S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 5/01/09 THROUGH 5/31/09 ** 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
FOREIGN GOVERNMENT T BILL ( 637)
PUR 5/08/09 60 BELGIUM TREASURY CERTS 26,148,000.00 26,035,697.22 26,035,697.22
246638 5/12/09 EUR 11/19/09 B26262 99.571 .742 .8243 35,111,727.72 35,111,727.72
26,148,000.00 26,035,697.22 26,035,697.22
.8243 35,111,727.72 35,111,727.72
1 TRANSACTION IN COUNTRY: BELGIUM ( 200)
PUR 5/06/09 60 FRENCH TREASURY BLLS 2,931,000.00 2,915,449.73 2,915,449.73
246590 5/08/09 EUR 1/14/10 99.469 .752 .7756 3,878,129.43 3,878,129.43
PUR 5/07/09 60 FRENCH TREASURY BILLS 41,520,000.00 41,333,093.98 41,333,093.98
246592 5/08/09 EUR 12/17/09 B26248 99.550 .745 .7401 55,452,453.02 55,452,453.02
PUR 5/07/09 60 FRENCH TREASURY BLLS 25,550,000.00 25,418,670.19 25,418,670.19
246590 5/11/09 EUR 1/14/10 B26249 99.486 .745 .7604 34,101,672.02 34,101,672.02
70,001,000.00 69,667,213.90 69,667,213.90
.7490 93,432,254.47 93,432,254.47
3 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
PUR 5/05/09 60 GERMAN TREAS BILLS 10,868,000.00 10,802,936.33 10,802,936.33
246538 5/07/09 EUR 2/24/10 B26221 99.401 .749 .7503 14,421,913.65 14,421,913.65
10,868,000.00 10,802,936.33 10,802,936.33
.7503 14,421,913.65 14,421,913.65
1 TRANSACTION IN COUNTRY: GERMANY (1100)
107,017,000.00 106,505,847.45 106,505,847.45
.7676 142,965,895.84 142,965,895.84
5 TRANSACTIONS IN CATEGORY: FOREIGN GOVERNMENT T BILL ( 637)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-INTERNATIONAL (1600)
--------------------------------
PUR 4/28/09 60 ISHARES MSCI JAPAN IND 1,344,000.00 6,720.00 11,431,526.40 11,431,526.40
245465 5/01/09 USD S26174 8.501 1.000 11,431,526.40 11,431,526.40
PUR 4/29/09 60 ISHARES MSCI JAPAN IND 8,656,000.00 43,280.00 74,624,241.60 74,624,241.60
245465 5/04/09 USD S26186 8.616 1.000 74,624,241.60 74,624,241.60
PUR 4/30/09 60 ISHARES MSCI JAPAN IND 10,000,000.00 85,783,000.00 85,783,000.00
245465 5/05/09 USD S26190 8.578 1.000 85,783,000.00 85,783,000.00
PUR 5/01/09 60 ISHARES MSCI JAPAN IND 4,106,900.00 20,534.50 35,348,498.99 35,348,498.99
245465 5/06/09 USD S26206 8.602 1.000 35,348,498.99 35,348,498.99
PUR 5/04/09 60 ISHARES MSCI JAPAN IND 5,893,100.00 29,465.50 51,695,451.82 51,695,451.82
245465 5/07/09 USD S26217 8.767 1.000 51,695,451.82 51,695,451.82
PUR 5/06/09 60 ISHARES MSCI JAPAN IND 3,000,000.00 15,000.00 27,126,600.00 27,126,600.00
245465 5/11/09 USD S26244 9.037 1.000 27,126,600.00 27,126,600.00
PUR 5/07/09 60 ISHARES MSCI JAPAN IND 7,000,000.00 37,739.52 62,936,939.52 62,936,939.52
245465 5/12/09 USD S26250 8.986 1.000 62,936,939.52 62,936,939.52
PUR 5/08/09 60 ISHARES MSCI JAPAN IND 2,804,400.00 14,022.00 25,736,820.12 25,736,820.12
245465 5/13/09 USD S26273 9.172 1.000 25,736,820.12 25,736,820.12
PUR 5/11/09 60 ISHARES MSCI JAPAN IND 4,001,800.00 20,009.00 36,540,035.62 36,540,035.62
245465 5/14/09 USD S26289 9.126 1.000 36,540,035.62 36,540,035.62
PUR 5/11/09 60 ISHARES MSCI JAPAN IND 7,195,600.00 65,769,942.68 65,769,942.68
245465 5/14/09 USD S26285 9.140 1.000 65,769,942.68 65,769,942.68
PUR 5/12/09 60 ISHARES MSCI JAPAN IND 5,998,200.00 54,839,743.14 54,839,743.14
245465 5/15/09 USD S26294 9.143 1.000 54,839,743.14 54,839,743.14
---------------- --------- ---------------- ------------ ---------------- --------------
60,000,000.00 186,770.52 531,832,799.89 531,832,799.89
531,832,799.89 531,832,799.89
11 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 5/01/09 THROUGH 5/31/09 ** 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 5/04/09 60 ISHARES IN MSCI SINGAP 800,000.00 8,000.00 6,465,840.00 6,465,840.00
246507 5/07/09 USD S26219 8.072 1.000 6,465,840.00 6,465,840.00
PUR 5/05/09 60 ISHARES IN MSCI SINGAP 400,000.00 2,000.00 3,252,040.00 3,252,040.00
246507 5/08/09 USD S26229 8.125 1.000 3,252,040.00 3,252,040.00
PUR 5/06/09 60 ISHARES IN MSCI SINGAP 400,000.00 2,000.00 3,465,960.00 3,465,960.00
246507 5/11/09 USD S26247 8.660 1.000 3,465,960.00 3,465,960.00
PUR 5/06/09 60 ISHARES IN MSCI SINGAP 600,000.00 3,000.00 5,251,140.00 5,251,140.00
246507 5/11/09 USD S26235 8.747 1.000 5,251,140.00 5,251,140.00
PUR 5/08/09 60 ISHARES IN MSCI SINGAP 200,000.00 1,000.00 1,798,240.00 1,798,240.00
246507 5/13/09 USD S26273 8.986 1.000 1,798,240.00 1,798,240.00
---------------- --------- ---------------- ------------ ---------------- --------------
2,400,000.00 16,000.00 20,233,220.00 20,233,220.00
20,233,220.00 20,233,220.00
5 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
PUR 4/28/09 60 ISHARES MSCI HONG KONG 240,500.00 2,405.00 2,709,665.40 2,709,665.40
246294 5/01/09 USD S26185 11.257 1.000 2,709,665.40 2,709,665.40
PUR 4/29/09 60 ISHARES MSCI HONG KONG 159,500.00 1,595.00 1,838,604.35 1,838,604.35
246294 5/04/09 USD S26178 11.517 1.000 1,838,604.35 1,838,604.35
PUR 4/30/09 60 ISHARES MSCI HONG KONG 400,000.00 4,000.00 4,738,280.00 4,738,280.00
246294 5/05/09 USD S26196 11.836 1.000 4,738,280.00 4,738,280.00
PUR 5/04/09 60 ISHARES MSCI HONG KONG 1,400,000.00 7,000.00 17,780,700.00 17,780,700.00
246294 5/07/09 USD S26218 12.696 1.000 17,780,700.00 17,780,700.00
PUR 5/05/09 60 ISHARES MSCI HONG KONG 400,000.00 2,000.00 5,029,480.00 5,029,480.00
246294 5/08/09 USD S26230 12.569 1.000 5,029,480.00 5,029,480.00
PUR 5/06/09 60 ISHARES MSCI HONG KONG 600,000.00 3,000.00 7,838,160.00 7,838,160.00
246294 5/11/09 USD S26246 13.059 1.000 7,838,160.00 7,838,160.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 4
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/06/09 60 ISHARES MSCI HONG KONG 800,000.00 4,000.00 10,397,040.00 10,397,040.00
246294 5/11/09 USD S26237 12.991 1.000 10,397,040.00 10,397,040.00
PUR 5/08/09 60 ISHARES MSCI HONG KONG 200,000.00 1,000.00 2,601,000.00 2,601,000.00
246294 5/13/09 USD S26273 13.000 1.000 2,601,000.00 2,601,000.00
---------------- --------- ---------------- ------------ ---------------- --------------
4,200,000.00 25,000.00 52,932,929.75 52,932,929.75
52,932,929.75 52,932,929.75
8 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
66,600,000.00 227,770.52 604,998,949.64 604,998,949.64
604,998,949.64 604,998,949.64
24 TRANSACTIONS IN CATEGORY: ETF-INTERNATIONAL (1600)
DEV MKT COMMON STOCK (2220)
--------------------------------
PUR 5/08/09 60 IMPERIAL OIL LTD NPV 40,000.00 1,378.12 1,767,020.00 1,767,020.00
246211 5/13/09 CAD S26271 44.136 1.161 1,521,981.05 1,521,981.05
PUR 5/08/09 60 SUNCOR ENERGY INC 60,000.00 2,067.18 2,187,798.00 2,187,798.00
230248 5/13/09 CAD S26271 36.423 1.161 1,884,408.27 1,884,408.27
PUR 5/11/09 60 GOLDCORP INC 40,000.00 1,379.79 1,465,600.00 1,465,600.00
230216 5/14/09 CAD S26284 36.600 1.160 1,263,884.10 1,263,884.10
PUR 5/13/09 60 SHAW COMMUNICATIONS IN 40,000.00 1,371.51 773,856.00 773,856.00
239707 5/19/09 CAD S26303 19.306 1.167 663,343.05 663,343.05
PUR 5/20/09 60 GOLDCORP INC 40,000.00 1,400.44 1,658,744.00 1,658,744.00
230216 5/26/09 CAD S26322 41.429 1.143 1,451,854.70 1,451,854.70
PUR 5/20/09 60 MANULIFE FINL CORP 60,000.00 2,100.66 1,370,790.00 1,370,790.00
230227 5/26/09 CAD S26322 22.807 1.143 1,199,816.19 1,199,816.19
---------------- --------- ---------------- ------------ ---------------- --------------
280,000.00 9,697.70 9,223,808.00 9,223,808.00
7,985,287.36 7,985,287.36
6 TRANSACTIONS IN COUNTRY: CANADA ( 300)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 5
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 4/28/09 60 EDF EUR 0.50 350,000.00 24,721.12 12,619,811.37 12,619,811.37
246358 5/04/09 EUR S26167 36.003 .765 16,505,461.01 16,505,461.01
PUR 4/28/09 60 MICHELIN EUR 2.0 REGD 250,000.00 17,494.70 8,930,826.17 8,930,826.17
240580 5/04/09 EUR S26167 35.670 .765 11,680,634.41 11,680,634.41
PUR 5/04/09 60 ATOS ORIGIN SA EUR 1.0 2,071.00 99.37 49,711.57 49,711.57
245479 5/07/09 EUR S26211 23.968 .749 66,340.12 66,340.12
PUR 5/04/09 60 AXA 727,000.00 19,199.85 9,605,916.39 9,605,916.39
226044 5/07/09 EUR S26211 13.193 .749 12,819,100.99 12,819,100.99
PUR 5/05/09 60 ATOS ORIGIN SA EUR 1.0 3,554.00 170.60 85,320.72 85,320.72
245479 5/08/09 EUR S26228 23.971 .749 113,903.11 113,903.11
PUR 5/06/09 60 AXA 209,400.00 5,705.69 2,863,855.75 2,863,855.75
226044 5/11/09 EUR S26245 13.656 .752 3,809,499.14 3,809,499.14
PUR 5/06/09 60 AXA 500,000.00 13,295.87 6,673,595.40 6,673,595.40
226044 5/11/09 EUR S26242 13.327 .752 8,877,212.46 8,877,212.46
PUR 5/06/09 60 AXA 500,000.00 13,217.75 6,634,386.67 6,634,386.67
226044 5/11/09 EUR S26242 13.249 .752 8,825,057.04 8,825,057.04
PUR 5/07/09 60 ATOS ORIGIN SA EUR 1.0 86,073.00 4,124.60 2,052,670.49 2,052,670.49
245479 5/12/09 EUR S26253 23.812 .745 2,753,861.44 2,753,861.44
PUR 5/07/09 60 AXA 790,600.00 21,275.53 10,588,077.77 10,588,077.77
226044 5/12/09 EUR S26253 13.372 .745 14,204,958.47 14,204,958.47
PUR 5/07/09 60 JC DECAUX SA COM SHS N 449,371.00 10,422.67 5,186,994.30 5,186,994.30
237062 5/12/09 EUR S25253 11.525 .745 6,958,868.29 6,958,868.29
PUR 5/08/09 60 ATOS ORIGIN SA EUR 1.0 80,000.00 3,874.84 1,918,361.23 1,918,361.23
245479 5/13/09 EUR S26267 23.944 .742 2,587,100.96 2,587,100.96
PUR 5/08/09 60 JC DECAUX SA COM SHS N 50,629.00 1,179.78 584,085.46 584,085.46
237062 5/13/09 EUR S26267 11.519 .742 787,697.35 787,697.35
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: 6
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/11/09 60 ATOS ORIGIN SA EUR 1.0 28,302.00 1,357.35 665,190.46 665,190.46
245479 5/14/09 EUR S26281 23.468 .734 906,255.27 906,255.27
PUR 5/11/09 60 CAP GEMINI SA EUR 8.0 250,000.00 13,797.83 6,761,852.59 6,761,852.59
245362 5/14/09 EUR S26281 27.007 .734 9,212,345.80 9,212,345.80
PUR 5/11/09 60 CNP ASSURANCES EUR 4.0 93,666.00 11,630.42 5,699,682.88 5,699,682.88
245379 5/14/09 EUR S26281 60.760 .734 7,765,246.13 7,765,246.13
PUR 5/11/09 60 CNP ASSURANCES EUR 4.0 6,334.00 793.73 388,984.11 388,984.11
245379 5/14/09 EUR S26281 61.320 .734 529,951.83 529,951.83
PUR 5/12/09 60 SOCIETE GENERALE EUR 1 250,000.00 19,489.40 9,535,006.09 9,535,006.09
245186 5/15/09 EUR S26295 38.083 .733 13,012,418.91 13,012,418.91
PUR 5/18/09 60 ATOS ORIGIN SA EUR 1.0 78,420.00 3,501.44 1,732,469.43 1,732,469.43
245479 5/21/09 EUR S26317 22.059 .741 2,337,794.58 2,337,794.58
---------------- --------- ---------------- ------------ ---------------- --------------
4,705,420.00 185,352.54 92,576,798.85 92,576,798.85
123,753,707.31 123,753,707.31
19 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
PUR 4/30/09 60 ARCELORMITTAL NPV 750,000.00 12,825,000.00 12,825,000.00
245408 5/06/09 EUR S26195 17.100 .755 16,996,975.71 16,996,975.71
PUR 5/21/09 60 KONINKLIJKE DSM NV EUR 407,794.00 21,052.84 10,207,896.04 10,207,896.04
247020 5/26/09 EUR S26325 24.994 .726 14,056,280.81 14,056,280.81
PUR 5/22/09 60 KONINKLIJKE DSM NV EUR 92,206.00 4,853.44 2,316,115.32 2,316,115.32
247020 5/27/09 EUR S26333 25.081 .715 3,240,477.82 3,240,477.82
---------------- --------- ---------------- ------------ ---------------- --------------
1,250,000.00 25,906.28 25,349,011.36 25,349,011.36
34,293,734.34 34,293,734.34
3 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 7
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 4/30/09 60 SANDVIK AB 1,000,000.00 10,113.62 54,363,222.70 54,363,222.70
237431 5/06/09 SEK S26192 54.282 8.051 6,752,524.31 6,752,524.31
PUR 5/07/09 60 INTRUM JUSTITIA AB 213,000.00 3,039.20 15,852,497.33 15,852,497.33
238545 5/12/09 SEK S26258 74.313 7.812 2,029,171.61 2,029,171.61
PUR 5/07/09 60 SAS AB 3,652,500.00 2,191.28 17,136,021.15 17,136,021.15
239815 5/12/09 SEK S26258 4.687 7.812 2,193,466.86 2,193,466.86
PUR 5/08/09 60 INTRUM JUSTITIA AB 127,570.00 1,847.64 9,580,427.95 9,580,427.95
238545 5/13/09 SEK S26266 74.987 7.766 1,233,605.62 1,233,605.62
PUR 5/11/09 60 INTRUM JUSTITIA AB 83,430.00 1,190.11 6,154,521.59 6,154,521.59
238545 5/14/09 SEK S26277 73.658 7.746 794,593.19 794,593.19
PUR 5/12/09 60 INTRUM JUSTITIA AB 59,000.00 837.60 4,364,530.69 4,364,530.69
238545 5/15/09 SEK S26299 73.864 7.804 559,239.75 559,239.75
---------------- --------- ---------------- ------------ ---------------- --------------
5,135,500.00 19,219.45 107,451,221.41 107,451,221.41
13,562,601.34 13,562,601.34
6 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
PUR 4/29/09 60 ACE LTD CHF 33.74 520,000.00 24,403,600.00 24,403,600.00
246406 5/04/09 USD 26182 46.930 1.000 24,403,600.00 24,403,600.00
PUR 4/29/09 60 WEATHERFORD INTERNATIO 1,726,428.00 29,211,161.76 29,211,161.76
246408 5/04/09 USD 26183 16.920 1.000 29,211,161.76 29,211,161.76
PUR 5/07/09 60 NOBEL BIOCARE HOLDING 180,000.00 5,981.69 4,504,983.35 4,504,983.35
234447 5/12/09 CHF S26259 24.990 1.128 3,993,779.57 3,993,779.57
PUR 5/12/09 60 NOBEL BIOCARE HOLDING 70,000.00 2,399.33 1,769,359.06 1,769,359.06
234447 5/15/09 CHF S26297 25.239 1.105 1,601,954.78 1,601,954.78
---------------- --------- ---------------- ------------ ---------------- --------------
2,496,428.00 8,381.02 59,889,104.17 59,889,104.17
59,210,496.11 59,210,496.11
4 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 5/01/09 THROUGH 5/31/09 ** 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 4/28/09 60 UNILEVER PLC 800,000.00 88,492.54 10,468,367.40 10,468,367.40
245361 5/01/09 UKP S26171 13.010 .682 15,345,574.67 15,345,574.67
PUR 4/29/09 60 UNILEVER PLC 200,000.00 22,566.96 2,649,942.03 2,649,942.03
245361 5/05/09 UKP S26179 13.173 .677 3,913,167.18 3,913,167.18
PUR 4/30/09 60 HSBC HLDGS 2,090,000.00 92,465.63 10,125,533.48 10,125,533.48
222843 5/06/09 UKP S26198 4.815 .675 15,006,036.90 15,006,036.90
PUR 4/30/09 60 HSBC HLDGS 2,910,000.00 125,663.18 13,760,919.99 13,760,919.99
222843 5/06/09 UKP S26193 4.700 .675 20,393,678.37 20,393,678.37
PUR 5/06/09 60 BRITISH AMERICAN TOBAC 74,743.00 1,231,988.72 1,231,988.72
243681 5/06/09 UKP 26272 16.483 .664 1,854,142.54 1,854,142.54
PUR 5/06/09 60 PRUDENTIAL PLC 810,000.00 32,682.77 3,524,156.13 3,524,156.13
229287 5/11/09 UKP S26238 4.324 .664 5,303,853.60 5,303,853.60
PUR 5/07/09 60 BARCLAYS PLC 25P 5,000,000.00 123,526.91 15,010,105.00 15,010,105.00
246634 5/12/09 UKP S26257 2.986 .665 22,582,691.04 22,582,691.04
PUR 5/07/09 60 STANDARD CHARTERED PLC 400,000.00 24,207.41 60,901,005.01 60,901,005.01
246632 5/11/09 HKD S26251 151.784 7.750 7,858,295.59 7,858,295.59
PUR 5/11/09 60 TESCO PLC 1,698,215.00 54,045.90 5,803,920.65 5,803,920.65
240797 5/14/09 UKP S26283 3.397 .662 8,770,881.98 8,770,881.98
PUR 5/11/09 60 TESCO PLC 2,500,000.00 80,175.78 8,610,054.40 8,610,054.40
240797 5/14/09 UKP S26283 3.423 .662 13,011,509.90 13,011,509.90
PUR 5/11/09 60 TESCO PLC 500,000.00 16,149.74 1,734,186.70 1,734,186.70
240797 5/14/09 UKP S26283 3.447 .662 2,620,702.07 2,620,702.07
PUR 5/12/09 60 TESCO PLC 150,000.00 4,828.95 513,027.17 513,027.17
240797 5/15/09 UKP S26296 3.399 .655 783,443.75 783,443.75
PUR 5/18/09 60 BARCLAYS PLC 25P 5,000,000.00 104,205.20 13,680,563.50 13,680,563.50
246634 5/21/09 UKP S26316 2.723 .653 20,944,938.36 20,944,938.36
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: 9
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/21/09 60 BARCLAYS PLC 25P 5,000,000.00 139,824.23 14,435,952.40 14,435,952.40
246634 5/27/09 UKP S26326 2.869 .636 22,691,865.89 22,691,865.89
PUR 5/21/09 60 VODAFONE GR PLC US 6,000,000.00 54,241.53 6,935,707.00 6,935,707.00
238627 5/27/09 UKP S26326 1.150 .636 10,902,234.14 10,902,234.14
PUR 5/22/09 60 REED ELSEVIER PLC 14.4 343,421.00 1,764,945.61 1,764,945.61
243324 5/22/09 UKP 26366 5.139 .630 2,802,733.28 2,802,733.28
---------------- --------- ---------------- ------------ ---------------- --------------
33,476,379.00 963,076.73 171,150,375.19 171,150,375.19
174,785,749.26 174,785,749.26
16 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
PUR 5/07/09 60 ALLIANZ SE (REG) 100,000.00 15,292.22 7,610,398.50 7,610,398.50
231926 5/11/09 EUR S26252 75.990 .745 10,210,105.82 10,210,105.82
PUR 5/07/09 60 PRAKTIKER BAU- UND HEI 15,088.00 167.00 83,108.48 83,108.48
233903 5/11/09 EUR S26252 5.500 .745 111,498.28 111,498.28
PUR 5/08/09 60 DEUTSCHE BOERSE AG 200,000.00 22,638.91 11,208,106.98 11,208,106.98
240969 5/12/09 EUR S26268 55.957 .742 15,115,247.24 15,115,247.24
PUR 5/11/09 60 PRAKTIKER BAU- UND HEI 2,000.00 22.48 11,016.50 11,016.50
233903 5/13/09 EUR S26282 5.500 .734 15,008.88 15,008.88
PUR 5/11/09 60 RWE AG NPV 35,000.00 4,179.90 2,048,429.54 2,048,429.54
246656 5/13/09 EUR S26282 58.439 .734 2,790,779.75 2,790,779.75
PUR 5/11/09 60 RWE AG NPV 210,000.00 25,070.31 12,286,118.58 12,286,118.58
246656 5/13/09 EUR S26282 58.418 .734 16,738,604.02 16,738,604.02
PUR 5/12/09 60 PRAKTIKER BAU- UND HEI 1,577.00 17.75 8,686.51 8,686.51
233903 5/14/09 EUR S26300 5.500 .733 11,854.48 11,854.48
PUR 5/12/09 60 RWE AG NPV 14,764.00 1,747.07 854,739.79 854,739.79
246656 5/14/09 EUR S26300 57.807 .733 1,166,463.04 1,166,463.04
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 10
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/21/09 60 SALZGITTER AG NPV 200,000.00 25,188.87 12,213,332.56 12,213,332.56
247022 5/25/09 EUR S26328 60.975 .726 16,817,768.46 16,817,768.46
PUR 5/21/09 60 SIEMENS AG-REG 350,000.00 38,820.96 18,823,122.40 18,823,122.40
241042 5/25/09 EUR S26328 53.700 .726 25,919,454.23 25,919,454.23
---------------- --------- ---------------- ------------ ---------------- --------------
1,128,429.00 133,145.47 65,147,059.84 65,147,059.84
88,896,784.20 88,896,784.20
10 TRANSACTIONS IN COUNTRY: GERMANY (1100)
PUR 5/07/09 60 STORA ENSO OY SHS NPV 1,000,000.00 9,818.70 4,886,418.65 4,886,418.65
235425 5/12/09 EUR S26253 4.879 .745 6,555,616.18 6,555,616.18
---------------- --------- ---------------- ------------ ---------------- --------------
1,000,000.00 9,818.70 4,886,418.65 4,886,418.65
6,555,616.18 6,555,616.18
1 TRANSACTION IN COUNTRY: FINLAND (1200)
PUR 5/01/09 60 DANSKE BANK AB DKK 10. 363,000.00 6,156.81 23,098,417.83 23,098,417.83
227970 5/06/09 DKK S26203 63.537 5.619 4,110,697.06 4,110,697.06
PUR 5/04/09 60 DANSKE BANK AB DKK 10. 20,000.00 349.37 1,301,950.00 1,301,950.00
227970 5/07/09 DKK S26210 65.000 5.581 233,265.85 233,265.85
---------------- --------- ---------------- ------------ ---------------- --------------
383,000.00 6,506.18 24,400,367.83 24,400,367.83
4,343,962.91 4,343,962.91
2 TRANSACTIONS IN COUNTRY: DENMARK (1400)
PUR 5/01/09 60 TELSTRA CORP LTD 5,000,000.00 24,342.74 16,768,470.00 16,768,470.00
243701 5/06/09 AUD S26202 3.347 1.375 12,195,712.13 12,195,712.13
PUR 5/07/09 60 BHP BILLITON LTD 750,000.00 40,275.65 26,623,691.10 26,623,691.10
246633 5/12/09 AUD S26256 35.427 1.319 20,178,099.79 20,178,099.79
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 11
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/07/09 60 FOSTER'S GROUP LTD 2,000,000.00 15,785.54 10,434,828.00 10,434,828.00
238761 5/12/09 AUD S26256 5.207 1.319 7,908,557.83 7,908,557.83
PUR 5/07/09 60 WESFARMERS ORD NPV 1,000,000.00 34,796.86 23,002,012.20 23,002,012.20
234285 5/12/09 AUD S26256 22.956 1.319 17,433,228.77 17,433,228.77
PUR 5/15/09 60 BHP BILLITON LTD 1,250,000.00 62,674.33 41,506,722.75 41,506,722.75
246633 5/20/09 AUD S26308 33.139 1.322 31,399,837.31 31,399,837.31
PUR 5/21/09 60 BHP BILLITON LTD 1,000,000.00 52,793.50 34,323,309.60 34,323,309.60
246633 5/26/09 AUD S26327 34.255 1.298 26,449,544.65 26,449,544.65
---------------- --------- ---------------- ------------ ---------------- --------------
11,000,000.00 230,668.62 152,659,033.65 152,659,033.65
115,564,980.48 115,564,980.48
6 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)
PUR 4/28/09 60 KEPPEL CORP LTD 200,000.00 2,207.28 1,142,563.85 1,142,563.85
237171 5/04/09 SGD S26166 5.696 1.497 763,337.69 763,337.69
PUR 4/28/09 60 SINGAPORE PRESS HOLDIN 30,000.00 165.65 85,747.95 85,747.95
228046 5/04/09 SGD S26166 2.850 1.497 57,287.51 57,287.51
PUR 4/29/09 60 OLAM INTERNATIONAL LTD 1,300,000.00 4,222.56 2,272,946.70 2,272,946.70
242025 5/05/09 SGD S26176 1.744 1.484 1,531,532.04 1,531,532.04
PUR 4/30/09 60 SINGAPORE PRESS HOLDIN 662,000.00 3,608.46 1,897,060.53 1,897,060.53
228046 5/06/09 SGD S26188 2.858 1.477 1,284,488.14 1,284,488.14
PUR 5/04/09 60 CAPITALAND 1,000,000.00 5,318.79 2,907,850.00 2,907,850.00
221703 5/07/09 SGD S26209 2.900 1.476 1,970,221.56 1,970,221.56
PUR 5/04/09 60 CITY DEVELOPMENTS LTD 400,000.00 4,167.06 2,781,230.16 2,781,230.16
225825 5/07/09 SGD S26209 6.938 1.476 1,884,429.95 1,884,429.95
PUR 5/04/09 60 DBS GROUP HOLDINGS LTD 400,000.00 7,295.62 4,077,807.60 4,077,807.60
215149 5/07/09 SGD S26209 10.168 1.476 2,762,929.47 2,762,929.47
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 12
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/04/09 60 FRASER & NEAVE 800,000.00 4,172.91 2,229,678.80 2,229,678.80
234493 5/07/09 SGD S26209 2.779 1.476 1,510,724.85 1,510,724.85
PUR 5/04/09 60 OLAM INTERNATIONAL LTD 800,000.00 3,053.59 1,567,226.80 1,567,226.80
242025 5/07/09 SGD S26209 1.953 1.476 1,061,878.72 1,061,878.72
PUR 5/04/09 60 OVERSEAS-CHINESE BANKI 400,000.00 4,663.32 2,519,922.60 2,519,922.60
231685 5/07/09 SGD S26209 6.283 1.476 1,707,380.31 1,707,380.31
PUR 5/04/09 60 PARKWAY HLDGS SG 0.50 600,000.00 1,434.53 732,197.23 732,197.23
232179 5/07/09 SGD S26209 1.217 1.476 496,102.20 496,102.20
PUR 5/04/09 60 UNITED OVERSEAS BANK L 200,000.00 4,583.64 2,472,765.00 2,472,765.00
222183 5/07/09 SGD S26209 12.330 1.476 1,675,428.55 1,675,428.55
PUR 5/05/09 60 CAPITALAND 1,000,000.00 5,440.55 2,969,002.50 2,969,002.50
221703 5/08/09 SGD S26225 2.961 1.471 2,018,493.78 2,018,493.78
PUR 5/05/09 60 FRASER & NEAVE 600,000.00 3,433.61 1,785,250.50 1,785,250.50
234493 5/08/09 SGD S26225 2.967 1.471 1,213,713.03 1,213,713.03
PUR 5/05/09 60 GOLDEN AGRI-RESOUR 6,000,000.00 5,042.83 2,734,417.50 2,734,417.50
246512 5/08/09 SGD S26225 .455 1.471 1,859,009.79 1,859,009.79
PUR 5/05/09 60 NOBLE GROUP LTD 2,000,000.00 5,456.18 2,978,225.50 2,978,225.50
246172 5/08/09 SGD S26225 1.485 1.471 2,024,764.09 2,024,764.09
PUR 5/05/09 60 SEMBCORP INDUSTRIES LT 2,000,000.00 10,614.59 6,020,813.00 6,020,813.00
230900 5/08/09 SGD S26225 3.003 1.471 4,093,285.06 4,093,285.06
PUR 5/05/09 60 SEMBCORP MARINE LTD 600,000.00 2,997.96 1,528,289.70 1,528,289.70
232290 5/08/09 SGD S26225 2.540 1.471 1,039,016.72 1,039,016.72
PUR 5/05/09 60 UNITED OVERSEAS BANK L 200,000.00 4,851.76 2,621,716.45 2,621,716.45
222183 5/08/09 SGD S26225 13.073 1.471 1,782,389.32 1,782,389.32
PUR 5/05/09 60 VENTURE CORP LTD 200,000.00 2,624.29 1,334,920.07 1,334,920.07
218641 5/08/09 SGD S26225 6.655 1.471 907,553.25 907,553.25
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: 13
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/05/09 60 WILMAR INTERNATIONAL L 1,400,000.00 9,193.96 5,182,883.40 5,182,883.40
246511 5/08/09 SGD S26225 3.692 1.471 3,523,613.71 3,523,613.71
PUR 5/06/09 60 CAPITACOMMERCIAL TRUST 31,000.00 54.95 27,980.91 27,980.91
227787 5/11/09 SGD S26234 .900 1.472 19,004.90 19,004.90
PUR 5/06/09 60 MOBILEONE LTD 245,000.00 731.54 372,472.54 372,472.54
237244 5/11/09 SGD S26234 1.516 1.472 252,986.85 252,986.85
PUR 5/06/09 60 WILMAR INTERNATIONAL L 296,000.00 2,098.74 1,068,601.18 1,068,601.18
246511 5/11/09 SGD S26234 3.600 1.472 725,803.97 725,803.97
PUR 5/07/09 60 KEPPEL CORP LTD 600,000.00 7,450.23 4,136,153.10 4,136,153.10
237171 5/12/09 SGD S26254 6.875 1.465 2,823,698.18 2,823,698.18
PUR 5/07/09 60 NEPTUNE ORIENT LINES L 1,400,000.00 4,221.19 2,239,463.20 2,239,463.20
246280 5/12/09 SGD S26254 1.595 1.465 1,528,852.54 1,528,852.54
PUR 5/07/09 60 SEMBCORP MARINE LTD 600,000.00 3,130.15 1,598,605.05 1,598,605.05
232290 5/12/09 SGD S26254 2.657 1.465 1,091,346.98 1,091,346.98
PUR 5/07/09 60 SINGAPORE EXCHANGE LTD 300,000.00 3,514.35 2,279,057.82 2,279,057.82
229999 5/12/09 SGD S26254 7.580 1.465 1,555,883.27 1,555,883.27
PUR 5/07/09 60 WILMAR INTERNATIONAL L 1,400,000.00 9,341.68 5,247,163.70 5,247,163.70
246511 5/12/09 SGD S26254 3.738 1.465 3,582,170.74 3,582,170.74
PUR 5/08/09 60 GOLDEN AGRI-RESOUR 4,000,000.00 3,045.67 1,932,055.20 1,932,055.20
246512 5/13/09 SGD S26270 .482 1.463 1,320,792.45 1,320,792.45
PUR 5/08/09 60 SINGAPORE POST SGD0.05 2,000,000.00 3,303.94 1,698,033.00 1,698,033.00
246637 5/13/09 SGD S26270 .847 1.463 1,160,810.09 1,160,810.09
PUR 5/08/09 60 SINGAPORE PRESS HOLDIN 600,000.00 2,831.09 1,774,801.32 1,774,801.32
228046 5/13/09 SGD S26270 2.951 1.463 1,213,290.48 1,213,290.48
PUR 5/08/09 60 SINGAPORE TELECOM 2,000,000.00 10,077.25 5,671,141.00 5,671,141.00
228609 5/13/09 SGD S26270 2.828 1.463 3,876,907.98 3,876,907.98
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: 14
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/08/09 60 STARHUB LTD NPV 1,000,000.00 3,744.36 1,956,377.25 1,956,377.25
245478 5/13/09 SGD S26270 1.951 1.463 1,337,419.50 1,337,419.50
PUR 5/11/09 60 MOBILEONE LTD 155,000.00 467.05 235,739.16 235,739.16
237244 5/14/09 SGD S26276 1.517 1.460 161,520.49 161,520.49
PUR 5/12/09 60 PARKWAY HLDGS SG 0.50 3,000.00 8.35 4,212.18 4,212.18
232179 5/15/09 SGD S26291 1.400 1.458 2,888.22 2,888.22
---------------- --------- ---------------- ------------ ---------------- --------------
35,422,000.00 148,569.68 82,084,372.45 82,084,372.45
55,820,956.38 55,820,956.38
36 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)
PUR 4/29/09 60 CLP HOLDINGS 300,000.00 6,260.83 15,751,121.43 15,751,121.43
220964 5/04/09 HKD S26175 52.342 7.750 2,032,402.77 2,032,402.77
PUR 4/29/09 60 HANG LUNG PROPERTIES L 1,400,000.00 13,020.51 28,208,988.92 28,208,988.92
221642 5/04/09 HKD SS2617 20.077 7.750 3,639,869.54 3,639,869.54
PUR 4/29/09 60 HANG SENG BANK LTD HKD 300,000.00 11,840.81 25,653,266.29 25,653,266.29
246176 5/04/09 HKD SS2617 85.205 7.750 3,310,098.88 3,310,098.88
PUR 4/29/09 60 HUTCHISON WHAMPOA 300,000.00 5,132.58 12,912,747.51 12,912,747.51
219358 5/04/09 HKD S26175 42.910 7.750 1,666,160.97 1,666,160.97
PUR 4/29/09 60 TELEVISION BROADCASTS 58,000.00 601.25 1,512,659.72 1,512,659.72
224333 5/04/09 HKD S26175 26.000 7.750 195,181.90 195,181.90
PUR 4/30/09 60 CHINA MERCHANTS HOLDIN 600,000.00 5,051.75 10,944,390.57 10,944,390.57
246175 5/05/09 HKD S26189 18.175 7.750 1,412,197.65 1,412,197.65
PUR 4/30/09 60 HANG SENG BANK LTD HKD 200,000.00 6,903.62 17,368,022.35 17,368,022.35
246176 5/05/09 HKD S26189 86.573 7.750 2,241,064.06 2,241,064.06
PUR 4/30/09 60 HUTCHISON WHAMPOA 200,000.00 3,591.85 9,036,196.47 9,036,196.47
219358 5/05/09 HKD S26189 45.042 7.750 1,165,975.88 1,165,975.88
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 15
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 4/30/09 60 LI + FUNG LTD HKD 0.02 600,000.00 5,248.92 13,205,098.64 13,205,098.64
237584 5/05/09 HKD S26189 21.941 7.750 1,703,905.68 1,703,905.68
PUR 5/04/09 60 CLP HOLDINGS 200,000.00 4,154.02 10,450,292.83 10,450,292.83
220964 5/06/09 HKD S26208 52.091 7.750 1,348,459.68 1,348,459.68
PUR 5/04/09 60 COSCO PACIFIC LIMITED 2,000,000.00 6,218.76 15,644,994.11 15,644,994.11
224777 5/06/09 HKD S26208 7.798 7.750 2,018,761.01 2,018,761.01
PUR 5/04/09 60 HENDERSON LAND DEV CO 400,000.00 6,251.98 15,728,571.57 15,728,571.57
224250 5/06/09 HKD S26208 39.200 7.750 2,029,545.48 2,029,545.48
PUR 5/04/09 60 HUTCHISON WHAMPOA 400,000.00 7,533.64 18,952,744.21 18,952,744.21
219358 5/06/09 HKD S26208 47.236 7.750 2,445,578.49 2,445,578.49
PUR 5/04/09 60 SUN HUNG KAI PROPERTIE 400,000.00 13,285.25 33,422,598.05 33,422,598.05
221466 5/06/09 HKD S26208 83.299 7.750 4,312,704.59 4,312,704.59
PUR 5/05/09 60 CHEUNG KONG HOLDINGS 200,000.00 6,979.55 17,558,950.15 17,558,950.15
220007 5/07/09 HKD S26222 87.524 7.750 2,265,729.46 2,265,729.46
PUR 5/05/09 60 COSCO PACIFIC LIMITED 2,000,000.00 7,504.32 16,257,756.96 16,257,756.96
224777 5/07/09 HKD S26222 8.100 7.750 2,097,829.23 2,097,829.23
PUR 5/05/09 60 HOPEWELL HOLDINGS 600,000.00 5,731.92 12,417,861.21 12,417,861.21
246510 5/07/09 HKD S26222 20.622 7.750 1,602,346.02 1,602,346.02
PUR 5/05/09 60 LENOVO GROUP LTD 4,000,000.00 3,923.19 9,869,603.93 9,869,603.93
225629 5/07/09 HKD S26222 2.460 7.750 1,273,530.15 1,273,530.15
PUR 5/05/09 60 NEW WORLD DEVELOPMENT 800,000.00 3,599.00 9,053,971.50 9,053,971.50
237108 5/07/09 HKD S26222 11.283 7.750 1,168,284.54 1,168,284.54
PUR 5/05/09 60 SINO LAND CO ORD HK 1. 800,000.00 3,486.75 8,771,821.63 8,771,821.63
235092 5/07/09 HKD S26222 10.931 7.750 1,131,877.16 1,131,877.16
PUR 5/05/09 60 SWIRE PACIFIC 'A' 160,000.00 4,188.48 10,537,179.87 10,537,179.87
221525 5/07/09 HKD S26222 65.655 7.750 1,359,671.20 1,359,671.20
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 16
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/05/09 60 WHARF HOLDINGS 1,000,000.00 10,834.71 27,257,566.82 27,257,566.82
218702 5/07/09 HKD S26222 27.174 7.750 3,517,196.16 3,517,196.16
PUR 5/05/09 60 WHEELOCK + COMPANY HK 200,000.00 1,682.36 3,644,677.95 3,644,677.95
231043 5/07/09 HKD S26222 18.158 7.750 470,293.16 470,293.16
PUR 5/06/09 60 LI + FUNG LTD HKD 0.02 400,000.00 3,497.69 8,799,226.73 8,799,226.73
237584 5/08/09 HKD S26233 21.930 7.750 1,135,398.74 1,135,398.74
PUR 5/07/09 60 CHEUNG KONG HOLDINGS 200,000.00 6,932.35 17,440,324.99 17,440,324.99
220007 5/11/09 HKD S26251 86.933 7.750 2,250,393.55 2,250,393.55
PUR 5/07/09 60 CHEUNG KONG INFRASTRUC 400,000.00 4,585.88 11,537,020.09 11,537,020.09
224371 5/11/09 HKD S26251 28.754 7.750 1,488,666.96 1,488,666.96
PUR 5/07/09 60 CHINA MERCHANTS HOLDIN 1,400,000.00 12,093.38 30,424,582.49 30,424,582.49
246175 5/11/09 HKD S26251 21.665 7.750 3,925,803.23 3,925,803.23
PUR 5/07/09 60 CLP HOLDINGS 300,000.00 6,190.82 15,574,868.20 15,574,868.20
220964 5/11/09 HKD S26251 51.756 7.750 2,009,686.34 2,009,686.34
PUR 5/07/09 60 COSCO PACIFIC LIMITED 2,000,000.00 6,767.68 17,026,048.82 17,026,048.82
224777 5/11/09 HKD S26251 8.487 7.750 2,196,937.87 2,196,937.87
PUR 5/07/09 60 DAH SING FINANCIAL 200,000.00 2,153.20 5,416,747.12 5,416,747.12
228477 5/11/09 HKD S26251 27.000 7.750 698,944.13 698,944.13
PUR 5/07/09 60 ESPRIT HOLDINGS LTD 360,000.00 8,109.01 20,400,648.01 20,400,648.01
236657 5/11/09 HKD S26251 56.494 7.750 2,632,375.64 2,632,375.64
PUR 5/07/09 60 HANG LUNG PROPERTIES L 400,000.00 3,516.45 8,846,452.13 8,846,452.13
221642 5/11/09 HKD S26251 22.048 7.750 1,141,492.42 1,141,492.42
PUR 5/07/09 60 HANG SENG BANK LTD HKD 300,000.00 12,310.27 30,970,203.33 30,970,203.33
246176 5/11/09 HKD S26251 102.916 7.750 3,996,206.83 3,996,206.83
PUR 5/07/09 60 HONG KONG & CHINA GAS 2,000,000.00 11,756.00 29,575,707.81 29,575,707.81
218704 5/11/09 HKD S26251 14.742 7.750 3,816,269.60 3,816,269.60
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: 17
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/07/09 60 HONG KONG EXCHANGE 1.0 100,000.00 4,427.27 11,138,090.90 11,138,090.90
234682 5/11/09 HKD S26251 111.038 7.750 1,437,191.56 1,437,191.56
PUR 5/07/09 60 HONG KONG EXCHANGE 1.0 100,000.00 4,431.64 11,149,074.77 11,149,074.77
234682 5/11/09 HKD S26251 111.147 7.750 1,438,608.86 1,438,608.86
PUR 5/07/09 60 HUTCHISON WHAMPOA 500,000.00 9,975.67 25,096,860.41 25,096,860.41
219358 5/11/09 HKD S26251 50.039 7.750 3,238,346.35 3,238,346.35
PUR 5/07/09 60 JARDINE MATHESON HOLDI 40,000.00 2,339.40 938,099.40 938,099.40
225870 5/12/09 USD S26260 23.394 1.000 938,099.40 938,099.40
PUR 5/07/09 60 NEW WORLD DEVELOPMENT 1,600,000.00 7,617.61 19,164,155.70 19,164,155.70
237108 5/11/09 HKD S26251 11.941 7.750 2,472,826.19 2,472,826.19
PUR 5/07/09 60 SWIRE PACIFIC 'A' 400,000.00 10,531.59 26,495,378.75 26,495,378.75
221525 5/11/09 HKD S26251 66.034 7.750 3,418,802.66 3,418,802.66
PUR 5/07/09 60 TELEVISION BROADCASTS 142,000.00 1,620.17 4,075,800.98 4,075,800.98
224333 5/11/09 HKD S26251 28.614 7.750 525,916.59 525,916.59
PUR 5/08/09 60 CHEUNG KONG INFRASTRUC 200,000.00 2,227.49 5,603,782.83 5,603,782.83
224371 5/12/09 HKD S26269 27.933 7.750 723,078.08 723,078.08
PUR 5/08/09 60 ESPRIT HOLDINGS LTD 160,000.00 3,404.76 8,565,410.56 8,565,410.56
236657 5/12/09 HKD S26269 53.369 7.750 1,105,228.53 1,105,228.53
PUR 5/08/09 60 MTR CORP 600,000.00 4,936.29 12,418,535.78 12,418,535.78
225598 5/12/09 HKD S26269 20.634 7.750 1,602,412.39 1,602,412.39
PUR 5/14/09 60 SINO LAND CO ORD HK 1. 5,443.00 52,571.00 52,571.00
235092 5/14/09 HKD 26315 9.658 7.750 6,783.53 6,783.53
---------------- --------- ---------------- ------------ ---------------- --------------
28,925,443.00 272,450.67 664,870,673.49 664,870,673.49
86,608,133.11 86,608,133.11
45 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
125,202,599.00 2012793.041,459,688,244.89 1,459,688,244.89
771,382,008.98 771,382,008.98
154 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 18
