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 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D **

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

FOREIGN GOVERNMENT T BILL ( 637)

PUR 10/28/08 60 FRENCH DISC T BILLS 19,500,000.00 19,081,987.86 19,081,987.86 243564 10/29/08 EUR 8/27/09 B25491 97.856 .801 2.6476 23,808,587.65 23,808,587.65

PUR 10/28/08 60 FRENCH DISC T BILLS 50,000,000.00 48,912,644.50 48,912,644.50 243564 10/29/08 EUR 8/27/09 B25490 97.825 .801 2.6868 61,028,284.50 61,028,284.50

PUR 10/28/08 60 FRENCH DISC T BILLS 50,000,000.00 49,628,604.50 49,628,604.50 243575 10/29/08 EUR 4/09/09 B25490 99.257 .801 1.6861 61,921,587.47 61,921,587.47

PUR 10/30/08 60 FRENCH DISC T BILLS 6,010,000.00 5,882,544.85 5,882,544.85 243564 10/31/08 EUR 8/27/09 B25501 97.879 .778 2.6361 7,560,246.77 7,560,246.77 125,510,000.00 123,505,781.71 123,505,781.71 2.2767 154,318,706.39 154,318,706.39 4 TRANSACTIONS IN COUNTRY: FRANCE ( 400)

PUR 10/28/08 60 DUTCH TREASURY CERT 62,900,000.00 62,424,274.72 62,424,274.72 243565 10/29/08 EUR 1/30/09 B25490 99.244 .801 2.9910 77,886,739.43 77,886,739.43

PUR 10/29/08 60 DUTCH TREASURY CERT 5,596,000.00 5,531,041.02 5,531,041.02 243586 10/31/08 EUR 3/31/09 B25496 98.839 .778 2.8389 7,109,051.39 7,109,051.39 68,496,000.00 67,955,315.74 67,955,315.74 2.9783 84,995,790.82 84,995,790.82 2 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)

194,006,000.00 191,461,097.45 191,461,097.45 2.5259 239,314,497.21 239,314,497.21 6 TRANSACTIONS IN CATEGORY: FOREIGN GOVERNMENT T BILL ( 637)

FOREIGN STOCKS (2220)

PUR 9/26/08 60 POTASH CORP SASK COM 10,000.00 483.14 1,506,500.00 1,506,500.00 230239 10/01/08 CAD S25330 150.600 1.035 1,455,696.20 1,455,696.20

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 2 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/29/08 60 BARRICK GOLD CORP 140,000.00 5,409.06 5,437,600.00 5,437,600.00 230195 10/02/08 CAD S25341 38.800 1.035 5,252,197.43 5,252,197.43

PUR 9/29/08 60 CAN IMPERIAL BK OF COM 35,900.00 1,733.80 2,156,100.15 2,156,100.15 243055 10/02/08 CAD S25341 60.009 1.035 2,082,584.90 2,082,584.90

PUR 9/30/08 60 BARRICK GOLD CORP 60,000.00 2,822.47 2,342,442.00 2,342,442.00 230195 10/03/08 CAD S25347 38.991 1.063 2,203,821.62 2,203,821.62

PUR 10/01/08 60 BARRICK GOLD CORP 60,000.00 2,824.86 2,339,748.00 2,339,748.00 230195 10/06/08 CAD S25353 38.946 1.062 2,203,152.54 2,203,152.54

PUR 10/01/08 60 ELDORADO GOLD CORPORAT 160,000.00 4,519.77 1,103,536.00 1,103,536.00 243131 10/06/08 CAD S25353 6.867 1.062 1,039,111.11 1,039,111.11

PUR 10/02/08 60 KINROSS GOLD CORP CAD 80,000.00 2,975.08 1,342,544.00 1,342,544.00 243146 10/07/08 CAD S25360 16.742 1.076 1,248,181.48 1,248,181.48 ------545,900.00 20,768.18 16,228,470.15 16,228,470.15 15,484,745.28 15,484,745.28 7 TRANSACTIONS IN COUNTRY: CANADA ( 300)

PUR 9/26/08 60 IPSEN EUR 1.0 25,000.00 1,752.96 801,200.00 801,200.00 241833 10/01/08 EUR S25327 32.000 .685 1,170,393.66 1,170,393.66

PUR 9/26/08 60 IPSEN EUR 1.0 4,958.00 346.78 158,499.72 158,499.72 241833 10/01/08 EUR S25327 31.921 .685 231,536.53 231,536.53

file:///M|/OPI/Reports_to_the_Legislature/securities_748_global.htm[7/30/2010 2:45:49 PM] Global Report

PUR 9/26/08 60 IPSEN EUR 1.0 7,500.00 525.89 240,360.00 240,360.00 241833 10/01/08 EUR S25327 32.000 .685 351,118.10 351,118.10

PUR 9/29/08 60 IPSEN EUR 1.0 12,878.00 886.05 409,801.93 409,801.93 241833 10/02/08 EUR S25337 31.774 .693 591,589.78 591,589.78

PUR 9/30/08 60 IPSEN EUR 1.0 21,871.00 1,464.63 696,100.78 696,100.78 241833 10/03/08 EUR S25346 31.780 .712 977,882.51 977,882.51 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 3 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/30/08 60 IPSEN EUR 1.0 10,000.00 674.30 320,480.00 320,480.00 241833 10/03/08 EUR S25346 32.000 .712 450,210.37 450,210.37

PUR 10/03/08 60 BIC 10,000.00 746.07 360,725.28 360,725.28 222840 10/08/08 EUR S25363 36.019 .724 498,125.81 498,125.81

PUR 10/03/08 60 CARBONE LORRAINE EUR 2 15,746.00 997.54 482,307.49 482,307.49 237146 10/08/08 EUR S25363 30.585 .724 666,018.78 666,018.78

PUR 10/03/08 60 CARBONE LORRAINE EUR 2 84,254.00 5,410.11 2,615,791.81 2,615,791.81 237146 10/08/08 EUR S25363 31.000 .724 3,612,148.90 3,612,148.90

PUR 10/03/08 60 DASSAULT SYSTEMES SA 200,000.00 15,510.15 7,499,171.91 7,499,171.91 239376 10/08/08 EUR S25363 37.440 .724 10,355,612.19 10,355,612.19

PUR 10/03/08 60 ESSILOR INTL SA CIE GE 48,909.00 3,637.26 1,758,618.70 1,758,618.70 238510 10/08/08 EUR S25363 35.903 .724 2,428,477.90 2,428,477.90

PUR 10/03/08 60 IPSEN EUR 1.0 476.00 31.54 15,250.79 15,250.79 241833 10/08/08 EUR S25363 31.991 .724 21,059.83 21,059.83

PUR 10/03/08 60 SANOFI-AVENTIS(FMLY SA 300,000.00 30,420.15 14,708,169.21 14,708,169.21 219418 10/08/08 EUR S25363 48.954 .724 20,310,522.04 20,310,522.04

PUR 10/06/08 60 BIC 22,991.00 1,576.57 779,659.09 779,659.09 222840 10/09/08 EUR S25377 33.861 .741 1,052,617.56 1,052,617.56

PUR 10/06/08 60 ESSILOR INTL SA CIE GE 201,091.00 14,510.71 7,176,002.28 7,176,002.28 238510 10/09/08 EUR S25377 35.632 .741 9,688,319.03 9,688,319.03

PUR 10/06/08 60 IPSEN EUR 1.0 31,000.00 1,961.25 969,898.87 969,898.87 241833 10/09/08 EUR S25377 31.240 .741 1,309,460.24 1,309,460.24

PUR 10/07/08 60 BIC 25,382.00 1,780.60 871,651.76 871,651.76 222840 10/10/08 EUR S25384 34.290 .733 1,188,845.16 1,188,845.16

PUR 10/07/08 60 IPSEN EUR 1.0 28,524.00 1,790.98 876,734.66 876,734.66 241833 10/10/08 EUR S25384 30.691 .733 1,195,777.72 1,195,777.72 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 4 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/08/08 60 BIC 29,653.00 2,095.10 1,025,005.54 1,025,005.54 222840 10/13/08 EUR S25395 34.515 .733 1,398,824.64 1,398,824.64

PUR 10/08/08 60 IPSEN EUR 1.0 40,000.00 2,483.88 1,215,212.09 1,215,212.09 241833 10/13/08 EUR S25395 30.335 .733 1,658,399.44 1,658,399.44

PUR 10/08/08 60 SANOFI-AVENTIS(FMLY SA 200,000.00 18,680.76 9,139,388.55 9,139,388.55 219418 10/13/08 EUR S25395 45.629 .733 12,472,519.81 12,472,519.81

PUR 10/09/08 60 BIC 25,474.00 1,818.59 889,465.38 889,465.38 222840 10/14/08 EUR S25401 34.864 .733 1,214,209.30 1,214,209.30

PUR 10/10/08 60 BIC 51,436.00 3,555.95 1,757,618.51 1,757,618.51 222840 10/15/08 EUR S25408 34.120 .740 2,374,191.22 2,374,191.22

PUR 10/10/08 60 SANOFI-AVENTIS(FMLY SA 200,000.00 15,501.85 7,662,176.05 7,662,176.05 219418 10/15/08 EUR S25408 38.254 .740 10,350,068.01 10,350,068.01

PUR 10/10/08 60 SANOFI-AVENTIS(FMLY SA 164,848.00 13,149.38 6,499,404.63 6,499,404.63 219418 10/15/08 EUR 25428 39.368 .740 8,779,396.29 8,779,396.29

PUR 10/13/08 60 BIC 16,564.00 1,183.90 581,722.72 581,722.72 222840 10/16/08 EUR S25416 35.067 .736 790,445.35 790,445.35

PUR 10/13/08 60 GDF SUEZ 1,000,000.00 56,970.17 27,993,126.80 27,993,126.80 241862 10/16/08 EUR S25416 27.951 .736 38,037,085.58 38,037,085.58

PUR 10/13/08 60 SANOFI-AVENTIS(FMLY SA 235,152.00 18,570.70 9,124,983.95 9,124,983.95 219418 10/16/08 EUR S25416 38.747 .736 12,399,036.30 12,399,036.30

file:///M|/OPI/Reports_to_the_Legislature/securities_748_global.htm[7/30/2010 2:45:49 PM] Global Report

PUR 10/13/08 60 SUEZ ENVIRONMENT SA 300,000.00 9,847.52 4,838,717.21 4,838,717.21 241954 10/16/08 EUR S25416 16.105 .736 6,574,853.25 6,574,853.25

PUR 10/14/08 60 BIC 18,500.00 1,379.01 675,360.57 675,360.57 222840 10/17/08 EUR S25422 36.451 .734 920,719.40 920,719.40

PUR 10/14/08 60 CARREFOUR EUR2.50 250,000.00 14,114.66 6,912,553.30 6,912,553.30 235035 10/17/08 EUR S25422 27.609 .734 9,423,887.37 9,423,887.37 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 5 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/14/08 60 ESSILOR INTL SA CIE GE 250,000.00 16,671.92 8,164,954.09 8,164,954.09 238510 10/17/08 EUR S25422 32.611 .734 11,131,285.99 11,131,285.99

PUR 10/14/08 60 GDF SUEZ 500,000.00 32,943.95 16,134,064.85 16,134,064.85 241862 10/17/08 EUR S25422 32.220 .734 21,995,578.67 21,995,578.67

PUR 10/14/08 60 SUEZ ENVIRONMENT SA 525,000.00 17,835.82 8,734,960.32 8,734,960.32 241954 10/17/08 EUR S25422 16.613 .734 11,908,375.77 11,908,375.77

PUR 10/15/08 60 SUEZ ENVIRONMENT SA 300,000.00 9,803.55 4,818,887.51 4,818,887.51 241954 10/20/08 EUR S25435 16.039 .736 6,545,498.33 6,545,498.33

PUR 10/15/08 60 SUEZ ENVIRONMENT SA 57,000.00 1,858.16 913,368.00 913,368.00 241954 10/20/08 EUR S25435 16.000 .736 1,240,628.40 1,240,628.40

PUR 10/16/08 60 SUEZ ENVIRONMENT SA 218,000.00 6,821.47 3,397,080.79 3,397,080.79 241954 10/21/08 EUR S25443 15.560 .746 4,554,466.32 4,554,466.32

PUR 10/17/08 60 SANOFI-AVENTIS(FMLY SA 250,000.00 22,109.60 10,972,909.71 10,972,909.71 219418 10/22/08 EUR S25453 43.826 .743 14,761,847.98 14,761,847.98

PUR 10/17/08 60 SUEZ ENVIRONMENT SA 250,000.00 8,136.92 4,038,323.41 4,038,323.41 241954 10/22/08 EUR S25453 16.129 .743 5,432,753.74 5,432,753.74

PUR 10/20/08 60 GDF SUEZ 540,726.00 34,763.32 17,439,552.11 17,439,552.11 241862 10/23/08 EUR S25458 32.204 .751 23,210,307.74 23,210,307.74

PUR 10/21/08 60 GDF SUEZ 209,274.00 13,892.45 7,033,309.20 7,033,309.20 241862 10/24/08 EUR S25465 33.558 .758 9,275,529.30 9,275,529.30

PUR 10/24/08 60 AXA 500,000.00 13,365.06 7,005,342.28 7,005,342.28 226044 10/29/08 EUR S25481 13.990 .785 8,923,400.44 8,923,400.44

PUR 10/24/08 60 FRANCE TELECOM SA 500,000.00 17,814.12 9,337,335.03 9,337,335.03 238445 10/29/08 EUR S25481 18.647 .785 11,893,891.29 11,893,891.29

PUR 10/24/08 60 IPSEN EUR 1.0 45,434.00 2,238.03 1,173,068.21 1,173,068.21 241833 10/29/08 EUR S25481 25.781 .785 1,494,253.52 1,494,253.52 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 6 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/27/08 60 GDF SUEZ 660,000.00 37,907.92 20,327,557.67 20,327,557.67 241862 10/30/08 EUR S25485 30.753 .803 25,309,852.82 25,309,852.82

PUR 10/27/08 60 IPSEN EUR 1.0 26,572.00 1,286.97 690,122.65 690,122.65 241833 10/30/08 EUR S25485 25.933 .803 859,272.08 859,272.08

PUR 10/28/08 60 IPSEN EUR 1.0 27,994.00 1,372.39 734,394.37 734,394.37 241833 10/31/08 EUR S25494 26.195 .801 916,303.52 916,303.52 ------8,442,207.00 482,196.66 239,970,389.78 239,970,389.78 321,946,597.98 321,946,597.98 47 TRANSACTIONS IN COUNTRY: FRANCE ( 400)

PUR 9/30/08 60 CENTRAL JAPAN RAILWAY 250.00 2,355.66 250,303,801.00 250,303,801.00 241712 10/03/08 JPY S25343 1000214 106.150 2,358,019.79 2,358,019.79

PUR 9/30/08 60 EAST JAPAN RAILWAY 500.00 3,683.27 391,370,094.00 391,370,094.00 212437 10/03/08 JPY S25343 781958. 106.150 3,686,953.31 3,686,953.31

PUR 9/30/08 60 KDDI CORP 1,000.00 5,729.38 608,782,605.00 608,782,605.00 241277 10/03/08 JPY S25343 608174. 106.150 5,735,116.39 5,735,116.39

PUR 9/30/08 60 NTT DOCOMO INC 5,000.00 9,387.88 831,432,723.00 831,432,723.00 238741 10/03/08 JPY S25343 166087. 106.150 7,832,621.04 7,832,621.04

file:///M|/OPI/Reports_to_the_Legislature/securities_748_global.htm[7/30/2010 2:45:49 PM] Global Report

PUR 10/06/08 60 CENTRAL JAPAN RAILWAY 400.00 3,896.54 394,490,646.00 394,490,646.00 241712 10/09/08 JPY S25372 985241. 101.140 3,900,441.43 3,900,441.43

PUR 10/06/08 60 EAST JAPAN RAILWAY 700.00 5,542.38 561,116,785.00 561,116,785.00 212437 10/09/08 JPY S25372 800794. 101.140 5,547,921.54 5,547,921.54

PUR 10/06/08 60 KDDI CORP 1,000.00 7,009.76 591,514,967.00 591,514,967.00 241277 10/09/08 JPY S25372 590806. 101.140 5,848,477.03 5,848,477.03

PUR 10/06/08 60 NTT DOCOMO INC 3,000.00 5,759.22 485,989,969.00 485,989,969.00 238741 10/09/08 JPY S25372 161802. 101.140 4,805,121.31 4,805,121.31 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: 7 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/06/08 60 SEVEN + I HOLDINGS CO 300,000.00 11,124.14 938,705,106.00 938,705,106.00 243214 10/09/08 JPY S25372 3125.26 101.140 9,281,244.87 9,281,244.87

PUR 10/06/08 60 TAKEDA PHARMACEUTICAL 100,000.00 6,646.75 560,882,252.00 560,882,252.00 12313 10/09/08 JPY S25372 5602.10 101.140 5,545,602.65 5,545,602.65

PUR 10/07/08 60 CENTRAL JAPAN RAILWAY 300.00 3,297.34 282,041,043.00 282,041,043.00 241712 10/10/08 JPY S25379 939010. 102.520 2,751,083.13 2,751,083.13

PUR 10/07/08 60 DAIICHI SANKYO CO LTD 130,000.00 1,646.48 337,763,652.00 337,763,652.00 241711 10/10/08 JPY S25379 2596.88 102.520 3,294,612.29 3,294,612.29

PUR 10/07/08 60 EAST JAPAN RAILWAY 500.00 3,869.49 397,096,700.00 397,096,700.00 212437 10/10/08 JPY S25379 793400. 102.520 3,873,358.37 3,873,358.37

PUR 10/07/08 60 KDDI CORP 700.00 5,026.50 429,946,776.00 429,946,776.00 241277 10/10/08 JPY S25379 613473. 102.520 4,193,784.39 4,193,784.39

PUR 10/07/08 60 NTT DOCOMO INC 2,000.00 3,144.67 322,714,748.00 322,714,748.00 238741 10/10/08 JPY S25379 161196. 102.520 3,147,822.36 3,147,822.36

PUR 10/07/08 60 SEVEN + I HOLDINGS CO 200,000.00 2,951.27 605,429,784.00 605,429,784.00 243214 10/10/08 JPY S25379 3025.63 102.520 5,905,479.75 5,905,479.75

PUR 10/07/08 60 TAKEDA PHARMACEUTICAL 70,000.00 3,698.93 379,594,092.00 379,594,092.00 12313 10/10/08 JPY S25379 5417.35 102.520 3,702,634.53 3,702,634.53

PUR 10/08/08 60 ASAHI BREWERIES LTD 300,000.00 6,369.64 531,334,527.00 531,334,527.00 243254 10/14/08 JPY S25397 1768.99 99.980 5,314,408.15 5,314,408.15

PUR 10/10/08 60 ASAHI BREWERIES LTD 300,000.00 5,533.44 460,473,505.00 460,473,505.00 243254 10/16/08 JPY S25405 1533.07 99.740 4,616,738.57 4,616,738.57

PUR 10/10/08 60 FAST RETAILING CO LTD 50,000.00 5,149.39 428,513,600.00 428,513,600.00 241347 10/16/08 JPY S25405 8560.00 99.740 4,296,306.40 4,296,306.40

PUR 10/15/08 60 ASAHI BREWERIES LTD 200,000.00 3,290.32 333,709,275.00 333,709,275.00 243254 10/20/08 JPY S25429 1666.88 101.320 3,293,617.01 3,293,617.01 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 8 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/16/08 60 ASAHI BREWERIES LTD 200,000.00 1,925.19 322,310,770.00 322,310,770.00 243254 10/21/08 JPY S25441 1610.58 100.390 3,210,586.41 3,210,586.41

PUR 10/16/08 60 KAO CORP 200,000.00 3,117.74 521,962,990.00 521,962,990.00 243356 10/21/08 JPY S25441 2608.25 100.390 5,199,352.43 5,199,352.43

PUR 10/16/08 60 KDDI CORP 800.00 4,151.77 417,212,796.00 417,212,796.00 241277 10/21/08 JPY S25441 520995. 100.390 4,155,919.87 4,155,919.87

PUR 10/16/08 60 SHISEIDO CO LTD JPY 50 250,000.00 5,006.49 503,104,602.00 503,104,602.00 243357 10/21/08 JPY S25441 2010.40 100.390 5,011,501.17 5,011,501.17

PUR 10/17/08 60 BENESSE CORP 71,900.00 2,903.18 294,590,292.00 294,590,292.00 243369 10/22/08 JPY S25449 4093.12 101.370 2,906,089.49 2,906,089.49

PUR 10/17/08 60 DAISEKI CO LTD JPY 50. 92,100.00 2,247.74 228,081,356.00 228,081,356.00 243368 10/22/08 JPY S25449 2473.97 101.370 2,249,988.71 2,249,988.71

PUR 10/17/08 60 KAO CORP 200,000.00 5,200.90 527,742,215.00 527,742,215.00 243356 10/22/08 JPY S25449 2636.07 101.370 5,206,098.60 5,206,098.60

PUR 10/17/08 60 TERUMO CORP 130,000.00 6,126.45 518,153,040.00 518,153,040.00 243370 10/22/08 JPY S25449 3981.01 101.370 5,111,502.81 5,111,502.81

PUR 10/20/08 60 BENESSE CORP 96,300.00 3,954.41 402,011,612.00 402,011,612.00 243369 10/23/08 JPY S25455 4170.40 101.560 3,958,365.62 3,958,365.62

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PUR 10/20/08 60 DAISEKI CO LTD JPY 50. 48,500.00 1,221.44 124,173,547.00 124,173,547.00 243368 10/23/08 JPY S25455 2557.72 101.560 1,222,661.94 1,222,661.94

PUR 10/20/08 60 TERUMO CORP 100,000.00 3,954.86 402,057,656.00 402,057,656.00 243370 10/23/08 JPY S25455 4016.56 101.560 3,958,818.98 3,958,818.98

PUR 10/21/08 60 BENESSE CORP 61,800.00 2,536.00 256,291,037.00 256,291,037.00 243369 10/24/08 JPY S25461 4142.96 100.960 2,538,540.38 2,538,540.38

PUR 10/21/08 60 DAISEKI CO LTD JPY 50. 33,700.00 870.74 87,998,411.00 87,998,411.00 243368 10/24/08 JPY S25461 2608.62 100.960 871,616.59 871,616.59 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 9 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/22/08 60 DAISEKI CO LTD JPY 50. 54,100.00 1,383.32 136,960,826.00 136,960,826.00 243368 10/27/08 JPY S25467 2529.09 98.910 1,384,701.51 1,384,701.51

PUR 10/22/08 60 FAST RETAILING CO LTD 50,000.00 5,836.96 481,689,059.00 481,689,059.00 241347 10/27/08 JPY S25467 9622.23 98.910 4,869,973.30 4,869,973.30

PUR 10/23/08 60 DAISEKI CO LTD JPY 50. 41,600.00 998.76 97,516,919.00 97,516,919.00 243368 10/28/08 JPY S25471 2341.81 97.540 999,763.37 999,763.37

PUR 10/23/08 60 FAST RETAILING CO LTD 50,000.00 2,376.88 463,912,841.00 463,912,841.00 241347 10/28/08 JPY S25471 9273.62 97.540 4,756,129.19 4,756,129.19

PUR 10/23/08 60 SHISEIDO CO LTD JPY 50 250,000.00 2,717.04 530,305,020.00 530,305,020.00 243357 10/28/08 JPY S25471 2120.16 97.540 5,436,795.37 5,436,795.37

PUR 10/27/08 60 KAO CORP 200,000.00 5,822.90 543,703,160.00 543,703,160.00 243356 10/30/08 JPY S25484 2715.80 93.280 5,828,721.70 5,828,721.70

PUR 10/27/08 60 NISSHA PRINTING CO LTD 100,000.00 4,806.04 448,755,307.00 448,755,307.00 243540 10/30/08 JPY S25484 4483.07 93.280 4,810,841.63 4,810,841.63

PUR 10/27/08 60 SHISEIDO CO LTD JPY 50 200,000.00 4,315.58 402,959,557.00 402,959,557.00 243357 10/30/08 JPY S25484 2012.78 93.280 4,319,892.33 4,319,892.33

PUR 10/28/08 60 KAO CORP 100,000.00 3,602.34 287,541,406.00 287,541,406.00 243356 10/31/08 JPY S25493 2871.96 95.670 3,005,554.57 3,005,554.57

PUR 10/28/08 60 NISSHA PRINTING CO LTD 50,000.00 2,897.69 231,295,587.00 231,295,587.00 243540 10/31/08 JPY S25493 4620.36 95.670 2,417,639.67 2,417,639.67 ------4,246,150.00 183,086.87 18353536656.00 18353536656.00 182,362,419.95 182,362,419.95 44 TRANSACTIONS IN COUNTRY: JAPAN ( 500)

PUR 10/01/08 60 ING GROEP N.V. 1,000,000.00 32,539.54 15,513,835.90 15,513,835.90 224959 10/06/08 EUR S25351 15.491 .714 21,725,566.33 21,725,566.33 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 10 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/03/08 60 ING GROEP N.V. 250,000.00 3,435.29 4,148,687.72 4,148,687.72 224959 10/08/08 EUR S25363 16.585 .724 5,728,926.03 5,728,926.03

PUR 10/07/08 60 ING GROEP N.V. 500,000.00 16,292.12 7,975,445.25 7,975,445.25 224959 10/10/08 EUR S25384 15.927 .733 10,877,703.56 10,877,703.56

PUR 10/14/08 60 KONINKLIJKE KPN NV 1,000,000.00 19,364.87 9,483,804.40 9,483,804.40 239708 10/17/08 EUR S25422 9.470 .734 12,929,275.28 12,929,275.28

PUR 10/17/08 60 KONINKLIJKE KPN NV 500,000.00 9,663.26 4,795,832.98 4,795,832.98 239708 10/22/08 EUR S25453 9.577 .743 6,451,830.85 6,451,830.85

PUR 10/24/08 60 KONINKLIJKE KPN NV 1,500,000.00 29,240.57 15,326,555.40 15,326,555.40 239708 10/29/08 EUR S25481 10.202 .785 19,522,956.31 19,522,956.31

PUR 10/24/08 60 KONINKLIJKE KPN NV 700,000.00 13,393.76 7,020,384.81 7,020,384.81 239708 10/29/08 EUR S25481 10.014 .785 8,942,561.61 8,942,561.61

PUR 10/27/08 60 KONINKLIJKE KPN NV 3,000,000.00 22,637.72 30,320,581.44 30,320,581.44 239708 10/30/08 EUR S25485 10.101 .803 37,752,172.00 37,752,172.00 ------8,450,000.00 146,567.13 94,585,127.90 94,585,127.90 123,930,991.97 123,930,991.97

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8 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)

PUR 9/26/08 60 DNB NOR ASA 1,000,000.00 13,806.90 52,130,078.00 52,130,078.00 243080 10/01/08 NOK S25328 52.052 5.655 9,218,404.60 9,218,404.60

PUR 9/26/08 60 NORSKE SKOGSINDUST NOK 500,000.00 3,198.32 12,075,736.48 12,075,736.48 233089 10/01/08 NOK S25328 24.115 5.655 2,135,408.75 2,135,408.75

PUR 10/01/08 60 DNB NOR ASA 500,000.00 5,784.63 22,832,197.00 22,832,197.00 243080 10/06/08 NOK S25349 45.596 5.912 3,862,204.95 3,862,204.95

PUR 10/03/08 60 DNB NOR ASA 1,000,000.00 11,448.10 45,792,285.55 45,792,285.55 243080 10/08/08 NOK S25365 45.724 5.991 7,643,512.86 7,643,512.86 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 11 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/03/08 60 STOREBRAND ASA 546,400.00 3,851.29 15,405,107.29 15,405,107.29 202782 10/08/08 NOK S25365 28.152 5.991 2,571,374.94 2,571,374.94

PUR 10/06/08 60 DNB NOR ASA 1,500,000.00 15,496.72 64,726,544.40 64,726,544.40 243080 10/09/08 NOK S25376 43.086 6.256 10,346,645.42 10,346,645.42

PUR 10/06/08 60 STOREBRAND ASA 733,162.00 4,631.94 19,346,622.11 19,346,622.11 202782 10/09/08 NOK S25376 26.348 6.256 3,092,589.61 3,092,589.61

PUR 10/07/08 60 DNB NOR ASA 1,500,000.00 14,574.01 59,832,364.13 59,832,364.13 243080 10/10/08 NOK S25387 39.829 6.149 9,730,580.12 9,730,580.12

PUR 10/07/08 60 STOREBRAND ASA 719,455.00 4,163.26 17,091,935.45 17,091,935.45 202782 10/10/08 NOK S25387 23.721 6.149 2,779,673.67 2,779,673.67

PUR 10/07/08 60 STOREBRAND ASA 1,800,000.00 10,197.59 41,865,363.99 41,865,363.99 202782 10/10/08 NOK S25387 23.224 6.149 6,808,594.06 6,808,594.06

PUR 10/07/08 60 STOREBRAND ASA 200,000.00 1,122.15 4,606,900.00 4,606,900.00 202782 10/10/08 NOK S25387 23.000 6.149 749,223.44 749,223.44

PUR 10/10/08 60 DNB NOR ASA 1,000,000.00 7,647.83 31,874,440.05 31,874,440.05 243080 10/15/08 NOK S25406 31.827 6.242 5,106,201.25 5,106,201.25

PUR 10/14/08 60 DNB NOR ASA 428,300.00 4,083.83 17,081,303.35 17,081,303.35 243080 10/17/08 NOK S25424 39.822 6.265 2,726,639.11 2,726,639.11

PUR 10/15/08 60 DNB NOR ASA 1,071,700.00 9,799.57 41,622,974.12 41,622,974.12 243080 10/20/08 NOK S25434 38.780 6.362 6,542,846.79 6,542,846.79

PUR 10/15/08 60 DNB NOR ASA 500,000.00 4,505.31 19,135,960.95 19,135,960.95 243080 10/20/08 NOK S25434 38.215 6.362 3,008,042.15 3,008,042.15 ------12,999,017.00 114,311.45 465,419,812.87 465,419,812.87 76,321,941.72 76,321,941.72 15 TRANSACTIONS IN COUNTRY: NORWAY ( 700)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 12 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/29/08 60 AXFOOD AB 7,500.00 314.05 1,411,964.78 1,411,964.78 238548 10/02/08 SEK S25340 187.980 6.734 209,683.21 209,683.21

PUR 9/30/08 60 AXFOOD AB 50,200.00 2,026.52 9,431,223.97 9,431,223.97 238548 10/03/08 SEK S25345 187.592 6.970 1,353,039.13 1,353,039.13

PUR 10/01/08 60 AXFOOD AB 4,700.00 192.77 894,189.35 894,189.35 238548 10/06/08 SEK S25352 189.968 6.947 128,708.49 128,708.49

PUR 10/03/08 60 HENNES + MAURITZ AB NP 150,000.00 8,590.98 40,365,893.15 40,365,893.15 240792 10/08/08 SEK S25366 268.703 7.037 5,735,910.02 5,735,910.02

