Global Report

S T A T E O F N E W J E R S E Y D I V I S I O N O F 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 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD D **

X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD

DEV MKT COMMON STOCK (2220)

PUR 8/31/09 60 ROYAL BANK OF CANADA 40,000.00 1,457.19 2,249,740.00 2,249,740.00 230244 9/03/09 CAD S26629 56.204 1.098 2,048,943.53 2,048,943.53

PUR 9/08/09 60 INMET MNG CORP NPV 20,000.00 746.06 1,082,274.00 1,082,274.00 248430 9/11/09 CAD S26644 54.074 1.072 1,009,301.50 1,009,301.50 60,000.00 2,203.25 3,332,014.00 3,332,014.00 3,058,245.03 3,058,245.03 2 TRANSACTIONS IN COUNTRY: CANADA ( 300)

PUR 8/28/09 60 L'OREAL SA EUR 0.2 150,000.00 22,496.56 10,448,839.78 10,448,839.78 248327 9/02/09 EUR S26623 69.555 .696 15,020,210.94 15,020,210.94

PUR 8/28/09 60 L'OREAL SA EUR 0.2 25,000.00 3,752.31 1,742,810.30 1,742,810.30 248327 9/02/09 EUR S26623 69.608 .696 2,505,290.43 2,505,290.43

PUR 8/28/09 60 L'OREAL SA EUR 0.2 25,000.00 3,760.20 1,746,473.29 1,746,473.29 248327 9/02/09 EUR S26623 69.754 .696 2,510,555.98 2,510,555.98

PUR 8/28/09 60 L'OREAL SA EUR 0.2 200,000.00 30,221.02 14,036,563.31 14,036,563.31 248327 9/02/09 EUR S26623 70.078 .696 20,177,564.80 20,177,564.80

PUR 9/11/09 60 L'OREAL SA EUR 0.2 200,000.00 13,670,140.00 13,670,140.00 248327 9/16/09 EUR S26654 68.351 .684 19,977,552.86 19,977,552.86

PUR 9/25/09 60 L'OREAL SA EUR 0.2 97,889.00 14,454.18 6,568,145.95 6,568,145.95 248327 9/30/09 EUR S26690 66.997 .681 9,650,579.73 9,650,579.73 697,889.00 74,684.27 48,212,972.63 48,212,972.63 69,841,754.74 69,841,754.74 6 TRANSACTIONS IN COUNTRY: FRANCE ( 400)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 2 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/25/09 60 FAST RETAILING CO LTD 90,610.00 13,248.58 993,841,200.00 993,841,200.00 241347 9/30/09 JPY S26693 10955.1 89.910 11,053,733.73 11,053,733.73 ------90,610.00 13,248.58 993,841,200.00 993,841,200.00 11,053,733.73 11,053,733.73 1 TRANSACTION IN COUNTRY: ( 500)

PUR 9/11/09 60 STOREBRAND ASA 75,000.00 599.84 2,366,043.75 2,366,043.75 202782 9/16/09 NOK S26653 31.500 5.908 400,494.90 400,494.90

PUR 9/11/09 60 STOREBRAND ASA 100,000.00 790.90 3,119,672.50 3,119,672.50 202782 9/16/09 NOK S26653 31.150 5.908 528,059.94 528,059.94

PUR 9/11/09 60 STOREBRAND ASA 262,500.00 2,087.00 8,232,044.57 8,232,044.57 202782 9/16/09 NOK S26653 31.313 5.908 1,393,419.64 1,393,419.64

PUR 9/14/09 60 STOREBRAND ASA 788,000.00 6,492.81 25,678,561.75 25,678,561.75 202782 9/17/09 NOK S26658 32.538 5.923 4,335,031.95 4,335,031.95

PUR 9/15/09 60 STOREBRAND ASA 534,000.00 4,721.79 18,645,302.06 18,645,302.06 202782 9/18/09 NOK S26668 34.864 5.914 3,152,579.69 3,152,579.69

PUR 9/16/09 60 STOREBRAND ASA 240,500.00 2,206.59 8,626,259.16 8,626,259.16 202782 9/21/09 NOK S26669 35.814 5.855 1,473,264.65 1,473,264.65 ------2,000,000.00 16,898.93 66,667,883.79 66,667,883.79 11,282,850.77 11,282,850.77 6 TRANSACTIONS IN COUNTRY: NORWAY ( 700)

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PUR 9/11/09 60 BALOISE HOLDING AG 87,000.00 15,441.95 8,431,037.49 8,431,037.49 248470 9/16/09 CHF S26655 96.725 1.035 8,142,782.97 8,142,782.97

PUR 9/14/09 60 BALOISE HOLDING AG 63,000.00 11,191.44 6,103,252.09 6,103,252.09 248470 9/17/09 CHF S26661 96.693 1.034 5,901,423.41 5,901,423.41 ------150,000.00 26,633.39 14,534,289.58 14,534,289.58 14,044,206.38 14,044,206.38 2 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 3 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/08/09 60 BP PLC 798,460.00 4,348,261.93 4,348,261.93 214684 9/14/09 UKP 26663 5.446 .604 7,203,760.59 7,203,760.59

PUR 9/10/09 60 DIAGEO PLC 650,000.00 63,601.55 6,190,264.14 6,190,264.14 248467 9/15/09 UKP S26648 9.465 .600 10,321,648.43 10,321,648.43

PUR 9/11/09 60 BG GROUP PLC 1,750,000.00 164,865.14 19,835,711.13 19,835,711.13 248469 9/16/09 UKP S26651 11.278 .599 33,137,557.50 33,137,557.50

PUR 9/11/09 60 DIAGEO PLC 297,769.00 29,144.37 2,831,064.72 2,831,064.72 248467 9/16/09 UKP S26651 9.449 .599 4,729,579.36 4,729,579.36

PUR 9/11/09 60 DIAGEO PLC 464,627.00 36,772.11 4,424,073.36 4,424,073.36 248467 9/16/09 UKP S26651 9.474 .599 7,390,861.08 7,390,861.08

PUR 9/14/09 60 DIAGEO PLC 87,604.00 6,868.58 830,677.46 830,677.46 248467 9/17/09 UKP S26659 9.435 .602 1,380,252.66 1,380,252.66

PUR 9/25/09 60 BG GROUP PLC 1,750,000.00 187,839.28 19,115,964.69 19,115,964.69 248469 9/30/09 UKP S26694 10.856 .627 30,484,238.28 30,484,238.28 ------5,798,460.00 489,091.03 57,576,017.43 57,576,017.43 94,647,897.90 94,647,897.90 7 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)

PUR 9/11/09 60 ALLIANZ SE (REG) 250,000.00 20,708,500.00 20,708,500.00 231926 9/15/09 EUR S26652 82.834 .684 30,263,417.44 30,263,417.44

PUR 9/11/09 60 CARL ZEISS MEDITEC AG 10,000.00 225.27 102,923.15 102,923.15 235918 9/15/09 EUR S26652 10.277 .684 150,411.97 150,411.97

PUR 9/11/09 60 DEUTSCHE BOERSE AG 200,000.00 24,448.90 11,169,909.77 11,169,909.77 240969 9/15/09 EUR S26652 55.766 .684 16,323,714.52 16,323,714.52

PUR 9/11/09 60 MERCK KGAA 220,000.00 32,765.00 14,969,264.27 14,969,264.27 242835 9/15/09 EUR S26652 67.940 .684 21,876,094.04 21,876,094.04

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 4 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/14/09 60 CARL ZEISS MEDITEC AG 10,000.00 224.37 102,380.34 102,380.34 235918 9/16/09 EUR S26656 10.223 .683 149,802.82 149,802.82

PUR 9/15/09 60 CARL ZEISS MEDITEC AG 18,300.00 417.12 190,750.27 190,750.27 235918 9/17/09 EUR S26666 10.408 .685 278,495.19 278,495.19

PUR 9/16/09 60 CARL ZEISS MEDITEC AG 22,700.00 533.36 242,429.09 242,429.09 235918 9/18/09 EUR S26671 10.664 .681 356,103.85 356,103.85

PUR 9/17/09 60 CARL ZEISS MEDITEC AG 15,896.00 382.76 173,306.61 173,306.61 235918 9/21/09 EUR S26673 10.886 .678 255,557.93 255,557.93

PUR 9/18/09 60 CARL ZEISS MEDITEC AG 36,641.00 876.48 397,442.95 397,442.95 235918 9/22/09 EUR S26675 10.831 .679 585,195.23 585,195.23

PUR 9/21/09 60 CARL ZEISS MEDITEC AG 11,463.00 274.52 125,038.84 125,038.84 235918 9/23/09 EUR S26677 10.892 .682 183,282.02 183,282.02

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PUR 9/22/09 60 CARL ZEISS MEDITEC AG 7,803.00 189.90 85,704.64 85,704.64 235918 9/24/09 EUR S26679 10.967 .676 126,791.39 126,791.39

PUR 9/23/09 60 CARL ZEISS MEDITEC AG 6,197.00 150.30 67,889.42 67,889.42 235918 9/25/09 EUR S26682 10.939 .676 100,354.21 100,354.21

PUR 9/24/09 60 CARL ZEISS MEDITEC AG 7,000.00 167.89 76,204.14 76,204.14 235918 9/28/09 EUR S26685 10.870 .680 112,088.65 112,088.65

PUR 9/25/09 60 CARL ZEISS MEDITEC AG 11,012.00 264.84 120,345.40 120,345.40 235918 9/29/09 EUR S26692 10.912 .681 176,823.55 176,823.55

PUR 9/28/09 60 CARL ZEISS MEDITEC AG 3,113.00 75.06 34,253.21 34,253.21 235918 9/30/09 EUR S26698 10.987 .683 50,115.89 50,115.89 ------830,125.00 60,995.77 48,566,342.10 48,566,342.10 70,988,248.70 70,988,248.70 15 TRANSACTIONS IN COUNTRY: GERMANY (1100)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 5 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/11/09 60 BHP BILLITON LTD 1,000,000.00 66,146.31 38,253,855.00 38,253,855.00 246633 9/16/09 AUD S26649 38.178 1.154 33,139,300.98 33,139,300.98 ------1,000,000.00 66,146.31 38,253,855.00 38,253,855.00 33,139,300.98 33,139,300.98 1 TRANSACTION IN COUNTRY: AUSTRALIA (1800)

PUR 8/31/09 60 SINGAPORE TELECOM 800,000.00 4,849.59 2,561,706.80 2,561,706.80 228609 9/03/09 SGD S26628 3.193 1.441 1,778,098.70 1,778,098.70 ------800,000.00 4,849.59 2,561,706.80 2,561,706.80 1,778,098.70 1,778,098.70 1 TRANSACTION IN COUNTRY: SINGAPORE (1900)

------11,427,084.00 754,751.121,273,546,281.33 1,273,546,281.33 309,834,336.93 309,834,336.93 41 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)

PUT OPTIONS (LONG) (2310) ------

PUR 9/24/09 60 ISHARES MSCI EWJ OPT ( 5,000,000.00 50,000.00 3,250,000.00 3,250,000.00 248676 9/25/09 USD 26687 .640 1.000 3,250,000.00 3,250,000.00

PUR 9/25/09 60 ISHARES MSCI EWJ OPT ( 7,500,000.00 75,000.00 4,950,000.00 4,950,000.00 248676 9/28/09 USD 26689 .650 1.000 4,950,000.00 4,950,000.00 ------12,500,000.00 125,000.00 8,200,000.00 8,200,000.00 8,200,000.00 8,200,000.00 2 TRANSACTIONS IN COUNTRY: JAPAN ( 500)

------12,500,000.00 125,000.00 8,200,000.00 8,200,000.00 8,200,000.00 8,200,000.00 2 TRANSACTIONS IN CATEGORY: PUT OPTIONS (LONG) (2310)

------23,927,084.00 879,751.121,281,746,281.33 1,281,746,281.33 318,034,336.93 318,034,336.93 43 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 6 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 7 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

CONVERTIBLE ZERO COUPON B ( 635) ------

SALE 9/17/09 60 METRO DEBENTURE SDR(EX 14,902,137.50 8,196,175.35 12,097,455.57 -3,901,280.22 247640 9/22/09 SEK 12/18/13 B26672 55.000 6.854 14.6128 1,195,910.90 1,583,975.64 -388,064.74 ------14,902,137.50 8,196,175.35 12,097,455.57 -3,901,280.22 1,195,910.90 1,583,975.64 - 388,064.74 1 TRANSACTION IN COUNTRY: LUXEMBOURG (2700)

------14,902,137.50 8,196,175.35 12,097,455.57 -3,901,280.22 1,195,910.90 1,583,975.64 - 388,064.74 1 TRANSACTION IN CATEGORY: CONVERTIBLE ZERO COUPON B ( 635)

ETF-INTERNATIONAL (1600) ------

SALE 9/18/09 60 ISHARES MSCI JAPAN IND 90,000,000.00 23,477.19 913,485,522.81 776,307,273.37 137,178,249.44 245465 9/28/09 USD S26676 10.150 1.000 913,485,522.81 776,307,273.37 137,178,249.44 ------90,000,000.00 23,477.19 913,485,522.81 776,307,273.37 137,178,249.44 913,485,522.81 776,307,273.37 137,178,249.44 1 TRANSACTION IN COUNTRY: JAPAN ( 500)

SALE 8/31/09 60 ISHARES IN MSCI SINGAP 200,000.00 2,052.45 2,038,487.55 1,686,101.67 352,385.88 246507 9/03/09 USD S26631 10.203 1.000 2,038,487.55 1,686,101.67 352,385.88 ------200,000.00 2,052.45 2,038,487.55 1,686,101.67 352,385.88 2,038,487.55 1,686,101.67 352,385.88 1 TRANSACTION IN COUNTRY: SINGAPORE (1900)

SALE 8/31/09 60 ISHARES MSCI HONG KONG 400,000.00 4,147.38 5,730,252.62 5,022,185.81 708,066.81 246294 9/03/09 USD S26630 14.336 1.000 5,730,252.62 5,022,185.81 708,066.81 ------400,000.00 4,147.38 5,730,252.62 5,022,185.81 708,066.81 5,730,252.62 5,022,185.81 708,066.81 1 TRANSACTION IN COUNTRY: HONG KONG (4400)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 8 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-

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USD ------90,600,000.00 29,677.02 921,254,262.98 783,015,560.85 138,238,702.13 921,254,262.98 783,015,560.85 138,238,702.13 3 TRANSACTIONS IN CATEGORY: ETF-INTERNATIONAL (1600)

DEV MKT COMMON STOCK (2220) ------

SALE 8/28/09 60 PPR (PINAULT PRINTEMPS 20,000.00 3,457.12 1,600,895.05 1,750,258.93 -149,363.88 230931 9/02/09 EUR S26623 80.165 .696 2,301,287.21 2,249,603.46 51,683.75

SALE 8/28/09 60 PPR (PINAULT PRINTEMPS 80,000.00 13,807.97 6,394,090.46 7,001,035.71 -606,945.25 230931 9/02/09 EUR S26623 80.046 .696 9,191,507.33 8,998,413.84 193,093.49

SALE 8/28/09 60 PUBLICIS GROUPE 172,907.00 9,614.33 4,452,133.74 4,355,792.69 96,341.05 238509 9/02/09 EUR S26623 25.787 .696 6,399,943.85 6,204,173.42 195,770.43

SALE 8/31/09 60 PUBLICIS GROUPE 122,093.00 6,753.82 3,132,522.63 3,075,710.04 56,812.59 238509 9/03/09 EUR S26625 25.695 .697 4,495,796.48 4,380,887.67 114,908.81

SALE 9/01/09 60 PUBLICIS GROUPE 160,000.00 8,734.26 4,064,390.26 4,030,645.55 33,744.71 238509 9/04/09 EUR S26634 25.441 .699 5,814,112.54 5,741,050.08 73,062.46

SALE 9/02/09 60 PUBLICIS GROUPE 45,000.00 2,409.28 1,126,251.09 1,133,619.06 -7,367.97 238509 9/07/09 EUR S26635 25.065 .702 1,603,781.99 1,614,670.33 -10,888.34

SALE 9/02/09 60 PUBLICIS GROUPE 47,674.00 2,551.58 1,192,770.81 1,200,981.22 -8,210.41 238509 9/07/09 EUR S26635 25.057 .702 1,698,506.10 1,710,617.63 -12,111.53

SALE 9/03/09 60 PUBLICIS GROUPE 166,311.00 8,890.10 4,149,960.76 4,189,629.32 -39,668.56 238509 9/08/09 EUR S26637 24.991 .701 5,917,846.33 5,967,498.62 -49,652.29

SALE 9/03/09 60 RENAULT SA EUR 3.81 300,000.00 18,783.08 8,768,068.14 4,999,956.89 3,768,111.25 245378 9/08/09 EUR S26637 29.271 .701 12,503,269.98 6,684,880.64 5,818,389.34

SALE 9/03/09 60 RENAULT SA EUR 3.81 200,000.00 12,420.66 5,798,049.86 3,333,304.60 2,464,745.26 245378 9/08/09 EUR S26637 29.034 .701 8,268,022.28 4,456,587.10 3,811,435.18

SALE 9/04/09 60 PUBLICIS GROUPE 86,015.00 4,595.98 2,149,202.11 2,166,849.86 -17,647.75 238509 9/09/09 EUR S26639 25.024 .702 3,059,388.56 3,086,352.65 -26,964.09

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 9 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/04/09 60 PUBLICIS GROUPE 200,000.00 10,836.73 5,067,547.26 5,038,306.94 29,240.32 238509 9/09/09 EUR S26639 25.376 .702 7,213,652.00 7,176,312.61 37,339.39

SALE 9/07/09 60 PUBLICIS GROUPE 107,500.00 6,017.48 2,793,716.38 2,708,089.98 85,626.40 238509 9/10/09 EUR S26640 26.027 .697 4,005,632.50 3,857,268.03 148,364.47

SALE 9/08/09 60 PUBLICIS GROUPE 97,600.00 5,592.71 2,564,676.65 2,458,693.78 105,982.87 238509 9/11/09 EUR S26643 26.317 .689 3,722,884.70 3,502,040.54 220,844.16

SALE 9/09/09 60 PUBLICIS GROUPE 94,900.00 5,466.10 2,495,101.59 2,390,676.64 104,424.95 238509 9/14/09 EUR S26645 26.331 .686 3,638,606.42 3,405,160.33 233,446.09

SALE 9/11/09 60 RENAULT SA EUR 3.81 250,000.00 18,267.71 8,320,924.86 4,166,630.75 4,154,294.11 245378 9/16/09 EUR S26654 33.334 .684 12,160,205.84 5,570,733.88 6,589,471.96

SALE 9/25/09 60 CARBONE LORRAINE RTS(E 7.00 13.67 .01 13.66 248638 9/30/09 EUR 1.953 .681 20.09 .01 20.08 ------2,150,007.00 138,198.91 64,070,315.32 54,000,181.97 10,070,133.35 91,994,464.20 74,606,250.84 17,388,213.36 17 TRANSACTIONS IN COUNTRY: FRANCE ( 400)

SALE 8/28/09 60 ARCELORMITTAL NPV 250,000.00 13,751.70 6,368,033.60 4,353,119.66 2,014,913.94 245408 9/02/09 EUR S26623 25.510 .696 9,154,050.59 5,789,891.33 3,364,159.26

SALE 9/03/09 60 ARCELORMITTAL NPV 500,000.00 26,032.71 12,152,244.25 8,706,239.33 3,446,004.92 245408 9/08/09 EUR S26637 24.341 .701 17,329,106.97 11,579,782.68 5,749,324.29

SALE 9/03/09 60 KONINKLIJKE DSM NV EUR 350,000.00 18,274.62 8,530,719.70 8,508,925.89 21,793.81 247020 9/08/09 EUR S26637 24.410 .701 12,164,810.98 11,832,869.63 331,941.35

SALE 9/04/09 60 KONINKLIJKE DSM NV EUR 150,000.00 7,866.26 3,678,474.00 3,646,682.53 31,791.47 247020 9/09/09 EUR S26639 24.560 .702 5,236,306.64 5,071,229.85 165,076.79

SALE 9/11/09 60 KONINKLIJKE DSM NV EUR 106,144.00 6,055.12 2,758,105.63 2,580,489.80 177,615.83 247020 9/16/09 EUR S26654 26.024 .684 4,030,697.64 3,588,537.47 442,160.17

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 10 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/14/09 60 KONINKLIJKE DSM NV EUR 143,856.00 8,100.87 3,685,405.75 3,497,314.41 188,091.34 247020 9/17/09 EUR S26657 25.657 .683 5,392,482.30 4,863,512.27 528,970.03 ------1,500,000.00 80,081.28 37,172,982.93 31,292,771.62 5,880,211.31 53,307,455.12 42,725,823.23 10,581,631.89 6 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)

SALE 8/28/09 60 SULZER AG CHF 0.03 34,374.00 4,027.12 2,828,694.10 2,583,990.84 244,703.26 234289 9/02/09 CHF S26624 82.415 1.055 2,680,718.44 2,230,113.31 450,605.13

SALE 8/28/09 60 VALORA HOLDING CHF 10. 1,844.00 605.12 425,044.82 519,034.63 -93,989.81 237403 9/02/09 CHF S26624 230.848 1.055 402,809.72 439,422.00 - 36,612.28

SALE 8/31/09 60 SULZER AG CHF 0.03 29,000.00 3,375.95 2,374,456.17 2,180,012.06 194,444.11 234289 9/03/09 CHF S26626 82.001 1.057 2,247,261.19 1,881,459.42 365,801.77

SALE 8/31/09 60 VALORA HOLDING CHF 10. 262.00 85.57 60,181.98 73,745.70 - 13,563.72 237403 9/03/09 CHF S26626 230.047 1.057 56,958.15 62,434.14 - 5,475.99

SALE 9/01/09 60 SULZER AG CHF 0.03 35,626.00 4,047.94 2,853,559.70 2,678,107.22 175,452.48 234289 9/04/09 CHF S26633 80.218 1.059 2,694,579.51 2,311,340.45 383,239.06

SALE 9/01/09 60 VALORA HOLDING CHF 10. 580.00 189.04 133,256.59 163,253.84 -29,997.25 237403 9/04/09 CHF S26633 230.098 1.059 125,832.47 138,212.99 - 12,380.52

SALE 9/03/09 60 SULZER AG CHF 0.03 46,000.00 5,035.56 3,555,472.78 3,457,950.16 97,522.62 234289 9/08/09 CHF S26636 77.409 1.061 3,352,006.01 2,984,383.91 367,622.10

SALE 9/03/09 60 VALORA HOLDING CHF 10. 31.00 10.09 7,119.30 8,725.64 - 1,606.34 237403 9/08/09 CHF S26636 230.000 1.061 6,711.89 7,387.25 - 675.36

SALE 9/04/09 60 SULZER AG CHF 0.03 54,000.00 5,920.88 4,199,885.71 4,059,332.79 140,552.92 234289 9/09/09 CHF S26638 77.893 1.066 3,941,334.19 3,503,407.19 437,927.00

SALE 9/04/09 60 VALORA HOLDING CHF 10. 1,360.00 441.54 313,204.51 382,802.12 -69,597.61 237403 9/09/09 CHF S26638 230.643 1.066 293,923.15 324,085.65 - 30,162.50

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 11 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/07/09 60 LINDT & SPR-REG 11.00 542.42 301,925.25 310,336.82 - 8,411.57 233838 9/10/09 CHF S26641 27500.0 1.060 284,942.67 272,192.42 12,750.25

SALE 9/08/09 60 LINDT & SPR-REG 4.00 200.64 110,040.53 112,849.75 - 2,809.22 233838 9/11/09 CHF S26642 27562.5 1.044 105,402.81 98,979.06 6,423.75

SALE 9/09/09 60 LINDT & SPR-REG 83.00 4,225.50 2,308,066.33 2,341,632.33 - 33,566.00 233838 9/14/09 CHF S26646 27860.9 1.040 2,219,721.42 2,053,815.49 165,905.93

SALE 9/09/09 60 VALORA HOLDING CHF 10. 100.00 33.18 22,965.50 28,147.21 - 5,181.71 237403 9/14/09 CHF S26646 230.000 1.040 22,086.46 23,829.82 - 1,743.36

SALE 9/10/09 60 LINDT & SPR-REG 45.00 2,305.49 1,259,677.06 1,269,559.70 - 9,882.64 233838 9/15/09 CHF S26647 28046.1 1.040 1,211,111.49 1,113,514.42 97,597.07

SALE 9/10/09 60 VALORA HOLDING CHF 10. 23.00 7.60 5,282.10 6,473.86 - 1,191.76 237403 9/15/09 CHF S26647 230.000 1.040 5,078.45 5,480.86 - 402.41

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SALE 9/11/09 60 VALORA HOLDING CHF 10. 3,000.00 1,012.65 697,951.50 844,416.43 -146,464.93 237403 9/16/09 CHF S26655 233.000 1.035 674,088.76 714,894.80 - 40,806.04

SALE 9/11/09 60 VALORA HOLDING CHF 10. 17,800.00 6,033.92 4,158,765.58 5,010,204.16 -851,438.58 237403 9/16/09 CHF S26655 233.990 1.035 4,016,578.69 4,241,709.14 -225,130.45

SALE 9/25/09 60 BASILEA PHARMACEUTICA- 28,638.00 5,525.79 2,982,900.33 4,736,102.05 -1,753,201.72 240259 9/30/09 CHF S26691 104.357 1.028 2,902,783.51 4,411,476.08 -1,508,692.57 ------252,781.00 43,626.00 28,598,449.84 30,766,677.31 -2,168,227.47 27,243,928.98 26,818,138.40 425,790.58 19 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)

SALE 8/28/09 60 HSBC HLDGS 3,000,000.00 38,878.19 19,835,867.36 14,737,093.81 5,098,773.55 222843 9/03/09 UKP S26622 6.620 .613 32,358,252.03 23,246,258.66 9,111,993.37

SALE 8/28/09 60 PRUDENTIAL PLC 2,001,484.00 20,834.17 10,629,319.07 9,293,960.00 1,335,359.07 229287 9/03/09 UKP S26622 5.317 .613 17,339,609.06 16,960,676.07 378,932.99 ------5,001,484.00 59,712.36 30,465,186.43 24,031,053.81 6,434,132.62 49,697,861.09 40,206,934.73 9,490,926.36 2 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 12 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/15/09 60 DEUTSCHE TELEKOM AG-RE 1,000,000.00 20,723.52 9,448,605.80 10,508,600.12 -1,059,994.31 238628 9/17/09 EUR S26666 9.463 .685 13,794,954.56 14,375,303.54 -580,348.98

SALE 9/16/09 60 DEUTSCHE TELEKOM AG-RE 1,000,000.00 9,489,300.00 10,508,600.12 -1,019,300.12 238628 9/18/09 EUR S26671 9.489 .681 13,938,823.27 14,375,303.54 -436,480.27 ------2,000,000.00 20,723.52 18,937,905.80 21,017,200.24 -2,079,294.43 27,733,777.83 28,750,607.08 - 1,016,829.25 2 TRANSACTIONS IN COUNTRY: GERMANY (1100)

SALE 8/28/09 60 OUTOKUMPU OYJ 250,000.00 8,057.81 3,731,344.57 2,249,408.37 1,481,936.20 243316 9/02/09 EUR S26623 14.948 .696 5,363,809.16 2,958,588.81 2,405,220.35

SALE 8/28/09 60 STORA ENSO OY SHS NPV 1,000,000.00 10,552.47 4,886,559.15 6,709,805.43 -1,823,246.29 235425 9/02/09 EUR S26623 4.894 .696 7,024,430.53 8,883,911.48 -1,859,480.95

SALE 8/28/09 60 UPM-KYMMENE CORP NPV 500,000.00 9,204.82 4,262,496.65 8,724,140.59 -4,461,643.94 234374 9/02/09 EUR S26623 8.538 .696 6,127,340.47 11,074,276.86 -4,946,936.39

SALE 9/03/09 60 OUTOKUMPU OYJ 424,000.00 12,792.07 5,971,422.21 3,814,996.60 2,156,425.61 243316 9/08/09 EUR S26637 14.105 .701 8,515,251.36 5,017,766.63 3,497,484.73

SALE 9/03/09 60 STORA ENSO OY SHS NPV 500,000.00 4,973.93 2,321,861.97 3,354,902.72 -1,033,040.75 235425 9/08/09 EUR S26637 4.651 .701 3,310,976.45 4,441,955.75 -1,130,979.30

SALE 9/03/09 60 UPM-KYMMENE CORP NPV 500,000.00 8,736.01 4,078,023.77 8,724,140.59 -4,646,116.82 234374 9/08/09 EUR S26637 8.168 .701 5,815,264.14 11,074,276.86 -5,259,012.72

SALE 9/04/09 60 OUTOKUMPU OYJ 576,000.00 17,181.63 8,034,592.41 5,182,636.89 2,851,955.52 243316 9/09/09 EUR S26639 13.970 .702 11,437,239.89 6,816,588.62 4,620,651.27

SALE 9/11/09 60 STORA ENSO OY SHS NPV 500,000.00 5,628.32 2,563,698.68 3,354,902.72 -791,204.04 235425 9/16/09 EUR S26654 5.135 .684 3,746,591.17 4,441,955.75 -695,364.58

SALE 9/11/09 60 UPM-KYMMENE CORP NPV 500,000.00 9,776.99 4,453,409.85 8,724,140.59 -4,270,730.74 234374 9/16/09 EUR S26654 8.920 .684 6,508,216.49 11,074,276.86 -4,566,060.37 ------4,750,000.00 86,904.05 40,303,409.26 50,839,074.50 -10,535,665.25 57,849,119.66 65,783,597.62 - 7,934,477.96 9 TRANSACTIONS IN COUNTRY: FINLAND (1200)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 13 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD D **

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======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 8/28/09 60 GN STORE NORD DKK 4.0 225,000.00 1,804.87 6,220,208.17 18,401,498.53 -12,181,290.36 235863 9/02/09 DKK S26621 27.687 5.177 1,201,438.62 3,262,815.76 -2,061,377.14

SALE 8/31/09 60 GN STORE NORD DKK 4.0 130,000.00 1,031.20 3,560,005.97 10,631,976.93 -7,071,970.96 235863 9/03/09 DKK S26627 27.426 5.186 686,438.23 1,885,182.44 -1,198,744.21

SALE 9/01/09 60 GN STORE NORD DKK 4.0 145,000.00 1,163.84 4,031,077.80 11,858,743.50 -7,827,665.70 235863 9/04/09 DKK S26632 27.842 5.203 774,730.51 2,102,703.49 -1,327,972.98

SALE 9/11/09 60 AP MOLLER - MAERSK B D 1,000.00 10,286.00 34,871,314.45 26,935,866.84 7,935,447.61 244793 9/16/09 DKK S26650 34923.7 5.093 6,847,044.80 4,676,402.48 2,170,642.32

SALE 9/11/09 60 GN STORE NORD DKK 4.0 110,000.00 944.42 3,201,745.17 8,996,288.17 -5,794,543.00 235863 9/16/09 DKK S26650 29.151 5.093 628,668.38 1,595,154.37 -966,485.99

SALE 9/14/09 60 GN STORE NORD DKK 4.0 247,000.00 2,097.93 7,103,817.47 20,200,756.16 -13,096,938.69 235863 9/17/09 DKK S26660 28.804 5.087 1,396,519.91 3,581,846.63 -2,185,326.72

SALE 9/15/09 60 GN STORE NORD DKK 4.0 143,000.00 1,213.40 4,117,519.74 11,695,174.62 -7,577,654.88 235863 9/18/09 DKK S26667 28.837 5.098 807,721.08 2,073,700.68 -1,265,979.60 ------1,001,000.00 18,541.66 63,105,688.77 108,720,304.75 -45,614,615.98 12,342,561.53 19,177,805.85 - 6,835,244.32 7 TRANSACTIONS IN COUNTRY: DENMARK (1400)