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 5/04/09 60 IND+COM BK CHINA-H 4,000,000.00 7,388.63 18,588,060.37 18,588,060.37
246476 5/06/09 HKD S26208 4.633 7.750 2,398,521.30 2,398,521.30
PUR 5/05/09 60 BANK OF CHINA LTD-H 8,000,000.00 9,415.61 23,687,369.10 23,687,369.10
236803 5/07/09 HKD S26222 2.952 7.750 3,056,513.60 3,056,513.60
PUR 5/05/09 60 CHINA CONSTRUCTION 6,000,000.00 11,427.21 28,748,158.56 28,748,158.56
246508 5/07/09 HKD S26222 4.777 7.750 3,709,535.54 3,709,535.54
PUR 5/05/09 60 IND+COM BK CHINA-H 6,200,000.00 11,427.94 28,749,924.24 28,749,924.24
246476 5/07/09 HKD S26222 4.623 7.750 3,709,763.38 3,709,763.38
PUR 5/07/09 60 CHINA CONSTRUCTION 2,000,000.00 3,955.14 9,950,251.96 9,950,251.96
246508 5/11/09 HKD S26251 4.960 7.750 1,283,920.05 1,283,920.05
PUR 5/07/09 60 CHINA CONSTRUCTION 2,000,000.00 3,954.05 9,947,643.53 9,947,643.53
246508 5/11/09 HKD S26251 4.959 7.750 1,283,583.47 1,283,583.47
PUR 5/07/09 60 IND+COM BK CHINA-H 4,000,000.00 7,657.88 19,265,747.78 19,265,747.78
246476 5/11/09 HKD S26251 4.802 7.750 2,485,935.02 2,485,935.02
---------------- --------- ---------------- ------------ ---------------- --------------
32,200,000.00 55,226.46 138,937,155.54 138,937,155.54
17,927,772.36 17,927,772.36
7 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 5/05/09 60 CHINA MOBILE LTD HKD 0 400,000.00 11,646.61 29,300,258.90 29,300,258.90
246075 5/07/09 HKD S26222 73.025 7.750 3,780,776.14 3,780,776.14
PUR 5/05/09 60 CNOOC LTD HKD 0.02 2,000,000.00 7,761.27 19,525,348.27 19,525,348.27
245074 5/07/09 HKD S26222 9.733 7.750 2,519,464.80 2,519,464.80
PUR 5/06/09 60 CHINA MOBILE LTD HKD 0 200,000.00 5,814.01 14,626,857.96 14,626,857.96
246075 5/08/09 HKD S26233 72.909 7.750 1,887,360.86 1,887,360.86
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 19
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/07/09 60 CHINA MOBILE LTD HKD 0 400,000.00 11,871.66 29,866,724.17 29,866,724.17
246075 5/11/09 HKD S26251 74.437 7.750 3,853,820.59 3,853,820.59
PUR 5/07/09 60 CHINA MOBILE LTD HKD 0 200,000.00 5,919.68 14,892,736.93 14,892,736.93
246075 5/11/09 HKD S26251 74.234 7.750 1,921,668.27 1,921,668.27
PUR 5/07/09 60 CNOOC LTD HKD 0.02 4,000,000.00 15,583.15 39,203,967.88 39,203,967.88
245074 5/11/09 HKD S26251 9.771 7.750 5,058,641.77 5,058,641.77
PUR 5/07/09 60 CNOOC LTD HKD 0.02 4,000,000.00 15,605.25 39,259,739.09 39,259,739.09
245074 5/11/09 HKD S26251 9.785 7.750 5,065,838.15 5,065,838.15
---------------- --------- ---------------- ------------ ---------------- --------------
11,200,000.00 74,201.63 186,675,633.20 186,675,633.20
24,087,570.58 24,087,570.58
7 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
43,400,000.00 129,428.09 325,612,788.74 325,612,788.74
42,015,342.94 42,015,342.94
14 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
342,219,599.00 2369991.652,496,805,830.72 2,496,805,830.72
.7676 1,561,362,197.40 1,561,362,197.40
197 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 20
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
FOREIGN GOVT OBLIG (ANN-P ( 610)
--------------------------------
SALE 5/27/09 60 IRELAND, REPUBLIC OF 15,000,000.00 15,675,450.00 84,246.58 15,451,995.38 223,454.62
223805 5/29/09 EUR 5.000 4/18/13 B26342 104.503 .718 21,837,455.98 117,363.84 17,104,063.14 4,733,392.84
---------------- --------- ---------------- ------------ ---------------- --------------
15,000,000.00 15,675,450.00 84,246.58 15,451,995.38 223,454.62
21,837,455.98 117,363.84 17,104,063.14 4,733,392.84
1 TRANSACTION IN COUNTRY: IRELAND (2000)
---------------- --------- ---------------- ------------ ---------------- --------------
15,000,000.00 15,675,450.00 84,246.58 15,451,995.38 223,454.62
21,837,455.98 117,363.84 17,104,063.14 4,733,392.84
1 TRANSACTION IN CATEGORY: FOREIGN GOVT OBLIG (ANN-P ( 610)
FOREIGN GOVERNMENT T BILL ( 637)
--------------------------------
SALE 5/05/09 60 BELGIUM TREASURY BILL 25,670,000.00 25,526,413.83 25,507,762.22 18,651.62
246268 5/06/09 EUR 12/17/09 B26220 99.441 .749 34,077,747.47 33,259,157.41 818,590.06
SALE 5/11/09 60 BELGIUM TREASURY 41,932,000.00 41,651,408.25 41,607,137.66 44,270.59
245466 5/12/09 EUR 2/18/10 B26275 99.331 .734 .8719 56,745,865.12 55,324,515.00 1,421,350.12
SALE 5/27/09 60 BELGIUM TREASURY CERTS 26,148,000.00 26,038,006.87 26,045,692.76 -7,685.89
246638 5/29/09 EUR 11/19/09 B26342 99.579 .718 36,273,525.08 35,125,207.70 1,148,317.38
---------------- --------- ---------------- ------------ ---------------- --------------
93,750,000.00 93,215,828.95 93,160,592.64 55,236.32
127,097,137.67 123,708,880.11 3,388,257.56
3 TRANSACTIONS IN COUNTRY: BELGIUM ( 200)
SALE 5/05/09 60 FRENCH TREASURY BILL 69,036,000.00 68,645,716.71 68,643,894.79 1,821.92
244987 5/06/09 EUR 1/14/10 B26220 99.435 .749 .8202 91,641,991.49 90,062,999.95 1,578,991.54
SALE 5/05/09 60 FRENCH TREASURYBILL 40,565,000.00 40,368,456.08 40,350,252.92 18,203.16
245272 5/06/09 EUR 12/17/09 B26220 99.515 .749 .7898 53,891,865.15 53,085,408.64 806,456.51
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: 21
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/11/09 60 FRENCH TREASURY BLLS 28,481,000.00 28,333,257.66 28,334,897.29 -1,639.63
246590 5/12/09 EUR 1/14/10 B26275 99.481 .734 38,601,221.06 37,980,841.56 620,379.50
SALE 5/27/09 60 FRENCH TREASURY BILLS 41,520,000.00 41,322,912.86 41,350,695.00 -27,782.14
246592 5/29/09 EUR 12/17/09 B26342 99.525 .718 .8618 57,566,914.54 55,476,066.54 2,090,848.00
---------------- --------- ---------------- ------------ ---------------- --------------
179,602,000.00 178,670,343.31 178,679,740.00 -9,396.69
241,701,992.24 236,605,316.69 5,096,675.55
4 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
SALE 5/05/09 60 DUTCH TREASURY 9,070,000.00 9,020,950.80 9,018,806.80 2,144.00
245161 5/06/09 EUR 12/31/09 B26220 99.459 .749 12,042,964.02 11,722,647.07 320,316.95
SALE 5/11/09 60 DUTCH TREASURY CERT 21,440,000.00 21,420,232.75 21,418,437.97 1,794.78
246164 5/12/09 EUR 6/30/09 B26275 99.908 .734 .6874 29,182,918.16 28,227,356.13 955,562.03
SALE 5/11/09 60 DUTCH TREASURY CERT 17,377,000.00 17,349,626.19 17,345,022.11 4,604.08
246256 5/12/09 EUR 7/31/09 B26275 99.842 .734 .7199 23,637,125.11 22,473,933.26 1,163,191.85
SALE 5/27/09 60 DUTCH TREASURY BILL 945,000.00 942,529.42 941,958.76 570.66
244570 5/29/09 EUR 9/30/09 99.739 .718 1,313,036.93 1,202,635.37 110,401.56
---------------- --------- ---------------- ------------ ---------------- --------------
48,832,000.00 48,733,339.16 48,724,225.64 9,113.52
66,176,044.22 63,626,571.83 2,549,472.39
4 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
SALE 5/05/09 60 GERMAN TREASURY BILLS 11,095,000.00 11,048,585.18 11,048,318.00 267.18
246313 5/06/09 EUR 11/25/09 B26220 99.582 .749 14,746,180.50 14,642,338.57 103,841.93
SALE 5/11/09 60 GERMAN TREASURY BILLS 50,000,000.00 49,751,354.00 49,734,217.78 17,136.22
245058 5/12/09 EUR 1/27/10 B26275 99.503 .734 67,785,752.14 65,892,238.69 1,893,513.45
SALE 5/27/09 60 GERMAN TREASURY BILLS 32,921,000.00 32,745,280.54 32,757,445.74 -12,165.20
245058 5/29/09 EUR 1/27/10 B26342 99.466 .718 .8060 45,617,422.29 43,399,927.25 2,217,495.04
---------------- --------- ---------------- ------------ ---------------- --------------
94,016,000.00 93,545,219.72 93,539,981.52 5,238.20
128,149,354.93 123,934,504.51 4,214,850.42
3 TRANSACTIONS IN COUNTRY: GERMANY (1100)
---------------- --------- ---------------- ------------ ---------------- --------------
416,200,000.00 414,164,731.14 414,104,539.80 60,191.35
563,124,529.06 547,875,273.14 15,249,255.92
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 22
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
14 TRANSACTIONS IN CATEGORY: FOREIGN GOVERNMENT T BILL ( 637)
DEV MKT COMMON STOCK (2220)
--------------------------------
SALE 5/21/09 60 ANHEUSER-BUSCH INBEV 410,000.00 21,179.86 10,238,718.85 9,966,495.52 272,223.33
243860 5/26/09 EUR S26325 25.010 .726 14,098,723.85 13,943,336.72 155,387.13
SALE 5/21/09 60 ANHEUSER-BUSCH INBEV 45,519.00 2,350.71 1,136,372.57 1,106,499.78 29,872.79
243860 5/26/09 EUR S26325 25.002 .726 1,564,785.92 1,548,016.45 16,769.47
SALE 5/22/09 60 ANHEUSER-BUSCH INBEV 94,481.00 4,875.29 2,319,576.45 2,296,693.81 22,882.64
243860 5/27/09 EUR S26333 24.588 .715 3,245,320.29 3,213,122.91 32,197.38
---------------- --------- ---------------- ------------ ---------------- --------------
550,000.00 28,405.86 13,694,667.87 13,369,689.11 324,978.76
18,908,830.06 18,704,476.08 204,353.98
3 TRANSACTIONS IN COUNTRY: BELGIUM ( 200)
SALE 5/13/09 60 CANADIAN TIRE CORP 30,000.00 1,028.63 1,361,787.00 815,886.00 545,901.00
230201 5/19/09 CAD S26303 45.433 1.167 1,167,312.70 531,138.22 636,174.48
---------------- --------- ---------------- ------------ ---------------- --------------
30,000.00 1,028.63 1,361,787.00 815,886.00 545,901.00
1,167,312.70 531,138.22 636,174.48
1 TRANSACTION IN COUNTRY: CANADA ( 300)
SALE 4/28/09 60 FRANCE TELECOM SA 300,000.00 9,595.57 4,883,743.38 6,049,614.16 -1,165,870.78
238445 5/04/09 EUR S26167 16.304 .765 6,387,451.73 8,689,558.92 -2,302,107.19
SALE 4/28/09 60 GDF SUEZ 500,000.00 25,241.96 12,847,100.40 15,437,654.02 -2,590,553.62
241862 5/04/09 EUR S26167 25.733 .765 16,802,732.51 20,265,379.32 -3,462,646.81
SALE 5/01/09 60 SANOFI-AVENTIS(FMLY SA 95,000.00 8,154.51 4,095,197.48 4,550,877.46 -455,679.98
219418 5/06/09 EUR S26207 43.172 .754 5,428,186.35 5,900,836.74 -472,650.39
SALE 5/04/09 60 IPSEN EUR 1.0 77,720.00 4,694.85 2,341,853.92 2,251,438.06 90,415.86
241833 5/07/09 EUR S26211 30.177 .749 3,125,205.41 3,157,144.34 -31,938.93
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 23
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/04/09 60 SANOFI-AVENTIS(FMLY SA 400,000.00 34,484.24 17,201,199.44 19,161,589.31 -1,960,389.87
219418 5/07/09 EUR S26211 43.068 .749 22,955,010.63 24,845,628.39 -1,890,617.76
SALE 5/05/09 60 IPSEN EUR 1.0 56,296.00 3,411.66 1,701,141.56 1,630,815.20 70,326.36
241833 5/08/09 EUR S26228 30.263 .749 2,271,022.98 2,286,857.93 -15,834.95
SALE 5/06/09 60 CAP GEMINI SA EUR 8.0 250,000.00 13,715.54 6,863,614.11 6,284,742.07 578,872.04
245362 5/11/09 EUR S26242 27.496 .752 9,129,975.23 8,471,233.88 658,741.35
SALE 5/06/09 60 FRANCE TELECOM SA 500,000.00 16,255.10 8,134,479.95 10,082,690.27 -1,948,210.32
238445 5/11/09 EUR S26242 16.293 .752 10,820,480.19 14,482,598.21 -3,662,118.02
SALE 5/06/09 60 GDF SUEZ 62,538.00 3,419.06 1,710,989.62 1,930,880.01 -219,890.39
241862 5/11/09 EUR S26242 27.400 .752 2,275,957.33 2,534,712.58 -258,755.25
SALE 5/06/09 60 IPSEN EUR 1.0 16,253.00 975.00 487,916.73 470,826.34 17,090.39
241833 5/11/09 EUR S26242 30.065 .752 649,026.53 660,229.89 -11,203.36
SALE 5/06/09 60 IPSEN EUR 1.0 10,000.00 609.26 304,890.98 289,685.80 15,205.18
241833 5/11/09 EUR S26242 30.535 .752 405,565.79 406,220.32 -654.53
SALE 5/06/09 60 SANOFI-AVENTIS(FMLY SA 148,400.00 13,021.48 6,516,293.80 7,108,949.64 -592,655.84
219418 5/11/09 EUR S26245 43.976 .752 8,667,969.97 9,217,728.14 -549,758.17
SALE 5/07/09 60 CAP GEMINI SA EUR 8.0 250,000.00 13,758.62 6,826,669.61 6,284,742.07 541,927.54
245362 5/12/09 EUR S26253 27.348 .745 9,158,655.65 8,471,233.88 687,421.77
SALE 5/07/09 60 FRANCE TELECOM SA 100,000.00 3,370.77 1,672,487.50 2,016,538.05 -344,050.55
238445 5/12/09 EUR S26263 16.750 .745 2,243,808.18 2,896,519.64 -652,711.46
SALE 5/07/09 60 IPSEN EUR 1.0 75,731.00 4,741.56 2,352,638.90 2,193,819.55 158,819.35
241833 5/12/09 EUR S26253 31.112 .745 3,156,298.87 3,076,347.11 79,951.76
SALE 5/07/09 60 SANOFI-AVENTIS(FMLY SA 446,600.00 39,499.78 19,598,761.67 21,393,914.47 -1,795,152.80
219418 5/12/09 EUR S26253 43.950 .745 26,293,686.32 27,740,144.11 -1,446,457.79
SALE 5/08/09 60 FRANCE TELECOM SA 410,000.00 13,764.04 6,793,907.83 8,267,806.02 -1,473,898.19
238445 5/13/09 EUR S26274 16.595 .742 9,162,260.56 11,875,730.53 -2,713,469.97
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 24
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/08/09 60 FRANCE TELECOM SA 650,000.00 22,073.50 10,895,442.28 13,107,497.35 -2,212,055.07
238445 5/13/09 EUR S26267 16.787 .742 14,693,587.79 18,827,377.67 -4,133,789.88
SALE 5/08/09 60 IPSEN EUR 1.0 31,000.00 1,921.46 948,430.72 898,025.99 50,404.73
241833 5/13/09 EUR S26267 30.641 .742 1,279,053.18 1,259,283.00 19,770.18
SALE 5/08/09 60 SANOFI-AVENTIS(FMLY SA 57,500.00 5,139.54 2,536,866.73 2,754,478.46 -217,611.73
219418 5/13/09 EUR S26274 44.186 .742 3,421,217.15 3,571,559.08 -150,341.93
SALE 5/11/09 60 FRANCE TELECOM SA 500,000.00 16,952.68 8,283,056.75 10,082,690.27 -1,799,633.52
238445 5/14/09 EUR S26281 16.591 .734 11,284,833.87 14,482,598.21 -3,197,764.34
SALE 5/11/09 60 FRANCE TELECOM SA 90,000.00 3,077.12 1,503,477.40 1,814,884.25 -311,406.85
238445 5/14/09 EUR S26281 16.730 .734 2,048,337.13 2,606,867.68 -558,530.55
SALE 5/11/09 60 GDF SUEZ 437,462.00 23,410.74 11,438,458.95 13,506,774.01 -2,068,315.06
241862 5/14/09 EUR S26281 26.187 .734 15,583,752.81 17,730,666.74 -2,146,913.93
SALE 5/11/09 60 IPSEN EUR 1.0 35,000.00 2,188.55 1,069,323.61 1,013,900.31 55,423.30
241833 5/14/09 EUR S26281 30.598 .734 1,456,846.14 1,421,771.12 35,075.02
SALE 5/11/09 60 SANOFI-AVENTIS(FMLY SA 442,500.00 39,789.51 19,441,104.29 21,197,508.18 -1,756,403.89
219418 5/14/09 EUR S26293 44.001 .734 26,486,554.26 27,485,476.42 -998,922.16
SALE 5/12/09 60 FRANCE TELECOM SA 250,000.00 3,496.01 4,267,013.26 5,041,345.14 -774,331.88
238445 5/15/09 EUR S26295 17.078 .733 5,823,191.25 7,241,299.11 -1,418,107.86
SALE 5/12/09 60 IPSEN EUR 1.0 49,000.00 3,129.42 1,526,452.98 1,419,460.43 106,992.55
241833 5/15/09 EUR S26295 31.199 .733 2,083,149.76 1,990,479.57 92,670.19
SALE 5/12/09 60 SANOFI-AVENTIS(FMLY SA 146,466.00 5,282.45 6,447,429.24 7,016,303.35 -568,874.11
219418 5/15/09 EUR S26298 44.046 .733 8,798,804.04 9,097,599.52 -298,795.48
SALE 5/12/09 60 SUEZ ENVIRONMENT SA 97,422.00 2,529.96 1,234,051.37 1,495,326.65 -261,275.28
241954 5/15/09 EUR S26295 12.686 .733 1,684,109.40 2,022,236.00 -338,126.60
SALE 5/12/09 60 SUEZ ENVIRONMENT SA 250,000.00 6,500.00 3,170,537.05 3,837,240.69 -666,703.64
241954 5/15/09 EUR S26295 12.701 .733 4,326,830.61 5,189,372.01 -862,541.40
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: 25
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/14/09 60 FRANCE TELECOM SA 50,000.00 1,736.52 850,582.21 1,008,269.03 -157,686.82
238445 5/19/09 EUR S26305 17.037 .736 1,155,941.50 1,448,259.82 -292,318.32
SALE 5/15/09 60 CAP GEMINI SA EUR 8.0 250,000.00 13,493.52 6,606,001.11 6,443,778.91 162,222.20
245362 5/20/09 EUR S26313 26.464 .735 8,982,184.00 8,718,271.19 263,912.81
SALE 5/15/09 60 FRANCE TELECOM SA 450,000.00 15,546.03 7,610,846.58 9,074,421.24 -1,463,574.66
238445 5/20/09 EUR S26313 16.938 .735 10,348,473.04 13,034,338.38 -2,685,865.34
SALE 5/15/09 60 GDF SUEZ 400,000.00 21,302.87 10,429,212.68 12,350,123.22 -1,920,910.54
241862 5/20/09 EUR S26313 26.112 .735 14,180,607.26 16,212,303.46 -2,031,696.20
SALE 5/15/09 60 SUEZ ENVIRONMENT SA 500,000.00 12,725.89 6,230,190.67 7,674,481.37 -1,444,290.70
241954 5/20/09 EUR S26313 12.479 .735 8,471,194.30 10,378,744.02 -1,907,549.72
SALE 5/18/09 60 FRANCE TELECOM SA 500,000.00 17,067.52 8,419,501.77 10,082,690.27 -1,663,188.50
238445 5/21/09 EUR S26317 16.864 .741 11,361,277.29 14,482,598.21 -3,121,320.92
SALE 5/18/09 60 GDF SUEZ 300,000.00 15,638.31 7,714,460.92 9,262,592.41 -1,548,131.49
241862 5/21/09 EUR S26317 25.754 .741 10,409,895.03 12,159,227.59 -1,749,332.56
SALE 5/20/09 60 CLUB MED RTS (5/27/09) 2.00 .52 .01 .51
246719 5/20/09 EUR 26304 .260 .725 .72 .01 .71
SALE 5/21/09 60 CAP GEMINI SA EUR 8.0 300,000.00 16,642.45 8,045,253.99 7,732,534.69 312,719.30
245362 5/26/09 EUR S26325 26.858 .726 11,078,321.02 10,461,925.43 616,395.59
SALE 5/21/09 60 GDF SUEZ 500,000.00 13,391,400.00 15,437,654.02 -2,046,254.02
241862 5/26/09 EUR S26325 26.783 .726 18,439,968.25 20,265,379.32 -1,825,411.07
SALE 5/21/09 60 IPSEN EUR 1.0 8,176.00 548.35 265,083.04 236,847.11 28,235.93
241833 5/26/09 EUR S26325 32.471 .726 365,019.55 332,125.73 32,893.82
SALE 5/21/09 60 SANOFI-AVENTIS(FMLY SA 258,534.00 23,759.14 11,485,595.58 12,384,805.83 -899,210.25
219418 5/26/09 EUR S26325 44.493 .726 15,815,674.08 16,058,599.23 -242,925.15
SALE 5/21/09 60 SUEZ ENVIRONMENT SA 100,000.00 2,646.50 1,279,368.07 1,534,896.27 -255,528.20
241954 5/26/09 EUR S26325 12.813 .726 1,761,690.83 2,075,748.80 -314,057.97
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 26
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/22/09 60 CAP GEMINI SA EUR 8.0 200,000.00 11,320.62 5,386,148.64 5,155,023.12 231,125.52
245362 5/27/09 EUR S26333 26.971 .715 7,535,762.61 6,974,616.94 561,145.67
SALE 5/22/09 60 IPSEN EUR 1.0 16,921.00 1,144.63 544,598.17 490,177.35 54,420.82
241833 5/27/09 EUR S26333 32.233 .715 761,947.51 687,365.41 74,582.10
SALE 5/22/09 60 SUEZ ENVIRONMENT SA 156,000.00 4,248.14 2,021,188.46 2,394,438.19 -373,249.73
241954 5/27/09 EUR S26333 12.976 .715 2,827,845.54 3,238,168.14 -410,322.60
SALE 5/26/09 60 IPSEN EUR 1.0 8,903.00 604.81 287,822.72 257,907.27 29,915.45
241833 5/29/09 EUR S26335 32.377 .715 402,606.69 361,657.95 40,948.74
SALE 5/26/09 60 SUEZ ENVIRONMENT SA 144,000.00 3,895.32 1,853,720.84 2,210,250.63 -356,529.79
241954 5/29/09 EUR S26335 12.892 .715 2,592,986.47 2,989,078.27 -396,091.80
SALE 5/27/09 60 CLUB MED RTS -PFD (5/2 800,000.00 8,760.40 .01 8,760.39
246720 5/27/09 EUR 26304 .011 .718 12,204.11 .01 12,204.10
---------------- --------- ---------------- ------------ ---------------- --------------
11,677,424.00 506,524.56 269,524,267.88 302,322,908.53 -32,798,640.65
364,407,161.42 407,783,097.97 -43,375,936.55
49 TRANSACTIONS IN COUNTRY: FRANCE ( 400)
SALE 5/06/09 60 KONINKLIJKE KPN NV 1,000,000.00 18,270.95 9,143,264.50 10,686,228.82 -1,542,964.32
239708 5/11/09 EUR S26242 9.157 .752 12,162,364.77 14,546,451.37 -2,384,086.60
SALE 5/08/09 60 KONINKLIJKE KPN NV 2,000,000.00 14,696.44 18,151,702.44 21,372,457.63 -3,220,755.19
239708 5/13/09 EUR S26267 9.081 .742 24,479,376.46 29,092,902.73 -4,613,526.27
SALE 5/11/09 60 KONINKLIJKE KPN NV 2,000,000.00 12,388.16 18,176,707.10 21,372,457.63 -3,195,750.53
239708 5/14/09 EUR S26281 9.093 .734 24,763,939.94 29,092,902.73 -4,328,962.79
SALE 5/12/09 60 KONINKLIJKE KPN NV 500,000.00 9,703.11 4,732,939.93 5,343,114.41 -610,174.48
239708 5/15/09 EUR S26295 9.480 .733 6,459,041.18 7,273,225.69 -814,184.51
SALE 5/15/09 60 KONINKLIJKE KPN NV 1,000,000.00 19,349.22 9,472,769.50 10,686,228.82 -1,213,459.32
239708 5/20/09 EUR S26313 9.487 .735 12,880,130.85 14,546,451.37 -1,666,320.52
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 27
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/18/09 60 KONINKLIJKE KPN NV 1,000,000.00 9,670,800.00 10,686,228.82 -1,015,428.82
239708 5/21/09 EUR S26317 9.671 .741 13,049,779.36 14,546,451.37 -1,496,672.01
SALE 5/19/09 60 KONINKLIJKE KPN NV 75,000.00 1,462.96 715,377.82 801,467.16 -86,089.34
239708 5/22/09 EUR S26318 9.553 .735 973,843.74 1,090,983.85 -117,140.11
SALE 5/19/09 60 KONINKLIJKE KPN NV 925,000.00 8,820,152.50 9,884,761.65 -1,064,609.15
239708 5/22/09 EUR S26318 9.535 .735 12,006,872.54 13,455,467.51 -1,448,594.97
SALE 5/20/09 60 KONINKLIJKE KPN NV 1,200,000.00 23,562.69 11,379,065.76 12,823,474.58 -1,444,408.82
239708 5/25/09 EUR S26320 9.497 .725 15,684,900.27 17,455,741.64 -1,770,841.37
SALE 5/20/09 60 KONINKLIJKE KPN NV 2,000,000.00 19,072,400.00 21,372,457.63 -2,300,057.63
239708 5/25/09 EUR S26320 9.536 .725 26,289,389.49 29,092,902.73 -2,803,513.24
SALE 5/21/09 60 KONINKLIJKE KPN NV 1,821,000.00 17,021,433.30 19,459,622.68 -2,438,189.38
239708 5/26/09 EUR S26325 9.347 .726 23,438,526.93 26,489,087.95 -3,050,561.02
SALE 5/21/09 60 KONINKLIJKE KPN NV 800,000.00 7,490,800.00 8,548,983.05 -1,058,183.05
239708 5/26/09 EUR S26325 9.364 .726 10,314,837.44 11,637,161.09 -1,322,323.65
SALE 5/22/09 60 KONINKLIJKE KPN NV 179,000.00 1,672,683.40 1,912,834.96 -240,151.56
239708 5/27/09 EUR S26333 9.345 .715 2,340,251.98 2,603,814.80 -263,562.82
---------------- --------- ---------------- ------------ ---------------- --------------
14,500,000.00 99,433.53 135,520,096.25 154,950,317.84 -19,430,221.59
184,843,254.95 210,923,544.83 -26,080,289.88
13 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
SALE 5/04/09 60 YARA INTERNATIONAL NOK 583,300.00 24,775.78 107,296,322.96 73,133,710.10 34,162,612.86
233900 5/07/09 NOK S26213 184.223 6.506 16,492,410.29 11,113,956.82 5,378,453.47
SALE 5/05/09 60 YARA INTERNATIONAL NOK 159,000.00 6,717.44 29,235,152.29 19,935,299.00 9,299,853.29
233900 5/08/09 NOK S26226 184.145 6.538 4,471,574.23 3,029,520.20 1,442,054.03
SALE 5/06/09 60 YARA INTERNATIONAL NOK 257,700.00 10,906.31 47,382,908.06 32,310,229.89 15,072,678.17
233900 5/11/09 NOK S26240 184.145 6.527 7,259,968.14 4,910,109.16 2,349,858.98
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: 28
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/11/09 60 YARA INTERNATIONAL NOK 380,300.00 16,834.85 71,891,271.78 47,681,724.59 24,209,547.19
233900 5/14/09 NOK S26278 189.322 6.415 11,206,396.03 7,246,078.83 3,960,317.20
SALE 5/12/09 60 YARA INTERNATIONAL NOK 619,700.00 27,504.49 117,989,376.98 77,697,514.40 40,291,862.58
233900 5/15/09 NOK S26290 190.684 6.444 18,308,822.70 11,807,507.36 6,501,315.34
SALE 5/22/09 60 YARA INTERNATIONAL NOK 500,000.00 25,036.03 105,501,909.40 62,689,619.50 42,812,289.90
233900 5/27/09 NOK S26330 211.321 6.330 16,665,651.91 9,526,793.10 7,138,858.81
---------------- --------- ---------------- ------------ ---------------- --------------
2,500,000.00 111,774.90 479,296,941.47 313,448,097.48 165,848,843.99
74,404,823.30 47,633,965.47 26,770,857.83
6 TRANSACTIONS IN COUNTRY: NORWAY ( 700)
SALE 4/29/09 60 INVESTOR AB B SHARES 20,068.00 445.36 2,384,509.86 2,350,026.06 34,483.80
217657 5/05/09 SEK S26180 119.000 8.043 296,462.83 238,096.88 58,365.95
SALE 4/30/09 60 INVESTOR AB B SHARES 410,000.00 9,114.15 48,844,092.80 48,012,292.39 831,800.41
217657 5/06/09 SEK S26192 119.311 8.051 6,066,986.24 4,864,446.96 1,202,539.28
SALE 5/04/09 60 INVESTOR AB B SHARES 1,069,932.00 24,178.84 127,649,811.61 125,292,409.81 2,357,401.80
217657 5/07/09 SEK S26214 119.486 7.931 16,095,046.22 12,694,213.34 3,400,832.88
SALE 5/05/09 60 INVESTOR AB B SHARES 500,000.00 11,256.26 59,578,448.07 58,551,576.08 1,026,871.99
217657 5/08/09 SEK S26224 119.336 7.951 7,492,919.15 5,932,252.39 1,560,666.76
SALE 5/07/09 60 INVESTOR AB B SHARES 1,000,000.00 23,220.48 120,755,494.65 117,103,152.17 3,652,342.48
217657 5/12/09 SEK S26258 120.937 7.812 15,457,099.01 11,864,504.79 3,592,594.22
SALE 5/11/09 60 INVESTOR AB B SHARES 468,000.00 10,876.25 56,077,068.43 54,804,275.21 1,272,793.22
217657 5/14/09 SEK S26277 120.003 7.746 7,239,954.61 5,552,588.24 1,687,366.37
SALE 5/12/09 60 INVESTOR AB B SHARES 32,000.00 741.95 3,854,548.69 3,747,300.87 107,247.82
217657 5/15/09 SEK S26299 120.636 7.804 493,894.30 379,664.15 114,230.15
SALE 5/12/09 60 INVESTOR AB B SHARES 750,000.00 17,078.84 88,726,784.89 87,827,364.13 899,420.76
217657 5/15/09 SEK S26299 118.480 7.804 11,368,815.65 8,898,378.59 2,470,437.06
---------------- --------- ---------------- ------------ ---------------- --------------
4,250,000.00 96,912.13 507,870,759.00 497,688,396.72 10,182,362.28
64,511,178.01 50,424,145.34 14,087,032.67
8 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 29
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/28/09 60 PANALPINA WELTTRANSPOR 301.00 27.69 18,329.12 28,001.12 -9,672.00
233452 5/04/09 CHF S26172 61.000 1.151 15,918.99 23,049.94 -7,130.95
SALE 4/29/09 60 PANALPINA WELTTRANSPOR 30,699.00 2,731.95 1,875,838.55 2,855,835.00 -979,996.45
233452 5/05/09 CHF S26181 61.205 1.136 1,651,557.10 2,350,864.00 -699,306.90
SALE 4/30/09 60 PANALPINA WELTTRANSPOR 48,798.00 4,437.81 3,034,823.40 4,539,530.16 -1,504,706.76
233452 5/06/09 CHF S26194 62.295 1.139 2,665,399.09 3,736,846.86 -1,071,447.77
SALE 4/30/09 60 VALORA HOLDING CHF 10. 870.00 343.02 178,062.27 244,880.77 -66,818.50
237403 5/06/09 CHF S26194 205.118 1.139 156,387.03 207,319.50 -50,932.47
SALE 5/04/09 60 PANALPINA WELTTRANSPOR 58,794.00 5,713.36 3,918,713.25 5,469,427.77 -1,550,714.52
233452 5/07/09 CHF S26212 66.761 1.131 3,464,515.29 4,502,319.24 -1,037,803.95
SALE 5/04/09 60 STRAUMANN HOLDING (REG 9,548.00 3,373.84 2,004,685.85 2,498,503.56 -493,817.71
222327 5/07/09 CHF S26212 210.358 1.131 1,772,332.99 1,994,324.26 -221,991.27
SALE 5/04/09 60 STRAUMANN HOLDING (REG 1,224.00 371.21 257,966.52 320,294.13 -62,327.61
222327 5/07/09 CHF S26212 211.100 1.131 228,066.94 255,661.17 -27,594.23
SALE 5/04/09 60 VALORA HOLDING CHF 10. 2,173.00 194.85 440,572.65 611,638.97 -171,066.32
237403 5/07/09 CHF S26212 202.850 1.131 389,508.13 517,822.13 -128,314.00
SALE 5/04/09 60 VALORA HOLDING CHF 10. 1,871.00 633.34 376,322.87 526,634.38 -150,311.51
237403 5/07/09 CHF S26212 201.517 1.131 332,705.22 445,856.05 -113,150.83
SALE 5/05/09 60 PANALPINA WELTTRANSPOR 61,408.00 6,381.47 4,436,396.07 5,712,600.27 -1,276,204.20
233452 5/08/09 CHF S26227 72.362 1.132 3,920,116.70 4,702,493.78 -782,377.08
SALE 5/05/09 60 STRAUMANN HOLDING (REG 12,000.00 4,257.36 2,530,999.15 3,140,138.54 -609,139.39
222327 5/08/09 CHF S26227 211.318 1.132 2,236,457.67 2,506,482.11 -270,024.44
SALE 5/05/09 60 VALORA HOLDING CHF 10. 3,119.00 1,089.13 647,490.42 877,911.62 -230,421.20
237403 5/08/09 CHF S26227 207.991 1.132 572,139.63 743,252.29 -171,112.66
SALE 5/06/09 60 SONOVA HOLDING AG 110,000.00 14,343.52 8,544,550.45 9,267,291.57 -722,741.12
242834 5/11/09 CHF S26239 77.826 1.134 7,534,876.94 8,171,665.61 -636,788.67
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 30
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/06/09 60 STRAUMANN HOLDING (REG 19,228.00 6,961.18 4,146,832.65 5,031,548.65 -884,716.00
222327 5/11/09 CHF S26239 216.077 1.134 3,656,818.92 4,016,219.83 -359,400.91
SALE 5/06/09 60 SWISSCOM AG-REG 50,000.00 25,082.17 14,941,651.82 17,410,765.41 -2,469,113.59
243318 5/11/09 CHF S26239 299.402 1.134 13,176,059.81 15,173,193.16 -1,997,133.35
SALE 5/06/09 60 VALORA HOLDING CHF 10. 10,000.00 2,956.79 2,076,647.00 2,814,721.44 -738,074.44
237403 5/11/09 CHF S26239 208.000 1.134 1,831,258.38 2,382,982.66 -551,724.28
SALE 5/06/09 60 VALORA HOLDING CHF 10. 3,053.00 1,066.90 635,562.89 859,334.46 -223,771.57
237403 5/11/09 CHF S26239 208.573 1.134 560,461.10 727,524.61 -167,063.51
SALE 5/07/09 60 SONOVA HOLDING AG 34,000.00 4,455.90 2,640,374.34 2,864,435.58 -224,061.24
242834 5/12/09 CHF S26259 77.806 1.128 2,340,757.39 2,525,787.55 -185,030.16
SALE 5/07/09 60 SONOVA HOLDING AG 6,000.00 618.95 464,751.83 505,488.63 -40,736.80
242834 5/12/09 CHF S26259 77.575 1.128 412,014.03 445,727.21 -33,713.18
SALE 5/07/09 60 STRAUMANN HOLDING (REG 16,000.00 5,958.62 3,530,817.88 4,186,851.39 -656,033.51
222327 5/12/09 CHF S26259 221.096 1.128 3,130,157.70 3,341,976.15 -211,818.45
SALE 5/07/09 60 VALORA HOLDING CHF 10. 3,550.00 1,246.68 738,730.40 999,226.11 -260,495.71
237403 5/12/09 CHF S26259 208.489 1.128 654,902.84 845,958.84 -191,056.00
SALE 5/08/09 60 STRAUMANN HOLDING (REG 8,000.00 2,901.12 1,707,953.51 2,093,425.69 -385,472.18
222327 5/13/09 CHF S26265 213.901 1.121 1,524,005.99 1,670,988.07 -146,982.08
SALE 5/08/09 60 VALORA HOLDING CHF 10. 2,899.00 979.73 576,784.91 815,987.75 -239,202.84
237403 5/13/09 CHF S26265 199.339 1.121 514,664.86 690,826.68 -176,161.82
SALE 5/11/09 60 STRAUMANN HOLDING (REG 5,800.00 2,102.25 1,221,187.07 1,517,733.63 -296,546.56
222327 5/14/09 CHF S26280 210.950 1.106 1,104,347.14 1,211,466.36 -107,119.22
SALE 5/11/09 60 SULZER AG CHF 0.03 1,000.00 102.08 75,137.12 75,172.83 -35.71
234289 5/14/09 CHF S26280 75.250 1.106 67,948.20 64,877.91 3,070.29
SALE 5/11/09 60 SWISSCOM AG-REG 50,000.00 21,757.74 14,699,615.29 17,410,765.42 -2,711,150.13
243318 5/14/09 CHF S26280 294.474 1.106 13,293,195.23 15,173,193.17 -1,879,997.94
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 31
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/11/09 60 VALORA HOLDING CHF 10. 228.00 78.01 45,315.72 64,175.65 -18,859.93
237403 5/14/09 CHF S26280 199.131 1.106 40,980.03 54,332.01 -13,351.98
SALE 5/12/09 60 JULIUS BAER HOLDING AG 250,000.00 14,008.91 10,299,752.16 14,944,286.25 -4,644,534.09
237098 5/15/09 CHF S26297 41.261 1.105 9,325,262.25 11,309,163.27 -1,983,901.02
SALE 5/12/09 60 STRAUMANN HOLDING (REG 7,300.00 2,627.57 1,524,546.93 1,910,250.94 -385,704.01
222327 5/15/09 CHF S26297 209.240 1.105 1,380,305.05 1,524,776.61 -144,471.56
SALE 5/22/09 60 PANALPINA WELTTRANSPOR 17,300.00 1,944.83 1,257,487.05 1,609,366.61 -351,879.56
233452 5/27/09 CHF S26332 72.809 1.087 1,156,948.25 1,324,797.14 -167,848.89
SALE 5/22/09 60 STRAUMANN HOLDING (REG 6,787.00 2,127.80 1,380,874.50 1,776,010.02 -395,135.52
222327 5/27/09 CHF S26332 203.800 1.087 1,270,470.60 1,417,624.51 -147,153.91
SALE 5/22/09 60 SWISSCOM AG-REG 50,000.00 22,273.78 15,594,735.63 17,410,765.41 -1,816,029.79
243318 5/27/09 CHF S26332 312.379 1.087 14,347,902.87 15,173,193.16 -825,290.29
SALE 5/26/09 60 PANALPINA WELTTRANSPOR 68,268.00 6,547.18 4,721,715.09 6,350,765.29 -1,629,050.20
233452 5/29/09 CHF S26334 69.268 1.083 4,358,238.04 5,227,817.96 -869,579.92
SALE 5/26/09 60 PANALPINA WELTTRANSPOR 15,798.00 1,682.74 1,093,430.14 1,469,640.10 -376,209.96
233452 5/29/09 CHF S26334 69.329 1.083 1,009,258.02 1,209,777.18 -200,519.16
SALE 5/26/09 60 STRAUMANN HOLDING (REG 3,500.00 1,112.38 723,282.95 915,873.74 -192,590.79
222327 5/29/09 CHF S26334 206.997 1.083 667,604.72 731,057.28 -63,452.56
---------------- --------- ---------------- ------------ ---------------- --------------
969,516.00 172,491.86 112,361,937.45 139,129,278.86 -26,767,341.42
100,763,543.14 116,401,218.26 -15,637,675.12
35 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
SALE 4/28/09 60 SCOTTISH + SOUTHERN EN 112,145.00 885.36 1,205,336.07 1,550,679.99 -345,343.92
239622 5/01/09 UKP S26171 10.753 .682 1,766,901.56 2,902,174.77 -1,135,273.21
SALE 5/01/09 60 ASTRAZENECA ORD US 23,411.00 1,248.49 558,682.62 604,457.83 -45,775.21
243541 5/07/09 UKP S26204 23.900 .673 830,090.75 903,264.48 -73,173.73
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 32
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/01/09 60 GLAXOSMITHKLINE PLC 2,064,825.00 15,885.48 21,370,364.86 23,724,515.47 -2,354,150.61
242837 5/07/09 UKP S26204 10.355 .673 31,752,092.54 40,742,320.82 -8,990,228.28
SALE 5/04/09 60 ASTRAZENECA ORD US 476,589.00 20,661.88 11,487,195.89 12,305,239.02 -818,043.13
243541 5/07/09 UKP S26215 24.132 .668 17,196,323.80 18,388,189.92 -1,191,866.12
SALE 5/06/09 60 INTERNATIONAL POWER PL 1,527,210.00 6,980.70 3,859,813.84 4,060,885.65 -201,071.81
227679 5/11/09 UKP S26238 2.530 .664 5,809,018.32 6,996,373.66 -1,187,355.34
SALE 5/06/09 60 VODAFONE GR PLC US 10,000,000.00 11,481.34 12,705,371.20 17,216,724.96 -4,511,353.76
238627 5/11/09 UKP S26238 1.271 .664 19,121,578.68 34,500,336.90 -15,378,758.22
SALE 5/07/09 60 INTERNATIONAL POWER PL 1,972,790.00 9,028.21 4,993,838.17 5,245,692.87 -251,854.70
227679 5/12/09 UKP S26257 2.534 .665 7,513,225.56 9,037,641.19 -1,524,415.63
SALE 5/11/09 60 ASTRAZENECA ORD US 175,000.00 7,998.72 4,404,672.04 4,518,393.90 -113,721.86
243541 5/14/09 UKP S26292 25.200 .662 6,656,338.18 6,752,009.04 -95,670.86
SALE 5/11/09 60 BT GROUP PLC GBP 0.05 5,000,000.00 4,226.37 4,656,703.30 6,962,492.89 -2,305,789.59
234013 5/14/09 UKP S26283 .932 .662 7,037,207.70 11,774,177.99 -4,736,970.29
SALE 5/11/09 60 INTERNATIONAL POWER PL 1,500,000.00 7,191.71 3,960,191.06 3,988,533.65 -28,342.59
227679 5/14/09 UKP S26283 2.643 .662 5,984,638.75 6,871,720.65 -887,081.90
SALE 5/11/09 60 VODAFONE GR PLC US 10,000,000.00 9,066.44 11,991,000.50 17,216,724.96 -5,225,724.46
238627 5/14/09 UKP S26283 1.200 .662 18,120,793.95 34,500,336.90 -16,379,542.95
SALE 5/12/09 60 ASTRAZENECA ORD US 325,000.00 15,141.61 8,251,974.73 8,391,302.95 -139,328.22
243541 5/15/09 UKP S26296 25.421 .655 12,601,589.91 12,539,445.36 62,144.55
SALE 5/12/09 60 INTERNATIONAL POWER PL 2,000,000.00 10,050.70 5,477,218.44 5,318,044.87 159,173.57
227679 5/15/09 UKP S26296 2.742 .655 8,364,259.81 9,162,294.20 -798,034.39
SALE 5/12/09 60 INTERNATIONAL POWER PL 1,500,000.00 7,389.97 4,027,010.78 3,988,533.65 38,477.13
227679 5/15/09 UKP S26296 2.688 .655 6,149,647.82 6,871,720.65 -722,072.83
SALE 5/14/09 60 ASTRAZENECA ORD US 125,000.00 5,804.62 3,189,454.55 3,227,424.21 -37,969.66
243541 5/19/09 UKP S26306 25.546 .660 4,830,106.48 4,822,863.60 7,242.88