PUR 10/06/08 60 AXFOOD AB 5,800.00 227.63 1,098,946.21 1,098,946.21 238548 10/09/08 SEK S25375 189.190 7.231 151,979.17 151,979.17

PUR 10/07/08 60 AXFOOD AB 93,600.00 3,722.31 17,589,692.38 17,589,692.38 238548 10/10/08 SEK S25385 187.643 7.078 2,485,262.29 2,485,262.29

PUR 10/07/08 60 HENNES + MAURITZ AB NP 250,000.00 9,561.41 67,739,496.83 67,739,496.83 240792 10/10/08 SEK S25385 270.687 7.078 9,570,969.94 9,570,969.94

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PUR 10/07/08 60 INTRUM JUSTITIA AB 180,000.00 2,287.19 10,808,069.82 10,808,069.82 238545 10/10/08 SEK S25385 59.955 7.078 1,527,081.19 1,527,081.19

PUR 10/07/08 60 INTRUM JUSTITIA AB 70,000.00 888.07 4,196,534.37 4,196,534.37 238545 10/10/08 SEK S25385 59.861 7.078 592,931.84 592,931.84

PUR 10/08/08 60 AXFOOD AB 35,900.00 1,399.15 6,647,608.00 6,647,608.00 238548 10/13/08 SEK S25394 184.893 7.116 934,164.50 934,164.50 ------847,700.00 29,210.08 160,183,618.86 160,183,618.86 22,689,729.78 22,689,729.78 10 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)

PUR 10/03/08 60 UBS AG CHF 0.1 500,000.00 14,635.50 11,064,421.78 11,064,421.78 243195 10/08/08 CHF S25367 22.096 1.132 9,771,634.53 9,771,634.53 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 13 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/06/08 60 UBS AG CHF 0.1 500,000.00 13,724.59 10,499,475.63 10,499,475.63 243195 10/09/08 CHF S25371 20.968 1.146 9,163,445.30 9,163,445.30

PUR 10/06/08 60 UBS AG CHF 0.1 500,000.00 13,751.95 10,520,406.98 10,520,406.98 243195 10/09/08 CHF S25371 21.009 1.146 9,181,713.20 9,181,713.20

PUR 10/06/08 60 UBS AG CHF 0.1 500,000.00 14,307.02 10,945,042.98 10,945,042.98 243195 10/09/08 CHF S25371 21.857 1.146 9,552,315.40 9,552,315.40

PUR 10/07/08 60 UBS AG CHF 0.1 500,000.00 13,509.14 10,292,265.28 10,292,265.28 243195 10/10/08 CHF S25383 20.554 1.141 9,019,599.75 9,019,599.75

PUR 10/10/08 60 ROCHE HLDG AG 100,000.00 19,081.22 14,299,256.76 14,299,256.76 234737 10/15/08 CHF S25411 142.778 1.122 12,739,893.76 12,739,893.76

PUR 10/10/08 60 UBS AG CHF 0.1 1,000,000.00 23,450.20 17,573,320.50 17,573,320.50 243195 10/15/08 CHF S25411 17.547 1.122 15,656,914.20 15,656,914.20

PUR 10/13/08 60 ROCHE HLDG AG 100,000.00 20,194.50 15,250,842.00 15,250,842.00 234737 10/16/08 CHF S25418 152.280 1.131 13,483,195.12 13,483,195.12

PUR 10/13/08 60 UBS AG CHF 0.1 1,000,000.00 25,064.27 18,928,480.20 18,928,480.20 243195 10/16/08 CHF S25418 18.900 1.131 16,734,577.14 16,734,577.14

PUR 10/14/08 60 ROCHE HLDG AG 100,000.00 21,790.32 16,524,379.45 16,524,379.45 234737 10/17/08 CHF S25425 164.996 1.136 14,548,670.06 14,548,670.06

PUR 10/14/08 60 SULZER AG CHF 0.03 45.00 5.35 4,056.08 4,056.08 234289 10/17/08 CHF S25425 90.000 1.136 3,571.12 3,571.12

PUR 10/14/08 60 SWISSCOM AG-REG 50,000.00 21,394.08 16,223,899.40 16,223,899.40 243318 10/17/08 CHF S25425 323.992 1.136 14,284,116.39 14,284,116.39

PUR 10/15/08 60 SULZER AG CHF 0.03 19,555.00 2,262.48 1,712,401.15 1,712,401.15 234289 10/20/08 CHF S25433 87.437 1.134 1,510,586.76 1,510,586.76

PUR 10/15/08 60 SWISSCOM AG-REG 39,000.00 21,630.32 12,929,854.13 12,929,854.13 243318 10/20/08 CHF S25433 330.906 1.134 11,406,011.05 11,406,011.05 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 14 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/15/08 60 SWISSCOM AG-REG 11,000.00 4,777.81 3,616,166.13 3,616,166.13 243318 10/20/08 CHF S25433 328.250 1.134 3,189,984.24 3,189,984.24

PUR 10/16/08 60 SULZER AG CHF 0.03 16,890.00 2,036.07 1,418,781.63 1,418,781.63 234289 10/21/08 CHF S25444 83.865 1.131 1,255,003.65 1,255,003.65

PUR 10/16/08 60 SULZER AG CHF 0.03 63,510.00 7,043.96 5,316,764.10 5,316,764.10 234289 10/21/08 CHF S25444 83.590 1.131 4,703,019.99 4,703,019.99

PUR 10/17/08 60 SWISSCOM AG-REG 68,520.00 39,676.57 23,713,093.01 23,713,093.01 243318 10/22/08 CHF S25454 345.419 1.133 20,922,086.65 20,922,086.65

PUR 10/17/08 60 UBS AG CHF 0.1 1,000,000.00 25,488.49 19,287,988.65 19,287,988.65 243195 10/22/08 CHF S25454 19.259 1.133 17,017,812.47 17,017,812.47

PUR 10/20/08 60 SWISSCOM AG-REG 31,480.00 18,563.50 11,266,938.66 11,266,938.66 243318 10/23/08 CHF S25457 357.229 1.151 9,788,825.94 9,788,825.94

PUR 10/24/08 60 BASILEA PHARMACEUTICA- 37,870.00 2,278.91 5,251,406.39 5,251,406.39

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240259 10/29/08 CHF S25482 138.600 1.152 4,560,095.86 4,560,095.86

PUR 10/24/08 60 BASILEA PHARMACEUTICA- 7,000.00 1,285.24 988,201.48 988,201.48 240259 10/29/08 CHF S25482 140.960 1.152 858,111.74 858,111.74

PUR 10/24/08 60 SWISSCOM AG-REG 50,000.00 23,087.02 17,751,257.01 17,751,257.01 243318 10/29/08 CHF S25482 354.493 1.152 15,414,429.50 15,414,429.50

PUR 10/24/08 60 SWISSCOM AG-REG 17,884.00 8,432.62 6,483,719.01 6,483,719.01 243318 10/29/08 CHF S25482 362.000 1.152 5,630,183.23 5,630,183.23

PUR 10/24/08 60 UBS AG CHF 0.1 500,000.00 10,238.06 7,871,890.15 7,871,890.15 243195 10/29/08 CHF S25482 15.720 1.152 6,835,611.45 6,835,611.45

PUR 10/27/08 60 BASILEA PHARMACEUTICA- 5,790.00 1,045.70 808,145.33 808,145.33 240259 10/30/08 CHF S25486 139.367 1.158 698,181.71 698,181.71

PUR 10/27/08 60 SWISSCOM AG-REG 97,800.00 43,443.93 33,574,522.43 33,574,522.43 243318 10/30/08 CHF S25486 342.784 1.158 29,006,066.89 29,006,066.89 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 15 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/27/08 60 SWISSCOM AG-REG 34,316.00 15,385.96 11,890,640.80 11,890,640.80 243318 10/30/08 CHF S25486 345.985 1.158 10,272,691.84 10,272,691.84

PUR 10/27/08 60 UBS AG CHF 0.1 500,000.00 9,555.36 7,384,610.33 7,384,610.33 243195 10/30/08 CHF S25486 14.747 1.158 6,379,792.94 6,379,792.94

PUR 10/28/08 60 BASILEA PHARMACEUTICA- 4,650.00 871.16 675,230.18 675,230.18 240259 10/31/08 CHF S25492 144.993 1.161 581,643.71 581,643.71

PUR 10/28/08 60 BASILEA PHARMACEUTICA- 20,000.00 1,493.15 2,890,733.40 2,890,733.40 240259 10/31/08 CHF S25492 144.450 1.161 2,490,079.59 2,490,079.59

PUR 10/28/08 60 BASILEA PHARMACEUTICA- 11,328.00 2,113.57 1,638,216.84 1,638,216.84 240259 10/31/08 CHF S25492 144.400 1.161 1,411,161.03 1,411,161.03 ------7,386,638.00 441,618.02 328,596,407.85 328,596,407.85 288,071,026.21 288,071,026.21 32 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)

PUR 9/26/08 60 IMPERIAL TOBACCO GROUP 500,000.00 106,727.14 9,395,946.91 9,395,946.91 243082 10/01/08 UKP S25331 18.676 .542 17,320,484.06 17,320,484.06

PUR 9/26/08 60 INTERNATIONAL POWER PL 1,696,799.00 68,782.45 6,055,349.84 6,055,349.84 227679 10/01/08 UKP S25331 3.547 .542 11,162,429.01 11,162,429.01

PUR 9/29/08 60 INTERNATIONAL POWER PL 1,303,201.00 52,691.13 4,725,332.66 4,725,332.66 227679 10/02/08 UKP S25336 3.604 .553 8,550,966.80 8,550,966.80

PUR 10/01/08 60 IMPERIAL TOBACCO GROUP 247,745.00 51,250.61 4,481,664.57 4,481,664.57 243082 10/06/08 UKP S25350 17.973 .565 7,935,689.14 7,935,689.14

PUR 10/01/08 60 INTERNATIONAL POWER PL 2,000,000.00 83,238.90 7,279,009.00 7,279,009.00 227679 10/06/08 UKP S25350 3.616 .565 12,888,950.47 12,888,950.47

PUR 10/03/08 60 IMPERIAL TOBACCO GROUP 57,589.00 11,962.23 1,043,340.91 1,043,340.91 243082 10/08/08 UKP S25362 18.000 .563 1,852,032.95 1,852,032.95 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 16 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/03/08 60 IMPERIAL TOBACCO GROUP 500,000.00 105,452.30 9,198,706.45 9,198,706.45 243082 10/08/08 UKP S25362 18.279 .563 16,328,610.59 16,328,610.59

PUR 10/03/08 60 ROYAL BANK OF SCOTLAND 1,575,000.00 32,196.31 2,808,407.76 2,808,407.76 215793 10/08/08 UKP S25362 1.772 .563 4,985,200.58 4,985,200.58

PUR 10/06/08 60 IMPERIAL TOBACCO GROUP 194,666.00 39,079.48 3,488,636.69 3,488,636.69 243082 10/09/08 UKP S25370 17.805 .577 6,051,040.60 6,051,040.60

PUR 10/06/08 60 ROYAL BANK OF SCOTLAND 2,000,000.00 35,575.64 3,328,510.60 3,328,510.60 215793 10/09/08 UKP S25370 1.654 .577 5,773,301.88 5,773,301.88

PUR 10/09/08 60 BP PLC 4,000,000.00 170,014.74 16,003,410.76 16,003,410.76 214684 10/15/08 UKP S25404 3.976 .580 27,591,469.09 27,591,469.09

PUR 10/10/08 60 BP PLC 109,800.00 4,649.28 422,760.10 422,760.10 214684 10/15/08 UKP 25427B 3.825 .587 719,663.93 719,663.93

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PUR 10/10/08 60 GLAXOSMITHKLINE PLC 1,000,000.00 108,419.19 10,336,089.88 10,336,089.88 242837 10/15/08 UKP 25427 10.272 .587 17,595,111.48 17,595,111.48

PUR 10/13/08 60 BP PLC 1,417,336.00 62,579.46 5,830,279.03 5,830,279.03 214684 10/16/08 UKP S25415 4.088 .574 10,155,758.95 10,155,758.95

PUR 10/13/08 60 GLAXOSMITHKLINE PLC 1,000,000.00 111,956.54 10,430,672.68 10,430,672.68 242837 10/16/08 UKP S25415 10.366 .574 18,169,181.41 18,169,181.41

PUR 10/13/08 60 NATIONAL GRID PLC 2,000,000.00 132,106.76 12,308,040.64 12,308,040.64 241270 10/16/08 UKP S25415 6.116 .574 21,439,367.34 21,439,367.34

PUR 10/13/08 60 SCOTTISH + SOUTHERN EN 1,000,000.00 124,559.87 11,604,908.08 11,604,908.08 239622 10/16/08 UKP S25415 11.533 .574 20,214,581.23 20,214,581.23

PUR 10/13/08 60 SEVERN TRENT PLC 309,044.00 38,601.48 3,596,285.33 3,596,285.33 237969 10/16/08 UKP S25415 11.565 .574 6,264,366.89 6,264,366.89

PUR 10/13/08 60 UNITED UTILITIES GROUP 1,000,000.00 62,400.69 5,813,623.36 5,813,623.36 241873 10/16/08 UKP S25415 5.778 .574 10,126,746.45 10,126,746.45 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 17 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/14/08 60 GLAXOSMITHKLINE PLC 1,000,000.00 111,944.19 11,458,511.32 11,458,511.32 242837 10/17/08 UKP S25423 11.395 .570 20,101,663.99 20,101,663.99

PUR 10/14/08 60 NATIONAL GRID PLC 900,000.00 59,621.14 6,102,685.72 6,102,685.72 241270 10/17/08 UKP S25423 6.743 .570 10,705,940.27 10,705,940.27

PUR 10/14/08 60 REED ELSEVIER PLC 14.4 1,283,700.00 62,591.00 6,406,681.72 6,406,681.72 243324 10/17/08 UKP S25423 4.963 .570 11,239,240.39 11,239,240.39

PUR 10/14/08 60 SCOTTISH + SOUTHERN EN 400,000.00 49,678.19 5,084,917.96 5,084,917.96 239622 10/17/08 UKP S25423 12.642 .570 8,920,470.50 8,920,470.50

PUR 10/14/08 60 SEVERN TRENT PLC 430,440.00 60,603.25 5,606,247.00 5,606,247.00 237969 10/17/08 UKP S25423 12.944 .570 9,835,037.93 9,835,037.93

PUR 10/14/08 60 UNITED UTILITIES GROUP 400,000.00 25,594.65 2,619,709.67 2,619,709.67 241873 10/17/08 UKP S25423 6.513 .570 4,595,756.12 4,595,756.12

PUR 10/15/08 60 BP PLC 2,472,864.00 109,139.90 10,144,375.10 10,144,375.10 214684 10/20/08 UKP S25438 4.077 .573 17,712,069.22 17,712,069.22

PUR 10/15/08 60 REED ELSEVIER PLC 14.4 716,300.00 34,689.61 3,567,558.70 3,567,558.70 243324 10/20/08 UKP S25432 4.953 .573 6,228,954.08 6,228,954.08

PUR 10/15/08 60 SEVERN TRENT PLC 360,516.00 50,365.91 4,681,341.50 4,681,341.50 237969 10/20/08 UKP S25432 12.905 .573 8,173,617.78 8,173,617.78

PUR 10/16/08 60 BP PLC 4,000,000.00 169,661.01 15,978,457.00 15,978,457.00 214684 10/21/08 UKP S25445 3.970 .580 27,534,062.48 27,534,062.48

PUR 10/16/08 60 SEVERN TRENT PLC 300,000.00 41,089.82 3,869,665.08 3,869,665.08 237969 10/21/08 UKP S25445 12.819 .580 6,668,203.32 6,668,203.32

PUR 10/17/08 60 REED ELSEVIER PLC 14.4 1,000,000.00 52,081.83 4,897,780.12 4,897,780.12 243324 10/22/08 UKP S25452 4.868 .579 8,452,099.09 8,452,099.09

PUR 10/20/08 60 NATIONAL GRID PLC 930,800.00 61,997.65 6,496,676.42 6,496,676.42 241270 10/23/08 UKP S25460 6.941 .584 11,132,700.14 11,132,700.14 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 18 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/21/08 60 NATIONAL GRID PLC 1,069,200.00 71,469.11 7,567,815.88 7,567,815.88 241270 10/24/08 UKP S25464 7.039 .590 12,833,506.10 12,833,506.10

PUR 10/23/08 60 REED ELSEVIER PLC 14.4 175,000.00 9,064.83 908,000.92 908,000.92 243324 10/28/08 UKP S25473 5.157 .617 1,470,870.83 1,470,870.83

PUR 10/24/08 60 BT GROUP PLC GBP 0.05 6,000,000.00 76,789.22 7,874,320.96 7,874,320.96 234013 10/29/08 UKP S25483 1.304 .632 12,461,892.54 12,461,892.54

PUR 10/24/08 60 REED ELSEVIER PLC 14.4 1,825,000.00 89,085.86 9,135,300.86 9,135,300.86 243324 10/29/08 UKP S25483 4.975 .632 14,457,518.07 14,457,518.07

PUR 10/27/08 60 ASTRAZENECA ORD US 500,000.00 109,220.46 11,454,078.70 11,454,078.70 243541 10/30/08 UKP S25487 22.767 .646 17,725,174.56 17,725,174.56

PUR 10/27/08 60 BP PLC 2,000,000.00 80,589.54 8,451,477.28 8,451,477.28

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214684 10/30/08 UKP S25487 4.200 .646 13,078,652.07 13,078,652.07

PUR 10/27/08 60 GLAXOSMITHKLINE PLC 1,000,000.00 108,356.96 11,363,520.70 11,363,520.70 242837 10/30/08 UKP S25487 11.294 .646 17,585,036.15 17,585,036.15

PUR 10/27/08 60 REED ELSEVIER PLC 14.4 1,000,000.00 47,768.69 5,009,468.32 5,009,468.32 243324 10/30/08 UKP S25487 4.979 .646 7,752,146.88 7,752,146.88

PUR 10/27/08 60 TESCO PLC 500,000.00 14,866.30 1,558,906.66 1,558,906.66 240797 10/30/08 UKP S25487 3.099 .646 2,412,406.39 2,412,406.39 ------50,175,000.00 2898513.32 278,388,472.84 278,388,472.84 476,201,971.75 476,201,971.75 41 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)

PUR 9/29/08 60 MERCK KGAA 150,000.00 24,338.39 11,256,539.52 11,256,539.52 242835 10/01/08 EUR S25338 74.931 .693 16,249,932.56 16,249,932.56

PUR 9/29/08 60 RWE AG 150,000.00 21,811.31 10,087,758.98 10,087,758.98 232381 10/01/08 EUR S25338 67.151 .693 14,562,681.80 14,562,681.80 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 19 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/03/08 60 MERCK KGAA 30,000.00 4,698.76 2,271,852.68 2,271,852.68 242835 10/07/08 EUR S25364 75.615 .724 3,137,203.09 3,137,203.09

PUR 10/03/08 60 MERCK KGAA 70,000.00 10,989.46 5,313,412.18 5,313,412.18 242835 10/07/08 EUR S25364 75.792 .724 7,337,294.92 7,337,294.92

PUR 10/07/08 60 MERCK KGAA 150,000.00 23,149.48 11,332,313.01 11,332,313.01 242835 10/09/08 EUR S25382 75.436 .733 15,456,132.88 15,456,132.88

PUR 10/10/08 60 MERCK KGAA 150,000.00 19,119.21 9,450,143.99 9,450,143.99 242835 10/14/08 EUR S25410 62.907 .740 12,765,255.26 12,765,255.26

PUR 10/13/08 60 E.ON AG 500,000.00 28,510.97 14,009,282.45 14,009,282.45 228353 10/15/08 EUR S25414 27.977 .736 19,035,825.45 19,035,825.45

PUR 10/13/08 60 RWE AG 500,000.00 57,918.14 28,458,924.45 28,458,924.45 232381 10/15/08 EUR S25414 56.833 .736 38,670,011.85 38,670,011.85

PUR 10/14/08 60 E.ON AG 200,000.00 12,864.79 6,300,436.50 6,300,436.50 228353 10/16/08 EUR S25421 31.455 .734 8,589,388.23 8,589,388.23

PUR 10/14/08 60 MERCK KGAA 150,000.00 20,566.85 10,072,466.07 10,072,466.07 242835 10/16/08 EUR S25421 67.049 .734 13,731,798.03 13,731,798.03

PUR 10/14/08 60 RWE AG 200,000.00 25,744.74 12,608,304.13 12,608,304.13 232381 10/16/08 EUR S25421 62.947 .734 17,188,907.32 17,188,907.32

PUR 10/20/08 60 E.ON AG 500,000.00 31,128.80 15,616,239.28 15,616,239.28 228353 10/22/08 EUR S25459 31.186 .751 20,783,659.90 20,783,659.90

PUR 10/20/08 60 RWE AG 379.00 45.54 22,844.49 22,844.49 232381 10/22/08 EUR S25459 60.185 .751 30,403.74 30,403.74

PUR 10/21/08 60 RWE AG 399,621.00 48,362.51 24,484,405.40 24,484,405.40 232381 10/23/08 EUR S25462 61.177 .758 32,290,037.74 32,290,037.74

PUR 10/23/08 60 MERCK KGAA 150,000.00 19,430.87 10,068,560.22 10,068,560.22 242835 10/27/08 EUR S25475 67.023 .776 12,973,343.77 12,973,343.77 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 20 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/23/08 60 SIEMENS AG-REG 150,000.00 12,559.04 6,507,762.02 6,507,762.02 241042 10/27/08 EUR S25475 43.320 .776 8,385,253.90 8,385,253.90

PUR 10/24/08 60 DEUTSCHE TELEKOM AG-RE 1,000,000.00 20,069.22 10,519,355.40 10,519,355.40 238628 10/28/08 EUR S25480 10.504 .785 13,399,548.07 13,399,548.07 ------4,450,000.00 381,308.08 188,380,600.77 188,380,600.77 254,586,678.51 254,586,678.51 17 TRANSACTIONS IN COUNTRY: GERMANY (1100)

PUR 9/26/08 60 FORTUM OYJ EUR 3.40 260,000.00 13,786.41 6,301,151.57 6,301,151.57

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237094 10/01/08 EUR S25327 24.199 .685 9,204,727.69 9,204,727.69

PUR 9/26/08 60 STORA ENSO OY SHS NPV 500,000.00 7,696.49 3,517,718.68 3,517,718.68 235425 10/01/08 EUR S25327 7.025 .685 5,138,686.51 5,138,686.51

PUR 9/29/08 60 FORTUM OYJ EUR 3.40 340,000.00 17,436.72 8,064,502.64 8,064,502.64 237094 10/02/08 EUR S25337 23.684 .693 11,641,910.36 11,641,910.36

PUR 10/03/08 60 FORTUM OYJ EUR 3.40 410,000.00 19,428.72 9,393,803.60 9,393,803.60 237094 10/08/08 EUR S25363 22.877 .724 12,971,910.53 12,971,910.53

PUR 10/03/08 60 STORA ENSO OY SHS NPV 500,000.00 7,456.66 3,605,299.85 3,605,299.85 235425 10/08/08 EUR S25363 7.200 .724 4,978,561.30 4,978,561.30

PUR 10/06/08 60 FORTUM OYJ EUR 3.40 90,000.00 3,914.86 1,936,018.68 1,936,018.68 237094 10/09/08 EUR S25377 21.479 .741 2,613,818.37 2,613,818.37

PUR 10/10/08 60 FORTUM OYJ EUR 3.40 500,000.00 16,433.20 8,122,515.53 8,122,515.53 237094 10/15/08 EUR S25408 16.221 .740 10,971,894.63 10,971,894.63

PUR 10/14/08 60 OUTOKUMPU OYJ 50,000.00 935.56 458,186.25 458,186.25 243316 10/17/08 EUR S25422 9.150 .734 624,645.54 624,645.54

PUR 10/14/08 60 OUTOKUMPU OYJ 562,135.00 10,784.62 5,281,692.60 5,281,692.60 243316 10/17/08 EUR S25422 9.382 .734 7,200,534.16 7,200,534.16 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: 21 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/15/08 60 OUTOKUMPU OYJ 387,865.00 6,764.20 3,324,910.37 3,324,910.37 243316 10/20/08 EUR S25435 8.560 .736 4,516,228.12 4,516,228.12

PUR 10/24/08 60 FORTUM OYJ EUR 3.40 500,000.00 16,348.32 8,569,034.30 8,569,034.30 237094 10/29/08 EUR S25481 17.112 .785 10,915,230.32 10,915,230.32 ------4,100,000.00 120,985.76 58,574,834.07 58,574,834.07 80,778,147.53 80,778,147.53 11 TRANSACTIONS IN COUNTRY: FINLAND (1200)

PUR 9/29/08 60 VERBUND - OESTERREICHI 65,000.00 6,004.74 2,777,202.56 2,777,202.56 237093 10/02/08 EUR S25337 42.662 .693 4,009,167.67 4,009,167.67

PUR 9/30/08 60 VERBUND - OESTERREICHI 124,000.00 11,333.21 5,386,393.89 5,386,393.89 237093 10/03/08 EUR S25346 43.374 .712 7,566,807.21 7,566,807.21

PUR 10/01/08 60 VERBUND - OESTERREICHI 46,000.00 4,357.15 2,077,352.56 2,077,352.56 237093 10/06/08 EUR S25351 45.092 .714 2,909,123.26 2,909,123.26

PUR 10/03/08 60 VERBUND - OESTERREICHI 50,000.00 4,067.18 1,966,485.31 1,966,485.31 237093 10/08/08 EUR S25363 39.271 .724 2,715,521.06 2,715,521.06

PUR 10/06/08 60 VERBUND - OESTERREICHI 150,000.00 12,034.68 5,951,523.92 5,951,523.92 237093 10/09/08 EUR S25377 39.617 .741 8,035,151.08 8,035,151.08

PUR 10/07/08 60 VERBUND - OESTERREICHI 100,000.00 7,961.01 3,897,136.95 3,897,136.95 237093 10/10/08 EUR S25384 38.913 .733 5,315,302.05 5,315,302.05

PUR 10/08/08 60 VERBUND - OESTERREICHI 110,996.00 8,530.12 4,173,284.58 4,173,284.58 237093 10/13/08 EUR S25395 37.542 .733 5,695,279.76 5,695,279.76

PUR 10/08/08 60 VERBUND - OESTERREICHI 28,000.00 2,165.52 1,059,460.41 1,059,460.41 237093 10/13/08 EUR S25395 37.781 .733 1,445,845.19 1,445,845.19

PUR 10/09/08 60 VERBUND - OESTERREICHI 61,004.00 4,895.77 2,394,503.95 2,394,503.95 237093 10/14/08 EUR S25401 39.193 .733 3,268,737.63 3,268,737.63 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 22 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/10/08 60 VERBUND - OESTERREICHI 73,528.00 5,215.68 2,577,980.87 2,577,980.87 237093 10/15/08 EUR S25408 35.009 .740 3,482,336.77 3,482,336.77

PUR 10/16/08 60 VERBUND - OESTERREICHI 16,000.00 1,158.11 576,735.81 576,735.81 237093 10/21/08 EUR S25443 35.992 .746 773,229.72 773,229.72

PUR 10/17/08 60 VERBUND - OESTERREICHI 39,404.00 2,858.83 1,418,824.94 1,418,824.94 237093 10/22/08 EUR S25453 35.953 .743 1,908,744.23 1,908,744.23

PUR 10/24/08 60 VERBUND - OESTERREICHI 71,068.00 4,810.22 2,521,296.22 2,521,296.22 237093 10/29/08 EUR S25481 35.424 .785 3,211,625.49 3,211,625.49

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------935,000.00 75,392.22 36,778,181.97 36,778,181.97 50,336,871.12 50,336,871.12 13 TRANSACTIONS IN COUNTRY: AUSTRIA (1300)

PUR 10/10/08 60 DANSKE BANK AB DKK 10. 500,000.00 12,293.78 45,279,417.40 45,279,417.40 227970 10/15/08 DKK S25407 90.423 5.516 8,208,146.15 8,208,146.15

PUR 10/13/08 60 VESTAS WIND SYSTEMS 20,000.00 1,862.22 6,820,215.00 6,820,215.00 222191 10/16/08 DKK S25417 340.500 5.485 1,243,339.59 1,243,339.59

PUR 10/15/08 60 VESTAS WIND SYSTEMS 4,000.00 382.81 1,402,100.00 1,402,100.00 222191 10/20/08 DKK S25436 350.000 5.486 255,591.81 255,591.81

PUR 10/16/08 60 DANSKE BANK AB DKK 10. 187,180.00 5,034.42 18,681,834.19 18,681,834.19 227970 10/21/08 DKK S25442 99.657 5.558 3,361,311.68 3,361,311.68

PUR 10/16/08 60 VESTAS WIND SYSTEMS 476,000.00 43,698.23 162,156,460.00 162,156,460.00 222191 10/21/08 DKK S25442 340.155 5.558 29,175,850.59 29,175,850.59

PUR 10/22/08 60 DANSKE BANK AB DKK 10. 312,820.00 8,127.31 31,328,923.00 31,328,923.00 227970 10/27/08 DKK S25468 100.000 5.773 5,426,331.17 5,426,331.17

PUR 10/24/08 60 DANSKE BANK AB DKK 10. 500,000.00 11,314.73 44,204,958.13 44,204,958.13 227970 10/29/08 DKK S25479 88.278 5.852 7,554,466.06 7,554,466.06 ------2,000,000.00 82,713.50 309,873,907.72 309,873,907.72 55,225,037.05 55,225,037.05 7 TRANSACTIONS IN COUNTRY: DENMARK (1400)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 23 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/08/08 60 GAMESA CORP TECNOLOGIC 500,000.00 19,208.49 9,397,575.25 9,397,575.25 233092 10/13/08 EUR S25395 18.767 .733 12,824,867.10 12,824,867.10

PUR 10/09/08 60 CORP DERMOESTETICA EUR 257.00 1.71 836.50 836.50 231232 10/14/08 EUR S25402 3.250 .733 1,141.91 1,141.91

PUR 10/10/08 60 CORP DERMOESTETICA EUR 13,130.00 86.34 42,677.34 42,677.34 231232 10/15/08 EUR S25408 3.246 .740 57,648.55 57,648.55

PUR 10/13/08 60 GAMESA CORP TECNOLOGIC 63,296.00 2,539.84 1,247,990.19 1,247,990.19 233092 10/16/08 EUR S25416 19.687 .736 1,695,770.18 1,695,770.18

PUR 10/13/08 60 IBERDROLA RENOVABLES E 2,100,000.00 11,444.46 5,623,402.47 5,623,402.47 243325 10/16/08 EUR S25416 2.674 .736 7,641,084.28 7,641,084.28

PUR 10/14/08 60 GAMESA CORP TECNOLOGIC 88,604.00 3,608.98 1,767,470.57 1,767,470.57 233092 10/17/08 EUR S25422 19.918 .734 2,409,593.51 2,409,593.51