SALE 8/27/09 60 TOD'S SPA 22,786.00 2,178.47 1,019,140.52 917,236.42 101,904.10 218439 9/01/09 EUR S26620 44.794 .703 1,450,135.21 922,731.40 527,403.81

SALE 8/28/09 60 TOD'S SPA 35,000.00 3,320.73 1,537,738.93 1,408,903.48 128,835.45 218439 9/02/09 EUR S26623 44.001 .696 2,210,500.27 1,417,343.94 793,156.33

SALE 8/31/09 60 TOD'S SPA 22,750.00 2,121.60 984,031.27 915,787.26 68,244.01 218439 9/03/09 EUR S26625 43.319 .697 1,412,281.68 921,273.56 491,008.12

SALE 9/01/09 60 TOD'S SPA 23,000.00 2,116.10 984,703.23 925,850.86 58,852.37 218439 9/04/09 EUR S26634 42.878 .699 1,408,618.52 931,397.45 477,221.07

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 14 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/02/09 60 TOD'S SPA 19,250.00 1,736.23 811,617.77 774,896.91 36,720.86 218439 9/07/09 EUR S26635 42.225 .702 1,155,744.02 779,539.17 376,204.85

SALE 9/22/09 60 TELECOM ITALIA SPA EUR 360,000.00 979.75 440,841.74 427,035.69 13,806.05 231885 9/25/09 EUR S26680 1.226 .676 652,180.99 551,960.16 100,220.83

SALE 9/22/09 60 TELECOM ITALIA SPA EUR 7,000,000.00 19,303.72 8,685,851.65 8,303,471.69 382,379.96 231885 9/25/09 EUR S26678 1.243 .676 12,849,843.37 10,732,558.52 2,117,284.85

SALE 9/22/09 60 TELECOM ITALIA SPA RSP 7,000,000.00 13,275.09 5,973,226.70 5,431,332.76 541,893.94 245377 9/25/09 EUR S26678 .855 .676 8,836,787.75 7,241,645.56 1,595,142.19

SALE 9/23/09 60 TELECOM ITALIA SPA EUR 7,640,000.00 20,799.16 9,366,321.41 9,062,646.24 303,675.17 231885 9/28/09 EUR S26681 1.228 .676 13,845,305.40 11,713,821.01 2,131,484.39

SALE 9/23/09 60 TELECOM ITALIA SPA RSP 10,000,000.00 18,605.38 8,378,413.50 7,759,046.80 619,366.70 245377 9/28/09 EUR S26681 .839 .676 12,384,978.97 10,345,207.95 2,039,771.02

SALE 9/24/09 60 TELECOM ITALIA SPA RSP 953,300.00 1,763.21 797,952.66 739,669.93 58,282.73 245377 9/29/09 EUR S26684 .838 .680 1,173,708.34 986,208.67 187,499.67

SALE 9/24/09 60 TELECOM ITALIA SPA RSP 5,000,000.00 9,242.40 4,182,716.50 3,879,523.40 303,193.10 245377 9/29/09 EUR S26684 .838 .680 6,152,356.53 5,172,603.97 979,752.56

SALE 9/25/09 60 TELECOM ITALIA SPA RSP 6,000,000.00 11,114.52 5,035,435.50 4,655,428.08 380,007.42 245377 9/30/09 EUR S26690 .841 .681 7,398,567.60 6,207,124.77 1,191,442.83

SALE 9/25/09 60 TELECOM ITALIA SPA RSP 3,046,700.00 5,635.71 2,553,259.67 2,363,948.79 189,310.88 245377 9/30/09 EUR S26690 .839 .681 3,751,505.56 3,151,874.51 599,631.05 ------47,122,786.00 112,192.07 50,751,251.05 47,564,778.31 3,186,472.74 74,682,514.21 61,075,290.64 13,607,223.57 14 TRANSACTIONS IN COUNTRY: ITALY (1700)

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SALE 9/11/09 60 AMCOR ORD 1,000,000.00 9,583.87 5,520,437.00 7,108,287.03 -1,587,850.03 233690 9/16/09 AUD S26649 5.532 1.154 4,782,352.61 5,155,322.13 -372,969.52

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 15 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/25/09 60 AMCOR ORD 1,000,000.00 9,750.38 5,617,642.20 7,108,287.03 -1,490,644.83 233690 9/30/09 AUD S26695 5.629 1.155 4,865,440.27 5,155,322.13 -289,881.86 ------2,000,000.00 19,334.25 11,138,079.20 14,216,574.06 -3,078,494.86 9,647,792.88 10,310,644.26 - 662,851.38 2 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)

SALE 8/27/09 60 SEMBCORP INDUSTRIES LT 600,000.00 3,827.00 1,967,088.45 1,498,454.86 468,633.59 230900 9/01/09 SGD S26619 3.288 1.445 1,360,930.16 981,807.21 379,122.95

SALE 8/31/09 60 FRASERS COMMERCIAL TRU 600,000.00 193.73 95,960.90 152,353.73 -56,392.83 243209 9/03/09 SGD S26628 .160 1.441 66,607.14 110,182.39 - 43,575.25

SALE 8/31/09 60 SEMBCORP INDUSTRIES LT 400,000.00 2,593.68 1,284,783.29 998,969.91 285,813.38 230900 9/03/09 SGD S26628 3.221 1.441 891,777.12 654,538.14 237,238.98

SALE 9/16/09 60 KEPPEL LAND LIMITED 500,000.00 2,729.25 1,326,043.29 825,281.21 500,762.08 224707 9/22/09 SGD S26670 2.660 1.413 938,393.10 513,660.17 424,732.93

SALE 9/16/09 60 NEPTUNE ORIENT LINES L 850,000.00 3,236.98 1,585,095.82 1,205,271.48 379,824.34 246280 9/22/09 SGD S26670 1.870 1.413 1,121,715.25 819,820.75 301,894.50 ------2,950,000.00 12,580.64 6,258,971.75 4,680,331.19 1,578,640.56 4,379,422.77 3,080,008.66 1,299,414.11 5 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)

SALE 9/14/09 60 LI + FUNG LTD HKD 0.02 600,000.00 6,706.42 16,767,826.62 13,017,976.13 3,749,850.49 237584 9/16/09 HKD S26662 28.033 7.750 2,163,646.37 1,678,315.51 485,330.86 ------600,000.00 6,706.42 16,767,826.62 13,017,976.13 3,749,850.49 2,163,646.37 1,678,315.51 485,330.86 1 TRANSACTION IN COUNTRY: HONG KONG (4400)

------69,328,058.00 598,601.16 367,570,066.97 400,146,923.89 -32,576,856.92 411,042,544.64 374,213,416.82 36,829,127.82 84 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)

------174,830,195.50 628,278.181,297,020,505.30 1,195,259,940.31 101,760,564.99 1,333,492,718.52 1,158,812,953.31 174,679,765.21 88 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 16 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

------198,757,279.50 1508029.302,578,766,786.63 2,477,006,221.64 101,760,564.99 1,651,527,055.45 1,476,847,290.24 174,679,765.21 131 TRANSACTIONS WITHIN FUND: COMMON PENSION FD D (5144)

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S T A T E O F N E W J E R S E Y D I V I S I O N O F 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 9/01/09 THROUGH 9/30/09 ** 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 9/18/09 60 AEON CO LTD 573,700.00 507,724,500.00 507,724,500.00 246831 9/28/09 JPY S26674 885.000 91.300 5,561,056.96 5,561,056.96

PUR 9/18/09 60 CO INC NPV 595,000.00 546,805,000.00 546,805,000.00 248584 9/28/09 JPY S26674 919.000 91.300 5,989,101.86 5,989,101.86

PUR 9/18/09 60 LTD JP 346,600.00 565,651,200.00 565,651,200.00 248585 9/28/09 JPY S26674 1632.00 91.300 6,195,522.45 6,195,522.45

PUR 9/18/09 60 ASAHI GLASS CO LTD JPY 903,000.00 698,019,000.00 698,019,000.00 248586 9/28/09 JPY S26674 773.000 91.300 7,645,334.06 7,645,334.06

PUR 9/18/09 60 CORP 1,131,000.00 520,260,000.00 520,260,000.00 248587 9/28/09 JPY S26674 460.000 91.300 5,698,357.06 5,698,357.06

PUR 9/18/09 60 INC JP 252,900.00 948,375,000.00 948,375,000.00 246839 9/28/09 JPY S26674 3750.00 91.300 10,387,458.93 10,387,458.93

PUR 9/18/09 60 LTD/T 1,097,000.00 490,359,000.00 490,359,000.00 246847 9/28/09 JPY S26674 447.000 91.300 5,370,854.33 5,370,854.33

PUR 9/18/09 60 CORP 546,400.00 923,416,000.00 923,416,000.00 246851 9/28/09 JPY S26674 1690.00 91.300 10,114,085.43 10,114,085.43

PUR 9/18/09 60 CANON INC. 399,300.00 1,469,424,000.00 1,469,424,000.00 246855 9/28/09 JPY S26674 3680.00 91.300 16,094,457.83 16,094,457.83

PUR 9/18/09 60 CENTRAL JAPAN RAILWAY 1,350.00 895,050,000.00 895,050,000.00 248588 9/28/09 JPY S26674 663000. 91.300 9,803,395.40 9,803,395.40

PUR 9/18/09 60 C 368,500.00 808,857,500.00 808,857,500.00 248589 9/28/09 JPY S26674 2195.00 91.300 8,859,337.35 8,859,337.35

PUR 9/18/09 60 CHUGOKU ELECTRIC POWER 249,300.00 496,356,300.00 496,356,300.00 248590 9/28/09 JPY S26674 1991.00 91.300 5,436,542.17 5,436,542.17

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 18 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** 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 9/18/09 60 CO 502,000.00 631,014,000.00 631,014,000.00 246811 9/28/09 JPY S26674 1257.00 91.300 6,911,434.83 6,911,434.83

PUR 9/18/09 60 CO LTD 469,000.00 882,189,000.00 882,189,000.00 248591 9/28/09 JPY S26674 1881.00 91.300 9,662,530.12 9,662,530.12

PUR 9/18/09 60 INDUSTRIES LTD 179,400.00 618,930,000.00 618,930,000.00 248592 9/28/09 JPY S26674 3450.00 91.300 6,779,079.96 6,779,079.96

PUR 9/18/09 60 1,347,000.00 685,623,000.00 685,623,000.00 248593 9/28/09 JPY S26674 509.000 91.300 7,509,561.88 7,509,561.88

PUR 9/18/09 60 CORP 435,600.00 1,160,874,000.00 1,160,874,000.00 246874 9/28/09 JPY S26674 2665.00 91.300 12,714,939.76 12,714,939.76

PUR 9/18/09 60 EAST JAPAN RAILWAY CO 304,600.00 1,967,716,000.00 1,967,716,000.00 248594 9/28/09 JPY S26674 6460.00 91.300 21,552,201.53 21,552,201.53

PUR 9/18/09 60 CO LTD NPV 225,800.00 779,010,000.00 779,010,000.00 248595 9/28/09 JPY S26674 3450.00 91.300 8,532,420.59 8,532,420.59

PUR 9/18/09 60 FANUC LTD 82,600.00 656,670,000.00 656,670,000.00 246878 9/28/09 JPY S26674 7950.00 91.300 7,192,442.50 7,192,442.50

PUR 9/18/09 60 FAST RETAILING CO LTD 42,700.00 451,766,000.00 451,766,000.00 248596 9/28/09 JPY S26674 10580.0 91.300 4,948,148.96 4,948,148.96

PUR 9/18/09 60 FUJIFILM HOLDINGS CORP 218,300.00 610,148,500.00 610,148,500.00 246884 9/28/09 JPY S26674 2795.00 91.300 6,682,897.04 6,682,897.04

PUR 9/18/09 60 LTD 1,484,000.00 952,728,000.00 952,728,000.00 248597 9/28/09 JPY S26674 642.000 91.300 10,435,136.91 10,435,136.91

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PUR 9/18/09 60 LTD 1,062,000.00 326,034,000.00 326,034,000.00 246903 9/28/09 JPY S26674 307.000 91.300 3,571,018.62 3,571,018.62

PUR 9/18/09 60 MOTOR CO LTD NPV 905,500.00 2,562,565,000.00 2,562,565,000.00 246906 9/28/09 JPY S26674 2830.00 91.300 28,067,524.64 28,067,524.64

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 19 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** 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 9/18/09 60 HOYA CORP 370,300.00 788,739,000.00 788,739,000.00 246908 9/28/09 JPY S26674 2130.00 91.300 8,638,981.38 8,638,981.38

PUR 9/18/09 60 INC JPY 1,710.00 526,680,000.00 526,680,000.00 248598 9/28/09 JPY S26674 308000. 91.300 5,768,674.70 5,768,674.70

PUR 9/18/09 60 JFE HOLDINGS INC 340,800.00 1,151,904,000.00 1,151,904,000.00 246833 9/28/09 JPY S26674 3380.00 91.300 12,616,692.22 12,616,692.22

PUR 9/18/09 60 KANSAI ELECTRIC POWER 339,000.00 718,680,000.00 718,680,000.00 248599 9/28/09 JPY S26674 2120.00 91.300 7,871,631.98 7,871,631.98

PUR 9/18/09 60 KAO CORP 452,700.00 1,011,784,500.00 1,011,784,500.00 248600 9/28/09 JPY S26674 2235.00 91.300 11,081,977.00 11,081,977.00

PUR 9/18/09 60 KDDI CORP 2,100.00 1,176,000,000.00 1,176,000,000.00 248601 9/28/09 JPY S26674 560000. 91.300 12,880,613.36 12,880,613.36

PUR 9/18/09 60 CORP 37,100.00 712,320,000.00 712,320,000.00 246861 9/28/09 JPY S26674 19200.0 91.300 7,801,971.52 7,801,971.52

PUR 9/18/09 60 KINTETSU CORP NPV 1,456,000.00 546,000,000.00 546,000,000.00 248602 9/28/09 JPY S26674 375.000 91.300 5,980,284.78 5,980,284.78

PUR 9/18/09 60 KIRIN HOLDINGS COMPANY 591,000.00 794,895,000.00 794,895,000.00 246867 9/28/09 JPY S26674 1345.00 91.300 8,706,407.45 8,706,407.45

PUR 9/18/09 60 KOMATSU LTD 538,500.00 953,145,000.00 953,145,000.00 246869 9/28/09 JPY S26674 1770.00 91.300 10,439,704.27 10,439,704.27

PUR 9/18/09 60 CORP Y50 979,000.00 738,166,000.00 738,166,000.00 246872 9/28/09 JPY S26674 754.000 91.300 8,085,060.24 8,085,060.24

PUR 9/18/09 60 CORP 68,700.00 555,096,000.00 555,096,000.00 246876 9/28/09 JPY S26674 8080.00 91.300 6,079,912.38 6,079,912.38

PUR 9/18/09 60 KYUSHU ELECTRIC POWER 339,900.00 695,095,500.00 695,095,500.00 248603 9/28/09 JPY S26674 2045.00 91.300 7,613,313.25 7,613,313.25

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: 20 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** 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 9/18/09 60 CORP JPY 50.0 1,479,000.00 715,836,000.00 715,836,000.00 246882 9/28/09 JPY S26674 484.000 91.300 7,840,481.93 7,840,481.93

PUR 9/18/09 60 MITSUBISHI CORP NPV 712,200.00 1,398,760,800.00 1,398,760,800.00 246894 9/28/09 JPY S26674 1964.00 91.300 15,320,490.69 15,320,490.69

PUR 9/18/09 60 CO 1,036,000.00 709,660,000.00 709,660,000.00 246898 9/28/09 JPY S26674 685.000 91.300 7,772,836.80 7,772,836.80

PUR 9/18/09 60 CO L 900,000.00 1,393,200,000.00 1,393,200,000.00 246901 9/28/09 JPY S26674 1548.00 91.300 15,259,583.79 15,259,583.79

PUR 9/18/09 60 MITSUBISHI HEAVY INDUS 2,184,000.00 781,872,000.00 781,872,000.00 246904 9/28/09 JPY S26674 358.000 91.300 8,563,767.80 8,563,767.80

PUR 9/18/09 60 CORP 3,225,000.00 506,325,000.00 506,325,000.00 246909 9/28/09 JPY S26674 157.000 91.300 5,545,728.37 5,545,728.37

PUR 9/18/09 60 MITSUBISHI UFJ FINANCI 3,794,600.00 2,007,343,400.00 2,007,343,400.00 246826 9/28/09 JPY S26674 529.000 91.300 21,986,236.58 21,986,236.58

PUR 9/18/09 60 FUDOSAN CO LTD 750,000.00 1,280,250,000.00 1,280,250,000.00 246830 9/28/09 JPY S26674 1707.00 91.300 14,022,453.45 14,022,453.45

PUR 9/18/09 60 MITSUI OSK LINES LTD N 848,000.00 493,536,000.00 493,536,000.00 246834 9/28/09 JPY S26674 582.000 91.300 5,405,651.70 5,405,651.70

PUR 9/18/09 60 MITSUI SUMITOMO INSURA 307,700.00 793,866,000.00 793,866,000.00

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248604 9/28/09 JPY S26674 2580.00 91.300 8,695,136.91 8,695,136.91

PUR 9/18/09 60 5,283,900.00 1,025,076,600.00 1,025,076,600.00 246838 9/28/09 JPY S26674 194.000 91.300 11,227,564.07 11,227,564.07

PUR 9/18/09 60 C 191,700.00 797,472,000.00 797,472,000.00 248605 9/28/09 JPY S26674 4160.00 91.300 8,734,633.08 8,734,633.08

PUR 9/18/09 60 NEC CORP JPY 50.0 1,272,000.00 368,880,000.00 368,880,000.00 246842 9/28/09 JPY S26674 290.000 91.300 4,040,306.68 4,040,306.68

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 21 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** 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 9/18/09 60 NGK INSULATORS LTD JPY 226,000.00 454,260,000.00 454,260,000.00 248606 9/28/09 JPY S26674 2010.00 91.300 4,975,465.50 4,975,465.50

PUR 9/18/09 60 CORP NPV 97,400.00 717,838,000.00 717,838,000.00 248607 9/28/09 JPY S26674 7370.00 91.300 7,862,409.64 7,862,409.64

PUR 9/18/09 60 CO LTD NPV 64,800.00 1,582,416,000.00 1,582,416,000.00 248608 9/28/09 JPY S26674 24420.0 91.300 17,332,048.19 17,332,048.19

PUR 9/18/09 60 NIPPON OIL CORP JPY 50 1,115,000.00 606,560,000.00 606,560,000.00 248609 9/28/09 JPY S26674 544.000 91.300 6,643,592.55 6,643,592.55

PUR 9/18/09 60 CORP JPY 3,326,000.00 1,170,752,000.00 1,170,752,000.00 246858 9/28/09 JPY S26674 352.000 91.300 12,823,132.53 12,823,132.53

PUR 9/18/09 60 NIPPON TELEGRAPH + TEL 160,900.00 696,697,000.00 696,697,000.00 248618 9/28/09 JPY S26674 4330.00 91.300 7,630,854.33 7,630,854.33

PUR 9/18/09 60 MOTOR CO LTD NP 2,013,500.00 1,262,464,500.00 1,262,464,500.00 248610 9/28/09 JPY S26674 627.000 91.300 13,827,650.60 13,827,650.60

PUR 9/18/09 60 INC NP 1,302,900.00 901,606,800.00 901,606,800.00 246846 9/28/09 JPY S26674 692.000 91.300 9,875,211.39 9,875,211.39

PUR 9/18/09 60 NTT DOCOMO INC NPV 7,600.00 1,134,680,000.00 1,134,680,000.00 248611 9/28/09 JPY S26674 149300. 91.300 12,428,039.43 12,428,039.43

PUR 9/18/09 60 OLYMPUS CORP JPY 50.0 191,500.00 476,835,000.00 476,835,000.00 248612 9/28/09 JPY S26674 2490.00 91.300 5,222,727.27 5,222,727.27

PUR 9/18/09 60 CORP 93,820.00 538,526,800.00 538,526,800.00 248613 9/28/09 JPY S26674 5740.00 91.300 5,898,431.54 5,898,431.54

PUR 9/18/09 60 CO LTD JPY 5 1,740,000.00 556,800,000.00 556,800,000.00 248614 9/28/09 JPY S26674 320.000 91.300 6,098,576.12 6,098,576.12

PUR 9/18/09 60 CORP NPV 1,242,100.00 1,740,182,100.00 1,740,182,100.00 246877 9/28/09 JPY S26674 1401.00 91.300 19,060,044.91 19,060,044.91

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 22 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** 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 9/18/09 60 INC 435,400.00 523,350,800.00 523,350,800.00 248615 9/28/09 JPY S26674 1202.00 91.300 5,732,210.30 5,732,210.30

PUR 9/18/09 60 CO LTD 158,000.00 210,456,000.00 210,456,000.00 246880 9/28/09 JPY S26674 1332.00 91.300 2,305,104.05 2,305,104.05

PUR 9/18/09 60 ROHM CO LTD JPY 50.0 87,800.00 561,920,000.00 561,920,000.00 246883 9/28/09 JPY S26674 6400.00 91.300 6,154,654.98 6,154,654.98

PUR 9/18/09 60 CO LTD 188,100.00 823,878,000.00 823,878,000.00 248616 9/28/09 JPY S26674 4380.00 91.300 9,023,855.42 9,023,855.42

PUR 9/18/09 60 SEVEN + I HOLDINGS CO 325,500.00 690,060,000.00 690,060,000.00 248617 9/28/09 JPY S26674 2120.00 91.300 7,558,159.91 7,558,159.91

PUR 9/18/09 60 SHARP CORP NPV 895,000.00 949,595,000.00 949,595,000.00 246892 9/28/09 JPY S26674 1061.00 91.300 10,400,821.47 10,400,821.47

PUR 9/18/09 60 SHIN-ETSU CHEMICAL CO 294,600.00 1,696,896,000.00 1,696,896,000.00 246899 9/28/09 JPY S26674 5760.00 91.300 18,585,936.47 18,585,936.47

PUR 9/18/09 60 + CO LTD NPV 267,000.00 582,060,000.00 582,060,000.00 248577 9/28/09 JPY S26674 2180.00 91.300 6,375,246.44 6,375,246.44

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PUR 9/18/09 60 CO LTD JPY 50 312,000.00 517,296,000.00 517,296,000.00 248578 9/28/09 JPY S26674 1658.00 91.300 5,665,892.66 5,665,892.66

PUR 9/18/09 60 LTD/THE 540,000.00 487,620,000.00 487,620,000.00 246902 9/28/09 JPY S26674 903.000 91.300 5,340,854.33 5,340,854.33

PUR 9/18/09 60 SMC CORP/JAPAN JPY 50. 48,300.00 548,205,000.00 548,205,000.00 246907 9/28/09 JPY S26674 11350.0 91.300 6,004,435.93 6,004,435.93

PUR 9/18/09 60 SOFTBANK CORP NPV 428,300.00 865,166,000.00 865,166,000.00 248579 9/28/09 JPY S26674 2020.00 91.300 9,476,078.86 9,476,078.86

PUR 9/18/09 60 SOMPO JAPAN INSURANCE 796,000.00 482,376,000.00 482,376,000.00 248580 9/28/09 JPY S26674 606.000 91.300 5,283,417.31 5,283,417.31

S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 23 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** 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 9/18/09 60 CO L 1,409,000.00 596,007,000.00 596,007,000.00 248581 9/28/09 JPY S26674 423.000 91.300 6,528,006.57 6,528,006.57

PUR 9/18/09 60 SUMITOMO ELECTRIC INDU 231,100.00 274,777,900.00 274,777,900.00 248582 9/28/09 JPY S26674 1189.00 91.300 3,009,615.55 3,009,615.55

PUR 9/18/09 60 SUMITOMO METAL INDUSTR 3,014,000.00 717,332,000.00 717,332,000.00 248583 9/28/09 JPY S26674 238.000 91.300 7,856,867.47 7,856,867.47

PUR 9/18/09 60 SUMITOMO METAL MINING 469,000.00 726,481,000.00 726,481,000.00 248619 9/28/09 JPY S26674 1549.00 91.300 7,957,075.58 7,957,075.58

PUR 9/18/09 60 SUMITOMO MITSUI FINANC 422,300.00 1,448,489,000.00 1,448,489,000.00 246910 9/28/09 JPY S26674 3430.00 91.300 15,865,158.82 15,865,158.82

PUR 9/18/09 60 SUMITOMO REALTY + DEVE 341,000.00 619,597,000.00 619,597,000.00 248620 9/28/09 JPY S26674 1817.00 91.300 6,786,385.55 6,786,385.55

PUR 9/18/09 60 SUMITOMO TRUST + BANKI 1,275,000.00 609,450,000.00 609,450,000.00 248621 9/28/09 JPY S26674 478.000 91.300 6,675,246.44 6,675,246.44

PUR 9/18/09 60 MOTOR CORP NPV 316,300.00 659,485,500.00 659,485,500.00 246828 9/28/09 JPY S26674 2085.00 91.300 7,223,280.39 7,223,280.39

PUR 9/18/09 60 T&D HOLDINGS INC 192,750.00 509,823,750.00 509,823,750.00 248622 9/28/09 JPY S26674 2645.00 91.300 5,584,049.84 5,584,049.84

PUR 9/18/09 60 TAKEDA PHARMACEUTICAL 326,400.00 1,279,488,000.00 1,279,488,000.00 248623 9/28/09 JPY S26674 3920.00 91.300 14,014,107.34 14,014,107.34

PUR 9/18/09 60 TDK CORP 71,900.00 405,516,000.00 405,516,000.00 246844 9/28/09 JPY S26674 5640.00 91.300 4,441,577.22 4,441,577.22

PUR 9/18/09 60 CORP JPY 50.0 132,000.00 649,440,000.00 649,440,000.00 246848 9/28/09 JPY S26674 4920.00 91.300 7,113,253.01 7,113,253.01

PUR 9/18/09 60 TOHOKU ELECTRIC POWER 383,000.00 767,915,000.00 767,915,000.00 248624 9/28/09 JPY S26674 2005.00 91.300 8,410,898.14 8,410,898.14

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 24 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** 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 9/18/09 60 HOLDINGS 220,100.00 579,963,500.00 579,963,500.00 246860 9/28/09 JPY S26674 2635.00 91.300 6,352,283.68 6,352,283.68

PUR 9/18/09 60 TOKYO ELECTRIC POWER C 335,300.00 799,690,500.00 799,690,500.00 248625 9/28/09 JPY S26674 2385.00 91.300 8,758,932.09 8,758,932.09

PUR 9/18/09 60 LTD NPV 99,500.00 555,210,000.00 555,210,000.00 246863 9/28/09 JPY S26674 5580.00 91.300 6,081,161.01 6,081,161.01

PUR 9/18/09 60 CO LTD JPY 5 1,958,000.00 724,460,000.00 724,460,000.00 248626 9/28/09 JPY S26674 370.000 91.300 7,934,939.76 7,934,939.76

PUR 9/18/09 60 INC N 1,192,000.00 644,872,000.00 644,872,000.00 246871 9/28/09 JPY S26674 541.000 91.300 7,063,220.15 7,063,220.15

PUR 9/18/09 60 CORP 1,914,000.00 914,892,000.00 914,892,000.00 246875 9/28/09 JPY S26674 478.000 91.300 10,020,722.89 10,020,722.89

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PUR 9/18/09 60 MOTOR CORP NPV 1,316,900.00 5,043,727,000.00 5,043,727,000.00 246885 9/28/09 JPY S26674 3830.00 91.300 55,243,450.16 55,243,450.16

PUR 9/18/09 60 WEST JAPAN RAILWAY CO 1,520.00 522,880,000.00 522,880,000.00 248627 9/28/09 JPY S26674 344000. 91.300 5,727,053.67 5,727,053.67

PUR 9/18/09 60 YAMADA DENKI CO LTD 77,780.00 477,569,200.00 477,569,200.00 248628 9/28/09 JPY S26674 6140.00 91.300 5,230,768.89 5,230,768.89

PUR 9/18/09 60 YAMATO HOLDINGS CO LTD 348,000.00 504,252,000.00 504,252,000.00 246900 9/28/09 JPY S26674 1449.00 91.300 5,523,023.00 5,523,023.00 ------73,627,830.00 84605963150.00 84605963150.00 926,680,866.90 926,680,866.90 100 TRANSACTIONS IN COUNTRY: JAPAN ( 500)

------73,627,830.00 84605963150.00 84605963150.00 926,680,866.90 926,680,866.90 100 TRANSACTIONS IN CATEGORY: DEV MKT COMMON STOCK (2220)

------73,627,830.00 84605963150.00 84605963150.00 926,680,866.90 926,680,866.90 100 "PUR " TRANSACTIONS IN FUND: COMMON D - JAPAN MSCI 100 (5145)

------73,627,830.00 84605963150.00 84605963150.00

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 25 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** 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 ------926,680,866.90 926,680,866.90 100 TRANSACTIONS WITHIN FUND: COMMON D - JAPAN MSCI 100 (5145)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 26 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD E ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PRIVATE EQUITY (3000) ------

PUR 9/01/09 60 GOLDMAN SACHS PE PRTNR 2,758,659.90 2,758,659.90 2,758,659.90 238376 9/01/09 EUR 62379 1.000 .699 3,946,264.55 3,946,264.55

PUR 9/01/09 60 LINDSAY GOLDBERG&BESSE 39,351.00 39,351.00 39,351.00 234972 9/01/09 USD 62366 1.000 1.000 39,351.00 39,351.00

PUR 9/01/09 60 LINDSAY GOLDBERG&BESSE 111,919.00 111,919.00 111,919.00 234972 9/01/09 USD 62361 1.000 1.000 111,919.00 111,919.00

PUR 9/01/09 60 LINDSAY GOLDBERG&BESSE 28,071.00 28,071.00 28,071.00 234972 9/01/09 USD 62360 1.000 1.000 28,071.00 28,071.00

PUR 9/01/09 60 NJHL EUROPEAN BUYOUT S 356,935.84 356,935.84 356,935.84 244345 9/01/09 USD 244345 1.000 1.000 356,935.84 356,935.84

PUR 9/04/09 60 BDCM OPPORTUNITY FUND 404,019.53 404,019.53 404,019.53 233806 9/04/09 USD 62374 1.000 1.000 404,019.53 404,019.53

PUR 9/08/09 60 AVENUE ASIA SPEC SIT F 1,500,000.00 1,500,000.00 1,500,000.00 235204 9/08/09 USD 62376 1.000 1.000 1,500,000.00 1,500,000.00

PUR 9/09/09 60 THOMAS H LEE EQUITY FU 1,699,327.00 1,699,327.00 1,699,327.00 237447 9/09/09 USD 62377 1.000 1.000 1,699,327.00 1,699,327.00

PUR 9/10/09 60 SHERIDAN PRODUCTION PA 8,250,000.00 8,250,000.00 8,250,000.00 238205 9/10/09 USD 62383 1.000 1.000 8,250,000.00 8,250,000.00

PUR 9/10/09 60 TEXAS PACFIC GROUP PAR 1,959,762.00 1,959,762.00 1,959,762.00 237192 9/10/09 USD 62381 1.000 1.000 1,959,762.00 1,959,762.00

PUR 9/10/09 60 TPG PARTNERS VI 4,979,862.00 4,979,862.00 4,979,862.00 242558 9/10/09 USD 62382 1.000 1.000 4,979,862.00 4,979,862.00

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PUR 9/11/09 60 CS/NJDI EMERGING OPPOR 1,500,000.00 1,500,000.00 1,500,000.00 241598 9/11/09 USD 62394 1.000 1.000 1,500,000.00 1,500,000.00

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 27 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD E ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/11/09 60 HFCP VI 375,000.00 375,000.00 375,000.00 237795 9/11/09 USD 62385 1.000 1.000 375,000.00 375,000.00