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 33
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/15/09 60 ASTRAZENECA ORD US 375,000.00 17,604.32 9,601,176.25 9,682,272.63 -81,096.38
243541 5/20/09 UKP S26311 25.634 .655 14,651,394.84 14,468,590.79 182,804.05
SALE 5/21/09 60 INTERNATIONAL POWER PL 1,460,000.00 1.57 4,033,249.00 3,882,172.75 151,076.25
227679 5/27/09 UKP S26326 2.763 .636 6,339,861.96 6,688,474.76 -348,612.80
SALE 5/22/09 60 INTERNATIONAL POWER PL 1,540,000.00 1.59 4,214,671.00 4,094,894.55 119,776.45
227679 5/28/09 UKP S26331 2.737 .630 6,692,896.72 7,054,966.54 -362,069.82
---------------- --------- ---------------- ------------ ---------------- --------------
40,176,970.00 150,649.08 119,987,924.30 135,978,986.80 -15,991,062.50
181,417,967.33 234,976,902.22 -53,558,934.89
18 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)
SALE 5/06/09 60 DEUTSCHE TELEKOM AG-RE 1,000,000.00 16,538.63 8,276,366.80 10,508,600.12 -2,232,233.32
238628 5/08/09 EUR S26236 8.289 .752 11,009,217.99 14,375,303.54 -3,366,085.55
SALE 5/06/09 60 E.ON AG 203,000.00 10,470.42 5,239,678.68 5,305,093.73 -65,415.05
228353 5/08/09 EUR S26236 25.850 .752 6,969,817.33 6,958,381.31 11,436.02
SALE 5/06/09 60 E.ON AG 200,000.00 10,321.08 5,164,940.95 5,226,693.33 -61,752.38
228353 5/08/09 EUR S26236 25.864 .752 6,870,401.25 6,855,548.09 14,853.16
SALE 5/06/09 60 E.ON AG 800,000.00 13,773.84 20,699,085.28 20,906,773.30 -207,688.02
228353 5/08/09 EUR S26236 25.887 .752 27,533,910.41 27,422,192.33 111,718.08
SALE 5/06/09 60 E.ON AG 75,000.00 3,905.51 1,954,413.97 1,960,010.00 -5,596.03
228353 5/08/09 EUR S26236 26.098 .752 2,599,760.25 2,570,830.54 28,929.71
SALE 5/07/09 60 E.ON AG 750,000.00 20,008.32 18,627,311.22 19,600,099.97 -972,788.75
228353 5/11/09 EUR S26252 24.856 .745 24,990,389.01 25,708,305.31 -717,916.30
SALE 5/08/09 60 DEUTSCHE TELEKOM AG-RE 500,000.00 8,041.33 3,969,187.27 5,254,300.06 -1,285,112.79
238628 5/12/09 EUR S26268 7.950 .742 5,352,843.89 7,187,651.77 -1,834,807.88
SALE 5/11/09 60 DEUTSCHE TELEKOM AG-RE 1,000,000.00 16,484.70 8,054,400.25 10,508,600.12 -2,454,199.87
238628 5/13/09 EUR S26282 8.067 .734 10,973,312.32 14,375,303.54 -3,401,991.22
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: 34
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/11/09 60 E.ON AG 500,000.00 24,941.31 12,186,293.10 13,066,733.31 -880,440.21
228353 5/13/09 EUR S26282 24.409 .734 16,602,601.82 17,138,870.20 -536,268.38
SALE 5/11/09 60 E.ON AG 500,000.00 24,812.36 12,123,287.75 13,066,733.32 -943,445.57
228353 5/13/09 EUR S26282 24.283 .734 16,516,763.35 17,138,870.22 -622,106.87
SALE 5/15/09 60 DEUTSCHE TELEKOM AG-RE 1,000,000.00 16,993.74 8,319,601.85 10,508,600.12 -2,188,998.27
238628 5/19/09 EUR S26310 8.332 .735 11,312,168.04 14,375,303.54 -3,063,135.50
SALE 5/27/09 60 E.ON AG 500,000.00 12,557,400.00 13,066,733.32 -509,333.32
228353 5/29/09 EUR S26338 25.115 .718 17,493,703.14 17,138,870.22 354,832.92
---------------- --------- ---------------- ------------ ---------------- --------------
7,028,000.00 166,291.24 117,171,967.12 128,978,970.70 -11,807,003.58
158,224,888.80 171,245,430.61 -13,020,541.81
12 TRANSACTIONS IN COUNTRY: GERMANY (1100)
SALE 5/07/09 60 OUTOKUMPU OYJ 500,000.00 13,567.39 6,731,787.15 4,498,816.74 2,232,970.41
243316 5/12/09 EUR S26253 13.484 .745 9,031,361.40 5,917,177.62 3,114,183.78
SALE 5/19/09 60 ELISA OYJ EUR 0.5 50,000.00 1,033.23 505,241.00 719,524.44 -214,283.44
241363 5/25/09 EUR S26319 10.120 .735 687,784.51 1,122,622.06 -434,837.55
SALE 5/19/09 60 ELISA OYJ EUR 0.5 302,200.00 6,273.58 3,067,738.00 4,348,805.70 -1,281,067.70
241363 5/25/09 EUR S26319 10.167 .735 4,176,111.37 6,785,127.71 -2,609,016.34
SALE 5/20/09 60 ELISA OYJ EUR 0.5 304,424.00 6,420.34 3,100,558.31 4,380,810.14 -1,280,251.83
241363 5/26/09 EUR S26321 10.200 .725 4,273,808.49 6,835,061.93 -2,561,253.44
SALE 5/20/09 60 ELISA OYJ EUR 0.5 93,376.00 1,975.04 953,803.63 1,343,726.28 -389,922.65
241363 5/26/09 EUR S26321 10.230 .725 1,314,722.59 2,096,519.15 -781,796.56
SALE 5/22/09 60 ELISA OYJ EUR 0.5 210,000.00 4,466.49 2,125,073.60 3,022,002.63 -896,929.03
241363 5/27/09 EUR S26333 10.135 .715 2,973,191.28 4,715,012.63 -1,741,821.35
SALE 5/26/09 60 ELISA OYJ EUR 0.5 140,000.00 3,012.60 1,433,644.30 2,014,668.42 -581,024.12
241363 5/29/09 EUR S26335 10.256 .715 2,005,383.01 3,143,341.75 -1,137,958.74
---------------- --------- ---------------- ------------ ---------------- --------------
1,600,000.00 36,748.67 17,917,845.99 20,328,354.35 -2,410,508.36
24,462,362.65 30,614,862.85 -6,152,500.20
7 TRANSACTIONS IN COUNTRY: FINLAND (1200)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 35
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/06/09 60 VESTAS WIND SYSTEMS 125,000.00 13,731.60 51,181,337.66 22,684,256.66 28,497,081.00
222191 5/12/09 DKK S26241 410.066 5.599 9,140,667.17 3,854,308.91 5,286,358.26
SALE 5/07/09 60 AP MOLLER - MAERSK B D 1,492.00 14,511.31 53,635,459.27 40,188,313.32 13,447,145.95
244793 5/13/09 DKK S26255 36002.7 5.553 9,659,695.50 6,977,192.49 2,682,503.01
SALE 5/07/09 60 VESTAS WIND SYSTEMS 125,000.00 13,847.17 51,180,713.60 22,684,256.66 28,496,456.94
222191 5/13/09 DKK S26255 410.061 5.552 9,217,598.13 3,854,308.91 5,363,289.22
SALE 5/11/09 60 AP MOLLER - MAERSK B D 172.00 1,652.01 6,011,868.66 4,632,969.10 1,378,899.56
244793 5/14/09 DKK S26279 35005.2 5.467 1,099,685.13 804,341.23 295,343.90
SALE 5/11/09 60 VESTAS WIND SYSTEMS 250,000.00 28,483.92 103,656,781.25 45,368,513.32 58,288,267.93
222191 5/14/09 DKK S26279 415.250 5.467 18,960,797.01 7,708,617.83 11,252,179.18
SALE 5/15/09 60 VESTAS WIND SYSTEMS 500,000.00 54,447.18 198,466,752.70 90,737,026.64 107,729,726.05
222191 5/20/09 DKK S26312 397.530 5.476 36,243,677.32 15,417,235.66 20,826,441.66
---------------- --------- ---------------- ------------ ---------------- --------------
1,001,664.00 126,673.19 464,132,913.14 226,295,335.70 237,837,577.43
84,322,120.26 38,616,005.03 45,706,115.23
6 TRANSACTIONS IN COUNTRY: DENMARK (1400)
SALE 4/30/09 60 TELEFONICA SA EUR 1.0 300,000.00 8,677.40 4,358,452.50 5,092,658.43 -734,205.93
231315 5/06/09 EUR S26191 14.550 .755 5,776,258.19 6,870,716.75 -1,094,458.56
SALE 4/30/09 60 TELEFONICA SA EUR 1.0 600,000.00 17,378.66 8,728,887.00 10,185,316.86 -1,456,429.86
231315 5/06/09 EUR S26191 14.570 .755 11,568,396.13 13,741,433.49 -2,173,037.36
SALE 5/06/09 60 TELEFONICA SA EUR 1.0 500,000.00 15,022.21 7,517,506.80 8,487,764.05 -970,257.25
231315 5/11/09 EUR S26242 15.058 .752 9,999,782.91 11,451,194.58 -1,451,411.67
SALE 5/11/09 60 RED ELECTRICA CORP SA 103,000.00 6,686.07 3,266,805.03 4,036,087.57 -769,282.54
239600 5/14/09 EUR S26281 31.764 .734 4,450,694.13 5,942,177.76 -1,491,483.63
SALE 5/12/09 60 RED ELECTRICA CORP SA 147,000.00 9,587.89 4,676,732.46 5,760,241.49 -1,083,509.03
239600 5/15/09 EUR S26295 31.862 .733 6,382,334.87 8,480,583.81 -2,098,248.94
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 36
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/14/09 60 TELEFONICA SA EUR 1.0 90,000.00 2,676.06 1,310,788.86 1,527,797.53 -217,008.67
231315 5/19/09 EUR S26305 14.586 .736 1,781,362.48 2,061,215.03 -279,852.55
SALE 5/15/09 60 RED ELECTRICA CORP SA 190,000.00 12,313.04 6,028,080.30 7,445,210.09 -1,417,129.79
239600 5/20/09 EUR S26313 31.774 .735 8,196,384.70 10,961,298.80 -2,764,914.10
SALE 5/15/09 60 TELEFONICA SA EUR 1.0 510,000.00 15,232.16 7,457,186.42 8,657,519.33 -1,200,332.91
231315 5/20/09 EUR S26313 14.644 .735 10,139,541.22 11,680,218.47 -1,540,677.25
SALE 5/18/09 60 RED ELECTRICA CORP SA 60,000.00 3,797.25 1,873,205.97 2,351,118.98 -477,913.01
239600 5/21/09 EUR S26317 31.267 .741 2,527,704.49 3,461,462.79 -933,758.30
SALE 5/18/09 60 TELEFONICA SA EUR 1.0 670,000.00 19,691.39 9,713,874.30 11,373,603.83 -1,659,729.53
231315 5/21/09 EUR S26317 14.520 .741 13,107,903.82 15,344,600.74 -2,236,696.92
---------------- --------- ---------------- ------------ ---------------- --------------
3,170,000.00 111,062.13 54,931,519.64 64,917,318.16 -9,985,798.52
73,930,362.94 89,994,902.22 -16,064,539.28
10 TRANSACTIONS IN COUNTRY: SPAIN (1500)
SALE 4/30/09 60 TELECOM CORP. OF NEW Z 317,500.00 1,032.13 905,314.99 1,790,787.02 -885,472.03
10405 5/05/09 NZD S26197 2.857 1.758 515,033.75 1,005,773.87 -490,740.12
SALE 5/01/09 60 TELECOM CORP. OF NEW Z 605,000.00 1,817.72 1,597,749.10 3,412,365.81 -1,814,616.71
10405 5/06/09 NZD S26205 2.646 1.761 907,042.03 1,916,513.98 -1,009,471.95
SALE 5/01/09 60 TELECOM CORP. OF NEW Z 3,330,000.00 10,118.39 8,893,922.51 18,782,112.66 -9,888,190.15
10405 5/06/09 NZD S26201 2.676 1.761 5,049,079.08 10,548,746.38 -5,499,667.30
SALE 5/04/09 60 TELECOM CORP. OF NEW Z 700,000.00 2,281.39 1,976,758.56 3,948,191.85 -1,971,433.29
10405 5/07/09 NZD S26216 2.830 1.736 1,138,414.97 2,217,454.19 -1,079,039.22
SALE 5/04/09 60 TELECOM CORP. OF NEW Z 1,200,000.00 3,698.80 3,204,897.36 6,768,328.89 -3,563,431.53
10405 5/07/09 NZD S26216 2.676 1.736 1,845,699.93 3,801,350.05 -1,955,650.12
SALE 5/05/09 60 TELECOM CORP. OF NEW Z 489,407.00 1,573.32 1,351,969.22 2,760,389.61 -1,408,420.39
10405 5/08/09 NZD S26223 2.768 1.722 785,088.34 1,550,339.43 -765,251.09
---------------- --------- ---------------- ------------ ---------------- --------------
6,641,907.00 20,521.75 17,930,611.74 37,462,175.84 -19,531,564.10
10,240,358.10 21,040,177.90 -10,799,819.80
6 TRANSACTIONS IN COUNTRY: NEW ZEALAND (1600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 37
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/04/09 60 TOD'S SPA 23,500.00 1,842.14 918,889.00 945,978.05 -27,089.05
218439 5/07/09 EUR S26211 39.160 .749 1,226,257.90 951,645.22 274,612.68
SALE 5/05/09 60 TOD'S SPA 33,000.00 2,608.62 1,300,724.28 1,328,394.71 -27,670.43
218439 5/08/09 EUR S26228 39.475 .749 1,736,466.15 1,336,352.86 400,113.29
SALE 5/06/09 60 TOD'S SPA 23,000.00 1,833.83 917,692.19 925,850.86 -8,158.67
218439 5/11/09 EUR S26242 39.960 .752 1,220,713.58 931,397.45 289,316.13
SALE 5/07/09 60 TOD'S SPA 16,000.00 1,279.52 634,868.67 644,070.16 -9,201.49
218439 5/12/09 EUR S26253 39.739 .745 851,739.41 647,928.66 203,810.75
SALE 5/08/09 60 TOD'S SPA 17,000.00 1,357.95 670,282.27 684,324.55 -14,042.28
218439 5/13/09 EUR S26267 39.488 .742 903,942.32 688,424.20 215,518.12
SALE 5/11/09 60 TOD'S SPA 10,000.00 786.30 384,183.86 402,543.85 -18,359.99
218439 5/14/09 EUR S26281 38.476 .734 523,411.97 404,955.41 118,456.56
SALE 5/12/09 60 TOD'S SPA 13,500.00 1,064.90 519,430.03 543,434.20 -24,004.17
218439 5/15/09 EUR S26295 38.534 .733 708,865.95 546,689.81 162,176.14
SALE 5/21/09 60 TOD'S SPA 1,000.00 82.62 39,940.00 40,254.39 -314.39
218439 5/26/09 EUR S26325 40.000 .726 54,997.41 40,495.55 14,501.86
---------------- --------- ---------------- ------------ ---------------- --------------
137,000.00 10,855.88 5,386,010.30 5,514,850.77 -128,840.47
7,226,394.69 5,547,889.16 1,678,505.53
8 TRANSACTIONS IN COUNTRY: ITALY (1700)
SALE 5/07/09 60 NATIONAL AUSTRALIA BAN 1,156,115.00 38,982.49 25,665,996.48 30,615,073.76 -4,949,077.28
9880 5/12/09 AUD S26256 22.245 1.319 19,452,262.89 19,211,568.66 240,694.23
---------------- --------- ---------------- ------------ ---------------- --------------
1,156,115.00 38,982.49 25,665,996.48 30,615,073.76 -4,949,077.28
19,452,262.89 19,211,568.66 240,694.23
1 TRANSACTION IN COUNTRY: AUSTRALIA (1800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 38
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD D **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/11/09 60 ENERGIAS DE PORTUGAL S 1,000,000.00 5,766.42 2,817,467.45 3,468,177.16 -650,709.71
238546 5/14/09 EUR S26281 2.822 .734 3,838,516.75 4,921,284.38 -1,082,767.63
SALE 5/12/09 60 ENERGIAS DE PORTUGAL S 3,485,430.00 19,777.80 9,647,119.54 12,088,088.73 -2,440,969.19
238546 5/15/09 EUR S26295 2.772 .733 13,165,420.09 17,152,792.24 -3,987,372.15
SALE 5/15/09 60 ENERGIAS DE PORTUGAL S 2,000,000.00 11,364.38 5,563,642.00 6,936,354.33 -1,372,712.33
238546 5/20/09 EUR S26313 2.786 .735 7,564,887.63 9,842,568.78 -2,277,681.15
SALE 5/15/09 60 ENERGIAS DE PORTUGAL S 1,000,000.00 2,789,000.00 3,468,177.16 -679,177.16
238546 5/20/09 EUR S26313 2.789 .735 3,792,205.11 4,921,284.38 -1,129,079.27
SALE 5/21/09 60 ENERGIAS DE PORTUGAL S 400,000.00 2,352.36 1,137,171.68 1,387,270.87 -250,099.19
238546 5/26/09 EUR S26325 2.847 .726 1,565,886.29 1,968,513.76 -402,627.47
SALE 5/22/09 60 ENERGIAS DE PORTUGAL S 500,000.00 3,022.06 1,437,840.00 1,734,088.58 -296,248.58
238546 5/27/09 EUR S26333 2.880 .715 2,011,682.49 2,460,642.19 -448,959.70
SALE 5/22/09 60 ENERGIAS DE PORTUGAL S 1,100,000.00 6,631.67 3,155,230.05 3,814,994.88 -659,764.83
238546 5/27/09 EUR S26333 2.873 .715 4,414,483.56 5,413,412.82 -998,929.26
---------------- --------- ---------------- ------------ ---------------- --------------
9,485,430.00 48,914.69 26,547,470.72 32,897,151.71 -6,349,680.99
36,353,081.92 46,680,498.55 -10,327,416.63
7 TRANSACTIONS IN COUNTRY: PORTUGAL (3100)
---------------- --------- ---------------- ------------ ---------------- --------------
104,874,026.00 1727270.592,369,302,716.35 2,104,712,792.33 264,589,924.00
1,404,635,903.16 1,510,329,823.37 -105693920.21
190 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
EM COMMON STOCK (2225)
--------------------------------
SALE 4/29/09 60 SHANGRI-LA ASIA (HK) 500,000.00 2,046.14 5,115,992.44 3,167,137.98 1,948,854.46
224441 5/04/09 HKD S26175 10.264 7.750 660,128.06 406,078.83 254,049.23
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 2,046.14 5,115,992.44 3,167,137.98 1,948,854.46
660,128.06 406,078.83 254,049.23
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
500,000.00 2,046.14 5,115,992.44 3,167,137.98 1,948,854.46
660,128.06 406,078.83 254,049.23
1 TRANSACTION IN CATEGORY: EM COMMON STOCK (2225)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 39
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
536,574,026.00 1729316.732,804,258,889.93 84,246.58 2,537,436,465.49 266,822,424.43
1,990,258,016.26 117,363.84 2,075,715,238.48 -85,457,222.22
206 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)
---------------- --------- ---------------- ------------ ---------------- --------------
878,793,625.00 4099308.385,301,064,720.65 84,246.58 5,034,242,296.21 266,822,424.43
.7676 3,551,620,213.66 117,363.84 3,637,077,435.88 -85,457,222.22
403 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: 40
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/15/09 60 77 BANK LTD/THE JPY 50 414,000.00 764.63 208,316,872.00 208,316,872.00
246827 5/22/09 JPY S26314 503.005 95.320 2,185,447.67 2,185,447.67
PUR 5/15/09 60 AEON CO LTD 269,900.00 862.76 235,050,538.00 235,050,538.00
246831 5/22/09 JPY S26314 870.575 95.320 2,465,909.97 2,465,909.97
PUR 5/15/09 60 ASICS CORP JPY 50.0 211,000.00 552.13 150,423,635.00 150,423,635.00
246835 5/22/09 JPY S26314 712.659 95.320 1,578,091.01 1,578,091.01
PUR 5/15/09 60 ASTELLAS PHARMA INC JP 273,600.00 3,346.02 911,586,944.00 911,586,944.00
246839 5/22/09 JPY S26314 3330.65 95.320 9,563,438.36 9,563,438.36
PUR 5/15/09 60 BANK OF KYOTO LTD/THE 349,000.00 1,062.03 289,341,230.00 289,341,230.00
246843 5/22/09 JPY S26314 828.768 95.320 3,035,472.41 3,035,472.41
PUR 5/15/09 60 BANK OF YOKOHAMA LTD/T 468,000.00 765.38 208,520,109.00 208,520,109.00
246847 5/22/09 JPY S26314 445.400 95.320 2,187,579.83 2,187,579.83
PUR 5/15/09 60 BRIDGESTONE CORP 137,600.00 706.45 192,466,635.00 192,466,635.00
246851 5/22/09 JPY S26314 1398.25 95.320 2,019,163.19 2,019,163.19
PUR 5/15/09 60 CANON INC 195,300.00 2,347.67 639,595,591.00 639,595,591.00
246855 5/22/09 JPY S26314 3273.79 95.320 6,709,983.12 6,709,983.12
PUR 5/15/09 60 CANON MARKETING JAPAN 123,200.00 571.01 155,565,932.00 155,565,932.00
246859 5/22/09 JPY S26314 1262.26 95.320 1,632,038.73 1,632,038.73
PUR 5/15/09 60 CHIBA BANK LTD/THE JPY 499,000.00 957.15 260,767,339.00 260,767,339.00
246862 5/22/09 JPY S26314 522.397 95.320 2,735,704.35 2,735,704.35
PUR 5/15/09 60 CHUGOKU BANK LTD/THE J 83,000.00 393.42 107,185,014.00 107,185,014.00
246866 5/22/09 JPY S26314 1290.93 95.320 1,124,475.60 1,124,475.60
PUR 5/15/09 60 DAI NIPPON PRINTING CO 463,000.00 1,850.41 504,123,499.00 504,123,499.00
246811 5/22/09 JPY S26314 1088.43 95.320 5,288,748.42 5,288,748.42
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 41
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/15/09 60 DAIWA HOUSE INDUSTRY C 286,000.00 933.02 254,189,925.00 254,189,925.00
246810 5/22/09 JPY S26314 888.465 95.320 2,666,700.85 2,666,700.85
PUR 5/15/09 60 DENSO CORP NPV 77,600.00 636.32 173,359,154.00 173,359,154.00
246874 5/22/09 JPY S26314 2233.22 95.320 1,818,707.03 1,818,707.03
PUR 5/15/09 60 FANUC LTD 25,300.00 711.29 193,784,377.00 193,784,377.00
246878 5/22/09 JPY S26314 7656.78 95.320 2,032,987.59 2,032,987.59
PUR 5/15/09 60 FUJI MEDIA HOLDINGS IN 1,800.00 758.70 206,700,019.00 206,700,019.00
246802 5/22/09 JPY S26314 114793. 95.320 2,168,485.30 2,168,485.30
PUR 5/15/09 60 FUJIFILM HOLDINGS CORP 78,200.00 745.77 203,177,992.00 203,177,992.00
246884 5/22/09 JPY S26314 2597.27 95.320 2,131,535.80 2,131,535.80
PUR 5/15/09 60 FUKUOKA FINANCIAL GROU 617,000.00 737.72 200,984,337.00 200,984,337.00
246887 5/22/09 JPY S26314 325.630 95.320 2,108,522.21 2,108,522.21
PUR 5/15/09 60 GUNMA BANK LTD/THE JPY 471,000.00 871.88 237,537,098.00 237,537,098.00
246890 5/22/09 JPY S26314 504.149 95.320 2,491,996.41 2,491,996.41
PUR 5/15/09 60 HACHIJUNI BANK LTD/THE 372,000.00 785.10 213,892,177.00 213,892,177.00
246893 5/22/09 JPY S26314 574.778 95.320 2,243,938.07 2,243,938.07
PUR 5/15/09 60 HIROSE ELECTRIC CO LTD 19,000.00 713.87 194,487,632.00 194,487,632.00
246896 5/22/09 JPY S26314 10232.6 95.320 2,040,365.42 2,040,365.42
PUR 5/15/09 60 HIROSHIMA BANK LTD/THE 336,000.00 470.92 128,298,876.00 128,298,876.00
246804 5/22/09 JPY S26314 381.708 95.320 1,345,980.65 1,345,980.65
PUR 5/15/09 60 HITACHI LTD 451,000.00 537.28 146,377,352.00 146,377,352.00
246903 5/22/09 JPY S26314 324.448 95.320 1,535,641.54 1,535,641.54
PUR 5/15/09 60 HONDA MOTOR CO LTD NPV 286,800.00 2,903.51 791,029,792.00 791,029,792.00
246906 5/22/09 JPY S26314 2757.15 95.320 8,298,675.95 8,298,675.95
PUR 5/15/09 60 HOYA CORP 241,500.00 1,612.15 439,212,962.00 439,212,962.00
246908 5/22/09 JPY S26314 1818.05 95.320 4,607,773.42 4,607,773.42
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 42
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/15/09 60 IDEMITSU KOSAN CO LTD 28,100.00 806.19 219,638,845.00 219,638,845.00
246911 5/22/09 JPY S26314 7813.59 95.320 2,304,226.24 2,304,226.24
PUR 5/15/09 60 ISETAN MITSUKOSHI HOLD 219,600.00 726.88 198,031,878.00 198,031,878.00
246825 5/22/09 JPY S26314 901.469 95.320 2,077,548.03 2,077,548.03
PUR 5/15/09 60 IYO BANK LTD/THE JPY 5 130,000.00 484.22 131,923,161.00 131,923,161.00
246829 5/22/09 JPY S26314 1014.43 95.320 1,384,002.95 1,384,002.95
PUR 5/15/09 60 JAPAN STEEL WORKS LTD 140,000.00 600.31 163,550,020.00 163,550,020.00
246841 5/22/09 JPY S26314 1167.80 95.320 1,715,799.62 1,715,799.62
PUR 5/15/09 60 JFE HOLDINGS INC 78,900.00 806.03 219,594,762.00 219,594,762.00
246833 5/22/09 JPY S26314 2782.23 95.320 2,303,763.76 2,303,763.76
PUR 5/15/09 60 JOYO BANK LTD/THE JPY 536,000.00 908.18 247,424,464.00 247,424,464.00
246837 5/22/09 JPY S26314 461.451 95.320 2,595,724.55 2,595,724.55
PUR 5/15/09 60 JS GROUP CORP JPY 50.0 299,800.00 1,446.14 393,985,855.00 393,985,855.00
246845 5/22/09 JPY S26314 1313.70 95.320 4,133,296.84 4,133,296.84
PUR 5/15/09 60 KAJIMA CORP 557,000.00 609.63 166,087,110.00 166,087,110.00
246849 5/22/09 JPY S26314 298.077 95.320 1,742,416.18 1,742,416.18
PUR 5/15/09 60 KANEKA CORP JPY 50.0 266,000.00 608.45 165,765,995.00 165,765,995.00
246853 5/22/09 JPY S26314 622.962 95.320 1,739,047.37 1,739,047.37
PUR 5/15/09 60 KEISEI ELECTRIC RAILWA 280,000.00 516.94 140,836,271.00 140,836,271.00
246857 5/22/09 JPY S26314 502.811 95.320 1,477,510.19 1,477,510.19
PUR 5/15/09 60 KEYENCE CORP 14,400.00 1,008.74 274,821,433.00 274,821,433.00
246861 5/22/09 JPY S26314 19078.1 95.320 2,883,145.54 2,883,145.54
PUR 5/15/09 60 KIKKOMAN CORP NPV 279,000.00 941.87 256,603,774.00 256,603,774.00
246864 5/22/09 JPY S26314 919.405 95.320 2,692,024.49 2,692,024.49
PUR 5/15/09 60 KIRIN HOLDINGS COMPANY 502,000.00 2,160.23 588,529,933.00 588,529,933.00
246867 5/22/09 JPY S26314 1171.96 95.320 6,174,254.44 6,174,254.44
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 5/01/09 THROUGH 5/31/09 ** 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 5/15/09 60 KOMATSU LTD NPV 162,200.00 797.91 217,382,355.00 217,382,355.00
246869 5/22/09 JPY S26314 1339.74 95.320 2,280,553.45 2,280,553.45
PUR 5/15/09 60 KUBOTA CORP Y50 332,000.00 752.37 204,975,409.00 204,975,409.00
246872 5/22/09 JPY S26314 617.180 95.320 2,150,392.46 2,150,392.46
PUR 5/15/09 60 KYOCERA CORP 36,600.00 1,008.13 274,655,064.00 274,655,064.00
246876 5/22/09 JPY S26314 7501.61 95.320 2,881,400.17 2,881,400.17
PUR 5/15/09 60 KYOWA HAKKO KIRIN CO L 243,000.00 861.31 234,655,103.00 234,655,103.00
246809 5/22/09 JPY S26314 965.321 95.320 2,461,761.47 2,461,761.47
PUR 5/15/09 60 MARUBENI CORP JPY 50.0 609,000.00 908.99 247,645,632.00 247,645,632.00
246882 5/22/09 JPY S26314 406.501 95.320 2,598,044.82 2,598,044.82
PUR 5/15/09 60 MARUI GROUP CO LTD NPV 290,200.00 586.50 159,784,916.00 159,784,916.00
246808 5/22/09 JPY S26314 550.410 95.320 1,676,300.00 1,676,300.00
PUR 5/15/09 60 MATSUI SECURITIES CO L 183,500.00 516.71 140,773,604.00 140,773,604.00
246888 5/22/09 JPY S26314 766.890 95.320 1,476,852.75 1,476,852.75
PUR 5/15/09 60 MITSUBISHI CHEMICAL HO 450,000.00 671.70 182,996,091.00 182,996,091.00
246891 5/22/09 JPY S26314 406.516 95.320 1,919,807.92 1,919,807.92
PUR 5/15/09 60 MITSUBISHI CORP NPV 311,900.00 1,902.59 518,338,641.00 518,338,641.00
246894 5/22/09 JPY S26314 1661.29 95.320 5,437,879.15 5,437,879.15
PUR 5/15/09 60 MITSUBISHI ELECTRIC CO 496,000.00 1,033.55 281,578,766.00 281,578,766.00
246898 5/22/09 JPY S26314 567.501 95.320 2,954,036.57 2,954,036.57
PUR 5/15/09 60 MITSUBISHI ESTATE CO L 199,000.00 1,046.81 285,191,361.00 285,191,361.00
246901 5/22/09 JPY S26314 1432.62 95.320 2,991,936.23 2,991,936.23
PUR 5/15/09 60 MITSUBISHI HEAVY INDUS 1,225,000.00 1,523.76 415,132,125.00 415,132,125.00
246904 5/22/09 JPY S26314 338.765 95.320 4,355,141.89 4,355,141.89
PUR 5/15/09 60 MITSUBISHI LOGISTICS C 230,000.00 811.36 221,047,332.00 221,047,332.00
246803 5/22/09 JPY S26314 960.739 95.320 2,319,002.64 2,319,002.64
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: 44
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/15/09 60 MITSUBISHI MOTORS CORP 1,906,000.00 1,015.36 276,623,838.00 276,623,838.00
246909 5/22/09 JPY S26314 145.082 95.320 2,902,054.53 2,902,054.53
PUR 5/15/09 60 MITSUBISHI UFJ FINANCI 1,755,000.00 3,899.351,062,332,540.00 1,062,332,540.00
246826 5/22/09 JPY S26314 605.106 95.320 11,144,907.05 11,144,907.05
PUR 5/15/09 60 MITSUI FUDOSAN CO LTD 185,000.00 922.99 251,456,988.00 251,456,988.00
246830 5/22/09 JPY S26314 1358.75 95.320 2,638,029.67 2,638,029.67
PUR 5/15/09 60 MITSUI OSK LINES LTD N 267,000.00 603.58 164,438,405.00 164,438,405.00
246834 5/22/09 JPY S26314 615.659 95.320 1,725,119.65 1,725,119.65
PUR 5/15/09 60 MIZUHO FINANCIAL GROUP 1,442,900.00 1,229.56 334,980,672.00 334,980,672.00
246838 5/22/09 JPY S26314 232.077 95.320 3,514,274.78 3,514,274.78
PUR 5/15/09 60 NEC CORP JPY 50.0 662,000.00 856.80 233,425,680.00 233,425,680.00
246842 5/22/09 JPY S26314 352.483 95.320 2,448,863.62 2,448,863.62
PUR 5/15/09 60 NIPPON EXPRESS CO LTD 1,111,000.00 1,555.53 423,786,238.00 423,786,238.00
246850 5/22/09 JPY S26314 381.312 95.320 4,445,932.00 4,445,932.00
PUR 5/15/09 60 NIPPON MEAT PACKERS IN 136,000.00 539.92 147,095,671.00 147,095,671.00
246854 5/22/09 JPY S26314 1081.20 95.320 1,543,177.41 1,543,177.41
PUR 5/15/09 60 NIPPON STEEL CORP JPY 1,479,000.00 1,864.14 507,864,110.00 507,864,110.00
246858 5/22/09 JPY S26314 343.263 95.320 5,327,991.08 5,327,991.08
PUR 5/15/09 60 NOMURA HOLDINGS INC NP 435,900.00 1,069.09 291,263,185.00 291,263,185.00
246846 5/22/09 JPY S26314 667.954 95.320 3,055,635.60 3,055,635.60
PUR 5/15/09 60 NTT DATA CORP NPV 1,719.00 1,645.39 448,271,017.00 448,271,017.00
246814 5/22/09 JPY S26314 260683. 95.320 4,702,801.27 4,702,801.27
PUR 5/15/09 60 OBAYASHI CORP JPY 50.0 994,000.00 1,779.45 484,789,645.00 484,789,645.00
246865 5/22/09 JPY S26314 487.545 95.320 5,085,917.38 5,085,917.38
PUR 5/15/09 60 OBIC CO LTD JPY 50.0 9,470.00 489.13 133,258,505.00 133,258,505.00
246812 5/22/09 JPY S26314 14066.7 95.320 1,398,012.01 1,398,012.01
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 5/01/09 THROUGH 5/31/09 ** 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 5/15/09 60 OJI PAPER CO LTD NPV 564,000.00 898.54 244,797,635.00 244,797,635.00
246870 5/22/09 JPY S26314 433.887 95.320 2,568,166.54 2,568,166.54
PUR 5/15/09 60 OMRON CORP JPY 50.0 106,300.00 575.50 156,790,560.00 156,790,560.00
246873 5/22/09 JPY S26314 1474.46 95.320 1,644,886.28 1,644,886.28
PUR 5/15/09 60 PANASONIC CORP NPV 399,600.00 2,107.51 574,167,147.00 574,167,147.00
246877 5/22/09 JPY S26314 1436.35 95.320 6,023,574.77 6,023,574.77
PUR 5/15/09 60 RICOH CO LTD 167,000.00 779.49 212,363,348.00 212,363,348.00
246880 5/22/09 JPY S26314 1271.19 95.320 2,227,899.16 2,227,899.16
PUR 5/15/09 60 ROHM CO LTD JPY 50.0 41,300.00 939.10 255,847,517.00 255,847,517.00
246883 5/22/09 JPY S26314 6192.68 95.320 2,684,090.61 2,684,090.61
PUR 5/15/09 60 SEKISUI CHEMICAL CO LT 425,000.00 885.51 241,249,084.00 241,249,084.00
246886 5/22/09 JPY S26314 567.446 95.320 2,530,938.77 2,530,938.77
PUR 5/15/09 60 SEKISUI HOUSE LTD JPY 255,000.00 846.03 230,494,870.00 230,494,870.00
246889 5/22/09 JPY S26314 903.585 95.320 2,418,116.55 2,418,116.55
PUR 5/15/09 60 SHARP CORP NPV 236,000.00 893.02 243,295,395.00 243,295,395.00
246892 5/22/09 JPY S26314 1030.55 95.320 2,552,406.58 2,552,406.58
PUR 5/15/09 60 SHIMIZU CORP NPV 458,000.00 768.08 209,254,224.00 209,254,224.00
246895 5/22/09 JPY S26314 456.727 95.320 2,195,281.41 2,195,281.41
PUR 5/15/09 60 SHIN-ETSU CHEMICAL CO 86,000.00 1,566.89 426,881,356.00 426,881,356.00
246899 5/22/09 JPY S26314 4962.00 95.320 4,478,402.81 4,478,402.81
PUR 5/15/09 60 SHIZUOKA BANK LTD/THE 552,000.00 1,843.98 502,372,340.00 502,372,340.00
246902 5/22/09 JPY S26314 909.776 95.320 5,270,377.05 5,270,377.05
PUR 5/15/09 60 SHOWA SHELL SEKIYU KK 439,200.00 1,418.36 386,417,088.00 386,417,088.00
246905 5/22/09 JPY S26314 879.513 95.320 4,053,893.08 4,053,893.08
PUR 5/15/09 60 SMC CORP/JAPAN JPY 50. 14,900.00 551.61 150,279,796.00 150,279,796.00
246907 5/22/09 JPY S26314 10082.3 95.320 1,576,582.00 1,576,582.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 46
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/15/09 60 SUMITOMO MITSUI FINANC 107,000.00 1,496.24 407,635,622.00 407,635,622.00
246910 5/22/09 JPY S26314 3808.34 95.320 4,276,496.24 4,276,496.24
PUR 5/15/09 60 SUZUKI MOTOR CORP NPV 112,800.00 823.46 224,343,267.00 224,343,267.00
246828 5/22/09 JPY S26314 1988.16 95.320 2,353,580.22 2,353,580.22
PUR 5/15/09 60 TAIHEIYO CEMENT CORP J 608,000.00 436.26 118,855,849.00 118,855,849.00
246832 5/22/09 JPY S26314 195.418 95.320 1,246,914.07 1,246,914.07
PUR 5/15/09 60 TAISEI CORP NPV 1,194,000.00 990.63 269,887,443.00 269,887,443.00
246836 5/22/09 JPY S26314 225.957 95.320 2,831,383.16 2,831,383.16
PUR 5/15/09 60 TAKASHIMAYA CO LTD NPV 416,000.00 951.67 259,272,274.00 259,272,274.00
246840 5/22/09 JPY S26314 623.033 95.320 2,720,019.66 2,720,019.66
PUR 5/15/09 60 TDK CORP NPV 32,900.00 527.26 143,644,765.00 143,644,765.00
246844 5/22/09 JPY S26314 4364.57 95.320 1,506,974.03 1,506,974.03
PUR 5/15/09 60 TERUMO CORP JPY 50.0 108,500.00 1,516.68 413,204,569.00 413,204,569.00
246848 5/22/09 JPY S26314 3807.00 95.320 4,334,919.94 4,334,919.94
PUR 5/15/09 60 THK CO LTD JPY 50.0 101,900.00 565.09 153,952,262.00 153,952,262.00
246852 5/22/09 JPY S26314 1510.28 95.320 1,615,109.76 1,615,109.76
PUR 5/15/09 60 TOHO CO LTD/TOKYO JPY 130,800.00 625.63 170,445,430.00 170,445,430.00
246856 5/22/09 JPY S26314 1302.64 95.320 1,788,139.22 1,788,139.22
PUR 5/15/09 60 TOKIO MARINE HOLDINGS 110,100.00 1,184.07 322,589,864.00 322,589,864.00
246860 5/22/09 JPY S26314 2928.94 95.320 3,384,283.09 3,384,283.09
PUR 5/15/09 60 TOKYO ELECTRON LTD NPV 40,600.00 644.36 175,549,418.00 175,549,418.00
246863 5/22/09 JPY S26314 4322.36 95.320 1,841,685.04 1,841,685.04
PUR 5/15/09 60 TOKYU CORP JPY 50.0 805,000.00 1,277.62 348,073,212.00 348,073,212.00
246813 5/22/09 JPY S26314 432.238 95.320 3,651,628.33 3,651,628.33
PUR 5/15/09 60 TONENGENERAL SEKIYU KK 214,000.00 780.89 212,744,274.00 212,744,274.00
246868 5/22/09 JPY S26314 993.784 95.320 2,231,895.45 2,231,895.45
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: 47
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/15/09 60 TORAY INDUSTRIES INC N 606,000.00 1,013.51 276,120,578.00 276,120,578.00
246871 5/22/09 JPY S26314 455.485 95.320 2,896,774.84 2,896,774.84
PUR 5/15/09 60 TOSHIBA CORP 538,000.00 746.31 203,323,879.00 203,323,879.00
246875 5/22/09 JPY S26314 377.793 95.320 2,133,066.29 2,133,066.29
PUR 5/15/09 60 TOTO LTD JPY 50.0 288,000.00 559.02 152,301,462.00 152,301,462.00
246879 5/22/09 JPY S26314 528.640 95.320 1,597,791.25 1,597,791.25
PUR 5/15/09 60 TOYO SEIKAN KAISHA LTD 93,500.00 604.36 164,652,605.00 164,652,605.00
246881 5/22/09 JPY S26314 1760.37 95.320 1,727,366.82 1,727,366.82
PUR 5/15/09 60 TOYOTA MOTOR CORP NPV 498,000.00 6,532.251,779,635,424.00 1,779,635,424.00
246885 5/22/09 JPY S26314 3572.31 95.320 18,670,115.65 18,670,115.65
PUR 5/15/09 60 UNY CO LTD JPY 50.0 285,000.00 806.41 219,697,867.00 219,697,867.00
246807 5/22/09 JPY S26314 770.600 95.320 2,304,845.44 2,304,845.44
PUR 5/15/09 60 USHIO INC JPY 50.0 82,800.00 438.95 119,588,638.00 119,588,638.00
246806 5/22/09 JPY S26314 1443.80 95.320 1,254,601.74 1,254,601.74
PUR 5/15/09 60 YAKULT HONSHA CO LTD J 115,500.00 730.39 198,986,920.00 198,986,920.00
246805 5/22/09 JPY S26314 1722.22 95.320 2,087,567.35 2,087,567.35
PUR 5/15/09 60 YAMAGUCHI FINANCIAL GR 149,000.00 501.21 136,547,777.00 136,547,777.00
246897 5/22/09 JPY S26314 916.107 95.320 1,432,519.69 1,432,519.69
PUR 5/15/09 60 YAMATO HOLDINGS CO LTD 294,000.00 1,205.41 328,402,914.00 328,402,914.00
246900 5/22/09 JPY S26314 1116.62 95.320 3,445,267.67 3,445,267.67
---------------- --------- ---------------- ------------ ---------------- --------------
35,909,689.00 107,143.68 29190178098.00 29190178098.00
306,233,509.23 306,233,509.23
100 TRANSACTIONS IN COUNTRY: JAPAN ( 500)
---------------- --------- ---------------- ------------ ---------------- --------------
35,909,689.00 107,143.68 29190178098.00 29190178098.00
306,233,509.23 306,233,509.23
100 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)
---------------- --------- ---------------- ------------ ---------------- --------------
35,909,689.00 107,143.68 29190178098.00 29190178098.00
306,233,509.23 306,233,509.23
100 "PUR " TRANSACTIONS IN FUND: COMMON D - JAPAN MSCI 100 (5145)
---------------- --------- ---------------- ------------ ---------------- --------------
35,909,689.00 107,143.68 29190178098.00 29190178098.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 48
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
306,233,509.23 306,233,509.23
100 TRANSACTIONS WITHIN FUND: COMMON D - JAPAN MSCI 100 (5145)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 49
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
HEDGE FUNDS ( 300)
--------------------------------
PUR 5/13/09 60 KNIGHT VINKE INST PART 3,614,214.68 3,614,214.68 3,614,214.68
241488 5/13/09 EUR 62124 1.000 .735 4,917,138.32 4,917,138.32
---------------- --------- ---------------- ------------ ---------------- --------------
3,614,214.68 3,614,214.68 3,614,214.68
4,917,138.32 4,917,138.32
1 TRANSACTION IN COUNTRY: EUROPE (EURO) ( 750)
---------------- --------- ---------------- ------------ ---------------- --------------
3,614,214.68 3,614,214.68 3,614,214.68
4,917,138.32 4,917,138.32
1 TRANSACTION IN CATEGORY: HEDGE FUNDS ( 300)
PRIVATE EQUITY (3000)
--------------------------------
PUR 5/04/09 60 JP MORGAN VNTRE CAP IN 1,120,623.00 1,120,623.00 1,120,623.00
234637 5/04/09 USD 62085 1.000 1.000 1,120,623.00 1,120,623.00
PUR 5/06/09 60 NEW MOUNTAIN PARTNERS 2,030,533.00 2,030,533.00 2,030,533.00
238085 5/06/09 USD 62095 1.000 1.000 2,030,533.00 2,030,533.00
