81.20 430,282.92 430,282.92
247974 7/29/09 MXN GT1TWO 16.197 13.215 32,561.42 32,561.42
PUR 7/27/09 60 GPO MEXICO SA SER B 4,400.00 6.57 72,403.86 72,403.86
247974 7/30/09 MXN GT1UBG 16.436 13.201 5,484.89 5,484.89
PUR 7/28/09 60 GPO MEXICO SA SER B 36,200.00 116.42 618,734.88 618,734.88
247974 7/31/09 MXN GT1UBI 17.050 13.254 46,684.29 46,684.29
PUR 7/28/09 60 GPO MEXICO SA SER B 14,500.00 22.39 247,640.71 247,640.71
247974 7/31/09 MXN GT1UBI 17.058 13.254 18,684.79 18,684.79
---------------- --------- ---------------- ------------ ---------------- --------------
101,100.00 252.60 1,714,992.01 1,714,992.01
184,148.03 184,148.03
13 TRANSACTIONS IN COUNTRY: MEXICO (7800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 7/01/09 THROUGH 7/31/09 ** 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 6/29/09 60 BRITISH AMERICAN TOBAC 500.00 18.13 22,251.63 22,251.63
239832 7/02/09 MYR GT1S42 44.375 3.537 6,291.10 6,291.10
PUR 6/30/09 60 BRITISH AMERICAN TOBAC 500.00 22.34 22,265.97 22,265.97
239832 7/03/09 MYR GT1S42 44.375 3.513 6,338.16 6,338.16
PUR 7/02/09 60 BRITISH AMERICAN TOBAC 100.00 4.03 4,484.83 4,484.83
239832 7/07/09 MYR GT1S6W 44.707 3.518 1,275.00 1,275.00
PUR 7/06/09 60 BRITISH AMERICAN TOBAC 100.00 4.65 4,466.46 4,466.46
239832 7/09/09 MYR GT1SQS 44.500 3.543 1,260.82 1,260.82
PUR 7/08/09 60 BRITISH AMERICAN TOBAC 100.00 4.64 4,491.53 4,491.53
239832 7/13/09 MYR GT1SS6 44.750 3.560 1,261.67 1,261.67
PUR 7/09/09 60 BRITISH AMERICAN TOBAC 100.00 4.10 4,514.60 4,514.60
239832 7/14/09 MYR GT1SS6 45.000 3.562 1,267.61 1,267.61
PUR 7/13/09 60 BRITISH AMERICAN TOBAC 500.00 18.16 22,690.35 22,690.35
239832 7/16/09 MYR GT1T7Q 45.250 3.600 6,303.75 6,303.75
PUR 7/16/09 60 BRITISH AMERICAN TOBAC 300.00 14.46 13,476.59 13,476.59
239832 7/21/09 MYR GT1T94 44.750 3.569 3,776.01 3,776.01
PUR 7/16/09 60 BRITISH AMERICAN TOBAC 1,000.00 47.81 45,038.64 45,038.64
239832 7/21/09 MYR GT1T94 44.868 3.569 12,619.40 12,619.40
PUR 7/17/09 60 BRITISH AMERICAN TOBAC 300.00 14.48 13,476.59 13,476.59
239832 7/22/09 MYR GT1T94 44.750 3.563 3,782.37 3,782.37
PUR 7/21/09 60 BRITISH AMERICAN TOBAC 100.00 4.97 4,517.60 4,517.60
239832 7/24/09 MYR GT1TWO 45.000 3.540 1,276.16 1,276.16
PUR 7/22/09 60 BRITISH AMERICAN TOBAC 200.00 9.57 8,952.70 8,952.70
239832 7/27/09 MYR GT1TWO 44.594 3.551 2,521.18 2,521.18
PUR 7/23/09 60 BRITISH AMERICAN TOBAC 700.00 33.90 31,682.80 31,682.80
239832 7/28/09 MYR GT1TWO 45.090 3.538 8,955.00 8,955.00
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 7/01/09 THROUGH 7/31/09 ** 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 7/23/09 60 BRITISH AMERICAN TOBAC 300.00 14.58 13,476.59 13,476.59
239832 7/28/09 MYR GT1TWO 44.750 3.538 3,809.10 3,809.10
PUR 7/24/09 60 BRITISH AMERICAN TOBAC 200.00 9.65 8,978.04 8,978.04
239832 7/29/09 MYR GT1TWO 44.720 3.528 2,544.80 2,544.80
PUR 7/27/09 60 BRITISH AMERICAN TOBAC 100.00 4.99 4,492.53 4,492.53
239832 7/30/09 MYR GT1UBI 44.750 3.516 1,277.74 1,277.74
---------------- --------- ---------------- ------------ ---------------- --------------
5,100.00 230.46 229,257.45 229,257.45
64,559.87 64,559.87
16 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
PUR 6/29/09 60 CELLCOM ISRAEL LTD ILS 200.00 5,199.36 5,199.36
247007 7/02/09 USD 25.997 1.000 5,199.36 5,199.36
PUR 6/30/09 60 BANK HAPOALIM BM 669,459.00 5,405.00 7,084,450.85 7,084,450.85
247596 7/02/09 ILS GT1S6W 10.551 3.920 1,807,073.47 1,807,073.47
PUR 6/30/09 60 CELLCOM ISRAEL LTD ILS 200.00 5,327.08 5,327.08
247007 7/06/09 USD 26.635 1.000 5,327.08 5,327.08