PUR 9/14/09 60 BLACKSTONE CAPITAL PAR 217,450.00 217,450.00 217,450.00 233139 9/14/09 USD 62389 1.000 1.000 217,450.00 217,450.00

PUR 9/18/09 60 LINDSAY GOLDBERG&BESSE 93,594.00 93,594.00 93,594.00 234972 9/18/09 USD 62411 1.000 1.000 93,594.00 93,594.00

PUR 9/18/09 60 LINDSAY GOLDBERG&BESSE 52,244.00 52,244.00 52,244.00 234972 9/18/09 USD 62370 1.000 1.000 52,244.00 52,244.00

PUR 9/18/09 60 NJHL EUROPEAN BUYOUT I 980,371.01 980,371.01 980,371.01 233641 9/18/09 USD 62396 1.000 1.000 980,371.01 980,371.01

PUR 9/21/09 60 BDCM OPPORTUNITY FUND 404,019.53 404,019.53 404,019.53 233806 9/21/09 USD 62395 1.000 1.000 404,019.53 404,019.53

PUR 9/21/09 60 SONJ PRIVATE OPP SIDE 781,922.00 781,922.00 781,922.00 241741 9/21/09 USD 62398 1.000 1.000 781,922.00 781,922.00

PUR 9/21/09 60 WAYZATA OPPORTUNITIES 480,000.00 480,000.00 480,000.00 233458 9/21/09 USD 62403 1.000 1.000 480,000.00 480,000.00

PUR 9/24/09 60 TEXAS PACIFIC GROUP PA 1,553,118.00 1,553,118.00 1,553,118.00 235460 9/24/09 USD 62408 1.000 1.000 1,553,118.00 1,553,118.00

PUR 9/24/09 60 TPG PARTNERS VI 4,989,440.00 4,989,440.00 4,989,440.00 242558 9/24/09 USD 62407 1.000 1.000 4,989,440.00 4,989,440.00

PUR 9/25/09 60 APOLLO INVESTMENT FUND 1,964,238.00 1,964,238.00 1,964,238.00 234049 9/25/09 USD 62424 1.000 1.000 1,964,238.00 1,964,238.00

PUR 9/25/09 60 AUDAX MEZZANINE FUND I 1,310,096.00 1,310,096.00 1,310,096.00 235877 9/25/09 USD 62409 1.000 1.000 1,310,096.00 1,310,096.00

PUR 9/25/09 60 CSFB/NJDI INVESTMENT F 2,000,000.00 2,000,000.00 2,000,000.00 241599 9/25/09 USD 62423 1.000 1.000 2,000,000.00 2,000,000.00

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 28 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD E ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/25/09 60 SILVER LAKE PARTNERS I 10,236,546.00 10,236,546.00 10,236,546.00 238088 9/25/09 USD 62425 1.000 1.000 10,236,546.00 10,236,546.00

PUR 9/28/09 60 COURT SQUARE CAP PTNRS 3,923,687.00 3,923,687.00 3,923,687.00 238089 9/28/09 USD 62410 1.000 1.000 3,923,687.00 3,923,687.00

PUR 9/29/09 60 FAIRVIEW CAPSTONE PART 995,025.00 995,025.00 995,025.00 237796 9/29/09 USD 62416 1.000 1.000 995,025.00 995,025.00

PUR 9/29/09 60 SONJ PRIVATE OPPORTUNI 1,118,257.00 1,118,257.00 1,118,257.00 239748 9/29/09 USD 62415 1.000 1.000 1,118,257.00 1,118,257.00

PUR 9/29/09 60 VISTA EQUITY PARTNERS 3,190,322.00 3,190,322.00 3,190,322.00 238512 9/29/09 USD 62412 1.000 1.000 3,190,322.00 3,190,322.00

PUR 9/30/09 60 CENTERBRIDGE PARTNERS 299,060.00 299,060.00 299,060.00 234969 9/30/09 USD 62418 1.000 1.000 299,060.00 299,060.00

PUR 9/30/09 60 CS/NJDI EMERGING OPPOR 3,000,000.00 3,000,000.00 3,000,000.00 241598 9/30/09 USD 62430 1.000 1.000 3,000,000.00 3,000,000.00

PUR 9/30/09 60 FAIRVIEW CAPSTONE PART 338,300.00 338,300.00 338,300.00 243120 9/30/09 USD 62433 1.000 1.000 338,300.00 338,300.00

PUR 9/30/09 60 NJHL EUROPEAN BUYOUT S 117,314.48 117,314.48 117,314.48 241503 9/30/09 USD 62417 1.000 1.000 117,314.48 117,314.48 ------62,007,911.29 62,007,911.29 62,007,911.29 63,195,515.94 63,195,515.94 34 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)

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PUR 9/24/09 60 ANACAP FINANCIAL PARTN 3,314,265.70 3,314,265.70 3,314,265.70 240633 9/24/09 EUR 62435 1.000 .680 4,874,952.49 4,874,952.49 ------3,314,265.70 3,314,265.70 3,314,265.70 4,874,952.49 4,874,952.49 1 TRANSACTION IN COUNTRY: EUROPE (EURO) ( 750)

------65,322,176.99 65,322,176.99 65,322,176.99 68,070,468.43 68,070,468.43 35 TRANSACTIONS IN CATEGORY: PRIVATE EQUITY (3000)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 29 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD E ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

COMMODITY FUND (3005) ------

PUR 9/30/09 60 SCHROEDERS COMMODITY P 50,000,000.00 50,000,000.00 50,000,000.00 239164 9/30/09 USD 62447 1.000 1.000 50,000,000.00 50,000,000.00 ------50,000,000.00 50,000,000.00 50,000,000.00 50,000,000.00 50,000,000.00 1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)

------50,000,000.00 50,000,000.00 50,000,000.00 50,000,000.00 50,000,000.00 1 TRANSACTION IN CATEGORY: COMMODITY FUND (3005)

REAL ESTATE (3010) ------

PUR 9/08/09 60 LASALLE ASIA OPPORTUNI 13,333,333.00 13,333,333.00 13,333,333.00 239025 9/09/09 USD 62387 1.000 1.000 13,333,333.00 13,333,333.00

PUR 9/10/09 60 HEITMAN AMERICA RL EST 8,075,000.00 8,075,000.00 8,075,000.00 236948 9/10/09 USD 62388 1.000 1.000 8,075,000.00 8,075,000.00

PUR 9/18/09 60 LEHMAN REAL ESTATE PEN 448,106.00 448,106.00 448,106.00 241269 9/18/09 USD 62406 1.000 1.000 448,106.00 448,106.00

PUR 9/18/09 60 WARBURG PINCUS R E LP 1,500,000.00 1,500,000.00 1,500,000.00 235462 9/18/09 USD 62405 1.000 1.000 1,500,000.00 1,500,000.00

PUR 9/22/09 60 L & B DIVERSIFIED STRA 390,268.00 390,268.00 390,268.00 240511 9/22/09 USD 62414 1.000 1.000 390,268.00 390,268.00

PUR 9/24/09 60 BLACKSTONE R E ASSOC V 62,312.00 62,312.00 62,312.00 236949 9/24/09 USD 62420 1.000 1.000 62,312.00 62,312.00

PUR 9/25/09 60 CIM FUND III LP (RE) 337,224.00 337,224.00 337,224.00 238084 9/25/09 USD 62422 1.000 1.000 337,224.00 337,224.00

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 30 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD E ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/30/09 60 PRUDENTIAL PROP INV SE 1,720,000.00 1,720,000.00 1,720,000.00 237801 9/30/09 USD 237801 1.000 1.000 1,720,000.00 1,720,000.00

PUR 9/30/09 60 WALTON ST REAL ESTATE 8,250,000.00 8,250,000.00 8,250,000.00 246304 9/30/09 USD 62436 1.000 1.000 8,250,000.00 8,250,000.00

PUR 9/30/09 60 WALTON STREET MEXICO I 1,250,000.00 1,250,000.00 1,250,000.00 245051 9/30/09 USD 62437 1.000 1.000 1,250,000.00 1,250,000.00 ------35,366,243.00 35,366,243.00 35,366,243.00

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35,366,243.00 35,366,243.00 10 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)

------35,366,243.00 35,366,243.00 35,366,243.00 35,366,243.00 35,366,243.00 10 TRANSACTIONS IN CATEGORY: REAL ESTATE (3010)

------150,688,419.99 150,688,419.99 150,688,419.99 153,436,711.43 153,436,711.43 46 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD E (5146)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 31 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** COMMON PENSION FD E ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

ETF- EQUITY / COMMODITY (1500) ------

SALE 9/15/09 60 SPIDER GOLD TRUST 100,000.00 952.60 9,827,677.40 8,532,165.79 1,295,511.61 242510 9/18/09 USD 62400 98.286 1.000 9,827,677.40 8,532,165.79 1,295,511.61 ------100,000.00 952.60 9,827,677.40 8,532,165.79 1,295,511.61 9,827,677.40 8,532,165.79 1,295,511.61 1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)

------100,000.00 952.60 9,827,677.40 8,532,165.79 1,295,511.61 9,827,677.40 8,532,165.79 1,295,511.61 1 TRANSACTION IN CATEGORY: ETF- EQUITY / COMMODITY (1500)

------100,000.00 952.60 9,827,677.40 8,532,165.79 1,295,511.61 9,827,677.40 8,532,165.79 1,295,511.61 1 "SALE" TRANSACTION IN FUND: COMMON PENSION FD E (5146)

------150,788,419.99 952.60 160,516,097.39 159,220,585.78 1,295,511.61 163,264,388.83 161,968,877.22 1,295,511.61 47 TRANSACTIONS WITHIN FUND: COMMON PENSION FD E (5146)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 32 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

EM COMMON STOCK (2225) ------

PUR 9/16/09 60 MOL MAGYAR OLAJ ES GAZ 2,046.00 513.91 31,593,441.00 31,593,441.00 247887 9/21/09 HUF N20090 15395.3 183.879 171,816.38 171,816.38

PUR 9/16/09 60 OTP BANK PLC HUF 100.0 1,872.00 158.27 9,729,806.11 9,729,806.11 248687 9/21/09 HUF N20090 5182.00 183.879 52,914.15 52,914.15

PUR 9/16/09 60 OTP BANK PLC HUF 100.0 11,754.00 991.86 60,976,432.70 60,976,432.70 248687 9/21/09 HUF N20090 5172.20 183.879 331,611.55 331,611.55

PUR 9/16/09 60 RICHTER GEDEON VEG HUF 436.00 265.85 16,343,346.23 16,343,346.23 243414 9/21/09 HUF N20090 37372.6 183.879 88,880.93 88,880.93

PUR 9/17/09 60 MOL MAGYAR OLAJ ES GAZ 2,126.00 33,832,256.00 33,832,256.00 247887 9/22/09 HUF N20090 15913.5 183.365 184,507.71 184,507.71

PUR 9/17/09 60 OTP BANK PLC HUF 100.0 2,565.00 13,950,624.00 13,950,624.00 248687 9/22/09 HUF N20090 5438.84 183.365 76,081.17 76,081.17

PUR 9/17/09 60 OTP BANK PLC HUF 100.0 7,487.00 40,792,313.15 40,792,313.15

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248687 9/22/09 HUF N20090 5448.41 183.365 222,465.10 222,465.10

PUR 9/17/09 60 OTP BANK PLC HUF 100.0 8,423.00 746.79 45,782,108.32 45,782,108.32 248687 9/22/09 HUF N20090 5419.11 183.365 249,677.46 249,677.46

PUR 9/17/09 60 RICHTER GEDEON VEG HUF 404.00 250.75 15,371,981.34 15,371,981.34 243414 9/22/09 HUF N20090 37935.6 183.365 83,832.69 83,832.69

PUR 9/18/09 60 MOL MAGYAR OLAJ ES GAZ 496.00 7,906,181.00 7,906,181.00 247887 9/23/09 HUF N20090 15939.8 184.074 42,951.19 42,951.19

PUR 9/18/09 60 OTP BANK PLC HUF 100.0 7,487.00 40,772,033.00 40,772,033.00 248687 9/23/09 HUF N20090 5445.71 184.074 221,498.54 221,498.54

PUR 9/18/09 60 OTP BANK PLC HUF 100.0 1,872.00 163.44 10,058,388.91 10,058,388.91 248687 9/23/09 HUF N20090 5357.00 184.074 54,643.30 54,643.30

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 33 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/18/09 60 RICHTER GEDEON VEG HUF 12.00 7.36 452,775.18 452,775.18 243414 9/23/09 HUF N20090 37618.4 184.074 2,459.75 2,459.75 ------46,980.00 3,098.23 327,561,686.94 327,561,686.94 1,783,339.92 1,783,339.92 13 TRANSACTIONS IN COUNTRY: HUNGARY (2800)

PUR 9/16/09 60 SINOPHARM GROUP - H 40,800.00 849.91 659,386.75 659,386.75 248689 9/23/09 HKD H20090 16.000 7.750 85,083.26 85,083.26 ------40,800.00 849.91 659,386.75 659,386.75 85,083.26 85,083.26 1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)

PUR 8/27/09 60 KB FINANCIAL GROUP INC 3,595.00 133,913,750.00 133,913,750.00 244142 9/07/09 KRW MFY10- 37250.0 1248.40 107,268.30 107,268.30

PUR 8/28/09 60 LG DISPLAY CO LTD KRW 6,440.00 237,896,857.00 237,896,857.00 248301 9/01/09 KRW H20090 36940.5 1244.00 191,235.42 191,235.42

PUR 8/31/09 60 HANJIN SHIPPING CO LTD 1,480.00 64.87 32,482,739.00 32,482,739.00 247890 9/02/09 KRW H20090 21893.0 1248.70 26,013.24 26,013.24

PUR 8/31/09 60 LG DISPLAY CO LTD KRW 1,910.00 141.30 70,751,369.00 70,751,369.00 248301 9/02/09 KRW H20090 36950.2 1248.70 56,660.02 56,660.02

PUR 9/01/09 60 HANJIN SHIPPING CO LTD 990.00 45.15 22,462,566.00 22,462,566.00 247890 9/03/09 KRW H20090 22632.8 1240.50 18,107.67 18,107.67

PUR 9/01/09 60 LG CORP KRW 5000.0 74.00 11.25 5,598,279.00 5,598,279.00 248144 9/03/09 KRW H20090 75463.7 1240.50 4,512.92 4,512.92

PUR 9/01/09 60 LG DISPLAY CO LTD KRW 30.00 2.18 1,082,700.00 1,082,700.00 248301 9/03/09 KRW H20090 36000.0 1240.50 872.79 872.79

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 34 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/02/09 60 HANJIN SHIPPING CO LTD 130.00 5.96 2,988,202.00 2,988,202.00 247890 9/04/09 KRW H20090 22928.8 1249.40 2,391.71 2,391.71

PUR 9/02/09 60 LG DISPLAY CO LTD KRW 70.00 5.04 2,526,300.00 2,526,300.00 248301 9/04/09 KRW H20090 36000.0 1249.40 2,022.01 2,022.01

PUR 9/03/09 60 HANJIN SHIPPING CO LTD 130.00 5.99 2,992,771.00 2,992,771.00 247890 9/07/09 KRW H20090 22963.9 1245.89 2,402.10 2,402.10

PUR 9/04/09 60 HANJIN SHIPPING CO LTD 870.00 39.73 19,770,800.00 19,770,800.00 247890 9/08/09 KRW H20090 22668.3 1241.00 15,931.35 15,931.35

PUR 9/09/09 60 HANJIN SHIPPING CO LTD 920.00 39.39 19,367,457.00 19,367,457.00 247890 9/11/09 KRW H20090 20999.0 1225.80 15,799.85 15,799.85

PUR 9/11/09 60 LG DISPLAY CO LTD KRW 570.00 41.96 20,549,387.00 20,549,387.00 248301 9/15/09 KRW H20090 35961.6 1221.40 16,824.45 16,824.45

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PUR 9/14/09 60 LG CORP KRW 5000.0 495.00 75.82 37,243,837.00 37,243,837.00 248144 9/16/09 KRW H20090 75052.4 1224.80 30,408.10 30,408.10

PUR 9/18/09 60 HYUNDAI ENGINEERING & 3,622.00 501.57 242,744,923.00 242,744,923.00 247012 9/22/09 KRW H20090 66852.4 1206.90 201,130.93 201,130.93

PUR 9/18/09 60 OCI COMPANY LTD 776.00 457.31 221,323,930.00 221,323,930.00 247824 9/22/09 KRW H20090 284500. 1206.90 183,382.16 183,382.16

PUR 9/18/09 60 SHINSEGAE CO LTD KRW 5 94.00 113.86 55,109,329.00 55,109,329.00 247496 9/22/09 KRW H20090 584807. 1206.90 45,661.88 45,661.88 ------22,196.00 1,551.381,128,805,196.00 1,128,805,196.00 920,624.90 920,624.90 17 TRANSACTIONS IN COUNTRY: KOREA (4500)

PUR 9/11/09 60 INDOCEMENT TUNGGAL IDR 586,000.00 5,853,714,677.00 5,853,714,677.00 248555 9/16/09 IDR H20090 9989.27 9900.00 591,284.31 591,284.31

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 35 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/14/09 60 INDOFOOD SUKSES MAKMUR 243,000.00 653,708,544.00 653,708,544.00 248684 9/17/09 IDR H20090 2690.15 9935.00 65,798.54 65,798.54

PUR 9/15/09 60 INDOFOOD SUKSES MAKMUR 252,000.00 237.86 674,142,040.00 674,142,040.00 248684 9/24/09 IDR H20090 2665.83 9885.00 68,198.49 68,198.49

PUR 9/16/09 60 INDOFOOD SUKSES MAKMUR 139,000.00 381,592,786.00 381,592,786.00 248684 9/25/09 IDR H20090 2745.27 9710.00 39,298.95 39,298.95

PUR 9/17/09 60 INDOFOOD SUKSES MAKMUR 217,000.00 221.10 609,069,754.00 609,069,754.00 248684 9/28/09 IDR H20090 2796.90 9689.99 62,855.50 62,855.50

PUR 9/24/09 60 INDOFOOD SUKSES MAKMUR 155,500.00 454,115,576.00 454,115,576.00 248684 9/29/09 IDR H20090 2920.35 9655.00 47,034.24 47,034.24

PUR 9/25/09 60 INDOFOOD SUKSES MAKMUR 88,000.00 257,802,902.00 257,802,902.00 248684 9/30/09 IDR H20090 2929.57 9649.99 26,715.33 26,715.33 ------1,680,500.00 458.968,884,146,279.00 8,884,146,279.00 901,185.36 901,185.36 7 TRANSACTIONS IN COUNTRY: INDONESIA (4600)

PUR 9/14/09 60 BANGKOK BANK PUBLIC CO 32,600.00 357.32 3,831,751.94 3,831,751.94 240465 9/17/09 THB H20090 117.166 33.940 112,897.82 112,897.82

PUR 9/14/09 60 KASIKORNBANK PCL-NVDR 66,600.00 485.93 5,211,006.20 5,211,006.20 240466 9/17/09 THB H20090 77.996 33.940 153,535.83 153,535.83

PUR 9/14/09 60 SIAM CEMENT PCL THB 1. 12,300.00 249.23 2,672,646.17 2,672,646.17 248686 9/17/09 THB H20090 216.601 33.940 78,746.20 78,746.20

PUR 9/14/09 60 SIAM COMMERCIAL BANK-F 78,400.00 601.44 6,449,706.93 6,449,706.93 240469 9/17/09 THB H20090 82.006 33.940 190,032.61 190,032.61

PUR 9/15/09 60 BANGKOK BANK PUBLIC CO 11,100.00 120.99 1,295,127.81 1,295,127.81 240465 9/18/09 THB H20090 116.309 33.880 38,226.91 38,226.91

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 36 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/15/09 60 KASIKORNBANK PCL-NVDR 50,100.00 352.11 3,853,988.38 3,853,988.38 240466 9/18/09 THB H20090 76.688 33.880 113,754.08 113,754.08

PUR 9/15/09 60 SIAM CEMENT PCL THB 1. 7,200.00 145.09 1,553,179.98 1,553,179.98 248686 9/18/09 THB H20090 215.037 33.880 45,843.56 45,843.56

PUR 9/15/09 60 SIAM COMMERCIAL BANK-F 50,200.00 375.12 4,015,596.93 4,015,596.93 240469 9/18/09 THB H20090 79.739 33.880 118,524.11 118,524.11

PUR 9/16/09 60 BANGKOK BANK PUBLIC CO 14,700.00 164.65 1,753,656.60 1,753,656.60 240465 9/21/09 THB H20090 118.919 33.710 52,021.85 52,021.85

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PUR 9/16/09 60 BANGKOK BANK PUBLIC CO 17,900.00 200.51 2,135,676.12 2,135,676.12 240465 9/21/09 THB H20090 118.934 33.710 63,354.38 63,354.38

PUR 9/16/09 60 SIAM CEMENT PCL THB 1. 36,000.00 766.13 8,160,112.76 8,160,112.76 248686 9/21/09 THB H20090 225.952 33.710 242,068.01 242,068.01

PUR 9/17/09 60 BANGKOK BANK PUBLIC CO 7,900.00 87.25 948,463.16 948,463.16 240465 9/22/09 THB H20090 119.687 33.650 28,186.13 28,186.13

PUR 9/17/09 60 SIAM CEMENT PCL THB 1. 23,300.00 100.21 5,398,708.43 5,398,708.43 248686 9/22/09 THB H20090 231.560 33.650 160,437.10 160,437.10

PUR 9/17/09 60 SIAM CEMENT PCL THB 1. 12,700.00 277.02 2,945,296.29 2,945,296.29 248686 9/22/09 THB H20090 231.179 33.650 87,527.38 87,527.38 ------421,000.00 4,283.00 50,224,917.70 50,224,917.70 1,485,155.97 1,485,155.97 14 TRANSACTIONS IN COUNTRY: THAILAND (6550)

PUR 9/22/09 60 METRO PACIFIC INVESTME 10,288,000.00 6,626.46 31,179,121.44 31,179,121.44 248762 9/25/09 PHP H20090 3.000 47.555 655,643.39 655,643.39 ------10,288,000.00 6,626.46 31,179,121.44 31,179,121.44 655,643.39 655,643.39 1 TRANSACTION IN COUNTRY: PHILIPINES (8900)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 37 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/04/09 60 INFOSYS TECHNOLOGIES-S 9,300.00 372.00 415,343.58 415,343.58 239503 9/10/09 USD H20090 44.621 1.000 415,343.58 415,343.58

PUR 9/04/09 60 INFOSYS TECHNOLOGIES-S 4,400.00 176.00 197,296.00 197,296.00 239503 9/10/09 USD H20090 44.800 1.000 197,296.00 197,296.00

PUR 9/04/09 60 WIPRO LTD ADR 15,200.00 608.00 239,889.44 239,889.44 248465 9/10/09 USD H20090 15.742 1.000 239,889.44 239,889.44

PUR 9/08/09 60 WIPRO LTD ADR 8,800.00 176.00 142,682.32 142,682.32 248465 9/11/09 USD H20090 16.194 1.000 142,682.32 142,682.32

PUR 9/09/09 60 ITC LIMITED GDR REG S 35,111.00 164,319.48 164,319.48 242448 9/14/09 USD H20090 4.680 1.000 164,319.48 164,319.48

PUR 9/11/09 60 WIPRO LTD ADR 9,700.00 194.00 161,468.14 161,468.14 248465 9/16/09 USD H20090 16.626 1.000 161,468.14 161,468.14

PUR 9/17/09 60 DR REDDYS LABS ADR 4,800.00 96.00 83,458.08 83,458.08 248690 9/22/09 USD H20090 17.367 1.000 83,458.08 83,458.08

PUR 9/17/09 60 INFOSYS TECHNOLOGIES-S 13,300.00 266.00 655,047.61 655,047.61 239503 9/22/09 USD H20090 49.232 1.000 655,047.61 655,047.61

PUR 9/18/09 60 DR REDDYS LABS ADR 7,900.00 158.00 141,342.06 141,342.06 248690 9/23/09 USD H20090 17.871 1.000 141,342.06 141,342.06

PUR 9/18/09 60 GAIL INDIA LTD (REG S 5,288.00 231,350.00 231,350.00 244497 9/23/09 USD H20090 43.750 1.000 231,350.00 231,350.00

PUR 9/18/09 60 TATA PWR CO LTD GDR RE 11,257.00 307,316.10 307,316.10 248303 9/23/09 USD H20090 27.300 1.000 307,316.10 307,316.10

PUR 9/21/09 60 DR REDDYS LABS ADR 3,000.00 60.00 54,058.20 54,058.20 248690 9/24/09 USD H20090 17.999 1.000 54,058.20 54,058.20

PUR 9/22/09 60 DR REDDYS LABS ADR 5,500.00 110.00 99,640.20 99,640.20 248690 9/25/09 USD H20090 18.096 1.000 99,640.20 99,640.20

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 38 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/23/09 60 DR REDDYS LABS ADR 2,500.00 50.00 46,041.25 46,041.25 248690 9/28/09 USD H20090 18.397 1.000 46,041.25 46,041.25

PUR 9/23/09 60 DR REDDYS LABS ADR 3,900.00 156.00 72,596.55 72,596.55

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248690 9/28/09 USD H20090 18.575 1.000 72,596.55 72,596.55

PUR 9/23/09 60 INFOSYS TECHNOLOGIES-S 3,085.00 61.70 151,339.92 151,339.92 239503 9/28/09 USD H20090 49.037 1.000 151,339.92 151,339.92

PUR 9/24/09 60 DR REDDYS LABS ADR 16,100.00 644.00 310,396.73 310,396.73 248690 9/29/09 USD H20090 19.239 1.000 310,396.73 310,396.73

PUR 9/25/09 60 INFOSYS TECHNOLOGIES-S 20,700.00 828.00 967,164.03 967,164.03 239503 9/30/09 USD H20090 46.683 1.000 967,164.03 967,164.03

PUR 9/25/09 60 WIPRO LTD ADR 12,700.00 508.00 212,586.57 212,586.57 248465 9/30/09 USD H20090 16.699 1.000 212,586.57 212,586.57 ------192,541.00 4,463.70 4,653,336.26 4,653,336.26 4,653,336.26 4,653,336.26 19 TRANSACTIONS IN COUNTRY: INDIA (9980)

------12,692,017.00 21,331.64 10427229924.09 10427229924.09 10,484,369.06 10,484,369.06 72 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)

------12,692,017.00 21,331.64 10427229924.09 10427229924.09 10,484,369.06 10,484,369.06 72 "PUR " TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 39 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/16/09 60 BANK PEKAO SA 1,572.00 241.51 225,923.52 248,581.79 - 22,658.27 240024 9/21/09 PLN N20090 144.150 2.815 80,262.73 105,211.61 - 24,948.88

SALE 9/16/09 60 BANK PEKAO SA 697.00 107.27 100,344.86 110,217.24 - 9,872.38 240024 9/21/09 PLN N20090 144.400 2.815 35,649.02 46,649.17 - 11,000.15

SALE 9/16/09 60 PKO BANK POLSKI SA 6,105.00 203.32 190,191.86 259,461.78 - 69,269.92 241000 9/21/09 PLN N20090 31.247 2.815 67,568.52 114,302.16 - 46,733.64

SALE 9/17/09 60 BANK PEKAO SA 1,399.00 222.46 206,345.20 221,225.14 - 14,879.94 240024 9/22/09 PLN N20090 147.939 2.791 73,929.71 93,632.98 - 19,703.27

SALE 9/17/09 60 PKO BANK POLSKI SA 4,883.00 167.52 155,389.98 207,526.93 - 52,136.95 241000 9/22/09 PLN N20090 31.918 2.791 55,673.38 91,423.00 - 35,749.62

SALE 9/17/09 60 PKO BANK POLSKI SA 3,663.00 126.14 117,005.32 155,677.07 - 38,671.75 241000 9/22/09 PLN N20090 32.039 2.791 41,920.86 68,581.29 - 26,660.43

SALE 9/18/09 60 BANK PEKAO SA 1,951.00 303.09 282,294.91 308,513.40 - 26,218.49 240024 9/23/09 PLN N20090 145.128 2.803 100,726.08 130,577.51 - 29,851.43

SALE 9/18/09 60 BANK PEKAO SA 697.00 108.93 101,456.71 110,217.24 - 8,760.53 240024 9/23/09 PLN N20090 146.000 2.803 36,200.92 46,649.17 - 10,448.25

SALE 9/18/09 60 PKO BANK POLSKI SA 8,454.00 289.52 269,654.04 359,294.01 - 89,639.97 241000 9/23/09 PLN N20090 31.993 2.803 96,215.67 158,281.81 - 62,066.14

SALE 9/21/09 60 BANK PEKAO SA 1,254.00 190.63 180,052.78 198,296.16 - 18,243.38 240024 9/24/09 PLN N20090 144.015 2.842 63,352.02 83,928.35 - 20,576.33

SALE 9/22/09 60 BANK PEKAO SA 2,648.00 415.68 388,458.10 418,730.64 - 30,272.54 240024 9/25/09 PLN N20090 147.140 2.812 138,142.99 177,226.68 - 39,083.69 ------33,323.00 2,376.07 2,217,117.28 2,597,741.40 - 380,624.12 789,641.90 1,116,463.73 -

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326,821.83 11 TRANSACTIONS 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: 40 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/16/09 60 AKBANK TAS TRY 1.0 49,724.00 283.10 417,263.92 286,614.01 130,649.91 241892 9/18/09 TRY N20090 8.400 1.475 282,814.10 222,300.15 60,513.95

SALE 9/16/09 60 HACI OMER SABANCI HOLD 80,723.00 756.39 445,274.14 383,168.64 62,105.50 241961 9/18/09 TRY N20090 5.530 1.475 301,798.93 312,010.65 - 10,211.72

SALE 9/16/09 60 TURKIYE GARANTI BANKAS 149,922.00 569.04 838,723.64 531,180.15 307,543.49 239795 9/18/09 TRY N20090 5.600 1.475 568,472.03 414,368.70 154,103.33

SALE 9/16/09 60 TURKIYE IS BANKASI-C 74,504.00 280.26 413,083.70 315,980.06 97,103.64 241963 9/18/09 TRY N20090 5.550 1.475 279,980.82 243,100.88 36,879.94 ------354,873.00 1,888.79 2,114,345.40 1,516,942.86 597,402.54 1,433,065.88 1,191,780.38 241,285.50 4 TRANSACTIONS IN COUNTRY: TURKEY (3400)

SALE 9/09/09 60 DONGFENG MOTOR GROUP C 612,000.00 2,269.14 5,006,933.70 2,497,514.89 2,509,418.81 240999 9/11/09 HKD H20090 8.210 7.750 646,039.29 320,679.76 325,359.53 ------612,000.00 2,269.14 5,006,933.70 2,497,514.89 2,509,418.81 646,039.29 320,679.76 325,359.53 1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)

SALE 9/09/09 60 GOME ELECTRICAL APPLIA 3,032,000.00 2,943.92 6,495,984.00 8,702,862.22 -2,206,878.22 239292 9/11/09 HKD H20090 2.150 7.750 838,169.85 1,116,985.45 - 278,815.60

SALE 9/14/09 60 SHANGHAI INDUSTRIAL HL 18,000.00 320.88 690,070.48 519,296.82 170,773.66 239283 9/16/09 HKD H20090 38.475 7.750 89,043.65 66,645.46 22,398.19

SALE 9/15/09 60 GOME ELECTRICAL APPLIA 131,000.00 57.38 287,899.40 376,014.17 - 88,114.77 239292 9/17/09 HKD H20090 2.201 7.750 37,148.79 48,260.26 - 11,111.47

SALE 9/15/09 60 SHANGHAI INDUSTRIAL HL 1,000.00 17.58 37,795.55 28,849.82 8,945.73 239283 9/17/09 HKD H20090 37.932 7.750 4,876.91 3,702.53 1,174.38