PUR 5/07/09 60 CSFB/NJDI INVESTMENT F 3,000,000.00 3,000,000.00 3,000,000.00
232433 5/07/09 USD 62117 1.000 1.000 3,000,000.00 3,000,000.00
PUR 5/07/09 60 GSO CAPITAL OPPORTUNIT 1,537,420.00 1,537,420.00 1,537,420.00
241894 5/07/09 USD 62100 1.000 1.000 1,537,420.00 1,537,420.00
PUR 5/08/09 60 BDCM OPPORTUNITY FUND 606,600.40 606,600.40 606,600.40
233806 5/08/09 USD 62012 1.000 1.000 606,600.40 606,600.40
PUR 5/08/09 60 BLACKSTONE MEZZANINE I 1,174,886.00 1,174,886.00 1,174,886.00
234227 5/08/09 USD 62108 1.000 1.000 1,174,886.00 1,174,886.00
PUR 5/08/09 60 CENTERBRIDGE PARTNERS 4,463,130.00 4,463,130.00 4,463,130.00
234969 5/08/09 USD 62101 1.000 1.000 4,463,130.00 4,463,130.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 50
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/11/09 60 JLL PARTNERS FUND V 1,333,333.00 1,333,333.00 1,333,333.00
232839 5/11/09 USD 62107 1.000 1.000 1,333,333.00 1,333,333.00
PUR 5/12/09 60 JLL PARTNERS FUND V 4,500,000.00 4,500,000.00 4,500,000.00
232839 5/12/09 USD 62110 1.000 1.000 4,500,000.00 4,500,000.00
PUR 5/12/09 60 WARBURG PINCUS PRIVATE 6,000,000.00 6,000,000.00 6,000,000.00
238843 5/12/09 USD 62106 1.000 1.000 6,000,000.00 6,000,000.00
PUR 5/13/09 60 NJHL EUROPEAN BUYOUT S 1,332,504.00 1,332,504.00 1,332,504.00
241503 5/13/09 USD 62114 1.000 1.000 1,332,504.00 1,332,504.00
PUR 5/13/09 60 TEXAS PACIFIC GROUP PA 2,032,877.00 2,032,877.00 2,032,877.00
235460 5/13/09 USD 62112 1.000 1.000 2,032,877.00 2,032,877.00
PUR 5/18/09 60 GTCR FUND IX 2,691,034.00 2,691,034.00 2,691,034.00
236173 5/18/09 USD 62122 1.000 1.000 2,691,034.00 2,691,034.00
PUR 5/20/09 60 WLR RECOVERY FUND IV 7,339,353.00 7,339,353.00 7,339,353.00
238957 5/20/09 USD 62128 1.000 1.000 7,339,353.00 7,339,353.00
PUR 5/21/09 60 NJHL EUROPEAN BUYOUT S 202,203.90 202,203.90 202,203.90
241503 5/21/09 USD 62126 1.000 1.000 202,203.90 202,203.90
PUR 5/22/09 60 JLL PARTNERS FUND VI 8,289,145.00 8,289,145.00 8,289,145.00
243861 5/22/09 USD 62127 1.000 1.000 8,289,145.00 8,289,145.00
PUR 5/26/09 60 NEW JERSEY ASIA INVEST 6,356,223.00 6,356,223.00 6,356,223.00
240378 5/26/09 USD 62129 1.000 1.000 6,356,223.00 6,356,223.00
PUR 5/27/09 60 FAIRVIEW CAPSTONE PART 692,191.00 692,191.00 692,191.00
237796 5/27/09 USD 62140 1.000 1.000 692,191.00 692,191.00
PUR 5/27/09 60 LEHMAN BROS CUSTOM FD 9,047,619.05 9,047,619.05 9,047,619.05
238282 5/27/09 USD 62144 1.000 1.000 9,047,619.05 9,047,619.05
PUR 5/27/09 60 ONEX PARTNERS III 3,096,896.00 3,096,896.00 3,096,896.00
245250 5/27/09 USD 62142 1.000 1.000 3,096,896.00 3,096,896.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 51
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/28/09 60 FAIRVIEW CAPSTONE PART 497,500.00 497,500.00 497,500.00
243120 5/28/09 USD 62147 1.000 1.000 497,500.00 497,500.00
PUR 5/28/09 60 LEXINGTON CAPITAL PART 734,583.00 734,583.00 734,583.00
234543 5/28/09 USD 62141 1.000 1.000 734,583.00 734,583.00
---------------- --------- ---------------- ------------ ---------------- --------------
68,078,654.35 68,078,654.35 68,078,654.35
68,078,654.35 68,078,654.35
22 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
PUR 5/20/09 60 ANACAP FINANCIAL PARTN 7,406,622.40 7,406,622.40 7,406,622.40
240633 5/20/09 EUR 62145 1.000 .725 10,209,285.73 10,209,285.73
---------------- --------- ---------------- ------------ ---------------- --------------
7,406,622.40 7,406,622.40 7,406,622.40
10,209,285.73 10,209,285.73
1 TRANSACTION IN COUNTRY: EUROPE (EURO) ( 750)
---------------- --------- ---------------- ------------ ---------------- --------------
75,485,276.75 75,485,276.75 75,485,276.75
78,287,940.08 78,287,940.08
23 TRANSACTIONS IN CATEGORY: PRIVATE EQUITY (3000)
REAL ESTATE (3010)
--------------------------------
PUR 5/08/09 60 NJDOI/GMAM CORE REAL E 90,894.04 90,894.04 90,894.04
241592 5/08/09 USD 62116 1.000 1.000 90,894.04 90,894.04
PUR 5/13/09 60 CBRE SP EUROPE FUND II 9,920,000.00 9,920,000.00 9,920,000.00
237804 5/13/09 EUR 62123 1.000 .735 13,496,157.95 13,496,157.95
PUR 5/15/09 60 MACFARLANE URBAN RE FU 3,252,475.25 3,252,475.25 3,252,475.25
236474 5/15/09 USD 62125 1.000 1.000 3,252,475.25 3,252,475.25
PUR 5/19/09 60 LASALLE ASIA OPPORTUNI 2,500,000.00 2,500,000.00 2,500,000.00
239025 5/19/09 USD 62132 1.000 1.000 2,500,000.00 2,500,000.00
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 52
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
PUR 5/22/09 60 FIVE MILE CAPITAL PART 11,000,000.00 11,000,000.00 11,000,000.00
239162 5/22/09 USD 62138 1.000 1.000 11,000,000.00 11,000,000.00
---------------- --------- ---------------- ------------ ---------------- --------------
26,763,369.29 26,763,369.29 26,763,369.29
30,339,527.24 30,339,527.24
5 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
26,763,369.29 26,763,369.29 26,763,369.29
30,339,527.24 30,339,527.24
5 TRANSACTIONS IN CATEGORY: REAL ESTATE (3010)
---------------- --------- ---------------- ------------ ---------------- --------------
105,862,860.72 105,862,860.72 105,862,860.72
113,544,605.64 113,544,605.64
29 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD E (5146)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 53
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** COMMON PENSION FD E **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF- EQUITY / COMMODITY (1500)
--------------------------------
SALE 5/15/09 60 SPIDER GOLD TRUST 50,000.00 467.65 4,576,767.36 4,266,082.89 310,684.47
242510 5/20/09 USD 91.545 1.000 4,576,767.36 4,266,082.89 310,684.47
SALE 5/20/09 60 SPIDER GOLD TRUST 35,000.00 328.04 3,230,472.96 2,986,258.02 244,214.94
242510 5/26/09 USD 62133 92.309 1.000 3,230,472.96 2,986,258.02 244,214.94
SALE 5/21/09 60 SPIDER GOLD TRUST 15,000.00 140.65 1,386,678.35 1,279,824.87 106,853.48
242510 5/27/09 USD 62134 92.455 1.000 1,386,678.35 1,279,824.87 106,853.48
---------------- --------- ---------------- ------------ ---------------- --------------
100,000.00 936.34 9,193,918.67 8,532,165.78 661,752.89
9,193,918.67 8,532,165.78 661,752.89
3 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
---------------- --------- ---------------- ------------ ---------------- --------------
100,000.00 936.34 9,193,918.67 8,532,165.78 661,752.89
9,193,918.67 8,532,165.78 661,752.89
3 TRANSACTIONS IN CATEGORY: ETF- EQUITY / COMMODITY (1500)
---------------- --------- ---------------- ------------ ---------------- --------------
100,000.00 936.34 9,193,918.67 8,532,165.78 661,752.89
9,193,918.67 8,532,165.78 661,752.89
3 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD E (5146)
---------------- --------- ---------------- ------------ ---------------- --------------
105,962,860.72 936.34 115,056,779.39 114,395,026.50 661,752.89
122,738,524.31 122,076,771.42 661,752.89
32 TRANSACTIONS WITHIN FUND: COMMON PENSION FD E (5146)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 54
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
EM COMMON STOCK (2225)
--------------------------------
PUR 4/28/09 60 X5 RETAIL GROUP N V NP 2,787.00 111.48 37,680.24 37,680.24
246236 5/01/09 USD N20090 13.480 1.000 37,680.24 37,680.24
PUR 4/30/09 60 X5 RETAIL GROUP N V NP 1,260.00 50.40 17,501.40 17,501.40
246236 5/06/09 USD N20090 13.850 1.000 17,501.40 17,501.40
PUR 4/30/09 60 X5 RETAIL GROUP N V NP 3,540.00 141.60 47,795.31 47,795.31
246236 5/06/09 USD N20090 13.462 1.000 47,795.31 47,795.31
PUR 5/01/09 60 X5 RETAIL GROUP N V NP 1,358.00 54.32 18,387.32 18,387.32
246236 5/07/09 USD N20090 13.500 1.000 18,387.32 18,387.32
PUR 5/01/09 60 X5 RETAIL GROUP N V NP 4,180.00 167.20 56,597.20 56,597.20
246236 5/07/09 USD N20090 13.500 1.000 56,597.20 56,597.20
PUR 5/05/09 60 X5 RETAIL GROUP N V NP 2,918.00 116.72 40,531.02 40,531.02
246236 5/08/09 USD N20090 13.850 1.000 40,531.02 40,531.02
PUR 5/07/09 60 X5 RETAIL GROUP N V NP 7,707.00 308.28 111,898.92 111,898.92
246236 5/12/09 USD N20090 14.479 1.000 111,898.92 111,898.92
---------------- --------- ---------------- ------------ ---------------- --------------
23,750.00 950.00 330,391.41 330,391.41
330,391.41 330,391.41
7 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)
PUR 5/04/09 60 BK HANDLOWY W WARS PLN 6,831.00 330.64 361,416.26 361,416.26
246234 5/07/09 PLN N20090 52.750 3.269 110,545.13 110,545.13
---------------- --------- ---------------- ------------ ---------------- --------------
6,831.00 330.64 361,416.26 361,416.26
110,545.13 110,545.13
1 TRANSACTION IN COUNTRY: POLAND (2300)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F 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 5/01/09 THROUGH 5/31/09 ** 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 5/22/09 60 CATHAY FINANCIAL H RE 110,371.00 1,778,363.77 1,778,363.77
247238 5/27/09 USD H20090 16.113 1.000 1,778,363.77 1,778,363.77
---------------- --------- ---------------- ------------ ---------------- --------------
110,371.00 1,778,363.77 1,778,363.77
1,778,363.77 1,778,363.77
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
PUR 4/29/09 60 BANK OF CHINA LTD - H 2,631,000.00 1,469.99 7,408,448.91 7,408,448.91
246232 5/04/09 HKD H20090 2.812 7.750 955,928.89 955,928.89
PUR 4/29/09 60 INDUSTRIAL + COMME 1,888,000.00 1,591.22 8,019,717.59 8,019,717.59
239287 5/04/09 HKD H20090 4.241 7.750 1,034,802.27 1,034,802.27
---------------- --------- ---------------- ------------ ---------------- --------------
4,519,000.00 3,061.21 15,428,166.50 15,428,166.50
1,990,731.16 1,990,731.16
2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 5/04/09 60 KB FINANCIAL GROUP INC 10,670.00 927.86 473,426,398.00 473,426,398.00
244142 5/07/09 KRW H20090 44259.2 1272.40 372,073.56 372,073.56
PUR 5/04/09 60 SHINHAN FINANCIAL GROU 13,360.00 898.06 458,219,300.00 458,219,300.00
239492 5/07/09 KRW H20090 34212.3 1272.40 360,122.05 360,122.05
PUR 5/06/09 60 KB FINANCIAL GROUP INC 2,500.00 227.22 116,347,909.00 116,347,909.00
244142 5/08/09 KRW H20090 46423.1 1276.90 91,117.48 91,117.48
PUR 5/06/09 60 LG CHEM LTD KRW 5000.0 3,994.00 1,081.18 553,606,778.00 553,606,778.00
239483 5/08/09 KRW H20090 138263. 1276.90 433,555.31 433,555.31
PUR 5/07/09 60 HANA FINANCIAL GROUP I 32,320.00 1,629.14 824,381,944.00 824,381,944.00
247011 5/11/09 KRW H20090 25443.2 1261.90 653,286.27 653,286.27
PUR 5/07/09 60 KB FINANCIAL GROUP INC 710.00 66.34 33,575,025.00 33,575,025.00
244142 5/11/09 KRW H20090 47170.8 1261.90 26,606.72 26,606.72
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 56
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/08/09 60 HYUNDAI ENGINEERING & 4,590.00 126.28 315,089,306.00 315,089,306.00
247012 5/12/09 KRW H20090 68612.6 1246.90 252,698.14 252,698.14
PUR 5/08/09 60 HYUNDAI ENGINEERING & 8,540.00 863.65 539,523,890.00 539,523,890.00
247012 5/12/09 KRW H20090 63050.0 1246.90 432,692.19 432,692.19
PUR 5/11/09 60 HYUNDAI ENGINEERING & 1,280.00 35.65 88,296,345.00 88,296,345.00
247012 5/13/09 KRW H20090 68947.0 1237.70 71,339.05 71,339.05
PUR 5/12/09 60 HYUNDAI ENGINEERING & 1,850.00 254.23 126,660,985.00 126,660,985.00
247012 5/14/09 KRW H20090 68294.6 1242.40 101,948.64 101,948.64
PUR 5/13/09 60 HYUNDAI ENGINEERING & 160.00 15.99 11,068,066.00 11,068,066.00
247012 5/15/09 KRW H20090 69051.1 1243.80 8,898.59 8,898.59
PUR 5/14/09 60 HYUNDAI ENGINEERING & 3,130.00 303.42 213,941,987.00 213,941,987.00
247012 5/18/09 KRW H20090 68229.2 1266.90 168,870.46 168,870.46
PUR 5/15/09 60 HYUNDAI ENGINEERING & 2,958.00 289.88 202,699,109.00 202,699,109.00
247012 5/19/09 KRW H20090 68402.6 1256.40 161,333.26 161,333.26
---------------- --------- ---------------- ------------ ---------------- --------------
86,062.00 6,718.903,956,837,042.00 3,956,837,042.00
3,134,541.72 3,134,541.72
13 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 4/24/09 60 AFRICAN BANK INVESTMEN 29,100.00 399.97 788,466.90 788,466.90
246233 5/05/09 ZAR N20090 26.974 8.831 89,281.97 89,281.97
PUR 4/24/09 60 AFRICAN BANK INVESTMEN 52,900.00 730.10 1,439,260.02 1,439,260.02
246233 5/05/09 ZAR N20090 27.085 8.831 162,974.46 162,974.46
PUR 4/28/09 60 AFRICAN BANK INVESTMEN 172,673.00 2,428.94 4,700,495.78 4,700,495.78
246233 5/06/09 ZAR N20090 27.100 8.669 542,193.90 542,193.90
PUR 4/28/09 60 ANGLO PLATINUM LTD ZAR 1,700.00 386.67 747,952.19 747,952.19
245196 5/06/09 ZAR N20090 438.000 8.669 86,274.97 86,274.97
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 57
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 4/28/09 60 ANGLO PLATINUM LTD ZAR 4,600.00 1,045.44 2,020,002.53 2,020,002.53
245196 5/06/09 ZAR N20090 437.161 8.669 233,003.73 233,003.73
PUR 4/28/09 60 IMPALA PLATINUM HOLDIN 25,000.00 1,534.23 3,811,385.89 3,811,385.89
245197 5/06/09 ZAR N20090 151.923 8.669 439,636.64 439,636.64
PUR 4/29/09 60 ANGLO PLATINUM LTD ZAR 2,800.00 1,237,546.46 1,237,546.46
245196 5/07/09 ZAR N20090 441.981 8.523 145,209.32 145,209.32
PUR 4/29/09 60 ANGLO PLATINUM LTD ZAR 700.00 162.57 308,796.74 308,796.74
245196 5/07/09 ZAR N20090 439.159 8.522 36,233.12 36,233.12
---------------- --------- ---------------- ------------ ---------------- --------------
289,473.00 6,687.92 15,053,906.51 15,053,906.51
1,734,808.11 1,734,808.11
8 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 5/13/09 60 BANCO BRADESCO S A NPV 5,100.00 51.00 65,580.90 65,580.90
243721 5/18/09 USD N20090 12.849 1.000 65,580.90 65,580.90
PUR 5/13/09 60 BM+FBOVESPA SA NPV 3,800.00 27.00 37,876.23 37,876.23
244710 5/18/09 BRL N20090 9.953 2.101 18,027.72 18,027.72
PUR 5/13/09 60 CIA VALE DO RIO DOCE A 17,500.00 175.00 258,711.25 258,711.25
239512 5/18/09 USD N20090 14.774 1.000 258,711.25 258,711.25
PUR 5/13/09 60 COMPANHIA DE BEBIDAS D 300.00 3.00 17,323.50 17,323.50
243785 5/18/09 USD N20090 57.735 1.000 17,323.50 17,323.50
PUR 5/13/09 60 ITAU UNIBANCO BANCO MU 5,000.00 50.00 67,010.50 67,010.50
247079 5/18/09 USD N20090 13.392 1.000 67,010.50 67,010.50
PUR 5/13/09 60 NET SERVICOS DE COMUNI 6,300.00 80.26 112,582.04 112,582.04
239596 5/18/09 BRL N20090 17.843 2.101 53,584.98 53,584.98
---------------- --------- ---------------- ------------ ---------------- --------------
38,000.00 386.26 559,084.42 559,084.42
480,238.85 480,238.85
6 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 58
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 4/30/09 60 CHINA ZHONGWANG HOLDIN 1,308,400.00 11,924.32 9,251,212.29 9,251,212.29
246570 5/08/09 HKD H20090 7.000 7.750 1,193,720.21 1,193,720.21
---------------- --------- ---------------- ------------ ---------------- --------------
1,308,400.00 11,924.32 9,251,212.29 9,251,212.29
1,193,720.21 1,193,720.21
1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 5/04/09 60 SBERBANK-CLS 960,748.00 843,152.44 843,152.44
247010 5/07/09 USD .878 1.000 843,152.44 843,152.44
---------------- --------- ---------------- ------------ ---------------- --------------
960,748.00 843,152.44 843,152.44
843,152.44 843,152.44
1 TRANSACTION IN COUNTRY: RUSSIA (9800)
PUR 5/07/09 60 STATE BK OF INDIA GDR- 3,984.00 226,291.20 226,291.20
242985 5/12/09 USD H20090 56.800 1.000 226,291.20 226,291.20
PUR 5/21/09 60 HDFC BANK LTD ADR REPS 2,400.00 24.00 213,659.28 213,659.28
239502 5/27/09 USD H20090 89.015 1.000 213,659.28 213,659.28
---------------- --------- ---------------- ------------ ---------------- --------------
6,384.00 24.00 439,950.48 439,950.48
439,950.48 439,950.48
2 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
7,349,019.00 30,083.254,000,882,686.08 4,000,882,686.08
12,036,443.28 12,036,443.28
42 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
7,349,019.00 30,083.254,000,882,686.08 4,000,882,686.08
12,036,443.28 12,036,443.28
42 "PUR " TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 59
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/29/09 60 TELEKOMUNIKACJA POLSKA 5,583.00 88.13 97,409.39 118,467.53 -21,058.14
241648 5/05/09 PLN N20090 17.500 3.326 29,289.01 48,369.77 -19,080.76
SALE 4/29/09 60 TELEKOMUNIKACJA POLSKA 26,079.00 412.46 456,111.28 553,378.94 -97,267.66
241648 5/05/09 PLN N20090 17.542 3.326 137,143.33 225,942.16 -88,798.83
SALE 4/30/09 60 TELEKOMUNIKACJA POLSKA 13,956.00 222.34 246,266.22 296,136.99 -49,870.77
241648 5/06/09 PLN N20090 17.699 3.333 73,891.69 120,911.42 -47,019.73
SALE 5/11/09 60 BANK PEKAO SA 2,512.00 272.31 291,274.68 419,171.49 -127,896.81
240024 5/14/09 PLN N20090 116.302 3.219 90,497.32 182,677.49 -92,180.17
SALE 5/11/09 60 BANK PEKAO SA 4,111.00 444.17 475,103.13 685,992.84 -210,889.71
240024 5/14/09 PLN N20090 115.916 3.219 147,611.73 298,959.86 -151,348.13
SALE 5/11/09 60 PKO BANK POLSKI SA 12,189.00 318.24 340,405.45 546,694.94 -206,289.49
241000 5/14/09 PLN N20090 28.011 3.219 105,761.96 246,049.30 -140,287.34
SALE 5/12/09 60 BANK PEKAO SA 1,705.00 182.87 195,605.94 284,509.31 -88,903.37
240024 5/15/09 PLN N20090 115.070 3.219 60,773.61 123,990.89 -63,217.28
---------------- --------- ---------------- ------------ ---------------- --------------
66,135.00 1,940.52 2,102,176.09 2,904,352.04 -802,175.95
644,968.65 1,246,900.89 -601,932.24
7 TRANSACTIONS IN COUNTRY: POLAND (2300)
SALE 5/11/09 60 AKBANK TAS TRY 1.0 74,191.00 605.71 447,912.95 421,764.24 26,148.71
241892 5/13/09 TRY N20090 6.050 1.556 287,824.80 334,110.02 -46,285.22
SALE 5/11/09 60 TURKIYE GARANTI BANKAS 90,678.00 413.59 305,848.01 317,941.53 -12,093.52
239795 5/13/09 TRY N20090 3.380 1.556 196,535.16 253,312.27 -56,777.11
SALE 5/11/09 60 TURKIYE HALK BANKASI A 27,203.00 203.73 150,659.60 120,026.47 30,633.13
243418 5/13/09 TRY N20090 5.550 1.556 96,812.49 81,175.38 15,637.11
---------------- --------- ---------------- ------------ ---------------- --------------
192,072.00 1,223.03 904,420.56 859,732.24 44,688.32
581,172.45 668,597.67 -87,425.22
3 TRANSACTIONS IN COUNTRY: TURKEY (3400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 60
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/28/09 60 FOCUS MEDIA HLDG LT US 23,500.00 943.87 149,583.03 652,039.54 -502,456.51
240864 5/01/09 USD H20090 6.405 1.000 149,583.03 652,039.54 -502,456.51
SALE 4/29/09 60 FOCUS MEDIA HLDG LT US 10,700.00 429.78 68,552.05 296,886.09 -228,334.04
240864 5/04/09 USD H20090 6.447 1.000 68,552.05 296,886.09 -228,334.04
SALE 4/30/09 60 FOCUS MEDIA HLDG LT US 17,100.00 686.87 110,895.76 474,462.81 -363,567.05
240864 5/05/09 USD H20090 6.525 1.000 110,895.76 474,462.81 -363,567.05
SALE 5/01/09 60 FOCUS MEDIA HLDG LT US 17,700.00 710.94 113,408.04 491,110.63 -377,702.59
240864 5/06/09 USD H20090 6.447 1.000 113,408.04 491,110.63 -377,702.59
SALE 5/04/09 60 CHINA RAILWAY GROUP LT 256,200.00 380.14 1,406,256.45 1,159,386.61 246,869.84
244810 5/06/09 HKD H20090 5.500 7.750 181,457.13 149,537.94 31,919.19
SALE 5/04/09 60 DONGFENG MOTOR GROUP C 458,000.00 730.46 2,702,538.86 1,719,574.01 982,964.85
240999 5/06/09 HKD H20090 5.913 7.750 348,723.69 220,590.80 128,132.89
SALE 5/04/09 60 FOCUS MEDIA HLDG LT US 21,100.00 847.71 143,499.50 585,448.27 -441,948.77
240864 5/07/09 USD H20090 6.841 1.000 143,499.50 585,448.27 -441,948.77
SALE 5/04/09 60 PING AN INSURANCE 20,500.00 278.30 1,029,718.95 842,944.30 186,774.65
243411 5/06/09 HKD H20090 50.335 7.750 132,870.39 108,535.01 24,335.38
SALE 5/05/09 60 FOCUS MEDIA HLDG LT US 14,900.00 598.81 108,570.51 413,420.82 -304,850.31
240864 5/08/09 USD H20090 7.327 1.000 108,570.51 413,420.82 -304,850.31
---------------- --------- ---------------- ------------ ---------------- --------------
839,700.00 5,606.88 5,833,023.15 6,635,273.08 -802,249.93
1,357,560.10 3,392,031.91 -2,034,471.81
9 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 5/04/09 60 CHINA LIFE INS 66,000.00 502.90 1,860,701.59 1,760,961.90 99,739.69
241827 5/06/09 HKD H20090 28.252 7.750 240,096.72 226,078.52 14,018.20
---------------- --------- ---------------- ------------ ---------------- --------------
66,000.00 502.90 1,860,701.59 1,760,961.90 99,739.69
240,096.72 226,078.52 14,018.20
1 TRANSACTION IN COUNTRY: HONG KONG (4400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 61
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/04/09 60 CHEIL WORLDWIDE INC 16.00 15.60 3,588,417.00 3,998,908.56 -410,491.56
239474 5/07/09 KRW H20090 225516. 1272.39 2,820.20 4,018.08 -1,197.88
SALE 5/04/09 60 KT+G CORP KRW 5000.0 3,300.00 990.00 227,774,315.00 266,907,343.19 -39,133,028.19
244003 5/07/09 KRW H20090 69404.2 1272.40 179,011.56 191,492.20 -12,480.64
SALE 5/04/09 60 SAMSUNG ELECTRONICS CO 498.00 1,254.06 288,526,046.00 291,565,765.26 -3,039,719.26
239489 5/07/09 KRW H20090 582573. 1272.40 226,757.35 272,638.40 -45,881.05
SALE 5/04/09 60 SK TELECOM CO LTD KRW 1,343.00 1,054.06 242,512,310.00 289,451,869.17 -46,939,559.17
243412 5/07/09 KRW H20090 181573. 1272.40 190,594.40 218,394.08 -27,799.68
SALE 5/06/09 60 CHEIL WORLDWIDE INC 31.00 28.95 6,685,238.00 7,747,885.33 -1,062,647.33
239474 5/08/09 KRW H20090 216845. 1276.90 5,235.52 7,785.03 -2,549.51
SALE 5/06/09 60 KT+G CORP KRW 5000.0 580.00 173.02 39,947,921.00 46,910,987.59 -6,963,066.59
244003 5/08/09 KRW H20090 69256.6 1276.90 31,285.08 33,656.21 -2,371.13
SALE 5/07/09 60 CHEIL WORLDWIDE INC 67.00 63.46 14,481,587.00 16,745,429.59 -2,263,842.59
239474 5/11/09 KRW H20090 217338. 1261.90 11,476.02 16,825.70 -5,349.68
SALE 5/07/09 60 KT+G CORP KRW 5000.0 170.00 51.75 11,808,179.00 13,749,772.23 -1,941,593.23
244003 5/11/09 KRW H20090 69843.9 1261.90 9,357.46 9,864.75 -507.29
SALE 5/07/09 60 SHINHAN FINANCIAL GROU 12,890.00 1,807.67 412,464,334.00 437,103,822.23 -24,639,488.23
239492 5/11/09 KRW H20090 32175.7 1261.90 326,859.76 366,745.62 -39,885.86
SALE 5/08/09 60 SHINHAN FINANCIAL GROU 11,550.00 1,611.22 363,269,690.00 391,664,014.49 -28,394,324.49
239492 5/12/09 KRW H20090 31625.8 1246.90 291,338.27 328,620.01 -37,281.74
SALE 5/11/09 60 AMOREPACIFIC CORP 27.00 74.25 16,618,714.00 16,690,459.01 -71,745.01
239473 5/13/09 KRW H20090 618911. 1237.70 13,427.09 16,462.22 -3,035.13
SALE 5/11/09 60 CHEIL INDUSTRIES INC 2,720.00 525.50 117,605,781.00 127,986,876.99 -10,381,095.99
239475 5/13/09 KRW H20090 43476.5 1237.70 95,019.62 124,131.78 -29,112.16
SALE 5/11/09 60 HYUNDAI MOTOR CO~KSWN5 3,990.00 717.30 256,446,298.00 294,643,184.08 -38,196,886.08
239481 5/13/09 KRW H20090 64494.7 1237.70 207,195.85 298,128.33 -90,932.48
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 62
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/11/09 60 LG ELECTRONICS INC~KRW 2,613.00 742.28 265,378,278.00 269,204,327.55 -3,826,049.55
239484 5/13/09 KRW H20090 101912. 1237.70 214,412.44 238,162.25 -23,749.81
SALE 5/11/09 60 SK TELECOM CO LTD KRW 788.00 399.82 142,942,648.00 169,834,752.72 -26,892,104.72
243412 5/13/09 KRW H20090 182027. 1237.70 115,490.55 128,141.87 -12,651.32
---------------- --------- ---------------- ------------ ---------------- --------------
40,583.00 9,508.942,410,049,756.00 2,644,205,397.99 -234155641.99
1,920,281.17 2,255,066.53 -334,785.36
15 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 4/28/09 60 ANGLOGOLD LIMITED ZAR 9,230.00 311.52 2,698,031.42 1,864,206.34 833,825.08
243416 5/06/09 ZAR N20090 292.604 8.669 311,213.17 189,994.01 121,219.16
SALE 4/28/09 60 ANGLOGOLD LTD NPV ADR 4,910.00 53.26 161,587.87 105,006.28 56,581.59
243518 5/01/09 USD N20090 32.921 1.000 161,587.87 105,006.28 56,581.59
SALE 4/28/09 60 HARMONY GOLD MINING CO 24,600.00 244.14 2,114,437.93 2,056,302.29 58,135.64
243417 5/06/09 ZAR N20090 86.039 8.669 243,896.69 211,219.51 32,677.18
SALE 4/28/09 60 HARMONY GOLD MNG USD 0 6,400.00 65.58 61,330.26 58,881.92 2,448.34
243519 5/01/09 USD N20090 9.593 1.000 61,330.26 58,881.92 2,448.34
SALE 4/28/09 60 NASPERS LTD ZAR 0.02 8,000.00 157.62 1,365,136.70 1,501,433.18 -136,296.48
242613 5/06/09 ZAR N20090 170.813 8.669 157,466.11 189,419.44 -31,953.33
SALE 4/28/09 60 SASOL LTD 1,196.00 35.45 307,064.63 478,393.80 -171,329.17
240299 5/06/09 ZAR N20090 257.000 8.669 35,419.36 61,111.30 -25,691.94
SALE 4/28/09 60 TIGER BRANDS LTD ZAR 0 3,700.00 112.60 487,115.61 509,256.41 -22,140.80
243220 5/06/09 ZAR N20090 131.917 8.669 56,187.93 54,623.73 1,564.20
SALE 4/28/09 60 TIGER BRANDS LTD ZAR 0 5,100.00 155.62 672,557.19 701,948.02 -29,390.83
243220 5/06/09 ZAR N20090 132.139 8.669 77,578.29 75,292.16 2,286.13
SALE 4/29/09 60 TIGER BRANDS LTD ZAR 0 3,423.00 106.93 454,279.25 471,131.00 -16,851.75
243220 5/07/09 ZAR N20090 132.980 8.523 53,303.52 50,534.33 2,769.19
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 63
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/29/09 60 TIGER BRANDS LTD ZAR 0 4,400.00 137.34 584,056.83 605,602.21 -21,545.38
243220 5/07/09 ZAR N20090 133.006 8.523 68,531.16 64,957.94 3,573.22
---------------- --------- ---------------- ------------ ---------------- --------------
70,959.00 1,380.06 8,905,597.69 8,352,161.45 553,436.24
1,226,514.36 1,061,040.62 165,473.74
10 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 5/13/09 60 PDG REALTY SA RTS EXP 13.00 12.44 8,684.20 .01 8,684.19
247102 5/18/09 BRL MS2 670.025 2.101 4,133.37 4,133.37
---------------- --------- ---------------- ------------ ---------------- --------------
13.00 12.44 8,684.20 .01 8,684.19
4,133.37 4,133.37
1 TRANSACTION IN COUNTRY: BRAZIL (6900)
SALE 5/06/09 60 OIL & GAS DEVELOPMENT 6,400.00 23.88 478,398.72 812,970.58 -334,571.86
240238 5/08/09 PKR H20090 75.050 80.460 5,945.80 12,518.53 -6,572.73
SALE 5/06/09 60 PAKISTAN STATE OIL CO 11,400.00 111.41 2,232,047.95 5,247,757.76 -3,015,709.81
240239 5/08/09 PKR H20090 196.580 80.460 27,741.09 81,057.34 -53,316.25
SALE 5/06/09 60 PAKISTAN TELECOM CO LT 26,800.00 23.18 464,454.72 1,148,185.40 -683,730.68
240298 5/08/09 PKR H20090 17.400 80.460 5,772.49 17,798.58 -12,026.09
SALE 5/07/09 60 PAKISTAN STATE OIL CO 2,700.00 25.93 519,176.95 1,242,890.00 -723,713.05
240239 5/11/09 PKR H20090 193.060 80.410 6,456.62 19,197.79 -12,741.17
SALE 5/07/09 60 PAKISTAN TELECOM CO LT 41,300.00 35.79 716,568.22 1,769,405.11 -1,052,836.89
240298 5/11/09 PKR H20090 17.420 80.410 8,911.43 27,428.41 -18,516.98
SALE 5/08/09 60 PAKISTAN STATE OIL CO 6,200.00 59.55 1,191,443.09 2,854,043.69 -1,662,600.60
240239 5/12/09 PKR H20090 192.940 80.350 14,828.17 44,083.81 -29,255.64
SALE 5/08/09 60 PAKISTAN TELECOM CO LT 11,700.00 10.00 200,085.44 501,260.04 -301,174.60
240298 5/12/09 PKR H20090 17.170 80.350 2,490.17 7,770.28 -5,280.11
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 64
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/11/09 60 PAKISTAN STATE OIL CO 3,600.00 34.18 685,208.16 1,657,186.66 -971,978.50
240239 5/13/09 PKR H20090 191.100 80.500 8,511.90 25,597.05 -17,085.15
SALE 5/11/09 60 PAKISTAN TELECOM CO LT 5,500.00 4.64 92,906.88 235,635.06 -142,728.18
240298 5/13/09 PKR H20090 16.960 80.500 1,154.12 3,652.69 -2,498.57
SALE 5/12/09 60 PAKISTAN STATE OIL CO 8,800.00 83.96 1,682,052.77 4,050,900.73 -2,368,847.96
240239 5/14/09 PKR H20090 191.910 80.460 20,905.45 62,570.58 -41,665.13
SALE 5/12/09 60 PAKISTAN TELECOM CO LT 23,400.00 19.88 398,306.38 1,002,520.09 -604,213.71
240298 5/14/09 PKR H20090 17.090 80.460 4,950.37 15,540.55 -10,590.18
SALE 5/13/09 60 PAKISTAN STATE OIL CO 14,000.00 133.80 2,690,355.36 6,444,614.79 -3,754,259.43
240239 5/15/09 PKR H20090 192.940 80.750 33,317.09 99,544.10 -66,227.01
SALE 5/13/09 60 PAKISTAN TELECOM CO LT 22,100.00 19.04 382,781.72 946,824.53 -564,042.81
240298 5/15/09 PKR H20090 17.390 80.750 4,740.33 14,677.19 -9,936.86
SALE 5/14/09 60 PAKISTAN TELECOM CO LT 22,200.00 18.47 371,468.16 951,108.80 -579,640.64
240298 5/18/09 PKR H20090 16.800 80.760 4,599.66 14,743.60 -10,143.94
SALE 5/18/09 60 PAKISTAN TELECOM CO LT 2,800.00 2.34 47,325.94 119,959.67 -72,633.73
240298 5/20/09 PKR H20090 16.970 81.170 583.05 1,859.55 -1,276.50
SALE 5/19/09 60 PAKISTAN TELECOM CO LT 7,300.00 6.03 121,640.48 312,751.99 -191,111.51
240298 5/21/09 PKR H20090 16.730 80.980 1,502.11 4,848.12 -3,346.01
SALE 5/20/09 60 PAKISTAN TELECOM CO LT 6,600.00 5.41 108,990.29 282,762.08 -173,771.79
240298 5/22/09 PKR H20090 16.580 80.880 1,347.56 4,383.23 -3,035.67
SALE 5/21/09 60 PAKISTAN TELECOM CO LT 6,600.00 5.35 107,412.62 282,762.08 -175,349.46
240298 5/25/09 PKR H20090 16.340 80.650 1,331.84 4,383.23 -3,051.39
SALE 5/22/09 60 PAKISTAN TELECOM CO LT 46,400.00 39.20 784,258.37 1,987,903.08 -1,203,644.71
240298 5/26/09 PKR H20090 16.970 80.350 9,760.53 30,815.46 -21,054.93
SALE 5/25/09 60 PAKISTAN TELECOM CO LT 50,300.00 43.16 863,202.32 2,154,989.76 -1,291,787.44
240298 5/27/09 PKR H20090 17.230 80.320 10,747.04 33,405.55 -22,658.51
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: 65
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/26/09 60 PAKISTAN TELECOM CO LT 8,800.00 7.53 151,105.15 377,016.10 -225,910.95
240298 5/28/09 PKR H20090 17.240 80.580 1,875.22 5,844.31 -3,969.09
SALE 5/27/09 60 PAKISTAN TELECOM CO LT 10,600.00 8.91 178,634.59 454,133.03 -275,498.44
240298 5/29/09 PKR H20090 16.920 80.550 2,217.69 7,039.74 -4,822.05
---------------- --------- ---------------- ------------ ---------------- --------------
345,500.00 721.64 14,467,824.28 34,837,581.03 -20,369,756.75
179,689.73 538,759.69 -359,069.96
22 TRANSACTIONS IN COUNTRY: PAKISTAN (8950)
SALE 5/11/09 60 CESKY TELECOM CZK100 3,000.00 198.26 1,294,654.35 1,127,926.97 166,727.38
243597 5/14/09 CZK N20090 432.850 19.649 65,888.74 56,795.49 9,093.25
SALE 5/11/09 60 CESKY TELECOM CZK100 3,900.00 257.23 1,679,745.60 1,466,305.06 213,440.54
243597 5/14/09 CZK N20090 432.000 19.649 85,487.15 73,834.13 11,653.02
SALE 5/11/09 60 KOMERCNI BANKA AS CZK 500.00 214.66 1,401,729.55 1,487,056.17 -85,326.62
240037 5/14/09 CZK N20090 2811.89 19.649 71,338.10 83,745.79 -12,407.69
SALE 5/11/09 60 KOMERCNI BANKA AS CZK 100.00 42.44 277,166.00 297,411.23 -20,245.23
240037 5/14/09 CZK N20090 2780.00 19.649 14,105.79 16,749.16 -2,643.37
SALE 5/12/09 60 CESKY TELECOM CZK100 1,300.00 84.94 553,434.70 488,768.35 64,666.35
243597 5/15/09 CZK N20090 427.000 19.605 28,229.26 24,611.38 3,617.88
SALE 5/12/09 60 CESKY TELECOM CZK100 1,300.00 83.90 546,617.21 488,768.35 57,848.86
243597 5/15/09 CZK N20090 421.740 19.605 27,881.52 24,611.38 3,270.14
SALE 5/12/09 60 KOMERCNI BANKA AS CZK 100.00 42.21 275,030.85 297,411.23 -22,380.38
240037 5/15/09 CZK N20090 2758.58 19.605 14,028.61 16,749.16 -2,720.55
SALE 5/13/09 60 KOMERCNI BANKA AS CZK 200.00 82.28 539,649.22 594,822.47 -55,173.25
240037 5/18/09 CZK N20090 2706.36 19.735 27,344.23 33,498.32 -6,154.09
SALE 5/13/09 60 KOMERCNI BANKA AS CZK 300.00 119.02 780,651.00 892,233.70 -111,582.70
240037 5/18/09 CZK N20090 2610.00 19.735 39,555.87 50,247.47 -10,691.60
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: 66
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/14/09 60 KOMERCNI BANKA AS CZK 300.00 119.50 785,262.90 892,233.70 -106,970.80
240037 5/19/09 CZK N20090 2625.41 19.773 39,713.09 50,247.47 -10,534.38
---------------- --------- ---------------- ------------ ---------------- --------------
11,000.00 1,244.44 8,133,941.38 8,032,937.23 101,004.15
413,572.36 431,089.75 -17,517.39
10 TRANSACTIONS IN COUNTRY: THE CZECH REPUBLIC (9700)
SALE 4/30/09 60 MOBILE TELESYSTEMS OJS 3,900.00 156.00 134,670.12 126,575.31 8,094.81
244139 5/05/09 USD N20090 34.571 1.000 134,670.12 126,575.31 8,094.81
SALE 4/30/09 60 MOBILE TELESYSTEMS OJS 3,900.00 42.47 134,695.90 126,575.32 8,120.58
244139 5/05/09 USD N20090 34.548 1.000 134,695.90 126,575.32 8,120.58
SALE 5/01/09 60 MOBILE TELESYSTEMS OJS 5,540.00 221.60 187,526.78 179,801.86 7,724.92
244139 5/06/09 USD N20090 33.890 1.000 187,526.78 179,801.86 7,724.92
SALE 5/05/09 60 OJSC OC ROSNEFT USD 0. 109,761.00 3,292.83 598,010.86 999,982.35 -401,971.49
240714 5/08/09 USD N20090 5.478 1.000 598,010.86 999,982.35 -401,971.49
SALE 5/07/09 60 OJSC OC ROSNEFT USD 0. 30,195.00 1,207.80 176,036.85 275,092.86 -99,056.01
240714 5/12/09 USD N20090 5.870 1.000 176,036.85 275,092.86 -99,056.01
SALE 5/07/09 60 OJSC OC ROSNEFT USD 0. 43,384.00 1,301.52 253,185.77 395,251.81 -142,066.04
240714 5/12/09 USD N20090 5.866 1.000 253,185.77 395,251.81 -142,066.04
---------------- --------- ---------------- ------------ ---------------- --------------
196,680.00 6,222.22 1,484,126.28 2,103,279.51 -619,153.23
1,484,126.28 2,103,279.51 -619,153.23
6 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
SALE 5/14/09 60 STATE BK OF INDIA GDR- 3,858.00 194,829.00 191,704.78 3,124.22
242985 5/19/09 USD H20090 50.500 1.000 194,829.00 191,704.78 3,124.22
SALE 5/15/09 60 ITC LIMITED GDR REG S 90,608.00 339,780.00 394,506.65 -54,726.65
242448 5/18/09 USD H20090 3.750 1.000 339,780.00 394,506.65 -54,726.65
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: 67