PUR 6/30/09 60 CELLCOM ISRAEL LTD ILS 200.00 5,327.08 5,327.08
247007 7/06/09 USD 26.635 1.000 5,327.08 5,327.08
PUR 6/30/09 60 CELLCOM ISRAEL LTD ILS 1,600.00 42,616.64 42,616.64
247007 7/06/09 USD 26.635 1.000 42,616.64 42,616.64
PUR 7/01/09 60 CELLCOM ISRAEL LTD ILS 1,000.00 27,253.60 27,253.60
247007 7/07/09 USD 27.254 1.000 27,253.60 27,253.60
PUR 7/01/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,725.36 2,725.36
247007 7/07/09 USD 27.254 1.000 2,725.36 2,725.36
PUR 7/01/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,725.36 2,725.36
247007 7/07/09 USD 27.254 1.000 2,725.36 2,725.36
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 48
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/02/09 60 CELLCOM ISRAEL LTD ILS 200.00 5,318.50 5,318.50
247007 7/08/09 USD 26.593 1.000 5,318.50 5,318.50
PUR 7/02/09 60 CELLCOM ISRAEL LTD ILS 1,600.00 42,548.00 42,548.00
247007 7/08/09 USD 26.593 1.000 42,548.00 42,548.00
PUR 7/02/09 60 CELLCOM ISRAEL LTD ILS 4,200.00 112,934.64 112,934.64
247007 7/08/09 USD 26.889 1.000 112,934.64 112,934.64
PUR 7/02/09 60 CELLCOM ISRAEL LTD ILS 900.00 23,964.21 23,964.21
247007 7/08/09 USD 26.627 1.000 23,964.21 23,964.21
PUR 7/02/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,662.69 2,662.69
247007 7/08/09 USD 26.627 1.000 2,662.69 2,662.69
PUR 7/02/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,662.69 2,662.69
247007 7/08/09 USD 26.627 1.000 2,662.69 2,662.69
PUR 7/02/09 60 CELLCOM ISRAEL LTD ILS 400.00 10,755.68 10,755.68
247007 7/08/09 USD 26.889 1.000 10,755.68 10,755.68
PUR 7/02/09 60 CELLCOM ISRAEL LTD ILS 200.00 5,318.50 5,318.50
247007 7/08/09 USD 26.593 1.000 5,318.50 5,318.50
PUR 7/02/09 60 CELLCOM ISRAEL LTD ILS 600.00 16,133.52 16,133.52
247007 7/08/09 USD 26.889 1.000 16,133.52 16,133.52
PUR 7/06/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,585.86 2,585.86
247007 7/09/09 USD 25.859 1.000 2,585.86 2,585.86
PUR 7/06/09 60 CELLCOM ISRAEL LTD ILS 800.00 20,686.88 20,686.88
247007 7/09/09 USD 25.859 1.000 20,686.88 20,686.88
PUR 7/06/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,585.86 2,585.86
247007 7/09/09 USD 25.859 1.000 2,585.86 2,585.86
PUR 7/07/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,631.27 2,631.27
247007 7/10/09 USD 26.313 1.000 2,631.27 2,631.27
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 49
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/07/09 60 CELLCOM ISRAEL LTD ILS 600.00 15,787.62 15,787.62
247007 7/10/09 USD 26.313 1.000 15,787.62 15,787.62
PUR 7/07/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,631.27 2,631.27
247007 7/10/09 USD 26.313 1.000 2,631.27 2,631.27
PUR 7/07/09 60 CELLCOM ISRAEL LTD ILS 200.00 5,165.24 5,165.24
247007 7/10/09 USD 25.826 1.000 5,165.24 5,165.24
PUR 7/10/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,616.48 2,616.48
247007 7/15/09 USD 26.165 1.000 2,616.48 2,616.48
PUR 7/10/09 60 CELLCOM ISRAEL LTD ILS 600.00 15,698.88 15,698.88
247007 7/15/09 USD 26.165 1.000 15,698.88 15,698.88
PUR 7/10/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,616.48 2,616.48
247007 7/15/09 USD 26.165 1.000 2,616.48 2,616.48
PUR 7/13/09 60 CELLCOM ISRAEL LTD ILS 300.00 7,925.94 7,925.94
247007 7/16/09 USD 26.420 1.000 7,925.94 7,925.94
PUR 7/14/09 60 CELLCOM ISRAEL LTD ILS 500.00 13,420.85 13,420.85
247007 7/17/09 USD 26.842 1.000 13,420.85 13,420.85
PUR 7/14/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,690.50 2,690.50
247007 7/17/09 USD 26.905 1.000 2,690.50 2,690.50
PUR 7/14/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,684.17 2,684.17