S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 41 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/15/09 60 SHANGHAI INDUSTRIAL HL 1,000.00 7.54 37,785.37 28,849.82 8,935.55 239283 9/17/09 HKD H20090 37.844 7.750 4,875.59 3,702.53 1,173.06

SALE 9/16/09 60 GOME ELECTRICAL APPLIA 407,000.00 174.04 874,230.29 1,168,227.22 -293,996.93 239292 9/18/09 HKD H20090 2.151 7.750 112,805.36 149,938.35 - 37,132.99

SALE 9/16/09 60 GOME ELECTRICAL APPLIA 44,000.00 25.53 94,182.12 126,294.83 - 32,112.71 239292 9/18/09 HKD H20090 2.145 7.750 12,152.69 16,209.55 - 4,056.86

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SALE 9/16/09 60 SHANGHAI INDUSTRIAL HL 12,000.00 90.37 453,698.82 346,197.88 107,500.94 239283 9/18/09 HKD H20090 37.867 7.750 58,542.54 44,430.31 14,112.23

SALE 9/17/09 60 GOME ELECTRICAL APPLIA 78,000.00 32.95 165,198.26 223,886.30 - 58,688.04 239292 9/21/09 HKD H20090 2.121 7.750 21,315.90 28,735.11 - 7,419.21

SALE 9/17/09 60 SHANGHAI INDUSTRIAL HL 15,000.00 157.09 580,856.05 432,747.35 148,108.70 239283 9/21/09 HKD H20090 38.805 7.750 74,949.17 55,537.89 19,411.28

SALE 9/17/09 60 SHANGHAI INDUSTRIAL HL 17,000.00 131.11 658,434.30 490,447.00 167,987.30 239283 9/21/09 HKD H20090 38.791 7.750 84,959.26 62,942.94 22,016.32

SALE 9/18/09 60 GOME ELECTRICAL APPLIA 200,000.00 85.62 429,976.45 574,067.43 - 144,090.98 239292 9/22/09 HKD H20090 2.153 7.750 55,478.68 73,679.78 - 18,201.10

SALE 9/22/09 60 GOME ELECTRICAL APPLIA 430,000.00 187.12 939,647.82 1,234,244.97 -294,597.15 239292 9/24/09 HKD H20090 2.189 7.750 121,243.32 158,411.53 - 37,168.21 ------4,386,000.00 4,231.13 11,745,758.91 14,251,985.83 -2,506,226.92 1,515,561.71 1,829,181.69 - 313,619.98 13 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

SALE 8/27/09 60 KB FIN GRP RTS 8/27/09 3,595.00 .01 .01 248333 9/07/09 KRW MFY10- 1248.40

SALE 8/28/09 60 LG TELECOM LTD 2,040.00 70.44 15,846,068.00 19,716,495.62 -3,870,427.62 243410 9/01/09 KRW H20090 7810.63 1244.00 12,738.00 15,060.64 -2,322.64

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 42 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 8/28/09 60 SK TELECOM CO LTD KRW 462.00 357.51 80,418,260.00 97,642,266.76 -17,224,006.76 243412 9/01/09 KRW H20090 175028. 1244.00 64,644.90 74,090.90 -9,446.00

SALE 8/31/09 60 LG TELECOM LTD 2,270.00 77.62 17,526,080.00 21,939,433.85 -4,413,353.85 243410 9/02/09 KRW H20090 7763.43 1248.70 14,035.46 16,758.65 -2,723.19

SALE 8/31/09 60 SK TELECOM CO LTD KRW 143.00 110.22 24,887,364.00 30,222,606.38 -5,335,242.38 243412 9/02/09 KRW H20090 175000. 1248.70 19,930.62 22,932.90 -3,002.28

SALE 9/01/09 60 LG TELECOM LTD 1,130.00 38.85 8,715,310.00 10,921,392.18 -2,206,082.18 243410 9/03/09 KRW H20090 7755.31 1240.50 7,025.64 8,342.41 -1,316.77

SALE 9/01/09 60 SK TELECOM CO LTD KRW 510.00 396.50 88,938,140.00 107,786,917.85 -18,848,777.85 243412 9/03/09 KRW H20090 175352. 1240.50 71,695.40 81,788.66 -10,093.26

SALE 9/02/09 60 LG TELECOM LTD 2,970.00 100.53 22,713,294.00 28,704,898.03 -5,991,604.03 243410 9/04/09 KRW H20090 7689.86 1249.40 18,179.36 21,926.52 -3,747.16

SALE 9/02/09 60 SK TELECOM CO LTD KRW 505.00 389.40 87,971,486.00 106,730,183.36 -18,758,697.36 243412 9/04/09 KRW H20090 175164. 1249.40 70,410.99 80,986.81 -10,575.82

SALE 9/03/09 60 LG TELECOM LTD 1,660.00 56.26 12,674,306.00 16,043,815.06 -3,369,509.06 243410 9/07/09 KRW H20090 7677.34 1245.90 10,172.81 12,255.23 -2,082.42

SALE 9/03/09 60 SK TELECOM CO LTD KRW 676.00 523.05 117,835,828.00 142,870,502.87 -25,034,674.87 243412 9/07/09 KRW H20090 175277. 1245.90 94,578.88 108,410.07 -13,831.19

SALE 9/04/09 60 LG TELECOM LTD 3,340.00 112.06 25,145,038.00 32,280,929.10 -7,135,891.10 243410 9/08/09 KRW H20090 7570.09 1241.00 20,261.92 24,658.11 -4,396.19

SALE 9/07/09 60 LG TELECOM LTD 1,870.00 62.71 13,985,262.00 18,073,454.32 -4,088,192.32 243410 9/09/09 KRW H20090 7520.10 1233.20 11,340.63 13,805.59 -2,464.96

SALE 9/08/09 60 LG TELECOM LTD 1,480.00 50.14 11,174,700.00 14,304,124.27 -3,129,424.27 243410 9/10/09 KRW H20090 7592.23 1232.50 9,066.69 10,926.35 -1,859.66

SALE 9/09/09 60 LG TELECOM LTD 6,740.00 238.05 52,767,104.00 65,141,755.14 -12,374,651.14 243410 9/11/09 KRW H20090 7872.24 1225.80 43,047.07 49,759.17 -6,712.10

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 43 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-

file:///M|/OPI/Reports_to_the_Legislature/securities_759_global.htm[8/4/2010 11:11:37 AM] Global Report

(L) INVST# 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 9/10/09 60 LG TELECOM LTD 7,250.00 264.89 58,602,908.00 70,070,879.04 -11,467,971.04 243410 9/14/09 KRW H20090 8127.86 1223.50 47,897.76 53,524.33 -5,626.57

SALE 9/11/09 60 LG TELECOM LTD 3,410.00 125.33 27,681,516.00 32,957,475.52 -5,275,959.52 243410 9/15/09 KRW H20090 8162.63 1221.40 22,663.76 25,174.89 -2,511.13

SALE 9/14/09 60 LG TELECOM LTD 2,460.00 90.58 20,061,752.00 23,775,774.13 -3,714,022.13 243410 9/16/09 KRW H20090 8200.28 1224.80 16,379.61 18,161.36 -1,781.75

SALE 9/15/09 60 LG TELECOM LTD 3,090.00 114.08 25,130,322.00 29,864,691.90 -4,734,369.90 243410 9/17/09 KRW H20090 8177.76 1218.30 20,627.37 22,812.44 -2,185.07

SALE 9/17/09 60 SK TELECOM CO LTD KRW 387.00 308.40 67,167,542.00 81,791,249.43 -14,623,707.43 243412 9/21/09 KRW H20090 174519. 1204.45 55,766.15 62,063.16 -6,297.01

SALE 9/18/09 60 NHN CORP 1,169.00 900.62 196,544,110.00 201,453,100.08 -4,908,990.08 239486 9/22/09 KRW H20090 169059. 1206.90 162,850.37 184,767.51 -21,917.14

SALE 9/18/09 60 SK TELECOM CO LTD KRW 1,622.00 1,289.84 281,482,292.00 342,804,668.13 -61,322,376.13 243412 9/22/09 KRW H20090 174500. 1206.90 233,227.52 260,120.01 -26,892.49 ------48,779.00 5,677.081,257,268,682.01 1,495,096,613.03 -237827931.02 1,026,540.91 1,168,325.71 - 141,784.80 22 TRANSACTIONS IN COUNTRY: KOREA (4500)

SALE 8/27/09 60 PERUSAHAAN GAS NEGARA 175,500.00 256.27 570,333,068.00 418,958,553.60 151,374,514.40 240301 9/01/09 IDR H20090 3264.45 10060.0 56,693.15 40,976.23 15,716.92

SALE 8/28/09 60 PERUSAHAAN GAS NEGARA 147,000.00 496,678,123.00 350,922,549.17 145,755,573.83 240301 9/02/09 IDR H20090 3378.76 10045.0 49,445.31 34,321.97 15,123.34

SALE 9/11/09 60 ASTRA INTERNATIONAL TB 31,000.00 446.40 977,657,708.00 726,637,981.30 251,019,726.70 239308 9/16/09 IDR H20090 31679.9 9900.00 98,753.30 77,357.48 21,395.82

SALE 9/11/09 60 BANK RAKYAT INDONESIA 332,500.00 2,492,419,170.00 2,059,072,666.21 433,346,503.79 239245 9/16/09 IDR H20090 7495.99 9900.00 251,759.51 212,087.77 39,671.74

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 44 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/14/09 60 ASTRA INTERNATIONAL TB 28,500.00 893,528,571.00 668,038,144.10 225,490,426.90 239308 9/17/09 IDR H20090 31351.8 9935.00 89,937.45 71,118.97 18,818.48

SALE 9/14/09 60 BANK CENTRAL ASIA PT 59,500.00 255,590,719.00 192,802,807.18 62,787,911.82 239241 9/17/09 IDR H20090 4295.64 9935.00 25,726.29 19,878.12 5,848.17

SALE 9/14/09 60 BANK MANDIRI 55,500.00 247,428,177.00 152,894,240.46 94,533,936.54 239243 9/17/09 IDR H20090 4458.16 9934.99 24,904.70 15,321.83 9,582.87

SALE 9/14/09 60 BANK RAKYAT INDONESIA 30,500.00 222,094,586.00 188,877,342.31 33,217,243.69 239245 9/17/09 IDR H20090 7281.79 9935.00 22,354.76 19,454.67 2,900.09

SALE 9/15/09 60 ASTRA INTERNATIONAL TB 19,500.00 289.69 633,490,293.00 457,078,730.17 176,411,562.83 239308 9/24/09 IDR H20090 32633.5 9885.00 64,086.02 48,660.35 15,425.67

SALE 9/15/09 60 BANK CENTRAL ASIA PT 60,500.00 118.93 260,081,064.00 196,043,190.49 64,037,873.51 239241 9/24/09 IDR H20090 4318.29 9885.00 26,310.68 20,212.20 6,098.48

SALE 9/15/09 60 BANK MANDIRI 49,000.00 100.40 219,553,534.00 134,987,707.79 84,565,826.21 239243 9/24/09 IDR H20090 4500.93 9884.99 22,210.78 13,527.39 8,683.39

SALE 9/15/09 60 BANK RAKYAT INDONESIA 32,000.00 107.15 234,321,373.00 198,166,391.94 36,154,981.06 239245 9/24/09 IDR H20090 7355.64 9885.00 23,704.74 20,411.45 3,293.29

SALE 9/16/09 60 BANK CENTRAL ASIA PT 27,000.00 117,581,792.00 87,490,349.47 30,091,442.53 239241 9/25/09 IDR H20090 4354.88 9710.00 12,109.35 9,020.32 3,089.03

SALE 9/16/09 60 BANK MANDIRI 27,500.00 125,198,925.00 75,758,407.43 49,440,517.57 239243 9/25/09 IDR H20090 4552.68 9710.00 12,893.81 7,591.90 5,301.91

SALE 9/16/09 60 BANK RAKYAT INDONESIA 16,000.00 122,194,306.00 99,083,195.97 23,111,110.03 239245 9/25/09 IDR H20090 7637.14 9709.99 12,584.38 10,205.73 2,378.65

SALE 9/17/09 60 BANK CENTRAL ASIA PT 16,500.00 74,828,464.00 53,466,324.68 21,362,139.32 239241 9/28/09 IDR H20090 4535.05 9689.99 7,722.24 5,512.42 2,209.82

SALE 9/17/09 60 BANK CENTRAL ASIA PT 21,500.00 46.14 98,252,993.00 69,668,241.25 28,584,751.75 239241 9/28/09 IDR H20090 4590.70 9689.99 10,139.63 7,182.85 2,956.78

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY

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REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 45 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/17/09 60 BANK MANDIRI 43,500.00 97.11 206,787,554.00 119,836,026.30 86,951,527.70 239243 9/28/09 IDR H20090 4775.36 9690.00 21,340.30 12,009.01 9,331.29

SALE 9/17/09 60 BANK RAKYAT INDONESIA 25,500.00 91.29 194,380,788.00 157,913,843.57 36,466,944.43 239245 9/28/09 IDR H20090 7657.46 9689.99 20,059.94 16,265.38 3,794.56

SALE 9/24/09 60 BANK CENTRAL ASIA PT 35,000.00 78.45 166,446,219.00 113,413,415.99 53,032,803.01 239241 9/29/09 IDR H20090 4777.24 9655.00 17,239.38 11,693.01 5,546.37

SALE 9/24/09 60 BANK MANDIRI 36,000.00 78.05 165,602,192.00 99,174,642.46 66,427,549.54 239243 9/29/09 IDR H20090 4620.99 9655.00 17,151.96 9,938.49 7,213.47

SALE 9/24/09 60 BANK RAKYAT INDONESIA 20,000.00 71.59 151,895,612.00 123,853,994.96 28,041,617.04 239245 9/29/09 IDR H20090 7629.34 9654.99 15,732.33 12,757.16 2,975.17

SALE 9/25/09 60 BANK CENTRAL ASIA PT 16,500.00 76,093,052.00 53,466,324.68 22,626,727.32 239241 9/30/09 IDR H20090 4611.70 9650.00 7,885.29 5,512.42 2,372.87

SALE 9/25/09 60 BANK MANDIRI 17,000.00 36.34 75,724,294.00 46,832,470.05 28,891,823.95 239243 9/30/09 IDR H20090 4475.00 9649.99 7,847.08 4,693.17 3,153.91

SALE 9/25/09 60 BANK RAKYAT INDONESIA 10,000.00 36.01 75,023,077.00 61,926,997.48 13,096,079.52 239245 9/30/09 IDR H20090 7537.05 9650.00 7,774.41 6,378.58 1,395.83 ------1,333,000.00 1,853.829,153,185,654.00 6,906,364,539.01 2246821114.99 926,366.79 712,088.87 214,277.92 25 TRANSACTIONS IN COUNTRY: INDONESIA (4600)

SALE 9/16/09 60 DESARROLLADORA HOMEX S 2,024.00 83.01 79,712.15 44,223.16 35,488.99 246078 9/21/09 USD N20090 39.424 1.000 79,712.15 44,223.16 35,488.99

SALE 9/16/09 60 DESARROLLADORA HOMEX S 3,187.00 130.69 124,640.36 69,634.00 55,006.36 246078 9/21/09 USD N20090 39.150 1.000 124,640.36 69,634.00 55,006.36

SALE 9/17/09 60 DESARROLLADORA HOMEX S 1,384.00 56.77 54,778.41 30,239.55 24,538.86 246078 9/22/09 USD N20090 39.621 1.000 54,778.41 30,239.55 24,538.86

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 46 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/17/09 60 DESARROLLADORA HOMEX S 901.00 36.96 35,755.27 19,686.30 16,068.97 246078 9/22/09 USD N20090 39.725 1.000 35,755.27 19,686.30 16,068.97

SALE 9/18/09 60 DESARROLLADORA HOMEX S 1,590.00 33.42 62,901.32 34,740.52 28,160.80 246078 9/23/09 USD N20090 39.582 1.000 62,901.32 34,740.52 28,160.80

SALE 9/21/09 60 DESARROLLADORA HOMEX S 1,805.00 73.99 69,643.05 39,438.14 30,204.91 246078 9/24/09 USD N20090 38.624 1.000 69,643.05 39,438.14 30,204.91

SALE 9/22/09 60 DESARROLLADORA HOMEX S 5,746.00 235.55 221,796.21 125,546.58 96,249.63 246078 9/25/09 USD N20090 38.641 1.000 221,796.21 125,546.58 96,249.63

SALE 9/22/09 60 DESARROLLADORA HOMEX S 422.00 17.30 16,445.39 9,220.44 7,224.95 246078 9/25/09 USD N20090 39.011 1.000 16,445.39 9,220.44 7,224.95

SALE 9/22/09 60 DESARROLLADORA HOMEX S 1,917.00 78.60 74,559.80 41,885.27 32,674.53 246078 9/25/09 USD N20090 38.935 1.000 74,559.80 41,885.27 32,674.53

SALE 9/23/09 60 DESARROLLADORA HOMEX S 959.00 39.32 37,209.99 20,953.56 16,256.43 246078 9/28/09 USD N20090 38.842 1.000 37,209.99 20,953.56 16,256.43

SALE 9/24/09 60 DESARROLLADORA HOMEX S 958.00 39.24 35,694.16 20,931.71

file:///M|/OPI/Reports_to_the_Legislature/securities_759_global.htm[8/4/2010 11:11:37 AM] Global Report

14,762.45 246078 9/29/09 USD N20090 37.300 1.000 35,694.16 20,931.71 14,762.45

SALE 9/25/09 60 DESARROLLADORA HOMEX S 676.00 27.69 25,357.04 14,770.19 10,586.85 246078 9/30/09 USD N20090 37.551 1.000 25,357.04 14,770.19 10,586.85

SALE 9/25/09 60 DESARROLLADORA HOMEX S 9,252.00 379.00 346,571.00 202,150.53 144,420.47 246078 9/30/09 USD N20090 37.500 1.000 346,571.00 202,150.53 144,420.47 ------30,821.00 1,231.54 1,185,064.15 673,419.95 511,644.20 1,185,064.15 673,419.95 511,644.20 13 TRANSACTIONS IN COUNTRY: MEXICO (7800)

SALE 8/27/09 60 COPA HOLDINGS SA-CLASS 600.00 24.69 26,540.67 21,219.13 5,321.54 240862 9/01/09 USD N20090 44.276 1.000 26,540.67 21,219.13 5,321.54

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: 47 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 8/28/09 60 COPA HOLDINGS SA-CLASS 300.00 12.34 12,857.66 10,609.56 2,248.10 240862 9/02/09 USD N20090 42.900 1.000 12,857.66 10,609.56 2,248.10

SALE 9/01/09 60 COPA HOLDINGS SA-CLASS 100.00 4.11 4,249.25 3,536.52 712.73 240862 9/04/09 USD N20090 42.534 1.000 4,249.25 3,536.52 712.73

SALE 9/01/09 60 COPA HOLDINGS SA-CLASS 100.00 2.11 3,981.52 3,536.52 445.00 240862 9/04/09 USD N20090 39.836 1.000 3,981.52 3,536.52 445.00

SALE 9/01/09 60 COPA HOLDINGS SA-CLASS 1,100.00 45.13 43,641.37 38,901.73 4,739.64 240862 9/04/09 USD N20090 39.715 1.000 43,641.37 38,901.73 4,739.64

SALE 9/02/09 60 COPA HOLDINGS SA-CLASS 1,400.00 29.42 55,115.60 49,511.30 5,604.30 240862 9/08/09 USD N20090 39.389 1.000 55,115.60 49,511.30 5,604.30

SALE 9/03/09 60 COPA HOLDINGS SA-CLASS 1,400.00 29.43 55,452.01 49,511.30 5,940.71 240862 9/09/09 USD N20090 39.630 1.000 55,452.01 49,511.30 5,940.71

SALE 9/04/09 60 COPA HOLDINGS SA-CLASS 2,700.00 110.73 106,158.53 95,486.08 10,672.45 240862 9/10/09 USD N20090 39.359 1.000 106,158.53 95,486.08 10,672.45

SALE 9/08/09 60 COPA HOLDINGS SA-CLASS 2,800.00 114.84 110,513.54 99,022.60 11,490.94 240862 9/11/09 USD N20090 39.510 1.000 110,513.54 99,022.60 11,490.94

SALE 9/09/09 60 COPA HOLDINGS SA-CLASS 4,200.00 172.42 171,768.37 148,533.89 23,234.48 240862 9/14/09 USD N20090 40.938 1.000 171,768.37 148,533.89 23,234.48

SALE 9/10/09 60 COPA HOLDINGS SA-CLASS 3,500.00 143.80 147,460.30 123,778.25 23,682.05 240862 9/15/09 USD N20090 42.173 1.000 147,460.30 123,778.25 23,682.05

SALE 9/11/09 60 COPA HOLDINGS SA-CLASS 1,600.00 33.77 68,616.15 56,584.34 12,031.81 240862 9/16/09 USD N20090 42.906 1.000 68,616.15 56,584.34 12,031.81

SALE 9/11/09 60 COPA HOLDINGS SA-CLASS 2,800.00 115.08 119,372.96 99,022.60 20,350.36 240862 9/16/09 USD N20090 42.674 1.000 119,372.96 99,022.60 20,350.36

SALE 9/14/09 60 COPA HOLDINGS SA-CLASS 1,000.00 21.11 43,148.29 35,365.21 7,783.08 240862 9/17/09 USD N20090 43.169 1.000 43,148.29 35,365.21 7,783.08

file:///M|/OPI/Reports_to_the_Legislature/securities_759_global.htm[8/4/2010 11:11:37 AM] Global Report

S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 48 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/14/09 60 COPA HOLDINGS SA-CLASS 1,800.00 74.00 77,377.84 63,657.38 13,720.46 240862 9/17/09 USD N20090 43.029 1.000 77,377.84 63,657.38 13,720.46

SALE 9/15/09 60 COPA HOLDINGS SA-CLASS 751.00 15.86 32,470.90 26,559.28 5,911.62 240862 9/18/09 USD N20090 43.258 1.000 32,470.90 26,559.28 5,911.62

SALE 9/15/09 60 COPA HOLDINGS SA-CLASS 900.00 37.01 38,878.99 31,828.69 7,050.30 240862 9/18/09 USD N20090 43.240 1.000 38,878.99 31,828.69 7,050.30 ------27,051.00 985.85 1,117,603.95 956,664.38 160,939.57 1,117,603.95 956,664.38 160,939.57 17 TRANSACTIONS IN COUNTRY: PANAMA (8200)

SALE 9/16/09 60 CEZ AS 2,400.00 384.79 2,189,412.00 2,864,058.49 -674,646.49 241312 9/21/09 CZK N20090 915.000 17.121 127,878.75 176,939.16 -49,060.41

SALE 9/16/09 60 CEZ AS 4,700.00 751.90 4,278,226.70 5,608,781.21 -1,330,554.51 241312 9/21/09 CZK N20090 913.000 17.121 249,881.82 346,505.86 -96,624.04

SALE 9/17/09 60 CEZ AS 9,400.00 1,519.80 8,598,626.50 11,217,562.43 -2,618,935.93 241312 9/22/09 CZK N20090 917.500 17.024 505,079.59 693,011.73 -187,932.14 ------16,500.00 2,656.49 15,066,265.20 19,690,402.13 -4,624,136.93 882,840.16 1,216,456.75 - 333,616.59 3 TRANSACTIONS IN COUNTRY: THE CZECH REPUBLIC (9700)

SALE 9/09/09 60 LARSEN + TOUBRO LTD IN 13,840.00 452,568.00 430,129.30 22,438.70 239208 9/14/09 USD H20090 32.700 1.000 452,568.00 430,129.30 22,438.70

SALE 9/18/09 60 ITC LIMITED GDR REG S 71,296.00 332,952.32 311,784.75 21,167.57 242448 9/23/09 USD H20090 4.670 1.000 332,952.32 311,784.75 21,167.57

SALE 9/25/09 60 ITC LIMITED GDR REG S 54,601.00 263,722.83 238,775.79 24,947.04 242448 9/30/09 USD H20090 4.830 1.000 263,722.83 238,775.79 24,947.04 ------139,737.00 1,049,243.15 980,689.84 68,553.31 1,049,243.15 980,689.84 68,553.31 3 TRANSACTIONS IN COUNTRY: INDIA (9980)

------6,982,084.00 23,169.91 10449956667.75 8,444,626,513.32 2005330154.43 10,571,967.89 10,165,751.06 406,216.83

S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 49 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------112 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)

------6,982,084.00 23,169.91 10449956667.75 8,444,626,513.32 2005330154.43 10,571,967.89 10,165,751.06

file:///M|/OPI/Reports_to_the_Legislature/securities_759_global.htm[8/4/2010 11:11:37 AM] Global Report

406,216.83 112 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)

------19,674,101.00 44,501.55 20877186591.84 18871856437.41 2005330154.43 21,056,336.95 20,650,120.12 406,216.83 184 TRANSACTIONS WITHIN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 50 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

EM COMMON STOCK (2225) ------

PUR 9/04/09 60 FIRST QUANTUM MINERALS 900.00 4.13 61,853.04 61,853.04 248466 9/10/09 CAD GT1XG4 68.721 1.090 56,725.09 56,725.09

PUR 9/08/09 60 FIRST QUANTUM MINERALS 1,000.00 27.98 71,747.10 71,747.10 248466 9/11/09 CAD GT1XWA 71.717 1.072 66,909.54 66,909.54

PUR 9/09/09 60 FIRST QUANTUM MINERALS 2,500.00 69.73 182,842.00 182,842.00 248466 9/14/09 CAD GT1XWA 73.107 1.076 169,990.70 169,990.70

PUR 9/10/09 60 FIRST QUANTUM MINERALS 1,100.00 30.51 81,777.52 81,777.52 248466 9/15/09 CAD GT1XWA 74.313 1.082 75,600.92 75,600.92

PUR 9/11/09 60 FIRST QUANTUM MINERALS 3,600.00 100.59 270,309.96 270,309.96 248466 9/16/09 CAD GT1XW8 75.056 1.074 251,755.57 251,755.57

PUR 9/14/09 60 FIRST QUANTUM MINERALS 9,900.00 273.53 712,113.93 712,113.93 248466 9/17/09 CAD GT1YTK 71.901 1.086 655,842.63 655,842.63

PUR 9/15/09 60 FIRST QUANTUM MINERALS 2,700.00 74.92 200,621.61 200,621.61 248466 9/18/09 CAD GT1YTI 74.274 1.081 185,554.58 185,554.58

PUR 9/16/09 60 FIRST QUANTUM MINERALS 14,600.00 409.69 1,041,889.58 1,041,889.58 248466 9/21/09 CAD GT1YV8 71.332 1.069 974,548.29 974,548.29

PUR 9/17/09 60 FIRST QUANTUM MINERALS 2,100.00 59.45 143,348.94 143,348.94 248466 9/22/09 CAD GT1YTK 68.231 1.060 135,260.37 135,260.37

PUR 9/23/09 60 FIRST QUANTUM MINERALS 3,300.00 92.29 226,156.59 226,156.59 248466 9/28/09 CAD GT1ZNO 68.502 1.073 210,829.30 210,829.30

PUR 9/24/09 60 FIRST QUANTUM MINERALS 2,300.00 63.57 154,928.46 154,928.46 248466 9/29/09 CAD GT1ZTM 67.330 1.085 142,738.58 142,738.58

PUR 9/25/09 60 FIRST QUANTUM MINERALS 800.00 22.05 53,090.00 53,090.00 248466 9/30/09 CAD GT1ZTO 66.333 1.089 48,769.06 48,769.06 ------44,800.00 1,228.44 3,200,678.73 3,200,678.73 2,974,524.63 2,974,524.63 12 TRANSACTIONS IN COUNTRY: CANADA ( 300)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 51 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 8/28/09 60 KOC HOLDING AS 18,880.00 126.04 75,634.99 75,634.99 247977 9/01/09 TRY GT1WQG 3.996 1.496 50,541.26 50,541.26

PUR 8/31/09 60 KOC HOLDING AS 19,718.00 130.96 78,784.53 78,784.53 247977 9/02/09 TRY GT1X8U 3.986 1.500 52,516.02 52,516.02

PUR 9/01/09 60 KOC HOLDING AS 31,524.00 208.42 125,690.69 125,690.69 247977 9/03/09 TRY GT1X8W 3.977 1.504 83,576.49 83,576.49

PUR 9/02/09 60 KOC HOLDING AS 23,730.00 152.64 92,485.76 92,485.76 247977 9/04/09 TRY GT1X8U 3.888 1.511 61,208.31 61,208.31

PUR 9/24/09 60 AKBANK TAS TRY 1.0 20,207.00 293.15 174,597.52 174,597.52 244496 9/28/09 TRY GT1ZJ8 8.619 1.485 117,550.34 117,550.34 ------

file:///M|/OPI/Reports_to_the_Legislature/securities_759_global.htm[8/4/2010 11:11:37 AM] Global Report

114,059.00 911.21 547,193.49 547,193.49 365,392.42 365,392.42 5 TRANSACTIONS IN COUNTRY: TURKEY (3400)

PUR 8/28/09 60 SHOUGANG CONCORD INTER 490,000.00 279.44 703,110.93 703,110.93 241650 9/01/09 HKD GT1WQE 1.431 7.751 90,713.46 90,713.46

PUR 8/31/09 60 SHOUGANG CONCORD INTER 590,000.00 322.89 812,395.56 812,395.56 241650 9/02/09 HKD GT1X8W 1.373 7.750 104,819.82 104,819.82 ------1,080,000.00 602.33 1,515,506.49 1,515,506.49 195,533.28 195,533.28 2 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

PUR 8/28/09 60 NHN CORP 296.00 62.26 51,713,173.00 51,713,173.00 244927 9/01/09 KRW GT1WQE 174445. 1244.00 41,570.07 41,570.07

PUR 8/31/09 60 NHN CORP 19.00 2.09 3,275,330.00 3,275,330.00 244927 9/02/09 KRW GT1X8U 172248. 1248.70 2,622.99 2,622.99

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 52 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 8/31/09 60 NHN CORP 739.00 251.52 125,944,075.00 125,944,075.00 244927 9/02/09 KRW GT1X8W 170000. 1248.70 100,860.15 100,860.15

PUR 9/01/09 60 NHN CORP 1,474.00 500.54 248,989,923.00 248,989,923.00 244927 9/03/09 KRW GT1X8W 168500. 1240.50 200,717.39 200,717.39

PUR 9/02/09 60 NHN CORP 759.00 249.07 124,787,190.00 124,787,190.00 244927 9/04/09 KRW GT1X8W 164000. 1249.40 99,877.69 99,877.69

PUR 9/03/09 60 NHN CORP 152.00 50.33 25,142,700.00 25,142,700.00 244927 9/07/09 KRW GT1XG4 165000. 1245.90 20,180.35 20,180.35

PUR 9/04/09 60 NHN CORP 126.00 13.42 20,835,050.00 20,835,050.00 244927 9/08/09 KRW GT1XXY 165225. 1241.00 16,788.92 16,788.92

PUR 9/08/09 60 NHN CORP 228.00 23.83 36,748,244.00 36,748,244.00 244927 9/10/09 KRW GT1XW8 161047. 1232.50 29,816.02 29,816.02

PUR 9/09/09 60 NHN CORP 247.00 39.35 40,247,489.00 40,247,489.00 244927 9/11/09 KRW GT1XXW 162750. 1225.80 32,833.65 32,833.65

PUR 9/09/09 60 NHN CORP 241.00 25.80 39,580,370.00 39,580,370.00 244927 9/11/09 KRW GT1XXY 164102. 1225.80 32,289.42 32,289.42

PUR 9/10/09 60 NHN CORP 448.00 151.50 74,329,360.00 74,329,360.00 244927 9/14/09 KRW GT1XWA 165500. 1223.50 60,751.42 60,751.42