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** MORGAN STANLEY INVEST MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/15/09 60 STATE BK OF INDIA GDR- 1,977.00 104,781.00 98,237.52 6,543.48
242985 5/20/09 USD H20090 53.000 1.000 104,781.00 98,237.52 6,543.48
SALE 5/21/09 60 AMBUJA CEMEMTS LTD 241,535.00 458,916.50 518,479.34 -59,562.84
244038 5/27/09 USD H20090 1.900 1.000 458,916.50 518,479.34 -59,562.84
SALE 5/21/09 60 INFOSYS TECHNOLOGIES-S 6,800.00 73.51 214,299.89 267,584.43 -53,284.54
239503 5/27/09 USD H20090 31.526 1.000 214,299.89 267,584.43 -53,284.54
SALE 5/27/09 60 ITC LIMITED GDR REG S 55,259.00 213,299.74 240,597.33 -27,297.59
242448 5/28/09 USD H20090 3.860 1.000 213,299.74 240,597.33 -27,297.59
---------------- --------- ---------------- ------------ ---------------- --------------
400,037.00 73.51 1,525,906.13 1,711,110.05 -185,203.92
1,525,906.13 1,711,110.05 -185,203.92
6 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
2,228,679.00 28,436.582,455,276,157.35 2,711,402,786.53 -256126629.18
9,578,021.32 13,633,955.14 -4,055,933.82
90 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
2,228,679.00 28,436.582,455,276,157.35 2,711,402,786.53 -256126629.18
9,578,021.32 13,633,955.14 -4,055,933.82
90 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)
---------------- --------- ---------------- ------------ ---------------- --------------
9,577,698.00 58,519.836,456,158,843.43 6,712,285,472.61 -256126629.18
21,614,464.60 25,670,398.42 -4,055,933.82
132 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: 68
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/13/09 60 HUABAO INTERNATIONAL H 35,000.00 56.49 219,555.84 219,555.84
247100 5/15/09 HKD 212306 6.261 7.750 28,330.15 28,330.15
PUR 5/13/09 60 HUABAO INTERNATIONAL H 20,000.00 50.00 125,781.47 125,781.47
247100 5/15/09 HKD 212281 6.270 7.750 16,230.08 16,230.08
PUR 5/13/09 60 HUABAO INTERNATIONAL H 20,000.00 50.00 125,781.47 125,781.47
247100 5/15/09 HKD 212291 6.270 7.750 16,230.08 16,230.08
PUR 5/13/09 60 HUABAO INTERNATIONAL H 5,000.00 12.58 31,415.96 31,415.96
247100 5/15/09 HKD 212299 6.264 7.750 4,053.72 4,053.72
PUR 5/14/09 60 HUABAO INTERNATIONAL H 45,000.00 114.92 289,111.10 289,111.10
247100 5/18/09 HKD 212337 6.405 7.750 37,305.62 37,305.62
PUR 5/14/09 60 HUABAO INTERNATIONAL H 10,000.00 25.51 64,187.73 64,187.73
247100 5/18/09 HKD 212339 6.399 7.750 8,282.50 8,282.50
PUR 5/15/09 60 HUABAO INTERNATIONAL H 95,000.00 261.53 658,030.56 658,030.56
247100 5/19/09 HKD 212401 6.905 7.751 84,897.31 84,897.31
PUR 5/19/09 60 HUABAO INTERNATIONAL H 15,000.00 38.87 97,801.28 97,801.28
247100 5/21/09 HKD 212502 6.500 7.751 12,617.24 12,617.24
---------------- --------- ---------------- ------------ ---------------- --------------
245,000.00 609.90 1,611,665.41 1,611,665.41
207,946.70 207,946.70
8 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)
PUR 5/20/09 60 AKBANK TAS TRY 1.0 30,682.00 323.34 197,627.76 197,627.76
244496 5/22/09 TRY 212562 6.425 1.524 129,659.99 129,659.99
PUR 5/21/09 60 AKBANK TAS TRY 1.0 15,142.00 160.20 99,025.79 99,025.79
244496 5/25/09 TRY 212615 6.524 1.541 64,239.89 64,239.89
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 69
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/26/09 60 AKBANK TAS TRY 1.0 8,907.00 93.42 58,218.82 58,218.82
244496 5/28/09 TRY 212708 6.520 1.554 37,463.85 37,463.85
PUR 5/27/09 60 AKBANK TAS TRY 1.0 4,356.00 45.85 28,603.13 28,603.13
244496 5/29/09 TRY 212772 6.550 1.556 18,386.02 18,386.02
---------------- --------- ---------------- ------------ ---------------- --------------
59,087.00 622.81 383,475.50 383,475.50
249,749.75 249,749.75
4 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 4/28/09 60 HIGH TECH COMPUTER 8,900.00 225.17 450,565.17 450,565.17
244137 5/01/09 USD 211681 50.600 1.000 450,565.17 450,565.17
PUR 5/06/09 60 TAIWAN SEMICONDUCT ADS 1,200.00 13,176.00 13,176.00
240081 5/11/09 USD 10.980 1.000 13,176.00 13,176.00
PUR 5/13/09 60 TAIWAN SEMICONDUCT ADS 55,900.00 561,051.53 561,051.53
240081 5/18/09 USD 10.037 1.000 561,051.53 561,051.53
---------------- --------- ---------------- ------------ ---------------- --------------
66,000.00 225.17 1,024,792.70 1,024,792.70
1,024,792.70 1,024,792.70
3 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 5/07/09 60 NHN CORP 1,111.00 351.49 177,859,319.00 177,859,319.00
244927 5/11/09 KRW 212025 159690. 1261.90 140,945.65 140,945.65
PUR 5/07/09 60 S1 CORP/KOREA KRW 500. 1,180.00 105.56 53,416,887.00 53,416,887.00
247009 5/11/09 KRW 212026 45155.6 1261.90 42,330.52 42,330.52
PUR 5/08/09 60 NHN CORP 1,263.00 402.32 201,164,983.00 201,164,983.00
244927 5/12/09 KRW 212094 158878. 1246.90 161,332.09 161,332.09
PUR 5/08/09 60 S1 CORP/KOREA KRW 500. 670.00 61.77 30,883,442.00 30,883,442.00
247009 5/12/09 KRW 212094 45979.7 1246.90 24,768.18 24,768.18
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 70
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/11/09 60 NHN CORP 157.00 52.37 25,990,381.00 25,990,381.00
244927 5/13/09 KRW 212156 165131. 1237.70 20,998.93 20,998.93
PUR 5/11/09 60 NHN CORP 345.00 116.29 57,714,988.00 57,714,988.00
244927 5/13/09 KRW 212157 166872. 1237.70 46,630.84 46,630.84
PUR 5/11/09 60 S1 CORP/KOREA KRW 500. 1,130.00 110.28 54,732,232.00 54,732,232.00
247009 5/13/09 KRW 212155 48314.8 1237.70 44,220.92 44,220.92
PUR 5/12/09 60 S1 CORP/KOREA KRW 500. 390.00 38.36 19,112,615.00 19,112,615.00
247009 5/14/09 KRW 212207 48884.5 1242.40 15,383.62 15,383.62
PUR 5/13/09 60 S1 CORP/KOREA KRW 500. 1,050.00 106.79 53,262,618.00 53,262,618.00
247009 5/15/09 KRW 212279 50599.8 1243.80 42,822.49 42,822.49
PUR 5/14/09 60 NHN CORP 3,300.00 702.67 594,369,210.00 594,369,210.00
244927 5/18/09 KRW 212342 179842. 1266.90 469,152.43 469,152.43
PUR 5/14/09 60 S1 CORP/KOREA KRW 500. 550.00 54.72 27,799,066.00 27,799,066.00
247009 5/18/09 KRW 212336 50417.7 1266.90 21,942.59 21,942.59
PUR 5/15/09 60 S1 CORP/KOREA KRW 500. 239.00 14.04 11,778,901.00 11,778,901.00
247009 5/19/09 KRW 212398 49210.2 1256.40 9,375.12 9,375.12
PUR 5/18/09 60 S1 CORP/KOREA KRW 500. 381.00 21.93 18,440,833.00 18,440,833.00
247009 5/20/09 KRW 212448 48328.6 1259.40 14,642.55 14,642.55
PUR 5/19/09 60 S1 CORP/KOREA KRW 500. 213.00 20.70 10,365,615.00 10,365,615.00
247009 5/21/09 KRW 212500 48543.5 1248.89 8,299.80 8,299.80
PUR 5/20/09 60 S1 CORP/KOREA KRW 500. 407.00 40.82 20,475,988.00 20,475,988.00
247009 5/22/09 KRW 212546 50184.0 1250.90 16,369.00 16,369.00
PUR 5/20/09 60 SHINHAN FINANCIAL GROU 4,972.00 327.41 164,230,306.00 164,230,306.00
240067 5/22/09 KRW 212550 32948.6 1250.90 131,289.72 131,289.72
PUR 5/20/09 60 SHINHAN FINANCIAL GROU 717.00 28.31 23,644,381.00 23,644,381.00
240067 5/22/09 KRW 212545 32927.4 1250.90 18,901.90 18,901.90
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: 71
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/21/09 60 S1 CORP/KOREA KRW 500. 303.00 18.65 15,545,193.00 15,545,193.00
247009 5/25/09 KRW 212605 51227.4 1248.30 12,453.09 12,453.09
PUR 5/21/09 60 SHINHAN FINANCIAL GROU 992.00 65.56 32,817,840.00 32,817,840.00
240067 5/25/09 KRW 212604 33000.0 1248.30 26,290.03 26,290.03
PUR 5/21/09 60 SHINHAN FINANCIAL GROU 5,796.00 231.96 193,329,533.00 193,329,533.00
240067 5/25/09 KRW 212607 33305.7 1248.30 154,874.26 154,874.26
PUR 5/22/09 60 S1 CORP/KOREA KRW 500. 472.00 50.19 25,108,292.00 25,108,292.00
247009 5/26/09 KRW 212643 53062.8 1247.40 20,128.50 20,128.50
PUR 5/22/09 60 SHINHAN FINANCIAL GROU 4,851.00 318.37 159,249,897.00 159,249,897.00
240067 5/26/09 KRW 212643 32746.3 1247.40 127,665.46 127,665.46
PUR 5/26/09 60 S1 CORP/KOREA KRW 500. 545.00 34.46 29,049,721.00 29,049,721.00
247009 5/28/09 KRW 212697 53222.4 1262.50 23,009.68 23,009.68
PUR 5/26/09 60 SHINHAN FINANCIAL GROU 4,969.00 303.80 153,804,134.00 153,804,134.00
240067 5/28/09 KRW 212697 30875.5 1262.50 121,825.06 121,825.06
PUR 5/26/09 60 SHINHAN FINANCIAL GROU 4,956.00 300.71 152,238,785.00 152,238,785.00
240067 5/28/09 KRW 212700 30641.4 1262.50 120,585.18 120,585.18
PUR 5/27/09 60 S1 CORP/KOREA KRW 500. 500.00 32.20 27,287,992.00 27,287,992.00
247009 5/29/09 KRW 212760 54494.2 1269.30 21,498.46 21,498.46
PUR 5/27/09 60 SHINHAN FINANCIAL GROU 7,760.00 472.84 240,672,967.00 240,672,967.00
240067 5/29/09 KRW 212760 30937.2 1269.30 189,610.78 189,610.78
---------------- --------- ---------------- ------------ ---------------- --------------
49,219.00 4,384.572,574,346,119.00 2,574,346,119.00
2,047,346.85 2,047,346.85
27 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 4/28/09 60 ASTRA INTERNATIONAL TB 148,000.00 421.812,284,434,747.00 2,284,434,747.00
240055 5/01/09 IDR 211681 15404.5 10810.0 211,326.06 211,326.06
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 72
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 4/28/09 60 BANK MANDIRI 1,500.00 1.56 3,769,154.00 3,769,154.00
240057 5/01/09 IDR 211679 2501.56 10810.0 348.67 348.67
PUR 4/29/09 60 BANK MANDIRI 500.00 .53 1,279,973.00 1,279,973.00
240057 5/04/09 IDR 211727 2548.53 10805.1 118.46 118.46
PUR 4/30/09 60 BANK MANDIRI 3,000.00 3.56 8,435,749.00 8,435,749.00
240057 5/05/09 IDR 211786 2799.37 10570.0 798.08 798.08
PUR 5/01/09 60 BANK MANDIRI 2,000.00 2.33 5,541,047.00 5,541,047.00
240057 5/06/09 IDR 211828 2758.16 10585.0 523.48 523.48
PUR 5/04/09 60 BANK MANDIRI 1,500.00 1.86 4,364,780.00 4,364,780.00
240057 5/07/09 IDR 211879 2896.87 10489.9 416.09 416.09
---------------- --------- ---------------- ------------ ---------------- --------------
156,500.00 431.652,307,825,450.00 2,307,825,450.00
213,530.84 213,530.84
6 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
PUR 5/06/09 60 ORASCOM CONSTRUCTION I 178.00 19.26 31,068.16 31,068.16
240086 5/11/09 EGP 173.931 5.626 5,522.25 5,522.25
PUR 5/07/09 60 ORASCOM CONSTRUCTION I 400.00 44.76 72,154.84 72,154.84
240086 5/11/09 EGP 212035 179.758 5.623 12,832.09 12,832.09
PUR 5/11/09 60 ORASCOM CONSTRUCTION I 300.00 35.97 57,918.17 57,918.17
240086 5/13/09 EGP 212167 192.387 5.616 10,312.15 10,312.15
PUR 5/12/09 60 ORASCOM CONSTRUCTION I 90.00 11.04 17,781.57 17,781.57
240086 5/14/09 EGP 212215 196.884 5.616 3,166.23 3,166.23
---------------- --------- ---------------- ------------ ---------------- --------------
968.00 111.03 178,922.74 178,922.74
31,832.72 31,832.72
4 TRANSACTIONS IN COUNTRY: EGYPT (5100)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 73
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 4/23/09 60 MURRAY + ROBERTS HOLDI 1,400.00 34.70 63,100.58 63,100.58
240206 5/04/09 ZAR 211550 44.850 8.950 7,050.19 7,050.19
PUR 4/23/09 60 NEDBANK GROUP LTD 1,554.00 72.95 131,245.99 131,245.99
239838 5/04/09 ZAR 211551 84.037 8.950 14,664.03 14,664.03
PUR 4/23/09 60 SANLAM LTD 24,932.00 138.03 387,307.45 387,307.45
239837 5/04/09 ZAR 211554 15.485 8.950 43,273.61 43,273.61
PUR 4/23/09 60 SANLAM LTD 30,167.00 235.17 469,841.14 469,841.14
239837 5/04/09 ZAR 211551 15.505 8.950 52,495.04 52,495.04
PUR 4/23/09 60 TRUWORTHS INTERNAT ZAR 20.00 .34 678.51 678.51
239843 5/04/09 ZAR 211550 33.774 8.950 75.81 75.81
PUR 4/24/09 60 NEDBANK GROUP LTD 1,200.00 52.36 103,223.70 103,223.70
239838 5/05/09 ZAR 211596 85.634 8.831 11,688.52 11,688.52
PUR 4/24/09 60 SANLAM LTD 22,413.00 178.97 352,810.17 352,810.17
239837 5/05/09 ZAR 211597 15.671 8.831 39,950.42 39,950.42
PUR 4/24/09 60 TRUWORTHS INTERNAT ZAR 172.00 2.97 5,857.99 5,857.99
239843 5/05/09 ZAR 211595 33.906 8.831 663.33 663.33
PUR 4/28/09 60 MURRAY + ROBERTS HOLDI 66,200.00 1,429.88 3,111,449.91 3,111,449.91
240206 5/06/09 ZAR 211681 46.814 8.669 358,900.26 358,900.26
PUR 4/28/09 60 NEDBANK GROUP LTD 1,345.00 59.41 114,978.21 114,978.21
239838 5/06/09 ZAR 211689 85.103 8.669 13,262.53 13,262.53
PUR 4/28/09 60 NEDBANK GROUP LTD 52,000.00 2,060.60 4,483,910.19 4,483,910.19
239838 5/06/09 ZAR 211681 85.886 8.669 517,211.13 517,211.13
PUR 4/28/09 60 PRETORIA PORTLAND CEME 59,700.00 882.74 1,920,858.72 1,920,858.72
239841 5/06/09 ZAR 211681 32.047 8.669 221,567.67 221,567.67
PUR 4/28/09 60 SANLAM LTD 29,905.00 245.78 475,637.59 475,637.59
239837 5/06/09 ZAR 211689 15.834 8.669 54,863.96 54,863.96
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 74
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 4/28/09 60 SANLAM LTD 377,800.00 2,788.71 6,068,296.44 6,068,296.44
239837 5/06/09 ZAR 211681 15.998 8.669 699,967.29 699,967.29
PUR 4/28/09 60 TRUWORTHS INTERNAT ZAR 95,300.00 1,536.87 3,344,268.44 3,344,268.44
239843 5/06/09 ZAR 211681 34.952 8.669 385,755.47 385,755.47
PUR 4/29/09 60 SANLAM LTD 5,326.00 44.99 85,586.11 85,586.11
239837 5/07/09 ZAR 211736 15.998 8.523 10,042.37 10,042.37
PUR 4/30/09 60 SANLAM LTD 11,732.00 99.23 187,586.82 187,586.82
239837 5/08/09 ZAR 211797 15.918 8.469 22,149.30 22,149.30
PUR 4/30/09 60 TRUWORTHS INTERNAT ZAR 181.00 3.27 6,181.69 6,181.69
239843 5/08/09 ZAR 211796 34.000 8.469 729.90 729.90
PUR 5/06/09 60 MASSMART ZAR0.01 3,282.00 135.27 255,507.85 255,507.85
239844 5/13/09 ZAR 211987 77.503 8.462 30,194.02 30,194.02
PUR 5/07/09 60 MASSMART ZAR0.01 1,431.00 59.99 112,314.20 112,314.20
239844 5/14/09 ZAR 212043 78.135 8.388 13,389.87 13,389.87
PUR 5/07/09 60 NEDBANK GROUP LTD 326.00 15.03 28,134.56 28,134.56
239838 5/14/09 ZAR 212042 85.916 8.388 3,354.14 3,354.14
PUR 5/08/09 60 MASSMART ZAR0.01 2,899.00 121.15 226,884.46 226,884.46
239844 5/15/09 ZAR 212110 77.912 8.390 27,043.54 27,043.54
PUR 5/08/09 60 NEDBANK GROUP LTD 1,209.00 55.33 103,615.71 103,615.71
239838 5/15/09 ZAR 212111 85.320 8.390 12,350.49 12,350.49
PUR 5/11/09 60 MASSMART ZAR0.01 4,616.00 136.79 360,737.08 360,737.08
239844 5/18/09 ZAR 212171 77.900 8.412 42,883.63 42,883.63
PUR 5/11/09 60 MASSMART ZAR0.01 2,671.00 111.46 209,289.20 209,289.20
239844 5/18/09 ZAR 212171 78.005 8.412 24,879.84 24,879.84
PUR 5/11/09 60 NEDBANK GROUP LTD 92.00 4.23 7,947.59 7,947.59
239838 5/18/09 ZAR 212171 86.000 8.412 944.79 944.79
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 75
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/11/09 60 TRUWORTHS INTERNAT ZAR 1,940.00 37.05 69,569.66 69,569.66
239843 5/18/09 ZAR 212171 35.700 8.412 8,270.29 8,270.29
PUR 5/12/09 60 MASSMART ZAR0.01 8,428.00 346.13 652,001.59 652,001.59
239844 5/19/09 ZAR 212221 77.015 8.441 77,242.22 77,242.22
PUR 5/12/09 60 NEDBANK GROUP LTD 379.00 17.37 32,738.27 32,738.27
239838 5/19/09 ZAR 212220 85.994 8.441 3,878.48 3,878.48
PUR 5/12/09 60 TRUWORTHS INTERNAT ZAR 6,298.00 120.87 227,748.27 227,748.27
239843 5/19/09 ZAR 212219 36.000 8.441 26,981.20 26,981.20
PUR 5/12/09 60 TRUWORTHS INTERNAT ZAR 927.00 17.79 33,522.18 33,522.18
239843 5/19/09 ZAR 212221 36.000 8.441 3,971.35 3,971.35
PUR 5/13/09 60 MASSMART ZAR0.01 3,534.00 140.76 267,392.90 267,392.90
239844 5/20/09 ZAR 212295 75.324 8.510 31,421.02 31,421.02
PUR 5/13/09 60 NEDBANK GROUP LTD 536.00 24.30 46,162.64 46,162.64
239838 5/20/09 ZAR 212295 85.739 8.510 5,424.52 5,424.52
PUR 5/13/09 60 SANLAM LTD 19,988.00 182.01 345,742.23 345,742.23
239837 5/20/09 ZAR 212296 17.220 8.510 40,627.76 40,627.76
PUR 5/13/09 60 TRUWORTHS INTERNAT ZAR 4,111.00 77.08 146,413.88 146,413.88
239843 5/20/09 ZAR 212295 35.456 8.510 17,204.92 17,204.92
PUR 5/14/09 60 MASSMART ZAR0.01 9,353.00 362.56 694,988.52 694,988.52
239844 5/21/09 ZAR 212349 73.974 8.587 80,931.19 80,931.19
PUR 5/14/09 60 NEDBANK GROUP LTD 3,853.00 169.82 325,518.69 325,518.69
239838 5/21/09 ZAR 212350 84.106 8.587 37,906.55 37,906.55
PUR 5/14/09 60 SANLAM LTD 12,923.00 114.24 218,992.06 218,992.06
239837 5/21/09 ZAR 212351 16.870 8.587 25,501.56 25,501.56
PUR 5/14/09 60 TRUWORTHS INTERNAT ZAR 7,837.00 140.09 268,548.98 268,548.98
239843 5/21/09 ZAR 212350 34.113 8.587 31,272.44 31,272.44
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 76
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/14/09 60 TRUWORTHS INTERNAT ZAR 3,402.00 43.23 116,379.44 116,379.44
239843 5/21/09 ZAR 212367 34.100 8.587 13,552.35 13,552.35
PUR 5/14/09 60 TRUWORTHS INTERNAT ZAR 1,701.00 30.24 57,974.65 57,974.65
239843 5/21/09 ZAR 212362 33.930 8.587 6,751.13 6,751.13
PUR 5/15/09 60 MASSMART ZAR0.01 31,080.00 1,207.57 2,318,973.73 2,318,973.73
239844 5/22/09 ZAR 212414 74.279 8.603 269,557.21 269,557.21
PUR 5/15/09 60 NEDBANK GROUP LTD 125.00 5.60 10,754.43 10,754.43
239838 5/22/09 ZAR 212413 85.650 8.603 1,250.09 1,250.09
PUR 5/15/09 60 SANLAM LTD 5,689.00 51.30 98,519.72 98,519.72
239837 5/22/09 ZAR 212413 17.240 8.603 11,451.92 11,451.92
PUR 5/15/09 60 TRUWORTHS INTERNAT ZAR 25,959.00 473.75 909,769.55 909,769.55
239843 5/22/09 ZAR 212413 34.889 8.603 105,751.50 105,751.50
PUR 5/18/09 60 MASSMART ZAR0.01 376.00 14.69 28,227.76 28,227.76
239844 5/25/09 ZAR 212461 74.738 8.607 3,279.55 3,279.55
PUR 5/18/09 60 NEDBANK GROUP LTD 430.00 19.21 36,900.30 36,900.30
239838 5/25/09 ZAR 212461 85.430 8.607 4,287.14 4,287.14
PUR 5/18/09 60 SANLAM LTD 5,984.00 54.85 105,385.39 105,385.39
239837 5/25/09 ZAR 212460 17.532 8.607 12,243.86 12,243.86
PUR 5/18/09 60 TRUWORTHS INTERNAT ZAR 3,754.00 68.69 131,981.26 131,981.26
239843 5/25/09 ZAR 212460 35.000 8.607 15,333.82 15,333.82
PUR 5/20/09 60 MASSMART ZAR0.01 5,590.00 166.08 432,508.36 432,508.36
239844 5/27/09 ZAR 212564 77.125 8.307 52,067.41 52,067.41
PUR 5/20/09 60 MURRAY + ROBERTS HOLDI 14,374.00 394.70 731,863.63 731,863.63
240206 5/27/09 ZAR 212563 50.688 8.307 88,105.22 88,105.22
PUR 5/20/09 60 PRETORIA PORTLAND CEME 2,347.00 39.17 72,623.03 72,623.03
239841 5/27/09 ZAR 212563 30.804 8.307 8,742.71 8,742.71
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 77
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/20/09 60 TRUWORTHS INTERNAT ZAR 4,590.00 89.14 165,288.30 165,288.30
239843 5/27/09 ZAR 212563 35.849 8.307 19,898.19 19,898.19
PUR 5/21/09 60 MASSMART ZAR0.01 3,575.00 146.69 276,495.77 276,495.77
239844 5/28/09 ZAR 212616 76.995 8.444 32,743.87 32,743.87
PUR 5/21/09 60 MURRAY + ROBERTS HOLDI 19,329.00 509.08 959,580.46 959,580.46
240206 5/28/09 ZAR 212619 49.422 8.444 113,637.82 113,637.82
PUR 5/21/09 60 NEDBANK GROUP LTD 2,860.00 136.86 257,978.56 257,978.56
239838 5/28/09 ZAR 212617 89.798 8.444 30,550.98 30,550.98
PUR 5/21/09 60 PRETORIA PORTLAND CEME 3,569.00 58.78 110,792.71 110,792.71
239841 5/28/09 ZAR 212620 30.904 8.444 13,120.57 13,120.57
PUR 5/21/09 60 TRUWORTHS INTERNAT ZAR 3,245.00 61.28 115,514.76 115,514.76
239843 5/28/09 ZAR 212616 35.438 8.444 13,679.78 13,679.78
PUR 5/22/09 60 MURRAY + ROBERTS HOLDI 4,941.00 130.15 240,716.88 240,716.88
240206 5/29/09 ZAR 212659 48.500 8.286 29,051.39 29,051.39
PUR 5/22/09 60 MURRAY + ROBERTS HOLDI 939.00 15.93 45,607.46 45,607.46
240206 5/29/09 ZAR 212660 48.430 8.286 5,504.23 5,504.23
PUR 5/22/09 60 NEDBANK GROUP LTD 428.00 20.92 38,693.29 38,693.29
239838 5/29/09 ZAR 212660 90.000 8.286 4,669.78 4,669.78
PUR 5/22/09 60 PRETORIA PORTLAND CEME 1,701.00 18.43 52,774.00 52,774.00
239841 5/29/09 ZAR 212661 30.936 8.286 6,369.13 6,369.13
PUR 5/22/09 60 TRUWORTHS INTERNAT ZAR 6,490.00 126.07 233,178.26 233,178.26
239843 5/29/09 ZAR 212661 35.768 8.286 28,141.57 28,141.57
---------------- --------- ---------------- ------------ ---------------- --------------
1,030,458.00 16,138.70 33,495,071.87 33,495,071.87
3,889,725.87 3,889,725.87
63 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: 78
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 4/28/09 60 BANPU PUBLIC CO LTD-FO 29,600.00 367.94 8,126,112.15 8,126,112.15
242472 5/04/09 THB 211681 274.091 35.390 229,616.05 229,616.05
PUR 4/28/09 60 BANPU PUBLIC CO LTD-FO 3,400.00 42.26 933,404.77 933,404.77
242472 5/04/09 THB 211681 274.091 35.390 26,374.82 26,374.82
PUR 4/28/09 60 KASIKORNBANK PCL-FOREI 52,400.00 343.93 2,927,539.98 2,927,539.98
246231 5/04/09 THB 211679 55.637 35.390 82,722.24 82,722.24
PUR 4/29/09 60 KASIKORNBANK PCL-FOREI 1,800.00 11.44 97,224.61 97,224.61
246231 5/06/09 THB 211730 53.789 35.330 2,751.90 2,751.90
PUR 4/29/09 60 KASIKORNBANK PCL-FOREI 11,000.00 70.70 601,008.78 601,008.78
246231 5/06/09 THB 211728 54.410 35.330 17,011.29 17,011.29
PUR 5/04/09 60 KASIKORNBANK PCL-FOREI 18,500.00 125.57 1,062,813.05 1,062,813.05
246231 5/11/09 THB 211879 57.211 35.190 30,202.13 30,202.13
PUR 5/06/09 60 KASIKORNBANK PCL-FOREI 17,000.00 118.12 998,315.74 998,315.74
246231 5/12/09 THB 211978 58.480 35.140 28,409.67 28,409.67
PUR 5/07/09 60 KASIKORNBANK PCL-FOREI 19,500.00 139.29 1,168,250.57 1,168,250.57
246231 5/13/09 THB 212031 59.661 34.870 33,503.03 33,503.03
PUR 5/11/09 60 KASIKORNBANK PCL-FOREI 36,000.00 260.99 2,169,473.49 2,169,473.49
246231 5/14/09 THB 212160 60.013 34.560 62,774.12 62,774.12
PUR 5/11/09 60 KASIKORNBANK PCL-FOREI 27,000.00 195.85 1,628,005.26 1,628,005.26
246231 5/14/09 THB 212163 60.046 34.560 47,106.63 47,106.63
PUR 5/12/09 60 KASIKORNBANK PCL-FOREI 14,100.00 100.88 838,063.38 838,063.38
246231 5/15/09 THB 212211 59.190 34.540 24,263.56 24,263.56
PUR 5/12/09 60 KASIKORNBANK PCL-FOREI 14,100.00 100.76 837,062.34 837,062.34
246231 5/15/09 THB 212214 59.119 34.540 24,234.58 24,234.58
PUR 5/13/09 60 KASIKORNBANK PCL-FOREI 15,600.00 112.81 936,326.76 936,326.76
246231 5/18/09 THB 212282 59.771 34.510 27,132.04 27,132.04
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 79
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/14/09 60 KASIKORNBANK PCL-FOREI 59,500.00 402.97 3,346,777.45 3,346,777.45
246231 5/19/09 THB 212338 56.015 34.530 96,923.76 96,923.76
PUR 5/14/09 60 KASIKORNBANK PCL-FOREI 24,400.00 165.27 1,373,204.85 1,373,204.85
246231 5/19/09 THB 212341 56.045 34.530 39,768.46 39,768.46
PUR 5/15/09 60 KASIKORNBANK PCL-FOREI 32,400.00 218.35 1,813,411.83 1,813,411.83
246231 5/20/09 THB 212404 55.737 34.530 52,516.99 52,516.99
PUR 5/15/09 60 KASIKORNBANK PCL-FOREI 31,900.00 216.30 1,796,443.29 1,796,443.29
246231 5/20/09 THB 212408 56.081 34.530 52,025.58 52,025.58
PUR 5/15/09 60 KASIKORNBANK PCL-FOREI 2,800.00 19.09 158,537.98 158,537.98
246231 5/20/09 THB 212425 56.385 34.530 4,591.31 4,591.31
PUR 5/18/09 60 KASIKORNBANK PCL-FOREI 12,000.00 86.94 722,261.29 722,261.29
246231 5/21/09 THB 212452 59.938 34.540 20,910.87 20,910.87
PUR 5/20/09 60 BANPU PUBLIC CO LTD-FO 500.00 19.03 157,534.97 157,534.97
242472 5/25/09 THB 212549 313.760 34.410 4,578.17 4,578.17
PUR 5/20/09 60 KASIKORNBANK PCL-FOREI 18,700.00 145.08 1,200,745.06 1,200,745.06
246231 5/25/09 THB 212549 63.944 34.410 34,895.24 34,895.24
PUR 5/21/09 60 BANPU PUBLIC CO LTD-FO 400.00 15.39 127,407.47 127,407.47
242472 5/26/09 THB 212611 317.194 34.410 3,702.63 3,702.63
PUR 5/21/09 60 KASIKORNBANK PCL-FOREI 35,000.00 265.85 2,200,284.49 2,200,284.49
246231 5/26/09 THB 212611 62.604 34.410 63,943.17 63,943.17
PUR 5/22/09 60 BANPU PUBLIC CO LTD-FO 3,200.00 120.94 997,748.28 997,748.28
242472 5/27/09 THB 212650 310.500 34.300 29,088.87 29,088.87
PUR 5/22/09 60 BANPU PUBLIC CO LTD-FO 600.00 22.66 186,971.52 186,971.52
242472 5/27/09 THB 212647 310.324 34.300 5,451.06 5,451.06
PUR 5/22/09 60 KASIKORNBANK PCL-FOREI 7,200.00 54.05 445,884.30 445,884.30
246231 5/27/09 THB 212647 61.671 34.300 12,999.54 12,999.54
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 80
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/26/09 60 BANPU PUBLIC CO LTD-FO 300.00 11.48 95,140.66 95,140.66
242472 5/29/09 THB 212703 315.817 34.450 2,761.70 2,761.70
PUR 5/26/09 60 KASIKORNBANK PCL-FOREI 25,600.00 186.05 1,541,608.18 1,541,608.18
246231 5/29/09 THB 212712 59.969 34.450 44,749.15 44,749.15
PUR 5/26/09 60 KASIKORNBANK PCL-FOREI 8,100.00 58.94 488,384.51 488,384.51
246231 5/29/09 THB 212703 60.044 34.450 14,176.62 14,176.62
---------------- --------- ---------------- ------------ ---------------- --------------
522,600.00 3,998.93 38,975,947.01 38,975,947.01
1,119,185.18 1,119,185.18
29 TRANSACTIONS IN COUNTRY: THAILAND (6550)
PUR 4/28/09 60 VALE SA -PREF A 3,500.00 116.33 102,605.97 102,605.97
240059 5/04/09 BRL 211704 29.243 2.199 46,660.29 46,660.29
PUR 4/30/09 60 USINAS SIDERURGICAS DE 4,300.00 109.13 139,326.55 139,326.55
245414 5/06/09 BRL 211812 32.347 2.168 64,265.01 64,265.01
PUR 5/05/09 60 USINAS SIDERURGICAS DE 3,200.00 127.91 109,730.72 109,730.72
245414 5/08/09 BRL 34.205 2.139 51,312.00 51,312.00
PUR 5/05/09 60 USINAS SIDERURGICAS DE 12,900.00 278.65 441,983.58 441,983.58
245414 5/08/09 BRL 34.216 2.139 206,679.25 206,679.25
PUR 5/05/09 60 USINAS SIDERURGICAS DE 12,900.00 349.83 441,983.58 441,983.58
245414 5/08/09 BRL 211945 34.204 2.139 206,679.25 206,679.25
PUR 5/05/09 60 USINAS SIDERURGICAS DE 3,200.00 145.82 109,730.72 109,730.72
245414 5/08/09 BRL 211941 34.193 2.139 51,312.00 51,312.00
PUR 5/06/09 60 USINAS SIDERURGICAS DE 4,300.00 93.89 147,737.97 147,737.97
245414 5/11/09 BRL 34.311 2.122 69,622.04 69,622.04
PUR 5/06/09 60 USINAS SIDERURGICAS DE 4,300.00 117.87 147,737.97 147,737.97
245414 5/11/09 BRL 212009 34.300 2.122 69,622.04 69,622.04
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 81
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/07/09 60 EMBRAER-EMPRESA BRAS A 500.00 10,156.70 10,156.70
240072 5/12/09 USD 20.313 1.000 10,156.70 10,156.70
PUR 5/07/09 60 USINAS SIDERURGICAS DE 3,200.00 87.06 108,129.64 108,129.64
245414 5/12/09 BRL 109131 33.733 2.103 51,419.30 51,419.30
PUR 5/07/09 60 VALE SA -PREF A 3,700.00 75.57 118,041.97 118,041.97
240059 5/12/09 BRL 31.860 2.103 56,132.94 56,132.94
PUR 5/08/09 60 CIA DE CONCESSOES RODO 500.00 9.24 14,274.07 14,274.07
240087 5/13/09 BRL 109132 28.510 2.083 6,851.01 6,851.01
PUR 5/08/09 60 EMBRAER-EMPRESA BRAS A 300.00 6,057.87 6,057.87
240072 5/13/09 USD 20.193 1.000 6,057.87 6,057.87
PUR 5/08/09 60 VALE SA -PREF A 6,000.00 201.73 195,527.80 195,527.80
240059 5/13/09 BRL 109132 32.518 2.083 93,845.84 93,845.84
PUR 5/08/09 60 VALE SA -PREF A 7,800.00 162.58 251,636.89 251,636.89
240059 5/13/09 BRL 32.218 2.083 120,776.05 120,776.05
PUR 5/11/09 60 EMBRAER-EMPRESA BRAS A 700.00 13,520.01 13,520.01
240072 5/14/09 USD 19.314 1.000 13,520.01 13,520.01
PUR 5/12/09 60 EMBRAER-EMPRESA BRAS A 600.00 11,210.10 11,210.10
240072 5/15/09 USD 18.684 1.000 11,210.10 11,210.10
PUR 5/13/09 60 CIA DE CONCESSOES RODO 800.00 16.68 20,725.29 20,725.29
240087 5/18/09 BRL 25.863 2.101 9,864.49 9,864.49
PUR 5/13/09 60 EMBRAER-EMPRESA BRAS A 2,600.00 45,771.44 45,771.44
240072 5/18/09 USD 17.604 1.000 45,771.44 45,771.44
PUR 5/13/09 60 EMBRAER-EMPRESA BRAS A 900.00 15,843.96 15,843.96
240072 5/18/09 USD 17.604 1.000 15,843.96 15,843.96
PUR 5/13/09 60 USINAS SIDERURGICAS DE 7,400.00 159.22 248,123.52 248,123.52
245414 5/18/09 BRL 33.485 2.101 118,097.82 118,097.82
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: 82
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/14/09 60 USINAS SIDERURGICAS DE 4,700.00 121.25 150,332.26 150,332.26
245414 5/19/09 BRL 109135 31.931 2.097 71,699.46 71,699.46
PUR 5/15/09 60 EMBRAER-EMPRESA BRAS A 600.00 10,585.02 10,585.02
240072 5/20/09 USD 17.642 1.000 10,585.02 10,585.02
PUR 5/15/09 60 EMBRAER-EMPRESA BRAS A 200.00 3,528.34 3,528.34
240072 5/20/09 USD 17.642 1.000 3,528.34 3,528.34
PUR 5/18/09 60 EMBRAER-EMPRESA BRAS A 100.00 1,818.98 1,818.98
240072 5/21/09 USD 18.190 1.000 1,818.98 1,818.98
PUR 5/18/09 60 USINAS SIDERURGICAS DE 100.00 3.44 3,256.83 3,256.83
245414 5/21/09 BRL 212474 32.497 2.080 1,565.93 1,565.93
PUR 5/19/09 60 CIA DE CONCESSOES RODO 1,800.00 59.84 51,401.80 51,401.80
240087 5/22/09 BRL 28.488 2.056 24,997.23 24,997.23
PUR 5/19/09 60 EMBRAER-EMPRESA BRAS A 1,300.00 24,751.61 24,751.61
240072 5/22/09 USD 19.040 1.000 24,751.61 24,751.61
PUR 5/19/09 60 EMBRAER-EMPRESA BRAS A 400.00 7,615.88 7,615.88
240072 5/22/09 USD 19.040 1.000 7,615.88 7,615.88
PUR 5/19/09 60 USINAS SIDERURGICAS DE 7,400.00 284.72 266,710.20 266,710.20
245414 5/22/09 BRL 35.963 2.056 129,703.93 129,703.93
PUR 5/19/09 60 USINAS SIDERURGICAS DE 6,200.00 183.79 223,232.58 223,232.58
245414 5/22/09 BRL 35.944 2.056 108,560.32 108,560.32
PUR 5/20/09 60 CIA DE CONCESSOES RODO 12,700.00 455.58 368,757.31 368,757.31
240087 5/25/09 BRL 212578 28.964 2.019 182,688.78 182,688.78
PUR 5/20/09 60 EMBRAER-EMPRESA BRAS A 2,500.00 47,805.00 47,805.00
240072 5/26/09 USD 19.122 1.000 47,805.00 47,805.00
PUR 5/20/09 60 EMBRAER-EMPRESA BRAS A 900.00 17,209.80 17,209.80
240072 5/26/09 USD 19.122 1.000 17,209.80 17,209.80
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 83
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/20/09 60 USINAS SIDERURGICAS DE 4,200.00 101.72 152,360.79 152,360.79
245414 5/25/09 BRL 36.227 2.019 75,482.18 75,482.18
PUR 5/20/09 60 USINAS SIDERURGICAS DE 4,200.00 127.72 152,360.79 152,360.79
245414 5/25/09 BRL 212581 36.215 2.019 75,482.18 75,482.18
PUR 5/20/09 60 USINAS SIDERURGICAS DE 3,800.00 124.11 135,712.06 135,712.06
245414 5/25/09 BRL 35.648 2.019 67,234.11 67,234.11
PUR 5/20/09 60 USINAS SIDERURGICAS DE 3,800.00 147.59 135,712.06 135,712.06
245414 5/25/09 BRL 212578 35.635 2.019 67,234.11 67,234.11
PUR 5/21/09 60 EMBRAER-EMPRESA BRAS A 200.00 3,600.74 3,600.74
240072 5/27/09 USD 18.004 1.000 3,600.74 3,600.74
PUR 5/21/09 60 EMBRAER-EMPRESA BRAS A 600.00 10,802.22 10,802.22
240072 5/27/09 USD 18.004 1.000 10,802.22 10,802.22
PUR 5/21/09 60 EMBRAER-EMPRESA BRAS A 400.00 7,370.08 7,370.08
240072 5/27/09 USD 18.425 1.000 7,370.08 7,370.08
PUR 5/21/09 60 EMBRAER-EMPRESA BRAS A 1,300.00 23,952.76 23,952.76
240072 5/27/09 USD 18.425 1.000 23,952.76 23,952.76
PUR 5/26/09 60 CIA DE CONCESSOES RODO 2,594.00 102.34 73,402.35 73,402.35
240087 5/29/09 BRL 212727 28.217 2.035 36,075.27 36,075.27
PUR 5/26/09 60 CIA DE CONCESSOES RODO 106.00 3.68 2,999.48 2,999.48
240087 5/29/09 BRL 212727 28.226 2.035 1,474.16 1,474.16
---------------- --------- ---------------- ------------ ---------------- --------------
143,700.00 3,767.29 4,575,135.26 4,575,135.26
2,326,937.50 2,326,937.50
44 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
PUR 4/28/09 60 AMERICA MOVIL SAB ADR 300.00 9,084.06 9,084.06
243935 5/01/09 USD 30.280 1.000 9,084.06 9,084.06
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 84
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 4/28/09 60 AMERICA MOVIL SAB ADR 1,300.00 39,364.26 39,364.26
243935 5/01/09 USD 30.280 1.000 39,364.26 39,364.26
PUR 4/28/09 60 AMERICA MOVIL SAB ADR 1,400.00 42,392.28 42,392.28
243935 5/01/09 USD 30.280 1.000 42,392.28 42,392.28
PUR 4/28/09 60 GRUPO TELEVISA SA-SPON 500.00 7,490.45 7,490.45
239875 5/01/09 USD 14.981 1.000 7,490.45 7,490.45
PUR 4/28/09 60 GRUPO TELEVISA SA-SPON 800.00 11,984.72 11,984.72
239875 5/01/09 USD 14.981 1.000 11,984.72 11,984.72
PUR 5/05/09 60 GRUPO TELEVISA SA-SPON 500.00 8,445.10 8,445.10
239875 5/08/09 USD 16.890 1.000 8,445.10 8,445.10
PUR 5/05/09 60 GRUPO TELEVISA SA-SPON 400.00 6,748.52 6,748.52
239875 5/08/09 USD 16.871 1.000 6,748.52 6,748.52
PUR 5/05/09 60 GRUPO TELEVISA SA-SPON 300.00 5,067.06 5,067.06
239875 5/08/09 USD 16.890 1.000 5,067.06 5,067.06
PUR 5/05/09 60 GRUPO TELEVISA SA-SPON 200.00 3,374.26 3,374.26
239875 5/08/09 USD 16.871 1.000 3,374.26 3,374.26
PUR 5/06/09 60 GRUPO TELEVISA SA-SPON 1,000.00 17,527.50 17,527.50
239875 5/11/09 USD 17.528 1.000 17,527.50 17,527.50
PUR 5/06/09 60 GRUPO TELEVISA SA-SPON 1,000.00 17,527.50 17,527.50
239875 5/11/09 USD 17.528 1.000 17,527.50 17,527.50
PUR 5/06/09 60 GRUPO TELEVISA SA-SPON 600.00 10,516.50 10,516.50
239875 5/11/09 USD 17.528 1.000 10,516.50 10,516.50
PUR 5/07/09 60 FOMENTO ECONOMICO MEXI 1,200.00 37,104.24 37,104.24
240074 5/12/09 USD 30.920 1.000 37,104.24 37,104.24
PUR 5/07/09 60 GRUPO TELEVISA SA-SPON 4,000.00 69,103.60 69,103.60
239875 5/12/09 USD 17.276 1.000 69,103.60 69,103.60
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: 85
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/07/09 60 GRUPO TELEVISA SA-SPON 3,600.00 62,193.24 62,193.24
239875 5/12/09 USD 17.276 1.000 62,193.24 62,193.24
PUR 5/07/09 60 GRUPO TELEVISA SA-SPON 2,100.00 36,279.39 36,279.39
239875 5/12/09 USD 17.276 1.000 36,279.39 36,279.39
PUR 5/07/09 60 GRUPO TELEVISA SA-SPON 300.00 5,277.00 5,277.00
239875 5/12/09 USD 17.590 1.000 5,277.00 5,277.00
PUR 5/07/09 60 GRUPO TELEVISA SA-SPON 300.00 5,277.00 5,277.00
239875 5/12/09 USD 17.590 1.000 5,277.00 5,277.00
PUR 5/07/09 60 GRUPO TELEVISA SA-SPON 200.00 3,518.00 3,518.00
239875 5/12/09 USD 17.590 1.000 3,518.00 3,518.00
PUR 5/08/09 60 FOMENTO ECONOMICO MEXI 100.00 3,127.24 3,127.24
240074 5/13/09 USD 31.272 1.000 3,127.24 3,127.24
PUR 5/08/09 60 GRUPO TELEVISA SA-SPON 2,000.00 34,830.00 34,830.00
239875 5/13/09 USD 17.415 1.000 34,830.00 34,830.00
PUR 5/08/09 60 GRUPO TELEVISA SA-SPON 1,800.00 31,347.00 31,347.00
239875 5/13/09 USD 17.415 1.000 31,347.00 31,347.00
PUR 5/08/09 60 GRUPO TELEVISA SA-SPON 1,000.00 17,415.00 17,415.00