PUR 10/14/08 60 IBERDROLA RENOVABLES E 1,450,000.00 8,303.10 4,066,380.44 4,066,380.44 243325 10/17/08 EUR S25422 2.800 .734 5,543,698.49 5,543,698.49

PUR 10/14/08 60 IBERDROLA RENOVABLES E 2,900,000.00 17,420.43 8,531,528.13 8,531,528.13 243325 10/17/08 EUR S25422 2.938 .734 11,631,036.58 11,631,036.58

PUR 10/15/08 60 GAMESA CORP TECNOLOGIC 348,100.00 13,305.14 6,540,081.81 6,540,081.81 233092 10/20/08 EUR S25435 18.760 .736 8,883,397.76 8,883,397.76

PUR 10/15/08 60 IBERDROLA RENOVABLES E 750,000.00 4,248.09 2,088,127.50 2,088,127.50 243325 10/20/08 EUR S25435 2.780 .736 2,836,305.07 2,836,305.07

PUR 10/17/08 60 IBERDROLA RENOVABLES E 2,000,000.00 9,921.85 4,924,175.20 4,924,175.20 243325 10/22/08 EUR S25453 2.458 .743 6,624,489.55 6,624,489.55 ------10,213,387.00 90,088.43 44,230,245.40 44,230,245.40 60,149,032.98 60,149,032.98 11 TRANSACTIONS IN COUNTRY: SPAIN (1500)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 24 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/29/08 60 TRANSURBAN GROUP 227,471.00 2,037.97 1,253,250.79 1,253,250.79

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230863 10/02/08 AUD S25332 5.498 1.227 1,021,023.16 1,021,023.16

PUR 9/30/08 60 TRANSURBAN GROUP 704,204.00 6,073.23 3,856,383.49 3,856,383.49 230863 10/03/08 AUD S25342 5.465 1.267 3,042,686.87 3,042,686.87

PUR 10/01/08 60 TRANSURBAN GROUP 328,394.00 2,935.32 1,859,860.87 1,859,860.87 230863 10/07/08 AUD S25348 5.652 1.265 1,470,592.18 1,470,592.18

PUR 10/02/08 60 TRANSURBAN GROUP 302,742.00 2,664.09 1,723,984.42 1,723,984.42 230863 10/08/08 AUD S25357 5.683 1.292 1,334,708.64 1,334,708.64

PUR 10/03/08 60 TRANSURBAN GROUP 397,189.00 3,531.39 2,267,948.08 2,267,948.08 230863 10/09/08 AUD 25361- 5.699 1.282 1,769,226.21 1,769,226.21

PUR 10/06/08 60 TRANSURBAN GROUP 190,000.00 1,510.89 1,059,864.50 1,059,864.50 230863 10/09/08 AUD S25369 5.567 1.400 756,955.24 756,955.24

PUR 10/06/08 60 WESFARMERS ORD NPV 39,886.00 1,215,000.00 1,215,000.00 234285 10/06/08 AUD 25212 30.462 1.400 867,753.01 867,753.01

PUR 10/17/08 60 AMP LTD 237,960.00 1,680,000.00 1,680,000.00 226585 10/17/08 AUD 25286 7.060 1.449 1,159,200.29 1,159,200.29

PUR 10/17/08 60 NEWCREST MINING NPV 13,101.00 337,500.00 337,500.00 236336 10/17/08 AUD 25302 25.761 1.449 232,875.06 232,875.06 ------2,440,947.00 18,752.89 15,253,792.15 15,253,792.15 11,655,020.66 11,655,020.66 9 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)

PUR 10/06/08 60 BANCO ESPIRITO SANTO-R 550,000.00 8,942.74 4,422,463.76 4,422,463.76 211864 10/09/08 EUR S25377 8.029 .741 5,970,767.31 5,970,767.31

PUR 10/07/08 60 BANCO ESPIRITO SANTO-R 138,015.00 2,251.87 1,102,348.28 1,102,348.28 211864 10/10/08 EUR S25384 7.975 .733 1,503,491.96 1,503,491.96 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 25 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/08/08 60 BANCO ESPIRITO SANTO-R 311,985.00 5,137.48 2,513,465.49 2,513,465.49 211864 10/13/08 EUR S25395 8.044 .733 3,430,125.32 3,430,125.32

PUR 10/13/08 60 EDP RENOVAVEIS SA 235,000.00 2,158.13 1,060,427.76 1,060,427.76 241405 10/16/08 EUR S25416 4.506 .736 1,440,910.18 1,440,910.18

PUR 10/13/08 60 ENERGIAS DE PORTUGAL S 2,535,255.00 12,452.83 6,118,875.59 6,118,875.59 238546 10/16/08 EUR S25416 2.410 .736 8,314,333.60 8,314,333.60

PUR 10/14/08 60 EDP RENOVAVEIS SA 50,000.00 528.62 258,887.75 258,887.75 241405 10/17/08 EUR 25422E 5.170 .734 352,941.80 352,941.80

PUR 10/14/08 60 EDP RENOVAVEIS SA 625,000.00 6,426.14 3,147,151.16 3,147,151.16 241405 10/17/08 EUR S25422 5.028 .734 4,290,512.75 4,290,512.75

PUR 10/14/08 60 ENERGIAS DE PORTUGAL S 1,407,950.00 7,875.16 3,856,801.38 3,856,801.38 238546 10/17/08 EUR S25422 2.735 .734 5,257,979.25 5,257,979.25

PUR 10/14/08 60 ENERGIAS DE PORTUGAL S 2,464,745.00 13,838.10 6,777,107.84 6,777,107.84 238546 10/17/08 EUR S25422 2.746 .734 9,239,234.50 9,239,234.50

PUR 10/15/08 60 EDP RENOVAVEIS SA 200,000.00 1,866.83 917,634.39 917,634.39 241405 10/20/08 EUR S25435 4.581 .736 1,246,423.44 1,246,423.44

PUR 10/15/08 60 EDP RENOVAVEIS SA 450,000.00 4,199.19 2,064,091.50 2,064,091.50 241405 10/20/08 EUR S25435 4.580 .736 2,803,656.95 2,803,656.95

PUR 10/15/08 60 ENERGIAS DE PORTUGAL S 592,050.00 3,291.56 1,617,950.13 1,617,950.13 238546 10/20/08 EUR S25435 2.729 .736 2,197,662.81 2,197,662.81

PUR 10/16/08 60 EDP RENOVAVEIS SA 335,000.00 2,880.95 1,434,709.34 1,434,709.34 241405 10/21/08 EUR S25443 4.276 .746 1,923,514.86 1,923,514.86

PUR 10/16/08 60 EDP RENOVAVEIS SA 372,600.00 3,219.60 1,603,351.85 1,603,351.85 241405 10/21/08 EUR S25443 4.297 .746 2,149,613.87 2,149,613.87

PUR 10/17/08 60 EDP RENOVAVEIS SA 235,000.00 2,056.06 1,020,417.83 1,020,417.83 241405 10/22/08 EUR S25453 4.336 .743 1,372,767.41 1,372,767.41 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 26 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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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PUR 10/20/08 60 EDP RENOVAVEIS SA 140,000.00 1,256.25 630,215.91 630,215.91 241405 10/23/08 EUR S25458 4.495 .751 838,754.64 838,754.64

PUR 10/21/08 60 EDP RENOVAVEIS SA 315,000.00 2,889.60 1,462,909.08 1,462,909.08 241405 10/24/08 EUR S25465 4.637 .758 1,929,284.72 1,929,284.72

PUR 10/22/08 60 EDP RENOVAVEIS SA 105,000.00 882.50 456,436.13 456,436.13 241405 10/27/08 EUR S25469 4.341 .775 589,213.66 589,213.66

PUR 10/23/08 60 EDP RENOVAVEIS SA 450,000.00 3,535.84 1,832,174.15 1,832,174.15 241405 10/28/08 EUR S25474 4.065 .776 2,360,757.11 2,360,757.11

PUR 10/23/08 60 EDP RENOVAVEIS SA 208,000.00 1,624.13 841,580.48 841,580.48 241405 10/28/08 EUR S25474 4.040 .776 1,084,376.78 1,084,376.78

PUR 10/24/08 60 EDP RENOVAVEIS SA 179,400.00 1,340.61 702,685.85 702,685.85 241405 10/29/08 EUR S25481 3.911 .785 895,080.78 895,080.78 ------11,900,000.00 88,654.19 43,841,685.65 43,841,685.65 59,191,403.70 59,191,403.70 21 TRANSACTIONS IN COUNTRY: PORTUGAL (3100)

PUR 10/17/08 60 MTR CORP 4,476.00 112,000.00 112,000.00 225598 10/17/08 HKD 25237 25.022 7.756 14,440.81 14,440.81 ------4,476.00 112,000.00 112,000.00 14,440.81 14,440.81 1 TRANSACTION IN COUNTRY: HONG KONG (4400)

------129,136,422.00 5174166.78 20633954203.98 20633954203.98 2,078,946,057.00 2,078,946,057.00 294 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)

------323,142,422.00 5174166.78 20825415301.43 20825415301.43 2.5259 2,318,260,554.21 2,318,260,554.21 300 "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: 27 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

FOREIGN GOVT OBLIG (ANN-P ( 610) ------

SALE 10/15/08 60 BELGIUM, KINGDOM OF 30,000,000.00 30,078,600.00 634,931.51 29,969,837.60 108,762.40 212170 10/20/08 EUR 3.750 3/28/09 B25437 100.262 .736 3.0808 40,855,783.78 862,427.92 34,687,311.84 6,168,471.94 ------30,000,000.00 30,078,600.00 634,931.51 29,969,837.60 108,762.40 40,855,783.78 862,427.92 34,687,311.84 6,168,471.94 1 TRANSACTION IN COUNTRY: BELGIUM ( 200)

SALE 10/15/08 60 NETHERLANDS GOVERNMENT 35,000,000.00 34,979,000.00 800,409.84 35,193,022.97 -214,022.98 230881 10/20/08 EUR 3.000 1/15/10 B25437 99.940 .736 47,512,000.59 1,087,197.26 43,199,433.21 4,312,567.38 ------35,000,000.00 34,979,000.00 800,409.84 35,193,022.97 -214,022.98 47,512,000.59 1,087,197.26 43,199,433.21 4,312,567.38 1 TRANSACTION IN COUNTRY: NETHERLANDS ( 600)

SALE 10/15/08 60 FINLAND GOVERNMENT 50,000,000.00 49,534,000.00 131,849.32 50,102,418.50 -568,418.50 230867 10/20/08 EUR 2.750 9/15/10 B25431 99.068 .736 3.2619 67,282,067.44 179,091.03 61,555,798.29 5,726,269.15 ------50,000,000.00 49,534,000.00 131,849.32 50,102,418.50 -568,418.50 67,282,067.44 179,091.03 61,555,798.29 5,726,269.15 1 TRANSACTION IN COUNTRY: FINLAND (1200)

SALE 10/15/08 60 DENMARK, KINGDOM OF 15,000,000.00 14,977,500.00 454,200.82 14,998,179.59 -20,679.59 224944 10/20/08 EUR 3.250 11/14/08 B25437 99.850 .736 5.3268 20,343,948.91 616,941.30 17,029,645.51 3,314,303.40 ------15,000,000.00 14,977,500.00 454,200.82 14,998,179.59 -20,679.59 20,343,948.91 616,941.30 17,029,645.51 3,314,303.40 1 TRANSACTION IN COUNTRY: DENMARK (1400)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 28 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/15/08 60 SPAIN, GOV'T OF 25,000,000.00 25,237,500.00 718,579.23 25,390,315.38 -152,815.38 230556 10/20/08 EUR 4.000 1/31/10 B25437 100.950 .736 34,280,114.21 976,046.68 32,698,556.86 1,581,557.35 ------25,000,000.00 25,237,500.00 718,579.23 25,390,315.38 -152,815.38 34,280,114.21 976,046.68 32,698,556.86 1,581,557.35 1 TRANSACTION IN COUNTRY: SPAIN (1500)

------155,000,000.00 154,806,600.00 2,739,970.72 155,653,774.04 -847,174.05 210,273,914.93 3,721,704.19 189,170,745.71 21,103,169.22 5 TRANSACTIONS IN CATEGORY: FOREIGN GOVT OBLIG (ANN-P ( 610)

JAPANESE GOVERNMENT T BIL ( 636) ------

SALE 10/22/08 60 JAPAN T BILL #437 20210000000.00 20115498040.00 20116381061.54 -883,021.54 241923 10/24/08 JPY 7/21/09 B25466 99.532 98.910 203,371,732.28 185,952,866.16 17,418,866.12

SALE 10/24/08 60 JAPAN FINANCE BILL #52 11360000000.00 11344255040.00 11345773725.64 -1,518,685.64 241921 10/29/08 JPY 1/14/09 B25477 99.861 93.140 121,797,885.33 104,878,662.65 16,919,222.68

SALE 10/24/08 60 JAPAN FINANCE BILL #53 7,680,000,000.00 7,674,654,720.00 7,675,122,768.54 -468,048.54 242777 10/29/08 JPY 12/08/08 B25477 99.930 93.140 82,399,127.34 71,033,065.88 11,366,061.46

SALE 10/24/08 60 JAPANESE T BILLS 435 23730000000.00 23647134840.00 23650972134.14 -3,837,294.14 241242 10/29/08 JPY 5/20/09 B25476 99.651 93.140 253,888,070.00 220,966,366.28 32,921,703.72 ------62980000000.00 62781542640.00 62788249689.86 -6,707,049.86 661,456,814.95 582,830,960.97 78,625,853.98 4 TRANSACTIONS IN COUNTRY: JAPAN ( 500)

------62980000000.00 62781542640.00 62788249689.86 -6,707,049.86 661,456,814.95 582,830,960.97 78,625,853.98 4 TRANSACTIONS IN CATEGORY: JAPANESE GOVERNMENT T BIL ( 636)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 29 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

FOREIGN STOCKS (2220) ------

SALE 9/29/08 60 PETRO-CANADA 60,000.00 2,897.71 2,042,160.00 1,287,576.76 754,583.24 230237 10/02/08 CAD S25341 34.086 1.035 1,972,529.70 1,019,165.47 953,364.23

SALE 9/29/08 60 SUN LIFE FINANCIAL INC 40,000.00 1,931.81 1,465,952.00 1,378,858.39 87,093.61 230247 10/02/08 CAD S25341 36.699 1.035 1,415,968.32 1,004,763.07 411,205.25

SALE 9/30/08 60 AGRIUM INC 20,000.00 940.82 1,211,000.00 734,735.46 476,264.55 230190 10/03/08 CAD S25347 60.600 1.063 1,139,335.78 684,682.36 454,653.42

SALE 9/30/08 60 SUN LIFE FINANCIAL INC 40,000.00 1,881.64 1,462,068.00 1,378,858.38 83,209.62 230247 10/03/08 CAD S25347 36.602 1.063 1,375,546.15 1,004,763.06 370,783.09

SALE 10/03/08 60 TALISMAN ENERGY INC 80,000.00 2,960.22 1,123,432.00 844,275.77 279,156.24 230249 10/08/08 CAD S25368 14.083 1.081 1,039,252.54 646,221.00 393,031.54

SALE 10/06/08 60 MAGNA INT CLASS A 10,000.00 451.55 449,085.00 976,585.85 - 527,500.85 230225 10/09/08 CAD S25378 44.959 1.107 405,567.60 720,216.10 - 314,648.50

SALE 10/06/08 60 SUN LIFE FINANCIAL INC 30,000.00 1,354.65 1,036,737.00 1,034,143.79 2,593.21 230247 10/09/08 CAD S25378 34.608 1.107 936,274.72 753,572.30 182,702.42

SALE 10/07/08 60 BROOKFIELD ASSET MANAG 5,000.00 226.53 119,750.00 102,078.08 17,671.92

file:///M|/OPI/Reports_to_the_Legislature/securities_748_global.htm[7/30/2010 2:45:49 PM] Global Report

231725 10/10/08 CAD S25388 24.000 1.104 108,508.52 85,931.54 22,576.98

SALE 10/07/08 60 IMPERIAL OIL LTD 17,200.00 779.27 666,742.52 442,902.99 223,839.53 230218 10/10/08 CAD S25388 38.814 1.104 604,152.34 346,952.32 257,200.02

SALE 10/07/08 60 PETRO-CANADA 40,000.00 1,812.25 1,220,000.00 858,384.51 361,615.49 230237 10/10/08 CAD S25388 30.550 1.104 1,105,473.00 679,443.65 426,029.35

SALE 10/08/08 60 BROOKFIELD ASSET MANAG 30,100.00 1,347.24 720,895.00 614,510.04 106,384.96 231725 10/14/08 CAD S25398 24.000 1.117 645,327.19 517,307.89 128,019.30

SALE 10/09/08 60 IMPERIAL OIL LTD 42,800.00 1,875.22 1,631,912.64 1,102,107.44 529,805.20 230218 10/15/08 CAD S25403 38.179 1.141 1,429,997.06 863,346.48 566,650.58 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 30 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/14/08 60 DOMTAR CORP 120,000.00 3,137.53 415,992.00 1,661,163.68 -1,245,171.68 236740 10/17/08 CAD S24526 3.497 1.147 362,551.86 1,137,374.72 - 774,822.86

SALE 10/14/08 60 SUNCOR ENERGY INC 40,000.00 1,743.07 1,362,000.00 688,110.57 673,889.43 230248 10/17/08 CAD S24526 34.100 1.147 1,187,031.55 511,424.28 675,607.27

SALE 10/16/08 60 ROGERS COMMUNICATIONS 40,000.00 1,682.79 1,278,000.00 682,970.19 595,029.81 230243 10/21/08 CAD S25447 32.000 1.188 1,075,305.01 509,460.28 565,844.73

SALE 10/16/08 60 ROYAL BANK OF CANADA 40,000.00 1,682.79 1,822,948.00 1,184,412.57 638,535.43 230244 10/21/08 CAD S25447 45.624 1.188 1,533,822.47 881,832.94 651,989.53

SALE 10/16/08 60 SUN LIFE FINANCIAL INC 30,000.00 1,262.10 924,195.00 1,034,143.79 -109,948.79 230247 10/21/08 CAD S25447 30.857 1.189 777,614.64 753,572.30 24,042.34

SALE 10/24/08 60 BANK OF NOVA SCOTIA 60,000.00 2,359.79 2,127,000.00 1,840,836.86 286,163.14 230194 10/29/08 CAD S25478 35.500 1.271 1,673,090.54 1,336,280.28 336,810.26

SALE 10/27/08 60 BANK OF NOVA SCOTIA 40,000.00 1,546.79 1,602,000.00 1,227,224.58 374,775.42 230194 10/30/08 CAD S25488 40.100 1.293 1,238,979.12 890,853.52 348,125.60 ------785,100.00 31,873.77 22,681,869.16 19,073,879.70 3,607,989.48 20,026,328.11 14,347,163.56 5,679,164.55 19 TRANSACTIONS IN COUNTRY: CANADA ( 300)

SALE 10/03/08 60 ACCOR EUR 3.00 250,000.00 18,189.31 8,768,202.94 8,300,008.81 468,194.13 227966 10/08/08 EUR S25363 35.126 .724 12,108,018.10 10,298,353.79 1,809,664.31

SALE 10/03/08 60 L'OREAL 250,000.00 35,035.04 16,888,728.85 18,978,450.29 -2,089,721.44 217580 10/08/08 EUR S25363 67.656 .724 23,321,658.50 24,164,547.76 -842,889.26

SALE 10/03/08 60 PPR (PINAULT PRINTEMPS 97,500.00 12,240.46 5,900,542.64 8,532,512.27 -2,631,969.63 230931 10/08/08 EUR S25363 60.609 .724 8,148,063.81 10,966,816.86 -2,818,753.05

SALE 10/06/08 60 PPR (PINAULT PRINTEMPS 53,000.00 5,903.70 2,910,818.01 4,638,186.16 -1,727,368.15 230931 10/09/08 EUR S25377 55.004 .741 3,929,894.73 5,961,449.17 -2,031,554.44 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 31 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/07/08 60 PPR (PINAULT PRINTEMPS 2,000.00 225.14 109,878.33 175,025.89 -65,147.56 230931 10/10/08 EUR S25384 55.022 .733 149,862.97 224,960.34 - 75,097.37

SALE 10/08/08 60 ACCOR EUR 3.00 250,000.00 16,322.26 7,961,589.67 8,300,008.81 -338,419.14 227966 10/13/08 EUR S25393 31.894 .733 10,865,178.16 10,298,353.79 566,824.37

SALE 10/27/08 60 L'OREAL 450,000.00 48,583.40 25,974,085.34 34,161,210.52 -8,187,125.18 217580 10/30/08 EUR S25485 57.807 .803 32,340,347.41 43,496,185.97 -11,155,838.56

SALE 10/27/08 60 L'OREAL 50,000.00 5,396.58 2,885,165.75 3,795,690.06 -910,524.31 217580 10/30/08 EUR S25485 57.790 .803 3,592,321.40 4,832,909.55 -1,240,588.15 ------1,402,500.00 141,895.89 71,399,011.53 86,881,092.81 -15,482,081.28

file:///M|/OPI/Reports_to_the_Legislature/securities_748_global.htm[7/30/2010 2:45:49 PM] Global Report

94,455,345.08 110,243,577.23 - 15,788,232.15 8 TRANSACTIONS IN COUNTRY: FRANCE ( 400)

SALE 9/30/08 60 HITACHI CONST MACH Y50 150,000.00 4,152.81 366,910,604.00 508,234,331.25 -141323727.25 235074 10/03/08 JPY S25343 2449.01 106.150 3,456,529.48 4,419,420.11 -962,890.63

SALE 9/30/08 60 KOMATSU Y50 300,000.00 5,611.63 495,800,615.00 799,887,375.70 -304086760.70 231469 10/03/08 JPY S25343 1654.65 106.150 4,670,754.73 7,118,522.54 -2,447,767.81

SALE 9/30/08 60 MITSUBISHI HEAVY INDUS 3,000,000.00 15,203.221,343,238,478.00 1,745,558,636.40 -402320158.40 241385 10/03/08 JPY S25343 448.284 106.150 12,654,154.29 16,288,980.34 -3,634,826.05

SALE 10/06/08 60 HITACHI CONST MACH Y50 100,000.00 1,074.25 180,976,050.00 338,822,887.50 -157846837.50 235074 10/09/08 JPY S25372 1810.84 101.140 1,789,361.78 2,946,280.07 -1,156,918.29

SALE 10/06/08 60 HONDA MOTOR CO LTD 300,000.00 9,746.17 820,454,892.00 998,746,964.81 -178292072.81 9605 10/09/08 JPY S25372 2738.13 101.140 8,112,071.31 9,002,362.24 -890,290.93

SALE 10/06/08 60 JFE HOLDINGS INC 100,000.00 1,561.79 263,108,041.00 535,241,623.29 -272133582.29 223579 10/09/08 JPY S25372 2632.66 101.140 2,601,424.17 4,723,472.47 -2,122,048.30

SALE 10/06/08 60 KOMATSU Y50 200,000.00 1,502.44 253,111,143.00 533,258,250.47 -280147107.47 231469 10/09/08 JPY S25372 1266.31 101.140 2,502,582.00 4,745,681.69 -2,243,099.69 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: 32 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/06/08 60 MITSUBISHI ELECTRIC CO 600,000.00 3,503.42 353,981,663.00 606,996,391.23 -253014728.23 221125 10/09/08 JPY S25372 590.560 101.140 3,499,917.57 5,341,593.22 -1,841,675.65

SALE 10/06/08 60 NIPPON STEEL CORP NPV 1,000,000.00 1,887.00 317,894,149.00 468,525,840.48 -150631691.48 227689 10/09/08 JPY S25372 318.085 101.140 3,143,110.04 4,347,310.26 -1,204,200.22

SALE 10/06/08 60 SUMITOMO METAL IND JPY 1,000,000.00 3,248.12 273,434,485.00 488,190,710.83 -214756225.83 231548 10/09/08 JPY S25372 273.763 101.140 2,703,524.67 4,355,220.39 -1,651,695.72

SALE 10/06/08 60 TOSHIBA CORPORATION 550,000.00 2,217.72 224,076,480.00 498,133,365.25 -274056885.25 220991 10/09/08 JPY S25372 407.820 101.140 2,215,508.01 4,377,551.91 -2,162,043.90

SALE 10/06/08 60 TOYOTA MOTOR CORP 400,000.00 18,744.511,577,954,180.00 2,058,507,679.33 -480553499.33 220989 10/09/08 JPY S25372 3949.62 101.140 15,601,682.62 17,534,030.67 -1,932,348.05

SALE 10/07/08 60 HONDA MOTOR CO LTD 300,000.00 9,053.29 772,524,867.00 998,746,964.81 -226222097.81 9605 10/10/08 JPY S25379 2578.17 102.520 7,535,357.66 9,002,362.24 -1,467,004.58

SALE 10/07/08 60 KOMATSU Y50 500,000.00 2,996.81 614,157,967.00 1,333,145,626.17 -718987659.17 231469 10/10/08 JPY S25379 1228.93 102.520 5,990,616.14 11,864,204.23 -5,873,588.09

SALE 10/07/08 60 MAZDA MOTOR CORP 2,300,000.00 7,085.21 725,649,734.00 1,469,613,046.31 -743963312.31 238454 10/10/08 JPY S25379 315.816 102.520 7,078,128.50 12,635,123.52 -5,556,995.02

SALE 10/07/08 60 MITSUBISHI CORP 300,000.00 6,224.27 531,121,998.00 792,663,107.84 -261541109.84 230635 10/10/08 JPY S25379 1772.53 102.520 5,180,667.17 6,978,189.05 -1,797,521.88

SALE 10/07/08 60 MITSUBISHI ELECTRIC CO 700,000.00 4,653.43 397,081,910.00 708,162,456.43 -311080546.43 221125 10/10/08 JPY S25379 567.941 102.520 3,873,214.10 6,231,858.75 -2,358,644.65

SALE 10/07/08 60 MITSUI & CO LTD 500,000.00 6,377.20 544,172,409.00 874,946,732.78 -330774323.78 221510 10/10/08 JPY S25379 1089.65 102.520 5,307,963.41 7,483,510.92 -2,175,547.51

SALE 10/07/08 60 NIPPON STEEL CORP NPV 1,000,000.00 3,681.37 314,135,086.00 468,525,840.48 -154390754.48 227689 10/10/08 JPY S25379 314.513 102.520 3,064,134.67 4,347,310.26 -1,283,175.59

SALE 10/07/08 60 SUMITOMO METAL IND JPY 1,000,000.00 3,142.80 268,177,800.00 488,190,710.83 -220012910.83 231548 10/10/08 JPY S25379 268.500 102.520 2,615,858.37 4,355,220.39 -1,739,362.02 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 33 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/07/08 60 SUZUKI MOTOR CORP NPV 500,000.00 9,695.45 827,321,322.00 1,504,433,970.39 -677112648.39 235934 10/10/08 JPY S25379 1656.63 102.520 8,069,852.93 13,323,768.13 -5,253,915.20

SALE 10/07/08 60 TOSHIBA CORPORATION 1,000,000.00 3,753.22 384,395,220.00 905,697,027.72 -521301807.72 220991 10/10/08 JPY S25379 384.780 102.520 3,749,465.67 7,959,185.28 -4,209,719.61

SALE 10/07/08 60 TOYOTA MOTOR CORP 300,000.00 5,411.581,109,034,415.00 1,543,880,759.50 -434846344.50 220989 10/10/08 JPY S25379 3698.63 102.520 10,817,737.17 13,150,523.01 -2,332,785.84

SALE 10/08/08 60 HONDA MOTOR CO LTD 44,500.00 1,314.35 109,376,091.00 148,147,466.45 -38,771,375.45 9605 10/14/08 JPY S25397 2460.84 99.980 1,093,979.71 1,335,350.40 -241,370.69

file:///M|/OPI/Reports_to_the_Legislature/securities_748_global.htm[7/30/2010 2:45:49 PM] Global Report

SALE 10/08/08 60 TOYOTA MOTOR CORP 33,400.00 1,416.30 117,860,398.00 171,885,391.22 -54,024,993.22 220989 10/14/08 JPY S25397 3532.99 99.980 1,178,839.75 1,464,091.56 -285,251.81

SALE 10/09/08 60 HONDA MOTOR CO LTD 155,500.00 4,347.42 364,202,934.00 517,683,843.43 -153480909.43 9605 10/15/08 JPY S25399 2344.95 100.650 3,618,509.03 4,666,224.43 -1,047,715.40

SALE 10/09/08 60 TOYOTA MOTOR CORP 166,600.00 6,748.82 565,378,733.00 857,368,448.44 -291989715.44 220989 10/15/08 JPY S25399 3397.70 100.650 5,617,275.04 7,302,923.78 -1,685,648.74

SALE 10/10/08 60 HONDA MOTOR CO LTD 200,000.00 5,044.56 418,783,856.00 665,831,309.87 -247047453.87 9605 10/16/08 JPY S25405 2096.43 99.740 4,198,755.32 6,001,574.83 -1,802,819.51

SALE 10/10/08 60 TOYOTA MOTOR CORP 100,000.00 3,820.77 317,188,916.00 514,626,919.83 -197438003.83 220989 10/16/08 JPY S25405 3175.70 99.740 3,180,157.57 4,383,507.67 -1,203,350.10

SALE 10/15/08 60 HONDA MOTOR CO LTD 200,000.00 4,642.68 469,926,084.00 665,831,309.87 -195905225.87 9605 10/20/08 JPY S25429 2351.98 101.320 4,638,038.73 6,001,574.83 -1,363,536.10

SALE 10/15/08 60 TOYOTA MOTOR CORP 200,000.00 7,072.95 715,915,049.00 1,029,253,839.67 -313338790.67 220989 10/20/08 JPY S25429 3583.15 101.320 7,065,880.86 8,767,015.34 -1,701,134.48

SALE 10/16/08 60 HONDA MOTOR CO LTD 200,000.00 2,558.48 427,819,654.00 665,831,309.87 -238011655.87 9605 10/21/08 JPY S25441 2140.38 100.390 4,261,576.39 6,001,574.83 -1,739,998.44

SALE 10/16/08 60 MITSUI OSK LINES LTD 1,000,000.00 5,434.99 545,073,381.00 1,314,364,962.11 -769291581.11 235264 10/21/08 JPY S25441 545.619 100.390 5,429,558.53 12,132,436.44 -6,702,877.91 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 34 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/16/08 60 TOYOTA MOTOR CORP 200,000.00 6,738.98 675,849,554.00 1,029,253,839.67 -353404285.67 220989 10/21/08 JPY S25441 3382.63 100.390 6,732,239.80 8,767,015.34 -2,034,775.54

SALE 10/17/08 60 HONDA MOTOR CO LTD 100,000.00 2,187.24 221,499,628.00 332,915,654.94 -111416026.94 9605 10/22/08 JPY S25449 2217.21 101.370 2,185,060.95 3,000,787.41 -815,726.46