PUR 9/10/09 60 NHN CORP 7.00 .76 1,162,946.00 1,162,946.00 244927 9/14/09 KRW GT1XXW 166002. 1223.49 950.51 950.51

PUR 9/11/09 60 NHN CORP 299.00 101.29 49,608,210.00 49,608,210.00 244927 9/15/09 KRW GT1XW8 165500. 1221.40 40,615.86 40,615.86

PUR 9/14/09 60 NHN CORP 120.00 13.13 20,116,205.00 20,116,205.00 244927 9/16/09 KRW GT1YV8 167501. 1224.80 16,424.07 16,424.07

PUR 9/15/09 60 NHN CORP 545.00 182.89 89,348,840.00 89,348,840.00 244927 9/17/09 KRW GT1YTI 163534. 1218.30 73,338.95 73,338.95

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 53 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/16/09 60 NHN CORP 2,020.00 683.91 331,952,425.00 331,952,425.00 244927 9/18/09 KRW GT1YTI 163923. 1210.40 274,250.19 274,250.19

PUR 9/17/09 60 NHN CORP 749.00 258.07 124,644,830.00 124,644,830.00 244927 9/21/09 KRW GT1YTK 166000. 1204.45 103,486.93 103,486.93

PUR 9/17/09 60 NHN CORP 534.00 180.23 87,050,902.00 87,050,902.00 244927 9/21/09 KRW GT1YTK 162610. 1204.45 72,274.40 72,274.40

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PUR 9/18/09 60 NHN CORP 899.00 308.20 149,156,461.00 149,156,461.00 244927 9/22/09 KRW GT1YV8 165500. 1206.90 123,586.43 123,586.43

PUR 9/21/09 60 NHN CORP 666.00 239.78 115,774,694.00 115,774,694.00 244927 9/23/09 KRW GT1ZNM 173402. 1204.10 96,150.40 96,150.40

PUR 9/22/09 60 NHN CORP 911.00 336.15 162,225,736.00 162,225,736.00 244927 9/24/09 KRW GT1ZJA 177630. 1203.50 134,794.96 134,794.96

PUR 9/23/09 60 NHN CORP 792.00 291.15 139,399,742.00 139,399,742.00 244927 9/25/09 KRW GT1ZNM 175570. 1194.00 116,750.20 116,750.20

PUR 9/25/09 60 KT+G CORP KRW 5000.0 1,610.00 233.18 110,877,603.00 110,877,603.00 247575 9/29/09 KRW GT1ZTO 68696.3 1185.80 93,504.47 93,504.47

PUR 9/28/09 60 KT+G CORP KRW 5000.0 1,170.00 101.10 80,708,750.00 80,708,750.00 247575 9/30/09 KRW GT2090 68878.5 1195.60 67,504.81 67,504.81 ------15,051.00 4,299.552,253,620,248.00 2,253,620,248.00 1,851,940.25 1,851,940.25 24 TRANSACTIONS IN COUNTRY: KOREA (4500)

PUR 8/27/09 60 BANK MANDIRI 14,400.00 20.67 58,958,564.00 58,958,564.00 240057 9/01/09 IDR GT1WQG 4079.90 10060.0 5,860.69 5,860.69

PUR 8/27/09 60 TAMBANG BATUBARA BUKIT 52,000.00 235.67 677,809,575.00 677,809,575.00 247976 9/01/09 IDR GT1WQE 12989.2 10060.0 67,376.70 67,376.70

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 54 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 8/27/09 60 TAMBANG BATUBARA BUKIT 26,000.00 121.10 338,693,881.00 338,693,881.00 247976 9/01/09 IDR GT1WQG 12979.8 10060.0 33,667.38 33,667.38

PUR 8/28/09 60 BANK MANDIRI 30,000.00 43.74 124,554,306.00 124,554,306.00 240057 9/02/09 IDR GT1WQG 4137.16 10045.0 12,399.63 12,399.63

PUR 8/28/09 60 TAMBANG BATUBARA BUKIT 10,000.00 45.26 129,994,279.00 129,994,279.00 247976 9/02/09 IDR GT1WQG 12953.9 10045.0 12,941.19 12,941.19

PUR 8/31/09 60 BANK MANDIRI 15,000.00 21.56 61,569,605.00 61,569,605.00 240057 9/03/09 IDR GT1X8W 4090.16 10074.9 6,111.13 6,111.13

PUR 8/31/09 60 TAMBANG BATUBARA BUKIT 28,000.00 126.70 364,954,687.00 364,954,687.00 247976 9/03/09 IDR GT1X8W 12988.5 10075.0 36,223.79 36,223.79

PUR 9/01/09 60 BANK MANDIRI 30,000.00 43.23 123,410,704.00 123,410,704.00 240057 9/04/09 IDR GT1X8U 4099.17 10070.0 12,255.28 12,255.28

PUR 9/01/09 60 TAMBANG BATUBARA BUKIT 40,000.00 179.93 518,030,740.00 518,030,740.00 247976 9/04/09 IDR GT1X8U 12905.4 10070.0 51,442.97 51,442.97

PUR 9/01/09 60 TAMBANG BATUBARA BUKIT 16,000.00 73.99 207,145,104.00 207,145,104.00 247976 9/04/09 IDR GT1X8U 12900.0 10069.9 20,570.52 20,570.52

PUR 9/02/09 60 BANK MANDIRI 60,000.00 81.99 235,581,797.00 235,581,797.00 240057 9/07/09 IDR GT1X8U 3912.51 10135.0 23,244.38 23,244.38

PUR 9/02/09 60 TAMBANG BATUBARA BUKIT 28,000.00 123.80 358,709,459.00 358,709,459.00 247976 9/07/09 IDR GT1X8W 12766.2 10135.0 35,393.14 35,393.14

PUR 9/02/09 60 TAMBANG BATUBARA BUKIT 14,000.00 63.62 179,257,696.00 179,257,696.00 247976 9/07/09 IDR GT1X8W 12758.0 10134.9 17,687.00 17,687.00

PUR 9/03/09 60 BANK MANDIRI 65,000.00 93.30 267,133,813.00 267,133,813.00 240057 9/08/09 IDR GT1X8W 4095.25 10100.0 26,448.89 26,448.89

PUR 9/03/09 60 TAMBANG BATUBARA BUKIT 18,000.00 81.23 228,087,827.00 228,087,827.00 247976 9/08/09 IDR GT1X8U 12625.9 10100.0 22,582.95 22,582.95

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 55 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/03/09 60 TAMBANG BATUBARA BUKIT 34,000.00 149.32 431,183,159.00 431,183,159.00 247976 9/08/09 IDR GT1X8W 12637.5 10100.0 42,691.40 42,691.40

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PUR 9/04/09 60 BANK MANDIRI 20,000.00 29.11 83,418,388.00 83,418,388.00 240057 9/09/09 IDR GT1X8U 4156.20 10109.9 8,251.08 8,251.08

PUR 9/04/09 60 TAMBANG BATUBARA BUKIT 8,000.00 36.75 103,304,923.00 103,304,923.00 247976 9/09/09 IDR GT1XG4 12866.6 10110.0 10,218.09 10,218.09

PUR 9/04/09 60 TAMBANG BATUBARA BUKIT 14,000.00 62.47 180,567,807.00 180,567,807.00 247976 9/09/09 IDR GT1X8W 12852.5 10109.9 17,860.32 17,860.32

PUR 9/07/09 60 TAMBANG BATUBARA BUKIT 18,000.00 231,221,181.00 231,221,181.00 247976 9/10/09 IDR GT1XWA 12845.6 10055.0 22,995.64 22,995.64

PUR 9/08/09 60 TAMBANG BATUBARA BUKIT 34,000.00 155.36 443,503,541.00 443,503,541.00 247976 9/11/09 IDR GT1XWA 12998.5 9985.00 44,416.98 44,416.98

PUR 9/09/09 60 BANK MANDIRI 15,000.00 22.42 63,030,859.00 63,030,859.00 240057 9/14/09 IDR GT1XWA 4187.23 9915.00 6,357.12 6,357.12

PUR 9/14/09 60 BANK MANDIRI 5,000.00 8.03 22,621,461.00 22,621,461.00 240057 9/17/09 IDR GT1YTI 4508.33 9934.98 2,276.95 2,276.95

PUR 9/14/09 60 TAMBANG BATUBARA BUKIT 2,000.00 9.65 27,167,163.00 27,167,163.00 247976 9/17/09 IDR GT1YV8 13535.6 9935.00 2,734.49 2,734.49

PUR 9/15/09 60 BANK MANDIRI 5,000.00 8.01 22,440,268.00 22,440,268.00 240057 9/24/09 IDR GT1YTK 4472.22 9885.01 2,270.13 2,270.13 ------601,400.00 1,836.915,482,350,787.00 5,482,350,787.00 544,277.84 544,277.84 25 TRANSACTIONS IN COUNTRY: INDONESIA (4600)

PUR 8/31/09 60 COMMERCIAL INTERNATION 16,502.00 565.70 895,883.68 895,883.68 247491 9/02/09 EGP GT1X94 54.100 5.525 162,150.89 162,150.89

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 56 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/01/09 60 COMMERCIAL INTERNATION 704.00 24.12 38,219.70 38,219.70 247491 9/03/09 EGP GT1X8W 54.100 5.528 6,914.46 6,914.46

PUR 9/02/09 60 COMMERCIAL INTERNATION 31,261.00 1,068.41 1,694,002.33 1,694,002.33 247491 9/07/09 EGP GT1XCS 54.000 5.530 306,329.54 306,329.54 ------48,467.00 1,658.23 2,628,105.71 2,628,105.71 475,394.89 475,394.89 3 TRANSACTIONS IN COUNTRY: EGYPT (5100)

PUR 8/25/09 60 MASSMART ZAR0.01 4,722.00 218.19 379,335.17 379,335.17 239844 9/01/09 ZAR GT1WQE 79.974 7.788 48,705.77 48,705.77

PUR 8/25/09 60 STANDARD BANK GROUP LT 20,376.00 1,147.75 1,995,393.25 1,995,393.25 247879 9/01/09 ZAR GT1WQE 97.490 7.788 256,203.95 256,203.95

PUR 8/25/09 60 TIGER BRANDS LTD ZAR 0 502.00 78,355.54 78,355.54 247237 9/01/09 ZAR GT1WQG 156.087 7.788 10,060.67 10,060.67

PUR 8/25/09 60 TIGER BRANDS LTD ZAR 0 344.00 30.81 53,559.94 53,559.94 247237 9/01/09 ZAR GT1WQE 155.000 7.788 6,876.97 6,876.97

PUR 8/26/09 60 MASSMART ZAR0.01 2,165.00 98.75 173,373.08 173,373.08 239844 9/02/09 ZAR GT1WQG 79.721 7.865 22,043.90 22,043.90

PUR 8/26/09 60 STANDARD BANK GROUP LT 34,145.00 1,939.98 3,405,859.62 3,405,859.62 247879 9/02/09 ZAR GT1WQE 99.300 7.865 433,045.51 433,045.51

PUR 8/26/09 60 TIGER BRANDS LTD ZAR 0 283.00 25.42 44,636.70 44,636.70 247237 9/02/09 ZAR GT1WQE 157.020 7.865 5,675.43 5,675.43

PUR 8/27/09 60 MASSMART ZAR0.01 4,024.00 179.47 315,278.35 315,278.35 239844 9/03/09 ZAR GT1WQE 77.998 7.870 40,060.78 40,060.78

PUR 8/27/09 60 MASSMART ZAR0.01 3,436.00 109.29 269,641.20 269,641.20 239844 9/03/09 ZAR GT1WQE 78.225 7.870 34,261.91 34,261.91

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 57 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-

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USD ------

PUR 8/27/09 60 STANDARD BANK GROUP LT 17,952.00 1,022.41 1,796,133.81 1,796,133.81 247879 9/03/09 ZAR GT1WQO 99.604 7.870 228,225.39 228,225.39

PUR 8/27/09 60 TIGER BRANDS LTD ZAR 0 251.00 22.49 39,515.58 39,515.58 247237 9/03/09 ZAR GT1WQG 156.727 7.870 5,021.04 5,021.04

PUR 8/27/09 60 TIGER BRANDS LTD ZAR 0 424.00 27.12 66,919.25 66,919.25 247237 9/03/09 ZAR GT1WQG 157.325 7.870 8,503.08 8,503.08

PUR 8/27/09 60 TIGER BRANDS LTD ZAR 0 679.00 60.87 106,928.50 106,928.50 247237 9/03/09 ZAR GT1WQG 156.774 7.870 13,586.85 13,586.85

PUR 8/28/09 60 MASSMART ZAR0.01 859.00 39.02 67,373.23 67,373.23 239844 9/04/09 ZAR GT1WQE 78.081 7.734 8,710.85 8,710.85

PUR 8/28/09 60 STANDARD BANK GROUP LT 13,566.00 784.82 1,354,984.98 1,354,984.98 247879 9/04/09 ZAR GT1WQG 99.433 7.734 175,189.41 175,189.41

PUR 8/28/09 60 TIGER BRANDS LTD ZAR 0 698.00 63.54 109,704.03 109,704.03 247237 9/04/09 ZAR GT1WQE 156.465 7.734 14,183.91 14,183.91

PUR 9/01/09 60 STANDARD BANK GROUP LT 2,087.00 118.80 206,382.41 206,382.41 247879 9/08/09 ZAR GT1X8W 98.447 7.783 26,518.78 26,518.78

PUR 9/02/09 60 STANDARD BANK GROUP LT 23,977.00 1,343.99 2,353,140.16 2,353,140.16 247879 9/09/09 ZAR GT1X8U 97.702 7.844 300,007.67 300,007.67

PUR 9/02/09 60 STANDARD BANK GROUP LT 18,370.00 1,030.62 1,804,478.73 1,804,478.73 247879 9/09/09 ZAR GT1X8W 97.790 7.844 230,057.46 230,057.46 ------148,860.00 8,263.34 14,620,993.53 14,620,993.53 1,866,939.33 1,866,939.33 19 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)

PUR 8/27/09 60 CEMIG SA SPN ADR 1,700.00 25,081.80 25,081.80 248069 9/01/09 USD 14.754 1.000 25,081.80 25,081.80

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 58 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 8/27/09 60 COMPANHIA BRASILEIRA D 8.00 .18 133.30 133.30 247595 9/01/09 BRL GT1WQG 16.620 1.884 70.76 70.76

PUR 8/27/09 60 COMPANHIA BRASILEIRA D 8,592.00 189.13 143,160.49 143,160.49 247595 9/01/09 BRL GT1WQG 16.621 1.884 75,995.59 75,995.59

PUR 8/27/09 60 REDECARD SA NPV 26,000.00 841.50 677,585.22 677,585.22 240065 9/01/09 BRL GT1WQE 26.000 1.884 359,690.64 359,690.64

PUR 8/27/09 60 REDECARD SA NPV 2,800.00 109.95 73,005.44 73,005.44 240065 9/01/09 BRL GT1WQE 25.999 1.884 38,754.35 38,754.35

PUR 8/27/09 60 USINAS SIDER MINAS GER 1,000.00 60.61 45,874.27 45,874.27 245414 9/01/09 BRL GT1WQG 45.760 1.884 24,351.99 24,351.99

PUR 8/28/09 60 CEMIG SA SPN ADR 2,600.00 38,335.70 38,335.70 248069 9/02/09 USD 14.745 1.000 38,335.70 38,335.70

PUR 8/28/09 60 COMPANHIA BRASILEIRA D 12,800.00 279.77 210,611.85 210,611.85 247595 9/02/09 BRL GT1WQE 16.413 1.874 112,410.25 112,410.25

PUR 8/28/09 60 REDECARD SA NPV 5,500.00 177.26 141,957.11 141,957.11 240065 9/02/09 BRL GT1WQG 25.750 1.874 75,767.03 75,767.03

PUR 8/28/09 60 REDECARD SA NPV 100.00 2.33 2,573.49 2,573.49 240065 9/02/09 BRL GT1WQE 25.691 1.874 1,373.55 1,373.55

PUR 8/28/09 60 REDECARD SA NPV 3,900.00 152.87 100,960.63 100,960.63 240065 9/02/09 BRL GT1WQE 25.814 1.874 53,885.90 53,885.90

PUR 8/28/09 60 USINAS SIDER MINAS GER 900.00 54.70 41,176.86 41,176.86 245414 9/02/09 BRL GT1WQE 45.638 1.874 21,977.40 21,977.40

PUR 8/31/09 60 CEMIG SA SPN ADR 1,700.00 24,914.18 24,914.18 248069 9/03/09 USD 14.655 1.000 24,914.18 24,914.18

PUR 8/31/09 60 COMPANHIA BRASILEIRA D 12,419.00 198,863.08 198,863.08 247595 9/03/09 BRL GT1X8W 16.013 1.870 106,372.33 106,372.33

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TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 8/31/09 60 COMPANHIA BRASILEIRA D 81.00 1,297.04 1,297.04 247595 9/03/09 BRL GT1X8W 16.013 1.869 693.79 693.79

PUR 8/31/09 60 COMPANHIA BRASILEIRA D 13,100.00 318.61 209,958.53 209,958.53 247595 9/03/09 BRL GT1X8U 15.982 1.869 112,307.32 112,307.32

PUR 8/31/09 60 REDECARD SA NPV 2,200.00 85.46 56,314.54 56,314.54 240065 9/03/09 BRL GT1X8U 25.525 1.870 30,122.78 30,122.78

PUR 9/01/09 60 CEMIG SA SPN ADR 8,500.00 123,122.50 123,122.50 248069 9/04/09 USD 14.485 1.000 123,122.50 123,122.50

PUR 9/01/09 60 COMPANHIA BRASILEIRA D 9,100.00 147,103.13 147,103.13 247595 9/04/09 BRL GT1X8U 16.165 1.871 78,618.53 78,618.53

PUR 9/01/09 60 COMPANHIA BRASILEIRA D 200.00 2.92 3,225.46 3,225.46 247595 9/04/09 BRL GT1X8W 16.100 1.871 1,723.83 1,723.83

PUR 9/01/09 60 FERTILIZANTES FOSFATAD 800.00 13,867.16 13,867.16 247577 9/04/09 BRL GT1X8U 17.334 1.871 7,411.23 7,411.23

PUR 9/01/09 60 NATURA COSMETICOS SA N 1,000.00 38.88 30,448.45 30,448.45 248071 9/04/09 BRL GT1X8U 30.376 1.871 16,273.02 16,273.02

PUR 9/01/09 60 REDECARD SA NPV 10,700.00 344.31 275,376.37 275,376.37 240065 9/04/09 BRL GT1X8W 25.676 1.871 147,173.52 147,173.52

PUR 9/02/09 60 CEMIG SA SPN ADR 1,700.00 24,355.05 24,355.05 248069 9/08/09 USD 14.327 1.000 24,355.05 24,355.05

PUR 9/02/09 60 COMPANHIA BRASILEIRA D 19.00 .27 304.09 304.09 247595 9/08/09 BRL GT1X8W 15.978 1.896 160.42 160.42

PUR 9/02/09 60 COMPANHIA BRASILEIRA D 4,581.00 65.45 73,318.65 73,318.65 247595 9/08/09 BRL GT1X8W 15.978 1.896 38,678.33 38,678.33

PUR 9/02/09 60 FERTILIZANTES FOSFATAD 3,900.00 67,561.07 67,561.07 247577 9/08/09 BRL GT1X8U 17.323 1.896 35,640.99 35,640.99

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 60 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/02/09 60 NATURA COSMETICOS SA N 1,800.00 68.96 54,717.17 54,717.17 248071 9/08/09 BRL GT1XCS 30.326 1.896 28,865.36 28,865.36

PUR 9/02/09 60 REDECARD SA NPV 3,700.00 137.60 91,941.28 91,941.28 240065 9/08/09 BRL GT1X8U 24.779 1.896 48,502.47 48,502.47

PUR 9/03/09 60 FERTILIZANTES FOSFATAD 2,500.00 45,478.31 45,478.31 247577 9/28/09 BRL GT1ZJ8 18.191 1.875 24,249.93 24,249.93

PUR 9/03/09 60 FERTILIZANTES FOSFATAD 800.00 12.29 13,622.44 13,622.44 247577 9/09/09 BRL GT1XG4 16.999 1.875 7,263.75 7,263.75

PUR 9/03/09 60 NATURA COSMETICOS SA N 1,200.00 45.97 36,086.22 36,086.22 248071 9/09/09 BRL GT1XG6 30.000 1.875 19,241.88 19,241.88

PUR 9/03/09 60 REDECARD SA NPV 900.00 33.96 22,450.92 22,450.92 240065 9/09/09 BRL GT1X8U 24.875 1.875 11,971.27 11,971.27

PUR 9/04/09 60 FERTILIZANTES FOSFATAD 300.00 5,108.64 5,108.64 247577 9/10/09 BRL GT1XW8 17.029 1.852 2,759.04 2,759.04

PUR 9/09/09 60 FERTILIZANTES FOSFATAD 300.00 4.88 5,258.90 5,258.90 247577 9/14/09 BRL GT1XXW 17.500 1.823 2,884.75 2,884.75

PUR 9/09/09 60 NATURA COSMETICOS SA N 1,900.00 76.66 58,496.36 58,496.36 248071 9/14/09 BRL GT1XXW 30.714 1.823 32,087.96 32,087.96

PUR 9/09/09 60 REDECARD SA NPV 1,600.00 63.92 41,071.08 41,071.08 240065 9/14/09 BRL GT1XXY 25.597 1.823 22,529.39 22,529.39

PUR 9/10/09 60 NATURA COSMETICOS SA N 900.00 36.41 27,738.65 27,738.65 248071 9/15/09 BRL GT1XXY 30.747 1.820 15,241.02 15,241.02

PUR 9/11/09 60 COMPANHIA BRASILEIRA D 11,600.00 245.98 186,025.91 186,025.91 247595 9/16/09 BRL GT1XWA 15.998 1.807 102,953.07 102,953.07

PUR 9/11/09 60 REDECARD SA NPV 2,600.00 105.05 66,905.03 66,905.03 240065 9/16/09 BRL GT1XW8 25.660 1.807 37,027.52 37,027.52

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 61 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/14/09 60 CEMIG SA SPN ADR 300.00 4,521.00 4,521.00 248069 9/17/09 USD 15.070 1.000 4,521.00 4,521.00

PUR 9/14/09 60 COMPANHIA BRASILEIRA D 5,400.00 114.35 86,819.12 86,819.12 247595 9/17/09 BRL GT1YV8 16.039 1.814 47,857.96 47,857.96

PUR 9/14/09 60 REDECARD SA NPV 2,000.00 80.26 51,320.60 51,320.60 240065 9/17/09 BRL GT1YTI 25.588 1.814 28,289.84 28,289.84

PUR 9/15/09 60 CEMIG SA SPN ADR 1,200.00 18,042.00 18,042.00 248069 9/18/09 USD 15.035 1.000 18,042.00 18,042.00

PUR 9/15/09 60 COMPANHIA BRASILEIRA D 7,700.00 162.53 123,223.38 123,223.38 247595 9/18/09 BRL GT1YV6 15.965 1.812 68,022.84 68,022.84

PUR 9/15/09 60 REDECARD SA NPV 1,000.00 40.44 25,822.85 25,822.85 240065 9/18/09 BRL GT1YTI 25.750 1.812 14,254.95 14,254.95

PUR 9/16/09 60 COMPANHIA BRASILEIRA D 479.00 8.68 7,643.36 7,643.36 247595 9/21/09 BRL GT1YV8 15.924 1.800 4,246.55 4,246.55

PUR 9/16/09 60 COMPANHIA BRASILEIRA D 1,321.00 24.03 21,148.75 21,148.75 247595 9/21/09 BRL GT1YV8 15.977 1.800 11,749.96 11,749.96

PUR 9/16/09 60 REDECARD SA NPV 67.00 2.71 1,716.54 1,716.54 240065 9/21/09 BRL GT1YV6 25.547 1.800 953.69 953.69

PUR 9/16/09 60 REDECARD SA NPV 933.00 37.78 23,967.93 23,967.93 240065 9/21/09 BRL GT1YV6 25.616 1.800 13,316.26 13,316.26

PUR 9/16/09 60 USINAS SIDER MINAS GER 6,400.00 413.95 298,771.95 298,771.95 245414 9/21/09 BRL GT1YV8 46.567 1.800 165,993.64 165,993.64

PUR 9/17/09 60 NATURA COSMETICOS SA N 1,530.00 53.98 47,583.00 47,583.00 248071 9/22/09 BRL GT1YTI 31.036 1.803 26,393.94 26,393.94

PUR 9/17/09 60 NATURA COSMETICOS SA N 1,870.00 66.00 58,184.62 58,184.62 248071 9/22/09 BRL GT1YTI 31.051 1.803 32,274.58 32,274.58

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 62 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/17/09 60 USINAS SIDER MINAS GER 4,800.00 315.71 228,235.57 228,235.57 245414 9/22/09 BRL GT1YTK 47.431 1.803 126,600.60 126,600.60

PUR 9/18/09 60 CEMIG SA SPN ADR 800.00 12,221.52 12,221.52 248069 9/23/09 USD 15.277 1.000 12,221.52 12,221.52

PUR 9/18/09 60 USINAS SIDER MINAS GER 2,900.00 188.83 136,563.71 136,563.71 245414 9/23/09 BRL GT1YV8 46.974 1.804 75,721.49 75,721.49

PUR 9/21/09 60 CEMIG SA SPN ADR 900.00 13,549.95 13,549.95 248069 9/24/09 USD 15.056 1.000 13,549.95 13,549.95

PUR 9/21/09 60 USINAS SIDER MINAS GER 6,400.00 411.85 300,130.21 300,130.21 245414 9/24/09 BRL GT1ZNM 46.778 1.817 165,151.71 165,151.71

PUR 9/22/09 60 CEMIG SA SPN ADR 8,200.00 123,123.00 123,123.00 248069 9/25/09 USD 15.015 1.000 123,123.00 123,123.00

PUR 9/22/09 60 CEMIG SA SPN ADR 1,600.00 24,070.88 24,070.88 248069 9/25/09 USD 15.044 1.000 24,070.88 24,070.88

PUR 9/22/09 60 FERTILIZANTES FOSFATAD 2,500.00 43.68 46,745.77 46,745.77 247577 9/25/09 BRL GT1ZNM 18.667 1.811 25,814.98 25,814.98

PUR 9/22/09 60 NATURA COSMETICOS SA N 800.00 32.94 24,966.69 24,966.69 248071 9/25/09 BRL GT1ZJA 31.134 1.811 13,787.66 13,787.66

PUR 9/23/09 60 USINAS SIDER MINAS GER 6,300.00 414.25 297,656.88 297,656.88 245414 9/28/09 BRL GT1ZNO 47.129 1.792 166,112.44 166,112.44

PUR 9/24/09 60 CEMIG SA SPN ADR 3,300.00 48,995.76 48,995.76 248069 9/29/09 USD 14.847 1.000 48,995.76 48,995.76

PUR 9/24/09 60 USINAS SIDER MINAS GER 2,100.00 136.77 98,557.49 98,557.49 245414 9/29/09 BRL GT1ZTM 46.815 1.797 54,845.57 54,845.57

PUR 9/25/09 60 USINAS SIDER MINAS GER 1,500.00 97.60 70,392.34 70,392.34

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245414 9/30/09 BRL GT1ZTO 46.811 1.799 39,139.47 39,139.47 ------238,300.00 6,202.22 5,599,361.24 5,599,361.24 3,255,892.43 3,255,892.43 66 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 63 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 8/27/09 60 NETEASE COM INC USD 0. 1,100.00 46,230.91 46,230.91 247975 9/01/09 USD 42.028 1.000 46,230.91 46,230.91

PUR 8/28/09 60 NETEASE COM INC USD 0. 2,200.00 91,824.48 91,824.48 247975 9/02/09 USD 41.738 1.000 91,824.48 91,824.48

PUR 8/31/09 60 NETEASE COM INC USD 0. 800.00 33,600.80 33,600.80 247975 9/03/09 USD 42.001 1.000 33,600.80 33,600.80

PUR 9/01/09 60 NETEASE COM INC USD 0. 3,100.00 129,261.01 129,261.01 247975 9/04/09 USD 41.697 1.000 129,261.01 129,261.01

PUR 9/02/09 60 NETEASE COM INC USD 0. 800.00 32,970.16 32,970.16 247975 9/08/09 USD 41.213 1.000 32,970.16 32,970.16

PUR 9/03/09 60 NETEASE COM INC USD 0. 1,700.00 70,431.00 70,431.00 247975 9/09/09 USD 41.430 1.000 70,431.00 70,431.00

PUR 9/14/09 60 NETEASE COM INC USD 0. 1,200.00 51,447.96 51,447.96 247975 9/17/09 USD 42.873 1.000 51,447.96 51,447.96

PUR 9/14/09 60 NETEASE COM INC USD 0. 800.00 34,303.12 34,303.12 247975 9/17/09 USD 42.879 1.000 34,303.12 34,303.12

PUR 9/15/09 60 NETEASE COM INC USD 0. 1,000.00 41,884.70 41,884.70 247975 9/18/09 USD 41.885 1.000 41,884.70 41,884.70

PUR 9/18/09 60 NETEASE COM INC USD 0. 700.00 31,554.81 31,554.81 247975 9/23/09 USD 45.078 1.000 31,554.81 31,554.81

PUR 9/21/09 60 NETEASE COM INC USD 0. 1,300.00 56,992.00 56,992.00 247975 9/24/09 USD 43.840 1.000 56,992.00 56,992.00

PUR 9/25/09 60 NETEASE COM INC USD 0. 1,300.00 57,742.23 57,742.23 247975 9/30/09 USD 44.417 1.000 57,742.23 57,742.23 ------16,000.00 678,243.18 678,243.18 678,243.18 678,243.18 12 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 64 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 8/27/09 60 GRUPO TELEVISA SA-SPON 200.00 3,536.30 3,536.30 239875 9/01/09 USD 17.682 1.000 3,536.30 3,536.30

PUR 8/28/09 60 GRUPO TELEVISA SA-SPON 300.00 5,348.34 5,348.34 239875 9/02/09 USD 17.828 1.000 5,348.34 5,348.34

PUR 8/31/09 60 GRUPO TELEVISA SA-SPON 800.00 14,010.24 14,010.24 239875 9/03/09 USD 17.513 1.000 14,010.24 14,010.24

PUR 9/01/09 60 GRUPO TELEVISA SA-SPON 2,100.00 36,043.56 36,043.56 239875 9/04/09 USD 17.164 1.000 36,043.56 36,043.56

PUR 9/02/09 60 GRUPO TELEVISA SA-SPON 400.00 6,752.60 6,752.60 239875 9/08/09 USD 16.882 1.000 6,752.60 6,752.60

PUR 9/03/09 60 GRUPO TELEVISA SA-SPON 400.00 6,736.00 6,736.00 239875 9/09/09 USD 16.840 1.000 6,736.00 6,736.00

PUR 9/08/09 60 GRUPO TELEVISA SA-SPON 1,100.00 19,115.58 19,115.58 239875 9/11/09 USD 17.378 1.000 19,115.58 19,115.58

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PUR 9/16/09 60 GRUPO TELEVISA SA-SPON 2,200.00 41,096.00 41,096.00 239875 9/21/09 USD 18.680 1.000 41,096.00 41,096.00

PUR 9/16/09 60 GRUPO TELEVISA SA-SPON 5,000.00 92,965.50 92,965.50 239875 9/21/09 USD 18.593 1.000 92,965.50 92,965.50

PUR 9/17/09 60 GPO MEXICO SA SER B 7,800.00 16.45 181,224.01 181,224.01 247974 9/22/09 MXN GT1YV8 23.206 13.207 13,721.30 13,721.30