247007 7/17/09 USD 26.842 1.000 2,684.17 2,684.17
PUR 7/14/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,684.17 2,684.17
247007 7/17/09 USD 26.842 1.000 2,684.17 2,684.17
PUR 7/24/09 60 CELLCOM ISRAEL LTD ILS 300.00 8,403.00 8,403.00
247007 7/29/09 USD 28.010 1.000 8,403.00 8,403.00
PUR 7/27/09 60 ISRAEL CHEMICALS LIMIT 30,992.00 1,032.90 1,315,513.08 1,315,513.08
239829 7/29/09 ILS GT1UBG 42.320 3.809 345,333.41 345,333.41
---------------- --------- ---------------- ------------ ---------------- --------------
716,351.00 6,437.90 8,824,251.31 8,824,251.31
2,576,694.26 2,576,694.26
34 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 50
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/01/09 60 INFOSYS TECHNOLOGIES L 100.00 3,747.21 3,747.21
247492 7/07/09 USD 37.472 1.000 3,747.21 3,747.21
PUR 7/01/09 60 INFOSYS TECHNOLOGIES L 1,000.00 37,472.10 37,472.10
247492 7/07/09 USD 37.472 1.000 37,472.10 37,472.10
PUR 7/02/09 60 INFOSYS TECHNOLOGIES L 3,100.00 113,767.83 113,767.83
247492 7/08/09 USD 36.699 1.000 113,767.83 113,767.83
PUR 7/02/09 60 INFOSYS TECHNOLOGIES L 400.00 14,679.72 14,679.72
247492 7/08/09 USD 36.699 1.000 14,679.72 14,679.72
PUR 7/06/09 60 INFOSYS TECHNOLOGIES L 8,200.00 291,035.22 291,035.22
247492 7/09/09 USD 35.492 1.000 291,035.22 291,035.22
PUR 7/06/09 60 INFOSYS TECHNOLOGIES L 1,000.00 35,492.10 35,492.10
247492 7/09/09 USD 35.492 1.000 35,492.10 35,492.10
PUR 7/07/09 60 INFOSYS TECHNOLOGIES L 600.00 21,273.00 21,273.00
247492 7/10/09 USD 35.455 1.000 21,273.00 21,273.00
PUR 7/07/09 60 INFOSYS TECHNOLOGIES L 5,500.00 195,002.50 195,002.50
247492 7/10/09 USD 35.455 1.000 195,002.50 195,002.50
PUR 7/08/09 60 INFOSYS TECHNOLOGIES L 4,400.00 150,708.36 150,708.36
247492 7/13/09 USD 34.252 1.000 150,708.36 150,708.36
PUR 7/08/09 60 INFOSYS TECHNOLOGIES L 500.00 17,125.95 17,125.95
247492 7/13/09 USD 34.252 1.000 17,125.95 17,125.95
PUR 7/09/09 60 INFOSYS TECHNOLOGIES L 900.00 31,276.62 31,276.62
247492 7/14/09 USD 34.752 1.000 31,276.62 31,276.62
PUR 7/09/09 60 INFOSYS TECHNOLOGIES L 7,100.00 246,737.78 246,737.78
247492 7/14/09 USD 34.752 1.000 246,737.78 246,737.78
PUR 7/17/09 60 INFOSYS TECHNOLOGIES L 1,300.00 49,440.82 49,440.82
247492 7/22/09 USD 38.031 1.000 49,440.82 49,440.82
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 51
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/17/09 60 INFOSYS TECHNOLOGIES L 100.00 3,803.14 3,803.14
247492 7/22/09 USD 38.031 1.000 3,803.14 3,803.14
---------------- --------- ---------------- ------------ ---------------- --------------
34,200.00 1,211,562.35 1,211,562.35
1,211,562.35 1,211,562.35
14 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
2,802,737.00 49,589.354,512,632,440.73 4,512,632,440.73
21,614,432.55 21,614,432.55
320 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
2,802,737.00 49,589.354,512,632,440.73 4,512,632,440.73
21,614,432.55 21,614,432.55
320 "PUR " TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
---------------- --------- ---------------- ------------ ---------------- --------------
2,802,737.00 49,589.354,512,632,440.73 4,512,632,440.73
21,614,432.55 21,614,432.55
320 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: 52
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 6/25/09 60 G-RESOURCES GROUP LTD 17,376,000.00 7,918.05 6,142,963.34 6,142,963.34
247585 7/03/09 HKD 830182 .350 7.750 792,660.89 792,660.89
---------------- --------- ---------------- ------------ ---------------- --------------
17,376,000.00 7,918.05 6,142,963.34 6,142,963.34
792,660.89 792,660.89