SALE 10/17/08 60 MITSUI OSK LINES LTD 1,000,000.00 6,143.78 518,373,205.00 1,314,364,962.11 -795991757.11 235264 10/22/08 JPY S25449 518.996 101.370 5,113,674.71 12,132,436.44 -7,018,761.73

SALE 10/17/08 60 TOYOTA MOTOR CORP 100,000.00 3,366.15 340,886,473.00 514,626,919.83 -173740446.83 220989 10/22/08 JPY S25449 3412.27 101.370 3,362,794.45 4,383,507.67 -1,020,713.22

SALE 10/20/08 60 HITACHI CONST MACH Y50 500,000.00 6,213.50 630,412,457.00 1,694,114,437.49 -1063701980.49 235074 10/23/08 JPY S25455 1262.08 101.560 6,207,290.83 14,731,400.37 -8,524,109.54

SALE 10/20/08 60 HONDA MOTOR CO LTD 100,000.00 2,225.71 225,817,786.00 332,915,654.94 -107097868.94 9605 10/23/08 JPY S25455 2260.43 101.560 2,223,491.39 3,000,787.41 -777,296.02

SALE 10/20/08 60 MITSUI OSK LINES LTD 1,000,000.00 5,035.33 510,876,612.00 1,314,364,962.11 -803488350.11 235264 10/23/08 JPY S25455 511.388 101.560 5,030,293.54 12,132,436.44 -7,102,142.90

SALE 10/20/08 60 TOYOTA MOTOR CORP 100,000.00 3,503.62 355,473,132.00 514,626,919.83 -159153787.83 220989 10/23/08 JPY S25455 3558.29 101.560 3,500,129.30 4,383,507.67 -883,378.37

SALE 10/22/08 60 HONDA MOTOR CO LTD 100,000.00 1,172.35 231,797,543.00 332,915,654.94 -101118111.94 9605 10/27/08 JPY S25467 2319.13 98.910 2,343,519.80 3,000,787.41 -657,267.61

SALE 10/22/08 60 TOYOTA MOTOR CORP 100,000.00 1,859.18 367,597,459.00 514,626,919.83 -147029460.83 220989 10/27/08 JPY S25467 3677.81 98.910 3,716,484.27 4,383,507.67 -667,023.40

SALE 10/23/08 60 HONDA MOTOR CO LTD 100,000.00 1,064.92 207,639,688.00 332,915,654.93 -125275966.93 9605 10/28/08 JPY S25471 2077.43 97.540 2,128,764.49 3,000,787.41 -872,022.92

SALE 10/23/08 60 TOYOTA MOTOR CORP 100,000.00 1,714.55 334,307,453.00 514,626,919.84 -180319466.84 220989 10/28/08 JPY S25471 3344.74 97.540 3,427,388.28 4,383,507.67 -956,119.39

SALE 10/27/08 60 CANON INC. 150,000.00 4,993.11 387,664,868.00 795,289,167.91 -407624299.91 14464 10/30/08 JPY S25484 2587.53 93.280 4,155,926.97 6,863,058.95 -2,707,131.98 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 35 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/27/08 60 HITACHI LTD 700,000.00 3,815.60 296,243,951.00 543,030,255.78 -246786304.78 241346 10/30/08 JPY S25484 423.714 93.280 3,175,857.11 5,098,450.78 -1,922,593.67

SALE 10/27/08 60 HONDA MOTOR CO LTD 100,000.00 2,470.68 191,823,875.00 332,915,654.94 -141091779.94 9605 10/30/08 JPY S25484 1920.54 93.280 2,056,430.91 3,000,787.41 -944,356.50

SALE 10/27/08 60 NIKON CORP 150,000.00 2,569.68 199,510,590.00 459,950,453.05 -260439863.05 233716 10/30/08 JPY S25484 1331.66 93.280 2,138,835.66 4,093,810.33 -1,954,974.67

SALE 10/27/08 60 TOKAI CARBON CO LTD 1,000,000.00 4,574.42 355,157,998.00 1,119,917,165.00 -764759167.00

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242522 10/30/08 JPY S25484 355.585 93.280 3,807,439.94 10,195,182.56 -6,387,742.62

SALE 10/27/08 60 TOYOTA MOTOR CORP 100,000.00 3,915.39 303,991,982.00 514,626,919.83 -210634937.83 220989 10/30/08 JPY S25484 3043.57 93.280 3,258,919.19 4,383,507.67 -1,124,588.48 ------24,100,000.00 236,493.22 23365162858.00 39726933217.53 -16361770359.5 231,080,728.98 351,523,222.41 - 120442493.43 51 TRANSACTIONS IN COUNTRY: JAPAN ( 500)

SALE 9/26/08 60 ING GROEP N.V. 1,000,000.00 39,199.50 17,862,665.75 28,271,551.56 -10,408,885.81 224959 10/01/08 EUR S25327 17.890 .685 26,093,797.66 36,872,876.85 -10,779,079.19

SALE 10/20/08 60 TNT NV EUR 0.48 600,000.00 18,863.12 9,434,626.80 17,004,313.54 -7,569,686.74 233348 10/23/08 EUR S25458 15.748 .751 12,556,549.03 20,453,118.23 -7,896,569.20 ------1,600,000.00 58,062.62 27,297,292.55 45,275,865.10 -17,978,572.55 38,650,346.69 57,325,995.08 - 18,675,648.39 2 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)

SALE 9/25/08 60 TELENOR ASA NOK 6.0 1,168,000.00 22,949.00 86,096,159.35 126,773,352.22 -40,677,192.87 237872 10/01/08 NOK S25319 73.823 5.636 15,276,381.65 23,651,936.57 -8,375,554.92

SALE 10/17/08 60 TELENOR ASA NOK 6.0 1,500,000.00 18,765.02 81,506,656.35 162,808,243.44 -81,301,587.09 237872 10/22/08 NOK S25451 54.419 6.525 12,491,250.15 30,374,918.54 -17,883,668.39 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 36 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/27/08 60 TELENOR ASA NOK 6.0 972,600.00 9,525.53 44,586,156.16 105,564,865.05 -60,978,708.89 237872 10/30/08 NOK S25489 45.911 7.032 6,340,826.58 19,695,097.18 -13,354,270.60 ------3,640,600.00 51,239.55 212,188,971.86 395,146,460.71 -182957488.85 34,108,458.38 73,721,952.29 - 39,613,493.91 3 TRANSACTIONS IN COUNTRY: NORWAY ( 700)

SALE 9/26/08 60 SAS AB 4,500.00 56.03 247,128.75 246,501.27 627.48 239815 10/01/08 SEK S25329 55.000 6.626 37,295.13 39,663.23 - 2,368.10

SALE 9/26/08 60 TELIASONERA AB SEK 3.2 2,000,000.00 18,854.41 83,165,065.00 99,153,583.40 -15,988,518.40 237487 10/01/08 SEK S25329 41.645 6.626 12,550,754.57 15,601,544.30 -3,050,789.73

SALE 10/17/08 60 TELIASONERA AB SEK 3.2 2,000,000.00 5,595.11 69,114,106.64 99,153,583.40 -30,039,476.76 237487 10/22/08 SEK S25450 34.578 7.416 9,319,593.67 15,601,544.30 -6,281,950.63 ------4,004,500.00 24,505.55 152,526,300.39 198,553,668.07 -46,027,367.68 21,907,643.37 31,242,751.83 - 9,335,108.46 3 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)

SALE 9/29/08 60 JULIUS BAER HOLDING AG 2,001.00 161.23 117,282.11 119,614.07 -2,331.96 237098 10/02/08 CHF S25339 58.700 1.093 107,322.58 90,518.54 16,804.04

SALE 10/03/08 60 LOGITECH INTERNATIONAL 381,093.00 12,213.69 9,205,877.17 8,491,665.77 714,211.40 234640 10/08/08 CHF S25367 24.193 1.132 8,130,245.67 6,637,996.40 1,492,249.27

SALE 10/06/08 60 LOGITECH INTERNATIONAL 61,145.00 1,842.18 1,405,068.03 1,362,457.20 42,610.83 234640 10/09/08 CHF S25371 23.014 1.146 1,226,276.86 1,065,042.62 161,234.24

SALE 10/07/08 60 LOGITECH INTERNATIONAL 332,762.00 9,804.65 7,447,539.04 7,414,735.21 32,803.83 234640 10/10/08 CHF S25383 22.415 1.141 6,526,631.36 5,796,152.01 730,479.35

SALE 10/08/08 60 LOGITECH INTERNATIONAL 225,000.00 6,367.53 4,797,308.23 5,013,539.47 -216,231.24 234640 10/13/08 CHF S25396 21.353 1.132 4,238,653.68 3,919,119.98 319,533.70 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 37 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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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-

SALE 10/13/08 60 THE SWATCH GROUP AG-RE 11,687.00 546.71 411,637.04 802,470.79 - 390,833.75 238162 10/16/08 CHF S25418 35.275 1.131 363,926.30 662,886.17 - 298,959.87

SALE 10/14/08 60 THE SWATCH GROUP AG-RE 57,492.00 2,805.94 2,121,475.86 3,947,604.24 -1,826,128.38 238162 10/17/08 CHF S25425 36.956 1.136 1,867,825.20 3,260,943.94 -1,393,118.74

SALE 10/15/08 60 THE SWATCH GROUP AG-RE 15,790.00 732.89 553,036.61 1,084,197.29 -531,160.68 238162 10/20/08 CHF S25433 35.077 1.134 487,858.69 895,608.16 - 407,749.47

SALE 10/16/08 60 THE SWATCH GROUP AG-RE 14,250.00 605.33 455,529.43 978,455.44 - 522,926.01 238162 10/21/08 CHF S25444 32.015 1.130 402,945.10 808,259.43 - 405,314.33

SALE 10/17/08 60 THE SWATCH GROUP AG-RE 183,472.00 7,770.82 5,862,828.62 12,597,837.00 -6,735,008.38 238162 10/22/08 CHF S25454 32.003 1.133 5,172,779.80 10,406,524.51 -5,233,744.71

SALE 10/20/08 60 KUEHNE & NAGEL INTL AG 142,000.00 12,568.42 8,818,231.95 10,874,996.19 -2,056,764.24 234060 10/23/08 CHF S25457 62.202 1.151 7,661,365.73 8,297,260.35 -635,894.62

SALE 10/20/08 60 KUEHNE & NAGEL INTL AG 85,000.00 6,822.53 5,227,297.27 6,509,680.81 -1,282,383.54 234060 10/23/08 CHF S25457 61.590 1.151 4,541,526.73 4,966,669.92 -425,143.19

SALE 10/21/08 60 KUEHNE & NAGEL INTL AG 72,000.00 6,598.89 4,647,391.70 5,514,082.57 -866,690.87 234060 10/24/08 CHF S25463 64.653 1.154 4,026,155.85 4,207,061.58 -180,905.73 ------1,583,692.00 68,840.81 51,070,503.06 64,711,336.05 -13,640,832.99 44,753,513.55 51,014,043.61 - 6,260,530.06 13 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)

SALE 9/26/08 60 SEVERN TRENT PLC 190,988.00 5,635.29 2,543,615.18 2,573,364.01 -29,748.83 237969 10/01/08 UKP S25331 13.334 .542 4,688,899.01 5,114,627.91 -425,728.90

SALE 9/29/08 60 PEARSON PLC 45,000.00 722.50 265,109.74 355,272.44 - 90,162.70 17114 10/02/08 UKP S25336 5.900 .553 479,742.86 587,372.78 - 107,629.92

SALE 9/29/08 60 SEVERN TRENT PLC 559,012.00 16,245.46 7,471,329.91 7,532,103.38 -60,773.47 237969 10/02/08 UKP S25336 13.381 .553 13,520,126.22 14,970,251.40 -1,450,125.18 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 38 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/30/08 60 PEARSON PLC 955,000.00 15,177.49 5,666,669.23 7,539,670.64 -1,873,001.41 17114 10/03/08 UKP S25344 5.943 .561 10,101,969.05 12,465,355.69 -2,363,386.64

SALE 10/01/08 60 SEVERN TRENT PLC 260,000.00 9,362.97 3,519,194.28 3,503,228.70 15,965.58 237969 10/06/08 UKP S25350 13.556 .565 6,231,441.78 6,962,758.17 -731,316.39

SALE 10/02/08 60 SEVERN TRENT PLC 240,000.00 8,618.55 3,262,002.64 3,233,749.56 28,253.08 237969 10/07/08 UKP S25358 13.612 .569 5,735,903.60 6,427,161.37 -691,257.77

SALE 10/03/08 60 DIAGEO PLC GBP 0.28935 1,500,000.00 37,268.34 13,975,054.92 14,493,450.60 -518,395.68 235008 10/08/08 UKP S25362 9.331 .563 24,807,099.90 27,548,995.28 -2,741,895.38

SALE 10/06/08 60 EASYJET PLC 0.25P 708,380.00 4,691.58 2,250,510.24 2,620,088.84 -369,578.60 232576 10/09/08 UKP S25370 3.181 .577 3,903,510.18 4,759,894.87 -856,384.69

SALE 10/07/08 60 DIAGEO PLC GBP 0.28935 250,000.00 4,705.56 2,224,126.84 2,415,575.10 -191,448.26 235008 10/10/08 UKP S25386 8.907 .568 3,915,130.38 4,591,499.21 -676,368.83

SALE 10/07/08 60 DIAGEO PLC GBP 0.28935 1,250,000.00 15,603.47 11,070,010.90 12,077,875.50 -1,007,864.60 235008 10/10/08 UKP S25386 8.863 .568 19,486,539.69 22,957,496.06 -3,470,956.37

SALE 10/07/08 60 EASYJET PLC 0.25P 1,291,620.00 8,059.71 3,810,091.91 4,777,321.69 -967,229.78 232576 10/10/08 UKP S25386 2.953 .568 6,706,904.62 8,678,922.89 -1,972,018.27

SALE 10/13/08 60 RECKITT BENCKISER GROU 365,993.00 19,056.05 9,104,738.04 4,419,661.64 4,685,076.40 238616 10/16/08 UKP S25415 24.907 .574 15,859,536.79 7,401,085.82 8,458,450.97

SALE 10/14/08 60 RECKITT BENCKISER GROU 134,007.00 7,273.06 3,449,897.98 1,618,242.97 1,831,655.01 238616 10/17/08 UKP S25423 25.775 .570 6,052,155.30 2,709,880.54 3,342,274.76

SALE 10/16/08 60 HSBC HLDGS 1,000,000.00 15,997.70 7,726,316.28 8,267,084.26 -540,767.98 222843 10/17/08 UKP S25446 7.736 .580 13,313,981.14 15,956,568.32 -2,642,587.18 ------8,750,000.00 168,417.73 76,338,668.09 75,426,689.33 911,978.76 134,802,940.52 141,131,870.31 - 6,328,929.79 14 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)

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

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 39 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/23/08 60 GEA GROUP AG NPV RFD 20,728.00 440.68 227,665.99 266,692.21 - 39,026.22 233091 10/27/08 EUR S25475 11.000 .776 293,347.72 322,747.79 - 29,400.07

SALE 10/23/08 60 LINDE AG AKT. 84,500.00 9,977.80 5,154,741.52 5,492,615.64 -337,874.12 234672 10/27/08 EUR S25475 61.095 .776 6,641,886.46 6,980,626.11 -338,739.65

SALE 10/29/08 60 LINDE AG AKT. 100,000.00 11,375.01 5,891,199.92 6,500,136.86 -608,936.94 234672 10/31/08 EUR S25498 59.001 .778 7,571,963.91 8,261,096.00 -689,132.09 ------205,228.00 21,793.49 11,273,607.43 12,259,444.71 - 985,837.28 14,507,198.09 15,564,469.90 - 1,057,271.81 3 TRANSACTIONS IN COUNTRY: GERMANY (1100)

SALE 10/27/08 60 GAS NATURALSDG-E EUR 1 200,000.00 7,750.15 4,143,455.48 4,925,700.28 -782,244.80 233181 10/30/08 EUR S25485 20.748 .803 5,159,018.61 5,906,664.88 -747,646.27

SALE 10/27/08 60 TELEFONICA SA EUR 1.0 3,000,000.00 23,324.34 37,447,067.10 50,926,584.31 -13,479,517.21 231315 10/30/08 EUR S25485 12.489 .803 46,625,363.07 68,707,167.49 -22,081,804.42

SALE 10/28/08 60 GAS NATURALSDG-E EUR 1 300,000.00 11,750.22 6,268,922.49 7,388,550.43 -1,119,627.94 233181 10/31/08 EUR S25494 20.928 .801 7,821,731.77 8,859,997.34 -1,038,265.57 ------3,500,000.00 42,824.71 47,859,445.07 63,240,835.02 -15,381,389.95 59,606,113.45 83,473,829.71 - 23,867,716.26 3 TRANSACTIONS IN COUNTRY: SPAIN (1500)

SALE 10/03/08 60 FIAT SPA EUR 5.0 1,500,000.00 26,531.52 12,789,586.80 20,786,251.06 -7,996,664.26 234803 10/08/08 EUR S25363 8.539 .724 17,661,150.13 28,507,289.77 -10,846,139.64 ------1,500,000.00 26,531.52 12,789,586.80 20,786,251.06 -7,996,664.26 17,661,150.13 28,507,289.77 - 10,846,139.64 1 TRANSACTION IN COUNTRY: ITALY (1700)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 40 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/29/08 60 MACQUARIE INFRASTRUCTU 1,250,257.00 4,718.08 2,889,804.02 3,701,584.14 -811,780.12 226363 10/02/08 AUD S25332 2.316 1.227 2,354,322.73 2,769,699.90 -415,377.17

SALE 9/30/08 60 MACQUARIE INFRASTRUCTU 2,949,743.00 10,715.11 6,776,727.77 8,733,181.97 -1,956,454.20 226363 10/03/08 AUD S25342 2.302 1.267 5,346,838.73 6,534,578.79 -1,187,740.06

SALE 10/01/08 60 MACQUARIE INFRASTRUCTU 800,000.00 3,038.31 1,917,437.44 2,368,526.88 -451,089.44 226363 10/07/08 AUD S25348 2.402 1.265 1,516,117.98 1,772,243.56 -256,125.58 ------5,000,000.00 18,471.50 11,583,969.23 14,803,292.99 -3,219,323.76 9,217,279.44 11,076,522.25 - 1,859,242.81 3 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)

SALE 10/17/08 60 COSCO CORPORATION(SING 403,000.00 633.65 322,268.70 779,306.75 -457,038.05 234683 10/22/08 SGD S25448 .802 1.479 217,866.89 501,120.54 - 283,253.65

SALE 10/17/08 60 SINGAPORE EXCHANGE LTD 500,000.00 5,191.89 2,741,770.16 1,851,399.15 890,371.01 229999 10/22/08 SGD S25448 5.499 1.479 1,853,549.32 1,250,392.28 603,157.04

SALE 10/20/08 60 COSCO CORPORATION(SING 197,000.00 309.82 157,496.53 380,951.44 -223,454.91 234683 10/23/08 SGD S25456 .802 1.478 106,524.54 244,964.63 - 138,440.09 ------1,100,000.00 6,135.36 3,221,535.39 3,011,657.34 209,878.05 2,177,940.75 1,996,477.45

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181,463.30 3 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)

SALE 9/29/08 60 BANK OF EAST ASIA 216,200.00 2,201.70 5,517,639.01 5,019,395.74 498,243.27 218706 10/02/08 HKD S25333 25.600 7.768 710,312.83 644,616.46 65,696.37

SALE 9/29/08 60 HUTCHISON CHINA MEDITE 56.00 .18 65.14 160.53 - 95.39 234324 10/02/08 UKP S25336 1.165 .553 117.88 286.13 - 168.25

SALE 10/08/08 60 BANK OF EAST ASIA 383,800.00 3,164.25 7,931,244.90 8,910,472.17 -979,227.27 218706 10/10/08 HKD S25390 20.729 7.769 1,020,857.35 1,144,328.39 -123,471.04 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 41 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/08/08 60 HANG SENG BANK 50,000.00 2,326.69 5,831,923.50 4,314,257.63 1,517,665.87 218705 10/10/08 HKD S25390 117.000 7.769 750,646.59 553,661.84 196,984.75 ------650,056.00 7,692.82 19,280,872.55 18,244,286.07 1,036,586.48 2,481,934.65 2,342,892.82 139,041.83 4 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

------57,821,676.00 904,778.54 24084674491.11 40744347976.49 -16659673485.3 725,436,921.19 973,512,058.22 - 248075137.03 130 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)

------63192821676.00 904,778.54 87021023731.11 2,739,970.72 103688251440.39 -16667227709.2 1,597,167,651.07 3,721,704.19 1,745,513,764.90 -148346113.83 139 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)

------63515964098.00 6078945.32 107846439032.54 2,739,970.72 124513666741.82 -16667227709.2 2.5259 3,915,428,205.28 3,721,704.19 4,063,774,319.11 -148346113.83 439 TRANSACTIONS WITHIN FUND: COMMON PENSION FD D (5144)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 42 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** COMMON PENSION FD E ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

HEDGE FUNDS ( 300) ------

PUR 10/02/08 60 PIMCO DISTRESSED MORTG 22,600,000.00 22,600,000.00 22,600,000.00 238845 10/02/08 USD 61600 1.000 1.000 22,600,000.00 22,600,000.00

PUR 10/02/08 60 RC WOODLEY PARK LP 15,000,000.00 15,000,000.00 15,000,000.00 235102 10/02/08 USD 61611 1.000 1.000 15,000,000.00 15,000,000.00

PUR 10/16/08 60 BLACKROCK CREDIT CO-IN 49,500,000.00 49,500,000.00 49,500,000.00 243600 10/16/08 USD 61703 1.000 1.000 49,500,000.00 49,500,000.00

PUR 10/20/08 60 CANYON SPECIAL OPPOR.F 49,500,000.00 49,500,000.00 49,500,000.00 238277 10/20/08 USD 61670 1.000 1.000 49,500,000.00 49,500,000.00

PUR 10/22/08 60 GOLDEN TREE CREDIT OPP 49,500,000.00 49,500,000.00 49,500,000.00 238256 10/22/08 USD 61686 1.000 1.000 49,500,000.00 49,500,000.00

PUR 10/30/08 60 BLACKROCK CREDIT CO-IN 94,500,000.00 94,500,000.00 94,500,000.00 243600 10/30/08 USD 61703 1.000 1.000 94,500,000.00 94,500,000.00 ------280,600,000.00 280,600,000.00 280,600,000.00 280,600,000.00 280,600,000.00 6 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)

PUR 10/10/08 60 KNIGHT VINKE INST PART 3,412,862.39 3,412,862.39 3,412,862.39

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241488 10/10/08 EUR 61631 1.000 .740 4,610,094.79 4,610,094.79 ------3,412,862.39 3,412,862.39 3,412,862.39 4,610,094.79 4,610,094.79 1 TRANSACTION IN COUNTRY: EUROPE (EURO) ( 750)

------284,012,862.39 284,012,862.39 284,012,862.39 285,210,094.79 285,210,094.79 7 TRANSACTIONS IN CATEGORY: HEDGE FUNDS ( 300)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 43 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 ------

EXCHANGE TRADED SECURITY (1500) ------

PUR 9/26/08 60 SPIDER GOLD TRUST 100,000.00 700.00 8,829,570.00 8,829,570.00 242510 10/01/08 USD S25335 88.289 1.000 8,829,570.00 8,829,570.00

PUR 10/02/08 60 SPIDER GOLD TRUST 60,000.00 420.00 4,979,574.00 4,979,574.00 242510 10/07/08 USD S25359 82.986 1.000 4,979,574.00 4,979,574.00

PUR 10/10/08 60 SPIDER GOLD TRUST 60,000.00 420.00 4,931,442.00 4,931,442.00 242510 10/16/08 USD 25412 82.184 1.000 4,931,442.00 4,931,442.00 ------220,000.00 1,540.00 18,740,586.00 18,740,586.00 18,740,586.00 18,740,586.00 3 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)

------220,000.00 1,540.00 18,740,586.00 18,740,586.00 18,740,586.00 18,740,586.00 3 TRANSACTIONS IN CATEGORY: EXCHANGE TRADED SECURITY (1500)

PRIVATE EQUITY (3000) ------

PUR 10/01/08 60 FAIRVIEW CAPSTONE PART 2,800,000.00 2,800,000.00 2,800,000.00 243120 10/01/08 USD 61610 1.000 1.000 2,800,000.00 2,800,000.00

PUR 10/02/08 60 BDCM OPPORTUNITY FUND 189,510.85 189,510.85 189,510.85 233806 10/02/08 USD 61588 1.000 1.000 189,510.85 189,510.85

PUR 10/03/08 60 LEXINGTON CAPITAL PART 2,671,212.00 2,671,212.00 2,671,212.00 234543 10/03/08 USD 61612 1.000 1.000 2,671,212.00 2,671,212.00

PUR 10/06/08 60 BDCM OPPORTUNITY FUND 253,152.95 253,152.95 253,152.95 233806 10/06/08 USD 61613 1.000 1.000 253,152.95 253,152.95

PUR 10/06/08 60 WAYZATA OPPORTUNITIES 6,000,000.00 6,000,000.00 6,000,000.00 239059 10/06/08 USD 61614 1.000 1.000 6,000,000.00 6,000,000.00 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 44 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/07/08 60 NJHL EUROPEAN BUYOUT I 336,292.07 336,292.07 336,292.07 233641 10/07/08 USD 61617 1.000 1.000 336,292.07 336,292.07

PUR 10/08/08 60 AVE SPECIAL SITUATION 1,598,361.00 1,598,361.00 1,598,361.00 237794 10/08/08 USD 61606 1.000 1.000 1,598,361.00 1,598,361.00

PUR 10/08/08 60 CENTERBRIDGE PARTNERS 7,954,643.00 7,954,643.00 7,954,643.00 234969 10/08/08 USD 61605 1.000 1.000 7,954,643.00 7,954,643.00

PUR 10/09/08 60 CSFB/NJDI INVESTMENT F 2,000,000.00 2,000,000.00 2,000,000.00 241599 10/09/08 USD 61626 1.000 1.000 2,000,000.00 2,000,000.00

PUR 10/09/08 60 TEXAS PACIFIC GROUP - 9,985,735.00 9,985,735.00 9,985,735.00 239028 10/09/08 USD 61620 1.000 1.000 9,985,735.00 9,985,735.00

PUR 10/10/08 60 APOLLO INVESTMENT FUND 3,717,223.00 3,717,223.00 3,717,223.00 234049 10/10/08 USD 61633 1.000 1.000 3,717,223.00 3,717,223.00

PUR 10/10/08 60 INTERMEDIA PARTNERS VI 4,476,776.73 4,476,776.73 4,476,776.73

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232998 10/10/08 USD 61615 1.000 1.000 4,476,776.73 4,476,776.73

PUR 10/14/08 60 AVENUE SPECIAL SITUATN 106,872.00 106,872.00 106,872.00 233661 10/14/08 USD 61646 1.000 1.000 106,872.00 106,872.00

PUR 10/14/08 60 GTCR FUND IX 358,804.00 358,804.00 358,804.00 236173 10/14/08 USD 61627 1.000 1.000 358,804.00 358,804.00

PUR 10/14/08 60 LEHMAN CROSSROADS FUND 3,500,000.00 3,500,000.00 3,500,000.00 235875 10/14/08 USD 61618 1.000 1.000 3,500,000.00 3,500,000.00

PUR 10/14/08 60 MHR INSTITUTIONAL PART 3,750,000.00 3,750,000.00 3,750,000.00 237797 10/14/08 USD 61636 1.000 1.000 3,750,000.00 3,750,000.00

PUR 10/14/08 60 TEXAS PACIFIC GROUP - 9,510,223.00 9,510,223.00 9,510,223.00 239028 10/14/08 USD 61637 1.000 1.000 9,510,223.00 9,510,223.00

PUR 10/15/08 60 OAK HILL CAPITAL PARTN 3,009,988.38 3,009,988.38 3,009,988.38 231653 10/15/08 USD 61622 1.000 1.000 3,009,988.38 3,009,988.38 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: 45 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/15/08 60 OAK HILL CAPITAL PRTNE 2,252,068.91 2,252,068.91 2,252,068.91 231661 10/15/08 USD 61621 1.000 1.000 2,252,068.91 2,252,068.91

PUR 10/16/08 60 JP MORGAN VNTRE CAP IN 1,156,875.00 1,156,875.00 1,156,875.00 234637 10/16/08 USD 61619 1.000 1.000 1,156,875.00 1,156,875.00

PUR 10/16/08 60 WAYZATA OPPORTUNITIES 6,000,000.00 6,000,000.00 6,000,000.00 239059 10/16/08 USD 61648 1.000 1.000 6,000,000.00 6,000,000.00

PUR 10/17/08 60 KPS SPECIAL SITUATIONS 576,742.00 576,742.00 576,742.00 238854 10/17/08 USD 61640 1.000 1.000 576,742.00 576,742.00

PUR 10/17/08 60 LINDSAY GOLDBERG&BESSE 2,324,559.00 2,324,559.00 2,324,559.00 234972 10/17/08 USD 61628 1.000 1.000 2,324,559.00 2,324,559.00

PUR 10/17/08 60 NJHL EUROPEAN BUYOUT I 870,000.00 870,000.00 870,000.00 233641 10/17/08 USD 61647 1.000 1.000 870,000.00 870,000.00

PUR 10/20/08 60 GSO CAPITAL OPPORTUNIT 2,000,000.00 2,000,000.00 2,000,000.00 241894 10/20/08 USD 61666 1.000 1.000 2,000,000.00 2,000,000.00

PUR 10/20/08 60 H.I.G. BAYSIDE DEBT & 8,000,000.00 8,000,000.00 8,000,000.00 241596 10/20/08 USD 61652 1.000 1.000 8,000,000.00 8,000,000.00

PUR 10/20/08 60 NJHL EUROPEAN BUYOUT I 1,161,002.43 1,161,002.43 1,161,002.43 233641 10/20/08 USD 61653 1.000 1.000 1,161,002.43 1,161,002.43

PUR 10/20/08 60 TEXAS PACIFIC GROUP - 23,994,951.00 23,994,951.00 23,994,951.00 239028 10/20/08 USD 61654 1.000 1.000 23,994,951.00 23,994,951.00

PUR 10/22/08 60 TPF II 26,538,849.00 26,538,849.00 26,538,849.00 243334 10/22/08 USD 61651 1.000 1.000 26,538,849.00 26,538,849.00

PUR 10/23/08 60 KPS SPECIAL SITUATIONS 13,651,819.09 13,651,819.09 13,651,819.09 238854 10/23/08 USD 61655 1.000 1.000 13,651,819.09 13,651,819.09

PUR 10/23/08 60 WAYZATA OPPORTUNITIES 140,000.00 140,000.00 140,000.00 233458 10/23/08 USD 61672 1.000 1.000 140,000.00 140,000.00 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 46 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/24/08 60 JLL PARTNERS FUND V 2,500,000.00 2,500,000.00 2,500,000.00 232839 10/24/08 USD 61656 1.000 1.000 2,500,000.00 2,500,000.00