239875 5/13/09 USD 17.415 1.000 17,415.00 17,415.00
PUR 5/08/09 60 GRUPO TELEVISA SA-SPON 700.00 12,225.92 12,225.92
239875 5/13/09 USD 17.466 1.000 12,225.92 12,225.92
PUR 5/08/09 60 GRUPO TELEVISA SA-SPON 600.00 10,479.36 10,479.36
239875 5/13/09 USD 17.466 1.000 10,479.36 10,479.36
PUR 5/08/09 60 GRUPO TELEVISA SA-SPON 300.00 5,239.68 5,239.68
239875 5/13/09 USD 17.466 1.000 5,239.68 5,239.68
PUR 5/11/09 60 FOMENTO ECONOMICO MEXI 300.00 9,435.21 9,435.21
240074 5/14/09 USD 31.451 1.000 9,435.21 9,435.21
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 86
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/11/09 60 GRUPO TELEVISA SA-SPON 800.00 13,788.08 13,788.08
239875 5/14/09 USD 17.235 1.000 13,788.08 13,788.08
PUR 5/11/09 60 GRUPO TELEVISA SA-SPON 700.00 12,064.57 12,064.57
239875 5/14/09 USD 17.235 1.000 12,064.57 12,064.57
PUR 5/11/09 60 GRUPO TELEVISA SA-SPON 400.00 6,894.04 6,894.04
239875 5/14/09 USD 17.235 1.000 6,894.04 6,894.04
PUR 5/12/09 60 GRUPO TELEVISA SA-SPON 1,400.00 23,270.38 23,270.38
239875 5/15/09 USD 16.622 1.000 23,270.38 23,270.38
PUR 5/12/09 60 GRUPO TELEVISA SA-SPON 1,300.00 21,608.21 21,608.21
239875 5/15/09 USD 16.622 1.000 21,608.21 21,608.21
PUR 5/12/09 60 GRUPO TELEVISA SA-SPON 800.00 13,297.36 13,297.36
239875 5/15/09 USD 16.622 1.000 13,297.36 13,297.36
PUR 5/13/09 60 FOMENTO ECONOMICO MEXI 2,900.00 89,012.60 89,012.60
240074 5/18/09 USD 30.694 1.000 89,012.60 89,012.60
PUR 5/13/09 60 FOMENTO ECONOMICO MEXI 1,700.00 52,179.80 52,179.80
240074 5/18/09 USD 30.694 1.000 52,179.80 52,179.80
PUR 5/13/09 60 GRUPO TELEVISA SA-SPON 5,300.00 87,503.53 87,503.53
239875 5/18/09 USD 16.510 1.000 87,503.53 87,503.53
PUR 5/13/09 60 GRUPO TELEVISA SA-SPON 1,600.00 26,416.16 26,416.16
239875 5/18/09 USD 16.510 1.000 26,416.16 26,416.16
PUR 5/13/09 60 GRUPO TELEVISA SA-SPON 1,400.00 23,114.14 23,114.14
239875 5/18/09 USD 16.510 1.000 23,114.14 23,114.14
PUR 5/13/09 60 GRUPO TELEVISA SA-SPON 800.00 13,208.08 13,208.08
239875 5/18/09 USD 16.510 1.000 13,208.08 13,208.08
PUR 5/14/09 60 GRUPO TELEVISA SA-SPON 1,300.00 21,894.21 21,894.21
239875 5/19/09 USD 16.842 1.000 21,894.21 21,894.21
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 87
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/14/09 60 GRUPO TELEVISA SA-SPON 400.00 6,736.68 6,736.68
239875 5/19/09 USD 16.842 1.000 6,736.68 6,736.68
PUR 5/14/09 60 GRUPO TELEVISA SA-SPON 400.00 6,736.68 6,736.68
239875 5/19/09 USD 16.842 1.000 6,736.68 6,736.68
PUR 5/14/09 60 GRUPO TELEVISA SA-SPON 200.00 3,368.34 3,368.34
239875 5/19/09 USD 16.842 1.000 3,368.34 3,368.34
PUR 5/15/09 60 FOMENTO ECONOMICO MEXI 900.00 28,101.87 28,101.87
240074 5/20/09 USD 31.224 1.000 28,101.87 28,101.87
PUR 5/15/09 60 FOMENTO ECONOMICO MEXI 500.00 15,612.15 15,612.15
240074 5/20/09 USD 31.224 1.000 15,612.15 15,612.15
PUR 5/15/09 60 GRUPO TELEVISA SA-SPON 3,100.00 52,603.28 52,603.28
239875 5/20/09 USD 16.969 1.000 52,603.28 52,603.28
PUR 5/15/09 60 GRUPO TELEVISA SA-SPON 900.00 15,271.92 15,271.92
239875 5/20/09 USD 16.969 1.000 15,271.92 15,271.92
PUR 5/15/09 60 GRUPO TELEVISA SA-SPON 900.00 15,271.92 15,271.92
239875 5/20/09 USD 16.969 1.000 15,271.92 15,271.92
PUR 5/15/09 60 GRUPO TELEVISA SA-SPON 500.00 8,484.40 8,484.40
239875 5/20/09 USD 16.969 1.000 8,484.40 8,484.40
PUR 5/19/09 60 FOMENTO ECONOMICO MEXI 900.00 29,667.69 29,667.69
240074 5/22/09 USD 32.964 1.000 29,667.69 29,667.69
PUR 5/19/09 60 FOMENTO ECONOMICO MEXI 600.00 19,847.82 19,847.82
240074 5/22/09 USD 33.080 1.000 19,847.82 19,847.82
PUR 5/19/09 60 FOMENTO ECONOMICO MEXI 500.00 16,482.05 16,482.05
240074 5/22/09 USD 32.964 1.000 16,482.05 16,482.05
PUR 5/19/09 60 FOMENTO ECONOMICO MEXI 300.00 9,923.91 9,923.91
240074 5/22/09 USD 33.080 1.000 9,923.91 9,923.91
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 88
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/19/09 60 GRUPO TELEVISA SA-SPON 500.00 8,852.75 8,852.75
239875 5/22/09 USD 17.706 1.000 8,852.75 8,852.75
PUR 5/19/09 60 GRUPO TELEVISA SA-SPON 400.00 7,176.68 7,176.68
239875 5/22/09 USD 17.942 1.000 7,176.68 7,176.68
PUR 5/19/09 60 GRUPO TELEVISA SA-SPON 300.00 5,372.52 5,372.52
239875 5/22/09 USD 17.908 1.000 5,372.52 5,372.52
PUR 5/19/09 60 GRUPO TELEVISA SA-SPON 200.00 3,541.10 3,541.10
239875 5/22/09 USD 17.706 1.000 3,541.10 3,541.10
PUR 5/19/09 60 GRUPO TELEVISA SA-SPON 100.00 1,790.84 1,790.84
239875 5/22/09 USD 17.908 1.000 1,790.84 1,790.84
PUR 5/19/09 60 GRUPO TELEVISA SA-SPON 100.00 1,770.55 1,770.55
239875 5/22/09 USD 17.706 1.000 1,770.55 1,770.55
PUR 5/19/09 60 GRUPO TELEVISA SA-SPON 100.00 1,770.55 1,770.55
239875 5/22/09 USD 17.706 1.000 1,770.55 1,770.55
PUR 5/19/09 60 GRUPO TELEVISA SA-SPON 100.00 1,794.17 1,794.17
239875 5/22/09 USD 17.942 1.000 1,794.17 1,794.17
PUR 5/19/09 60 GRUPO TELEVISA SA-SPON 100.00 1,794.17 1,794.17
239875 5/22/09 USD 17.942 1.000 1,794.17 1,794.17
PUR 5/19/09 60 GRUPO TELEVISA SA-SPON 100.00 1,790.84 1,790.84
239875 5/22/09 USD 17.908 1.000 1,790.84 1,790.84
PUR 5/19/09 60 GRUPO TELEVISA SA-SPON 100.00 1,794.17 1,794.17
239875 5/22/09 USD 17.942 1.000 1,794.17 1,794.17
PUR 5/20/09 60 DESARROLADORA HOMEX AD 100.00 2,426.50 2,426.50
240080 5/26/09 USD 24.265 1.000 2,426.50 2,426.50
PUR 5/20/09 60 FOMENTO ECONOMICO MEXI 1,200.00 39,647.04 39,647.04
240074 5/26/09 USD 33.039 1.000 39,647.04 39,647.04
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 89
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/20/09 60 FOMENTO ECONOMICO MEXI 700.00 23,127.44 23,127.44
240074 5/26/09 USD 33.039 1.000 23,127.44 23,127.44
PUR 5/20/09 60 GRUPO TELEVISA SA-SPON 3,700.00 65,839.28 65,839.28
239875 5/26/09 USD 17.794 1.000 65,839.28 65,839.28
PUR 5/20/09 60 GRUPO TELEVISA SA-SPON 2,000.00 35,692.40 35,692.40
239875 5/26/09 USD 17.846 1.000 35,692.40 35,692.40
PUR 5/20/09 60 GRUPO TELEVISA SA-SPON 1,100.00 19,573.84 19,573.84
239875 5/26/09 USD 17.794 1.000 19,573.84 19,573.84
PUR 5/20/09 60 GRUPO TELEVISA SA-SPON 1,000.00 17,794.40 17,794.40
239875 5/26/09 USD 17.794 1.000 17,794.40 17,794.40
PUR 5/20/09 60 GRUPO TELEVISA SA-SPON 600.00 10,707.72 10,707.72
239875 5/26/09 USD 17.846 1.000 10,707.72 10,707.72
PUR 5/20/09 60 GRUPO TELEVISA SA-SPON 600.00 10,676.64 10,676.64
239875 5/26/09 USD 17.794 1.000 10,676.64 10,676.64
PUR 5/20/09 60 GRUPO TELEVISA SA-SPON 500.00 8,923.10 8,923.10
239875 5/26/09 USD 17.846 1.000 8,923.10 8,923.10
PUR 5/20/09 60 GRUPO TELEVISA SA-SPON 300.00 5,353.86 5,353.86
239875 5/26/09 USD 17.846 1.000 5,353.86 5,353.86
PUR 5/21/09 60 DESARROLADORA HOMEX AD 100.00 2,332.03 2,332.03
240080 5/27/09 USD 23.320 1.000 2,332.03 2,332.03
PUR 5/21/09 60 FOMENTO ECONOMICO MEXI 100.00 3,184.00 3,184.00
240074 5/27/09 USD 31.840 1.000 3,184.00 3,184.00
PUR 5/21/09 60 FOMENTO ECONOMICO MEXI 200.00 6,368.00 6,368.00
240074 5/27/09 USD 31.840 1.000 6,368.00 6,368.00
PUR 5/21/09 60 GRUPO TELEVISA SA-SPON 2,600.00 44,748.60 44,748.60
239875 5/27/09 USD 17.211 1.000 44,748.60 44,748.60
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: 90
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/21/09 60 GRUPO TELEVISA SA-SPON 700.00 12,047.70 12,047.70
239875 5/27/09 USD 17.211 1.000 12,047.70 12,047.70
PUR 5/21/09 60 GRUPO TELEVISA SA-SPON 700.00 12,047.70 12,047.70
239875 5/27/09 USD 17.211 1.000 12,047.70 12,047.70
PUR 5/21/09 60 GRUPO TELEVISA SA-SPON 400.00 6,884.40 6,884.40
239875 5/27/09 USD 17.211 1.000 6,884.40 6,884.40
PUR 5/22/09 60 GRUPO TELEVISA SA-SPON 700.00 12,209.33 12,209.33
239875 5/28/09 USD 17.442 1.000 12,209.33 12,209.33
PUR 5/22/09 60 GRUPO TELEVISA SA-SPON 200.00 3,488.38 3,488.38
239875 5/28/09 USD 17.442 1.000 3,488.38 3,488.38
PUR 5/22/09 60 GRUPO TELEVISA SA-SPON 200.00 3,488.38 3,488.38
239875 5/28/09 USD 17.442 1.000 3,488.38 3,488.38
PUR 5/22/09 60 GRUPO TELEVISA SA-SPON 100.00 1,744.19 1,744.19
239875 5/28/09 USD 17.442 1.000 1,744.19 1,744.19
PUR 5/26/09 60 GRUPO TELEVISA SA-SPON 1,300.00 22,837.75 22,837.75
239875 5/29/09 USD 17.568 1.000 22,837.75 22,837.75
PUR 5/26/09 60 GRUPO TELEVISA SA-SPON 400.00 7,027.00 7,027.00
239875 5/29/09 USD 17.568 1.000 7,027.00 7,027.00
PUR 5/26/09 60 GRUPO TELEVISA SA-SPON 400.00 7,027.00 7,027.00
239875 5/29/09 USD 17.568 1.000 7,027.00 7,027.00
PUR 5/26/09 60 GRUPO TELEVISA SA-SPON 200.00 3,513.50 3,513.50
239875 5/29/09 USD 17.568 1.000 3,513.50 3,513.50
---------------- --------- ---------------- ------------ ---------------- --------------
79,500.00 1,580,892.48 1,580,892.48
1,580,892.48 1,580,892.48
90 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: 91
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 4/28/09 60 BRITISH AMERICAN TOBAC 11,200.00 305.43 505,107.20 505,107.20
239832 5/04/09 MYR 211681 45.000 3.625 139,339.92 139,339.92
PUR 4/28/09 60 PLUS EXPRESSWAYS B MYR 29,500.00 99.87 95,372.68 95,372.68
239831 5/04/09 MYR 211678 3.221 3.625 26,309.70 26,309.70
PUR 4/29/09 60 PLUS EXPRESSWAYS B MYR 42,000.00 143.69 135,918.93 135,918.93
239831 5/05/09 MYR 211727 3.224 3.585 37,913.23 37,913.23
PUR 4/30/09 60 PLUS EXPRESSWAYS B MYR 31,500.00 111.39 104,440.82 104,440.82
239831 5/06/09 MYR 211786 3.303 3.558 29,353.80 29,353.80
PUR 5/04/09 60 PLUS EXPRESSWAYS B MYR 21,000.00 75.33 70,202.13 70,202.13
239831 5/07/09 MYR 211879 3.330 3.529 19,892.92 19,892.92
PUR 5/05/09 60 PLUS EXPRESSWAYS B MYR 30,500.00 70.42 99,195.70 99,195.70
239831 5/08/09 MYR 211914 3.244 3.508 28,277.00 28,277.00
PUR 5/05/09 60 PLUS EXPRESSWAYS B MYR 30,500.00 107.10 99,195.70 99,195.70
239831 5/08/09 MYR 211914 3.240 3.508 28,277.00 28,277.00
PUR 5/06/09 60 PLUS EXPRESSWAYS B MYR 15,000.00 38.91 47,772.89 47,772.89
239831 5/11/09 MYR 211977 3.176 3.531 13,529.56 13,529.56
PUR 5/07/09 60 PLUS EXPRESSWAYS B MYR 73,000.00 172.62 233,850.27 233,850.27
239831 5/12/09 MYR 212030 3.195 3.522 66,397.01 66,397.01
PUR 5/08/09 60 PLUS EXPRESSWAYS B MYR 27,000.00 67.72 85,536.42 85,536.42
239831 5/13/09 MYR 212096 3.159 3.515 24,334.69 24,334.69
PUR 5/11/09 60 PLUS EXPRESSWAYS B MYR 15,000.00 51.89 48,159.84 48,159.84
239831 5/14/09 MYR 212158 3.199 3.514 13,705.13 13,705.13
PUR 5/12/09 60 PLUS EXPRESSWAYS B MYR 17,500.00 61.05 56,389.30 56,389.30
239831 5/15/09 MYR 212232 3.210 3.510 16,065.33 16,065.33
PUR 5/13/09 60 PLUS EXPRESSWAYS B MYR 57,000.00 196.23 182,664.03 182,664.03
239831 5/18/09 MYR 212281 3.193 3.524 51,834.29 51,834.29
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 92
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/14/09 60 PLUS EXPRESSWAYS B MYR 1,000.00 3.62 3,172.85 3,172.85
239831 5/19/09 MYR 212338 3.160 3.545 895.02 895.02
PUR 5/15/09 60 PLUS EXPRESSWAYS B MYR 23,500.00 80.24 75,139.15 75,139.15
239831 5/20/09 MYR 212402 3.185 3.547 21,183.86 21,183.86
PUR 5/18/09 60 PLUS EXPRESSWAYS B MYR 17,500.00 59.71 55,960.10 55,960.10
239831 5/21/09 MYR 212450 3.186 3.552 15,754.53 15,754.53
PUR 5/19/09 60 PLUS EXPRESSWAYS B MYR 3,000.00 9.69 9,715.50 9,715.50
239831 5/22/09 MYR 212503 3.227 3.528 2,753.83 2,753.83
PUR 5/20/09 60 BRITISH AMERICAN TOBAC 500.00 17.56 21,155.81 21,155.81
239832 5/25/09 MYR 212548 42.188 3.535 5,984.67 5,984.67
PUR 5/20/09 60 PLUS EXPRESSWAYS B MYR 9,000.00 29.44 29,731.17 29,731.17
239831 5/25/09 MYR 212547 3.292 3.535 8,410.51 8,410.51
PUR 5/21/09 60 BRITISH AMERICAN TOBAC 700.00 29.36 29,521.68 29,521.68
239832 5/26/09 MYR 212611 42.026 3.527 8,370.20 8,370.20
PUR 5/21/09 60 PLUS EXPRESSWAYS B MYR 9,500.00 31.43 31,660.37 31,660.37
239831 5/26/09 MYR 212612 3.321 3.527 8,976.57 8,976.57
PUR 5/21/09 60 PLUS EXPRESSWAYS B MYR 16,000.00 57.48 53,319.53 53,319.53
239831 5/26/09 MYR 212611 3.320 3.527 15,117.53 15,117.53
PUR 5/22/09 60 BRITISH AMERICAN TOBAC 500.00 23.23 21,160.28 21,160.28
239832 5/27/09 MYR 212648 42.159 3.488 6,066.59 6,066.59
PUR 5/22/09 60 BRITISH AMERICAN TOBAC 400.00 16.92 16,859.00 16,859.00
239832 5/27/09 MYR 212645 42.000 3.488 4,833.43 4,833.43
PUR 5/22/09 60 PLUS EXPRESSWAYS B MYR 10,500.00 38.00 34,970.50 34,970.50
239831 5/27/09 MYR 212646 3.318 3.488 10,025.95 10,025.95
PUR 5/26/09 60 BRITISH AMERICAN TOBAC 100.00 4.48 4,305.38 4,305.38
239832 5/29/09 MYR 212703 42.897 3.510 1,226.60 1,226.60
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: 93
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/26/09 60 PLUS EXPRESSWAYS B MYR 11,000.00 39.48 36,417.69 36,417.69
239831 5/29/09 MYR 212702 3.298 3.510 10,375.41 10,375.41
---------------- --------- ---------------- ------------ ---------------- --------------
503,900.00 1,942.29 2,186,894.92 2,186,894.92
615,204.28 615,204.28
27 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)
PUR 5/20/09 60 PAKISTAN PETROLEUM LTD 4,200.00 37.20 719,382.61 719,382.61
241890 5/22/09 PKR 212550 170.565 80.880 8,894.44 8,894.44
PUR 5/21/09 60 PAKISTAN PETROLEUM LTD 1,400.00 12.32 237,495.31 237,495.31
241890 5/25/09 PKR 212608 168.930 80.650 2,944.77 2,944.77
PUR 5/21/09 60 PAKISTAN PETROLEUM LTD 3,700.00 32.17 620,272.25 620,272.25
241890 5/25/09 PKR 212607 166.940 80.650 7,690.91 7,690.91
PUR 5/22/09 60 PAKISTAN PETROLEUM LTD 5,100.00 46.43 891,895.29 891,895.29
241890 5/26/09 PKR 212647 174.150 80.350 11,100.13 11,100.13
PUR 5/26/09 60 PAKISTAN PETROLEUM LTD 7,600.00 69.76 1,344,042.93 1,344,042.93
241890 5/28/09 PKR 212702 176.108 80.580 16,679.61 16,679.61
PUR 5/27/09 60 PAKISTAN PETROLEUM LTD 3,800.00 35.00 674,078.27 674,078.27
241890 5/29/09 PKR 212767 176.647 80.550 8,368.45 8,368.45
---------------- --------- ---------------- ------------ ---------------- --------------
25,800.00 232.88 4,487,166.66 4,487,166.66
55,678.31 55,678.31
6 TRANSACTIONS IN COUNTRY: PAKISTAN (8950)
PUR 4/30/09 60 DELEK AUTOMOTIVE SYSTE 28,100.00 327.47 909,571.17 909,571.17
240256 5/04/09 ILS 211789 32.321 4.160 218,641.66 218,641.66
PUR 4/30/09 60 ISRAEL CHEMICALS LIMIT 50,000.00 645.42 1,792,685.00 1,792,685.00
239829 5/04/09 ILS 211789 35.800 4.160 430,923.54 430,923.54
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 94
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/05/09 60 CELLCOM ISRAEL LTD ILS 300.00 6,715.74 6,715.74
247007 5/08/09 USD 22.386 1.000 6,715.74 6,715.74
PUR 5/05/09 60 CELLCOM ISRAEL LTD ILS 1,400.00 31,374.28 31,374.28
247007 5/08/09 USD 22.410 1.000 31,374.28 31,374.28
PUR 5/06/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,239.05 2,239.05
247007 5/11/09 USD 22.391 1.000 2,239.05 2,239.05
PUR 5/07/09 60 CELLCOM ISRAEL LTD ILS 1,500.00 33,823.35 33,823.35
247007 5/12/09 USD 22.549 1.000 33,823.35 33,823.35
PUR 5/08/09 60 CELLCOM ISRAEL LTD ILS 500.00 11,371.45 11,371.45
247007 5/13/09 USD 22.743 1.000 11,371.45 11,371.45
PUR 5/11/09 60 CELLCOM ISRAEL LTD ILS 200.00 4,542.14 4,542.14
247007 5/14/09 USD 22.711 1.000 4,542.14 4,542.14
PUR 5/12/09 60 CELLCOM ISRAEL LTD ILS 300.00 6,731.73 6,731.73
247007 5/15/09 USD 22.439 1.000 6,731.73 6,731.73
PUR 5/12/09 60 CELLCOM ISRAEL LTD ILS 600.00 13,500.72 13,500.72
247007 5/15/09 USD 22.501 1.000 13,500.72 13,500.72
PUR 5/13/09 60 CELLCOM ISRAEL LTD ILS 200.00 4,501.90 4,501.90
247007 5/18/09 USD 22.510 1.000 4,501.90 4,501.90
PUR 5/14/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,247.40 2,247.40
247007 5/19/09 USD 22.474 1.000 2,247.40 2,247.40
PUR 5/15/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,252.54 2,252.54
247007 5/20/09 USD 22.525 1.000 2,252.54 2,252.54
PUR 5/19/09 60 CELLCOM ISRAEL LTD ILS 800.00 19,035.68 19,035.68
247007 5/22/09 USD 23.795 1.000 19,035.68 19,035.68
PUR 5/19/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,379.46 2,379.46
247007 5/22/09 USD 23.795 1.000 2,379.46 2,379.46
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 95
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/20/09 60 CELLCOM ISRAEL LTD ILS 1,400.00 35,473.62 35,473.62
247007 5/26/09 USD 25.338 1.000 35,473.62 35,473.62
PUR 5/20/09 60 CELLCOM ISRAEL LTD ILS 900.00 22,811.13 22,811.13
247007 5/26/09 USD 25.346 1.000 22,811.13 22,811.13
PUR 5/20/09 60 CELLCOM ISRAEL LTD ILS 200.00 5,067.66 5,067.66
247007 5/26/09 USD 25.338 1.000 5,067.66 5,067.66
PUR 5/20/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,534.57 2,534.57
247007 5/26/09 USD 25.346 1.000 2,534.57 2,534.57
PUR 5/21/09 60 CELLCOM ISRAEL LTD ILS 500.00 13,042.10 13,042.10
247007 5/27/09 USD 26.084 1.000 13,042.10 13,042.10
PUR 5/21/09 60 CELLCOM ISRAEL LTD ILS 3,400.00 88,686.28 88,686.28
247007 5/27/09 USD 26.084 1.000 88,686.28 88,686.28
PUR 5/21/09 60 CELLCOM ISRAEL LTD ILS 100.00 2,519.35 2,519.35
247007 5/27/09 USD 25.194 1.000 2,519.35 2,519.35
PUR 5/21/09 60 CELLCOM ISRAEL LTD ILS 1,000.00 25,193.50 25,193.50
247007 5/27/09 USD 25.194 1.000 25,193.50 25,193.50
---------------- --------- ---------------- ------------ ---------------- --------------
91,900.00 972.89 3,038,299.82 3,038,299.82
985,608.85 985,608.85
23 TRANSACTIONS IN COUNTRY: ISRAEL (9600)
---------------- --------- ---------------- ------------ ---------------- --------------
2,974,632.00 33,438.114,973,709,833.37 4,973,709,833.37
14,348,432.03 14,348,432.03
334 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
2,974,632.00 33,438.114,973,709,833.37 4,973,709,833.37
14,348,432.03 14,348,432.03
334 "PUR " TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 96
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/06/09 60 ORIFLAME COSMETICS SA- 13,200.00 876.38 4,335,220.25 4,393,919.46 -58,699.21
239833 5/11/09 SEK 211987 328.952 7.927 546,858.44 654,886.19 -108,027.75
SALE 5/06/09 60 ORIFLAME COSMETICS SA- 3,900.00 261.45 1,293,339.64 1,298,203.48 -4,863.84
239833 5/11/09 SEK 211988 332.157 7.927 163,145.97 193,489.10 -30,343.13
SALE 5/07/09 60 ORIFLAME COSMETICS SA- 14,000.00 421.74 4,703,543.02 4,660,217.60 43,325.42
239833 5/12/09 SEK 212042 336.203 7.812 602,068.92 694,576.26 -92,507.34
SALE 5/08/09 60 ORIFLAME COSMETICS SA- 400.00 26.95 130,622.47 133,149.07 -2,526.60
239833 5/13/09 SEK 212111 327.080 7.766 16,819.35 19,845.04 -3,025.69
SALE 5/12/09 60 ORIFLAME COSMETICS SA- 2,900.00 82.59 920,105.47 965,330.79 -45,225.32
239833 5/15/09 SEK 212222 317.500 7.804 117,895.73 143,876.51 -25,980.78
SALE 5/12/09 60 ORIFLAME COSMETICS SA- 2,800.00 183.38 892,712.41 932,043.52 -39,331.11
239833 5/15/09 SEK 212224 319.337 7.804 114,385.78 138,915.25 -24,529.47
SALE 5/13/09 60 ORIFLAME COSMETICS SA- 1,800.00 117.61 577,766.89 599,170.83 -21,403.94
239833 5/18/09 SEK 212295 321.496 7.873 73,388.66 89,302.66 -15,914.00
SALE 5/14/09 60 ORIFLAME COSMETICS SA- 500.00 32.22 158,574.82 166,436.34 -7,861.52
239833 5/19/09 SEK 212353 317.658 7.890 20,099.22 24,806.29 -4,707.07
SALE 5/15/09 60 ORIFLAME COSMETICS SA- 3,500.00 230.34 1,121,616.09 1,165,054.40 -43,438.31
239833 5/20/09 SEK 212415 320.975 7.799 143,813.53 173,644.06 -29,830.53
SALE 5/18/09 60 ORIFLAME COSMETICS SA- 5,700.00 374.09 1,825,577.40 1,897,374.31 -71,796.91
239833 5/22/09 SEK 212462 320.790 7.820 233,434.87 282,791.76 -49,356.89
SALE 5/19/09 60 ORIFLAME COSMETICS SA- 8,900.00 599.74 2,872,535.18 2,962,566.91 -90,031.73
239833 5/25/09 SEK 212513 323.274 7.676 374,237.55 441,552.05 -67,314.50
SALE 5/20/09 60 ORIFLAME COSMETICS SA- 7,400.00 497.85 2,340,227.76 2,463,257.88 -123,030.12
239833 5/26/09 SEK 212549 316.754 7.536 310,535.66 367,133.17 -56,597.51
---------------- --------- ---------------- ------------ ---------------- --------------
65,000.00 3,704.34 21,171,841.40 21,636,724.59 -464,883.19
2,716,683.68 3,224,818.34 -508,134.66
12 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 97
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/06/09 60 TURKCELL ILETISIM HIZM 217,182.00 2,776.27 1,735,257.08 2,126,766.78 -391,509.70
239834 5/08/09 TRY 211984 8.010 1.566 1,107,728.75 1,687,138.66 -579,409.91
SALE 5/06/09 60 TURKCELL ILETISIM HIZM 99,414.00 1,269.25 793,323.72 973,517.11 -180,193.39
239834 5/08/09 TRY 211985 8.000 1.566 506,430.72 772,279.48 -265,848.76
SALE 5/07/09 60 TURKCELL ILETISIM HIZM 137,650.00 1,782.03 1,106,081.21 1,347,945.26 -241,864.05
239834 5/11/09 TRY 212040 8.056 1.556 711,031.89 1,069,308.86 -358,276.97
SALE 5/11/09 60 TURKCELL ILETISIM HIZM 30,589.00 393.12 244,100.22 299,544.48 -55,444.26
239834 5/13/09 TRY 212168 8.000 1.556 156,856.59 237,625.05 -80,768.46
SALE 5/11/09 60 TURKCELL ILETISIM HIZM 30,589.00 393.12 244,100.22 299,544.48 -55,444.26
239834 5/13/09 TRY 212166 8.000 1.556 156,856.59 237,625.05 -80,768.46
SALE 5/12/09 60 FORD OTOMOTIV SAN TRY 84,325.00 1,021.30 636,096.70 774,603.44 -138,506.74
239836 5/14/09 TRY 212224 7.562 1.561 407,493.08 611,380.96 -203,887.88
SALE 5/12/09 60 TURKCELL ILETISIM HIZM 91,767.00 1,175.75 732,300.66 898,633.44 -166,332.78
239834 5/14/09 TRY 212219 8.000 1.561 469,122.78 712,875.16 -243,752.38
SALE 5/12/09 60 TURKCELL ILETISIM HIZM 168,239.00 2,176.35 1,355,519.58 1,647,489.74 -291,970.16
239834 5/14/09 TRY 212219 8.077 1.561 868,366.16 1,306,933.91 -438,567.75
SALE 5/13/09 60 TURKCELL ILETISIM HIZM 39,320.00 509.51 319,111.67 385,043.28 -65,931.61
239834 5/15/09 TRY 212290 8.136 1.570 203,294.69 305,450.23 -102,155.54
---------------- --------- ---------------- ------------ ---------------- --------------
899,075.00 11,496.70 7,165,891.06 8,753,088.01 -1,587,196.95
4,587,181.25 6,940,617.36 -2,353,436.11
9 TRANSACTIONS IN COUNTRY: TURKEY (3400)
SALE 5/13/09 60 SHOUGANG CONCORD INTER 2,866,000.00 1,453.19 3,633,430.11 4,492,813.42 -859,383.31
241650 5/15/09 HKD 212281 1.272 7.750 468,835.74 576,847.27 -108,011.53
SALE 5/14/09 60 SHOUGANG CONCORD INTER 524,000.00 259.08 647,752.22 821,435.53 -173,683.31
241650 5/18/09 HKD 212337 1.240 7.750 83,583.09 105,466.84 -21,883.75
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 98
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/15/09 60 SHOUGANG CONCORD INTER 582,000.00 295.00 737,668.32 912,357.79 -174,689.47
241650 5/19/09 HKD 212401 1.271 7.751 95,171.96 117,140.65 -21,968.69
SALE 5/18/09 60 SHOUGANG CONCORD INTER 668,000.00 330.11 825,627.28 1,047,173.54 -221,546.26
241650 5/20/09 HKD 212449 1.240 7.752 106,499.57 134,450.10 -27,950.53
---------------- --------- ---------------- ------------ ---------------- --------------
4,640,000.00 2,337.38 5,844,477.93 7,273,780.28 -1,429,302.35
754,090.36 933,904.86 -179,814.50
4 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 5/06/09 60 KB FINANCIAL GROUP 31,780.00 6,344.551,464,872,038.00 1,647,750,568.17 -182878530.17
243109 5/08/09 KRW 211976 46349.0 1276.90 1,147,209.68 1,574,654.94 -427,445.26
SALE 5/07/09 60 KB FINANCIAL GROUP 14,430.00 2,958.35 675,019,127.00 748,176,233.44 -73,157,106.44
243109 5/11/09 KRW 212025 47037.5 1261.90 534,922.84 714,986.49 -180,063.65
SALE 5/08/09 60 KB FINANCIAL GROUP 12,480.00 2,502.33 564,180,956.00 647,071,337.02 -82,890,381.02
243109 5/12/09 KRW 212093 45456.8 1246.90 452,466.88 618,366.70 -165,899.82
SALE 5/11/09 60 KB FINANCIAL GROUP 11,010.00 2,249.99 503,543,967.00 570,853,799.73 -67,309,832.73
243109 5/13/09 KRW 212156 45988.0 1237.70 406,838.46 545,530.23 -138,691.77
SALE 5/12/09 60 KB FINANCIAL GROUP 11,420.00 2,218.23 498,322,453.00 592,111,752.31 -93,789,299.31
243109 5/14/09 KRW 212208 43877.2 1242.40 401,096.63 565,845.17 -164,748.54
SALE 5/13/09 60 KB FINANCIAL GROUP 10,450.00 2,061.94 463,732,619.00 541,818,547.43 -78,085,928.43
243109 5/15/09 KRW 212279 44621.7 1243.80 372,835.36 517,783.01 -144,947.65
SALE 5/14/09 60 KB FINANCIAL GROUP 5,790.00 1,082.10 247,888,373.00 300,203,769.34 -52,315,396.34
243109 5/18/09 KRW 212335 43049.9 1266.90 195,665.30 286,886.47 -91,221.17
SALE 5/15/09 60 KB FINANCIAL GROUP 6,278.00 1,220.18 277,199,504.00 325,505,917.78 -48,306,413.78
243109 5/19/09 KRW 212400 44398.3 1256.40 220,629.98 311,066.20 -90,436.22
SALE 5/19/09 60 HITE BREWERY 161.00 124.64 28,146,578.00 30,958,578.66 -2,812,000.66
242505 5/21/09 KRW 212500 175790. 1248.90 22,537.10 28,606.33 -6,069.23
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 99
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/20/09 60 HITE BREWERY 104.00 64.40 17,822,219.00 19,998,088.08 -2,175,869.08
242505 5/22/09 KRW 212545 172142. 1250.90 14,247.52 18,478.62 -4,231.10
SALE 5/21/09 60 HITE BREWERY 63.00 32.02 10,481,420.00 12,114,226.43 -1,632,806.43
242505 5/25/09 KRW 212607 167006. 1248.29 8,396.56 11,193.78 -2,797.22
SALE 5/21/09 60 HITE BREWERY 78.00 39.36 12,880,977.00 14,998,566.06 -2,117,589.06
242505 5/25/09 KRW 212604 165770. 1248.29 10,318.82 13,858.96 -3,540.14
SALE 5/21/09 60 HITE BREWERY 157.00 94.52 26,101,015.00 30,189,421.43 -4,088,406.43
242505 5/25/09 KRW 212608 167000. 1248.30 20,909.25 27,895.61 -6,986.36
SALE 5/22/09 60 HITE BREWERY 100.00 72.35 16,318,336.00 19,228,930.84 -2,910,594.84
242505 5/26/09 KRW 212644 164085. 1247.40 13,081.88 17,767.90 -4,686.02
SALE 5/26/09 60 HITE BREWERY 100.00 68.57 15,653,477.00 19,228,930.84 -3,575,453.84
242505 5/28/09 KRW 212697 157400. 1262.50 12,398.79 17,767.90 -5,369.11
SALE 5/27/09 60 HITE BREWERY 100.00 55.22 15,504,130.00 19,228,930.84 -3,724,800.84
242505 5/29/09 KRW 212760 155742. 1269.30 12,214.71 17,767.90 -5,553.19
---------------- --------- ---------------- ------------ ---------------- --------------
104,501.00 21,188.754,837,667,189.00 5,539,437,598.40 -701770409.40
3,845,769.76 5,288,456.21 -1,442,686.45
16 TRANSACTIONS IN COUNTRY: KOREA (4500)
SALE 4/28/09 60 UNITED TRACTORS TBK PT 8,500.00 32.50 63,067,217.00 55,831,788.62 7,235,428.38
242799 5/01/09 IDR 211678 7461.00 10809.9 5,834.16 5,687.73 146.43
SALE 4/29/09 60 UNITED TRACTORS TBK PT 4,500.00 17.86 34,894,326.00 29,558,005.74 5,336,320.26
242799 5/04/09 IDR 211728 7797.17 10805.0 3,229.46 3,011.15 218.31
SALE 4/29/09 60 UNITED TRACTORS TBK PT 217,500.00 845.261,672,821,673.00 1,428,636,944.02 244,184,728.98
242799 5/04/09 IDR 211729 7733.12 10805.0 154,819.22 145,538.91 9,280.31
SALE 4/29/09 60 UNITED TRACTORS TBK PT 108,500.00 432.33 838,521,546.00 712,676,360.58 125,845,185.42
242799 5/04/09 IDR 211729 7771.36 10804.9 77,604.96 72,602.17 5,002.79
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 100
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/04/09 60 UNITED TRACTORS TBK PT 176,500.00 868.651,668,995,566.00 1,159,330,669.51 509,664,896.49
242799 5/07/09 IDR 211882 9507.69 10490.0 159,103.49 118,103.99 40,999.50
SALE 5/04/09 60 UNITED TRACTORS TBK PT 13,500.00 67.24 127,544,625.00 88,674,017.21 38,870,607.79
242799 5/07/09 IDR 211883 9500.00 10489.9 12,158.69 9,033.45 3,125.24
SALE 5/04/09 60 UNITED TRACTORS TBK PT 27,000.00 136.03 256,153,007.00 177,348,034.43 78,804,972.57
242799 5/07/09 IDR 211879 9540.00 10490.0 24,418.78 18,066.90 6,351.88
SALE 5/05/09 60 P T TELEKOMUNIKASI IND 1,100.00 31,996.63 34,718.94 -2,722.31
240078 5/08/09 USD 29.088 1.000 31,996.63 34,718.94 -2,722.31
SALE 5/05/09 60 UNITED TRACTORS TBK PT 5,500.00 27.94 52,165,645.00 36,126,451.46 16,039,193.54
242799 5/08/09 IDR 211915 9537.50 10399.9 5,015.93 3,680.29 1,335.64
SALE 5/06/09 60 ASTRA INTERNATIONAL TB 76,500.00 806.321,443,692,626.00 1,459,362,276.48 -15,669,650.48
240055 5/11/09 IDR 211978 18981.4 10400.0 138,816.60 153,997.97 -15,181.37
SALE 5/06/09 60 ASTRA INTERNATIONAL TB 75,500.00 763.201,427,379,434.00 1,440,285,645.41 -12,906,211.41
240055 5/11/09 IDR 211979 19010.8 10400.0 137,248.02 151,984.92 -14,736.90
SALE 5/06/09 60 BANK MANDIRI 161,000.00 235.57 439,781,041.00 381,737,793.77 58,043,247.23
240057 5/11/09 IDR 211978 2746.77 10400.0 42,286.64 39,367.93 2,918.71
SALE 5/06/09 60 BANK MANDIRI 220,500.00 315.76 601,484,172.00 522,814,804.52 78,669,367.48
240057 5/11/09 IDR 211979 2742.71 10399.9 57,835.02 53,916.95 3,918.07
SALE 5/06/09 60 P T TELEKOMUNIKASI IND 9,300.00 278,282.97 293,532.82 -15,249.85
240078 5/11/09 USD 29.923 1.000 278,282.97 293,532.82 -15,249.85
SALE 5/06/09 60 P T TELEKOMUNIKASI IND 700.00 20,678.09 22,093.87 -1,415.78
240078 5/11/09 USD 29.540 1.000 20,678.09 22,093.87 -1,415.78
SALE 5/06/09 60 P T TELEKOMUNIKASI IND 2,700.00 80,678.78 85,219.20 -4,540.42
240078 5/11/09 USD 29.881 1.000 80,678.78 85,219.20 -4,540.42
SALE 5/07/09 60 ASTRA INTERNATIONAL TB 89,000.00 944.571,685,530,561.00 1,697,820,164.79 -12,289,603.79
240055 5/12/09 IDR 212030 19048.5 10365.0 162,617.52 179,161.03 -16,543.51
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: 101
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/07/09 60 BANK MANDIRI 178,500.00 244.50 501,295,534.00 423,231,032.23 78,064,501.77
240057 5/12/09 IDR 212045 2822.57 10365.0 48,364.26 43,647.06 4,717.20
SALE 5/07/09 60 BANK MANDIRI 82,500.00 127.04 233,395,763.00 195,610,981.28 37,784,781.72
240057 5/12/09 IDR 212030 2845.00 10365.0 22,517.68 20,173.01 2,344.67
SALE 5/07/09 60 BANK MANDIRI 192,500.00 288.82 540,322,449.00 456,425,622.99 83,896,826.01
240057 5/12/09 IDR 212034 2822.42 10365.0 52,129.52 47,070.36 5,059.16
SALE 5/07/09 60 BANK MANDIRI 1,080,500.00 3,032,497,619.00 2,561,911,094.25 470,586,524.75
240057 5/12/09 IDR 212039 2806.56 10365.0 292,570.92 264,205.30 28,365.62
SALE 5/07/09 60 P T TELEKOMUNIKASI IND 5,400.00 220.17 161,650.23 170,438.41 -8,788.18
240078 5/12/09 USD 212072 29.976 1.000 161,650.23 170,438.41 -8,788.18
SALE 5/07/09 60 P T TELEKOMUNIKASI IND 4,500.00 135,159.42 142,032.01 -6,872.59
240078 5/12/09 USD 30.035 1.000 135,159.42 142,032.01 -6,872.59
SALE 5/07/09 60 UNITED TRACTORS TBK PT 3,500.00 17.77 33,065,795.00 22,989,560.02 10,076,234.98
242799 5/12/09 IDR 212043 9500.00 10364.9 3,190.14 2,342.01 848.13
SALE 5/07/09 60 UNITED TRACTORS TBK PT 15,000.00 76.53 142,387,549.00 98,526,685.79 43,860,863.21
242799 5/12/09 IDR 212035 9545.38 10365.0 13,737.34 10,037.17 3,700.17
SALE 5/08/09 60 ASTRA INTERNATIONAL TB 29,000.00 316.32 564,721,660.00 553,222,300.89 11,499,359.11
240055 5/13/09 IDR 212095 19586.2 10370.0 54,457.25 58,378.31 -3,921.06
SALE 5/08/09 60 BANK MANDIRI 445,500.00 658.271,250,313,652.00 1,056,299,298.92 194,014,353.08
240057 5/13/09 IDR 212099 2821.86 10370.0 120,570.27 108,934.25 11,636.02
SALE 5/08/09 60 BANK MANDIRI 360,000.00 565.841,010,202,745.00 853,575,191.05 156,627,553.95
240057 5/13/09 IDR 212097 2822.41 10370.0 97,415.89 88,027.68 9,388.21
SALE 5/08/09 60 P T TELEKOMUNIKASI IND 5,500.00 4.10 159,221.45 173,594.68 -14,373.23
240078 5/13/09 USD 28.950 1.000 159,221.45 173,594.68 -14,373.23
SALE 5/08/09 60 P T TELEKOMUNIKASI IND 900.00 26,596.11 28,406.40 -1,810.29
240078 5/13/09 USD 29.551 1.000 26,596.11 28,406.40 -1,810.29
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 102
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/08/09 60 P T TELEKOMUNIKASI IND 1,800.00 53,307.42 56,812.80 -3,505.38
240078 5/13/09 USD 29.615 1.000 53,307.42 56,812.80 -3,505.38
SALE 5/08/09 60 P T TELEKOMUNIKASI IND 6,300.00 182,685.22 198,844.81 -16,159.59
240078 5/13/09 USD 28.998 1.000 182,685.22 198,844.81 -16,159.59
SALE 5/08/09 60 UNITED TRACTORS TBK PT 21,500.00 109.33 203,506,083.00 141,221,582.97 62,284,500.03
242799 5/13/09 IDR 212096 9518.12 10370.0 19,624.50 14,386.61 5,237.89
SALE 5/11/09 60 BANK MANDIRI 652,500.00 961.441,817,346,177.00 1,547,105,033.78 270,241,143.22
240057 5/14/09 IDR 212159 2800.41 10320.0 176,099.44 159,550.17 16,549.27
SALE 5/11/09 60 BANK MANDIRI 110,000.00 173.38 308,045,296.00 260,814,641.71 47,230,654.29
240057 5/14/09 IDR 212159 2816.67 10320.0 29,849.35 26,897.35 2,952.00
SALE 5/11/09 60 P T TELEKOMUNIKASI IND 5,400.00 154,929.78 170,438.41 -15,508.63
240078 5/14/09 USD 28.691 1.000 154,929.78 170,438.41 -15,508.63
SALE 5/11/09 60 P T TELEKOMUNIKASI IND 3,600.00 103,675.54 113,625.61 -9,950.07
240078 5/14/09 USD 28.799 1.000 103,675.54 113,625.61 -9,950.07
SALE 5/11/09 60 UNITED TRACTORS TBK PT 3,500.00 18.01 33,365,646.00 22,989,560.02 10,376,085.98
242799 5/14/09 IDR 212158 9586.14 10319.9 3,233.11 2,342.01 891.10
SALE 5/12/09 60 P T TELEKOMUNIKASI IND 4,500.00 128,293.65 142,032.01 -13,738.36
240078 5/15/09 USD 28.510 1.000 128,293.65 142,032.01 -13,738.36
SALE 5/12/09 60 P T TELEKOMUNIKASI IND 1,400.00 40,114.98 44,187.74 -4,072.76
240078 5/15/09 USD 28.654 1.000 40,114.98 44,187.74 -4,072.76
SALE 5/12/09 60 P T TELEKOMUNIKASI IND 1,800.00 51,254.22 56,812.80 -5,558.58
240078 5/15/09 USD 28.475 1.000 51,254.22 56,812.80 -5,558.58
SALE 5/13/09 60 ASTRA INTERNATIONAL TB 2,000.00 21.80 38,774,775.00 38,153,262.13 621,512.87
240055 5/18/09 IDR 212282 19500.0 10329.9 3,753.61 4,026.09 -272.48
SALE 5/13/09 60 BANK MANDIRI 261,000.00 370.31 700,645,928.00 618,842,013.51 81,803,914.49
240057 5/18/09 IDR 212291 2699.12 10330.0 67,826.32 63,820.07 4,006.25
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: 103
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/13/09 60 BANK MANDIRI 311,000.00 448.08 835,413,685.00 737,394,123.38 98,019,561.62