1 TRANSACTION IN COUNTRY: BERMUDA ( 250)
PUR 7/02/09 60 SAMSUNG FIRE + MARINE 3,652.00 1,477.37 723,113,720.00 723,113,720.00
239565 7/06/09 KRW 830218 197491. 1269.30 569,694.89 569,694.89
---------------- --------- ---------------- ------------ ---------------- --------------
3,652.00 1,477.37 723,113,720.00 723,113,720.00
569,694.89 569,694.89
1 TRANSACTION IN COUNTRY: KOREA (4500)
PUR 7/17/09 60 TELEKOMUNIKASI INDONES 2,085,500.00 16609596324.00 16609596324.00
244926 7/23/09 IDR 830419 7964.32 10140.0 1,638,027.25 1,638,027.25
---------------- --------- ---------------- ------------ ---------------- --------------
2,085,500.00 16609596324.00 16609596324.00
1,638,027.25 1,638,027.25
1 TRANSACTION IN COUNTRY: INDONESIA (4600)
PUR 6/26/09 60 COMPANHIA BRASILEIRA D 244,693.00 3,670,395.00 3,670,395.00
247592 7/01/09 BRL 15.000 1.947 1,885,444.60 1,885,444.60
PUR 7/16/09 60 HYPERMARCAS SA NPV 1,425.00 52.21 33,829.50 33,829.50
247870 7/21/09 BRL 830422 23.669 1.938 17,454.08 17,454.08
PUR 7/16/09 60 HYPERMARCAS SA NPV 58,575.00 2,164.87 1,402,853.65 1,402,853.65
247870 7/21/09 BRL 830422 23.878 1.938 723,792.00 723,792.00
---------------- --------- ---------------- ------------ ---------------- --------------
304,693.00 2,217.08 5,107,078.15 5,107,078.15
2,626,690.68 2,626,690.68
3 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 53
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/17/09 60 SHUI ON LAND LTD U 1,770,500.00 4,212.28 9,386,195.84 9,386,195.84
247233 7/21/09 HKD 830419 5.283 7.750 1,211,153.30 1,211,153.30
---------------- --------- ---------------- ------------ ---------------- --------------
1,770,500.00 4,212.28 9,386,195.84 9,386,195.84
1,211,153.30 1,211,153.30
1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 7/16/09 60 INFOSYS TECHNOLOGIES L 32,539.00 1,818.70 1,214,286.92 1,214,286.92
246074 7/21/09 USD 830419 37.262 1.000 1,214,286.92 1,214,286.92
---------------- --------- ---------------- ------------ ---------------- --------------
32,539.00 1,818.70 1,214,286.92 1,214,286.92
1,214,286.92 1,214,286.92
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
21,572,884.00 17,643.48 17354560568.25 17354560568.25
8,052,513.93 8,052,513.93
8 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
21,572,884.00 17,643.48 17354560568.25 17354560568.25
8,052,513.93 8,052,513.93
8 "PUR " TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
---------------- --------- ---------------- ------------ ---------------- --------------
21,572,884.00 17,643.48 17354560568.25 17354560568.25
8,052,513.93 8,052,513.93
8 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: 54
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 7/10/09 60 TAIWAN SEMICONDUCT ADS 160,200.00 1,602.00 1,541,252.16 1,541,252.16
242791 7/15/09 USD TID780 9.611 1.000 1,541,252.16 1,541,252.16
---------------- --------- ---------------- ------------ ---------------- --------------
160,200.00 1,602.00 1,541,252.16 1,541,252.16
1,541,252.16 1,541,252.16
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
PUR 6/30/09 60 CHINA RAILWAY CONS 273,500.00 1,310.34 3,296,230.04 3,296,230.04
247593 7/03/09 HKD TID776 12.015 7.750 425,330.98 425,330.98
PUR 7/02/09 60 CHINA RAILWAY CONS 108,500.00 517.80 1,302,508.30 1,302,508.30
247593 7/06/09 HKD TID777 11.968 7.750 168,069.92 168,069.92
PUR 7/03/09 60 CHINA RAILWAY CONS 84,500.00 402.45 1,012,158.74 1,012,158.74
247593 7/07/09 HKD TID777 11.941 7.750 130,604.50 130,604.50
PUR 7/06/09 60 CHINA RAILWAY CONS 107,000.00 505.47 1,271,535.62 1,271,535.62