PUR 9/17/09 60 GRUPO TELEVISA SA-SPON 2,000.00 37,103.40 37,103.40 239875 9/22/09 USD 18.552 1.000 37,103.40 37,103.40

PUR 9/18/09 60 GRUPO TELEVISA SA-SPON 1,100.00 20,385.20 20,385.20 239875 9/23/09 USD 18.532 1.000 20,385.20 20,385.20

PUR 9/21/09 60 GRUPO TELEVISA SA-SPON 1,100.00 20,408.96 20,408.96 239875 9/24/09 USD 18.554 1.000 20,408.96 20,408.96

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 65 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/23/09 60 FOMENTO ECONOMICO MEXI 2,200.00 79,324.08 79,324.08 240074 9/28/09 USD 36.056 1.000 79,324.08 79,324.08

PUR 9/24/09 60 FOMENTO ECONOMICO MEXI 900.00 33,097.32 33,097.32 240074 9/29/09 USD 36.775 1.000 33,097.32 33,097.32

PUR 9/24/09 60 GRUPO TELEVISA SA-SPON 1,600.00 28,902.24 28,902.24 239875 9/29/09 USD 18.064 1.000 28,902.24 28,902.24

PUR 9/25/09 60 FOMENTO ECONOMICO MEXI 900.00 32,703.75 32,703.75 240074 9/30/09 USD 36.338 1.000 32,703.75 32,703.75

PUR 9/25/09 60 FOMENTO ECONOMICO MEXI 500.00 18,322.50 18,322.50 240074 9/30/09 USD 36.645 1.000 18,322.50 18,322.50

PUR 9/25/09 60 GRUPO TELEVISA SA-SPON 1,600.00 28,784.96 28,784.96 239875 9/30/09 USD 17.991 1.000 28,784.96 28,784.96 ------32,200.00 16.45 705,860.54 705,860.54 538,357.83 538,357.83 19 TRANSACTIONS IN COUNTRY: MEXICO (7800)

PUR 8/28/09 60 BRITISH AMERICAN TOBAC 500.00 8.37 22,977.35 22,977.35 239832 9/03/09 MYR GT1WQG 45.896 3.520 6,527.66 6,527.66

PUR 9/01/09 60 BRITISH AMERICAN TOBAC 500.00 8.94 22,483.25 22,483.25 239832 9/04/09 MYR GT1X8U 44.904 3.525 6,378.23 6,378.23

PUR 9/07/09 60 BRITISH AMERICAN TOBAC 1,500.00 73.16 67,757.00 67,757.00 239832 9/10/09 MYR GT1XXW 45.000 3.513 19,287.50 19,287.50

PUR 9/14/09 60 BRITISH AMERICAN TOBAC 3,500.00 170.85 158,099.00 158,099.00 239832 9/17/09 MYR GT1YTI 45.000 3.506 45,093.84 45,093.84

PUR 9/16/09 60 BRITISH AMERICAN TOBAC 500.00 8.80 22,530.24 22,530.24 239832 9/23/09 MYR GT1YTK 44.999 3.480 6,474.21 6,474.21

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 66 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/17/09 60 BRITISH AMERICAN TOBAC 1,000.00 45.42 45,157.50 45,157.50 239832 9/24/09 MYR GT1YTK 45.000 3.468 13,021.19 13,021.19

PUR 9/18/09 60 BRITISH AMERICAN TOBAC 500.00 9.70 22,533.75 22,533.75 239832 9/25/09 MYR GT1YV6 45.000 3.478 6,478.94 6,478.94

PUR 9/23/09 60 BRITISH AMERICAN TOBAC 1,000.00 49.30 45,070.72 45,070.72 239832 9/28/09 MYR GT1ZJA 44.900 3.463 13,014.94 13,014.94

PUR 9/25/09 60 BRITISH AMERICAN TOBAC 500.00 9.31 22,446.70 22,446.70 239832 9/30/09 MYR GT1ZTM 44.829 3.469 6,470.65 6,470.65 ------9,500.00 383.85 429,055.51 429,055.51 122,747.16 122,747.16

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9 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)

PUR 8/28/09 60 CELLCOM ISRAEL LTD 200.00 5,800.36 5,800.36 247007 9/02/09 USD 29.002 1.000 5,800.36 5,800.36

PUR 8/31/09 60 CELLCOM ISRAEL LTD 400.00 11,324.00 11,324.00 247007 9/03/09 USD 28.310 1.000 11,324.00 11,324.00

PUR 8/31/09 60 CELLCOM ISRAEL LTD 100.00 2,831.00 2,831.00 247007 9/03/09 USD 28.310 1.000 2,831.00 2,831.00

PUR 9/02/09 60 CELLCOM ISRAEL LTD 800.00 22,947.76 22,947.76 247007 9/08/09 USD 28.685 1.000 22,947.76 22,947.76

PUR 9/02/09 60 CELLCOM ISRAEL LTD 100.00 2,868.47 2,868.47 247007 9/08/09 USD 28.685 1.000 2,868.47 2,868.47

PUR 9/02/09 60 CELLCOM ISRAEL LTD 100.00 2,868.47 2,868.47 247007 9/08/09 USD 28.685 1.000 2,868.47 2,868.47

PUR 9/08/09 60 CELLCOM ISRAEL LTD 100.00 2,965.00 2,965.00 247007 9/11/09 USD 29.650 1.000 2,965.00 2,965.00

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 67 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/08/09 60 CELLCOM ISRAEL LTD 400.00 11,860.00 11,860.00 247007 9/11/09 USD 29.650 1.000 11,860.00 11,860.00

PUR 9/14/09 60 CELLCOM ISRAEL LTD 300.00 8,878.74 8,878.74 247007 9/17/09 USD 29.596 1.000 8,878.74 8,878.74

PUR 9/17/09 60 CELLCOM ISRAEL LTD 400.00 12,087.60 12,087.60 247007 9/22/09 USD 30.219 1.000 12,087.60 12,087.60

PUR 9/17/09 60 CELLCOM ISRAEL LTD 100.00 3,030.50 3,030.50 247007 9/22/09 USD 30.305 1.000 3,030.50 3,030.50

PUR 9/17/09 60 CELLCOM ISRAEL LTD 100.00 3,021.90 3,021.90 247007 9/22/09 USD 30.219 1.000 3,021.90 3,021.90

PUR 9/17/09 60 CELLCOM ISRAEL LTD 400.00 12,122.00 12,122.00 247007 9/22/09 USD 30.305 1.000 12,122.00 12,122.00

PUR 9/21/09 60 CELLCOM ISRAEL LTD 500.00 15,198.35 15,198.35 247007 9/24/09 USD 30.397 1.000 15,198.35 15,198.35

PUR 9/21/09 60 CELLCOM ISRAEL LTD 100.00 3,039.67 3,039.67 247007 9/24/09 USD 30.397 1.000 3,039.67 3,039.67

PUR 9/21/09 60 CELLCOM ISRAEL LTD 100.00 3,039.67 3,039.67 247007 9/24/09 USD 30.397 1.000 3,039.67 3,039.67 ------4,200.00 123,883.49 123,883.49 123,883.49 123,883.49 16 TRANSACTIONS IN COUNTRY: ISRAEL (9600)

PUR 8/27/09 60 URALKALI JSC NPV GDR 10,421.00 237.48 198,134.35 198,134.35 248070 9/02/09 USD GT1WQG 18.990 1.000 198,134.35 198,134.35

PUR 8/28/09 60 URALKALI JSC NPV GDR 6,924.00 157.84 131,691.68 131,691.68 248070 9/03/09 USD GT1WQG 18.997 1.000 131,691.68 131,691.68

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 68 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/01/09 60 URALKALI JSC NPV GDR 5,069.00 113.49 94,690.39 94,690.39 248070 9/04/09 USD GT1X8W 18.658 1.000 94,690.39 94,690.39

PUR 9/02/09 60 URALKALI JSC NPV GDR 14,626.00 320.68 267,553.79 267,553.79 248070 9/08/09 USD GT1XCU 18.271 1.000 267,553.79 267,553.79

PUR 9/03/09 60 URALKALI JSC NPV GDR 3,958.00 87.09 72,664.94 72,664.94 248070 9/09/09 USD GT1XG6 18.337 1.000 72,664.94 72,664.94

file:///M|/OPI/Reports_to_the_Legislature/securities_759_global.htm[8/4/2010 11:11:37 AM] Global Report

PUR 9/04/09 60 URALKALI JSC NPV GDR 1,700.00 36.92 30,806.92 30,806.92 248070 9/10/09 USD GT1XG6 18.100 1.000 30,806.92 30,806.92

PUR 9/04/09 60 URALKALI JSC NPV GDR 6,618.00 140.34 117,093.64 117,093.64 248070 9/10/09 USD GT1X8W 17.672 1.000 117,093.64 117,093.64

PUR 9/09/09 60 URALKALI JSC NPV GDR 1,384.00 30.23 25,219.03 25,219.03 248070 9/14/09 USD GT1XW8 18.200 1.000 25,219.03 25,219.03

PUR 9/10/09 60 URALKALI JSC NPV GDR 5,394.00 121.59 101,447.88 101,447.88 248070 9/15/09 USD GT1XW8 18.785 1.000 101,447.88 101,447.88

PUR 9/14/09 60 URALKALI JSC NPV GDR 83.00 1.84 1,537.34 1,537.34 248070 9/17/09 USD GT1YTI 18.500 1.000 1,537.34 1,537.34

PUR 9/15/09 60 URALKALI JSC NPV GDR 4,063.00 90.85 75,801.20 75,801.20 248070 9/18/09 USD GT1YTK 18.634 1.000 75,801.20 75,801.20

PUR 9/24/09 60 URALKALI JSC NPV GDR 30,531.00 691.00 576,523.98 576,523.98 248070 9/29/09 USD GT1ZTO 18.861 1.000 576,523.98 576,523.98

PUR 9/25/09 60 URALKALI JSC NPV GDR 4,005.00 89.66 74,807.34 74,807.34 248070 9/30/09 USD GT1ZTM 18.656 1.000 74,807.34 74,807.34 ------94,776.00 2,119.01 1,767,972.48 1,767,972.48 1,767,972.48 1,767,972.48 13 TRANSACTIONS IN COUNTRY: RUSSIA (9800)

------2,447,613.00 27,521.547,767,787,889.39 7,767,787,889.39 14,761,099.21 14,761,099.21 225 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)

------2,447,613.00 27,521.547,767,787,889.39 7,767,787,889.39 14,761,099.21 14,761,099.21 225 "PUR " TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 69 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 70 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 8/28/09 60 HUABAO INTERNATIONAL H 35,000.00 115.53 288,904.51 241,506.87 47,397.64 247100 9/01/09 HKD GT1WQG 8.280 7.751 37,273.67 31,159.09 6,114.58

SALE 9/10/09 60 HUABAO INTERNATIONAL H 12,000.00 26.77 98,946.51 82,802.35 16,144.16 247100 9/14/09 HKD GT1XXY 8.263 7.750 12,766.80 10,683.12 2,083.68

SALE 9/10/09 60 HUABAO INTERNATIONAL H 10,000.00 22.36 82,676.70 69,001.96 13,674.74 247100 9/14/09 HKD GT1XXY 8.285 7.750 10,667.55 8,902.60 1,764.95

SALE 9/11/09 60 HUABAO INTERNATIONAL H 72,000.00 84.08 596,587.96 496,814.13 99,773.83 247100 9/15/09 HKD GT1XWA 8.295 7.750 76,980.08 64,098.70 12,881.38

SALE 9/11/09 60 HUABAO INTERNATIONAL H 380,000.00 1,258.93 3,147,701.44 2,622,074.56 525,626.88 247100 9/15/09 HKD GT1XW8 8.309 7.750 406,160.27 338,298.71 67,861.56

SALE 9/14/09 60 HUABAO INTERNATIONAL H 2,000.00 6.62 16,559.46 13,800.39 2,759.07 247100 9/16/09 HKD GT1YTI 8.305 7.750 2,136.76 1,780.52 356.24

SALE 9/15/09 60 HUABAO INTERNATIONAL H 4,000.00 13.26 33,144.45 27,600.78 5,543.67 247100 9/17/09 HKD GT1YV8 8.312 7.750 4,276.76 3,561.04 715.72

SALE 9/16/09 60 HUABAO INTERNATIONAL H 28,000.00 92.71 231,793.53 193,205.49 38,588.04

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247100 9/18/09 HKD GT1YTK 8.304 7.750 29,909.23 24,927.27 4,981.96

SALE 9/17/09 60 HUABAO INTERNATIONAL H 60,000.00 200.12 500,373.05 414,011.77 86,361.28 247100 9/21/09 HKD GT1YV8 8.365 7.750 64,564.26 53,415.59 11,148.67

SALE 9/18/09 60 HUABAO INTERNATIONAL H 4,000.00 13.37 33,414.80 27,600.78 5,814.02 247100 9/22/09 HKD GT1YTK 8.380 7.750 4,311.42 3,561.04 750.38

SALE 9/25/09 60 HUABAO INTERNATIONAL H 16,000.00 52.33 130,845.63 110,403.14 20,442.49 247100 9/29/09 HKD GT1ZTM 8.203 7.750 16,883.09 14,244.16 2,638.93 ------623,000.00 1,886.08 5,160,948.04 4,298,822.22 862,125.82 665,929.89 554,631.84 111,298.05 11 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 71 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 8/28/09 60 AKBANK TAS TRY 1.0 37,081.00 545.13 325,497.02 191,497.53 133,999.49 244496 9/01/09 TRY GT1WQE 8.800 1.496 217,505.53 119,669.29 97,836.24

SALE 8/31/09 60 AKBANK TAS TRY 1.0 9,159.00 134.32 80,397.70 47,299.85 33,097.85 244496 9/02/09 TRY GT1X8U 8.800 1.500 53,591.32 29,558.29 24,033.03

SALE 9/01/09 60 AKBANK TAS TRY 1.0 6,242.00 91.31 54,792.28 32,235.58 22,556.70 244496 9/03/09 TRY GT1X8U 8.800 1.504 36,433.46 20,144.43 16,289.03

SALE 9/02/09 60 AKBANK TAS TRY 1.0 1,390.00 20.05 12,091.47 7,178.38 4,913.09 244496 9/04/09 TRY GT1X8W 8.721 1.511 8,002.30 4,485.86 3,516.44 ------53,872.00 790.81 472,778.47 278,211.34 194,567.13 315,532.61 173,857.87 141,674.74 4 TRANSACTIONS IN COUNTRY: TURKEY (3400)

SALE 8/28/09 60 S1 CORP/KOREA KRW 500. 293.00 67.51 15,185,059.00 15,236,187.54 -51,128.54 247009 9/01/09 KRW GT1WQE 52112.7 1244.00 12,206.64 12,146.31 60.33

SALE 8/28/09 60 WOONGJIN COWAY CO LTD 3,840.00 486.05 133,760,546.00 118,446,628.00 15,313,918.00 240084 9/01/09 KRW GT1WQE 34990.9 1244.00 107,524.55 111,116.14 -3,591.59

SALE 8/31/09 60 S1 CORP/KOREA KRW 500. 92.00 14.14 4,631,715.00 4,784,058.89 - 152,343.89 247009 9/02/09 KRW GT1X8W 50536.6 1248.70 3,709.23 3,813.86 -104.63

SALE 8/31/09 60 WOONGJIN COWAY CO LTD 140.00 21.50 4,855,047.00 4,318,366.65 536,680.35 240084 9/02/09 KRW GT1X8W 34870.6 1248.70 3,888.08 4,051.11 -163.03

SALE 9/01/09 60 S1 CORP/KOREA KRW 500. 350.00 79.31 17,789,467.00 18,200,224.03 -410,757.03 247009 9/03/09 KRW GT1X8W 51108.1 1240.50 14,340.56 14,509.24 -168.68

SALE 9/01/09 60 WOONGJIN COWAY CO LTD 1,430.00 150.17 48,838,122.00 44,109,030.74 4,729,091.26 240084 9/03/09 KRW GT1X8U 34282.8 1240.50 39,369.71 41,379.19 -2,009.48

SALE 9/02/09 60 S1 CORP/KOREA KRW 500. 460.00 85.12 23,527,900.00 23,920,294.44 -392,394.44 247009 9/04/09 KRW GT1X8W 51378.8 1249.40 18,831.36 19,069.29 -237.93

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 72 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD

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------

SALE 9/02/09 60 WOONGJIN COWAY CO LTD 820.00 123.09 27,808,209.00 25,293,290.35 2,514,918.65 240084 9/04/09 KRW GT1X8W 34100.0 1249.40 22,257.25 23,727.93 -1,470.68

SALE 9/03/09 60 S1 CORP/KOREA KRW 500. 284.00 64.24 14,473,256.00 14,768,181.78 -294,925.78 247009 9/07/09 KRW GT1X8U 51244.0 1245.90 11,616.71 11,773.21 -156.50

SALE 9/03/09 60 WOONGJIN COWAY CO LTD 2,450.00 374.99 84,480,015.00 75,571,416.30 8,908,598.70 240084 9/07/09 KRW GT1XG6 34672.3 1245.90 67,806.42 70,894.41 -3,087.99

SALE 9/04/09 60 S1 CORP/KOREA KRW 500. 76.00 2.51 3,872,742.00 3,952,048.65 - 79,306.65 247009 9/08/09 KRW GT1XXY 50998.0 1241.00 3,120.66 3,150.58 - 29.92

SALE 9/04/09 60 WOONGJIN COWAY CO LTD 1,470.00 107.03 52,837,737.00 45,342,849.78 7,494,887.22 240084 9/08/09 KRW GT1XXW 36034.3 1241.00 42,576.74 42,536.65 40.09

SALE 9/04/09 60 WOONGJIN COWAY CO LTD 1,230.00 27.78 42,927,420.00 37,939,935.53 4,987,484.47 240084 9/08/09 KRW GT1XWA 34928.3 1241.00 34,590.99 35,591.89 -1,000.90

SALE 9/08/09 60 S1 CORP/KOREA KRW 500. 463.00 106.57 23,749,656.00 24,076,296.36 -326,640.36 247009 9/10/09 KRW GT1XW8 51578.8 1232.50 19,269.50 19,193.65 75.85

SALE 9/08/09 60 WOONGJIN COWAY CO LTD 790.00 87.26 28,193,758.00 24,367,926.07 3,825,831.93 240084 9/10/09 KRW GT1XW8 35824.4 1232.50 22,875.26 22,859.83 15.43

SALE 9/09/09 60 S1 CORP/KOREA KRW 500. 232.00 43.24 11,725,025.00 12,064,148.50 -339,123.50 247009 9/11/09 KRW GT1XW8 50767.3 1225.80 9,565.20 9,617.55 - 52.35

SALE 9/10/09 60 S1 CORP/KOREA KRW 500. 517.00 119.75 26,492,942.00 26,884,330.92 -391,388.92 247009 9/14/09 KRW GT1XXW 51527.0 1223.50 21,653.41 21,432.22 221.19

SALE 9/11/09 60 S1 CORP/KOREA KRW 500. 400.00 94.04 20,769,138.00 20,800,256.03 -31,118.03 247009 9/15/09 KRW GT1XXW 52210.0 1221.40 17,004.37 16,581.99 422.38

SALE 9/14/09 60 S1 CORP/KOREA KRW 500. 400.00 64.96 20,858,946.00 20,800,256.03 58,689.97 247009 9/16/09 KRW GT1YV8 52346.2 1224.80 17,030.49 16,581.99 448.50

SALE 9/15/09 60 S1 CORP/KOREA KRW 500. 300.00 57.99 15,629,931.00 15,600,192.03 29,738.97 247009 9/17/09 KRW GT1YV6 52335.2 1218.30 12,829.30 12,436.49 392.81

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 73 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/15/09 60 S1 CORP/KOREA KRW 500. 100.00 23.59 5,196,262.00 5,200,064.01 -3,802.01 247009 9/17/09 KRW GT1YTK 52250.0 1218.30 4,265.17 4,145.50 119.67

SALE 9/16/09 60 AMOREPACIFIC CORP 33.00 118.04 25,836,141.00 19,997,817.73 5,838,323.27 240054 9/18/09 KRW GT1YV8 787243. 1210.40 21,345.13 18,690.60 2,654.53

SALE 9/16/09 60 AMOREPACIFIC CORP 54.00 193.63 42,377,715.00 32,723,701.74 9,654,013.26 240054 9/18/09 KRW GT1YTI 789112. 1210.40 35,011.33 30,584.62 4,426.71

SALE 9/16/09 60 S1 CORP/KOREA KRW 500. 200.00 47.17 10,326,100.00 10,400,128.02 -74,028.02 247009 9/18/09 KRW GT1YV6 51916.0 1210.40 8,531.15 8,290.99 240.16

SALE 9/16/09 60 S1 CORP/KOREA KRW 500. 400.00 94.46 20,675,732.00 20,800,256.03 -124,524.03 247009 9/18/09 KRW GT1YV6 51975.1 1210.40 17,081.73 16,581.99 499.74

SALE 9/16/09 60 SAMSUNG ELECTRONICS CO 1,308.00 4,683.241,024,985,740.00 744,134,031.85 280,851,708.15 240066 9/18/09 KRW GT1YV8 787962. 1210.40 846,815.71 669,767.02 177,048.69

SALE 9/16/09 60 SHINHAN FINANCIAL GROU 1,449.00 323.01 70,694,533.00 52,398,692.15 18,295,840.85 240067 9/18/09 KRW GT1YV8 49058.3 1210.40 58,405.93 46,324.86 12,081.07

SALE 9/16/09 60 SHINHAN FINANCIAL GROU 10,242.00 2,285.76 500,267,625.00 370,370,879.90 129,896,745.10 240067 9/18/09 KRW GT1YV6 49114.8 1210.40 413,307.69 327,439.10 85,868.59

SALE 9/17/09 60 AMOREPACIFIC CORP 44.00 157.32 34,263,260.00 26,663,756.97 7,599,503.03 240054 9/21/09 KRW GT1YTI 783017. 1204.45 28,447.22 24,920.80 3,526.42

SALE 9/17/09 60 AMOREPACIFIC CORP 42.00 150.07 32,683,114.00 25,451,768.02 7,231,345.98 240054 9/21/09 KRW GT1YV6 782473. 1204.45 27,135.30 23,788.04 3,347.26

SALE 9/17/09 60 S1 CORP/KOREA KRW 500. 800.00 191.38 41,679,252.00 41,600,512.07 78,739.93 247009 9/21/09 KRW GT1YTK 52387.1 1204.45 34,604.39 33,163.97 1,440.42

SALE 9/17/09 60 S1 CORP/KOREA KRW 500. 300.00 71.63 15,600,190.00 15,600,192.02 - 2.02 247009 9/21/09 KRW GT1YV6 52288.2 1204.45 12,952.13 12,436.49 515.64

SALE 9/17/09 60 SHINHAN FINANCIAL GROU 3,669.00 562.51 177,615,518.00 132,678,261.90 44,937,256.10 240067 9/21/09 KRW GT1YTI 48594.4 1204.45 147,466.08 117,298.78 30,167.30

S T A T E O F N E W J E R S E Y

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D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 74 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/17/09 60 SHINHAN FINANCIAL GROU 4,660.00 839.59 223,710,610.00 168,514,772.54 55,195,837.46 240067 9/21/09 KRW GT1YV6 48223.5 1204.45 185,736.73 148,981.28 36,755.45

SALE 9/18/09 60 AMOREPACIFIC CORP 90.00 316.39 69,046,496.00 54,539,502.90 14,506,993.10 240054 9/22/09 KRW GT1YV6 771426. 1206.90 57,209.79 50,974.37 6,235.42

SALE 9/18/09 60 S1 CORP/KOREA KRW 500. 400.00 94.76 20,678,799.00 20,800,256.03 -121,457.03 247009 9/22/09 KRW GT1YTI 51982.9 1206.90 17,133.81 16,581.99 551.82

SALE 9/18/09 60 SHINHAN FINANCIAL GROU 10,889.00 2,408.79 525,669,727.00 393,767,673.42 131,902,053.58 240067 9/22/09 KRW GT1YTI 48542.2 1206.90 435,553.67 348,123.84 87,429.83

SALE 9/21/09 60 AMOREPACIFIC CORP 59.00 209.63 45,641,082.00 35,753,674.12 9,887,407.88 240054 9/23/09 KRW GT1ZNO 777855. 1204.10 37,904.73 33,416.53 4,488.20

SALE 9/21/09 60 S1 CORP/KOREA KRW 500. 341.00 79.42 17,292,482.00 17,732,218.27 -439,736.27 247009 9/23/09 KRW GT1ZNO 50991.5 1204.10 14,361.33 14,136.14 225.19

SALE 9/21/09 60 SHINHAN FINANCIAL GROU 4,930.00 1,076.75 234,433,412.00 178,278,503.99 56,154,908.01 240067 9/23/09 KRW GT1ZJ8 47815.4 1204.10 194,695.97 157,613.24 37,082.73

SALE 9/22/09 60 AMOREPACIFIC CORP 44.00 128.81 34,294,279.00 26,663,756.97 7,630,522.03 240054 9/24/09 KRW GT1ZJ8 782938. 1203.50 28,495.45 24,920.80 3,574.65

SALE 9/22/09 60 AMOREPACIFIC CORP 49.00 175.27 38,141,901.00 29,693,729.36 8,448,171.64 240054 9/24/09 KRW GT1ZJ8 782711. 1203.50 31,692.48 27,752.71 3,939.77

SALE 9/22/09 60 S1 CORP/KOREA KRW 500. 342.00 65.65 17,479,217.00 17,784,218.91 -305,001.91 247009 9/24/09 KRW GT1ZJ8 51339.8 1203.50 14,523.65 14,177.60 346.05

SALE 9/22/09 60 SHINHAN FINANCIAL GROU 4,317.00 783.87 208,697,727.00 156,111,217.39 52,586,509.61 240067 9/24/09 KRW GT1ZJA 48561.7 1203.50 173,409.00 138,015.49 35,393.51

SALE 9/23/09 60 AMOREPACIFIC CORP 51.00 150.23 39,681,035.00 30,905,718.31 8,775,316.69 240054 9/25/09 KRW GT1ZJ8 781576. 1194.00 33,233.70 28,885.48 4,348.22

SALE 9/23/09 60 S1 CORP/KOREA KRW 500. 373.00 71.39 18,855,694.00 19,396,238.75 -540,544.75 247009 9/25/09 KRW GT1ZJ8 50779.9 1194.00 15,792.04 15,462.70 329.34

S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 75 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/23/09 60 SHINHAN FINANCIAL GROU 7,766.00 1,734.06 374,377,903.00 280,833,846.25 93,544,056.75 240067 9/25/09 KRW GT1ZJA 48473.9 1194.00 313,549.33 248,280.81 65,268.52

SALE 9/24/09 60 AMOREPACIFIC CORP 79.00 235.78 62,316,298.00 47,873,563.66 14,442,734.34 240054 9/28/09 KRW GT1ZJ8 792379. 1194.70 52,160.62 44,744.17 7,416.45

SALE 9/24/09 60 S1 CORP/KOREA KRW 500. 228.00 43.40 11,470,059.00 11,856,145.94 -386,086.94 247009 9/28/09 KRW GT1ZJA 50534.6 1194.69 9,600.79 9,451.73 149.06

SALE 9/24/09 60 SHINHAN FINANCIAL GROU 7,611.00 1,703.11 367,913,055.00 275,228,741.15 92,684,313.85 240067 9/28/09 KRW GT1ZJ8 48606.9 1194.70 307,954.34 243,325.43 64,628.91

SALE 9/25/09 60 AMOREPACIFIC CORP 118.00 359.25 94,241,718.00 71,507,348.25 22,734,369.75 240054 9/29/09 KRW GT1ZTM 802268. 1185.80 79,475.22 66,833.06 12,642.16

SALE 9/25/09 60 S1 CORP/KOREA KRW 500. 212.00 40.41 10,599,840.00 11,024,135.70 -424,295.70 247009 9/29/09 KRW GT1ZTO 50225.2 1185.80 8,938.98 8,788.45 150.53

SALE 9/25/09 60 SHINHAN FINANCIAL GROU 8,966.00 1,970.30 422,459,977.00 324,228,208.28 98,231,768.72 240067 9/29/09 KRW GT1ZTO 47378.5 1185.80 356,265.79 286,645.09 69,620.70

SALE 9/28/09 60 AMOREPACIFIC CORP 20.00 75.81 16,388,147.00 12,119,889.53 4,268,257.47 240054 9/30/09 KRW GT2078 823939. 1195.60 13,707.05 11,327.64 2,379.41

SALE 9/28/09 60 S1 CORP/KOREA KRW 500. 100.00 23.47 5,074,735.00 5,200,064.01 -125,329.01 247009 9/30/09 KRW GT2078 51028.0 1195.60 4,244.51 4,145.50 99.01

SALE 9/28/09 60 S1 CORP/KOREA KRW 500. 200.00 38.46 10,172,872.00 10,400,128.02 -227,256.02 247009 9/30/09 KRW GT2078 51094.2 1195.60 8,508.59 8,290.99 217.60

SALE 9/28/09 60 SHINHAN FINANCIAL GROU 3,829.00 556.66 174,478,490.00 138,464,176.83 36,014,313.17 240067 9/30/09 KRW GT2090 45741.4 1195.60 145,933.83 122,414.01 23,519.82 ------90,352.00 24,260.325,667,723,368.00 4,413,173,709.61 1254549658.39 4,697,516.79 3,919,185.34

file:///M|/OPI/Reports_to_the_Legislature/securities_759_global.htm[8/4/2010 11:11:37 AM] Global Report

778,331.45 57 TRANSACTIONS IN COUNTRY: KOREA (4500)

S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 76 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 8/27/09 60 P T TELEKOMUNIKASI IND 700.00 23,478.09 21,960.72 1,517.37 240078 9/01/09 USD 33.540 1.000 23,478.09 21,960.72 1,517.37

SALE 8/27/09 60 P T TELEKOMUNIKASI IND 3,100.00 104,723.99 97,254.60 7,469.39 240078 9/01/09 USD 33.782 1.000 104,723.99 97,254.60 7,469.39

SALE 8/27/09 60 P T TELEKOMUNIKASI IND 22,900.00 774,382.50 718,429.13 55,953.37 240078 9/01/09 USD 33.816 1.000 774,382.50 718,429.13 55,953.37

SALE 8/28/09 60 P T TELEKOMUNIKASI IND 3,700.00 125,655.05 116,078.07 9,576.98 240078 9/02/09 USD 33.961 1.000 125,655.05 116,078.07 9,576.98

SALE 8/31/09 60 P T TELEKOMUNIKASI IND 3,600.00 116,027.89 112,940.82 3,087.07 240078 9/03/09 USD 32.230 1.000 116,027.89 112,940.82 3,087.07

SALE 9/01/09 60 P T TELEKOMUNIKASI IND 3,900.00 126,325.93 122,352.56 3,973.37 240078 9/04/09 USD 32.391 1.000 126,325.93 122,352.56 3,973.37

SALE 9/02/09 60 P T TELEKOMUNIKASI IND 2,600.00 84,686.32 81,568.37 3,117.95 240078 9/08/09 USD 32.572 1.000 84,686.32 81,568.37 3,117.95

SALE 9/03/09 60 P T TELEKOMUNIKASI IND 4,800.00 157,886.65 150,587.76 7,298.89 240078 9/09/09 USD 32.893 1.000 157,886.65 150,587.76 7,298.89

SALE 9/04/09 60 P T TELEKOMUNIKASI IND 1,400.00 46,067.49 43,921.43 2,146.06 240078 9/10/09 USD 32.905 1.000 46,067.49 43,921.43 2,146.06

SALE 9/08/09 60 P T TELEKOMUNIKASI IND 2,100.00 70,137.35 65,882.15 4,255.20 240078 9/11/09 USD 33.399 1.000 70,137.35 65,882.15 4,255.20

SALE 9/08/09 60 P T TELEKOMUNIKASI IND 2,800.00 93,169.28 87,842.86 5,326.42 240078 9/11/09 USD 33.275 1.000 93,169.28 87,842.86 5,326.42

SALE 9/09/09 60 P T TELEKOMUNIKASI IND 500.00 16,652.37 15,686.23 966.14 240078 9/14/09 USD 33.305 1.000 16,652.37 15,686.23 966.14