PUR 10/27/08 60 APOLLO INVESTMENT FUND 1,966,785.00 1,966,785.00 1,966,785.00 234049 10/27/08 USD 61683 1.000 1.000 1,966,785.00 1,966,785.00

PUR 10/27/08 60 AVE SPECIAL SITUATION 40,000,000.00 40,000,000.00 40,000,000.00 237794 10/27/08 USD 61668 1.000 1.000 40,000,000.00 40,000,000.00

PUR 10/27/08 60 AVENUE SPECIAL SITUATN 1,000,000.00 1,000,000.00 1,000,000.00 233661 10/27/08 USD 61667 1.000 1.000 1,000,000.00 1,000,000.00

PUR 10/27/08 60 BLACKSTONE CAPITAL PAR 2,628,852.00 2,628,852.00 2,628,852.00 233139 10/27/08 USD 61680 1.000 1.000 2,628,852.00 2,628,852.00

PUR 10/27/08 60 JP MORGAN VNTRE CAP IN 137,500.00 137,500.00 137,500.00 234637 10/27/08 USD 616677 1.000 1.000 137,500.00 137,500.00

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PUR 10/27/08 60 MADISON DEARBORN CAP P 451,781.00 451,781.00 451,781.00 234853 10/27/08 USD 61675 1.000 1.000 451,781.00 451,781.00

PUR 10/27/08 60 NJHL EUROPEAN BUYOUT I 437,800.00 437,800.00 437,800.00 233641 10/27/08 USD 61682 1.000 1.000 437,800.00 437,800.00

PUR 10/27/08 60 VISTA EQUITY PARTNERS 7,604,574.00 7,604,574.00 7,604,574.00 238512 10/27/08 USD 61669 1.000 1.000 7,604,574.00 7,604,574.00

PUR 10/27/08 60 WARBURG PINCUS PRIVATE 10,000,000.00 10,000,000.00 10,000,000.00 238843 10/27/08 USD 61657 1.000 1.000 10,000,000.00 10,000,000.00

PUR 10/28/08 60 CENTERBRIDGE PARTNERS 1,792,962.00 1,792,962.00 1,792,962.00 234969 10/28/08 USD 61673 1.000 1.000 1,792,962.00 1,792,962.00

PUR 10/28/08 60 GLEACHER MEZZANINE II 2,317,399.00 2,317,399.00 2,317,399.00 236975 10/28/08 USD 61671 1.000 1.000 2,317,399.00 2,317,399.00

PUR 10/30/08 60 APOLLO INVESTMENT FUND 3,441,873.00 3,441,873.00 3,441,873.00 234049 10/30/08 USD 61690 1.000 1.000 3,441,873.00 3,441,873.00 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 47 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/30/08 60 GOLDMAN SACHS PRIVATE 15,234,248.00 15,234,248.00 15,234,248.00 234026 10/30/08 USD 61700 1.000 1.000 15,234,248.00 15,234,248.00

PUR 10/30/08 60 NJHL EUROPEAN BUYOUT I 3,090,718.75 3,090,718.75 3,090,718.75 233641 10/30/08 USD 61676 1.000 1.000 3,090,718.75 3,090,718.75 ------243,490,153.16 243,490,153.16 243,490,153.16 243,490,153.16 243,490,153.16 46 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)

PUR 10/29/08 60 ANACAP FINANCIAL PARTN 410,778.65 410,778.65 410,778.65 240633 10/29/08 EUR 61688 1.000 .778 527,974.12 527,974.12 ------410,778.65 410,778.65 410,778.65 527,974.12 527,974.12 1 TRANSACTION IN COUNTRY: EUROPE (EURO) ( 750)

------243,900,931.81 243,900,931.81 243,900,931.81 244,018,127.28 244,018,127.28 47 TRANSACTIONS IN CATEGORY: PRIVATE EQUITY (3000)

REAL ESTATE (3010) ------

PUR 10/01/08 60 MACFARLANE URBAN RE FU 493,878.00 493,878.00 493,878.00 236474 10/01/08 USD 61598 1.000 1.000 493,878.00 493,878.00

PUR 10/03/08 60 CIM URBAN PARTNERS LP 7,623,720.00 7,623,720.00 7,623,720.00 234545 10/03/08 USD 61599 1.000 1.000 7,623,720.00 7,623,720.00

PUR 10/07/08 60 CBRE STRATEGIC PARTNER 639,689.00 639,689.00 639,689.00 232605 10/07/08 USD 61625 1.000 1.000 639,689.00 639,689.00

PUR 10/08/08 60 LEHMAN REAL ESTATE PEN 6,800,000.00 6,800,000.00 6,800,000.00 241269 10/08/08 USD 61630 1.000 1.000 6,800,000.00 6,800,000.00 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 48 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/10/08 60 WARBURG PINCUS R E LP 6,600,000.00 6,600,000.00 6,600,000.00 235462 10/10/08 USD 61641 1.000 1.000 6,600,000.00 6,600,000.00

PUR 10/14/08 60 GUGGENHEIM STRUCTRED R 20,000,000.00 20,000,000.00 20,000,000.00 239402 10/14/08 USD 61639 1.000 1.000 20,000,000.00 20,000,000.00

PUR 10/14/08 60 NJDOI/GMAM CORE REAL E 3,161,384.10 3,161,384.10 3,161,384.10 241592 10/14/08 USD 61642 1.000 1.000 3,161,384.10 3,161,384.10

PUR 10/20/08 60 RLJ REAL ESTATE FUND I 210,938.00 210,938.00 210,938.00 242656 10/20/08 USD 61645 1.000 1.000 210,938.00 210,938.00

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PUR 10/22/08 60 WALTON ST REAL EST SID 1,086,956.52 1,086,956.52 1,086,956.52 237194 10/22/08 USD 61663 1.000 1.000 1,086,956.52 1,086,956.52

PUR 10/23/08 60 CAPMARK COMM RLTY PRTN 397,795.00 397,795.00 397,795.00 238280 10/23/08 USD 61664 1.000 1.000 397,795.00 397,795.00

PUR 10/27/08 60 RREEF GLOBAL OPP FUND 2,426,959.00 2,426,959.00 2,426,959.00 235461 10/27/08 USD 61665 1.000 1.000 2,426,959.00 2,426,959.00 ------49,441,319.62 49,441,319.62 49,441,319.62 49,441,319.62 49,441,319.62 11 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)

------49,441,319.62 49,441,319.62 49,441,319.62 49,441,319.62 49,441,319.62 11 TRANSACTIONS IN CATEGORY: REAL ESTATE (3010)

------577,575,113.82 1,540.00 596,095,699.82 596,095,699.82 597,410,127.69 597,410,127.69 68 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD E (5146)

------577,575,113.82 1,540.00 596,095,699.82 596,095,699.82 597,410,127.69 597,410,127.69 68 TRANSACTIONS WITHIN FUND: COMMON PENSION FD E (5146)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 49 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

ETF-EMERGING MARKETS (1700) ------

PUR 10/10/08 60 ISHARES MSCI TAIWAN IN 91,500.00 2,745.00 776,441.55 776,441.55 239504 10/16/08 USD H20081 8.456 1.000 776,441.55 776,441.55 ------91,500.00 2,745.00 776,441.55 776,441.55 776,441.55 776,441.55 1 TRANSACTION IN COUNTRY: TAIWAN (3900)

------91,500.00 2,745.00 776,441.55 776,441.55 776,441.55 776,441.55 1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)

FOREIGN STOCKS (2220) ------

PUR 10/24/08 60 SABMILLER PLC USD 9,000.00 573.19 1,258,901.57 1,258,901.57 243599 10/31/08 ZAR N20081 139.176 11.026 114,174.69 114,174.69

PUR 10/24/08 60 SABMILLER PLC USD 13,000.00 741.35 1,824,647.23 1,824,647.23 243599 10/31/08 ZAR N20081 139.729 11.026 165,484.37 165,484.37 ------22,000.00 1,314.54 3,083,548.80 3,083,548.80 279,659.06 279,659.06 2 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)

PUR 10/10/08 60 BANK PEKAO SA 1,200.00 207.35 183,813.07 183,813.07 240024 10/15/08 PLN N20081 152.719 2.652 69,324.18 69,324.18

PUR 10/10/08 60 PKO BANK POLSKI SA 5,158.00 203.38 180,295.57 180,295.57 241000 10/15/08 PLN N20081 34.850 2.652 67,997.57 67,997.57

PUR 10/10/08 60 TELEKOMUNIKACJA POLSKA 3,498.00 84.70 75,081.77 75,081.77 241648 10/15/08 PLN N20081 21.400 2.651 28,316.72 28,316.72 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 50 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/13/08 60 BANK PEKAO SA 654.00 117.61 102,777.05 102,777.05

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240024 10/16/08 PLN N20081 156.681 2.614 39,322.44 39,322.44

PUR 10/13/08 60 PKO BANK POLSKI SA 5,286.00 216.20 188,926.94 188,926.94 241000 10/16/08 PLN N20081 35.634 2.614 72,283.33 72,283.33

PUR 10/13/08 60 TELEKOMUNIKACJA POLSKA 3,060.00 78.05 68,201.78 68,201.78 241648 10/16/08 PLN N20081 22.222 2.614 26,093.96 26,093.96

PUR 10/14/08 60 PKO BANK POLSKI SA 1,455.00 62.50 53,193.85 53,193.85 241000 10/17/08 PLN N20081 36.450 2.545 20,898.03 20,898.03

PUR 10/14/08 60 TELEKOMUNIKACJA POLSKA 3,370.00 88.01 74,899.52 74,899.52 241648 10/17/08 PLN N20081 22.159 2.545 29,425.44 29,425.44

PUR 10/15/08 60 BANK PEKAO SA 351.00 63.89 55,213.64 55,213.64 240024 10/20/08 PLN N20081 156.833 2.585 21,360.07 21,360.07

PUR 10/15/08 60 PKO BANK POLSKI SA 1,133.00 44.84 38,751.21 38,751.21 241000 10/20/08 PLN N20081 34.100 2.585 14,991.38 14,991.38

PUR 10/16/08 60 BANK PEKAO SA 959.00 155.83 139,305.19 139,305.19 240024 10/21/08 PLN N20081 144.826 2.674 52,098.13 52,098.13

PUR 10/16/08 60 PKO BANK POLSKI SA 2,518.00 89.03 79,590.31 79,590.31 241000 10/21/08 PLN N20081 31.514 2.674 29,765.63 29,765.63

PUR 10/16/08 60 TELEKOMUNIKACJA POLSKA 2,345.00 56.38 50,403.64 50,403.64 241648 10/21/08 PLN N20081 21.430 2.674 18,850.23 18,850.23

PUR 10/17/08 60 BANK PEKAO SA 362.00 55.06 48,595.43 48,595.43 240024 10/22/08 PLN N20081 133.840 2.640 18,408.06 18,408.06

PUR 10/20/08 60 BANK PEKAO SA 1,246.00 174.60 157,357.26 157,357.26 240024 10/23/08 PLN N20081 125.912 2.696 58,375.60 58,375.60

PUR 10/20/08 60 TELEKOMUNIKACJA POLSKA 1,831.00 42.31 38,132.39 38,132.39 241648 10/23/08 PLN N20081 20.764 2.696 14,146.16 14,146.16 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: 51 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/21/08 60 TELEKOMUNIKACJA POLSKA 6,385.00 142.71 131,812.88 131,812.88 241648 10/24/08 PLN N20081 20.582 2.763 47,711.62 47,711.62

PUR 10/22/08 60 BANK PEKAO SA 972.00 123.35 120,548.36 120,548.36 240024 10/27/08 PLN N20081 123.650 2.923 41,239.90 41,239.90

PUR 10/22/08 60 BANK PEKAO SA 357.00 46.14 45,089.16 45,089.16 240024 10/27/08 PLN N20081 125.922 2.923 15,425.12 15,425.12 ------42,140.00 2,051.94 1,831,989.02 1,831,989.02 686,033.57 686,033.57 19 TRANSACTIONS IN COUNTRY: POLAND (2300)

PUR 10/08/08 60 MILLICOM INTERNATIONAL 2,100.00 63.00 109,419.24 109,419.24 239506 10/14/08 USD N20081 52.074 1.000 109,419.24 109,419.24 ------2,100.00 63.00 109,419.24 109,419.24 109,419.24 109,419.24 1 TRANSACTION IN COUNTRY: LUXEMBOURG (2700)

PUR 10/06/08 60 RICHTER GEDEON VEG HUF 940.00 490.91 30,399,168.57 30,399,168.57 243414 10/09/08 HUF N20081 32242.8 185.216 164,128.29 164,128.29

PUR 10/07/08 60 RICHTER GEDEON VEG HUF 440.00 229.93 14,023,357.97 14,023,357.97 243414 10/10/08 HUF N20081 31775.9 182.425 76,871.74 76,871.74

PUR 10/08/08 60 RICHTER GEDEON VEG HUF 514.00 265.40 16,415,186.72 16,415,186.72 243414 10/13/08 HUF N20081 31840.6 185.000 88,730.55 88,730.55

PUR 10/09/08 60 RICHTER GEDEON VEG HUF 413.00 209.41 13,264,282.82 13,264,282.82 243414 10/14/08 HUF N20081 32020.8 189.451 70,014.21 70,014.21

PUR 10/10/08 60 RICHTER GEDEON VEG HUF 687.00 298.86 19,242,756.07 19,242,756.07 243414 10/15/08 HUF N20081 27926.0 192.582 99,919.70 99,919.70 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 52 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 ------

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PUR 10/13/08 60 RICHTER GEDEON VEG HUF 631.00 314.82 19,698,523.62 19,698,523.62 243414 10/16/08 HUF N20081 31124.5 187.150 105,255.04 105,255.04

PUR 10/14/08 60 RICHTER GEDEON VEG HUF 731.00 384.95 23,752,370.93 23,752,370.93 243414 10/17/08 HUF N20081 32395.7 184.552 128,702.72 128,702.72

PUR 10/15/08 60 RICHTER GEDEON VEG HUF 280.00 138.79 9,121,027.72 9,121,027.72 243414 10/20/08 HUF N20081 32477.6 196.569 46,401.10 46,401.10

PUR 10/16/08 60 RICHTER GEDEON VEG HUF 217.00 93.76 6,272,508.70 6,272,508.70 243414 10/21/08 HUF N20081 28819.1 200.097 31,347.34 31,347.34

PUR 10/17/08 60 RICHTER GEDEON VEG HUF 504.00 206.36 13,694,239.96 13,694,239.96 243414 10/22/08 HUF N20081 27089.8 198.484 68,994.31 68,994.31

PUR 10/17/08 60 RICHTER GEDEON VEG HUF 72.00 30.74 2,040,102.00 2,040,102.00 243414 10/22/08 HUF N20081 28250.0 198.484 10,278.44 10,278.44

PUR 10/20/08 60 RICHTER GEDEON VEG HUF 207.00 82.06 5,539,944.37 5,539,944.37 243414 10/27/08 HUF N20081 26682.9 201.931 27,434.84 27,434.84

PUR 10/21/08 60 RICHTER GEDEON VEG HUF 212.00 83.91 5,896,564.71 5,896,564.71 243414 10/28/08 HUF N20081 27730.7 210.191 28,053.35 28,053.35

PUR 10/22/08 60 RICHTER GEDEON VEG HUF 617.00 241.18 17,234,421.05 17,234,421.05 243414 10/29/08 HUF N20081 27849.0 213.735 80,634.68 80,634.68 ------6,465.00 3,071.08 196,594,455.21 196,594,455.21 1,026,766.31 1,026,766.31 14 TRANSACTIONS IN COUNTRY: HUNGARY (2800)

PUR 10/10/08 60 TURKIYE HALK BANKASI A 19,000.00 118.37 80,481.66 80,481.66 243418 10/14/08 TRY N20081 4.227 1.425 56,486.29 56,486.29

PUR 10/13/08 60 TURKIYE HALK BANKASI A 55,000.00 373.36 249,502.36 249,502.36 243418 10/15/08 TRY N20081 4.527 1.400 178,165.07 178,165.07 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 53 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/14/08 60 TURKIYE HALK BANKASI A 26,000.00 192.35 126,745.21 126,745.21 243418 10/16/08 TRY N20081 4.865 1.381 91,784.50 91,784.50

PUR 10/15/08 60 TURKIYE HALK BANKASI A 15,000.00 110.19 74,945.56 74,945.56 243418 10/17/08 TRY N20081 4.986 1.425 52,578.62 52,578.62

PUR 10/17/08 60 TURKCELL ILETISIM HIZM 24,000.00 299.17 180,026.54 180,026.54 240463 10/21/08 TRY N20081 7.482 1.501 119,969.71 119,969.71

PUR 10/20/08 60 TURKCELL ILETISIM HIZM 3,690.00 48.27 29,424.38 29,424.38 240463 10/22/08 TRY N20081 7.954 1.520 19,354.32 19,354.32

PUR 10/21/08 60 TURKCELL ILETISIM HIZM 37,310.00 505.97 318,870.40 318,870.40 240463 10/23/08 TRY N20081 8.525 1.572 202,895.39 202,895.39 ------180,000.00 1,647.68 1,059,996.11 1,059,996.11 721,233.90 721,233.90 7 TRANSACTIONS IN COUNTRY: TURKEY (3400)

PUR 9/29/08 60 ANHUI CONCH CEMENT ''' 1,000.00 5.94 29,046.11 29,046.11 243092 10/02/08 HKD H20080 29.000 7.768 3,739.25 3,739.25

PUR 9/30/08 60 ANHUI CONCH CEMENT ''' 17,000.00 97.43 476,154.69 476,154.69 243092 10/03/08 HKD H20080 27.965 7.764 61,327.74 61,327.74

PUR 10/02/08 60 ANHUI CONCH CEMENT ''' 3,000.00 17.73 86,152.55 86,152.55 243092 10/06/08 HKD H20081 28.672 7.772 11,085.70 11,085.70

PUR 10/02/08 60 PING AN INSURANCE 90,000.00 2,091.18 4,543,125.60 4,543,125.60 243411 10/06/08 HKD H20081 50.299 7.772 584,587.99 584,587.99

PUR 10/03/08 60 PING AN INSURANCE 3,000.00 40.29 149,987.04 149,987.04 243411 10/08/08 HKD H20081 49.891 7.772 19,299.38 19,299.38

PUR 10/03/08 60 PING AN INSURANCE 47,500.00 1,095.34 2,379,684.01 2,379,684.01 243411 10/08/08 HKD H20081 49.919 7.772 306,202.59 306,202.59 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 54 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 ------

file:///M|/OPI/Reports_to_the_Legislature/securities_748_global.htm[7/30/2010 2:45:49 PM] Global Report

PUR 10/06/08 60 PING AN INSURANCE 11,500.00 253.00 549,450.58 549,450.58 243411 10/09/08 HKD H20081 47.607 7.769 70,726.19 70,726.19

PUR 10/06/08 60 PING AN INSURANCE 11,000.00 140.32 522,315.24 522,315.24 243411 10/09/08 HKD H20081 47.384 7.769 67,233.29 67,233.29

PUR 10/08/08 60 ANHUI CONCH CEMENT ''' 43,000.00 563.87 1,224,660.61 1,224,660.61 243092 10/10/08 HKD H20081 28.379 7.769 157,630.21 157,630.21

PUR 10/08/08 60 PING AN INSURANCE 97,000.00 1,078.41 4,017,000.39 4,017,000.39 243411 10/10/08 HKD H20081 41.326 7.769 517,041.70 517,041.70

PUR 10/08/08 60 PING AN INSURANCE 23,000.00 456.27 990,980.89 990,980.89 243411 10/10/08 HKD H20081 42.932 7.769 127,552.50 127,552.50

PUR 10/09/08 60 ANHUI CONCH CEMENT ''' 3,000.00 39.97 86,485.80 86,485.80 243092 10/13/08 HKD H20081 28.725 7.760 11,144.65 11,144.65

PUR 10/09/08 60 CHINA COMMUNICATIONS S 208,000.00 369.61 801,817.08 801,817.08 243415 10/13/08 HKD H20081 3.841 7.760 103,322.95 103,322.95

PUR 10/09/08 60 CHINA COMMUNICATIONS S 64,000.00 113.59 246,251.10 246,251.10 243415 10/13/08 HKD H20081 3.834 7.760 31,732.16 31,732.16

PUR 10/09/08 60 PING AN INSURANCE 5,500.00 61.40 228,406.90 228,406.90 243411 10/13/08 HKD H20081 41.442 7.760 29,432.74 29,432.74

PUR 10/09/08 60 PING AN INSURANCE 10,000.00 191.37 415,030.08 415,030.08 243411 10/13/08 HKD H20081 41.355 7.760 53,481.19 53,481.19

PUR 10/10/08 60 ANHUI CONCH CEMENT ''' 21,000.00 273.56 593,358.64 593,358.64 243092 10/14/08 HKD H20081 28.154 7.759 76,474.58 76,474.58

PUR 10/10/08 60 ANHUI CONCH CEMENT ''' 5,000.00 28.84 140,466.24 140,466.24 243092 10/14/08 HKD H20081 28.049 7.759 18,103.89 18,103.89

PUR 10/10/08 60 CHINA COMMUNICATIONS S 78,000.00 54.70 267,231.21 267,231.21 243415 10/14/08 HKD H20081 3.421 7.759 34,441.89 34,441.89 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 55 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/13/08 60 ANHUI CONCH CEMENT ''' 2,000.00 26.77 58,077.15 58,077.15 243092 10/15/08 HKD H20081 28.935 7.760 7,483.98 7,483.98

PUR 10/13/08 60 CHINA COMMUNICATIONS S 44,000.00 34.78 169,590.70 169,590.70 243415 10/15/08 HKD H20081 3.848 7.760 21,853.91 21,853.91

PUR 10/14/08 60 CHINA COMMUNICATIONS S 56,000.00 48.95 239,141.47 239,141.47 243415 10/16/08 HKD H20081 4.264 7.760 30,816.80 30,816.80

PUR 10/15/08 60 ANHUI CONCH CEMENT ''' 1,000.00 13.42 29,104.11 29,104.11 243092 10/17/08 HKD H20081 29.000 7.759 3,751.16 3,751.16

PUR 10/15/08 60 CHINA COMMUNICATIONS S 60,000.00 49.98 244,035.75 244,035.75 243415 10/17/08 HKD H20081 4.061 7.759 31,453.18 31,453.18

PUR 10/16/08 60 ANHUI CONCH CEMENT ''' 18,000.00 130.85 486,240.90 486,240.90 243092 10/20/08 HKD H20081 26.957 7.756 62,688.99 62,688.99

PUR 10/16/08 60 ANHUI CONCH CEMENT ''' 8,000.00 99.97 216,775.44 216,775.44 243092 10/20/08 HKD H20081 27.000 7.756 27,947.94 27,947.94

PUR 10/16/08 60 ANHUI CONCH CEMENT ''' 30,000.00 374.15 811,279.07 811,279.07 243092 10/20/08 HKD H20081 26.946 7.756 104,594.80 104,594.80

PUR 10/16/08 60 CHINA COMMUNICATIONS S 2,000.00 1.58 7,299.89 7,299.89 243415 10/20/08 HKD H20081 3.644 7.756 941.14 941.14

PUR 10/16/08 60 CHINA COMMUNICATIONS S 86,000.00 150.72 326,799.41 326,799.41 243415 10/20/08 HKD H20081 3.786 7.756 42,132.87 42,132.87

PUR 10/17/08 60 ANHUI CONCH CEMENT ''' 36,000.00 435.11 943,370.59 943,370.59 243092 10/21/08 HKD H20081 26.111 7.756 121,634.21 121,634.21

PUR 10/17/08 60 CHINA COMMUNICATIONS S 84,000.00 151.53 328,540.03 328,540.03 243415 10/21/08 HKD H20081 3.897 7.756 42,360.56 42,360.56

PUR 10/20/08 60 ANHUI CONCH CEMENT ''' 36,000.00 400.59 868,481.90 868,481.90 243092 10/22/08 HKD H20081 24.038 7.755 111,984.15 111,984.15 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 56 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 ------

file:///M|/OPI/Reports_to_the_Legislature/securities_748_global.htm[7/30/2010 2:45:49 PM] Global Report

PUR 10/20/08 60 CHINA COMMUNICATIONS S 38,000.00 69.77 151,256.69 151,256.69 243415 10/22/08 HKD H20081 3.966 7.755 19,503.40 19,503.40

PUR 10/21/08 60 CHINA COMMUNICATIONS S 38,000.00 72.65 157,465.28 157,465.28 243415 10/23/08 HKD H20081 4.129 7.753 20,309.71 20,309.71

PUR 10/22/08 60 CHINA COMMUNICATIONS S 70,000.00 123.19 266,954.94 266,954.94 243415 10/24/08 HKD H20081 3.800 7.752 34,437.36 34,437.36

PUR 10/23/08 60 ANHUI CONCH CEMENT ''' 186,000.00 757.84 3,701,677.73 3,701,677.73 243092 10/27/08 HKD H20081 19.870 7.754 477,389.44 477,389.44

PUR 10/23/08 60 CHINA COMMUNICATIONS S 60,000.00 102.84 222,929.46 222,929.46 243415 10/27/08 HKD H20081 3.702 7.754 28,750.25 28,750.25

PUR 10/23/08 60 CHINA CONSTRUCTION 1,194,000.00 751.86 3,672,365.09 3,672,365.09 239291 10/27/08 HKD H20081 3.071 7.754 473,609.12 473,609.12

PUR 10/23/08 60 FOCUS MEDIA HLDG LT US 34,200.00 1,026.00 498,259.80 498,259.80 240864 10/28/08 USD H20081 14.539 1.000 498,259.80 498,259.80

PUR 10/23/08 60 PING AN INSURANCE 127,000.00 757.56 3,700,253.34 3,700,253.34 243411 10/27/08 HKD H20081 29.090 7.754 477,205.74 477,205.74

PUR 10/24/08 60 CHINA COMMUNICATIONS S 50,000.00 86.91 188,318.65 188,318.65 243415 10/28/08 HKD H20081 3.753 7.751 24,295.73 24,295.73

PUR 10/27/08 60 CHINA COMMUNICATIONS S 86,000.00 135.00 292,543.47 292,543.47 243415 10/29/08 HKD H20081 3.390 7.752 37,739.75 37,739.75

PUR 10/28/08 60 CHINA COMMUNICATIONS S 14,000.00 21.01 45,531.27 45,531.27 243415 10/30/08 HKD H20081 3.241 7.752 5,873.64 5,873.64 ------3,101,700.00 12,795.85 35,373,896.89 35,373,896.89 4,991,578.22 4,991,578.22 43 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 57 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/29/08 60 CHINA MOBILE LTD 42,000.00 1,495.21 3,246,618.46 3,246,618.46 239295 10/02/08 HKD H20080 77.024 7.768 417,953.17 417,953.17

PUR 9/29/08 60 CHINA MOBILE LTD 20,000.00 313.95 1,535,946.77 1,535,946.77 239295 10/02/08 HKD H20080 76.675 7.768 197,729.99 197,729.99

PUR 9/29/08 60 CHINA MOBILE LTD 2,000.00 40.84 151,890.81 151,890.81 239295 10/02/08 HKD H20080 75.787 7.768 19,553.65 19,553.65

PUR 10/06/08 60 CHINA MOBILE LTD 42,500.00 1,462.11 3,175,334.94 3,175,334.94 239295 10/09/08 HKD H20081 74.447 7.769 408,734.40 408,734.40

PUR 10/08/08 60 GOME ELECTRICAL APPLIA 242,000.00 147.02 319,299.59 319,299.59 239292 10/10/08 HKD H20081 1.315 7.769 41,098.13 41,098.13

PUR 10/08/08 60 GOME ELECTRICAL APPLIA 122,000.00 74.21 161,030.98 161,030.98 239292 10/10/08 HKD H20081 1.315 7.769 20,726.84 20,726.84

PUR 10/08/08 60 GOME ELECTRICAL APPLIA 367,000.00 223.07 484,374.74 484,374.74 239292 10/10/08 HKD H20081 1.315 7.769 62,345.51 62,345.51

PUR 10/23/08 60 CHINA LIFE INS 176,000.00 759.05 3,707,552.85 3,707,552.85 241827 10/27/08 HKD H20081 21.032 7.754 478,147.13 478,147.13

PUR 10/23/08 60 CHINA MOBILE LTD 61,500.00 766.08 3,741,856.06 3,741,856.06 239295 10/27/08 HKD H20081 60.747 7.754 482,571.07 482,571.07

PUR 10/23/08 60 GOME ELECTRICAL APPLIA 593,000.00 384.69 833,835.20 833,835.20 239292 10/27/08 HKD H20081 1.401 7.754 107,536.14 107,536.14

PUR 10/23/08 60 GOME ELECTRICAL APPLIA 120,000.00 31.44 153,555.81 153,555.81 239292 10/27/08 HKD H20081 1.278 7.754 19,803.43 19,803.43

PUR 10/23/08 60 GOME ELECTRICAL APPLIA 1,419,000.00 879.98 1,907,431.98 1,907,431.98 239292 10/27/08 HKD H20081 1.339 7.754 245,993.29 245,993.29

PUR 10/23/08 60 INDUSTRIAL + COMME 1,106,000.00 758.65 3,705,563.19 3,705,563.19 239287 10/27/08 HKD H20081 3.345 7.754 477,890.53 477,890.53 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 58 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 ------

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PUR 10/24/08 60 CHINA UNICOM HONG KONG 90,000.00 240.13 892,051.31 892,051.31 243598 10/28/08 HKD H20081 9.891 7.751 115,087.06 115,087.06

PUR 10/24/08 60 CHINA UNICOM HONG KONG 388,000.00 785.84 3,836,853.95 3,836,853.95 243598 10/28/08 HKD H20081 9.873 7.751 495,007.67 495,007.67

PUR 10/24/08 60 CHINA UNICOM HONG KONG 26,000.00 51.63 251,586.20 251,586.20 243598 10/28/08 HKD H20081 9.661 7.751 32,458.13 32,458.13

PUR 10/24/08 60 GOME ELECTRICAL APPLIA 835,000.00 537.25 1,164,062.79 1,164,062.79 239292 10/28/08 HKD H20081 1.389 7.751 150,180.33 150,180.33 ------5,652,000.00 8,951.15 29,268,845.63 29,268,845.63 3,772,816.47 3,772,816.47 17 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

PUR 10/02/08 60 LG TELECOM LTD 7,760.00 159.39 78,191,758.00 78,191,758.00 243410 10/07/08 KRW H20081 10051.1 1223.40 63,913.49 63,913.49

PUR 10/02/08 60 SK TELECOM CO LTD KRW 448.00 199.38 97,812,635.00 97,812,635.00 243412 10/07/08 KRW H20081 217787. 1223.40 79,951.48 79,951.48