240057 5/18/09 IDR 212282 2701.10 10330.0 80,872.57 76,046.13 4,826.44
SALE 5/13/09 60 P T TELEKOMUNIKASI IND 400.00 11,235.15 12,625.07 -1,389.92
240078 5/18/09 USD 28.088 1.000 11,235.15 12,625.07 -1,389.92
SALE 5/13/09 60 P T TELEKOMUNIKASI IND 1,800.00 50,725.58 56,812.80 -6,087.22
240078 5/18/09 USD 28.181 1.000 50,725.58 56,812.80 -6,087.22
SALE 5/13/09 60 P T TELEKOMUNIKASI IND 5,200.00 147,114.24 164,125.87 -17,011.63
240078 5/18/09 USD 28.291 1.000 147,114.24 164,125.87 -17,011.63
SALE 5/14/09 60 P T TELEKOMUNIKASI IND 100.00 2,725.51 3,156.27 -430.76
240078 5/19/09 USD 27.255 1.000 2,725.51 3,156.27 -430.76
SALE 5/14/09 60 P T TELEKOMUNIKASI IND 500.00 13,494.25 15,781.33 -2,287.08
240078 5/19/09 USD 26.989 1.000 13,494.25 15,781.33 -2,287.08
SALE 5/14/09 60 P T TELEKOMUNIKASI IND 1,800.00 48,798.73 56,812.80 -8,014.07
240078 5/19/09 USD 27.110 1.000 48,798.73 56,812.80 -8,014.07
SALE 5/14/09 60 P T TELEKOMUNIKASI IND 4,500.00 122,000.41 142,032.01 -20,031.60
240078 5/19/09 USD 27.111 1.000 122,000.41 142,032.01 -20,031.60
SALE 5/15/09 60 ASTRA INTERNATIONAL TB 12,500.00 127.73 228,371,094.00 238,457,888.31 -10,086,794.31
240055 5/20/09 IDR 212403 18375.8 10384.9 21,990.48 25,163.07 -3,172.59
SALE 5/15/09 60 BANK MANDIRI 102,500.00 145.71 273,108,627.00 243,031,825.23 30,076,801.77
240057 5/20/09 IDR 212403 2679.23 10384.9 26,298.38 25,063.44 1,234.94
SALE 5/15/09 60 P T TELEKOMUNIKASI IND 2,700.00 72,718.31 85,219.20 -12,500.89
240078 5/20/09 USD 26.933 1.000 72,718.31 85,219.20 -12,500.89
SALE 5/15/09 60 P T TELEKOMUNIKASI IND 5,500.00 147,884.55 173,594.68 -25,710.13
240078 5/20/09 USD 26.888 1.000 147,884.55 173,594.68 -25,710.13
SALE 5/15/09 60 UNITED TRACTORS TBK PT 10,500.00 53.27 99,311,380.00 68,968,680.06 30,342,699.94
242799 5/20/09 IDR 212405 9510.91 10385.0 9,562.96 7,026.02 2,536.94
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 104
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/15/09 60 UNITED TRACTORS TBK PT 11,500.00 57.97 108,648,032.00 75,537,125.78 33,110,906.22
242799 5/20/09 IDR 212403 9500.00 10384.9 10,462.02 7,695.16 2,766.86
SALE 5/18/09 60 ASTRA INTERNATIONAL TB 32,000.00 317.14 567,274,144.00 610,452,194.08 -43,178,050.08
240055 5/22/09 IDR 212451 17830.2 10390.0 54,598.09 64,417.45 -9,819.36
SALE 5/18/09 60 BANK MANDIRI 41,000.00 41.02 105,339,279.00 97,212,730.09 8,126,548.91
240057 5/22/09 IDR 212451 2579.64 10389.9 10,138.53 10,025.37 113.16
SALE 5/18/09 60 BANK MANDIRI 178,500.00 239.01 454,840,728.00 423,231,032.23 31,609,695.77
240057 5/22/09 IDR 212451 2562.03 10390.0 43,776.78 43,647.06 129.72
SALE 5/18/09 60 BANK MANDIRI 687,000.00 935.061,753,496,857.00 1,628,905,989.59 124,590,867.41
240057 5/22/09 IDR 212452 2566.53 10390.0 168,767.74 167,986.15 781.59
SALE 5/18/09 60 P T TELEKOMUNIKASI IND 6,100.00 166,676.99 192,532.28 -25,855.29
240078 5/21/09 USD 27.324 1.000 166,676.99 192,532.28 -25,855.29
SALE 5/18/09 60 P T TELEKOMUNIKASI IND 900.00 24,554.42 28,406.40 -3,851.98
240078 5/21/09 USD 27.283 1.000 24,554.42 28,406.40 -3,851.98
SALE 5/18/09 60 P T TELEKOMUNIKASI IND 3,300.00 93,636.08 104,156.81 -10,520.73
240078 5/21/09 USD 28.375 1.000 93,636.08 104,156.81 -10,520.73
SALE 5/18/09 60 P T TELEKOMUNIKASI IND 15,100.00 408,729.82 476,596.29 -67,866.47
240078 5/21/09 USD 27.068 1.000 408,729.82 476,596.29 -67,866.47
SALE 5/19/09 60 ASTRA INTERNATIONAL TB 12,500.00 131.42 243,215,698.00 238,457,888.31 4,757,809.69
240055 5/25/09 IDR 212505 19565.6 10310.0 23,590.27 25,163.07 -1,572.80
SALE 5/19/09 60 ASTRA INTERNATIONAL TB 41,500.00 456.17 809,697,604.00 791,680,189.20 18,017,414.80
240055 5/25/09 IDR 212503 19624.1 10310.0 78,535.17 83,541.38 -5,006.21
SALE 5/19/09 60 BANK MANDIRI 239,000.00 339.52 641,156,222.00 566,679,085.17 74,477,136.83
240057 5/25/09 IDR 212505 2697.30 10310.0 62,187.80 58,440.60 3,747.20
SALE 5/19/09 60 BANK MANDIRI 274,500.00 287.69 733,037,033.00 650,851,083.17 82,185,949.83
240057 5/25/09 IDR 212504 2681.25 10309.9 71,099.62 67,121.10 3,978.52
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 105
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/19/09 60 BANK MANDIRI 824,500.00 1,191.472,217,135,371.00 1,954,924,291.72 262,211,079.28
240057 5/25/09 IDR 212503 2703.96 10310.0 215,047.08 201,607.84 13,439.24
SALE 5/19/09 60 UNITED TRACTORS TBK PT 252,000.00 1,281.892,385,388,309.00 1,655,248,321.35 730,139,987.65
242799 5/25/09 IDR 212503 9518.27 10310.0 231,366.47 168,624.40 62,742.07
SALE 5/20/09 60 ASTRA INTERNATIONAL TB 14,500.00 113.83 290,319,246.00 276,611,150.44 13,708,095.56
240055 5/26/09 IDR 212548 20103.0 10320.0 28,131.71 29,189.16 -1,057.45
SALE 5/20/09 60 ASTRA INTERNATIONAL TB 33,000.00 371.80 660,568,155.00 629,528,825.15 31,039,329.85
240055 5/26/09 IDR 212551 20133.4 10320.0 64,008.54 66,430.50 -2,421.96
SALE 5/20/09 60 BANK MANDIRI 14,500.00 22.42 41,541,584.00 34,380,111.86 7,161,472.14
240057 5/26/09 IDR 212552 2880.89 10319.9 4,025.35 3,545.56 479.79
SALE 5/20/09 60 BANK MANDIRI 612,500.00 689.451,758,411,889.00 1,452,263,345.88 306,148,543.12
240057 5/26/09 IDR 212552 2882.49 10320.0 170,388.75 149,769.31 20,619.44
SALE 5/20/09 60 BANK MANDIRI 920,500.00 2,644,002,810.00 2,182,544,342.67 461,458,467.33
240057 5/26/09 IDR 212548 2872.35 10320.0 256,201.82 225,081.88 31,119.94
SALE 5/20/09 60 BANK MANDIRI 1,549,500.00 4,431,978,099.00 3,673,929,884.81 758,048,214.19
240057 5/26/09 IDR 212551 2860.26 10320.0 429,455.24 378,885.80 50,569.44
SALE 5/22/09 60 BANK MANDIRI 491,000.00 740.661,371,551,679.00 1,164,181,718.90 207,369,960.10
240057 5/27/09 IDR 212646 2808.86 10260.0 133,679.50 120,059.97 13,619.53
SALE 5/22/09 60 BANK MANDIRI 132,000.00 195.89 368,124,086.00 312,977,570.05 55,146,515.95
240057 5/27/09 IDR 212649 2804.04 10260.0 35,879.54 32,276.82 3,602.72
SALE 5/22/09 60 P T TELEKOMUNIKASI IND 1,500.00 42,504.56 47,344.00 -4,839.44
240078 5/28/09 USD 28.336 1.000 42,504.56 47,344.00 -4,839.44
SALE 5/25/09 60 BANK MANDIRI 148,500.00 218.31 410,651,783.00 352,099,766.31 58,552,016.69
240057 5/28/09 IDR 212690 2780.43 10269.9 39,985.57 36,311.42 3,674.15
SALE 5/26/09 60 BANK MANDIRI 302,000.00 455.46 847,532,098.00 716,054,743.60 131,477,354.40
240057 5/29/09 IDR 212706 2821.94 10310.0 82,204.86 73,845.44 8,359.42
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 106
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/26/09 60 BANK MANDIRI 107,000.00 161.28 294,742,712.00 253,701,515.12 41,041,196.88
240057 5/29/09 IDR 212710 2770.14 10310.0 28,588.04 26,163.78 2,424.26
SALE 5/26/09 60 BANK MANDIRI 151,000.00 221.69 418,642,715.00 358,027,371.80 60,615,343.20
240057 5/29/09 IDR 212709 2787.60 10310.0 40,605.50 36,922.72 3,682.78
SALE 5/26/09 60 BANK MANDIRI 82,500.00 125.13 228,678,625.00 195,610,981.28 33,067,643.72
240057 5/29/09 IDR 212701 2787.50 10310.0 22,180.27 20,173.01 2,007.26
---------------- --------- ---------------- ------------ ---------------- --------------
12,314,800.00 19,035.93 45947058977.09 39627356579.94 6319702397.15
7,391,279.83 7,390,200.77 1,079.06
85 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 4/23/09 60 STEINHOFF INTL HOLDING 21,144.00 9.66 215,026.23 359,101.25 -144,075.02
239840 5/04/09 ZAR 211556 10.174 8.950 24,024.74 48,010.03 -23,985.29
SALE 4/23/09 60 STEINHOFF INTL HOLDING 11,488.00 26.18 116,943.25 195,107.60 -78,164.35
239840 5/04/09 ZAR 211555 10.200 8.950 13,065.99 26,084.90 -13,018.91
SALE 4/24/09 60 STEINHOFF INTL HOLDING 29,227.00 66.19 291,685.46 496,379.70 -204,694.24
239840 5/05/09 ZAR 211598 10.000 8.831 33,028.97 66,363.47 -33,334.50
SALE 4/28/09 60 STEINHOFF INTL HOLDING 301,777.00 699.67 3,026,793.13 5,125,260.05 -2,098,466.92
239840 5/06/09 ZAR 211680 10.050 8.669 349,135.25 685,221.45 -336,086.20
SALE 4/28/09 60 STEINHOFF INTL HOLDING 6,685.00 3.14 67,673.79 113,535.37 -45,861.58
239840 5/06/09 ZAR 211680 10.127 8.669 7,806.05 15,179.11 -7,373.06
---------------- --------- ---------------- ------------ ---------------- --------------
370,321.00 804.84 3,718,121.86 6,289,383.97 -2,571,262.11
427,061.00 840,858.96 -413,797.96
5 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 4/28/09 60 IOCHPE MAXION 3,000.00 37.52 32,917.50 104,745.73 -71,828.23
240326 5/04/09 BRL 211705 11.000 2.199 14,969.30 61,145.14 -46,175.84
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 107
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/28/09 60 TAM S A NPV ADR 2,000.00 13,214.05 40,126.69 -26,912.64
240082 5/01/09 USD 6.607 1.000 13,214.05 40,126.69 -26,912.64
SALE 4/29/09 60 IOCHPE MAXION 1,300.00 16.81 14,602.84 45,389.82 -30,786.98
240326 5/05/09 BRL 211763 11.261 2.177 6,708.71 26,496.23 -19,787.52
SALE 4/29/09 60 TAM S A NPV ADR 4,100.00 27,759.15 82,259.72 -54,500.57
240082 5/04/09 USD 6.771 1.000 27,759.15 82,259.72 -54,500.57
SALE 4/29/09 60 TAM S A NPV ADR 9,500.00 65,255.71 190,601.80 -125,346.09
240082 5/04/09 USD 6.869 1.000 65,255.71 190,601.80 -125,346.09
SALE 4/30/09 60 JHSF PARTICIPACOES SA 2,100.00 4.23 3,813.87 14,169.48 -10,355.61
240062 5/06/09 BRL 211809 1.821 2.168 1,759.17 8,510.36 -6,751.19
SALE 4/30/09 60 KLABIN RIOCELL SA PRF 3,100.00 11.27 9,753.27 18,711.88 -8,958.61
240063 5/06/09 BRL 211812 3.154 2.168 4,498.74 10,855.52 -6,356.78
SALE 4/30/09 60 TAM S A NPV ADR 1,500.00 10,469.28 30,095.02 -19,625.74
240082 5/05/09 USD 6.980 1.000 10,469.28 30,095.02 -19,625.74
SALE 4/30/09 60 TAM S A NPV ADR 1,000.00 6,944.52 20,063.35 -13,118.83
240082 5/05/09 USD 6.945 1.000 6,944.52 20,063.35 -13,118.83
SALE 5/01/09 60 TAM S A NPV ADR 1,200.00 8,177.06 24,076.02 -15,898.96
240082 5/06/09 USD 6.814 1.000 8,177.06 24,076.02 -15,898.96
SALE 5/01/09 60 TAM S A NPV ADR 1,400.00 9,632.03 28,088.69 -18,456.66
240082 5/06/09 USD 6.880 1.000 9,632.03 28,088.69 -18,456.66
SALE 5/04/09 60 JHSF PARTICIPACOES SA 17,400.00 36.22 32,176.97 117,404.28 -85,227.31
240062 5/07/09 BRL 211896 1.854 2.138 15,053.55 70,514.39 -55,460.84
SALE 5/04/09 60 KLABIN RIOCELL SA PRF 2,700.00 10.14 8,646.95 16,297.45 -7,650.50
240063 5/07/09 BRL 3.211 2.137 4,045.36 9,454.81 -5,409.45
SALE 5/04/09 60 TAM S A NPV ADR 9,500.00 67,151.86 190,601.80 -123,449.94
240082 5/07/09 USD 7.069 1.000 67,151.86 190,601.80 -123,449.94
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 108
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/04/09 60 TAM S A NPV ADR 1,000.00 7,132.41 20,063.35 -12,930.94
240082 5/07/09 USD 7.132 1.000 7,132.41 20,063.35 -12,930.94
SALE 5/05/09 60 IOCHPE MAXION 1,700.00 19.15 19,002.33 59,355.92 -40,353.59
240326 5/08/09 BRL 11.202 2.139 8,885.82 34,648.91 -25,763.09
SALE 5/05/09 60 JHSF PARTICIPACOES SA 18,900.00 36.43 37,820.52 127,525.34 -89,704.82
240062 5/08/09 BRL 2.005 2.138 17,685.54 76,593.22 -58,907.68
SALE 5/05/09 60 KLABIN RIOCELL SA PRF 8,500.00 34.12 29,116.88 51,306.77 -22,189.89
240063 5/08/09 BRL 3.434 2.139 13,615.56 29,765.14 -16,149.58
SALE 5/05/09 60 TAM S A NPV ADR 33,000.00 240,223.89 662,090.45 -421,866.56
240082 5/08/09 USD 7.280 1.000 240,223.89 662,090.45 -421,866.56
SALE 5/06/09 60 KLABIN RIOCELL SA PRF 52,600.00 227.51 192,627.60 317,498.39 -124,870.79
240063 5/11/09 BRL 109127 3.671 2.122 90,776.44 184,193.73 -93,417.29
SALE 5/06/09 60 TAM S A NPV ADR 14,700.00 116,541.52 294,931.20 -178,389.68
240082 5/11/09 USD 7.928 1.000 116,541.52 294,931.20 -178,389.68
SALE 5/07/09 60 KLABIN RIOCELL SA PRF 1,400.00 6.20 5,200.71 8,450.53 -3,249.82
240063 5/12/09 BRL 3.724 2.103 2,473.11 4,902.50 -2,429.39
SALE 5/07/09 60 TAM S A NPV ADR 6,700.00 60,522.21 134,424.42 -73,902.21
240082 5/12/09 USD 9.033 1.000 60,522.21 134,424.42 -73,902.21
SALE 5/07/09 60 TAM S A NPV ADR 400.00 3,750.30 8,025.34 -4,275.04
240082 5/12/09 USD 9.376 1.000 3,750.30 8,025.34 -4,275.04
SALE 5/08/09 60 IOCHPE MAXION 1,100.00 13.18 12,746.27 38,406.77 -25,660.50
240326 5/13/09 BRL 11.612 2.084 6,117.72 22,419.88 -16,302.16
SALE 5/08/09 60 JHSF PARTICIPACOES SA 5,400.00 9.87 9,985.42 36,435.81 -26,450.39
240062 5/13/09 BRL 1.853 2.083 4,792.62 21,883.78 -17,091.16
SALE 5/08/09 60 KLABIN RIOCELL SA PRF 3,000.00 12.79 10,511.75 18,108.27 -7,596.52
240063 5/13/09 BRL 109131 3.513 2.083 5,045.24 10,505.34 -5,460.10
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: 109
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/08/09 60 TAM S A NPV ADR 500.00 4,649.18 10,031.67 -5,382.49
240082 5/13/09 USD 9.298 1.000 4,649.18 10,031.67 -5,382.49
SALE 5/08/09 60 TAM S A NPV ADR 500.00 4,712.97 10,031.67 -5,318.70
240082 5/13/09 USD 9.426 1.000 4,712.97 10,031.67 -5,318.70
SALE 5/08/09 60 TAM S A NPV ADR 3,800.00 36,677.03 76,240.72 -39,563.69
240082 5/13/09 USD 9.652 1.000 36,677.03 76,240.72 -39,563.69
SALE 5/11/09 60 IOCHPE MAXION 3,200.00 48.46 39,900.52 111,728.78 -71,828.26
240326 5/14/09 BRL 12.500 2.059 19,374.83 65,221.48 -45,846.65
SALE 5/11/09 60 KLABIN RIOCELL SA PRF 2,900.00 11.79 9,692.45 17,504.66 -7,812.21
240063 5/14/09 BRL 3.351 2.059 4,706.44 10,155.17 -5,448.73
SALE 5/11/09 60 TAM S A NPV ADR 2,000.00 18,662.91 40,126.69 -21,463.78
240082 5/14/09 USD 9.331 1.000 18,662.91 40,126.69 -21,463.78
SALE 5/11/09 60 TAM S A NPV ADR 1,400.00 12,904.02 28,088.69 -15,184.67
240082 5/14/09 USD 9.217 1.000 12,904.02 28,088.69 -15,184.67
SALE 5/12/09 60 IOCHPE MAXION 100.00 1.61 1,326.68 3,491.52 -2,164.84
240326 5/15/09 BRL 13.300 2.065 642.40 2,038.17 -1,395.77
SALE 5/12/09 60 JHSF PARTICIPACOES SA 1,100.00 1.72 2,086.45 7,422.11 -5,335.66
240062 5/15/09 BRL 1.900 2.065 1,010.29 4,457.81 -3,447.52
SALE 5/12/09 60 TAM S A NPV ADR 400.00 3,597.62 8,025.34 -4,427.72
240082 5/15/09 USD 8.994 1.000 3,597.62 8,025.34 -4,427.72
SALE 5/13/09 60 JHSF PARTICIPACOES SA 3,800.00 5.91 7,243.68 25,640.02 -18,396.34
240062 5/18/09 BRL 1.910 2.101 3,447.73 15,399.70 -11,951.97
SALE 5/14/09 60 JHSF PARTICIPACOES SA 6,600.00 10.21 12,629.47 44,532.66 -31,903.19
240062 5/19/09 BRL 109135 1.917 2.097 6,023.50 26,746.84 -20,723.34
SALE 5/14/09 60 KLABIN RIOCELL SA PRF 5,200.00 20.18 16,881.61 31,387.67 -14,506.06
240063 5/19/09 BRL 109135 3.255 2.097 8,051.51 18,209.26 -10,157.75
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 110
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/14/09 60 TAM S A NPV ADR 900.00 7,973.34 18,057.01 -10,083.67
240082 5/19/09 USD 8.859 1.000 7,973.34 18,057.01 -10,083.67
SALE 5/14/09 60 TAM S A NPV ADR 2,700.00 23,599.82 54,171.04 -30,571.22
240082 5/19/09 USD 8.741 1.000 23,599.82 54,171.04 -30,571.22
SALE 5/15/09 60 IOCHPE MAXION 400.00 5.88 5,066.06 13,966.10 -8,900.04
240326 5/20/09 BRL 12.696 2.072 2,445.01 8,152.69 -5,707.68
SALE 5/15/09 60 JHSF PARTICIPACOES SA 4,300.00 6.33 7,726.88 29,013.70 -21,286.82
240062 5/20/09 BRL 1.800 2.072 3,729.19 17,425.97 -13,696.78
SALE 5/15/09 60 TAM S A NPV ADR 700.00 6,329.09 14,044.34 -7,715.25
240082 5/20/09 USD 9.042 1.000 6,329.09 14,044.34 -7,715.25
SALE 5/18/09 60 IOCHPE MAXION 4,600.00 78.65 59,422.99 160,610.13 -101,187.14
240326 5/21/09 BRL 12.954 2.080 28,571.49 93,755.88 -65,184.39
SALE 5/18/09 60 KLABIN RIOCELL SA PRF 15,600.00 61.78 51,265.71 94,163.02 -42,897.31
240063 5/21/09 BRL 109138 3.295 2.080 24,649.35 54,627.80 -29,978.45
SALE 5/18/09 60 TAM S A NPV ADR 4,600.00 41,423.31 92,291.40 -50,868.09
240082 5/21/09 USD 9.005 1.000 41,423.31 92,291.40 -50,868.09
SALE 5/19/09 60 IOCHPE MAXION 700.00 12.29 9,179.73 24,440.67 -15,260.94
240326 5/22/09 BRL 13.150 2.056 4,464.20 14,267.20 -9,803.00
SALE 5/19/09 60 KLABIN RIOCELL SA PRF 1,200.00 4.95 4,059.63 7,243.31 -3,183.68
240063 5/22/09 BRL 3.392 2.056 1,974.24 4,202.14 -2,227.90
SALE 5/19/09 60 TAM S A NPV ADR 900.00 8,423.78 18,057.01 -9,633.23
240082 5/22/09 USD 9.360 1.000 8,423.78 18,057.01 -9,633.23
SALE 5/20/09 60 TAM S A NPV ADR 1,400.00 13,324.71 28,088.69 -14,763.98
240082 5/26/09 USD 9.518 1.000 13,324.71 28,088.69 -14,763.98
SALE 5/21/09 60 IOCHPE MAXION 300.00 4.11 3,892.48 10,474.57 -6,582.09
240326 5/26/09 BRL 212651 13.003 2.042 1,906.21 6,114.51 -4,208.30
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 111
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** LAZARD ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/21/09 60 TAM S A NPV ADR 400.00 3,583.90 8,025.34 -4,441.44
240082 5/27/09 USD 8.960 1.000 3,583.90 8,025.34 -4,441.44
SALE 5/22/09 60 IOCHPE MAXION 100.00 1.62 1,306.73 3,491.52 -2,184.79
240326 5/27/09 BRL 13.100 2.024 645.65 2,038.17 -1,392.52
SALE 5/22/09 60 KLABIN RIOCELL SA PRF 100.00 .40 324.19 603.61 -279.42
240063 5/27/09 BRL 211286 3.250 2.024 160.18 350.18 -190.00
SALE 5/22/09 60 TAM S A NPV ADR 1,200.00 10,576.04 24,076.02 -13,499.98
240082 5/28/09 USD 8.813 1.000 10,576.04 24,076.02 -13,499.98
SALE 5/22/09 60 TAM S A NPV ADR 3,600.00 31,692.86 72,228.05 -40,535.19
240082 5/28/09 USD 8.804 1.000 31,692.86 72,228.05 -40,535.19
SALE 5/26/09 60 IOCHPE MAXION 1,850.00 25.90 24,451.34 64,593.21 -40,141.87
240326 5/29/09 BRL 212724 13.245 2.035 12,017.17 37,706.17 -25,689.00
SALE 5/26/09 60 IOCHPE MAXION 600.00 9.35 7,908.07 20,949.15 -13,041.08
240326 5/29/09 BRL 212723 13.212 2.035 3,886.60 12,229.03 -8,342.43
SALE 5/26/09 60 JHSF PARTICIPACOES SA 1,700.00 1.92 2,885.09 11,470.53 -8,585.44
240062 5/29/09 BRL 212731 1.699 2.035 1,417.94 6,889.33 -5,471.39
SALE 5/26/09 60 KLABIN RIOCELL SA PRF 3,900.00 15.65 12,704.00 23,540.76 -10,836.76
240063 5/29/09 BRL 212730 3.266 2.035 6,243.67 13,656.95 -7,413.28
SALE 5/26/09 60 TAM S A NPV ADR 1,800.00 15,892.14 36,114.02 -20,221.88
240082 5/29/09 USD 8.829 1.000 15,892.14 36,114.02 -20,221.88
SALE 5/26/09 60 TAM S A NPV ADR 900.00 7,984.59 18,057.01 -10,072.42
240082 5/29/09 USD 8.872 1.000 7,984.59 18,057.01 -10,072.42
---------------- --------- ---------------- ------------ ---------------- --------------
294,150.00 804.15 1,587,657.94 3,961,276.70 -2,373,618.76
1,220,575.78 3,266,735.96 -2,046,160.18
64 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
---------------- --------- ---------------- ------------ ---------------- --------------
18,687,847.00 59,372.09 50824214156.28 45214708431.89 5609505724.39
20,942,641.66 27,885,592.46 -6,942,950.80
195 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
18,687,847.00 59,372.09 50824214156.28 45214708431.89 5609505724.39
20,942,641.66 27,885,592.46 -6,942,950.80
195 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 112
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
---------------- --------- ---------------- ------------ ---------------- --------------
21,662,479.00 92,810.20 55797923989.65 50188418265.26 5609505724.39
35,291,073.69 42,234,024.49 -6,942,950.80
529 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: 113
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
PUR 4/30/09 60 ISHARES INC MSCI TAIWA 118,278.00 2,436.53 1,220,699.93 1,220,699.93
240397 5/05/09 USD 829142 10.300 1.000 1,220,699.93 1,220,699.93
---------------- --------- ---------------- ------------ ---------------- --------------
118,278.00 2,436.53 1,220,699.93 1,220,699.93
1,220,699.93 1,220,699.93
1 TRANSACTION IN COUNTRY: TAIWAN (3900)
---------------- --------- ---------------- ------------ ---------------- --------------
118,278.00 2,436.53 1,220,699.93 1,220,699.93
1,220,699.93 1,220,699.93
1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
PUR 5/06/09 60 OTP BANK NYRT HUF 100. 37,011.00 1,816.81 111,194,801.90 111,194,801.90
246373 5/11/09 HUF 829219 2993.89 213.464 520,906.33 520,906.33
---------------- --------- ---------------- ------------ ---------------- --------------
37,011.00 1,816.81 111,194,801.90 111,194,801.90
520,906.33 520,906.33
1 TRANSACTION IN COUNTRY: HUNGARY (2800)
PUR 5/06/09 60 TURKIYE VAKIFLAR BANKA 81,861.00 210.28 165,027.02 165,027.02
246996 5/08/09 TRY 829219 2.012 1.567 105,347.60 105,347.60
PUR 5/12/09 60 TURKIYE VAKIFLAR BANKA 412,455.00 1,356.40 849,052.44 849,052.44
246996 5/14/09 TRY 829229 2.053 1.561 543,915.72 543,915.72
---------------- --------- ---------------- ------------ ---------------- --------------
494,316.00 1,566.68 1,014,079.46 1,014,079.46
649,263.32 649,263.32
2 TRANSACTIONS IN COUNTRY: TURKEY (3400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 114
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 4/29/09 60 LG ELECTRONICS INC KRW 20,761.00 1,618.162,170,986,817.00 2,170,986,817.00
246568 5/04/09 KRW 829107 104465. 1340.30 1,619,776.78 1,619,776.78
PUR 5/14/09 60 HYUNDAI MIPO DOCKYARD 2,845.00 321.97 408,321,958.00 408,321,958.00
247092 5/18/09 KRW 829369 143379. 1266.90 322,300.07 322,300.07
PUR 5/15/09 60 HYUNDAI MIPO DOCKYARD 1,221.00 139.50 175,453,591.00 175,453,591.00
247092 5/19/09 KRW 829371 143553. 1256.40 139,647.88 139,647.88
PUR 5/18/09 60 HYUNDAI MIPO DOCKYARD 1,217.00 135.73 171,107,549.00 171,107,549.00
247092 5/20/09 KRW 829386 140457. 1259.40 135,864.34 135,864.34
PUR 5/19/09 60 HYUNDAI MIPO DOCKYARD 1,556.00 179.76 224,727,174.00 224,727,174.00
247092 5/21/09 KRW 829413 144281. 1248.90 179,940.09 179,940.09
PUR 5/20/09 60 HYUNDAI MIPO DOCKYARD 283.00 32.78 41,060,030.00 41,060,030.00
247092 5/22/09 KRW 829432 144943. 1250.90 32,824.39 32,824.39
PUR 5/21/09 60 HYUNDAI MIPO DOCKYARD 1,094.00 124.87 156,043,776.00 156,043,776.00
247092 5/25/09 KRW 829453 142493. 1248.30 125,005.03 125,005.03
PUR 5/25/09 60 HYUNDAI MIPO DOCKYARD 1,184.00 128.00 159,974,165.00 159,974,165.00
247092 5/27/09 KRW 829474 134978. 1248.50 128,133.09 128,133.09
PUR 5/26/09 60 HYUNDAI MIPO DOCKYARD 686.00 74.21 93,791,085.00 93,791,085.00
247092 5/28/09 KRW 829506 136585. 1262.50 74,289.97 74,289.97
---------------- --------- ---------------- ------------ ---------------- --------------
30,847.00 2,754.983,601,466,145.00 3,601,466,145.00
2,757,781.64 2,757,781.64
9 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 5/12/09 60 PERUSAHAAN GAS NEGARA 4,681,500.00 12690271228.00 12690271228.00
247002 5/15/09 IDR 829329 2710.72 10325.0 1,229,081.96 1,229,081.96
---------------- --------- ---------------- ------------ ---------------- --------------
4,681,500.00 12690271228.00 12690271228.00
1,229,081.96 1,229,081.96
1 TRANSACTION IN COUNTRY: INDONESIA (4600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 115
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 4/23/09 60 TELKOM SA LTD ZAR 10.0 29,893.00 1,781.76 3,204,089.36 3,204,089.36
246566 5/04/09 ZAR 829046 106.652 8.950 357,990.81 357,990.81
PUR 4/23/09 60 TELKOM SA LTD ZAR 10.0 45,534.00 2,689.90 4,839,104.40 4,839,104.40
246566 5/04/09 ZAR 829022 105.746 8.950 540,669.97 540,669.97
---------------- --------- ---------------- ------------ ---------------- --------------
75,427.00 4,471.66 8,043,193.76 8,043,193.76
898,660.78 898,660.78
2 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 5/22/09 60 SUNTECH PWR HLDGS CO L 76,633.00 957,912.50 957,912.50
247231 5/28/09 USD 829505 12.500 1.000 957,912.50 957,912.50
---------------- --------- ---------------- ------------ ---------------- --------------
76,633.00 957,912.50 957,912.50
957,912.50 957,912.50
1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)
PUR 5/13/09 60 DESARROLLADORA HOMEX S 205,838.00 2,125.55 9,477,629.40 9,477,629.40
247091 5/18/09 MXN 829369 45.906 13.337 710,642.77 710,642.77
---------------- --------- ---------------- ------------ ---------------- --------------
205,838.00 2,125.55 9,477,629.40 9,477,629.40
710,642.77 710,642.77
1 TRANSACTION IN COUNTRY: MEXICO (7800)
PUR 5/12/09 60 CEZ AS CZK 100.0 7,510.00 1,001.42 6,563,918.96 6,563,918.96
246367 5/15/09 CZK 828949 871.410 19.605 334,808.41 334,808.41
PUR 5/13/09 60 CEZ AS CZK 100.0 1,453.00 196.12 1,294,024.90 1,294,024.90
246367 5/18/09 CZK 829341 887.925 19.735 65,568.72 65,568.72
---------------- --------- ---------------- ------------ ---------------- --------------
8,963.00 1,197.54 7,857,943.86 7,857,943.86
400,377.13 400,377.13
2 TRANSACTIONS IN COUNTRY: THE CZECH REPUBLIC (9700)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 116
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/12/09 60 FEDERAL GRID CO UNIFIE 20,747,560.00 278.02 139,286.67 139,286.67
246369 5/19/09 USD .007 1.000 139,286.67 139,286.67
PUR 5/12/09 60 OAO ROSNEFT OIL GDS 18,709.00 220.39 110,416.40 110,416.40
240202 5/15/09 USD 829329 5.890 1.000 110,416.40 110,416.40
PUR 5/12/09 60 OAO ROSNEFT OIL GDS 3,274.00 3.82 19,091.24 19,091.24
240202 5/15/09 USD 829345 5.830 1.000 19,091.24 19,091.24
PUR 5/12/09 60 OAO ROSNEFT OIL GDS 36,284.00 427.03 213,943.86 213,943.86
240202 5/15/09 USD 829345 5.885 1.000 213,943.86 213,943.86
PUR 5/13/09 60 OAO ROSNEFT OIL GDS 85,144.00 974.15 488,048.92 488,048.92
240202 5/18/09 USD 829366 5.721 1.000 488,048.92 488,048.92
PUR 5/13/09 60 OAO ROSNEFT OIL GDS 29,934.00 350.45 175,575.11 175,575.11
240202 5/18/09 USD 829342 5.854 1.000 175,575.11 175,575.11
PUR 5/13/09 60 OAO ROSNEFT OIL GDS 4,191.00 4.87 24,336.98 24,336.98
240202 5/18/09 USD 829366 5.806 1.000 24,336.98 24,336.98
PUR 5/18/09 60 FEDERAL GRID CO UNIFIE 3,933,424.00 53.49 26,800.77 26,800.77
246369 5/25/09 USD .007 1.000 26,800.77 26,800.77
PUR 5/19/09 60 FEDERAL GRID CO UNIFIE 10,415,675.00 147.90 74,099.19 74,099.19
246369 5/26/09 USD .007 1.000 74,099.19 74,099.19
PUR 5/19/09 60 FEDERAL GRID CO UNIFIE 15,380.00 .22 110.96 110.96
246369 5/26/09 USD .007 1.000 110.96 110.96
PUR 5/19/09 60 FEDERAL GRID CO UNIFIE 11,534,967.00 168.41 84,373.67 84,373.67
246369 5/26/09 USD .007 1.000 84,373.67 84,373.67
---------------- --------- ---------------- ------------ ---------------- --------------
46,824,542.00 2,628.75 1,356,083.77 1,356,083.77
1,356,083.77 1,356,083.77
11 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 117
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/21/09 60 STATE BK OF INDIA GDR- 8,771.00 1,280.57 641,563.57 641,563.57
239578 5/27/09 USD 829474 73.000 1.000 641,563.57 641,563.57
---------------- --------- ---------------- ------------ ---------------- --------------
8,771.00 1,280.57 641,563.57 641,563.57
641,563.57 641,563.57
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
52,443,848.00 17,842.54 16432280581.22 16432280581.22
10,122,273.77 10,122,273.77
31 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
52,562,126.00 20,279.07 16433501281.15 16433501281.15
11,342,973.70 11,342,973.70
32 "PUR " TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 118
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/29/09 60 CHINA NATIONAL BUILDIN 312,000.00 2,061.53 4,561,874.36 2,663,039.81 1,898,834.55
244805 5/04/09 HKD 829101 14.673 7.750 588,628.95 343,454.81 245,174.14
SALE 5/12/09 60 ANGANG NEW STEEL ''H'' 88,000.00 429.57 950,511.74 677,583.72 272,928.02
244202 5/14/09 HKD 829329 10.839 7.750 122,649.84 87,426.05 35,223.79
SALE 5/12/09 60 CHINA NATIONAL BUILDIN 80,000.00 596.15 1,319,099.93 682,830.72 636,269.21
244805 5/14/09 HKD 829329 16.547 7.750 170,210.84 88,065.34 82,145.50
SALE 5/12/09 60 ZIJIN MINING GROUP CO 200,000.00 556.56 1,231,506.81 1,469,436.33 -237,929.52
240854 5/14/09 HKD 829329 6.179 7.750 158,908.21 188,567.94 -29,659.73
---------------- --------- ---------------- ------------ ---------------- --------------
680,000.00 3,643.81 8,062,992.84 5,492,890.58 2,570,102.26
1,040,397.84 707,514.14 332,883.70
4 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 4/28/09 60 CHINA MOBILE HONG KONG 22,278.00 1,954.69 962,987.92 1,119,010.19 -156,022.27
243521 5/01/09 USD 829107 43.314 1.000 962,987.92 1,119,010.19 -156,022.27
SALE 4/29/09 60 CHINA RESOURCES ENTERP 884,000.00 5,084.39 11,250,955.61 23,700,807.85 -12,449,852.24
239775 5/04/09 HKD 829107 12.772 7.750 1,451,736.21 3,039,559.07 -1,587,822.86
SALE 5/12/09 60 GOME ELECTRICAL APPLIA 1,761,000.00 809.00 1,789,950.41 7,260,763.52 -5,470,813.11
239781 5/14/09 HKD 827058 1.020 7.750 230,967.30 931,209.07 -700,241.77
SALE 5/12/09 60 SHANGHAI INDUSTRIAL HL 139,000.00 1,698.37 3,757,935.78 3,318,231.40 439,704.38
239784 5/14/09 HKD 829329 27.130 7.750 484,907.45 425,949.77 58,957.68
---------------- --------- ---------------- ------------ ---------------- --------------
2,806,278.00 9,546.45 17,761,829.72 35,398,812.96 -17,636,983.24
3,130,598.88 5,515,728.10 -2,385,129.22
4 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
SALE 5/14/09 60 SAMSUNG HEAVY INDUSTRI 59,030.00 7,594.311,708,456,765.00 1,490,249,598.00 218,207,167.00
244136 5/18/09 KRW 829369 29105.1 1266.90 1,348,533.24 1,097,304.76 251,228.48
---------------- --------- ---------------- ------------ ---------------- --------------
59,030.00 7,594.311,708,456,765.00 1,490,249,598.00 218,207,167.00
1,348,533.24 1,097,304.76 251,228.48
1 TRANSACTION IN COUNTRY: KOREA (4500)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 119
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/23/09 60 MURRAY + ROBERTS HOLDI 5,204.00 50.95 227,338.64 447,590.57 -220,251.93
241310 5/04/09 ZAR 829017 43.773 8.950 25,400.40 57,415.97 -32,015.57
SALE 5/11/09 60 GOLD FIELDS LTD ZAR 0. 33,182.00 996.11 3,343,321.30 2,761,366.87 581,954.43
243218 5/18/09 ZAR 829274 101.010 8.412 397,446.66 309,421.93 88,024.73
---------------- --------- ---------------- ------------ ---------------- --------------
38,386.00 1,047.06 3,570,659.94 3,208,957.44 361,702.50
422,847.06 366,837.90 56,009.16
2 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 4/28/09 60 EQUATORIAL ENERGIA SA 20,600.00 372.00 271,855.94 348,271.74 -76,415.80
240986 5/04/09 BRL 829107 13.237 2.199 123,627.08 204,406.81 -80,779.73
SALE 4/28/09 60 ITAU UNIBANCO BANCO MU 85,320.00 2,147.00 1,057,732.17 1,919,002.39 -861,270.22
246310 5/01/09 USD 829101 12.422 1.000 1,057,732.17 1,919,002.39 -861,270.22
SALE 4/29/09 60 EQUATORIAL ENERGIA SA 17,215.00 317.19 229,453.46 291,043.60 -61,590.14
240986 5/05/09 BRL 829108 13.369 2.177 105,413.45 170,818.60 -65,405.15
---------------- --------- ---------------- ------------ ---------------- --------------
123,135.00 2,836.19 1,559,041.57 2,558,317.73 -999,276.16
1,286,772.70 2,294,227.80 -1,007,455.10
3 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
SALE 5/13/09 60 URBI DESARROLLOS URBAN 525,500.00 2,149.57 9,527,391.67 9,470,401.03 56,990.64
243870 5/18/09 MXN 829369 18.185 13.337 714,374.00 698,401.63 15,972.37
---------------- --------- ---------------- ------------ ---------------- --------------
525,500.00 2,149.57 9,527,391.67 9,470,401.03 56,990.64
714,374.00 698,401.63 15,972.37
1 TRANSACTION IN COUNTRY: MEXICO (7800)
SALE 5/12/09 60 TELEKOM MALAYSIA MYR1. 958,700.00 3,263.32 3,650,779.74 3,347,957.96 302,821.78
245018 5/15/09 MYR 829329 3.820 3.510 1,040,108.19 908,559.95 131,548.24
---------------- --------- ---------------- ------------ ---------------- --------------
958,700.00 3,263.32 3,650,779.74 3,347,957.96 302,821.78
1,040,108.19 908,559.95 131,548.24
1 TRANSACTION IN COUNTRY: MALAYSIA (8700)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 120
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** PICTET ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/20/09 60 INFOSYS TECHNOLOGIES L 33,416.00 2,189.75 1,078,787.78 890,529.49 188,258.29
246074 5/26/09 USD 829474 32.349 1.000 1,078,787.78 890,529.49 188,258.29
---------------- --------- ---------------- ------------ ---------------- --------------
33,416.00 2,189.75 1,078,787.78 890,529.49 188,258.29
1,078,787.78 890,529.49 188,258.29
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
5,224,445.00 32,270.461,753,668,248.26 1,550,617,465.19 203,050,783.07
10,062,419.69 12,479,103.77 -2,416,684.08
17 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
5,224,445.00 32,270.461,753,668,248.26 1,550,617,465.19 203,050,783.07
10,062,419.69 12,479,103.77 -2,416,684.08
17 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)
---------------- --------- ---------------- ------------ ---------------- --------------
57,786,571.00 52,549.53 18187169529.41 17984118746.34 203,050,783.07
21,405,393.39 23,822,077.47 -2,416,684.08
49 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: 121
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
DEV MKT COMMON STOCK (2220)
--------------------------------
PUR 5/18/09 60 ICICI BK LTD USD 10.0 48,400.00 1,936.00 1,413,986.64 1,413,986.64
247094 5/21/09 USD TID754 29.175 1.000 1,413,986.64 1,413,986.64
---------------- --------- ---------------- ------------ ---------------- --------------
48,400.00 1,936.00 1,413,986.64 1,413,986.64
1,413,986.64 1,413,986.64
1 TRANSACTION IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
48,400.00 1,936.00 1,413,986.64 1,413,986.64
1,413,986.64 1,413,986.64
1 TRANSACTION IN CATEGORY: DEV MKT COMMON STOCK (2220)