SALE 9/10/09 60 P T TELEKOMUNIKASI IND 1,800.00 61,004.57 56,470.41 4,534.16 240078 9/15/09 USD 33.891 1.000 61,004.57 56,470.41 4,534.16

S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 77 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/11/09 60 P T TELEKOMUNIKASI IND 400.00 13,576.21 12,548.98 1,027.23 240078 9/16/09 USD 33.941 1.000 13,576.21 12,548.98

file:///M|/OPI/Reports_to_the_Legislature/securities_759_global.htm[8/4/2010 11:11:37 AM] Global Report

1,027.23

SALE 9/14/09 60 P T TELEKOMUNIKASI IND 1,500.00 50,008.26 47,058.68 2,949.58 240078 9/17/09 USD 33.339 1.000 50,008.26 47,058.68 2,949.58

SALE 9/15/09 60 P T TELEKOMUNIKASI IND 1,000.00 33,372.34 31,372.45 1,999.89 240078 9/18/09 USD 33.372 1.000 33,372.34 31,372.45 1,999.89 ------56,800.00 1,897,154.29 1,781,955.22 115,199.07 1,897,154.29 1,781,955.22 115,199.07 16 TRANSACTIONS IN COUNTRY: INDONESIA (4600)

SALE 9/01/09 60 KASIKORNBANK PCL-FOREI 19,100.00 116.85 1,481,624.02 1,156,834.72 324,789.30 246231 9/04/09 THB GT1X8U 77.780 34.010 43,564.36 33,563.96 10,000.40

SALE 9/02/09 60 KASIKORNBANK PCL-FOREI 28,700.00 175.95 2,232,989.57 1,738,280.45 494,709.12 246231 9/07/09 THB GT1XCS 78.013 34.040 65,598.99 50,433.80 15,165.19

SALE 9/03/09 60 KASIKORNBANK PCL-FOREI 5,600.00 34.46 437,027.82 339,176.67 97,851.15 246231 9/08/09 THB GT1X8W 78.250 34.020 12,846.20 9,840.74 3,005.46

SALE 9/03/09 60 KASIKORNBANK PCL-FOREI 9,300.00 57.22 725,778.34 563,275.55 162,502.79 246231 9/08/09 THB GT1X8W 78.250 34.020 21,333.87 16,342.66 4,991.21

SALE 9/03/09 60 KASIKORNBANK PCL-FOREI 8,100.00 49.74 630,848.30 490,594.83 140,253.47 246231 9/08/09 THB GT1X8U 78.091 34.020 18,543.45 14,233.93 4,309.52

SALE 9/07/09 60 KASIKORNBANK PCL-FOREI 19,200.00 117.67 1,493,593.92 1,162,891.45 330,702.47 246231 9/10/09 THB GT1XWA 78.000 34.045 43,871.17 33,739.68 10,131.49

SALE 9/08/09 60 KASIKORNBANK PCL-FOREI 18,800.00 117.79 1,493,960.04 1,138,664.55 355,295.49 246231 9/11/09 THB GT1XXW 79.679 34.020 43,914.17 33,036.77 10,877.40

SALE 9/08/09 60 KASIKORNBANK PCL-FOREI 223,700.00 1,391.23 17,646,042.77 13,548,896.74 4,097,146.03 246231 9/11/09 THB GT1XWA 79.094 34.020 518,696.14 393,102.45 125,593.69

S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 78 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/08/09 60 KASIKORNBANK PCL-FOREI 55,700.00 346.08 4,389,640.21 3,373,596.55 1,016,043.66 246231 9/11/09 THB GT1XWA 79.020 34.020 129,031.16 97,880.23 31,150.93

SALE 9/08/09 60 KASIKORNBANK PCL-FOREI 37,300.00 231.63 2,937,965.70 2,259,158.91 678,806.79 246231 9/11/09 THB GT1XW8 78.977 34.020 86,359.96 65,546.36 20,813.60

SALE 9/10/09 60 KASIKORNBANK PCL-FOREI 11,400.00 72.96 924,264.58 690,466.80 233,797.78 246231 9/15/09 THB GT1XXY 81.293 33.980 27,200.25 20,032.94 7,167.31

SALE 9/16/09 60 KASIKORNBANK PCL-FOREI 63,200.00 415.46 5,221,583.92 3,827,851.02 1,393,732.90 246231 9/21/09 THB GT1YTK 82.842 33.710 154,897.18 111,059.79 43,837.39

SALE 9/17/09 60 KASIKORNBANK PCL-FOREI 69,900.00 476.62 5,979,599.22 4,233,651.69 1,745,947.53 246231 9/22/09 THB GT1YTK 85.775 33.650 177,699.83 122,833.53 54,866.30

SALE 9/18/09 60 KASIKORNBANK PCL-FOREI 47,400.00 319.90 4,018,222.42 2,870,888.27 1,147,334.15 246231 9/23/09 THB GT1YV6 85.000 33.690 119,270.48 83,294.84 35,975.64

SALE 9/22/09 60 KASIKORNBANK PCL-FOREI 6,200.00 41.46 519,406.86 375,517.03 143,889.83 246231 9/25/09 THB GT1ZJA 84.000 33.600 15,458.54 10,895.11 4,563.43

SALE 9/23/09 60 KASIKORNBANK PCL-FOREI 31,800.00 213.23 2,664,070.40 1,926,038.96 738,031.44 246231 9/28/09 THB GT1ZJA 84.001 33.510 79,500.76 55,881.35 23,619.41

SALE 9/23/09 60 KASIKORNBANK PCL-FOREI 3,800.00 25.67 320,714.78 230,155.60 90,559.18 246231 9/28/09 THB GT1ZJ8 84.625 33.510 9,570.72 6,677.65 2,893.07

SALE 9/24/09 60 KASIKORNBANK PCL-FOREI 900.00 6.16 76,968.55 54,510.54 22,458.01 246231 9/29/09 THB GT1ZJA 85.750 33.510 2,296.88 1,581.55 715.33

SALE 9/24/09 60 KASIKORNBANK PCL-FOREI 18,700.00 126.18 1,576,408.00 1,132,607.82 443,800.18 246231 9/29/09 THB GT1ZNM 84.526 33.510 47,042.91 32,861.05 14,181.86

SALE 9/24/09 60 KASIKORNBANK PCL-FOREI 6,600.00 44.78 559,499.32 399,743.94 159,755.38 246231 9/29/09 THB GT1ZNO 85.000 33.510 16,696.49 11,598.02 5,098.47

SALE 9/25/09 60 KASIKORNBANK PCL-FOREI 12,000.00 82.20 1,029,476.37 726,807.16 302,669.21 246231 9/30/09 THB GT1ZTO 86.020 33.590 30,648.30 21,087.30 9,561.00

file:///M|/OPI/Reports_to_the_Legislature/securities_759_global.htm[8/4/2010 11:11:37 AM] Global Report

------697,400.00 4,463.24 56,359,685.11 42,239,609.25 14,120,075.86 1,664,041.81 1,225,523.71 438,518.10 21 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: 79 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 8/27/09 60 TENARIS SA-ADR 5,800.00 170,501.11 254,845.40 - 84,344.29 239877 9/01/09 USD 29.397 1.000 170,501.11 254,845.40 - 84,344.29

SALE 8/27/09 60 TENARIS SA-ADR 1,000.00 29,519.24 43,938.86 - 14,419.62 239877 9/01/09 USD 29.519 1.000 29,519.24 43,938.86 - 14,419.62

SALE 8/28/09 60 TENARIS SA-ADR 3,000.00 89,276.50 131,816.58 - 42,540.08 239877 9/02/09 USD 29.759 1.000 89,276.50 131,816.58 - 42,540.08 ------9,800.00 289,296.85 430,600.84 - 141,303.99 289,296.85 430,600.84 - 141,303.99 3 TRANSACTIONS IN COUNTRY: ARGENTINA (6800)

SALE 8/27/09 60 JHSF PARTICIPACOES SA 22,700.00 104.93 79,025.34 153,165.36 -74,140.02 240062 9/01/09 BRL GT1WQG 3.490 1.884 41,949.96 91,992.91 - 50,042.95

SALE 8/27/09 60 JHSF PARTICIPACOES SA 21,800.00 94.33 74,016.42 147,092.72 - 73,076.30 240062 9/01/09 BRL GT1WQG 3.403 1.884 39,291.02 88,345.61 - 49,054.59

SALE 8/27/09 60 SUZANO PAPEL E CELULOS 3,200.00 52.39 58,128.81 79,411.69 - 21,282.88 240070 9/01/09 BRL GT1WQE 18.196 1.884 30,857.21 45,603.71 - 14,746.50

SALE 8/28/09 60 JHSF PARTICIPACOES SA 10,200.00 45.77 35,717.27 68,823.20 - 33,105.93 240062 9/02/09 BRL GT1WQE 3.510 1.874 19,063.44 41,336.02 - 22,272.58

SALE 8/28/09 60 SUZANO PAPEL E CELULOS 1,800.00 43.55 32,552.41 44,669.08 - 12,116.67 240070 9/02/09 BRL GT1WQG 18.130 1.874 17,374.26 25,652.09 - 8,277.83

SALE 8/28/09 60 SUZANO PAPEL E CELULOS 100.00 1,846.90 2,481.62 - 634.72 240070 9/02/09 BRL GT1WQE 18.469 1.874 985.75 1,425.12 - 439.37

SALE 8/31/09 60 JHSF PARTICIPACOES SA 21,700.00 93.54 72,839.12 146,417.98 - 73,578.86 240062 9/03/09 BRL GT1X8U 3.365 1.869 38,961.82 87,940.36 - 48,978.54

SALE 8/31/09 60 SUZANO PAPEL E CELULOS 2,700.00 63.66 47,490.08 67,003.61 - 19,513.53 240070 9/03/09 BRL GT1X8U 17.633 1.869 25,402.56 38,478.12 - 13,075.56

S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 80 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/01/09 60 JHSF PARTICIPACOES SA 13,300.00 57.50 44,809.18 89,740.06 -

file:///M|/OPI/Reports_to_the_Legislature/securities_759_global.htm[8/4/2010 11:11:37 AM] Global Report

44,930.88 240062 9/04/09 BRL GT1X8U 3.377 1.871 23,948.04 53,898.93 - 29,950.89

SALE 9/01/09 60 SUZANO PAPEL E CELULOS 1,100.00 25.74 19,217.13 27,297.77 - 8,080.64 240070 9/04/09 BRL GT1X8W 17.514 1.871 10,270.50 15,676.27 - 5,405.77

SALE 9/02/09 60 AES TIETE SA PFD 1,100.00 22,401.96 17,178.75 5,223.21 240053 9/08/09 BRL GT1X8U 20.365 1.896 11,817.87 9,889.52 1,928.35

SALE 9/02/09 60 AES TIETE SA PFD 3,800.00 116.18 77,185.77 59,344.77 17,841.00 240053 9/08/09 BRL GT1X8U 20.370 1.896 40,718.38 34,163.80 6,554.58

SALE 9/08/09 60 AES TIETE SA PFD 2,700.00 75.85 55,211.62 42,166.02 13,045.60 240053 9/11/09 BRL GT1XWA 20.500 1.825 30,261.23 24,274.28 5,986.95

SALE 9/08/09 60 SUZANO PAPEL E CELULOS 6,100.00 147.57 107,429.91 151,378.53 -43,948.62 240070 9/11/09 BRL GT1XWA 17.656 1.824 58,881.84 86,932.06 - 28,050.22

SALE 9/09/09 60 AES TIETE SA PFD 4,500.00 127.23 92,545.01 70,276.70 22,268.31 240053 9/14/09 BRL GT1XWA 20.617 1.823 50,765.23 40,457.14 10,308.09

SALE 9/09/09 60 SUZANO PAPEL E CELULOS 1,800.00 44.19 32,139.45 44,669.08 - 12,529.63 240070 9/14/09 BRL GT1XW8 17.900 1.823 17,629.98 25,652.09 - 8,022.11

SALE 9/10/09 60 AES TIETE SA PFD 3,000.00 84.95 61,684.40 46,851.13 14,833.27 240053 9/15/09 BRL GT1XWA 20.613 1.820 33,892.53 26,971.42 6,921.11

SALE 9/10/09 60 SUZANO PAPEL E CELULOS 5,400.00 133.90 97,235.48 134,007.23 -36,771.75 240070 9/15/09 BRL GT1XW8 18.052 1.820 53,426.09 76,956.25 - 23,530.16

SALE 9/14/09 60 AES TIETE SA PFD 300.00 8.64 6,250.55 4,685.11 1,565.44 240053 9/17/09 BRL GT1YTI 20.887 1.814 3,445.54 2,697.14 748.40

SALE 9/16/09 60 AES TIETE SA PFD 500.00 14.55 10,448.81 7,808.52 2,640.29 240053 9/21/09 BRL GT1YTK 20.950 1.800 5,805.22 4,495.24 1,309.98

SALE 9/16/09 60 SUZANO PAPEL E CELULOS 9,300.00 231.06 165,938.79 230,790.22 -64,851.43 240070 9/21/09 BRL GT1YV6 17.888 1.800 92,193.34 132,535.77 - 40,342.43

S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 81 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/17/09 60 AES TIETE SA PFD 800.00 23.31 16,764.30 12,493.64 4,270.66 240053 9/22/09 BRL GT1YTK 21.008 1.803 9,299.03 7,192.38 2,106.65

SALE 9/17/09 60 SUZANO PAPEL E CELULOS 5,600.00 138.65 99,734.12 138,970.46 -39,236.34 240070 9/22/09 BRL GT1YTI 17.854 1.803 55,321.79 79,806.49 - 24,484.70

SALE 9/18/09 60 AES TIETE SA PFD 2,000.00 57.43 41,326.03 31,234.09 10,091.94 240053 9/23/09 BRL GT1ZJA 20.715 1.803 22,914.35 17,980.95 4,933.40

SALE 9/21/09 60 SUZANO PAPEL E CELULOS 9,800.00 248.85 180,442.04 243,198.30 -62,756.26 240070 9/24/09 BRL GT1ZNO 18.459 1.817 99,291.28 139,661.35 - 40,370.07

SALE 9/22/09 60 SUZANO PAPEL E CELULOS 9,000.00 231.50 167,262.50 223,345.38 -56,082.88 240070 9/25/09 BRL GT1ZJ8 18.631 1.811 92,369.39 128,260.42 - 35,891.03

SALE 9/24/09 60 AES TIETE SA PFD 700.00 22.26 14,022.85 10,931.93 3,090.92 240053 9/29/09 BRL GT1ZTM 20.090 1.797 7,803.48 6,293.33 1,510.15 ------165,000.00 2,287.53 1,713,666.25 2,295,432.95 - 581,766.70

file:///M|/OPI/Reports_to_the_Legislature/securities_759_global.htm[8/4/2010 11:11:37 AM] Global Report

933,941.13 1,334,568.77 - 400,627.64 27 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

SALE 8/27/09 60 FOMENTO ECONOMICO MEXI 1,100.00 41,923.66 32,347.92 9,575.74 240074 9/01/09 USD 38.112 1.000 41,923.66 32,347.92 9,575.74

SALE 8/28/09 60 FOMENTO ECONOMICO MEXI 100.00 3,839.92 2,940.72 899.20 240074 9/02/09 USD 38.399 1.000 3,839.92 2,940.72 899.20

SALE 8/28/09 60 FOMENTO ECONOMICO MEXI 1,700.00 65,181.42 49,992.24 15,189.18 240074 9/02/09 USD 38.342 1.000 65,181.42 49,992.24 15,189.18

SALE 9/01/09 60 FOMENTO ECONOMICO MEXI 1,100.00 38,907.53 32,347.92 6,559.61 240074 9/04/09 USD 35.370 1.000 38,907.53 32,347.92 6,559.61

SALE 9/04/09 60 FOMENTO ECONOMICO MEXI 300.00 10,946.71 8,822.16 2,124.55 240074 9/10/09 USD 36.489 1.000 10,946.71 8,822.16 2,124.55

S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 82 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/04/09 60 FOMENTO ECONOMICO MEXI 5,500.00 200,447.84 161,739.59 38,708.25 240074 9/10/09 USD 36.445 1.000 200,447.84 161,739.59 38,708.25

SALE 9/09/09 60 FOMENTO ECONOMICO MEXI 1,500.00 56,237.45 44,110.80 12,126.65 240074 9/14/09 USD 37.492 1.000 56,237.45 44,110.80 12,126.65

SALE 9/09/09 60 FOMENTO ECONOMICO MEXI 3,300.00 122,806.34 97,043.76 25,762.58 240074 9/14/09 USD 37.214 1.000 122,806.34 97,043.76 25,762.58

SALE 9/16/09 60 FOMENTO ECONOMICO MEXI 1,200.00 44,220.54 35,288.64 8,931.90 240074 9/21/09 USD 36.850 1.000 44,220.54 35,288.64 8,931.90

SALE 9/21/09 60 FOMENTO ECONOMICO MEXI 3,300.00 117,534.39 97,043.76 20,490.63 240074 9/24/09 USD 35.616 1.000 117,534.39 97,043.76 20,490.63 ------19,100.00 702,045.80 561,677.51 140,368.29 702,045.80 561,677.51 140,368.29 10 TRANSACTIONS IN COUNTRY: MEXICO (7800)

SALE 8/26/09 60 PLUS EXPRESSWAYS B MYR 189,900.00 188.83 641,310.68 598,010.72 43,299.96 239831 9/01/09 MYR GT1WQE 3.381 3.523 182,035.39 179,451.65 2,583.74

SALE 8/27/09 60 PLUS EXPRESSWAYS B MYR 102,200.00 104.37 344,975.40 321,836.21 23,139.19 239831 9/02/09 MYR GT1WQG 3.379 3.532 97,671.40 96,576.93 1,094.47

SALE 8/28/09 60 PLUS EXPRESSWAYS B MYR 110,600.00 112.82 373,430.89 348,288.50 25,142.39 239831 9/03/09 MYR GT1WQG 3.380 3.520 106,088.32 104,514.76 1,573.56

SALE 9/01/09 60 PLUS EXPRESSWAYS B MYR 25,200.00 30.67 84,710.06 79,356.87 5,353.19 239831 9/04/09 MYR GT1X8U 3.366 3.525 24,031.22 23,813.49 217.73

SALE 9/02/09 60 PLUS EXPRESSWAYS B MYR 67,700.00 165.96 224,854.01 213,192.87 11,661.14 239831 9/07/09 MYR GT1X8U 3.330 3.537 63,571.96 63,975.13 - 403.17

SALE 9/03/09 60 PLUS EXPRESSWAYS B MYR 150,000.00 360.90 498,422.45 472,362.34 26,060.11 239831 9/08/09 MYR GT1XG6 3.331 3.526 141,356.34 141,746.96 - 390.62

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 83 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/04/09 60 PLUS EXPRESSWAYS B MYR 24,000.00 29.03 80,038.54 75,577.97 4,460.57 239831 9/09/09 MYR GT1X8U 3.339 3.523 22,718.86 22,679.51 39.35

SALE 9/08/09 60 PLUS EXPRESSWAYS B MYR 20,000.00 24.62 66,547.83 62,981.64 3,566.19 239831 9/11/09 MYR GT1XXY 3.332 3.500 19,013.67 18,899.59 114.08

SALE 9/10/09 60 PLUS EXPRESSWAYS B MYR 8,000.00 26.93 26,773.03 25,192.66 1,580.37 239831 9/15/09 MYR GT1XXY 3.358 3.497 7,657.09 7,559.84 97.25

SALE 9/10/09 60 PLUS EXPRESSWAYS B MYR 2,000.00 3.84 6,697.58 6,298.16 399.42 239831 9/15/09 MYR GT1XXY 3.356 3.496 1,915.51 1,889.96 25.55

SALE 9/11/09 60 PLUS EXPRESSWAYS B MYR 18,000.00 22.64 59,661.17 56,683.48 2,977.69 239831 9/16/09 MYR GT1YV6 3.319 3.490 17,094.89 17,009.64 85.25

SALE 9/14/09 60 PLUS EXPRESSWAYS B MYR 34,000.00 38.65 112,156.30 107,068.80 5,087.50 239831 9/17/09 MYR GT1YTI 3.303 3.506 31,989.82 32,129.31 - 139.49

SALE 9/15/09 60 PLUS EXPRESSWAYS B MYR 12,000.00 16.98 39,707.37 37,788.99 1,918.38 239831 9/18/09 MYR GT1YV6 3.314 3.500 11,344.96 11,339.76 5.20

SALE 9/16/09 60 PLUS EXPRESSWAYS B MYR 4,000.00 7.72 13,193.94 12,596.33 597.61 239831 9/23/09 MYR GT1YV6 3.305 3.480 3,791.36 3,779.92 11.44

SALE 9/17/09 60 PLUS EXPRESSWAYS B MYR 6,000.00 11.57 19,723.86 18,894.49 829.37 239831 9/24/09 MYR GT1YV6 3.294 3.468 5,687.39 5,669.88 17.51

SALE 9/18/09 60 PLUS EXPRESSWAYS B MYR 6,000.00 11.60 19,822.67 18,894.49 928.18 239831 9/25/09 MYR GT1YV6 3.311 3.478 5,699.45 5,669.88 29.57

SALE 9/23/09 60 PLUS EXPRESSWAYS B MYR 8,000.00 13.82 26,846.55 25,192.66 1,653.89 239831 9/28/09 MYR GT1ZJ8 3.362 3.463 7,752.40 7,559.84 192.56

SALE 9/24/09 60 PLUS EXPRESSWAYS B MYR 4,000.00 7.89 13,412.71 12,596.33 816.38 239831 9/29/09 MYR GT1ZJ8 3.360 3.461 3,875.39 3,779.92 95.47 ------791,600.00 1,178.84 2,652,285.04 2,492,813.51 159,471.53 753,295.42 748,045.97 5,249.45 18 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 84 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 8/31/09 60 BANK HAPOALIM BM 27,920.00 273.77 344,295.32 295,459.27 48,836.05 247596 9/02/09 ILS GT1X8U 12.369 3.784 90,984.73 75,364.57 15,620.16

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SALE 9/01/09 60 BANK HAPOALIM BM 25,934.00 252.68 318,812.10 274,442.72 44,369.38 247596 9/03/09 ILS GT1X8W 12.330 3.796 83,975.27 70,003.75 13,971.52

SALE 9/03/09 60 BANK HAPOALIM BM 64,094.00 625.02 786,719.61 678,265.27 108,454.34 247596 9/07/09 ILS GT1XG4 12.311 3.787 207,714.75 173,009.20 34,705.55

SALE 9/03/09 60 BANK HAPOALIM BM 10,055.00 97.56 122,804.23 106,405.55 16,398.68 247596 9/07/09 ILS GT1X8U 12.250 3.787 32,423.56 27,141.50 5,282.06

SALE 9/07/09 60 BANK HAPOALIM BM 33,518.00 331.88 414,543.42 354,699.28 59,844.14 247596 9/09/09 ILS GT1XXW 12.405 3.759 110,294.91 90,475.28 19,819.63

SALE 9/09/09 60 BANK HAPOALIM BM 8,208.00 81.53 101,964.86 86,859.95 15,104.91 247596 9/14/09 ILS 12.460 3.763 27,094.53 22,155.89 4,938.64

SALE 9/10/09 60 BANK HAPOALIM BM 5,698.00 56.60 71,223.23 60,298.24 10,924.99 247596 9/14/09 ILS GT1XXW 12.537 3.786 18,811.77 15,380.63 3,431.14

SALE 9/16/09 60 BANK HAPOALIM BM 16,759.00 167.59 208,860.71 177,349.64 31,511.07 247596 9/21/09 ILS GT1YTK 12.500 3.750 55,696.19 45,237.64 10,458.55

SALE 9/16/09 60 BANK HAPOALIM BM 27,033.00 269.78 336,216.88 286,072.72 50,144.16 247596 9/21/09 ILS GT1YTK 12.475 3.750 89,657.83 72,970.29 16,687.54

SALE 9/17/09 60 BANK HAPOALIM BM 26,479.00 266.12 330,739.01 280,210.10 50,528.91 247596 9/22/09 ILS GT1YTK 12.528 3.740 88,439.98 71,474.87 16,965.11

SALE 9/21/09 60 BANK HAPOALIM BM 25,138.00 253.06 315,036.71 266,019.17 49,017.54 247596 9/23/09 ILS GT1ZJI 12.570 3.746 84,099.50 67,855.11 16,244.39

SALE 9/21/09 60 BANK HAPOALIM BM 19,126.00 193.73 241,181.84 202,398.06 38,783.78 247596 9/23/09 ILS GT1ZJA 12.648 3.746 64,383.83 51,626.89 12,756.94 ------289,962.00 2,869.32 3,592,397.92 3,068,479.97 523,917.95 953,576.85 782,695.62 170,881.23 12 TRANSACTIONS IN COUNTRY: ISRAEL (9600)

------2,796,886.00 37,736.145,740,563,625.77 4,470,621,312.42 1269942313.35 12,872,331.44 11,512,742.69 1,359,588.75 179 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)

------

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 85 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------2,796,886.00 37,736.145,740,563,625.77 4,470,621,312.42 1269942313.35 12,872,331.44 11,512,742.69 1,359,588.75 179 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)

------5,244,499.00 65,257.68 13508351515.16 12238409201.81 1269942313.35 27,633,430.65 26,273,841.90 1,359,588.75 404 TRANSACTIONS WITHIN FUND: LAZARD ASSET MANAGEMENT (5148)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY

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REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 86 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

EM COMMON STOCK (2225) ------

PUR 8/27/09 60 KB FINANCIAL GROUP 2,364.00 88,059,000.00 88,059,000.00 243106 9/07/09 KRW PFY10- 37250.0 1248.40 70,537.49 70,537.49

PUR 9/24/09 60 KB FINANCIAL GROUP 27,110.00 415.601,655,586,820.00 1,655,586,820.00 243106 9/28/09 KRW 831301 61050.9 1194.70 1,385,776.19 1,385,776.19 ------29,474.00 415.601,743,645,820.00 1,743,645,820.00 1,456,313.68 1,456,313.68 2 TRANSACTIONS IN COUNTRY: KOREA (4500)

PUR 9/02/09 60 PERUSAHAAN GAS NEGARA 1,401,000.00 4,766,254,539.00 4,766,254,539.00 247002 9/07/09 IDR 831044 3402.03 10135.0 470,276.72 470,276.72 ------1,401,000.00 4,766,254,539.00 4,766,254,539.00 470,276.72 470,276.72 1 TRANSACTION IN COUNTRY: INDONESIA (4600)

PUR 9/02/09 60 HYPERMARCAS SA NPV 12,834.00 588.17 373,383.08 373,383.08 247870 9/08/09 BRL 830890 29.006 1.896 196,973.56 196,973.56

PUR 9/03/09 60 HYPERMARCAS SA NPV 20,674.00 959.06 601,344.63 601,344.63 247870 9/09/09 BRL 831055 29.000 1.875 320,648.73 320,648.73 ------33,508.00 1,547.23 974,727.71 974,727.71 517,622.29 517,622.29 2 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

PUR 9/23/09 60 GPO MEXICO SA SER B 930,549.00 5,448.66 24,370,270.95 24,370,270.95 248141 9/28/09 MXN 831301 26.111 13.378 1,821,667.73 1,821,667.73 ------930,549.00 5,448.66 24,370,270.95 24,370,270.95 1,821,667.73 1,821,667.73 1 TRANSACTION IN COUNTRY: MEXICO (7800)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 87 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/01/09 60 INFOSYS TECHNOLOGIES L 15,896.00 1,383.33 693,048.49 693,048.49 246074 9/04/09 USD 831029 43.512 1.000 693,048.49 693,048.49 ------15,896.00 1,383.33 693,048.49 693,048.49 693,048.49 693,048.49 1 TRANSACTION IN COUNTRY: INDIA (9980)

------2,410,427.00 8,794.826,535,938,406.15 6,535,938,406.15 4,958,928.91 4,958,928.91 7 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)

------2,410,427.00 8,794.826,535,938,406.15 6,535,938,406.15 4,958,928.91 4,958,928.91 7 "PUR " TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 88

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TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/01/09 60 TURKIYE VAKIFLAR BANKA 377,240.00 1,642.06 1,232,274.75 775,439.21 456,835.54 246996 9/03/09 TRY 831029 3.273 1.504 819,386.10 499,258.52 320,127.58 ------377,240.00 1,642.06 1,232,274.75 775,439.21 456,835.54 819,386.10 499,258.52 320,127.58 1 TRANSACTION IN COUNTRY: TURKEY (3400)

SALE 8/27/09 60 KB FINANCIAL GROUP RTS 2,346.00 .01 .01 248332 9/04/09 KRW PFY10- 1248.40 ------2,346.00 .01 .01

1 TRANSACTION IN COUNTRY: KOREA (4500)

SALE 9/23/09 60 GRUPO TELEVISA SA-SPON 82,983.00 3,116.83 1,535,529.06 1,356,802.41 178,726.65 245189 9/28/09 USD 831301 18.542 1.000 1,535,529.06 1,356,802.41 178,726.65 ------82,983.00 3,116.83 1,535,529.06 1,356,802.41 178,726.65 1,535,529.06 1,356,802.41 178,726.65 1 TRANSACTION IN COUNTRY: MEXICO (7800)

SALE 9/01/09 60 ROSNEFT OJSC GDR 205,951.00 2,588.02 1,291,422.71 1,656,094.91 -364,672.20 240202 9/04/09 USD 831029 6.283 1.000 1,291,422.71 1,656,094.91 -364,672.20 ------205,951.00 2,588.02 1,291,422.71 1,656,094.91 - 364,672.20 1,291,422.71 1,656,094.91 - 364,672.20 1 TRANSACTION IN COUNTRY: RUSSIA (9800)

------668,520.00 7,346.91 4,059,226.53 3,788,336.54 270,889.99 3,646,337.87 3,512,155.84 134,182.03 4 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)

------668,520.00 7,346.91 4,059,226.53 3,788,336.54 270,889.99 3,646,337.87 3,512,155.84 134,182.03 4 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)

------3,078,947.00 16,141.736,539,997,632.68 6,539,726,742.69 270,889.99

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 89 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------8,605,266.78 8,471,084.75 134,182.03 11 TRANSACTIONS WITHIN FUND: PICTET ASSET MANAGEMENT (5149)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 90 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======

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X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# 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 9/04/09 60 ISHARES MSCI TAIWAN IN 111,700.00 1,117.00 1,296,211.48 1,296,211.48 242792 9/08/09 USD TID803 11.594 1.000 1,296,211.48 1,296,211.48 ------111,700.00 1,117.00 1,296,211.48 1,296,211.48 1,296,211.48 1,296,211.48 1 TRANSACTION IN COUNTRY: UNITED STATES ( 100)

PUR 9/16/09 60 ISHARES TR MSCI EMERGI 87,100.00 871.00 3,370,378.05 3,370,378.05 247590 9/21/09 USD TID809 38.686 1.000 3,370,378.05 3,370,378.05 ------87,100.00 871.00 3,370,378.05 3,370,378.05 3,370,378.05 3,370,378.05 1 TRANSACTION IN COUNTRY: KOREA (4500)

------198,800.00 1,988.00 4,666,589.53 4,666,589.53 4,666,589.53 4,666,589.53 2 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)

EM COMMON STOCK (2225) ------

PUR 9/03/09 60 CENTRAL EUROPEAN MEDIA 12,700.00 508.00 358,703.88 358,703.88 248137 9/09/09 USD TID802 28.204 1.000 358,703.88 358,703.88 ------12,700.00 508.00 358,703.88 358,703.88 358,703.88 358,703.88 1 TRANSACTION IN COUNTRY: BERMUDA ( 250)

PUR 9/09/09 60 BANK PEKAO SA PLN 1.0 8,510.00 1,590.25 1,284,512.17 1,284,512.17 248411 9/14/09 PLN TID804 150.415 2.818 455,904.94 455,904.94