PUR 10/02/08 60 SK TELECOM CO LTD KRW 19,000.00 570.00 368,237.10 368,237.10 243413 10/07/08 USD H20081 19.351 1.000 368,237.10 368,237.10

PUR 10/06/08 60 LG TELECOM LTD 1,650.00 33.50 17,033,570.00 17,033,570.00 243410 10/08/08 KRW H20081 10297.6 1267.90 13,434.47 13,434.47

PUR 10/06/08 60 SK TELECOM CO LTD KRW 1,569.00 670.44 340,871,955.00 340,871,955.00 243412 10/08/08 KRW H20081 216712. 1267.90 268,847.67 268,847.67

PUR 10/10/08 60 SK TELECOM CO LTD KRW 1,283.00 517.49 271,201,515.00 271,201,515.00 243412 10/14/08 KRW H20081 210853. 1306.90 207,515.12 207,515.12

PUR 10/10/08 60 WOONGJIN COWAY CO LTD 1,520.00 71.27 37,351,956.00 37,351,956.00 239495 10/14/08 KRW H20081 24512.3 1306.90 28,580.58 28,580.58 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 59 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/13/08 60 WOONGJIN COWAY CO LTD 1,520.00 85.33 42,396,854.00 42,396,854.00 239495 10/15/08 KRW H20081 27823.1 1238.90 34,221.37 34,221.37

PUR 10/14/08 60 WOONGJIN COWAY CO LTD 70.00 4.10 1,985,609.00 1,985,609.00 239495 10/16/08 KRW H20081 28295.1 1207.40 1,644.53 1,644.53

PUR 10/16/08 60 SK TELECOM CO LTD KRW 583.00 233.04 128,288,730.00 128,288,730.00 243412 10/20/08 KRW H20081 219500. 1372.80 93,450.42 93,450.42

PUR 10/22/08 60 NHN CORP 897.00 207.17 113,150,654.00 113,150,654.00 239486 10/24/08 KRW H20081 125828. 1362.00 83,076.84 83,076.84

PUR 10/22/08 60 SAMSUNG ELECTRONICS CO 987.00 500,320,555.00 500,320,555.00 239489 10/24/08 KRW H20081 506910. 1362.00 367,342.55 367,342.55

PUR 10/22/08 60 SHINHAN FINANCIAL GROU 4,370.00 284.16 155,197,261.00 155,197,261.00 239492 10/24/08 KRW H20081 35425.6 1362.00 113,948.06 113,948.06

PUR 10/22/08 60 SK TELECOM CO LTD KRW 1,146.00 467.75 255,468,262.00 255,468,262.00 243412 10/24/08 KRW H20081 222365. 1362.00 187,568.47 187,568.47

PUR 10/27/08 60 NHN CORP 254.00 50.78 29,358,337.00 29,358,337.00 239486 10/29/08 KRW H20081 115295. 1441.80 20,362.28 20,362.28

PUR 10/27/08 60 SHINHAN FINANCIAL GROU 6,870.00 413.79 239,239,460.00 239,239,460.00 239492 10/29/08 KRW H20081 34736.9 1441.80 165,931.10 165,931.10 ------49,927.00 3,967.592,308,237,348.10 2,308,237,348.10 2,098,025.53 2,098,025.53 16 TRANSACTIONS IN COUNTRY: KOREA (4500)

PUR 9/25/08 60 TIGER BRANDS LTD ZAR 0 3,200.00 265.91 428,985.49 428,985.49 243220 10/02/08 ZAR N20080 133.384 8.117 52,852.20 52,852.20

PUR 9/26/08 60 TIGER BRANDS LTD ZAR 0 2,700.00 225.76 363,459.06 363,459.06 243220 10/03/08 ZAR N20080 133.937 8.100 44,871.49 44,871.49 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 60 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 ------

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PUR 9/29/08 60 TIGER BRANDS LTD ZAR 0 10,300.00 838.16 1,371,789.44 1,371,789.44 243220 10/06/08 ZAR N20080 132.515 8.211 167,073.38 167,073.38

PUR 9/30/08 60 TIGER BRANDS LTD ZAR 0 6,800.00 548.27 901,831.25 901,831.25 243220 10/07/08 ZAR N20080 131.955 8.276 108,974.73 108,974.73

PUR 10/01/08 60 TIGER BRANDS LTD ZAR 0 4,100.00 340.07 559,865.64 559,865.64 243220 10/08/08 ZAR N20081 135.866 8.283 67,592.13 67,592.13

PUR 10/01/08 60 TIGER BRANDS LTD ZAR 0 4,100.00 336.59 560,388.00 560,388.00 243220 10/08/08 ZAR N20081 136.000 8.283 67,655.20 67,655.20

PUR 10/02/08 60 TIGER BRANDS LTD ZAR 0 4,000.00 332.80 559,332.09 559,332.09 243220 10/09/08 ZAR N20081 139.130 8.456 66,146.96 66,146.96

PUR 10/03/08 60 TIGER BRANDS LTD ZAR 0 6,000.00 500.40 839,664.49 839,664.49 243220 10/10/08 ZAR N20081 139.240 8.442 99,460.39 99,460.39

PUR 10/06/08 60 TIGER BRANDS LTD ZAR 0 3,800.00 291.84 516,250.93 516,250.93 243220 10/13/08 ZAR N20081 135.172 8.900 58,007.03 58,007.03

PUR 10/07/08 60 TIGER BRANDS LTD ZAR 0 2,500.00 197.36 346,482.24 346,482.24 243220 10/14/08 ZAR N20081 137.896 8.833 39,226.77 39,226.77

PUR 10/08/08 60 TIGER BRANDS LTD ZAR 0 7,900.00 595.08 1,092,506.56 1,092,506.56 243220 10/15/08 ZAR N20081 137.597 9.229 118,380.13 118,380.13

PUR 10/08/08 60 TIGER BRANDS LTD ZAR 0 9,700.00 662.61 1,335,490.43 1,335,490.43 243220 10/15/08 ZAR N20081 137.049 9.229 144,709.00 144,709.00

PUR 10/09/08 60 TIGER BRANDS LTD ZAR 0 7,700.00 613.67 1,108,767.94 1,108,767.94 243220 10/16/08 ZAR N20081 143.272 9.081 122,096.22 122,096.22

PUR 10/10/08 60 ANGLOGOLD LIMITED ZAR 7,090.00 681.18 1,282,428.94 1,282,428.94 243416 10/17/08 ZAR N20081 179.978 9.370 136,862.49 136,862.49

PUR 10/10/08 60 HARMONY GOLD MINING CO 14,300.00 726.70 1,368,137.90 1,368,137.90 243417 10/17/08 ZAR N20081 95.198 9.370 146,009.47 146,009.47 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 61 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/10/08 60 TIGER BRANDS LTD ZAR 0 20,100.00 1,509.01 2,830,031.09 2,830,031.09 243220 10/17/08 ZAR N20081 140.094 9.370 302,024.62 302,024.62

PUR 10/13/08 60 ANGLOGOLD LIMITED ZAR 7,690.00 744.51 1,375,233.27 1,375,233.27 243416 10/20/08 ZAR N20081 177.944 9.194 149,587.56 149,587.56

PUR 10/13/08 60 HARMONY GOLD MINING CO 14,300.00 704.95 1,302,149.59 1,302,149.59 243417 10/20/08 ZAR N20081 90.606 9.193 141,638.07 141,638.07

PUR 10/14/08 60 ANGLOGOLD LIMITED ZAR 1,780.00 195.51 352,766.24 352,766.24 243416 10/21/08 ZAR N20081 197.197 8.981 39,280.92 39,280.92

PUR 10/14/08 60 ANGLOGOLD LIMITED ZAR 3,990.00 439.86 785,154.73 785,154.73 243416 10/21/08 ZAR N20081 195.791 8.981 87,427.87 87,427.87

PUR 10/14/08 60 HARMONY GOLD MINING CO 6,100.00 283.10 555,235.33 555,235.33 243417 10/21/08 ZAR N20081 90.605 8.981 61,826.08 61,826.08

PUR 10/14/08 60 HARMONY GOLD MINING CO 3,800.00 190.78 344,240.39 344,240.39 243417 10/21/08 ZAR N20081 90.139 8.981 38,331.56 38,331.56

PUR 10/15/08 60 TIGER BRANDS LTD ZAR 0 900.00 59.32 124,717.86 124,717.86 243220 10/22/08 ZAR N20081 137.955 9.419 13,241.23 13,241.23

PUR 10/16/08 60 TIGER BRANDS LTD ZAR 0 6,000.00 345.32 782,985.24 782,985.24 243220 10/23/08 ZAR N20081 129.900 10.382 75,414.67 75,414.67

PUR 10/17/08 60 ANGLOGOLD LIMITED ZAR 5,470.00 468.78 1,057,730.89 1,057,730.89 243416 10/24/08 ZAR N20081 192.503 10.112 104,596.38 104,596.38

PUR 10/17/08 60 ANGLOGOLD LTD NPV ADR 6,600.00 264.00 123,186.36 123,186.36 243518 10/22/08 USD N20081 18.625 1.000 123,186.36 123,186.36

PUR 10/17/08 60 HARMONY GOLD MINING CO 11,000.00 467.03 949,300.58 949,300.58 243417 10/24/08 ZAR N20081 85.871 10.112 93,873.98 93,873.98

PUR 10/17/08 60 HARMONY GOLD MNG USD 0 14,300.00 572.00 117,270.01 117,270.01 243519 10/22/08 USD N20081 8.161 1.000 117,270.01 117,270.01 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 62 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 ------

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PUR 10/17/08 60 TIGER BRANDS LTD ZAR 0 4,700.00 288.20 584,841.65 584,841.65 243220 10/24/08 ZAR N20081 123.814 10.112 57,833.54 57,833.54

PUR 10/17/08 60 TIGER BRANDS LTD ZAR 0 1,300.00 71.40 161,164.75 161,164.75 243220 10/24/08 ZAR N20081 123.418 10.113 15,937.18 15,937.18

PUR 10/20/08 60 ANGLOGOLD LIMITED ZAR 1,300.00 110.52 251,731.43 251,731.43 243416 10/27/08 ZAR N20081 192.772 10.208 24,659.49 24,659.49

PUR 10/20/08 60 HARMONY GOLD MINING CO 2,600.00 103.91 213,205.38 213,205.38 243417 10/27/08 ZAR N20081 81.594 10.208 20,885.49 20,885.49 ------206,120.00 13,974.60 24,546,325.19 24,546,325.19 2,906,932.60 2,906,932.60 32 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)

PUR 9/30/08 60 BANCO ITAU HLDG F ADR 28,900.00 1,156.00 458,573.64 458,573.64 243221 10/03/08 USD N20080 15.828 1.000 458,573.64 458,573.64

PUR 10/01/08 60 BANCO ITAU HLDG F ADR 25,400.00 1,016.00 415,637.98 415,637.98 243221 10/06/08 USD N20081 16.324 1.000 415,637.98 415,637.98

PUR 10/09/08 60 BANCO ITAU HLDG F ADR 15,300.00 612.00 178,505.10 178,505.10 243221 10/15/08 USD N20081 11.627 1.000 178,505.10 178,505.10

PUR 10/13/08 60 BANCO ITAU HLDG F ADR 19,700.00 788.00 242,784.77 242,784.77 243221 10/16/08 USD N20081 12.284 1.000 242,784.77 242,784.77

PUR 10/14/08 60 BANCO ITAU HLDG F ADR 21,200.00 848.00 291,493.64 291,493.64 243221 10/17/08 USD N20081 13.710 1.000 291,493.64 291,493.64

PUR 10/14/08 60 ULTRAPAR PARTICIPACOES 1,000.00 61.28 42,941.64 42,941.64 243517 10/17/08 BRL N20081 42.813 2.096 20,487.42 20,487.42

PUR 10/15/08 60 ULTRAPAR PARTICIPACOES 5,000.00 290.96 212,743.32 212,743.32 243517 10/20/08 BRL N20081 42.421 2.187 97,276.32 97,276.32 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 63 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/16/08 60 ULTRAPAR PARTICIPACOES 6,000.00 343.08 254,925.49 254,925.49 243517 10/21/08 BRL N20081 42.361 2.223 114,702.13 114,702.13

PUR 10/17/08 60 ULTRAPAR PARTICIPACOES 2,000.00 125.92 89,461.58 89,461.58 243517 10/22/08 BRL N20081 44.597 2.125 42,099.57 42,099.57

PUR 10/20/08 60 ULTRAPAR PARTICIPACOES 3,000.00 187.83 131,120.18 131,120.18 243517 10/23/08 BRL N20081 43.576 2.088 62,797.02 62,797.02

PUR 10/21/08 60 ULTRAPAR PARTICIPACOES 1,640.00 100.78 74,127.01 74,127.01 243517 10/24/08 BRL N20081 45.064 2.200 33,694.10 33,694.10

PUR 10/21/08 60 ULTRAPAR PARTICIPACOES 300.00 18.55 13,642.11 13,642.11 243517 10/24/08 BRL N20081 45.338 2.200 6,200.96 6,200.96

PUR 10/22/08 60 ULTRAPAR PARTICIPACOES 1,000.00 55.48 43,869.41 43,869.41 243517 10/27/08 BRL N20081 43.738 2.365 18,549.43 18,549.43

PUR 10/22/08 60 ULTRAPAR PARTICIPACOES 600.00 33.34 26,358.84 26,358.84 243517 10/27/08 BRL N20081 43.800 2.365 11,145.39 11,145.39

PUR 10/22/08 60 ULTRAPAR PARTICIPACOES 100.00 5.45 4,312.90 4,312.90 243517 10/27/08 BRL N20081 43.000 2.365 1,823.64 1,823.64

PUR 10/23/08 60 ULTRAPAR PARTICIPACOES 2,400.00 135.26 103,014.68 103,014.68 243517 10/28/08 BRL 42.794 2.278 45,221.55 45,221.55 ------133,540.00 5,777.93 2,583,512.29 2,583,512.29 2,040,992.66 2,040,992.66 16 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

PUR 10/08/08 60 BANCOLOMBIA S.A. SPONS 4,400.00 176.00 95,081.36 95,081.36 240863 10/14/08 USD N20081 21.569 1.000 95,081.36 95,081.36 ------4,400.00 176.00 95,081.36 95,081.36 95,081.36 95,081.36 1 TRANSACTION IN COUNTRY: COLOMBIA (7700)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 64 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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)

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INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/02/08 60 FOMENTO ECONOMICO MEXI 5,400.00 216.00 197,976.96 197,976.96 243409 10/07/08 USD N20081 36.622 1.000 197,976.96 197,976.96

PUR 10/03/08 60 FOMENTO ECONOMICO MEXI 17,600.00 704.00 655,008.64 655,008.64 243409 10/08/08 USD N20081 37.176 1.000 655,008.64 655,008.64

PUR 10/06/08 60 FOMENTO ECONOMICO MEXI 12,100.00 484.00 395,100.09 395,100.09 243409 10/09/08 USD N20081 32.613 1.000 395,100.09 395,100.09

PUR 10/07/08 60 FOMENTO ECONOMICO MEXI 12,200.00 488.00 392,488.64 392,488.64 243409 10/10/08 USD N20081 32.131 1.000 392,488.64 392,488.64

PUR 10/08/08 60 FOMENTO ECONOMICO MEXI 2,300.00 92.00 69,282.90 69,282.90 243409 10/14/08 USD N20081 30.083 1.000 69,282.90 69,282.90

PUR 10/09/08 60 FOMENTO ECONOMICO MEXI 3,200.00 96.00 97,742.72 97,742.72 243409 10/15/08 USD N20081 30.515 1.000 97,742.72 97,742.72

PUR 10/10/08 60 FOMENTO ECONOMICO MEXI 2,700.00 81.00 71,195.22 71,195.22 243409 10/16/08 USD N20081 26.339 1.000 71,195.22 71,195.22

PUR 10/13/08 60 FOMENTO ECONOMICO MEXI 100.00 3.00 3,052.42 3,052.42 243409 10/16/08 USD N20081 30.494 1.000 3,052.42 3,052.42

PUR 10/16/08 60 AMERICA MOVIL-ADR SERI 27,400.00 1,096.00 894,218.18 894,218.18 239497 10/21/08 USD N20081 32.596 1.000 894,218.18 894,218.18

PUR 10/24/08 60 WALMART DE MEXICO-SER 16,000.00 474,325.26 474,325.26 239211 10/29/08 MXN N20081 29.645 13.360 35,503.39 35,503.39

PUR 10/24/08 60 WALMART DE MEXICO-SER 4,000.00 22.01 117,870.80 117,870.80 239211 10/29/08 MXN N20081 29.394 13.360 8,822.66 8,822.66

PUR 10/27/08 60 WALMART DE MEXICO-SER 10,000.00 58.27 310,247.69 310,247.69 239211 10/30/08 MXN N20081 30.947 13.278 23,366.42 23,366.42

PUR 10/28/08 60 WALMART DE MEXICO-SER 10,000.00 338,550.27 338,550.27 239211 10/31/08 MXN N20081 33.855 13.360 25,339.83 25,339.83 ------123,000.00 3,340.28 4,017,059.79 4,017,059.79 2,869,098.07 2,869,098.07 13 TRANSACTIONS IN COUNTRY: MEXICO (7800)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 65 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/08/08 60 COPA HOLDINGS SA-CLASS 2,300.00 69.00 55,465.42 55,465.42 240862 10/14/08 USD N20081 24.085 1.000 55,465.42 55,465.42

PUR 10/09/08 60 COPA HOLDINGS SA-CLASS 1,800.00 54.00 43,612.20 43,612.20 240862 10/15/08 USD N20081 24.199 1.000 43,612.20 43,612.20 ------4,100.00 123.00 99,077.62 99,077.62 99,077.62 99,077.62 2 TRANSACTIONS IN COUNTRY: PANAMA (8200)

PUR 10/28/08 60 DIGI COM BHD MYR1 14,000.00 284.90 293,853.74 293,853.74 243719 10/31/08 MYR H20081 20.917 3.580 82,082.05 82,082.05

PUR 10/28/08 60 TENAGA NASIONAL BHD 55,000.00 314.92 332,353.93 332,353.93 243720 10/31/08 MYR H20081 6.022 3.580 92,836.29 92,836.29 ------69,000.00 599.82 626,207.67 626,207.67 174,918.34 174,918.34 2 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)

PUR 10/24/08 60 CESKY TELECOM CZK100 11,096.00 619.59 4,063,303.05 4,063,303.05 243597 10/30/08 CZK N20081 365.100 19.615 207,149.68 207,149.68

PUR 10/24/08 60 CESKY TELECOM CZK100 8,611.00 482.98 3,167,413.40 3,167,413.40 243597 10/30/08 CZK N20081 366.733 19.615 161,476.67 161,476.67

PUR 10/27/08 60 CESKY TELECOM CZK100 10,672.00 530.82 3,535,150.07 3,535,150.07 243597 10/31/08 CZK N20081 330.264 19.920 177,470.05 177,470.05

PUR 10/27/08 60 CESKY TELECOM CZK100 1,122.00 56.44 375,872.24 375,872.24 243597 10/31/08 CZK N20081 334.000 19.920 18,869.37 18,869.37 ------31,501.00 1,689.83 11,141,738.76 11,141,738.76 564,965.77 564,965.77 4 TRANSACTIONS IN COUNTRY: THE CZECH REPUBLIC (9700)

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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: 66 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/29/08 60 VIMPEL COMMUNICATI SPN 12,900.00 516.00 235,657.20 235,657.20 239514 10/02/08 USD N20080 18.228 1.000 235,657.20 235,657.20

PUR 9/30/08 60 VIMPEL COMMUNICATI SPN 11,900.00 476.00 229,769.96 229,769.96 239514 10/03/08 USD N20080 19.268 1.000 229,769.96 229,769.96

PUR 10/01/08 60 VIMPEL COMMUNICATI SPN 11,000.00 440.00 218,296.10 218,296.10 239514 10/06/08 USD N20081 19.805 1.000 218,296.10 218,296.10

PUR 10/02/08 60 VIMPEL COMMUNICATI SPN 3,200.00 128.00 60,813.76 60,813.76 239514 10/07/08 USD N20081 18.964 1.000 60,813.76 60,813.76 ------39,000.00 1,560.00 744,537.02 744,537.02 744,537.02 744,537.02 4 TRANSACTIONS IN COUNTRY: RUSSIA (9800)

PUR 10/27/08 60 STATE BK OF INDIA GDR- 9,661.00 386.44 400,351.84 400,351.84 242985 10/30/08 USD H20081 41.400 1.000 400,351.84 400,351.84 ------9,661.00 386.44 400,351.84 400,351.84 400,351.84 400,351.84 1 TRANSACTION IN COUNTRY: INDIA (9980)

------9,676,654.00 61,490.732,619,813,390.54 2,619,813,390.54 23,581,487.58 23,581,487.58 194 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)

------9,768,154.00 64,235.732,620,589,832.09 2,620,589,832.09 24,357,929.13 24,357,929.13 195 "PUR " TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 67 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

ETF-EMERGING MARKETS (1700) ------

SALE 10/23/08 60 ISHARES MSCI TAIWAN IN 37,800.00 1,135.71 304,167.33 551,934.33 -247,767.00 239504 10/28/08 USD H20081 8.077 1.000 304,167.33 551,934.33 - 247,767.00

SALE 10/28/08 60 ISHARES MSCI TAIWAN IN 37,900.00 1,138.65 292,207.35 553,394.48 -261,187.13 239504 10/31/08 USD H20081 7.740 1.000 292,207.35 553,394.48 - 261,187.13 ------75,700.00 2,274.36 596,374.68 1,105,328.81 - 508,954.13 596,374.68 1,105,328.81 - 508,954.13 2 TRANSACTIONS IN COUNTRY: TAIWAN (3900)

------75,700.00 2,274.36 596,374.68 1,105,328.81 - 508,954.13 596,374.68 1,105,328.81 - 508,954.13 2 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)

FOREIGN STOCKS (2220) ------

SALE 10/10/08 60 GETIN HOLDING SA 50,833.00 423.86 373,495.02 570,600.04 - 197,105.02 240029 10/15/08 PLN N20081 7.370 2.652 140,861.78 251,303.26 - 110,441.48

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SALE 10/13/08 60 GETIN HOLDING SA 32,398.00 277.37 240,928.48 363,667.31 - 122,738.83 240029 10/16/08 PLN N20081 7.459 2.614 92,179.09 160,166.10 - 67,987.01

SALE 10/14/08 60 GETIN HOLDING SA 1,840.00 16.48 13,944.80 20,653.99 - 6,709.19 240029 10/17/08 PLN N20081 7.602 2.545 5,478.43 9,096.42 - 3,617.99

SALE 10/14/08 60 GETIN HOLDING SA 12,607.00 112.76 95,391.28 141,513.48 - 46,122.20 240029 10/17/08 PLN N20081 7.589 2.545 37,475.95 62,325.27 - 24,849.32

SALE 10/15/08 60 GETIN HOLDING SA 8,143.00 65.52 56,281.18 91,405.11 - 35,123.93 240029 10/20/08 PLN N20081 6.932 2.585 21,773.06 40,256.57 - 18,483.51

SALE 10/15/08 60 GETIN HOLDING SA 5,337.00 41.89 35,989.04 59,907.79 - 23,918.75 240029 10/20/08 PLN N20081 6.764 2.585 13,922.80 26,384.55 - 12,461.75 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 68 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/15/08 60 POLIMEX MOSTOSTAL SA 3,513.00 13.92 11,956.70 23,338.52 - 11,381.82 240031 10/20/08 PLN N20081 3.414 2.585 4,625.59 10,296.64 - 5,671.05

SALE 10/16/08 60 GETIN HOLDING SA 9,203.00 66.21 58,833.52 103,303.61 - 44,470.09 240029 10/21/08 PLN N20081 6.412 2.674 22,002.89 45,496.90 - 23,494.01

SALE 10/16/08 60 GETIN HOLDING SA 31,288.00 224.76 199,732.95 351,207.57 - 151,474.62 240029 10/21/08 PLN N20081 6.403 2.674 74,697.24 154,678.59 - 79,981.35

SALE 10/16/08 60 POLIMEX MOSTOSTAL SA 10,596.00 39.05 34,702.38 70,394.24 - 35,691.86 240031 10/21/08 PLN N20081 3.285 2.674 12,978.19 31,057.00 - 18,078.81

SALE 10/17/08 60 GETIN HOLDING SA 7,362.00 52.15 45,726.12 82,638.39 - 36,912.27 240029 10/22/08 PLN N20081 6.230 2.640 17,321.16 36,395.54 - 19,074.38

SALE 10/17/08 60 POLIMEX MOSTOSTAL SA 13,152.00 45.70 40,096.85 87,374.96 - 47,278.11 240031 10/22/08 PLN N20081 3.058 2.640 15,188.78 38,548.67 - 23,359.89

SALE 10/20/08 60 GETIN HOLDING SA 9,202.00 64.52 57,798.68 103,292.38 - 45,493.70 240029 10/23/08 PLN N20081 6.300 2.696 21,441.86 45,491.96 - 24,050.10

SALE 10/20/08 60 GETIN HOLDING SA 11,043.00 75.70 67,816.40 123,957.59 - 56,141.19 240029 10/23/08 PLN N20081 6.160 2.696 25,158.18 54,593.31 - 29,435.13

SALE 10/20/08 60 POLIMEX MOSTOSTAL SA 9,470.00 32.21 28,853.50 62,913.69 - 34,060.19 240031 10/23/08 PLN N20081 3.056 2.696 10,703.92 27,756.68 - 17,052.76

SALE 10/21/08 60 GETIN HOLDING SA 9,757.00 63,073.73 109,522.25 - 46,448.52 240029 10/24/08 PLN N20081 6.464 2.763 22,830.47 48,235.71 - 25,405.24

SALE 10/21/08 60 GETIN HOLDING SA 7,678.00 53.79 49,388.31 86,185.49 - 36,797.18 240029 10/24/08 PLN N20081 6.452 2.763 17,876.83 37,957.75 - 20,080.92

SALE 10/21/08 60 POLIMEX MOSTOSTAL SA 9,869.00 34.25 31,445.72 65,564.44 - 34,118.72 240031 10/24/08 PLN N20081 3.196 2.763 11,382.24 28,926.16 - 17,543.92

SALE 10/22/08 60 GETIN HOLDING SA 17,364.00 109.88 106,745.22 194,910.77 - 88,165.55 240029 10/27/08 PLN N20081 6.166 2.923 36,517.81 85,842.46 - 49,324.65 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY

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REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 69 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/22/08 60 POLIMEX MOSTOSTAL SA 4,736.00 14.74 14,316.00 31,463.49 - 17,147.49 240031 10/27/08 PLN N20081 3.032 2.923 4,897.54 13,881.27 - 8,983.73

SALE 10/23/08 60 GETIN HOLDING SA 7,514.00 39.08 38,636.45 84,344.60 - 45,708.15 240029 10/28/08 PLN N20081 5.157 2.974 12,990.10 37,146.99 - 24,156.89

SALE 10/23/08 60 GETIN HOLDING SA 3,700.00 18.66 18,444.50 41,532.47 - 23,087.97 240029 10/28/08 PLN N20081 5.000 2.974 6,201.29 18,291.70 - 12,090.41

SALE 10/23/08 60 POLIMEX MOSTOSTAL SA 9,917.00 27.91 27,583.45 65,883.33 - 38,299.88 240031 10/28/08 PLN N20081 2.790 2.974 9,273.93 29,066.85 - 19,792.92

SALE 10/24/08 60 POLIMEX MOSTOSTAL SA 34,135.00 85.84 85,666.85 226,774.96 - 141,108.11 240031 10/29/08 PLN N20081 2.517 3.003 28,528.99 100,050.09 - 71,521.10

SALE 10/27/08 60 POLIMEX MOSTOSTAL SA 16,561.00 41.42 42,330.07 110,022.56 - 67,692.49 240031 10/30/08 PLN N20081 2.564 3.075 13,766.77 48,540.49 - 34,773.72

SALE 10/28/08 60 POLIMEX MOSTOSTAL SA 9,810.00 26.61 26,101.41 65,172.47 - 39,071.06 240031 10/31/08 PLN N20081 2.669 2.951 8,844.94 28,753.23 - 19,908.29 ------347,028.00 2,004.28 1,865,278.61 3,337,545.50 -1,472,266.89 688,919.83 1,470,540.16 - 781,620.33 26 TRANSACTIONS IN COUNTRY: POLAND (2300)

SALE 10/06/08 60 QATAR INSURANCE CO 229.00 43.85 35,307.00 52,912.27 - 17,605.27 241178 10/09/08 QAR N20081 154.876 3.640 9,700.79 14,540.70 - 4,839.91

SALE 10/06/08 60 QATAR NATIONAL BANK 897.00 178.23 143,501.37 224,766.59 - 81,265.22 241180 10/09/08 QAR N20081 160.702 3.640 39,427.79 61,769.22 - 22,341.43

SALE 10/06/08 60 QATAR NATIONAL BANK 746.00 158.20 127,376.20 186,929.63 - 59,553.43 241180 10/08/08 QAR 171.517 3.640 34,997.31 51,371.06 - 16,373.75

SALE 10/07/08 60 QATAR INSURANCE CO 300.00 56.64 45,618.67 69,317.39 - 23,698.72 241178 10/13/08 QAR 152.750 3.641 12,530.54 19,048.95 - 6,518.41 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 70 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/07/08 60 QATAR NATIONAL BANK 1,463.00 284.54 229,158.98 366,592.55 - 137,433.57 241180 10/13/08 QAR 157.344 3.641 62,945.39 100,745.11 - 37,799.72

SALE 10/08/08 60 QATAR INSURANCE CO 160.00 27.18 21,897.07 36,969.27 - 15,072.20 241178 10/13/08 QAR N20081 137.475 3.641 6,014.03 10,159.44 - 4,145.41

SALE 10/08/08 60 QATAR NATIONAL BANK 1,755.00 308.29 248,320.22 439,760.71 - 191,440.49 241180 10/13/08 QAR N20081 142.133 3.641 68,201.10 120,852.81 - 52,651.71

SALE 10/09/08 60 QATAR INSURANCE CO 200.00 33.13 26,683.82 46,211.59 - 19,527.77 241178 10/14/08 QAR N20081 134.022 3.641 7,328.71 12,699.30 - 5,370.59

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SALE 10/09/08 60 QATAR NATIONAL BANK 2,536.00 464.52 374,155.30 635,460.49 - 261,305.19 241180 10/14/08 QAR N20081 148.204 3.641 102,761.69 174,634.04 - 71,872.35

SALE 10/13/08 60 QATAR INSURANCE CO 10.00 1.68 1,355.19 2,310.58 - 955.39 241178 10/16/08 QAR N20081 136.132 3.638 372.51 634.97 - 262.46

SALE 10/13/08 60 QATAR INSURANCE CO 1,010.00 158.57 127,618.48 233,368.55 - 105,750.07 241178 10/15/08 QAR 126.926 3.638 35,079.30 64,131.47 - 29,052.17