247593 7/08/09 HKD TID777 11.847 7.750 164,071.23 164,071.23
PUR 7/07/09 60 CHINA RAILWAY CONS 156,500.00 710.72 1,787,761.21 1,787,761.21
247593 7/09/09 HKD TID778 11.388 7.750 230,684.82 230,684.82
PUR 7/08/09 60 CHINA RAILWAY CONS 82,500.00 369.21 928,866.11 928,866.11
247593 7/10/09 HKD TID778 11.224 7.750 119,853.69 119,853.69
PUR 7/08/09 60 CHINA RAILWAY CONS 21,000.00 64.08 237,767.22 237,767.22
247593 7/10/09 HKD TID778 11.299 7.750 30,679.64 30,679.64
PUR 7/09/09 60 CHINA RAILWAY CONS 118,500.00 537.14 1,351,377.54 1,351,377.54
247593 7/13/09 HKD TID779 11.369 7.750 174,369.05 174,369.05
PUR 7/10/09 60 CHINA RAILWAY CONS 83,500.00 385.39 969,599.54 969,599.54
247593 7/14/09 HKD TID780 11.576 7.750 125,108.00 125,108.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 55
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/13/09 60 CHINA RAILWAY CONS 89,000.00 409.41 1,029,992.75 1,029,992.75
247593 7/15/09 HKD TID781 11.537 7.750 132,897.15 132,897.15
PUR 7/14/09 60 CHINA RAILWAY CONS 102,000.00 479.65 1,206,725.75 1,206,725.75
247593 7/16/09 HKD TID781 11.794 7.750 155,702.53 155,702.53
---------------- --------- ---------------- ------------ ---------------- --------------
1,226,500.00 5,691.66 14,394,522.82 14,394,522.82
1,857,371.51 1,857,371.51
11 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 7/08/09 60 CHINA MOBILE HONG KONG 21,100.00 211.00 1,012,451.85 1,012,451.85
239458 7/13/09 USD TID778 47.974 1.000 1,012,451.85 1,012,451.85
PUR 7/09/09 60 CHINA LIFE INS 156,000.00 828.06 4,623,159.53 4,623,159.53
239268 7/13/09 HKD TID779 29.595 7.750 596,529.02 596,529.02
---------------- --------- ---------------- ------------ ---------------- --------------
177,100.00 1,039.06 5,635,611.38 5,635,611.38
1,608,980.87 1,608,980.87
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
PUR 7/06/09 60 LG TELECOM LTD 7,090.00 120.36 61,189,920.00 61,189,920.00
247730 7/08/09 KRW TID777 8608.93 1267.80 48,264.65 48,264.65
PUR 7/07/09 60 LG TELECOM LTD 10,990.00 183.47 93,675,003.00 93,675,003.00
247730 7/09/09 KRW TID778 8502.40 1273.20 73,574.46 73,574.46
PUR 7/08/09 60 DONG-A PHARMACEUTICAL 1,044.00 183.84 94,060,217.00 94,060,217.00
246990 7/10/09 KRW TID778 89871.3 1275.90 73,720.68 73,720.68
PUR 7/08/09 60 LG TELECOM LTD 11,290.00 188.20 96,290,535.00 96,290,535.00
247730 7/10/09 KRW TID778 8507.56 1275.90 75,468.72 75,468.72
PUR 7/08/09 60 LG TELECOM LTD 4,080.00 67.97 34,774,812.00 34,774,812.00
247730 7/10/09 KRW TID778 8501.98 1275.90 27,255.12 27,255.12
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: 56
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/09/09 60 DONG-A PHARMACEUTICAL 625.00 109.42 56,116,639.00 56,116,639.00
246990 7/13/09 KRW TID779 89562.7 1278.90 43,878.83 43,878.83
PUR 7/09/09 60 LG TELECOM LTD 16,740.00 146,081,243.00 146,081,243.00
247730 7/13/09 KRW TID779 8726.47 1278.90 114,224.13 114,224.13
PUR 7/10/09 60 DONG-A PHARMACEUTICAL 414.00 72.41 37,240,821.00 37,240,821.00
246990 7/14/09 KRW TID780 89729.3 1282.50 29,037.68 29,037.68
PUR 7/10/09 60 LG TELECOM LTD 15,970.00 274.76 141,304,614.00 141,304,614.00
247730 7/14/09 KRW TID780 8826.06 1282.50 110,179.04 110,179.04
PUR 7/13/09 60 DONG-A PHARMACEUTICAL 896.00 155.16 81,752,107.00 81,752,107.00
246990 7/15/09 KRW TID781 91013.6 1313.90 62,220.95 62,220.95
PUR 7/13/09 60 LG TELECOM LTD 9,270.00 154.94 81,637,369.00 81,637,369.00
247730 7/15/09 KRW TID781 8784.65 1313.90 62,133.62 62,133.62
PUR 7/14/09 60 DONG-A PHARMACEUTICAL 1,447.00 261.40 135,496,243.00 135,496,243.00