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 91 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/10/09 60 BANK PEKAO SA PLN 1.0 7,852.00 1,471.38 1,200,245.25 1,200,245.25 248411 9/15/09 PLN TID804 152.325 2.845 421,863.99 421,863.99 ------16,362.00 3,061.63 2,484,757.42 2,484,757.42 877,768.93 877,768.93 2 TRANSACTIONS IN COUNTRY: POLAND (2300)

PUR 9/23/09 60 HURRIYET GAZETE 117,927.00 250.24 148,912.20 148,912.20 248758 9/25/09 TRY TID813 1.260 1.484 100,345.15 100,345.15

PUR 9/24/09 60 HURRIYET GAZETE 68,435.00 145.05 86,395.65 86,395.65 248758 9/28/09 TRY TID813 1.259 1.485 58,167.14 58,167.14

PUR 9/25/09 60 HURRIYET GAZETE 67,386.00 138.54 82,517.78 82,517.78 248758 9/29/09 TRY TID814 1.222 1.485 55,552.56 55,552.56

PUR 9/28/09 60 HURRIYET GAZETE 30,735.00 62.43 37,303.89 37,303.89 248758 9/30/09 TRY TID814 1.211 1.490 25,034.49 25,034.49 ------284,483.00 596.26 355,129.52 355,129.52 239,099.34 239,099.34 4 TRANSACTIONS IN COUNTRY: TURKEY (3400)

PUR 8/28/09 60 CHINA SHIPPING DEV - H 212,000.00 855.55 2,152,664.89 2,152,664.89 248413 9/01/09 HKD TID800 10.123 7.751 277,730.96 277,730.96

PUR 9/11/09 60 JIANGSU EXPRESSWAY - H 96,000.00 248.43 624,994.11 624,994.11 248553 9/15/09 HKD TID807 6.490 7.750 80,645.44 80,645.44

PUR 9/14/09 60 JIANGSU EXPRESSWAY - H 28,000.00 72.91 183,433.06 183,433.06 248553 9/16/09 HKD TID808 6.531 7.750 23,669.39 23,669.39

PUR 9/15/09 60 JIANGSU EXPRESSWAY - H 30,000.00 78.48 197,426.24 197,426.24

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248553 9/17/09 HKD TID809 6.561 7.750 25,474.68 25,474.68

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 92 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/16/09 60 JIANGSU EXPRESSWAY - H 56,000.00 147.37 370,579.72 370,579.72 248553 9/18/09 HKD TID809 6.597 7.750 47,817.36 47,817.36

PUR 9/17/09 60 CHINA SHIPPING DEV - H 112,000.00 217.89 1,216,138.23 1,216,138.23 248413 9/21/09 HKD TID810 10.843 7.750 156,921.06 156,921.06

PUR 9/17/09 60 JIANGSU EXPRESSWAY - H 68,000.00 181.79 457,335.29 457,335.29 248553 9/21/09 HKD TID810 6.705 7.750 59,011.01 59,011.01

PUR 9/18/09 60 CHINA SHIPPING DEV - H 74,000.00 312.07 785,005.60 785,005.60 248413 9/22/09 HKD TID811 10.576 7.750 101,287.12 101,287.12

PUR 9/18/09 60 JIANGSU EXPRESSWAY - H 92,000.00 247.94 623,731.18 623,731.18 248553 9/22/09 HKD TID811 6.759 7.750 80,478.33 80,478.33 ------768,000.00 2,362.43 6,611,308.32 6,611,308.32 853,035.35 853,035.35 9 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)

PUR 9/01/09 60 KT CORP KRW 14,880.00 1,180.55 587,254,525.00 587,254,525.00 248463 9/03/09 KRW TID801 39367.6 1240.50 473,401.47 473,401.47

PUR 9/02/09 60 KT CORP KRW 14,200.00 1,113.65 557,949,870.00 557,949,870.00 248463 9/04/09 KRW TID802 39194.2 1249.40 446,574.25 446,574.25

PUR 9/03/09 60 KT CORP KRW 6,460.00 514.21 256,900,952.00 256,900,952.00 248463 9/07/09 KRW TID802 39668.7 1245.90 206,197.09 206,197.09

PUR 9/04/09 60 KT CORP KRW 22,970.00 1,851.74 921,502,914.00 921,502,914.00 248463 9/08/09 KRW TID803 40017.6 1241.00 742,548.68 742,548.68

PUR 9/17/09 60 DOOSAN INFRACORE CO LT 56,300.00 2,196.231,060,746,487.00 1,060,746,487.00 248682 9/21/09 KRW TID810 18793.9 1204.45 880,689.52 880,689.52

PUR 9/18/09 60 DOOSAN INFRACORE CO LT 43,200.00 1,727.38 835,993,842.00 835,993,842.00 248682 9/22/09 KRW TID811 19303.4 1206.90 692,678.63 692,678.63

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 93 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/21/09 60 DOOSAN INFRACORE CO LT 32,270.00 1,308.88 631,986,546.00 631,986,546.00 248682 9/23/09 KRW TID812 19535.4 1204.10 524,862.18 524,862.18

PUR 9/22/09 60 DOOSAN INFRACORE CO LT 22,460.00 446,163,830.00 446,163,830.00 248682 9/24/09 KRW TID812 19864.8 1203.50 370,721.92 370,721.92

PUR 9/22/09 60 LG ELECTRONICS INC~KRW 6,509.00 1,731.85 835,799,494.00 835,799,494.00 239451 9/24/09 KRW TID812 128086. 1203.50 694,474.03 694,474.03 ------219,249.00 11,624.496,134,298,460.00 6,134,298,460.00 5,032,147.77 5,032,147.77 9 TRANSACTIONS IN COUNTRY: KOREA (4500)

PUR 8/25/09 60 IMPERIAL HOLDINGS LTD 23,956.00 1,043.62 1,814,362.55 1,814,362.55 248300 9/01/09 ZAR TID799 75.398 7.788 232,960.02 232,960.02

PUR 8/26/09 60 IMPERIAL HOLDINGS LTD 70,873.00 3,152.38 5,534,389.33 5,534,389.33 248300 9/02/09 ZAR TID799 77.739 7.865 703,682.10 703,682.10

PUR 9/02/09 60 IMPALA PLATINUM HOLDIN 28,152.00 2,903.61 5,083,828.69 5,083,828.69 240708 9/09/09 ZAR TID802 179.776 7.844 648,149.92 648,149.92

PUR 9/15/09 60 IMPERIAL HOLDINGS LTD 12,349.00 584.58 965,642.47 965,642.47 248300 9/22/09 ZAR TID809 77.846 7.400 130,490.46 130,490.46

PUR 9/16/09 60 IMPERIAL HOLDINGS LTD 15,003.00 734.69 1,203,482.98 1,203,482.98 248300 9/23/09 ZAR TID809 79.857 7.338 164,000.24 164,000.24

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PUR 9/17/09 60 IMPERIAL HOLDINGS LTD 35,831.00 1,755.31 2,893,628.48 2,893,628.48 248300 9/25/09 ZAR TID810 80.396 7.385 391,825.12 391,825.12

PUR 9/18/09 60 IMPERIAL HOLDINGS LTD 23,784.00 1,131.69 1,883,977.18 1,883,977.18 248300 9/28/09 ZAR TID811 78.857 7.458 252,618.36 252,618.36 ------209,948.00 11,305.88 19,379,311.68 19,379,311.68 2,523,726.22 2,523,726.22 7 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 94 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/16/09 60 KASIKORNBANK PCL-FOREI 172,300.00 1,344.35 14,318,736.25 14,318,736.25 248680 9/21/09 THB TID809 82.841 33.710 424,762.27 424,762.27

PUR 9/17/09 60 KASIKORNBANK PCL-FOREI 155,100.00 1,255.64 13,350,018.28 13,350,018.28 248680 9/22/09 THB TID810 85.801 33.650 396,731.60 396,731.60

PUR 9/18/09 60 KASIKORNBANK PCL-FOREI 204,400.00 1,630.17 17,352,699.69 17,352,699.69 248680 9/23/09 THB TID811 84.627 33.690 515,069.74 515,069.74

PUR 9/21/09 60 KASIKORNBANK PCL-FOREI 19,800.00 155.81 1,659,091.48 1,659,091.48 248680 9/24/09 THB TID812 83.527 33.700 49,231.20 49,231.20

PUR 9/22/09 60 KASIKORNBANK PCL-FOREI 12,900.00 102.09 1,083,805.20 1,083,805.20 248680 9/25/09 THB TID812 83.750 33.600 32,256.11 32,256.11

PUR 9/23/09 60 KASIKORNBANK PCL-FOREI 190,000.00 1,512.18 16,010,673.00 16,010,673.00 248680 9/28/09 THB TID812 84.000 33.510 477,787.91 477,787.91

PUR 9/24/09 60 KASIKORNBANK PCL-FOREI 31,100.00 248.99 2,636,293.74 2,636,293.74 248680 9/29/09 THB TID813 84.500 33.510 78,671.85 78,671.85

PUR 9/25/09 60 KASIKORNBANK PCL-FOREI 119,000.00 946.06 10,266,265.98 10,266,265.98 248680 9/30/09 THB TID814 86.004 33.590 305,634.59 305,634.59 ------904,600.00 7,195.29 76,677,583.62 76,677,583.62 2,280,145.27 2,280,145.27 8 TRANSACTIONS IN COUNTRY: THAILAND (6550)

PUR 9/16/09 60 USINAS SIDER MINAS GER 71,600.00 4,629.49 3,348,057.34 3,348,057.34 248681 9/21/09 BRL TID810 46.644 1.800 1,860,135.20 1,860,135.20

PUR 9/17/09 60 USINAS SIDER MINAS GER 29,500.00 1,934.14 1,401,028.71 1,401,028.71 248681 9/22/09 BRL TID810 47.374 1.803 777,140.40 777,140.40

PUR 9/21/09 60 USINAS SIDER MINAS GER 31,400.00 2,021.48 1,476,073.01 1,476,073.01 248681 9/24/09 BRL TID812 46.892 1.817 812,234.09 812,234.09

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 95 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 9/22/09 60 USINAS SIDER MINAS GER 6,400.00 421.81 306,898.85 306,898.85 248681 9/25/09 BRL TID812 47.834 1.811 169,482.47 169,482.47

PUR 9/22/09 60 USINAS SIDER MINAS GER 7,900.00 519.54 378,008.57 378,008.57 248681 9/25/09 BRL TID812 47.730 1.811 208,752.25 208,752.25

PUR 9/23/09 60 USINAS SIDER MINAS GER 17,300.00 1,136.43 818,212.30 818,212.30 248681 9/28/09 BRL TID813 47.178 1.792 456,617.17 456,617.17 ------164,100.00 10,662.89 7,728,278.78 7,728,278.78 4,284,361.58 4,284,361.58 6 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

PUR 9/04/09 60 MECHEL GROUP OAO RUB 1 2,000.00 20.00 25,359.20 25,359.20 246999 9/10/09 USD TID803 12.670 1.000 25,359.20 25,359.20

PUR 9/08/09 60 MECHEL GROUP OAO RUB 1 57,200.00 2,288.00 771,896.84 771,896.84

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246999 9/11/09 USD TID804 13.455 1.000 771,896.84 771,896.84 ------59,200.00 2,308.00 797,256.04 797,256.04 797,256.04 797,256.04 2 TRANSACTIONS IN COUNTRY: RUSSIA (9800)

PUR 9/04/09 60 TATA ENGR + LOCOMOTIVE 3,500.00 35.00 41,712.30 41,712.30 248464 9/10/09 USD TID803 11.908 1.000 41,712.30 41,712.30

PUR 9/08/09 60 TATA ENGR + LOCOMOTIVE 140,900.00 5,636.00 1,798,997.11 1,798,997.11 248464 9/11/09 USD TID804 12.728 1.000 1,798,997.11 1,798,997.11

PUR 9/09/09 60 TATA ENGR + LOCOMOTIVE 34,100.00 1,364.00 444,057.02 444,057.02 248464 9/14/09 USD TID804 12.982 1.000 444,057.02 444,057.02 ------178,500.00 7,035.00 2,284,766.43 2,284,766.43 2,284,766.43 2,284,766.43 3 TRANSACTIONS IN COUNTRY: INDIA (9980)

------2,817,142.00 56,659.876,250,975,555.69 6,250,975,555.69 19,531,010.81 19,531,010.81 51 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)

------

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 96 TRANS-TYPE: PUR SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------3,015,942.00 58,647.876,255,642,145.22 6,255,642,145.22 24,197,600.34 24,197,600.34 53 "PUR " TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 97 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

ETF-EMERGING MARKETS (1700) ------

SALE 9/21/09 60 ISHARES TR MSCI EMERGI 51,200.00 562.78 1,975,055.78 1,771,988.52 203,067.26 247590 9/22/09 USD TID812 38.586 1.000 1,975,055.78 1,771,988.52 203,067.26 ------51,200.00 562.78 1,975,055.78 1,771,988.52 203,067.26 1,975,055.78 1,771,988.52 203,067.26 1 TRANSACTION IN COUNTRY: KOREA (4500)

------51,200.00 562.78 1,975,055.78 1,771,988.52 203,067.26 1,975,055.78 1,771,988.52 203,067.26 1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)

EM COMMON STOCK (2225) ------

SALE 9/17/09 60 MAGYAR TELEKOM RT 184,062.00 2,008.48 146,945,736.70 109,494,627.42 37,451,109.28 246998 9/22/09 HUF TID810 800.350 183.365 801,383.78 533,449.46 267,934.32

SALE 9/21/09 60 MAGYAR TELEKOM RT 365,962.00 3,990.89 295,323,099.90 217,703,126.35 77,619,973.55 246998 9/24/09 HUF TID812 809.000 185.462 1,592,365.33 1,060,633.01 531,732.32 ------550,024.00 5,999.37 442,268,836.60 327,197,753.77 115,071,082.83 2,393,749.11 1,594,082.47 799,666.64

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2 TRANSACTIONS IN COUNTRY: HUNGARY (2800)

SALE 9/14/09 60 FORD OTOMOTIV SAN TRY 10,936.00 164.48 98,189.94 71,313.58 26,876.36 246567 9/16/09 TRY TID808 9.001 1.496 65,626.21 45,468.14 20,158.07

SALE 9/16/09 60 FORD OTOMOTIV SAN TRY 14,767.00 225.20 132,570.74 96,295.50 36,275.24 246567 9/18/09 TRY TID809 9.000 1.475 89,854.10 61,396.12 28,457.98

SALE 9/17/09 60 FORD OTOMOTIV SAN TRY 7,080.00 109.35 63,985.85 46,168.63 17,817.22 246567 9/23/09 TRY TID810 9.060 1.467 43,628.70 29,436.21 14,192.49 ------32,783.00 499.03 294,746.53 213,777.71 80,968.82 199,109.01 136,300.47 62,808.54 3 TRANSACTIONS IN COUNTRY: TURKEY (3400)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 98 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/04/09 60 CHUNGHWA TELECOM LTD A 103,898.00 4,201.64 1,774,542.51 1,655,583.86 118,958.65 246133 9/10/09 USD TID803 17.120 1.000 1,774,542.51 1,655,583.86 118,958.65

SALE 9/08/09 60 CHUNGHWA TELECOM LTD A 46,500.00 485.66 803,020.39 740,963.72 62,056.67 246133 9/11/09 USD TID804 17.280 1.000 803,020.39 740,963.72 62,056.67

SALE 9/22/09 60 HTC CORP 2,617.00 130.85 116,456.50 114,921.05 1,535.45 245019 9/25/09 USD TID812 44.550 1.000 116,456.50 114,921.05 1,535.45 ------153,015.00 4,818.15 2,694,019.40 2,511,468.63 182,550.77 2,694,019.40 2,511,468.63 182,550.77 3 TRANSACTIONS IN COUNTRY: TAIWAN (3900)

SALE 8/28/09 60 CHINA RAILWAY CONS 160,000.00 722.33 1,806,289.26 1,877,801.59 -71,512.33 247593 9/01/09 HKD TID800 11.324 7.751 233,042.52 242,298.77 - 9,256.25

SALE 9/01/09 60 WEICHAI POWER CO LTD C 40,000.00 558.84 1,397,164.88 1,135,592.91 261,571.97 247228 9/03/09 HKD TID801 35.037 7.750 180,274.69 146,496.62 33,778.07

SALE 9/01/09 60 WEICHAI POWER CO LTD C 6,000.00 83.73 209,351.10 170,338.94 39,012.16 247228 9/03/09 HKD TID801 35.000 7.750 27,012.35 21,974.49 5,037.86

SALE 9/02/09 60 WEICHAI POWER CO LTD C 5,000.00 69.76 174,459.25 141,949.11 32,510.14 247228 9/04/09 HKD TID802 35.000 7.751 22,507.68 18,312.08 4,195.60

SALE 9/03/09 60 WEICHAI POWER CO LTD C 21,000.00 293.39 733,595.44 596,186.28 137,409.16 247228 9/07/09 HKD TID802 35.041 7.751 94,648.93 76,910.73 17,738.20

SALE 9/07/09 60 WEICHAI POWER CO LTD C 7,000.00 97.86 244,435.44 198,728.76 45,706.68 247228 9/09/09 HKD TID803 35.028 7.750 31,539.24 25,636.91 5,902.33

SALE 9/08/09 60 WEICHAI POWER CO LTD C 146,000.00 2,116.18 5,290,962.41 4,144,914.14 1,146,048.27 247228 9/10/09 HKD TID803 36.352 7.750 682,704.83 534,712.67 147,992.16

SALE 9/09/09 60 WEICHAI POWER CO LTD C 193,000.00 2,962.88 7,408,096.79 5,479,235.81 1,928,860.98 247228 9/11/09 HKD TID804 38.503 7.750 955,858.79 706,846.20 249,012.59

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY

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REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 99 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/10/09 60 WEICHAI POWER CO LTD C 89,000.00 1,396.14 3,490,866.68 2,526,694.23 964,172.45 247228 9/14/09 HKD TID804 39.345 7.750 450,416.97 325,954.98 124,461.99

SALE 9/21/09 60 JIANGSU EXPRESSWAY - H 160,000.00 419.71 1,049,339.08 1,062,702.53 -13,363.45 248553 9/23/09 HKD TID812 6.579 7.750 135,391.60 137,122.69 - 1,731.09

SALE 9/22/09 60 JIANGSU EXPRESSWAY - H 210,000.00 547.22 1,368,004.01 1,394,797.07 -26,793.06 248553 9/24/09 HKD TID812 6.535 7.750 176,514.37 179,973.52 - 3,459.15 ------1,037,000.00 9,268.04 23,172,564.34 18,728,941.37 4,443,622.97 2,989,911.97 2,416,239.66 573,672.31 11 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)

SALE 9/01/09 60 CHINA OVERSEAS LAND I 478,000.00 3,064.65 7,662,679.56 6,198,267.25 1,464,412.31 241829 9/03/09 HKD TID801 16.080 7.750 988,707.33 795,138.37 193,568.96

SALE 9/02/09 60 CHINA OVERSEAS LAND I 354,862.00 2,233.92 5,586,204.02 4,601,526.18 984,677.84 241829 9/04/09 HKD TID802 15.791 7.751 720,698.23 590,302.07 130,396.16

SALE 9/21/09 60 CHINA MOBILE HONG KONG 29,800.00 336.47 1,496,288.07 1,723,378.46 -227,090.39 239458 9/24/09 USD TID812 50.222 1.000 1,496,288.07 1,723,378.46 -227,090.39 ------862,662.00 5,635.04 14,745,171.65 12,523,171.89 2,221,999.76 3,205,693.63 3,108,818.90 96,874.73 3 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

SALE 9/01/09 60 LG TELECOM LTD 7,290.00 250.74 56,241,462.00 63,427,164.12 -7,185,702.12 247730 9/03/09 KRW TID801 7757.54 1240.50 45,337.74 49,467.49 -4,129.75

SALE 9/02/09 60 LG TELECOM LTD 21,820.00 739.64 167,097,594.00 189,846,463.79 -22,748,869.79 247730 9/04/09 KRW TID802 7700.35 1249.40 133,742.27 148,063.20 -14,320.93

SALE 9/02/09 60 LG TELECOM LTD 12,460.00 420.30 94,950,981.00 108,409,117.27 -13,458,136.27 247730 9/04/09 KRW TID802 7662.60 1249.40 75,997.26 84,549.38 -8,552.12

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 100 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/03/09 60 LG TELECOM LTD 14,030.00 475.41 107,102,684.00 122,069,014.07 -14,966,330.07 247730 9/07/09 KRW TID802 7676.05 1245.90 85,964.11 95,202.87 -9,238.76

SALE 9/04/09 60 LG TELECOM LTD 28,270.00 948.61 212,862,880.00 245,965,148.10 -33,102,268.10 247730 9/08/09 KRW TID803 7571.28 1241.00 171,525.29 191,830.74 -20,305.45

SALE 9/07/09 60 LG TELECOM LTD 14,010.00 469.79 104,756,653.00 121,895,002.65 -17,138,349.65 247730 9/09/09 KRW TID803 7518.63 1233.20 84,947.01 95,067.16 -10,120.15

SALE 9/16/09 60 SAMSUNG SECS CO KSWN50 3,458.00 876.92 251,659,585.00 233,893,670.24 17,765,914.76 243868 9/18/09 KRW TID809 73083.0 1210.40 207,914.40 176,170.38 31,744.02

SALE 9/16/09 60 SAMSUNG SECS CO KSWN50 18,491.00 6,132.691,342,215,260.00 1,250,702,098.45 91,513,161.55 243868 9/18/09 KRW TID809 72988.9 1210.40 1,108,902.23 942,037.74 166,864.49

SALE 9/22/09 60 LG DISPLAY CO LTD KRW 67,930.00 10,580.922,302,563,796.00 2,522,204,345.00 -219640549.00 247874 9/24/09 KRW TID812 34083.5 1203.50 1,913,222.93 2,019,143.08 -105,920.15 ------187,759.00 20,895.024,639,450,895.00 4,858,412,023.69 -218961128.69 3,827,553.24 3,801,532.04 26,021.20 9 TRANSACTIONS IN COUNTRY: KOREA (4500)

SALE 9/24/09 60 ASTRA AGRO LESTARI TBK 484,500.00 10059792289.00 5,428,700,424.37 4631091864.63 244131 9/29/09 IDR TID813 20763.2 9655.00 1,041,925.66 494,472.06 547,453.60 ------484,500.00 10059792289.00 5,428,700,424.37 4631091864.63

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1,041,925.66 494,472.06 547,453.60 1 TRANSACTION IN COUNTRY: INDONESIA (4600)

SALE 9/29/09 60 ORASCOM CONSTRUCTION I 13,965.00 2,423.36 3,315,769.29 3,986,285.19 -670,515.90 240471 9/30/09 EGP TID815 238.388 5.495 603,415.70 735,308.08 - 131,892.38 ------13,965.00 2,423.36 3,315,769.29 3,986,285.19 - 670,515.90 603,415.70 735,308.08 - 131,892.38 1 TRANSACTION 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: 101 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/02/09 60 ANGLO PLATINUM LTD ZAR 6,133.00 1,046.13 4,094,524.99 3,791,322.95 303,202.04 247482 9/09/09 ZAR TID802 668.960 7.844 522,021.14 472,679.17 49,341.97

SALE 9/02/09 60 ANGLO PLATINUM LTD ZAR 1,258.00 216.20 846,196.96 777,675.57 68,521.39 247482 9/09/09 ZAR TID802 674.001 7.844 107,883.75 96,955.88 10,927.87

SALE 9/03/09 60 ANGLO PLATINUM LTD ZAR 12,109.00 2,066.44 8,001,536.95 7,485,591.01 515,945.94 247482 9/10/09 ZAR TID803 662.117 7.760 1,031,139.18 933,258.12 97,881.06 ------19,500.00 3,328.77 12,942,258.90 12,054,589.53 887,669.37 1,661,044.07 1,502,893.17 158,150.90 3 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)

SALE 9/16/09 60 BANGKOK BANK PCL-FOREI 124,400.00 1,427.82 15,111,476.17 13,831,847.77 1,279,628.40 240198 9/21/09 THB TID809 121.862 33.710 448,278.74 417,305.39 30,973.35

SALE 9/17/09 60 BANGKOK BANK PCL-FOREI 112,100.00 1,282.14 13,545,561.81 12,464,229.38 1,081,332.43 240198 9/22/09 THB TID810 121.220 33.650 402,542.70 376,044.49 26,498.21

SALE 9/18/09 60 BANGKOK BANK PCL-FOREI 79,900.00 898.48 9,503,510.11 8,883,960.10 619,550.01 240198 9/23/09 THB TID811 119.321 33.690 282,086.97 268,028.14 14,058.83

SALE 9/21/09 60 BANGKOK BANK PCL-FOREI 24,600.00 273.27 2,891,371.74 2,735,236.78 156,134.96 240198 9/24/09 THB TID812 117.910 33.700 85,797.38 82,521.81 3,275.57

SALE 9/22/09 60 BANGKOK BANK PCL-FOREI 88,800.00 994.37 10,489,655.66 9,873,537.64 616,118.02 240198 9/25/09 THB TID812 118.503 33.600 312,192.13 297,883.59 14,308.54

SALE 9/23/09 60 BANGKOK BANK PCL-FOREI 7,100.00 80.95 851,653.82 789,438.26 62,215.56 240198 9/28/09 THB TID812 120.333 33.510 25,414.92 23,817.27 1,597.65

SALE 9/24/09 60 BANGKOK BANK PCL-FOREI 28,600.00 328.08 3,451,676.66 3,179,990.72 271,685.94 240198 9/29/09 THB TID813 121.072 33.510 103,004.38 95,939.99 7,064.39

SALE 9/25/09 60 BANGKOK BANK PCL-FOREI 24,100.00 269.57 2,907,206.48 2,679,642.53 227,563.95 240198 9/30/09 THB TID814 121.007 33.590 86,549.76 80,844.53 5,705.23 ------489,600.00 5,554.68 58,752,112.45 54,437,883.18 4,314,229.27 1,745,866.98 1,642,385.21 103,481.77 8 TRANSACTIONS IN COUNTRY: THAILAND (6550)

S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 102 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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SALE 8/31/09 60 TAM S A NPV ADR 6,800.00 274.27 87,676.93 53,970.72 33,706.21 246366 9/01/09 USD TID801 12.934 1.000 87,676.93 53,970.72 33,706.21

SALE 9/01/09 60 TAM S A NPV ADR 6,900.00 278.26 87,464.21 54,764.40 32,699.81 246366 9/02/09 USD TID802 12.716 1.000 87,464.21 54,764.40 32,699.81

SALE 9/16/09 60 AMIL PARTICIPACOES SA 8,800.00 101.12 84,442.15 112,621.75 -28,179.60 239255 9/21/09 BRL TID810 9.616 1.800 46,914.91 65,161.14 - 18,246.23

SALE 9/17/09 60 AMIL PARTICIPACOES SA 22,100.00 283.75 204,516.79 282,834.17 -78,317.38 239255 9/22/09 BRL TID811 9.277 1.803 113,443.97 163,643.32 - 50,199.35

SALE 9/18/09 60 AMIL PARTICIPACOES SA 14,000.00 176.58 127,323.73 179,170.97 -51,847.24 239255 9/23/09 BRL TID811 9.117 1.804 70,598.13 103,665.45 - 33,067.32

SALE 9/21/09 60 AMIL PARTICIPACOES SA 11,700.00 127.95 107,882.62 149,735.74 -41,853.12 239255 9/24/09 BRL TID812 9.241 1.817 59,364.23 86,634.70 - 27,270.47

SALE 9/22/09 60 AMIL PARTICIPACOES SA 11,400.00 150.62 109,043.00 145,896.36 -36,853.36 239255 9/25/09 BRL TID812 9.589 1.811 60,218.14 84,413.30 - 24,195.16

SALE 9/23/09 60 AMIL PARTICIPACOES SA 5,200.00 70.16 50,264.88 66,549.22 - 16,284.34 239255 9/28/09 BRL TID813 9.691 1.792 28,051.16 38,504.31 - 10,453.15

SALE 9/23/09 60 TAM S A NPV ADR 6,000.00 62.05 79,557.95 47,621.22 31,936.73 246366 9/28/09 USD TID813 13.270 1.000 79,557.95 47,621.22 31,936.73

SALE 9/24/09 60 AMIL PARTICIPACOES SA 7,100.00 78.55 65,492.73 90,865.28 - 25,372.55 239255 9/29/09 BRL TID813 9.244 1.797 36,445.59 52,573.20 - 16,127.61

SALE 9/24/09 60 TAM S A NPV ADR 18,800.00 194.16 239,169.32 149,213.16 89,956.16 246366 9/29/09 USD TID813 12.732 1.000 239,169.32 149,213.16 89,956.16

SALE 9/25/09 60 AMIL PARTICIPACOES SA 5,500.00 70.26 50,519.29 70,388.60 - 19,869.31 239255 9/30/09 BRL TID814 9.208 1.799 28,089.68 40,725.72 - 12,636.04

SALE 9/25/09 60 TAM S A NPV ADR 9,000.00 362.99 115,916.11 71,431.83 44,484.28 246366 9/30/09 USD TID814 12.920 1.000 115,916.11 71,431.83 44,484.28 ------133,300.00 2,230.72 1,409,269.71 1,475,063.42 - 65,793.71 1,052,910.33 1,012,322.47 40,587.86 13 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: 103 TRANS-TYPE: SALE SETTLEMENTS FROM 9/01/09 THROUGH 9/30/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 9/25/09 60 TENAGA NASIONAL BHD MY 228,100.00 1,566.02 1,863,322.35 1,897,006.52 -33,684.17 247876 9/30/09 MYR TID814 8.193 3.469 537,135.30 536,745.41 389.89 ------228,100.00 1,566.02 1,863,322.35 1,897,006.52 - 33,684.17 537,135.30 536,745.41 389.89 1 TRANSACTION IN COUNTRY: MALAYSIA (8700)

SALE 8/28/09 60 MECHEL GROUP OAO RUB 1 12,400.00 127.93 152,605.35 100,802.49 51,802.86 246999 9/02/09 USD TID801 12.317 1.000 152,605.35 100,802.49 51,802.86

SALE 8/28/09 60 MECHEL GROUP OAO RUB 1 37,400.00 759.91 462,502.67 304,033.32 158,469.35 246999 9/02/09 USD TID801 12.387 1.000 462,502.67 304,033.32 158,469.35

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SALE 9/03/09 60 JSC MMC NORILSK NICKEL 126,284.00 5,051.36 1,316,207.62 1,057,801.05 258,406.57 245191 9/09/09 USD TID803 10.463 1.000 1,316,207.62 1,057,801.05 258,406.57

SALE 9/04/09 60 JSC MMC NORILSK NICKEL 144,609.00 5,784.36 1,497,267.13 1,211,297.96 285,969.17 245191 9/10/09 USD TID803 10.394 1.000 1,497,267.13 1,211,297.96 285,969.17 ------320,693.00 11,723.56 3,428,582.77 2,673,934.82 754,647.95 3,428,582.77 2,673,934.82 754,647.95 4 TRANSACTIONS IN COUNTRY: RUSSIA (9800)

------4,512,901.00 73,941.76 15264129837.99 10724812324.09 4539317513.90 25,380,917.17 22,166,503.39 3,214,413.78 62 TRANSACTIONS IN CATEGORY: EM COMMON STOCK (2225)

------4,564,101.00 74,504.54 15266104893.77 10726584312.61 4539520581.16 27,355,972.95 23,938,491.91 3,417,481.04 63 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)

------7,580,043.00 133,152.41 21521747038.99 16982226457.83 4539520581.16 51,553,573.29 48,136,092.25 3,417,481.04 116 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)

------458,751,119.49 1768035.27 149792528812.69 141874408797.16 7918120015.53 2,850,320,918.85 2,669,028,173.38 181,292,745.47

993 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****

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