SALE 10/13/08 60 QATAR NATIONAL BANK 2,192.00 415.53 334,420.42 549,262.39 - 214,841.97 241180 10/16/08 QAR N20081 153.254 3.638 91,924.25 150,945.51 - 59,021.26

SALE 10/13/08 60 QATAR NATIONAL BANK 1,628.00 282.24 227,152.05 407,937.57 - 180,785.52 241180 10/15/08 QAR 140.159 3.638 62,438.72 112,107.34 - 49,668.62

SALE 10/14/08 60 QATAR INSURANCE CO 6,783.00 1,188.89 957,613.94 1,567,266.19 -609,652.25 241178 10/20/08 QAR 141.817 3.641 263,008.50 430,696.79 - 167,688.29

SALE 10/16/08 60 QATAR INSURANCE CO 1,260.00 179.00 144,142.84 291,133.04 - 146,990.20 241178 10/21/08 QAR N20081 114.916 3.640 39,598.59 80,005.60 - 40,407.01

SALE 10/21/08 60 QATAR INSURANCE CO 2,835.00 379.00 305,192.51 655,049.34 - 349,856.83 241178 10/27/08 QAR 108.138 3.640 83,844.10 180,012.59 - 96,168.49

SALE 10/21/08 60 QATAR INSURANCE CO 5,670.00 731.77 589,258.27 1,310,098.66 -720,840.40 241178 10/22/08 QAR 104.395 3.640 161,884.14 360,025.18 - 198,141.04 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 71 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/22/08 60 QATAR INSURANCE CO 566.00 75.22 60,555.82 130,778.81 - 70,222.99 241178 10/27/08 QAR N20081 107.473 3.639 16,640.79 35,939.02 - 19,298.23

SALE 10/23/08 60 QATAR INSURANCE CO 1,130.00 145.09 116,803.75 261,095.50 - 144,291.75 241178 10/28/08 QAR N20081 103.833 3.639 32,097.76 71,751.05 - 39,653.29

SALE 10/27/08 60 QATAR INSURANCE CO 1,139.00 139.78 112,463.46 263,175.03 - 150,711.57 241178 10/29/08 QAR 99.185 3.637 30,922.04 72,322.52 - 41,400.48 ------32,509.00 5,251.35 4,228,595.36 7,730,396.15 -3,501,800.80 1,161,718.05 2,124,392.67 - 962,674.62 20 TRANSACTIONS IN COUNTRY: QUATAR (3150)

SALE 10/10/08 60 ASYA KATILIM BANKASI A 53,000.00 92.17 62,408.67 186,999.55 - 124,590.88 240212 10/14/08 TRY N20081 1.180 1.425 43,801.71 152,686.19 - 108,884.48

SALE 10/13/08 60 ASYA KATILIM BANKASI A 177,000.00 309.93 206,248.87 624,507.94 -418,259.07 240212 10/15/08 TRY N20081 1.168 1.400 147,278.54 509,914.26 - 362,635.72

SALE 10/14/08 60 ASYA KATILIM BANKASI A 97,000.00 174.48 114,490.66 342,244.46 -227,753.80 240212 10/16/08 TRY N20081 1.183 1.381 82,910.17 279,444.53 - 196,534.36

SALE 10/15/08 60 ASYA KATILIM BANKASI A 39,027.00 67.38 45,643.59 137,698.71 - 92,055.12 240212 10/17/08 TRY N20081 1.172 1.425 32,021.60 112,431.77 - 80,410.17 ------366,027.00 643.96 428,791.79 1,291,450.66 - 862,658.87 306,012.02 1,054,476.75 - 748,464.73 4 TRANSACTIONS IN COUNTRY: TURKEY (3400)

SALE 9/29/08 60 CHINA COSCO HOLDINGS-H 44,000.00 150.05 323,395.99 892,461.50 -

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569,065.51 239285 10/02/08 HKD H20080 7.376 7.768 41,632.36 114,435.53 - 72,803.17

SALE 9/29/08 60 CHINA COSCO HOLDINGS-H 28,000.00 95.09 204,921.34 567,930.04 - 363,008.70 239285 10/02/08 HKD H20080 7.345 7.768 26,380.53 72,822.61 - 46,442.08 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 72 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/30/08 60 CHINA COSCO HOLDINGS-H 11,500.00 37.15 79,804.47 233,256.98 - 153,452.51 239285 10/03/08 HKD H20080 6.965 7.764 10,278.65 29,909.29 - 19,630.64

SALE 10/02/08 60 CHINA CITIC BANK C 32,000.00 51.15 110,332.08 144,399.47 - 34,067.39 240715 10/06/08 HKD H20081 3.460 7.772 14,197.01 18,530.06 - 4,333.05

SALE 10/02/08 60 CHINA CONSTRUCTION 410,000.00 941.08 2,029,894.42 2,582,647.28 -552,752.86 239291 10/06/08 HKD H20081 4.969 7.771 261,197.25 331,109.02 - 69,911.77

SALE 10/02/08 60 CHINA COSCO HOLDINGS-H 67,500.00 205.90 444,014.61 1,369,117.07 -925,102.46 239285 10/06/08 HKD H20081 6.602 7.771 57,133.71 175,554.51 - 118,420.80

SALE 10/03/08 60 CHINA CITIC BANK C 145,000.00 219.01 472,404.44 654,310.09 - 181,905.65 240715 10/08/08 HKD H20081 3.270 7.772 60,786.00 83,964.34 - 23,178.34

SALE 10/03/08 60 CHINA CONSTRUCTION 86,000.00 85.47 416,659.38 541,726.02 - 125,066.64 239291 10/08/08 HKD H20081 4.853 7.772 53,613.08 69,452.14 - 15,839.06

SALE 10/03/08 60 CHINA CONSTRUCTION 150,000.00 335.12 722,855.59 944,870.96 -222,015.37 239291 10/08/08 HKD H20081 4.836 7.772 93,012.45 121,137.45 - 28,125.00

SALE 10/03/08 60 CHINA COSCO HOLDINGS-H 165,500.00 562.06 1,212,288.56 3,356,872.23 -2,144,583.67 239285 10/08/08 HKD H20081 7.351 7.772 155,989.57 430,433.65 - 274,444.08

SALE 10/06/08 60 CHINA CITIC BANK C 196,000.00 279.24 602,098.67 884,446.75 - 282,348.08 240715 10/09/08 HKD H20081 3.083 7.769 77,503.14 113,496.63 - 35,993.49

SALE 10/06/08 60 CHINA CITIC BANK C 160,000.00 228.61 492,928.00 721,997.34 - 229,069.34 240715 10/09/08 HKD H20081 3.092 7.769 63,450.51 92,650.31 - 29,199.80

SALE 10/06/08 60 CHINA CONSTRUCTION 279,000.00 578.91 1,248,156.82 1,757,459.98 -509,303.16 239291 10/09/08 HKD H20081 4.490 7.769 160,664.82 225,315.65 - 64,650.83

SALE 10/06/08 60 CHINA COSCO HOLDINGS-H 72,000.00 222.51 479,577.02 1,460,391.54 -980,814.52 239285 10/09/08 HKD H20081 6.685 7.769 61,731.95 187,258.14 - 125,526.19

SALE 10/08/08 60 CHINA CITIC BANK C 267,000.00 358.68 773,435.76 1,204,833.07 - 431,397.31 240715 10/10/08 HKD H20081 2.907 7.769 99,551.53 154,610.20 - 55,058.67 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 73 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/08/08 60 CHINA CONSTRUCTION 38,000.00 70.17 151,264.81 239,367.31 - 88,102.50 239291 10/10/08 HKD H20081 3.995 7.769 19,469.81 30,688.15 - 11,218.34

SALE 10/08/08 60 CHINA CONSTRUCTION 166,000.00 305.32 658,374.32 1,045,657.19 -387,282.87 239291 10/10/08 HKD H20081 3.980 7.769 84,741.58 134,058.77 - 49,317.19

SALE 10/09/08 60 CHINA CITIC BANK C 485,000.00 653.02 1,406,524.87 2,188,554.44 -782,029.57 240715 10/13/08 HKD H20081 2.911 7.760 181,246.20 280,846.24 -

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99,600.04

SALE 10/09/08 60 CHINA COSCO HOLDINGS-H 151,000.00 360.15 775,519.56 3,062,765.60 -2,287,246.04 239285 10/13/08 HKD H20081 5.154 7.760 99,934.22 392,721.94 - 292,787.72

SALE 10/13/08 60 CHINA CITIC BANK C 189,000.00 254.45 548,053.20 852,859.36 - 304,806.16 240715 10/15/08 HKD H20081 2.910 7.760 70,623.59 109,443.17 - 38,819.58

SALE 10/13/08 60 CHINA COSCO HOLDINGS-H 160,000.00 364.34 784,580.61 3,245,314.54 -2,460,733.93 239285 10/15/08 HKD H20081 4.921 7.760 101,103.14 416,129.21 - 315,026.07

SALE 10/13/08 60 CHINA COSCO HOLDINGS-H 74,000.00 163.63 352,324.39 1,500,957.97 -1,148,633.58 239285 10/15/08 HKD H20081 4.778 7.760 45,401.46 192,459.76 - 147,058.30

SALE 10/14/08 60 CHINA COSCO HOLDINGS-H 18,000.00 45.51 97,772.05 365,097.89 - 267,325.84 239285 10/16/08 HKD H20081 5.451 7.760 12,599.33 46,814.54 - 34,215.21 ------3,394,500.00 6,566.62 14,387,180.96 29,817,294.62 -15,430,113.66 1,852,241.89 3,823,841.31 - 1,971,599.42 23 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)

SALE 9/29/08 60 CHINA RESOURCES POWER 22,000.00 173.18 373,369.77 459,059.98 - 85,690.21 239284 10/02/08 HKD H20080 17.033 7.768 48,065.73 58,847.61 - 10,781.88

SALE 9/29/08 60 DATANG INTL POWER H 112,000.00 222.92 480,618.76 604,293.49 - 123,674.73 239288 10/02/08 HKD H20080 4.307 7.768 61,872.42 77,481.06 - 15,608.64

SALE 9/30/08 60 CHINA RESOURCES POWER 22,000.00 168.14 362,332.53 459,059.98 - 96,727.45 239284 10/03/08 HKD H20080 16.529 7.764 46,667.68 58,847.61 - 12,179.93 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 74 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/02/08 60 CHINA RESOURCES POWER 20,000.00 150.46 324,540.68 417,327.25 - 92,786.57 239284 10/06/08 HKD H20081 16.286 7.771 41,760.37 53,497.83 - 11,737.46

SALE 10/02/08 60 INDUSTRIAL + COMME 606,000.00 1,265.10 2,728,803.50 3,278,653.54 -549,850.04 239287 10/06/08 HKD H20081 4.519 7.771 351,129.58 420,351.06 - 69,221.48

SALE 10/03/08 60 CHINA RESOURCES POWER 48,000.00 346.29 746,953.58 1,001,585.41 -254,631.83 239284 10/08/08 HKD H20081 15.618 7.772 96,113.23 128,394.78 - 32,281.55

SALE 10/03/08 60 INDUSTRIAL + COMME 55,000.00 111.83 241,207.94 297,567.57 - 56,359.63 239287 10/08/08 HKD H20081 4.401 7.772 31,037.10 38,150.67 - 7,113.57

SALE 10/03/08 60 INDUSTRIAL + COMME 102,000.00 206.80 445,938.26 551,852.58 - 105,914.32 239287 10/08/08 HKD H20081 4.388 7.772 57,380.50 70,752.16 - 13,371.66

SALE 10/06/08 60 CHINA RESOURCES POWER 8,000.00 53.89 116,192.55 166,930.90 - 50,738.35 239284 10/09/08 HKD H20081 14.576 7.769 14,956.50 21,399.13 - 6,442.63

SALE 10/06/08 60 INDUSTRIAL + COMME 14,000.00 26.88 57,961.16 75,744.47 - 17,783.31 239287 10/09/08 HKD H20081 4.155 7.769 7,460.86 9,711.08 - 2,250.22

SALE 10/08/08 60 INDUSTRIAL + COMME 5,000.00 9.10 19,501.31 27,051.60 - 7,550.29 239287 10/10/08 HKD H20081 3.914 7.769 2,510.08 3,468.24 - 958.16

SALE 10/09/08 60 CHINA COAL ENERGY 135,000.00 347.88 749,277.38 2,241,097.80 -1,491,820.42 239289 10/13/08 HKD H20081 5.570 7.760 96,552.63 287,390.46 - 190,837.83

SALE 10/09/08 60 CHINA RESOURCES POWER 38,000.00 241.23 519,582.97 792,921.78 - 273,338.81 239284 10/13/08 HKD H20081 13.723 7.760 66,953.98 101,645.87 - 34,691.89

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SALE 10/13/08 60 CHINA COAL ENERGY 111,000.00 116.73 568,346.54 1,842,680.42 -1,274,333.88 239289 10/15/08 HKD H20081 5.128 7.760 73,238.65 236,298.82 - 163,060.17

SALE 10/14/08 60 CHINA COAL ENERGY 33,000.00 40.56 197,520.28 547,823.91 - 350,303.63 239289 10/16/08 HKD H20081 5.995 7.760 25,453.32 70,251.00 - 44,797.68

SALE 10/15/08 60 CHINA COAL ENERGY 81,000.00 93.19 453,605.95 1,344,658.68 - 891,052.73 239289 10/17/08 HKD H20081 5.609 7.759 58,464.17 172,434.27 - 113,970.10 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 75 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/16/08 60 CHINA COAL ENERGY 94,000.00 204.52 440,288.87 1,560,468.10 -1,120,179.23 239289 10/20/08 HKD H20081 4.701 7.756 56,764.59 200,108.91 - 143,344.32

SALE 10/17/08 60 CHINA COAL ENERGY 57,000.00 128.80 277,269.32 946,241.29 - 668,971.97 239289 10/21/08 HKD H20081 4.882 7.756 35,749.93 121,342.64 - 85,592.71

SALE 10/20/08 60 CHINA COAL ENERGY 1,000.00 1.03 4,991.65 16,600.72 - 11,609.07 239289 10/22/08 HKD H20081 5.000 7.755 643.64 2,128.82 - 1,485.18

SALE 10/20/08 60 CHINA COAL ENERGY 26,000.00 58.40 125,709.48 431,618.84 - 305,909.36 239289 10/22/08 HKD H20081 4.852 7.755 16,209.28 55,349.27 - 39,139.99

SALE 10/21/08 60 CHINA COAL ENERGY 30,000.00 71.08 152,775.88 498,021.73 - 345,245.85 239289 10/23/08 HKD H20081 5.111 7.753 19,704.88 63,864.55 - 44,159.67 ------1,620,000.00 4,038.01 9,386,788.36 17,561,260.04 -8,174,471.68 1,208,689.12 2,251,715.84 - 1,043,026.72 21 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

SALE 10/02/08 60 HYUNDAI DEVELOPMENT CO 300.00 55.34 12,243,205.00 15,270,403.26 -3,027,198.26 241181 10/07/08 KRW H20081 41036.3 1223.40 10,007.52 14,547.36 -4,539.84

SALE 10/02/08 60 LG CHEM LTD KRW 5000.0 128.00 51.54 11,400,512.00 11,490,540.00 -90,028.00 239483 10/07/08 KRW H20081 89559.0 1223.40 9,318.71 11,405.08 -2,086.37

SALE 10/02/08 60 NHN CORP 99.00 63.68 14,087,940.00 19,828,744.98 - 5,740,804.98 239486 10/07/08 KRW H20081 143089. 1223.40 11,515.40 20,080.47 -8,565.07

SALE 10/02/08 60 POSCO~STEEL ORD KRW500 123.00 231.52 51,216,064.00 60,766,825.15 -9,550,761.15 239488 10/07/08 KRW H20081 418693. 1223.40 41,863.71 60,309.72 -18,446.01

SALE 10/02/08 60 SAMSUNG ELCTRNCS N/VT 35.00 55.96 12,379,171.00 15,225,594.81 -2,846,423.81 239490 10/07/08 KRW H20081 355646. 1223.40 10,118.66 15,529.30 -5,410.64

SALE 10/02/08 60 SAMSUNG ELECTRONICS CO 68.00 160.52 35,509,349.00 42,651,590.59 -7,142,241.59 239489 10/07/08 KRW H20081 525084. 1223.40 29,025.13 42,544.07 -13,518.94 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 76 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/06/08 60 HYUNDAI DEVELOPMENT CO 1,740.00 272.09 62,379,602.00 88,568,338.91 -26,188,736.91 241181 10/08/08 KRW H20081 36048.6 1267.90 49,199.15 84,374.71 -35,175.56

SALE 10/06/08 60 HYUNDAI MOTOR CO~KSWN5 1,007.00 306.07 70,168,952.00 74,362,327.41 -4,193,375.41 239481 10/08/08 KRW H20081 70066.5 1267.90 55,342.65 75,241.91 -19,899.26

SALE 10/06/08 60 LG CHEM LTD KRW 5000.0 603.00 223.40 51,215,704.00 54,131,215.80 -2,915,511.80 239483 10/08/08 KRW H20081 85404.5 1267.90 40,394.12 53,728.61 -13,334.49

SALE 10/06/08 60 NHN CORP 335.00 197.19 45,209,607.00 67,097,268.37 -21,887,661.37 239486 10/08/08 KRW H20081 135700. 1267.90 35,657.08 67,949.07 -32,291.99

SALE 10/06/08 60 POSCO~STEEL ORD KRW500 1,061.00 1,782.70 408,701,456.00 524,175,621.78 -115474165.78 239488 10/08/08 KRW H20081 387334. 1267.90 322,345.18 520,232.61 -197,887.43

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SALE 10/06/08 60 SAMSUNG ELCTRNCS N/VT 99.00 148.13 33,959,359.00 43,066,682.45 -9,107,323.45 239490 10/08/08 KRW H20081 344920. 1267.90 26,783.94 43,925.73 -17,141.79

SALE 10/06/08 60 SAMSUNG ELECTRONICS CO 135.00 301.07 69,023,898.00 84,675,951.90 -15,652,053.90 239489 10/08/08 KRW H20081 514115. 1267.90 54,439.54 84,462.48 -30,022.94

SALE 10/06/08 60 SHINHAN FINANCIAL GROU 1,800.00 298.16 68,355,353.00 91,277,212.79 -22,921,859.79 239492 10/08/08 KRW H20081 38185.2 1267.90 53,912.26 91,971.05 -38,058.79

SALE 10/07/08 60 HYUNDAI DEVELOPMENT CO 170.00 23.45 5,633,692.00 8,653,228.51 -3,019,536.51 241181 10/09/08 KRW H20081 33322.6 1328.40 4,240.96 8,243.51 -4,002.55

SALE 10/07/08 60 HYUNDAI MOTOR CO~KSWN5 357.00 106.03 25,468,186.00 26,362,811.21 -894,625.21 239481 10/09/08 KRW H20081 71733.9 1328.40 19,172.08 26,674.64 -7,502.56

SALE 10/07/08 60 LG CHEM LTD KRW 5000.0 537.00 189.94 45,622,901.00 48,206,406.11 -2,583,505.11 239483 10/09/08 KRW H20081 85428.7 1328.40 34,344.25 47,847.87 -13,503.62

SALE 10/07/08 60 POSCO~STEEL ORD KRW500 49.00 77.66 18,653,212.00 24,207,922.21 -5,554,710.21 239488 10/09/08 KRW H20081 382783. 1328.40 14,041.86 24,025.82 -9,983.96

SALE 10/07/08 60 SHINHAN FINANCIAL GROU 630.00 99.70 23,948,757.00 31,947,024.48 -7,998,267.48 239492 10/09/08 KRW H20081 38224.1 1328.40 18,028.27 32,189.87 -14,161.60 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 77 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/10/08 60 HYUNDAI MOTOR CO~KSWN5 392.00 112.74 26,641,158.00 28,947,400.54 -2,306,242.54 239481 10/14/08 KRW H20081 68337.9 1306.90 20,385.00 29,289.80 -8,904.80

SALE 10/10/08 60 KB FINANCIAL GROUP 8,840.00 1,569.45 370,879,538.00 537,462,239.43 -166582701.43 243107 10/14/08 KRW H20081 42186.7 1306.90 283,785.71 507,448.12 -223,662.41

SALE 10/13/08 60 HYUNDAI MOTOR CO~KSWN5 486.00 145.12 32,509,103.00 35,888,869.04 -3,379,766.04 239481 10/15/08 KRW H20081 67261.0 1238.90 26,240.30 36,313.38 -10,073.08

SALE 10/14/08 60 HYUNDAI MOTOR CO~KSWN5 15.00 4.78 1,044,978.00 1,107,681.14 -62,703.14 239481 10/16/08 KRW H20081 70050.0 1207.39 865.48 1,120.78 -255.30

SALE 10/15/08 60 POSCO~STEEL ORD KRW500 549.00 863.02 193,223,203.00 271,227,536.62 -78,004,333.62 239488 10/17/08 KRW H20081 353901. 1238.20 156,051.69 269,187.28 -113,135.59

SALE 10/16/08 60 HYUNDAI MOTOR CO~KSWN5 118.00 29.89 7,421,113.00 8,713,758.33 -1,292,645.33 239481 10/20/08 KRW H20081 63238.5 1372.80 5,405.82 8,816.83 -3,411.01

SALE 10/16/08 60 POSCO~STEEL ORD KRW500 1,338.00 1,645.56 408,471,672.00 661,024,488.17 -252552816.17 239488 10/20/08 KRW H20081 306973. 1372.80 297,546.38 656,052.06 -358,505.68

SALE 10/17/08 60 HYUNDAI MOTOR CO~KSWN5 332.00 78.60 18,957,467.00 24,516,675.97 -5,559,208.97 239481 10/21/08 KRW H20081 57416.5 1333.80 14,213.13 24,806.67 -10,593.54

SALE 10/17/08 60 STX PAN OCEAN CO LTD K 29,800.00 35,437,664.00 57,092,000.18 -21,654,336.18 242986 10/21/08 KRW H20081 1189.18 1333.80 26,568.95 50,931.77 -24,362.82

SALE 10/20/08 60 HYUNDAI MOTOR CO~KSWN5 108.00 25.19 5,984,942.00 7,975,304.23 -1,990,362.23 239481 10/22/08 KRW H20081 55722.6 1314.00 4,554.75 8,069.64 -3,514.89

SALE 10/20/08 60 STX PAN OCEAN CO LTD K 44,100.00 207.97 49,412,570.00 84,488,496.92 -35,075,926.92 242986 10/22/08 KRW H20081 1126.66 1314.00 37,604.70 75,372.18 -37,767.48

SALE 10/21/08 60 STX PAN OCEAN CO LTD K 63,700.00 294.16 70,211,662.00 122,038,939.99 -51,827,277.99 242986 10/23/08 KRW H20081 1108.31 1320.00 53,190.65 108,870.92 -55,680.27

SALE 10/22/08 60 HYUNDAI DEVELOPMENT CO 1,310.00 144.43 35,569,980.00 66,680,760.91 -31,110,780.91 241181 10/24/08 KRW H20081 27302.8 1362.00 26,115.99 63,523.49 -37,407.50 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 78 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/22/08 60 HYUNDAI MOTOR CO~KSWN5 1,233.00 272.98 67,229,634.00 91,051,389.97 -23,821,755.97 239481 10/24/08 KRW H20081 54826.7 1362.00 49,360.96 92,128.38 -42,767.42

SALE 10/22/08 60 LG CHEM LTD KRW 5000.0 423.00 30,614,966.00 37,972,643.92 -7,357,677.92 239483 10/24/08 KRW H20081 72375.8 1362.00 22,477.95 37,690.22 -15,212.27

SALE 10/22/08 60 LG ELECTRONICS INC~KRW 765.00 68,100,116.00 85,596,027.87 -17,495,911.87 239484 10/24/08 KRW H20081 89019.7 1362.00 50,000.09 84,997.08 -34,996.99

SALE 10/22/08 60 STX PAN OCEAN CO LTD K 6,100.00 25.38 6,250,597.00 11,686,617.49 -5,436,020.49 242986 10/24/08 KRW H20081 1030.35 1361.99 4,589.28 10,425.63 -5,836.35

SALE 10/22/08 60 WOONGJIN COWAY CO LTD 640.00 65.98 16,249,540.00 19,788,947.54 -3,539,407.54 239495 10/24/08 KRW H20081 25530.3 1362.00 11,930.65 19,928.03 -7,997.38

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SALE 10/23/08 60 HYUNDAI MOTOR CO~KSWN5 2,277.00 445.03 113,359,410.00 168,145,997.53 -54,786,587.53 239481 10/27/08 KRW H20081 50059.8 1408.70 80,470.94 170,134.89 -89,663.95

SALE 10/24/08 60 HYUNDAI MOTOR CO~KSWN5 120.00 5,729,511.00 8,861,449.15 -3,131,938.15 239481 10/28/08 KRW H20081 47745.9 1422.90 4,026.64 8,966.27 -4,939.63

SALE 10/27/08 60 SHINSEGAE CO LTD KRW 5 325.00 437.56 114,074,054.00 178,511,546.83 -64,437,492.83 242800 10/29/08 KRW H20081 352938. 1441.80 79,119.19 162,351.29 -83,232.10

SALE 10/28/08 60 STX PAN OCEAN CO LTD K 104,500.00 284.85 75,594,657.00 200,205,168.42 -124610511.42 242986 10/30/08 KRW H20081 727.394 1467.70 51,505.52 178,603.00 -127,097.48 ------276,747.00 11,296.842,818,144,455.00 4,040,949,650.91 -1222805195.91 2,145,760.24 3,930,311.59 - 1,784,551.35 41 TRANSACTIONS IN COUNTRY: KOREA (4500)

SALE 10/03/08 60 GUARANTY TRUST BANK-GD 388.00 15.52 2,360.98 5,355.94 - 2,994.96 240240 10/08/08 USD N20081 6.125 1.000 2,360.98 5,355.94 - 2,994.96 ------388.00 15.52 2,360.98 5,355.94 - 2,994.96 2,360.98 5,355.94 - 2,994.96 1 TRANSACTION IN COUNTRY: NIGERIA (5800)

S T A T E O F N E W J E R S E Y D I V I S I O N O F 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 10/01/08 THROUGH 10/31/08 ** 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 9/29/08 60 BANK MUSCAT SAOG GDR R 8,271.00 120.84 9,260.02 17,668.30 - 8,408.28 241701 10/06/08 OMR 1.125 .385 24,058.25 45,895.20 - 21,836.95

SALE 9/29/08 60 BANK MUSCAT SAOG GDR R 13,786.00 204.83 15,689.59 29,449.29 - 13,759.70 241701 10/06/08 OMR N20080 1.144 .385 40,762.77 76,497.51 - 35,734.74 ------22,057.00 325.67 24,949.61 47,117.59 - 22,167.98 64,821.02 122,392.71 - 57,571.69 2 TRANSACTIONS IN COUNTRY: OMAN (5850)

SALE 9/25/08 60 WOOLWORTHS HOLDINGS LT 68,900.00 251.88 815,726.78 829,633.83 -13,907.05 242129 10/02/08 ZAR N20080 11.869 8.117 100,499.81 107,926.94 - 7,427.13

SALE 9/26/08 60 WOOLWORTHS HOLDINGS LT 32,200.00 117.64 379,905.47 387,724.37 -7,818.90 242129 10/03/08 ZAR N20080 11.828 8.100 46,901.91 50,439.00 - 3,537.09

SALE 9/29/08 60 WOOLWORTHS HOLDINGS LT 18,300.00 65.22 213,669.65 220,352.67 - 6,683.02 242129 10/06/08 ZAR N20080 11.705 8.211 26,023.32 28,665.65 - 2,642.33

SALE 9/29/08 60 WOOLWORTHS HOLDINGS LT 87,600.00 261.03 1,018,458.06 1,054,802.96 -36,344.90 242129 10/06/08 ZAR N20080 11.651 8.211 124,040.34 137,219.16 - 13,178.82

SALE 9/30/08 60 WOOLWORTHS HOLDINGS LT 161,800.00 460.05 1,809,129.47 1,948,254.77 -139,125.30 242129 10/07/08 ZAR N20080 11.205 8.276 218,610.07 253,448.17 - 34,838.10

SALE 9/30/08 60 WOOLWORTHS HOLDINGS LT 25,600.00 88.06 290,542.92 308,252.92 - 17,710.00 242129 10/07/08 ZAR N20080 11.378 8.276 35,108.38 40,100.58 - 4,992.20

SALE 10/01/08 60 WOOLWORTHS HOLDINGS LT 32,700.00 115.15 380,249.75 393,744.94 -13,495.19 242129 10/08/08 ZAR N20081 11.658 8.283 45,907.25 51,222.22 - 5,314.97

SALE 10/02/08 60 WOOLWORTHS HOLDINGS LT 41,900.00 146.36 493,400.30 504,523.33 -11,123.03 242129 10/09/08 ZAR N20081 11.805 8.456 58,349.83 65,633.36 - 7,283.53

SALE 10/02/08 60 WOOLWORTHS HOLDINGS LT 78,300.00 228.97 920,046.34 942,820.45 -22,774.11 242129 10/09/08 ZAR N20081 11.775 8.456 108,805.25 122,651.37 - 13,846.12 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 80 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/03/08 60 WOOLWORTHS HOLDINGS LT 50,500.00 175.62 591,569.17 608,077.05 -16,507.88 242129 10/10/08 ZAR N20081 11.744 8.442 70,072.87 79,104.65 - 9,031.78

SALE 10/03/08 60 WOOLWORTHS HOLDINGS LT 58,700.00 171.57 688,276.58 706,814.31 -18,537.73 242129 10/10/08 ZAR N20081 11.750 8.442 81,528.11 91,949.37 - 10,421.26

SALE 10/06/08 60 WOOLWORTHS HOLDINGS LT 117,400.00 312.20 1,320,319.49 1,413,628.62 -93,309.13 242129 10/13/08 ZAR N20081 11.270 8.900 148,353.84 183,898.73 - 35,544.89

SALE 10/06/08 60 WOOLWORTHS HOLDINGS LT 3,300.00 10.41 36,936.00 39,735.73 - 2,799.73 242129 10/13/08 ZAR N20081 11.221 8.900 4,150.21 5,169.22 - 1,019.01

SALE 10/07/08 60 WOOLWORTHS HOLDINGS LT 14,300.00 45.12 158,896.29 172,188.15 - 13,291.86 242129 10/14/08 ZAR N20081 11.140 8.833 17,989.35 22,399.93 - 4,410.58

SALE 10/07/08 60 WOOLWORTHS HOLDINGS LT 49,000.00 129.90 545,202.66 590,015.35 -44,812.69 242129 10/14/08 ZAR N20081 11.150 8.833 61,724.78 76,755.01 - 15,030.23

SALE 10/08/08 60 WOOLWORTHS HOLDINGS LT 117,500.00 282.97 1,240,926.32 1,414,832.73 -173,906.41 242129 10/15/08 ZAR N20081 10.583 9.229 134,462.37 184,055.38 - 49,593.01