246990 7/16/09 KRW TID781 93405.9 1292.60 104,824.57 104,824.57
PUR 7/14/09 60 LG TELECOM LTD 3,780.00 32,918,678.00 32,918,678.00
247730 7/16/09 KRW TID781 8708.64 1292.60 25,467.03 25,467.03
PUR 7/14/09 60 LG TELECOM LTD 6,240.00 54,426,488.00 54,426,488.00
247730 7/16/09 KRW TID781 8722.19 1292.60 42,106.21 42,106.21
PUR 7/15/09 60 DONG-A PHARMACEUTICAL 809.00 149.30 76,540,962.00 76,540,962.00
246990 7/17/09 KRW TID782 94375.8 1278.40 59,872.47 59,872.47
PUR 7/15/09 60 LG TELECOM LTD 12,430.00 213.24 109,313,248.00 109,313,248.00
247730 7/17/09 KRW TID782 8772.37 1278.40 85,507.86 85,507.86
PUR 7/16/09 60 DONG-A PHARMACEUTICAL 673.00 124.54 63,196,826.00 63,196,826.00
246990 7/20/09 KRW TID782 93668.9 1265.40 49,942.17 49,942.17
PUR 7/17/09 60 SAMSUNG SECS CO KSWN50 18,920.00 1,365,740,113.00 1,365,740,113.00
243868 7/21/09 KRW TID783 72184.9 1259.00 1,084,781.66 1,084,781.66
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: 57
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/20/09 60 LG DISPLAY CO LTD KRW 4,810.00 171.67 179,026,324.00 179,026,324.00
247874 7/22/09 KRW TID783 37175.0 1249.90 143,232.52 143,232.52
PUR 7/20/09 60 LG DISPLAY CO LTD KRW 31,630.00 2,337.361,171,507,655.00 1,171,507,655.00
247874 7/22/09 KRW TID783 36945.5 1249.90 937,281.11 937,281.11
PUR 7/20/09 60 SAMSUNG SECS CO KSWN50 6,873.00 1,028.99 515,741,975.00 515,741,975.00
243868 7/22/09 KRW TID783 74851.7 1249.90 412,626.59 412,626.59
PUR 7/21/09 60 LG DISPLAY CO LTD KRW 1,390.00 49.67 51,735,258.00 51,735,258.00
247874 7/23/09 KRW TID784 37175.0 1248.40 41,441.25 41,441.25
PUR 7/21/09 60 LG DISPLAY CO LTD KRW 25,830.00 1,919.71 961,025,314.00 961,025,314.00
247874 7/23/09 KRW TID784 37112.9 1248.40 769,805.60 769,805.60
PUR 7/22/09 60 LG DISPLAY CO LTD KRW 4,270.00 317.66 158,909,794.00 158,909,794.00
247874 7/24/09 KRW TID784 37122.6 1247.50 127,382.60 127,382.60
PUR 7/23/09 60 KOREAN AIR LINES CO LT 12,190.00 927.00 464,140,158.00 464,140,158.00
247971 7/27/09 KRW TID785 37980.5 1248.60 371,728.46 371,728.46
PUR 7/24/09 60 KOREAN AIR LINES CO LT 16,450.00 1,290.26 646,434,133.00 646,434,133.00
247971 7/28/09 KRW TID785 39198.9 1249.40 517,395.66 517,395.66
---------------- --------- ---------------- ------------ ---------------- --------------
226,151.00 10,301.336,910,276,449.00 6,910,276,449.00
5,493,353.64 5,493,353.64
26 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 7/13/09 60 INDOSAT TBK PT IDR 100 77,500.00 137.71 404,231,999.00 404,231,999.00
246223 7/16/09 IDR TID781 5197.80 10179.9 39,708.45 39,708.45
PUR 7/14/09 60 INDOSAT TBK PT IDR 100 70,000.00 124.49 365,266,720.00 365,266,720.00
246223 7/17/09 IDR TID781 5200.00 10175.0 35,898.45 35,898.45
PUR 7/15/09 60 INDOSAT TBK PT IDR 100 301,500.00 1,572,347,502.00 1,572,347,502.00
246223 7/21/09 IDR TID782 5215.08 10107.0 155,570.15 155,570.15
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 7/01/09 THROUGH 7/31/09 ** 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 7/16/09 60 INDOSAT TBK PT IDR 100 227,500.00 408.381,181,433,094.00 1,181,433,094.00
246223 7/22/09 IDR TID782 5175.00 10090.0 117,089.50 117,089.50
PUR 7/16/09 60 INDOSAT TBK PT IDR 100 365,500.00 666.921,870,779,220.00 1,870,779,220.00
246223 7/22/09 IDR TID782 5100.00 10090.0 185,409.24 185,409.24
PUR 7/17/09 60 BANK MANDIRI TBK PT ID 1,388,000.00 4,618,512,840.00 4,618,512,840.00
247479 7/23/09 IDR TID783 3327.45 10140.0 455,474.64 455,474.64
---------------- --------- ---------------- ------------ ---------------- --------------
2,430,000.00 1,337.50 10012571375.00 10012571375.00