EM COMMON STOCK (2225)
--------------------------------
PUR 5/07/09 60 MAGYAR TELEKOM RT 81,858.00 786.48 46,751,434.93 46,751,434.93
246998 5/12/09 HUF TID748 569.137 207.327 225,496.02 225,496.02
PUR 5/08/09 60 MAGYAR TELEKOM RT 68,005.00 674.21 39,850,551.01 39,850,551.01
246998 5/13/09 HUF TID749 583.951 206.154 193,304.30 193,304.30
PUR 5/11/09 60 MAGYAR TELEKOM RT 48,076.00 483.70 28,390,418.97 28,390,418.97
246998 5/14/09 HUF TID750 588.472 204.712 138,684.48 138,684.48
PUR 5/12/09 60 MAGYAR TELEKOM RT 40,860.00 412.76 24,216,176.82 24,216,176.82
246998 5/15/09 HUF TID751 590.595 204.624 118,344.93 118,344.93
PUR 5/13/09 60 MAGYAR TELEKOM RT 69,513.00 669.31 39,990,928.44 39,990,928.44
246998 5/18/09 HUF TID752 573.295 208.394 191,900.58 191,900.58
PUR 5/14/09 60 MAGYAR TELEKOM RT 30,865.00 294.76 17,898,563.02 17,898,563.02
246998 5/19/09 HUF TID752 577.876 211.788 84,511.66 84,511.66
PUR 5/15/09 60 MAGYAR TELEKOM RT 15,146.00 145.92 8,806,860.21 8,806,860.21
246998 5/20/09 HUF TID753 579.436 210.502 41,837.36 41,837.36
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: 122
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/18/09 60 MAGYAR TELEKOM RT 17,592.00 173.24 10,386,620.33 10,386,620.33
246998 5/21/09 HUF TID754 588.358 209.115 49,669.37 49,669.37
PUR 5/19/09 60 MAGYAR TELEKOM RT 59,902.00 629.93 36,819,820.60 36,819,820.60
246998 5/22/09 HUF TID754 612.524 203.864 180,609.72 180,609.72
PUR 5/20/09 60 MAGYAR TELEKOM RT 42,794.00 474.62 27,209,075.33 27,209,075.33
246998 5/25/09 HUF TID755 633.598 199.949 136,079.94 136,079.94
PUR 5/21/09 60 MAGYAR TELEKOM RT 10,735.00 115.18 6,707,864.38 6,707,864.38
246998 5/26/09 HUF TID755 622.680 203.123 33,023.71 33,023.71
---------------- --------- ---------------- ------------ ---------------- --------------
485,346.00 4,860.11 287,028,314.04 287,028,314.04
1,393,462.07 1,393,462.07
11 TRANSACTIONS IN COUNTRY: HUNGARY (2800)
PUR 4/29/09 60 FORD OTOMOTIV SAN TRY 11,191.00 92.59 59,246.30 59,246.30
246567 5/04/09 TRY TID744 5.281 1.596 37,126.39 37,126.39
PUR 4/30/09 60 FORD OTOMOTIV SAN TRY 29,489.00 249.55 159,390.37 159,390.37
246567 5/05/09 TRY TID745 5.392 1.593 100,069.29 100,069.29
PUR 5/04/09 60 FORD OTOMOTIV SAN TRY 19,587.00 168.30 106,210.95 106,210.95
246567 5/06/09 TRY TID746 5.409 1.574 67,486.94 67,486.94
PUR 5/05/09 60 FORD OTOMOTIV SAN TRY 20,875.00 199.81 125,538.01 125,538.01
246567 5/07/09 TRY TID747 5.999 1.567 80,123.83 80,123.83
PUR 5/06/09 60 AKSIGORTA 30,115.00 173.38 108,917.49 108,917.49
246991 5/08/09 TRY TID747 3.608 1.566 69,529.20 69,529.20
PUR 5/06/09 60 FORD OTOMOTIV SAN TRY 7,947.00 79.00 49,629.60 49,629.60
246567 5/08/09 TRY TID747 6.230 1.566 31,681.84 31,681.84
PUR 5/07/09 60 AKSIGORTA 27,329.00 163.27 101,844.07 101,844.07
246991 5/11/09 TRY TID748 3.717 1.556 65,469.32 65,469.32
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 123
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/07/09 60 FORD OTOMOTIV SAN TRY 8,699.00 86.80 54,146.25 54,146.25
246567 5/11/09 TRY TID748 6.209 1.556 34,807.31 34,807.31
PUR 5/08/09 60 AKSIGORTA 53,988.00 303.87 189,311.32 189,311.32
246991 5/12/09 TRY TID749 3.498 1.554 121,853.32 121,853.32
PUR 5/08/09 60 FORD OTOMOTIV SAN TRY 6,759.00 66.78 41,604.01 41,604.01
246567 5/12/09 TRY TID749 6.140 1.554 26,779.10 26,779.10
PUR 5/11/09 60 AKSIGORTA 38,399.00 216.82 135,298.38 135,298.38
246991 5/13/09 TRY TID750 3.515 1.556 86,941.51 86,941.51
PUR 5/11/09 60 FORD OTOMOTIV SAN TRY 15,469.00 182.14 113,657.29 113,657.29
246567 5/13/09 TRY TID750 7.329 1.556 73,035.14 73,035.14
PUR 5/12/09 60 AKSIGORTA 32,801.00 193.67 121,229.77 121,229.77
246991 5/14/09 TRY TID751 3.687 1.561 77,661.61 77,661.61
PUR 5/12/09 60 FORD OTOMOTIV SAN TRY 241,928.00 2,930.06 1,834,105.94 1,834,105.94
246567 5/14/09 TRY TID751 7.562 1.561 1,174,955.76 1,174,955.76
PUR 5/13/09 60 AKSIGORTA 71,191.00 429.50 270,345.69 270,345.69
246991 5/15/09 TRY TID752 3.788 1.570 172,227.62 172,227.62
---------------- --------- ---------------- ------------ ---------------- --------------
615,767.00 5,535.54 3,470,475.44 3,470,475.44
2,219,748.18 2,219,748.18
15 TRANSACTIONS IN COUNTRY: TURKEY (3400)
PUR 4/30/09 60 ADVANCED SEMICOND EN T 48,400.00 968.00 145,098.36 145,098.36
246569 5/05/09 USD TID745 2.978 1.000 145,098.36 145,098.36
PUR 5/01/09 60 ADVANCED SEMICOND EN T 16,200.00 162.00 48,557.88 48,557.88
246569 5/06/09 USD TID746 2.987 1.000 48,557.88 48,557.88
PUR 5/04/09 60 ADVANCED SEMICOND EN T 636,700.00 12,734.00 2,011,207.96 2,011,207.96
246569 5/07/09 USD TID746 3.139 1.000 2,011,207.96 2,011,207.96
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 124
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/05/09 60 HON HAI PRECISION IND 21,076.00 632.28 143,949.08 143,949.08
239195 5/08/09 USD TID747 6.800 1.000 143,949.08 143,949.08
---------------- --------- ---------------- ------------ ---------------- --------------
722,376.00 14,496.28 2,348,813.28 2,348,813.28
2,348,813.28 2,348,813.28
4 TRANSACTIONS IN COUNTRY: TAIWAN (3900)
PUR 5/21/09 60 WEICHAI POWER CO LTD C 82,000.00 902.34 2,270,440.60 2,270,440.60
247228 5/25/09 HKD TID755 27.603 7.752 292,899.61 292,899.61
PUR 5/22/09 60 WEICHAI POWER CO LTD C 147,000.00 1,617.84 4,070,769.70 4,070,769.70
247228 5/26/09 HKD TID756 27.607 7.752 525,158.96 525,158.96
PUR 5/25/09 60 WEICHAI POWER CO LTD C 47,000.00 528.56 1,329,896.42 1,329,896.42
247228 5/27/09 HKD TID756 28.209 7.751 171,575.19 171,575.19
PUR 5/26/09 60 WEICHAI POWER CO LTD C 94,000.00 1,097.63 2,761,843.67 2,761,843.67
247228 5/29/09 HKD TID756 29.291 7.752 356,288.77 356,288.77
---------------- --------- ---------------- ------------ ---------------- --------------
370,000.00 4,146.37 10,432,950.39 10,432,950.39
1,345,922.53 1,345,922.53
4 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
PUR 5/04/09 60 DONG-A PHARMACEUTICAL 1,448.00 264.24 134,822,611.00 134,822,611.00
246990 5/07/09 KRW TID746 92877.3 1272.40 105,959.30 105,959.30
PUR 5/04/09 60 DONG-A PHARMACEUTICAL 379.00 68.12 34,758,342.00 34,758,342.00
246990 5/07/09 KRW TID746 91481.9 1272.40 27,317.15 27,317.15
PUR 5/06/09 60 DONG-A PHARMACEUTICAL 1,488.00 265.94 136,170,446.00 136,170,446.00
246990 5/08/09 KRW TID747 91284.1 1276.90 106,641.43 106,641.43
PUR 5/06/09 60 SAMSUNG CARD CO 7,680.00 579.69 296,822,829.00 296,822,829.00
246994 5/08/09 KRW TID747 38552.4 1276.90 232,455.81 232,455.81
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 125
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/07/09 60 DONG-A PHARMACEUTICAL 697.00 126.55 64,038,549.00 64,038,549.00
246990 5/11/09 KRW TID748 91648.2 1261.90 50,747.72 50,747.72
PUR 5/07/09 60 SAMSUNG CARD CO 4,470.00 338.70 171,393,656.00 171,393,656.00
246994 5/11/09 KRW TID748 38247.4 1261.90 135,821.90 135,821.90
PUR 5/08/09 60 SAMSUNG CARD CO 2,960.00 230.79 115,399,114.00 115,399,114.00
246994 5/12/09 KRW TID749 38888.9 1246.90 92,548.81 92,548.81
PUR 5/11/09 60 SAMSUNG CARD CO 1,950.00 154.16 76,514,798.00 76,514,798.00
246994 5/13/09 KRW TID750 39140.5 1237.70 61,820.15 61,820.15
PUR 5/12/09 60 DONG-A PHARMACEUTICAL 3,007.00 522.06 260,093,763.00 260,093,763.00
246990 5/14/09 KRW TID751 86280.3 1242.40 209,347.85 209,347.85
PUR 5/12/09 60 SAMSUNG CARD CO 2,050.00 160.70 80,060,806.00 80,060,806.00
246994 5/14/09 KRW TID751 38956.6 1242.40 64,440.44 64,440.44
PUR 5/13/09 60 DONG-A PHARMACEUTICAL 1,950.00 341.90 170,532,724.00 170,532,724.00
246990 5/15/09 KRW TID751 87234.5 1243.80 137,106.23 137,106.23
PUR 5/13/09 60 SAMSUNG CARD CO 4,300.00 342.02 170,589,047.00 170,589,047.00
246994 5/15/09 KRW TID751 39572.9 1243.80 137,151.51 137,151.51
PUR 5/14/09 60 DONG-A PHARMACEUTICAL 1,048.00 181.75 92,334,296.00 92,334,296.00
246990 5/18/09 KRW TID752 87885.5 1266.90 72,882.07 72,882.07
PUR 5/14/09 60 SAMSUNG CARD CO 2,340.00 182.54 92,736,646.00 92,736,646.00
246994 5/18/09 KRW TID752 39532.2 1266.90 73,199.66 73,199.66
PUR 5/15/09 60 DONG-A PHARMACEUTICAL 1,163.00 203.49 102,521,497.00 102,521,497.00
246990 5/19/09 KRW TID753 87932.7 1256.40 81,599.41 81,599.41
PUR 5/15/09 60 SAMSUNG CARD CO 5,370.00 437.72 220,530,823.00 220,530,823.00
246994 5/19/09 KRW TID753 40964.7 1256.40 175,525.97 175,525.97
PUR 5/18/09 60 DONG-A PHARMACEUTICAL 598.00 103.64 52,344,935.00 52,344,935.00
246990 5/20/09 KRW TID754 87315.0 1259.40 41,563.39 41,563.39
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 126
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/18/09 60 SAMSUNG CARD CO 1,880.00 150.47 75,991,745.00 75,991,745.00
246994 5/20/09 KRW TID754 40320.3 1259.40 60,339.64 60,339.64
PUR 5/19/09 60 DONG-A PHARMACEUTICAL 1,059.00 187.00 93,652,019.00 93,652,019.00
246990 5/21/09 KRW TID754 88213.8 1248.90 74,987.60 74,987.60
PUR 5/19/09 60 SAMSUNG CARD CO 8,180.00 690.93 346,023,946.00 346,023,946.00
246994 5/21/09 KRW TID754 42195.7 1248.90 277,062.97 277,062.97
PUR 5/20/09 60 DONG-A PHARMACEUTICAL 1,115.00 195.98 98,307,321.00 98,307,321.00
246990 5/22/09 KRW TID755 87948.1 1250.90 78,589.27 78,589.27
PUR 5/21/09 60 DONG-A PHARMACEUTICAL 1,003.00 174.00 87,098,555.00 87,098,555.00
246990 5/25/09 KRW TID755 86621.4 1248.30 69,773.74 69,773.74
---------------- --------- ---------------- ------------ ---------------- --------------
56,135.00 5,902.392,972,738,468.00 2,972,738,468.00
2,366,882.02 2,366,882.02
22 TRANSACTIONS IN COUNTRY: KOREA (4500)
PUR 5/19/09 60 INDOSAT TBK PT IDR 100 164,500.00 293.64 865,550,899.00 865,550,899.00
246223 5/25/09 IDR TID754 5243.30 10310.0 83,952.56 83,952.56
PUR 5/20/09 60 INDOSAT TBK PT IDR 100 97,000.00 171.52 506,066,388.00 506,066,388.00
246223 5/26/09 IDR TID755 5198.93 10320.0 49,037.44 49,037.44
PUR 5/22/09 60 INDOSAT TBK PT IDR 100 104,500.00 188.33 537,175,334.00 537,175,334.00
246223 5/27/09 IDR TID756 5121.94 10260.0 52,356.27 52,356.27
PUR 5/22/09 60 INDOSAT TBK PT IDR 100 162,500.00 278.45 835,760,261.00 835,760,261.00
246223 5/27/09 IDR TID756 5125.55 10259.9 81,458.12 81,458.12
PUR 5/25/09 60 INDOSAT TBK PT IDR 100 75,000.00 129.00 387,574,838.00 387,574,838.00
246223 5/28/09 IDR TID756 5150.00 10270.0 37,738.54 37,738.54
PUR 5/26/09 60 INDOSAT TBK PT IDR 100 176,000.00 300.99 907,842,273.00 907,842,273.00
246223 5/29/09 IDR TID756 5140.56 10310.0 88,054.54 88,054.54
---------------- --------- ---------------- ------------ ---------------- --------------
779,500.00 1,361.934,039,969,993.00 4,039,969,993.00
392,597.47 392,597.47
6 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 127
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/06/09 60 BARLOWORLD LTD ZAR 0.0 388,509.00 7,751.67 14,642,531.59 14,642,531.59
246992 5/13/09 ZAR TID747 37.520 8.462 1,730,345.72 1,730,345.72
PUR 5/14/09 60 BARLOWORLD LTD ZAR 0.0 126,532.00 2,431.91 4,661,723.25 4,661,723.25
246992 5/21/09 ZAR TID752 36.677 8.587 542,856.19 542,856.19
---------------- --------- ---------------- ------------ ---------------- --------------
515,041.00 10,183.58 19,304,254.84 19,304,254.84
2,273,201.91 2,273,201.91
2 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
PUR 5/12/09 60 SIAM CEMENT PUB CO-FOR 21,300.00 249.29 2,781,734.23 2,781,734.23
247001 5/15/09 THB TID751 130.194 34.540 80,536.60 80,536.60
PUR 5/13/09 60 SIAM CEMENT PUB CO-FOR 12,100.00 144.28 1,608,584.94 1,608,584.94
247001 5/18/09 THB TID751 132.529 34.510 46,612.14 46,612.14
PUR 5/14/09 60 SIAM CEMENT PUB CO-FOR 10,500.00 122.77 1,369,589.38 1,369,589.38
247001 5/19/09 THB TID752 130.033 34.530 39,663.75 39,663.75
PUR 5/15/09 60 SIAM CEMENT PUB CO-FOR 31,200.00 367.08 4,094,845.70 4,094,845.70
247001 5/20/09 THB TID753 130.839 34.530 118,588.06 118,588.06
PUR 5/18/09 60 SIAM CEMENT PUB CO-FOR 23,900.00 296.49 3,235,658.03 3,235,658.03
247001 5/21/09 THB TID754 134.955 34.540 93,678.58 93,678.58
PUR 5/20/09 60 SIAM CEMENT PUB CO-FOR 69,400.00 912.50 9,920,899.16 9,920,899.16
247001 5/25/09 THB TID755 142.500 34.410 288,314.42 288,314.42
PUR 5/22/09 60 SIAM CEMENT PUB CO-FOR 87,300.00 1,107.09 11,998,073.32 11,998,073.32
247001 5/27/09 THB TID756 137.000 34.300 349,798.06 349,798.06
---------------- --------- ---------------- ------------ ---------------- --------------
255,700.00 3,199.50 35,009,384.76 35,009,384.76
1,017,191.61 1,017,191.61
7 TRANSACTIONS IN COUNTRY: THAILAND (6550)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 128
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/06/09 60 TAM S A NPV ADR 86,700.00 867.00 686,109.12 686,109.12
246366 5/11/09 USD TID747 7.904 1.000 686,109.12 686,109.12
PUR 5/15/09 60 PDG REALTY SA EMPREEND 12,900.00 309.82 257,935.03 257,935.03
247093 5/20/09 BRL 19.945 2.072 124,486.02 124,486.02
PUR 5/18/09 60 PDG REALTY SA EMPREEND 17,400.00 447.64 374,080.97 374,080.97
247093 5/21/09 BRL 21.445 2.080 179,863.91 179,863.91
PUR 5/18/09 60 VIVO PARTICIPACOES S A 3,800.00 177.76 148,251.27 148,251.27
247096 5/21/09 BRL 38.916 2.080 71,281.50 71,281.50
PUR 5/19/09 60 PDG REALTY SA EMPREEND 13,400.00 372.86 308,067.58 308,067.58
247093 5/22/09 BRL 22.933 2.056 149,816.46 149,816.46
PUR 5/19/09 60 VIVO PARTICIPACOES S A 8,500.00 409.24 337,452.58 337,452.58
247096 5/22/09 BRL 39.601 2.056 164,106.69 164,106.69
PUR 5/20/09 60 PDG REALTY SA EMPREEND 16,700.00 462.69 375,256.08 375,256.08
247093 5/25/09 BRL 22.415 2.018 185,908.39 185,908.39
PUR 5/20/09 60 VIVO PARTICIPACOES S A 48,300.00 2,355.24 1,906,378.19 1,906,378.19
247096 5/25/09 BRL 39.371 2.018 944,452.91 944,452.91
PUR 5/21/09 60 PDG REALTY SA EMPREEND 14,800.00 383.50 314,652.63 314,652.63
247093 5/26/09 BRL 21.207 2.042 154,090.42 154,090.42
PUR 5/22/09 60 PDG REALTY SA EMPREEND 5,900.00 158.76 129,105.34 129,105.34
247093 5/27/09 BRL 21.828 2.024 63,790.38 63,790.38
PUR 5/26/09 60 PDG REALTY SA EMPREEND 6,600.00 183.33 149,884.15 149,884.15
247093 5/29/09 BRL 22.653 2.035 73,664.00 73,664.00
---------------- --------- ---------------- ------------ ---------------- --------------
235,000.00 6,127.84 4,987,172.94 4,987,172.94
2,797,569.80 2,797,569.80
11 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: 129
TRANS-TYPE: PUR SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** 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 5/07/09 60 CEMEX SAB-CPO 434,900.00 1,157.95 6,071,602.04 6,071,602.04
244806 5/12/09 MXN TID748 13.926 13.076 464,338.86 464,338.86
---------------- --------- ---------------- ------------ ---------------- --------------
434,900.00 1,157.95 6,071,602.04 6,071,602.04
464,338.86 464,338.86
1 TRANSACTION IN COUNTRY: MEXICO (7800)
PUR 5/18/09 60 TEVA PHARMA IND ADR EA 13,600.00 544.00 609,686.64 609,686.64
239858 5/21/09 USD TID754 44.790 1.000 609,686.64 609,686.64
---------------- --------- ---------------- ------------ ---------------- --------------
13,600.00 544.00 609,686.64 609,686.64
609,686.64 609,686.64
1 TRANSACTION IN COUNTRY: ISRAEL (9600)
PUR 5/07/09 60 MECHEL GROUP OAO RUB 1 131,800.00 3,954.00 1,007,439.66 1,007,439.66
246999 5/12/09 USD TID749 7.614 1.000 1,007,439.66 1,007,439.66
PUR 5/08/09 60 MECHEL GROUP OAO RUB 1 62,800.00 1,884.00 483,528.60 483,528.60
246999 5/13/09 USD TID750 7.670 1.000 483,528.60 483,528.60
PUR 5/12/09 60 MECHEL GROUP OAO RUB 1 55,100.00 2,204.00 442,408.92 442,408.92
246999 5/15/09 USD TID751 7.989 1.000 442,408.92 442,408.92
---------------- --------- ---------------- ------------ ---------------- --------------
249,700.00 8,042.00 1,933,377.18 1,933,377.18
1,933,377.18 1,933,377.18
3 TRANSACTIONS IN COUNTRY: RUSSIA (9800)
---------------- --------- ---------------- ------------ ---------------- --------------
4,733,065.00 65,557.497,383,904,492.55 7,383,904,492.55
19,162,791.55 19,162,791.55
87 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
4,781,465.00 67,493.497,385,318,479.19 7,385,318,479.19
20,576,778.19 20,576,778.19
88 "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: 130
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
ETF-EMERGING MARKETS (1700)
--------------------------------
SALE 5/25/09 60 ISHARES BSE SENSEX IND 1,000,000.00 3,526.88 13,052,662.80 13,839,617.87 -786,955.07
239277 5/27/09 HKD TID756 13.080 7.751 1,683,975.54 1,778,092.28 -94,116.74
SALE 5/26/09 60 ISHARES BSE SENSEX IND 955,400.00 3,302.35 12,222,629.20 13,222,370.92 -999,741.72
239277 5/29/09 HKD TID756 12.820 7.752 1,576,767.57 1,698,789.36 -122,021.79
---------------- --------- ---------------- ------------ ---------------- --------------
1,955,400.00 6,829.23 25,275,292.00 27,061,988.79 -1,786,696.79
3,260,743.11 3,476,881.64 -216,138.53
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
---------------- --------- ---------------- ------------ ---------------- --------------
1,955,400.00 6,829.23 25,275,292.00 27,061,988.79 -1,786,696.79
3,260,743.11 3,476,881.64 -216,138.53
2 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)
EM COMMON STOCK (2225)
--------------------------------
SALE 5/06/09 60 SOHU COM INC USD 0.001 6,300.00 72.21 358,242.18 275,742.81 82,499.37
246225 5/11/09 USD TID747 56.875 1.000 358,242.18 275,742.81 82,499.37
SALE 5/06/09 60 SOHU COM INC USD 0.001 18,600.00 770.54 1,031,529.46 814,097.82 217,431.64
246225 5/11/09 USD TID748 55.500 1.000 1,031,529.46 814,097.82 217,431.64
---------------- --------- ---------------- ------------ ---------------- --------------
24,900.00 842.75 1,389,771.64 1,089,840.63 299,931.01
1,389,771.64 1,089,840.63 299,931.01
2 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)
SALE 4/28/09 60 ORASCOM DEVELOPMENT HO 1,029.00 45.84 32,937.68 138,665.46 -105,727.78
241308 5/04/09 CHF TID744 32.061 1.151 28,606.64 131,940.83 -103,334.19
SALE 5/04/09 60 ORASCOM DEVELOPMENT HO 1,079.00 52.10 36,770.68 145,403.33 -108,632.65
241308 5/07/09 CHF TID746 34.133 1.131 32,508.78 138,351.95 -105,843.17
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: 131
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/05/09 60 ORASCOM DEVELOPMENT HO 1,459.00 72.24 51,011.12 196,611.17 -145,600.05
241308 5/08/09 CHF TID747 35.019 1.132 45,074.77 187,076.44 -142,001.67
SALE 5/07/09 60 ORASCOM DEVELOPMENT HO 1,906.00 102.81 72,368.07 256,847.77 -184,479.70
241308 5/12/09 CHF TID748 38.029 1.128 64,156.09 244,391.85 -180,235.76
SALE 5/08/09 60 ORASCOM DEVELOPMENT HO 1,232.00 68.65 48,012.82 166,021.23 -118,008.41
241308 5/13/09 CHF TID749 39.034 1.121 42,841.81 157,969.97 -115,128.16
SALE 5/12/09 60 ORASCOM DEVELOPMENT HO 1,037.00 59.86 41,255.33 139,743.51 -98,488.18
241308 5/15/09 CHF TID751 39.847 1.105 37,352.04 132,966.60 -95,614.56
SALE 5/13/09 60 ORASCOM DEVELOPMENT HO 4,160.00 243.82 168,317.59 560,591.15 -392,273.56
241308 5/18/09 CHF TID752 40.526 1.106 152,144.62 533,405.09 -381,260.47
SALE 5/14/09 60 ORASCOM DEVELOPMENT HO 855.00 52.08 36,028.30 115,217.65 -79,189.35
241308 5/19/09 CHF TID752 42.206 1.109 32,495.99 109,630.13 -77,134.14
SALE 5/15/09 60 ORASCOM DEVELOPMENT HO 715.00 44.24 30,485.72 96,351.60 -65,865.88
241308 5/20/09 CHF TID753 42.706 1.104 27,603.88 91,679.00 -64,075.12
SALE 5/18/09 60 ORASCOM DEVELOPMENT HO 1,179.00 69.28 48,382.07 158,879.08 -110,497.01
241308 5/22/09 CHF TID754 41.102 1.119 43,229.15 151,174.18 -107,945.03
SALE 5/22/09 60 ORASCOM DEVELOPMENT HO 691.00 41.02 27,820.96 93,117.42 -65,296.46
241308 5/27/09 CHF TID756 40.326 1.087 25,596.61 88,601.66 -63,005.05
---------------- --------- ---------------- ------------ ---------------- --------------
15,342.00 851.94 593,390.34 2,067,449.37 -1,474,059.03
531,610.38 1,967,187.70 -1,435,577.32
11 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)
SALE 5/21/09 60 COMMERCIALBANK QATAR N 66,600.00 1,332.00 268,398.00 436,776.94 -168,378.94
241707 5/26/09 USD TID755 4.050 1.000 268,398.00 436,776.94 -168,378.94
---------------- --------- ---------------- ------------ ---------------- --------------
66,600.00 1,332.00 268,398.00 436,776.94 -168,378.94
268,398.00 436,776.94 -168,378.94
1 TRANSACTION IN COUNTRY: QUATAR (3150)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 132
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/20/09 60 TURKIYE GARANTI BANKAS 245,176.00 1,435.32 872,894.47 597,291.37 275,603.10
246072 5/22/09 TRY TID755 3.569 1.524 572,690.24 364,820.55 207,869.69
---------------- --------- ---------------- ------------ ---------------- --------------
245,176.00 1,435.32 872,894.47 597,291.37 275,603.10
572,690.24 364,820.55 207,869.69
1 TRANSACTION IN COUNTRY: TURKEY (3400)
SALE 5/04/09 60 WSP HLDGS LTD ADR 8,900.00 89.86 33,358.12 61,520.65 -28,162.53
239472 5/07/09 USD TID746 3.758 1.000 33,358.12 61,520.65 -28,162.53
SALE 5/05/09 60 WSP HLDGS LTD ADR 7,400.00 74.70 26,965.64 51,152.01 -24,186.37
239472 5/08/09 USD TID747 3.654 1.000 26,965.64 51,152.01 -24,186.37
SALE 5/06/09 60 WSP HLDGS LTD ADR 8,800.00 176.83 31,899.17 60,829.41 -28,930.24
239472 5/11/09 USD TID748 3.645 1.000 31,899.17 60,829.41 -28,930.24
SALE 5/08/09 60 WSP HLDGS LTD ADR 7,400.00 74.70 27,042.60 51,152.01 -24,109.41
239472 5/13/09 USD TID750 3.665 1.000 27,042.60 51,152.01 -24,109.41
SALE 5/11/09 60 WSP HLDGS LTD ADR 12,400.00 125.20 46,477.72 85,714.17 -39,236.45
239472 5/14/09 USD TID751 3.758 1.000 46,477.72 85,714.17 -39,236.45
SALE 5/12/09 60 WSP HLDGS LTD ADR 8,300.00 83.82 31,757.47 57,373.19 -25,615.72
239472 5/15/09 USD TID751 3.836 1.000 31,757.47 57,373.19 -25,615.72
SALE 5/13/09 60 CHINA SHENHUA ENERGY C 567,000.00 2,424.72 13,500,076.25 15,127,784.00 -1,627,707.75
239263 5/15/09 HKD TID751 23.843 7.750 1,741,967.80 1,943,323.75 -201,355.95
SALE 5/13/09 60 WSP HLDGS LTD ADR 83,900.00 847.28 321,328.72 579,953.14 -258,624.42
239472 5/18/09 USD TID752 3.840 1.000 321,328.72 579,953.14 -258,624.42
SALE 5/14/09 60 WSP HLDGS LTD ADR 8,000.00 160.83 32,019.17 55,299.47 -23,280.30
239472 5/19/09 USD TID753 4.023 1.000 32,019.17 55,299.47 -23,280.30
SALE 5/14/09 60 WSP HLDGS LTD ADR 12,100.00 122.26 48,623.80 83,640.44 -35,016.64
239472 5/19/09 USD TID753 4.029 1.000 48,623.80 83,640.44 -35,016.64
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: 133
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/18/09 60 WSP HLDGS LTD ADR 6,200.00 124.64 24,675.36 42,857.09 -18,181.73
239472 5/21/09 USD TID754 4.000 1.000 24,675.36 42,857.09 -18,181.73
SALE 5/18/09 60 WSP HLDGS LTD ADR 11,100.00 112.17 45,313.47 76,728.01 -31,414.54
239472 5/21/09 USD TID754 4.092 1.000 45,313.47 76,728.01 -31,414.54
SALE 5/19/09 60 WSP HLDGS LTD ADR 6,200.00 62.68 26,014.52 42,857.09 -16,842.57
239472 5/22/09 USD TID754 4.206 1.000 26,014.52 42,857.09 -16,842.57
SALE 5/19/09 60 WSP HLDGS LTD ADR 11,600.00 117.28 49,366.00 80,184.22 -30,818.22
239472 5/22/09 USD TID754 4.266 1.000 49,366.00 80,184.22 -30,818.22
SALE 5/20/09 60 WSP HLDGS LTD ADR 26,400.00 267.26 126,299.62 182,488.23 -56,188.61
239472 5/26/09 USD TID755 4.794 1.000 126,299.62 182,488.23 -56,188.61
SALE 5/21/09 60 WSP HLDGS LTD ADR 6,580.00 66.56 29,321.04 45,483.81 -16,162.77
239472 5/27/09 USD TID755 4.466 1.000 29,321.04 45,483.81 -16,162.77
SALE 5/22/09 60 WSP HLDGS LTD ADR 8,900.00 90.08 41,582.39 61,520.65 -19,938.26
239472 5/28/09 USD TID756 4.682 1.000 41,582.39 61,520.65 -19,938.26
SALE 5/26/09 60 WSP HLDGS LTD ADR 7,100.00 71.86 33,135.55 49,078.28 -15,942.73
239472 5/29/09 USD TID757 4.677 1.000 33,135.55 49,078.28 -15,942.73
---------------- --------- ---------------- ------------ ---------------- --------------
808,280.00 5,092.73 14,475,256.61 16,795,615.87 -2,320,359.26
2,717,148.16 3,611,155.62 -894,007.46
18 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)
SALE 5/13/09 60 CHINA OVERSEAS LAND I 246,000.00 680.11 3,786,524.00 3,080,114.88 706,409.12
241829 5/15/09 HKD TID751 15.414 7.750 488,590.05 394,748.51 93,841.54
SALE 5/28/09 60 CNOOC LTD-ADR ONE ADR 12,900.00 557.97 1,632,340.80 1,689,557.62 -57,216.82
239386 5/29/09 USD TID758 126.581 1.000 1,632,340.80 1,689,557.62 -57,216.82
---------------- --------- ---------------- ------------ ---------------- --------------
258,900.00 1,238.08 5,418,864.80 4,769,672.50 649,192.30
2,120,930.85 2,084,306.13 36,624.72
2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 134
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/22/09 60 POSCO 2,336.00 4,123.90 930,156,794.00 917,486,194.13 12,670,599.87
244129 5/26/09 KRW TID756 400385. 1247.40 745,676.44 658,553.90 87,122.54
---------------- --------- ---------------- ------------ ---------------- --------------
2,336.00 4,123.90 930,156,794.00 917,486,194.13 12,670,599.87
745,676.44 658,553.90 87,122.54
1 TRANSACTION IN COUNTRY: KOREA (4500)
SALE 5/12/09 60 PT ASTRA INTERNATIONAL 178,000.00 3,441,782,700.00 2,095,440,111.00 1346342589.00
245192 5/15/09 IDR TID751 19335.8 10325.0 333,344.57 174,991.81 158,352.76
SALE 5/14/09 60 PT ASTRA INTERNATIONAL 33,500.00 613,204,913.00 394,366,537.75 218,838,375.25
245192 5/19/09 IDR TID752 18304.6 10360.0 59,189.66 32,933.85 26,255.81
SALE 5/15/09 60 PT ASTRA INTERNATIONAL 137,000.00 1,075.432,509,891,279.00 1,612,782,557.35 897,108,721.65
245192 5/20/09 IDR TID753 18401.8 10385.0 241,684.28 134,684.71 106,999.57
SALE 5/18/09 60 PT ASTRA INTERNATIONAL 342,500.00 6,080,513,987.00 4,031,956,393.36 2048557593.64
245192 5/22/09 IDR TID754 17753.3 10390.0 585,227.53 336,711.77 248,515.76
SALE 5/19/09 60 PT ASTRA INTERNATIONAL 152,000.00 1,276.332,957,252,044.00 1,789,364,589.17 1167887454.83
245192 5/25/09 IDR TID754 19542.1 10310.0 286,833.37 149,431.21 137,402.16
---------------- --------- ---------------- ------------ ---------------- --------------
843,000.00 2,351.76 15602644923.00 9,923,910,188.63 5678734734.37
1,506,279.41 828,753.35 677,526.06
5 TRANSACTIONS IN COUNTRY: INDONESIA (4600)
SALE 5/04/09 60 AFRICAN BANK INVESTMEN 93,207.00 613.55 2,552,829.06 2,539,208.88 13,620.18
241879 5/11/09 ZAR TID746 27.444 8.338 306,160.69 337,340.56 -31,179.87
SALE 5/05/09 60 AFRICAN BANK INVESTMEN 114,211.00 752.00 3,156,302.96 3,111,414.23 44,888.73
241879 5/12/09 ZAR TID747 27.691 8.411 375,250.02 413,359.54 -38,109.52
SALE 5/06/09 60 AFRICAN BANK INVESTMEN 68,312.00 438.92 1,853,408.95 1,861,002.26 -7,593.31
241879 5/13/09 ZAR TID747 27.186 8.462 219,022.12 247,239.03 -28,216.91
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 135
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/12/09 60 MASSMART ZAR0.01 36,045.00 660.18 2,780,705.94 2,928,155.75 -147,449.81
243931 5/19/09 ZAR TID751 77.300 8.441 329,428.50 289,853.19 39,575.31
SALE 5/12/09 60 TRUWORTHS INTERNAT ZAR 88,851.00 757.88 3,192,238.73 2,381,214.55 811,024.18
239351 5/19/09 ZAR TID751 36.000 8.441 378,182.53 318,598.43 59,584.10
SALE 5/13/09 60 AFRICAN BANK INVESTMEN 96,246.00 616.60 2,618,399.42 2,621,999.40 -3,599.98
241879 5/20/09 ZAR TID751 27.260 8.510 307,685.01 348,339.50 -40,654.49
SALE 5/13/09 60 TRUWORTHS INTERNAT ZAR 103,827.00 130.96 3,713,888.24 2,782,572.65 931,315.59
239351 5/20/09 ZAR TID752 35.781 8.510 436,414.60 372,298.79 64,115.81
SALE 5/19/09 60 AFRICAN BANK INVESTMEN 119,383.00 813.40 3,430,067.18 3,252,313.39 177,753.79
241879 5/26/09 ZAR TID754 28.789 8.451 405,886.68 432,078.37 -26,191.69
SALE 5/20/09 60 AFRICAN BANK INVESTMEN 7,822.00 18.49 219,273.06 213,092.28 6,180.78
241879 5/27/09 ZAR TID755 28.053 8.307 26,397.13 28,309.87 -1,912.74
SALE 5/20/09 60 AFRICAN BANK INVESTMEN 57,520.00 391.41 1,622,430.65 1,566,999.21 55,431.44
241879 5/27/09 ZAR TID755 28.263 8.307 195,315.91 208,179.96 -12,864.05
SALE 5/21/09 60 AFRICAN BANK INVESTMEN 170,538.00 1,104.56 4,654,222.10 4,645,912.90 8,309.20
241879 5/28/09 ZAR TID755 27.346 8.444 551,173.84 617,221.72 -66,047.88
---------------- --------- ---------------- ------------ ---------------- --------------
955,962.00 6,297.95 29,793,766.29 27,903,885.50 1,889,880.79
3,530,917.03 3,612,818.96 -81,901.93
11 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)
SALE 5/06/09 60 COMPANHIA DE BEBIDAS D 23,700.00 983.90 1,395,728.20 1,032,130.09 363,598.11
245277 5/11/09 USD TID748 58.933 1.000 1,395,728.20 1,032,130.09 363,598.11
SALE 5/15/09 60 BM&FBOVESPA SA 187,100.00 2,124.62 2,037,688.23 1,723,717.83 313,970.40
242812 5/20/09 BRL 10.914 2.072 983,440.27 963,056.41 20,383.86
---------------- --------- ---------------- ------------ ---------------- --------------
210,800.00 3,108.52 3,433,416.43 2,755,847.92 677,568.51
2,379,168.47 1,995,186.50 383,981.97
2 TRANSACTIONS IN COUNTRY: BRAZIL (6900)
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 136
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 4/30/09 60 FOMENTO ECONOMICO MEXI 32,100.00 746.59 946,283.66 957,278.87 -10,995.21
243386 5/05/09 USD TID745 29.503 1.000 946,283.66 957,278.87 -10,995.21
SALE 5/01/09 60 FOMENTO ECONOMICO MEXI 9,700.00 225.25 271,993.61 289,271.18 -17,277.57
243386 5/06/09 USD TID746 28.064 1.000 271,993.61 289,271.18 -17,277.57
SALE 5/04/09 60 FOMENTO ECONOMICO MEXI 29,300.00 681.14 850,791.51 873,777.91 -22,986.40
243386 5/07/09 USD TID746 29.061 1.000 850,791.51 873,777.91 -22,986.40
SALE 5/12/09 60 GRUPO TELEVISA SA-SPON 35,400.00 369.27 593,486.97 671,190.78 -77,703.81
241079 5/15/09 USD TID751 16.776 1.000 593,486.97 671,190.78 -77,703.81
---------------- --------- ---------------- ------------ ---------------- --------------
106,500.00 2,022.25 2,662,555.75 2,791,518.74 -128,962.99
2,662,555.75 2,791,518.74 -128,962.99
4 TRANSACTIONS IN COUNTRY: MEXICO (7800)
SALE 5/07/09 60 DIGI COM BHD MYR1 119,400.00 1,887.59 2,621,130.99 2,686,205.52 -65,074.53
243384 5/12/09 MYR TID748 22.008 3.522 744,216.64 764,230.03 -20,013.39
---------------- --------- ---------------- ------------ ---------------- --------------
119,400.00 1,887.59 2,621,130.99 2,686,205.52 -65,074.53
744,216.64 764,230.03 -20,013.39
1 TRANSACTION IN COUNTRY: MALAYSIA (8700)
SALE 4/28/09 60 OJSC OC ROSNEFT USD 0. 504,455.00 10,089.10 2,399,641.99 1,844,716.42 554,925.57
244467 5/01/09 USD TID744 4.777 1.000 2,399,641.99 1,844,716.42 554,925.57
---------------- --------- ---------------- ------------ ---------------- --------------
504,455.00 10,089.10 2,399,641.99 1,844,716.42 554,925.57
2,399,641.99 1,844,716.42 554,925.57
1 TRANSACTION IN COUNTRY: RUSSIA (9800)
SALE 5/07/09 60 MAHINDRA +MAHINDRA GDR 30,238.00 1,209.52 317,471.79 222,348.06 95,123.73
245278 5/12/09 USD TID748 10.539 1.000 317,471.79 222,348.06 95,123.73
S T A T E O F N E W J E R S E Y
D I V I S I O N O F I N V E S T M E N T
GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY
REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 137
TRANS-TYPE: SALE SETTLEMENTS FROM 5/01/09 THROUGH 5/31/09 ** WELLINGTON ASSET MANAGEMENT **
====================================================================================================================================
X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-(L)
INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-USD
------ -------- ---- ---------------------- ---------------- --------- ---------------- ------------ ---------------- --------------
SALE 5/07/09 60 STERLITE INDS INDIA LT 33,900.00 1,365.08 351,706.81 190,189.50 161,517.31
244130 5/12/09 USD TID748 10.415 1.000 351,706.81 190,189.50 161,517.31
SALE 5/20/09 60 STERLITE INDS INDIA LT 54,000.00 2,175.89 615,886.51 302,956.73 312,929.78
244130 5/26/09 USD TID755 11.446 1.000 615,886.51 302,956.73 312,929.78
SALE 5/21/09 60 LARSEN + TOUBRO LT 28,335.00 1,133.40 782,046.00 633,489.53 148,556.47
241423 5/27/09 USD TID755 27.640 1.000 782,046.00 633,489.53 148,556.47
---------------- --------- ---------------- ------------ ---------------- --------------
146,473.00 5,883.89 2,067,111.11 1,348,983.82 718,127.29
2,067,111.11 1,348,983.82 718,127.29
4 TRANSACTIONS IN COUNTRY: INDIA (9980)
---------------- --------- ---------------- ------------ ---------------- --------------
4,308,124.00 46,557.78 16598797915.42 10906484187.36 5692313728.06
23,636,116.11 23,398,849.29 237,266.82
64 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)
---------------- --------- ---------------- ------------ ---------------- --------------
6,263,524.00 53,387.01 16624073207.42 10933546176.15 5690527031.27
26,896,859.22 26,875,730.93 21,128.29
66 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
11,044,989.00 120,880.50 24009391686.61 18318864655.34 5690527031.27
47,473,637.41 47,452,509.12 21,128.29
154 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)
---------------- --------- ---------------- ------------ ---------------- --------------
1,120,737,911.72 4532148.46 139056943647.14 84,246.58 127542502560.26 11514441086.87
.7676 4,106,376,816.29 117,363.84 4,204,566,726.03 -98,189,909.74
1399 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****