989,150.43 989,150.43
6 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 7/08/09 60 ORASCOM TEL HLDG ITS U 9,500.00 380.00 252,225.95 252,225.95
246227 7/13/09 USD TID778 26.510 1.000 252,225.95 252,225.95
PUR 7/09/09 60 EFG-HERMES HOLDING SAE 33,016.00 727.77 681,616.36 681,616.36
244274 7/13/09 EGP TID779 20.522 5.586 122,022.26 122,022.26
PUR 7/09/09 60 ORASCOM CONSTRUCTION I 20,392.00 4,092.71 3,833,178.47 3,833,178.47
240471 7/13/09 EGP TID779 186.853 5.586 686,211.68 686,211.68
PUR 7/09/09 60 ORASCOM TEL HLDG ITS U 4,700.00 188.00 122,768.70 122,768.70
246227 7/14/09 USD TID779 26.081 1.000 122,768.70 122,768.70
PUR 7/13/09 60 EFG-HERMES HOLDING SAE 10,317.00 225.34 211,035.25 211,035.25
244274 7/15/09 EGP TID781 20.333 5.585 37,782.70 37,782.70
PUR 7/13/09 60 ORASCOM CONSTRUCTION I 5,098.00 996.39 933,123.00 933,123.00
240471 7/15/09 EGP TID781 181.945 5.585 167,061.68 167,061.68
PUR 7/14/09 60 EFG-HERMES HOLDING SAE 30,254.00 698.47 654,056.36 654,056.36
244274 7/16/09 EGP TID781 21.490 5.585 117,109.46 117,109.46
PUR 7/15/09 60 EFG-HERMES HOLDING SAE 21,334.00 496.31 464,682.44 464,682.44
244274 7/20/09 EGP TID782 21.651 5.584 83,215.28 83,215.28
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 59
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/16/09 60 EFG-HERMES HOLDING SAE 38,712.00 929.03 869,185.52 869,185.52
244274 7/20/09 EGP TID782 22.319 5.580 155,768.01 155,768.01
---------------- --------- ---------------- ------------ ---------------- --------------
173,323.00 8,734.02 8,021,872.05 8,021,872.05
1,744,165.72 1,744,165.72
9 TRANSACTIONS IN COUNTRY: EGYPT (5100)
PUR 7/20/09 60 HARMONY GOLD MNG USD 0 78,300.00 3,132.00 751,554.72 751,554.72
246222 7/23/09 USD TID784 9.558 1.000 751,554.72 751,554.72
PUR 7/20/09 60 NASPERS LTD ZAR 0.02 57,741.00 7,905.70 14,005,241.10 14,005,241.10
247875 7/27/09 ZAR TID784 241.466 7.936 1,764,728.85 1,764,728.85
---------------- --------- ---------------- ------------ ---------------- --------------
136,041.00 11,037.70 14,756,795.82 14,756,795.82
2,516,283.57 2,516,283.57
2 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 7/27/09 60 LOJAS RENNER SA NPV 21,800.00 763.62 579,438.58 579,438.58
247972 7/30/09 BRL TID786 26.514 1.889 306,824.77 306,824.77
PUR 7/28/09 60 LOJAS RENNER SA NPV 171.00 5.18 4,552.66 4,552.66
247972 7/31/09 BRL TID787 26.567 1.885 2,415.59 2,415.59
PUR 7/28/09 60 LOJAS RENNER SA NPV 15,629.00 473.50 416,102.76 416,102.76
247972 7/31/09 BRL TID787 26.567 1.885 220,779.31 220,779.31
PUR 7/28/09 60 LOJAS RENNER SA NPV 15,800.00 555.48 420,655.42 420,655.42
247972 7/31/09 BRL TID787 26.558 1.885 223,194.90 223,194.90
---------------- --------- ---------------- ------------ ---------------- --------------
53,400.00 1,797.78 1,420,749.42 1,420,749.42
753,214.57 753,214.57
4 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: 60
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/17/09 60 NETEASE COM INC USD 0. 36,500.00 821.25 1,449,177.75 1,449,177.75
247872 7/22/09 USD TID783 39.681 1.000 1,449,177.75 1,449,177.75
---------------- --------- ---------------- ------------ ---------------- --------------
36,500.00 821.25 1,449,177.75 1,449,177.75
1,449,177.75 1,449,177.75
1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 7/15/09 60 WALMART DE MEXICO-SER 91,600.00 659.84 3,622,654.05 3,622,654.05
247868 7/20/09 MXN TID782 39.450 13.691 264,597.26 264,597.26
PUR 7/16/09 60 WALMART DE MEXICO-SER 88,000.00 657.67 3,584,458.00 3,584,458.00
247868 7/21/09 MXN TID782 40.631 13.592 263,725.98 263,725.98
PUR 7/16/09 60 WALMART DE MEXICO-SER 75,300.00 563.99 3,073,881.54 3,073,881.54
247868 7/21/09 MXN TID783 40.720 13.592 226,160.39 226,160.39
PUR 7/17/09 60 WALMART DE MEXICO-SER 23,900.00 181.39 978,755.79 978,755.79
247868 7/22/09 MXN TID783 40.850 13.456 72,735.34 72,735.34
PUR 7/20/09 60 WALMART DE MEXICO-SER 211,200.00 1,689.21 9,008,984.05 9,008,984.05
247868 7/23/09 MXN TID784 42.550 13.300 677,372.31 677,372.31
PUR 7/21/09 60 WALMART DE MEXICO-SER 152,900.00 1,189.55 6,315,198.04 6,315,198.04
247868 7/24/09 MXN TID784 41.200 13.239 477,011.13 477,011.13
---------------- --------- ---------------- ------------ ---------------- --------------
642,900.00 4,941.65 26,583,931.47 26,583,931.47
1,981,602.41 1,981,602.41
6 TRANSACTIONS IN COUNTRY: MEXICO (7800)
PUR 7/20/09 60 TENAGA NASIONAL BHD MY 358,100.00 2,164.86 3,039,586.72 3,039,586.72
247876 7/23/09 MYR TID784 8.467 3.539 858,882.94 858,882.94
PUR 7/23/09 60 TENAGA NASIONAL BHD MY 165,700.00 863.91 1,363,287.80 1,363,287.80
247876 7/28/09 MYR TID785 8.209 3.538 385,327.25 385,327.25
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: 61
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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 7/24/09 60 TENAGA NASIONAL BHD MY 119,700.00 631.39 967,739.73 967,739.73
247876 7/29/09 MYR TID785 8.066 3.528 274,302.64 274,302.64
PUR 7/27/09 60 TENAGA NASIONAL BHD MY 74,200.00 533.33 600,157.22 600,157.22
247876 7/30/09 MYR TID786 8.063 3.516 170,693.18 170,693.18
PUR 7/28/09 60 TENAGA NASIONAL BHD MY 10,300.00 39.44 83,681.61 83,681.61
247876 7/31/09 MYR TID786 8.111 3.507 23,861.31 23,861.31
---------------- --------- ---------------- ------------ ---------------- --------------
728,000.00 4,232.93 6,054,453.08 6,054,453.08
1,713,067.32 1,713,067.32
5 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
PUR 7/08/09 60 UNITED SPIRITS LTD INR 12,265.00 490.60 108,259.48 108,259.48
246372 7/13/09 USD TID111 8.787 1.000 108,259.48 108,259.48
PUR 7/13/09 60 UNITED SPIRITS LTD INR 7,219.00 288.76 62,799.52 62,799.52
246372 7/16/09 USD TID781 8.659 1.000 62,799.52 62,799.52
PUR 7/20/09 60 INFOSYS TECHNOLOGIES L 16,400.00 164.00 660,059.00 660,059.00
247873 7/23/09 USD TID784 40.238 1.000 660,059.00 660,059.00
PUR 7/20/09 60 INFOSYS TECHNOLOGIES L 10,800.00 216.00 436,455.00 436,455.00
247873 7/23/09 USD TID784 40.393 1.000 436,455.00 436,455.00
PUR 7/20/09 60 INFOSYS TECHNOLOGIES L 1,100.00 11.00 44,391.16 44,391.16
247873 7/23/09 USD TID784 40.346 1.000 44,391.16 44,391.16
PUR 7/27/09 60 INFOSYS TECHNOLOGIES L 27,400.00 274.00 1,161,792.88 1,161,792.88
247873 7/30/09 USD TID786 42.391 1.000 1,161,792.88 1,161,792.88
---------------- --------- ---------------- ------------ ---------------- --------------
75,184.00 1,444.36 2,473,757.04 2,473,757.04
2,473,757.04 2,473,757.04
6 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
6,065,299.00 52,981.24 17005179946.99 17005179946.99
24,121,376.99 24,121,376.99
79 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
6,065,299.00 52,981.24 17005179946.99 17005179946.99
24,121,376.99 24,121,376.99
79 "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: 62
TRANS-TYPE: PUR SETTLEMENTS FROM 7/01/09 THROUGH 7/31/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
6,065,299.00 52,981.24 17005179946.99 17005179946.99
24,121,376.99 24,121,376.99
79 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
73,837,072.00 730,654.21 47761554594.59 47761554594.59
377,054,829.95 377,054,829.95
653 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****