SALE 10/08/08 60 WOOLWORTHS HOLDINGS LT 24,800.00 70.99 261,212.97 298,620.01 - 37,407.04 242129 10/15/08 ZAR N20081 10.559 9.229 28,304.11 38,847.43 - 10,543.32

SALE 10/09/08 60 WOOLWORTHS HOLDINGS LT 2,300.00 6.81 24,671.17 27,694.60 - 3,023.43 242129 10/16/08 ZAR N20081 10.754 9.081 2,716.76 3,602.79 - 886.03

SALE 10/10/08 60 WOOLWORTHS HOLDINGS LT 6,400.00 17.44 65,131.99 77,063.23 - 11,931.24 242129 10/17/08 ZAR N20081 10.202 9.370 6,950.97 10,025.14 - 3,074.17

SALE 10/13/08 60 WOOLWORTHS HOLDINGS LT 5,735.00 16.74 61,357.99 69,055.88 - 7,697.89 242129 10/20/08 ZAR N20081 10.726 9.194 6,674.06 8,983.47 - 2,309.41

SALE 10/15/08 60 RAUBEX GROUP LTD 100.00 .64 2,396.21 3,892.07 - 1,495.86 239365 10/22/08 ZAR N20081 24.022 9.419 254.40 519.64 - 265.24

SALE 10/16/08 60 RAUBEX GROUP LTD 1,100.00 5.97 24,741.56 42,812.75 - 18,071.19 239365 10/23/08 ZAR N20081 22.549 10.382 2,383.03 5,716.01 -3,332.98 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 81 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/17/08 60 MURRAY + ROBERTS HOLDI 9,100.00 110.30 556,584.47 835,757.45 -279,172.98 239359 10/24/08 ZAR N20081 61.286 10.112 55,039.26 110,397.46 -55,358.20

SALE 10/17/08 60 MURRAY + ROBERTS HOLDI 20,800.00 312.92 1,262,602.94 1,910,302.75 -647,699.81 239359 10/24/08 ZAR N20081 60.854 10.112 124,855.67 252,337.05 -127,481.38

SALE 10/17/08 60 RAUBEX GROUP LTD 46,000.00 233.16 940,784.74 1,790,351.44 -849,566.70 239365 10/24/08 ZAR N20081 20.503 10.112 93,031.87 239,033.19 -146,001.32

SALE 10/20/08 60 MURRAY + ROBERTS HOLDI 6,467.00 76.42 389,300.23 593,938.84 - 204,638.61 239359 10/27/08 ZAR N20081 60.319 10.208 38,135.66 78,454.98 -40,319.32

SALE 10/20/08 60 RAUBEX GROUP LTD 18,700.00 90.92 370,326.70 727,816.78 - 357,490.08 239365 10/27/08 ZAR N20081 19.853 10.208 36,277.02 97,172.19 -60,895.17

SALE 10/21/08 60 MURRAY + ROBERTS HOLDI 11,933.00 139.92 736,814.55 1,095,944.36 -359,129.81 239359 10/28/08 ZAR N20081 61.870 10.553 69,818.40 144,766.25 -74,947.85 ------1,111,435.00 3,944.38 15,599,180.77 19,008,652.34 -3,409,471.57 1,746,968.90 2,490,494.34 -

file:///M|/OPI/Reports_to_the_Legislature/securities_748_global.htm[7/30/2010 2:45:49 PM] Global Report

743,525.44 28 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)

SALE 9/30/08 60 USINAS SIDER MINAS GER 26,299.00 1,641.42 1,051,884.98 1,822,056.07 -770,171.09 240211 10/03/08 BRL 40.117 1.928 545,498.62 1,087,365.48 - 541,866.86

SALE 9/30/08 60 USINAS SIDERURGICAS DE 1,000.00 59.59 38,185.10 69,983.49 -31,798.39 240300 10/03/08 BRL 38.300 1.928 19,802.47 40,650.37 - 20,847.90

SALE 9/30/08 60 USINAS SIDERURGICAS DE 4,000.00 235.76 151,084.58 279,933.95 -128,849.37 240300 10/03/08 BRL 37.885 1.928 78,351.18 162,601.46 - 84,250.28

SALE 10/01/08 60 USINAS SIDER MINAS GER 18,592.00 1,140.97 733,526.58 1,288,097.13 -554,570.55 240211 10/06/08 BRL 39.573 1.935 379,181.48 768,709.80 - 389,528.32

SALE 10/01/08 60 USINAS SIDERURGICAS DE 3,000.00 172.30 110,773.18 209,950.46 -99,177.28 240300 10/06/08 BRL 37.036 1.934 57,261.92 121,951.09 - 64,689.17 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 82 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/02/08 60 USINAS SIDERURGICAS DE 1,000.00 53.01 35,106.66 69,983.49 -34,876.83 240300 10/07/08 BRL 35.212 1.993 17,616.75 40,650.37 - 23,033.62

SALE 10/03/08 60 USINAS SIDERURGICAS DE 2,000.00 100.29 66,960.91 139,966.97 -73,006.06 240300 10/08/08 BRL 33.581 2.009 33,330.47 81,300.73 - 47,970.26

SALE 10/06/08 60 USINAS SIDERURGICAS DE 5,000.00 188.16 134,985.33 349,917.44 -214,932.11 240300 10/09/08 BRL 27.078 2.159 62,533.74 203,251.83 - 140,718.09

SALE 10/07/08 60 USINAS SIDERURGICAS DE 4,461.00 162.85 118,740.26 312,196.34 -193,456.08 240300 10/10/08 BRL 26.698 2.194 54,120.45 181,341.28 - 127,220.83

SALE 10/09/08 60 CYRELA BRAZIL REALTY 4,000.00 69.95 51,356.67 94,814.22 -43,457.55 239533 10/14/08 BRL 12.878 2.209 23,248.83 55,960.67 - 32,711.84

SALE 10/09/08 60 GAFISA ADR REPSTG 2 CO 3,000.00 120.26 46,233.94 114,553.61 -68,319.67 240210 10/15/08 USD N20081 15.451 1.000 46,233.94 114,553.61 - 68,319.67

SALE 10/13/08 60 CYRELA BRAZIL REALTY 13,000.00 202.43 147,176.04 308,146.21 -160,970.17 239533 10/16/08 BRL 11.355 2.188 67,274.32 181,872.18 - 114,597.86

SALE 10/13/08 60 GAFISA ADR REPSTG 2 CO 3,800.00 152.29 50,967.59 145,101.24 -94,133.65 240210 10/16/08 USD N20081 13.453 1.000 50,967.59 145,101.24 - 94,133.65

SALE 10/14/08 60 CYRELA BRAZIL REALTY 15,000.00 269.03 187,401.11 355,553.32 -168,152.21 239533 10/17/08 BRL 12.531 2.096 89,408.93 209,852.52 - 120,443.59

SALE 10/14/08 60 GAFISA ADR REPSTG 2 CO 2,200.00 88.21 36,886.31 84,005.98 - 47,119.67 240210 10/17/08 USD N20081 16.807 1.000 36,886.31 84,005.98 - 47,119.67

SALE 10/14/08 60 PETROL BRASILEIROS SPO 10,600.00 425.55 276,109.37 477,644.64 -201,535.27 239507 10/17/08 USD N20081 26.088 1.000 276,109.37 477,644.64 - 201,535.27

SALE 10/14/08 60 TAM S A NPV ADR 5,100.00 204.38 67,025.35 105,934.33 - 38,908.98 241891 10/17/08 USD N20081 13.182 1.000 67,025.35 105,934.33 - 38,908.98

SALE 10/15/08 60 PETROL BRASILEIROS SPO 7,600.00 304.97 172,791.11 342,462.19 -169,671.08 239507 10/20/08 USD N20081 22.776 1.000 172,791.11 342,462.19 - 169,671.08 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 83 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 ------

file:///M|/OPI/Reports_to_the_Legislature/securities_748_global.htm[7/30/2010 2:45:49 PM] Global Report

SALE 10/15/08 60 TAM S A NPV ADR 5,600.00 224.39 68,377.29 116,320.05 - 47,942.76 241891 10/20/08 USD N20081 12.250 1.000 68,377.29 116,320.05 - 47,942.76

SALE 10/16/08 60 TAM S A NPV ADR 8,300.00 332.56 98,212.51 172,402.93 - 74,190.42 241891 10/21/08 USD N20081 11.873 1.000 98,212.51 172,402.93 - 74,190.42

SALE 10/16/08 60 TAM S A NPV ADR 10,900.00 436.73 128,291.18 226,408.67 - 98,117.49 241891 10/21/08 USD N20081 11.810 1.000 128,291.18 226,408.67 - 98,117.49

SALE 10/17/08 60 TAM S A NPV ADR 4,700.00 188.34 59,270.42 97,625.76 - 38,355.34 241891 10/22/08 USD N20081 12.651 1.000 59,270.42 97,625.76 - 38,355.34

SALE 10/17/08 60 TAM S A NPV ADR 600.00 24.05 7,445.95 12,462.86 - 5,016.91 241891 10/22/08 USD N20081 12.450 1.000 7,445.95 12,462.86 - 5,016.91

SALE 10/20/08 60 TAM S A NPV ADR 4,300.00 172.32 56,301.30 89,317.18 - 33,015.88 241891 10/23/08 USD N20081 13.133 1.000 56,301.30 89,317.18 - 33,015.88

SALE 10/20/08 60 TAM S A NPV ADR 4,800.00 192.35 62,399.65 99,702.90 - 37,303.25 241891 10/23/08 USD N20081 13.040 1.000 62,399.65 99,702.90 - 37,303.25

SALE 10/21/08 60 TAM S A NPV ADR 2,000.00 80.15 25,848.65 41,542.88 - 15,694.23 241891 10/24/08 USD N20081 12.964 1.000 25,848.65 41,542.88 - 15,694.23

SALE 10/22/08 60 TAM S A NPV ADR 1,100.00 44.07 12,622.43 22,848.58 - 10,226.15 241891 10/27/08 USD N20081 11.515 1.000 12,622.43 22,848.58 - 10,226.15

SALE 10/22/08 60 TAM S A NPV ADR 1,100.00 44.07 11,814.81 22,848.58 - 11,033.77 241891 10/27/08 USD N20081 10.781 1.000 11,814.81 22,848.58 - 11,033.77

SALE 10/23/08 60 TAM S A NPV ADR 5,200.00 208.33 57,126.35 108,011.48 - 50,885.13 241891 10/28/08 USD N20081 11.026 1.000 57,126.35 108,011.48 - 50,885.13

SALE 10/23/08 60 TAM S A NPV ADR 600.00 24.04 6,476.96 12,462.86 - 5,985.90 241891 10/28/08 USD N20081 10.835 1.000 6,476.96 12,462.86 - 5,985.90 ------178,852.00 7,562.82 4,071,382.57 7,592,255.81 -3,520,873.24 2,671,830.33 5,427,164.50 - 2,755,334.17 30 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: 84 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/06/08 60 CORPORACION GEO S.A.B- 10,200.00 44.07 205,391.61 340,932.20 - 135,540.59 239214 10/09/08 MXN N20081 20.187 11.681 17,583.39 32,157.38 -14,573.99

SALE 10/06/08 60 DESARROLLADORA HOMEX S 3,200.00 128.59 103,546.93 183,986.95 -80,440.02 240236 10/09/08 USD N20081 32.399 1.000 103,546.93 183,986.95 - 80,440.02

SALE 10/06/08 60 URBI DESARROLLOS URBAN 19,000.00 83.37 388,586.90 685,379.39 - 296,792.49 243054 10/09/08 MXN N20081 20.503 11.681 33,266.58 64,503.56 -31,236.98

SALE 10/06/08 60 URBI DESARROLLOS URBAN 3,200.00 14.63 68,209.21 115,432.32 - 47,223.11 243054 10/09/08 MXN N20081 21.369 11.681 5,839.33 10,863.76 -5,024.43

SALE 10/07/08 60 CORPORACION GEO S.A.B- 8,100.00 33.45 161,128.80 270,740.27 - 109,611.47 239214 10/10/08 MXN N20081 19.942 12.072 13,347.65 25,536.74 -12,189.09

SALE 10/07/08 60 DESARROLLADORA HOMEX S 2,300.00 92.36 63,249.41 132,240.62 - 68,991.21 240236 10/10/08 USD N20081 27.540 1.000 63,249.41 132,240.62 - 68,991.21

SALE 10/07/08 60 URBI DESARROLLOS URBAN 39,900.00 158.65 764,156.84 1,439,296.71 -675,139.87

file:///M|/OPI/Reports_to_the_Legislature/securities_748_global.htm[7/30/2010 2:45:49 PM] Global Report

243054 10/10/08 MXN N20081 19.200 12.072 63,301.51 135,457.48 -72,155.97

SALE 10/08/08 60 CORPORACION GEO S.A.B- 13,300.00 43.17 224,119.19 444,548.85 - 220,429.66 239214 10/13/08 MXN N20081 16.893 13.012 17,223.77 41,930.70 -24,706.93

SALE 10/08/08 60 DESARROLLADORA HOMEX S 600.00 24.09 14,441.13 34,497.55 - 20,056.42 240236 10/14/08 USD N20081 24.109 1.000 14,441.13 34,497.55 - 20,056.42

SALE 10/08/08 60 DESARROLLADORA HOMEX S 700.00 21.09 15,617.68 40,247.15 - 24,629.47 240236 10/14/08 USD N20081 22.341 1.000 15,617.68 40,247.15 - 24,629.47

SALE 10/08/08 60 URBI DESARROLLOS URBAN 24,700.00 87.11 452,240.01 890,993.20 - 438,753.19 243054 10/13/08 MXN N20081 18.355 13.012 34,755.08 83,854.63 -49,099.55

SALE 10/09/08 60 CORPORACION GEO S.A.B- 13,500.00 44.06 218,181.53 451,233.79 - 233,052.26 239214 10/14/08 MXN N20081 16.202 12.410 17,580.96 42,561.24 -24,980.28

SALE 10/09/08 60 DESARROLLADORA HOMEX S 700.00 28.09 15,021.35 40,247.15 - 25,225.80 240236 10/15/08 USD N20081 21.499 1.000 15,021.35 40,247.15 - 25,225.80 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 85 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/09/08 60 DESARROLLADORA HOMEX S 2,800.00 84.37 65,383.27 160,988.58 - 95,605.31 240236 10/15/08 USD N20081 23.381 1.000 65,383.27 160,988.58 - 95,605.31

SALE 10/09/08 60 URBI DESARROLLOS URBAN 1,900.00 6.83 33,806.90 68,537.94 - 34,731.04 243054 10/14/08 MXN N20081 17.838 12.410 2,724.14 6,450.36 -3,726.22

SALE 10/10/08 60 DESARROLLADORA HOMEX S 3,500.00 105.39 69,840.01 201,235.73 -131,395.72 240236 10/16/08 USD N20081 19.984 1.000 69,840.01 201,235.73 - 131,395.72

SALE 10/10/08 60 URBI DESARROLLOS URBAN 1,700.00 4.71 24,404.56 61,323.42 - 36,918.86 243054 10/15/08 MXN N20081 14.392 12.990 1,878.72 5,771.37 -3,892.65

SALE 10/13/08 60 CORPORACION GEO S.A.B- 21,300.00 68.98 341,010.34 711,946.65 - 370,936.31 239214 10/16/08 MXN N20081 16.050 12.389 27,524.81 67,152.17 -39,627.36

SALE 10/13/08 60 URBI DESARROLLOS URBAN 6,600.00 18.40 90,958.29 238,079.16 - 147,120.87 243054 10/16/08 MXN N20081 13.816 12.389 7,341.74 22,406.50 -15,064.76

SALE 10/14/08 60 CORPORACION GEO S.A.B- 11,900.00 42.90 212,323.16 397,754.23 - 185,431.07 239214 10/17/08 MXN N20081 17.887 12.403 17,118.42 37,516.94 -20,398.52

SALE 10/15/08 60 CORPORACION GEO S.A.B- 11,800.00 37.71 192,892.60 394,411.76 - 201,519.16 239214 10/20/08 MXN N20081 16.388 12.821 15,044.82 37,201.67 -22,156.85

SALE 10/27/08 60 DESARROLLADORA HOMEX S 220.00 8.82 3,911.58 12,649.10 - 8,737.52 240236 10/30/08 USD N20081 17.820 1.000 3,911.58 12,649.10 - 8,737.52

SALE 10/28/08 60 DESARROLLADORA HOMEX S 1,470.00 26,598.57 84,519.01 - 57,920.44 240236 10/31/08 USD N20081 18.094 1.000 26,598.57 84,519.01 - 57,920.44 ------202,590.00 1,180.84 3,755,019.87 7,401,221.73 -3,646,201.86 652,140.85 1,503,976.34 - 851,835.49 23 TRANSACTIONS IN COUNTRY: MEXICO (7800)

SALE 10/14/08 60 COPA HOLDINGS SA-CLASS 4,000.00 120.50 89,530.70 141,682.97 - 52,152.27 240862 10/17/08 USD N20081 22.413 1.000 89,530.70 141,682.97 - 52,152.27 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 86 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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_748_global.htm[7/30/2010 2:45:49 PM] 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 10/15/08 60 COPA HOLDINGS SA-CLASS 2,900.00 87.36 63,363.19 102,720.15 - 39,356.96 240862 10/20/08 USD N20081 21.880 1.000 63,363.19 102,720.15 - 39,356.96

SALE 10/16/08 60 COPA HOLDINGS SA-CLASS 4,000.00 120.48 85,399.12 141,682.97 - 56,283.85 240862 10/21/08 USD N20081 21.380 1.000 85,399.12 141,682.97 - 56,283.85

SALE 10/16/08 60 COPA HOLDINGS SA-CLASS 900.00 36.11 19,012.03 31,878.67 - 12,866.64 240862 10/21/08 USD N20081 21.165 1.000 19,012.03 31,878.67 - 12,866.64

SALE 10/17/08 60 COPA HOLDINGS SA-CLASS 800.00 24.11 19,234.61 28,336.59 - 9,101.98 240862 10/22/08 USD N20081 24.073 1.000 19,234.61 28,336.59 - 9,101.98

SALE 10/20/08 60 COPA HOLDINGS SA-CLASS 800.00 24.13 22,437.92 28,336.59 - 5,898.67 240862 10/23/08 USD N20081 28.078 1.000 22,437.92 28,336.59 - 5,898.67

SALE 10/21/08 60 COPA HOLDINGS SA-CLASS 400.00 12.07 11,618.97 14,168.30 - 2,549.33 240862 10/24/08 USD N20081 29.078 1.000 11,618.97 14,168.30 - 2,549.33

SALE 10/22/08 60 COPA HOLDINGS SA-CLASS 400.00 12.06 10,757.02 14,168.30 - 3,411.28 240862 10/27/08 USD N20081 26.923 1.000 10,757.02 14,168.30 - 3,411.28

SALE 10/23/08 60 COPA HOLDINGS SA-CLASS 400.00 12.05 9,483.47 14,168.30 - 4,684.83 240862 10/28/08 USD N20081 23.739 1.000 9,483.47 14,168.30 - 4,684.83

SALE 10/24/08 60 COPA HOLDINGS SA-CLASS 700.00 21.08 14,831.10 24,794.52 - 9,963.42 240862 10/29/08 USD N20081 21.217 1.000 14,831.10 24,794.52 - 9,963.42 ------15,300.00 469.95 345,668.13 541,937.36 - 196,269.23 345,668.13 541,937.36 - 196,269.23 10 TRANSACTIONS IN COUNTRY: PANAMA (8200)

SALE 9/29/08 60 NOVOLIPETSK IRON + STL 1,905.00 76.20 39,500.78 99,077.24 - 59,576.46 241709 10/02/08 USD N20080 20.775 1.000 39,500.78 99,077.24 - 59,576.46

SALE 9/29/08 60 NOVOLIPETSK IRON + STL 4,576.00 183.04 91,701.67 237,993.42 -146,291.75 241709 10/02/08 USD N20080 20.080 1.000 91,701.67 237,993.42 - 146,291.75 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 87 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/29/08 60 X5 RETAIL GROUP N V NP 725.00 29.00 15,739.89 26,175.26 - 10,435.37 241314 10/02/08 USD N20080 21.750 1.000 15,739.89 26,175.26 - 10,435.37

SALE 9/30/08 60 NOVOLIPETSK IRON + STL 9,321.00 372.84 165,969.73 484,776.36 -318,806.63 241709 10/03/08 USD N20080 17.846 1.000 165,969.73 484,776.36 - 318,806.63

SALE 9/30/08 60 OJSC OC ROSNEFT USD 0. 80,735.00 3,229.40 522,040.58 803,113.49 - 281,072.91 240714 10/03/08 USD N20080 6.506 1.000 522,040.58 803,113.49 - 281,072.91

SALE 9/30/08 60 X5 RETAIL GROUP N V NP 211.00 8.44 4,528.06 7,617.90 - 3,089.84 241314 10/03/08 USD N20080 21.500 1.000 4,528.06 7,617.90 - 3,089.84

SALE 9/30/08 60 X5 RETAIL GROUP N V NP 3,312.00 132.48 69,419.52 119,575.79 - 50,156.27 241314 10/03/08 USD N20080 21.000 1.000 69,419.52 119,575.79 - 50,156.27

SALE 9/30/08 60 X5 RETAIL GROUP N V NP 10,106.00 404.24 205,448.92 364,865.01 -

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159,416.09 241314 10/03/08 USD N20080 20.369 1.000 205,448.92 364,865.01 - 159,416.09

SALE 10/01/08 60 NOVOLIPETSK IRON + STL 9,864.00 394.56 186,149.46 513,017.28 -326,867.82 241709 10/06/08 USD N20081 18.912 1.000 186,149.46 513,017.28 - 326,867.82

SALE 10/01/08 60 OJSC OC ROSNEFT USD 0. 32,619.00 1,304.76 217,110.66 324,478.34 - 107,367.68 240714 10/06/08 USD N20081 6.696 1.000 217,110.66 324,478.34 - 107,367.68

SALE 10/01/08 60 OJSC OC ROSNEFT USD 0. 30,275.00 1,211.00 197,393.00 301,161.34 - 103,768.34 240714 10/06/08 USD N20081 6.560 1.000 197,393.00 301,161.34 - 103,768.34

SALE 10/01/08 60 X5 RETAIL GROUP N V NP 318.00 12.72 6,680.70 11,481.01 - 4,800.31 241314 10/06/08 USD N20081 21.048 1.000 6,680.70 11,481.01 - 4,800.31

SALE 10/01/08 60 X5 RETAIL GROUP N V NP 997.00 39.88 20,328.83 35,995.49 - 15,666.66 241314 10/06/08 USD N20081 20.430 1.000 20,328.83 35,995.49 - 15,666.66

SALE 10/02/08 60 OJSC OC ROSNEFT USD 0. 67,819.00 2,712.76 421,868.09 674,631.25 - 252,763.16 240714 10/07/08 USD N20081 6.261 1.000 421,868.09 674,631.25 - 252,763.16

SALE 10/03/08 60 NOVOLIPETSK IRON + STL 3,187.00 127.48 47,899.34 165,752.85 -117,853.51 241709 10/08/08 USD N20081 15.070 1.000 47,899.34 165,752.85 - 117,853.51 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 88 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/03/08 60 OJSC OC ROSNEFT USD 0. 110,352.00 4,414.08 580,484.63 1,097,729.36 -517,244.73 240714 10/08/08 USD N20081 5.300 1.000 580,484.63 1,097,729.36 - 517,244.73

SALE 10/03/08 60 X5 RETAIL GROUP N V NP 650.00 26.00 11,648.64 23,467.47 - 11,818.83 241314 10/08/08 USD N20081 17.961 1.000 11,648.64 23,467.47 - 11,818.83

SALE 10/06/08 60 NOVOLIPETSK IRON + STL 1,695.00 67.80 23,662.20 88,155.34 - 64,493.14 241709 10/09/08 USD N20081 14.000 1.000 23,662.20 88,155.34 - 64,493.14

SALE 10/06/08 60 X5 RETAIL GROUP N V NP 23,038.00 921.52 390,724.48 831,759.37 - 441,034.89 241314 10/09/08 USD N20081 17.000 1.000 390,724.48 831,759.37 - 441,034.89

SALE 10/07/08 60 X5 RETAIL GROUP N V NP 196.00 7.84 2,736.16 7,076.35 - 4,340.19 241314 10/10/08 USD N20081 14.000 1.000 2,736.16 7,076.35 - 4,340.19

SALE 10/08/08 60 X5 RETAIL GROUP N V NP 864.00 34.56 9,449.31 31,193.68 - 21,744.37 241314 10/13/08 USD N20081 10.977 1.000 9,449.31 31,193.68 - 21,744.37

SALE 10/15/08 60 X5 RETAIL GROUP N V NP 3,860.00 154.40 61,119.60 139,360.67 - 78,241.07 241314 10/20/08 USD N20081 15.874 1.000 61,119.60 139,360.67 - 78,241.07

SALE 10/16/08 60 X5 RETAIL GROUP N V NP 1,715.00 68.60 22,655.15 61,918.02 - 39,262.87 241314 10/21/08 USD N20081 13.250 1.000 22,655.15 61,918.02 - 39,262.87

SALE 10/16/08 60 X5 RETAIL GROUP N V NP 1,372.00 54.88 18,124.12 49,534.42 - 31,410.30 241314 10/21/08 USD N20081 13.250 1.000 18,124.12 49,534.42 - 31,410.30

SALE 10/16/08 60 X5 RETAIL GROUP N V NP 1,753.00 70.12 23,103.17 63,289.96 - 40,186.79 241314 10/21/08 USD N20081 13.219 1.000 23,103.17 63,289.96 - 40,186.79

SALE 10/17/08 60 X5 RETAIL GROUP N V NP 5,789.00 231.56 73,288.74 209,004.91 - 135,716.17 241314 10/22/08 USD N20081 12.700 1.000 73,288.74 209,004.91 - 135,716.17 ------407,254.00 16,290.16 3,428,775.43 6,772,201.58 -3,343,426.15 3,428,775.43 6,772,201.58 -

file:///M|/OPI/Reports_to_the_Legislature/securities_748_global.htm[7/30/2010 2:45:49 PM] Global Report

3,343,426.15 26 TRANSACTIONS IN COUNTRY: RUSSIA (9800)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 89 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/30/08 60 LARSEN + TOUBRO LTD IN 2,513.00 130,173.40 202,685.97 - 72,512.57 239208 10/03/08 USD H20080 51.800 1.000 130,173.40 202,685.97 - 72,512.57

SALE 10/13/08 60 INFOSYS TECHNOLOGIES-S 12,000.00 361.80 320,767.80 486,475.20 -165,707.40 239503 10/16/08 USD H20081 26.761 1.000 320,767.80 486,475.20 - 165,707.40

SALE 10/14/08 60 INFOSYS TECHNOLOGIES-S 5,000.00 150.88 155,505.12 202,698.00 -47,192.88 239503 10/17/08 USD H20081 31.131 1.000 155,505.12 202,698.00 - 47,192.88

SALE 10/20/08 60 AXIS BANK LTD- GDR REG 34,245.00 426,350.25 800,803.37 - 374,453.12 239210 10/23/08 USD H20081 12.450 1.000 426,350.25 800,803.37 - 374,453.12

SALE 10/20/08 60 AXIS BANK LTD- GDR REG 16,141.00 645.65 203,538.00 377,449.76 - 173,911.76 239210 10/23/08 USD H20081 12.650 1.000 203,538.00 377,449.76 - 173,911.76

SALE 10/21/08 60 AXIS BANK LTD- GDR REG 8,160.00 326.40 106,161.60 190,817.80 - 84,656.20 239210 10/24/08 USD H20081 13.050 1.000 106,161.60 190,817.80 - 84,656.20

SALE 10/21/08 60 LARSEN + TOUBRO LTD IN 17,152.00 300,160.00 691,697.14 - 391,537.14 239208 10/24/08 USD H20081 17.500 1.000 300,160.00 691,697.14 - 391,537.14 ------95,211.00 1,484.73 1,642,656.17 2,952,627.24 -1,309,971.07 1,642,656.17 2,952,627.24 - 1,309,971.07 7 TRANSACTIONS IN COUNTRY: INDIA (9980)

------8,069,898.00 61,075.132,877,311,083.61 4,145,008,967.47 -1267697883.87 17,918,562.96 34,471,428.33 - 16,552,865.37 262 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)

------8,145,598.00 63,349.492,877,907,458.29 4,146,114,296.28 -1268206838.00 18,514,937.64 35,576,757.14 - 17,061,819.50 264 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)

------17,913,752.00 127,585.225,498,497,290.38 6,766,704,128.37 -1268206838.00 42,872,866.77 59,934,686.27 - 17,061,819.50 459 TRANSACTIONS WITHIN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 90 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 ------

FOREIGN STOCKS (2220) ------

PUR 10/08/08 60 FIRST QUANTUM MINERALS 2,400.00 21.48 61,962.00 61,962.00 241888 10/14/08 CAD 204450 25.808 1.117 55,466.83 55,466.83 ------2,400.00 21.48 61,962.00 61,962.00 55,466.83 55,466.83 1 TRANSACTION IN COUNTRY: CANADA ( 300)

file:///M|/OPI/Reports_to_the_Legislature/securities_748_global.htm[7/30/2010 2:45:49 PM] Global Report

PUR 10/09/08 60 ORIFLAME COSMETICS SA- 4,900.00 93.24 1,323,348.72 1,323,348.72 239833 10/14/08 SEK 204481 269.936 7.093 186,578.98 186,578.98 ------4,900.00 93.24 1,323,348.72 1,323,348.72 186,578.98 186,578.98 1 TRANSACTION IN COUNTRY: SWEDEN ( 800)

PUR 10/09/08 60 OTP BANK NYRT 12,000.00 456.05 57,686,400.00 57,686,400.00 241705 10/14/08 HUF 204481 4800.00 189.451 304,491.97 304,491.97 ------12,000.00 456.05 57,686,400.00 57,686,400.00 304,491.97 304,491.97 1 TRANSACTION IN COUNTRY: HUNGARY (2800)

PUR 10/27/08 60 TURKCELL ILETISIM HIZM 36,800.00 386.26 256,403.09 256,403.09 239834 10/31/08 TRY 205113 6.950 1.655 154,888.90 154,888.90

PUR 10/28/08 60 TURKCELL ILETISIM HIZM 1,500.00 16.86 10,526.25 10,526.25 239834 10/30/08 TRY 205138 7.000 1.556 6,762.77 6,762.77 ------38,300.00 403.12 266,929.34 266,929.34 161,651.67 161,651.67 2 TRANSACTIONS IN COUNTRY: TURKEY (3400)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 91 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/08/08 60 ADVANCED SEMICOND EN T 40,000.00 91,256.00 91,256.00 239874 10/14/08 USD 2.281 1.000 91,256.00 91,256.00

PUR 10/08/08 60 TAIWAN SEMICONDUCT ADS 66,200.00 532,102.36 532,102.36 240081 10/14/08 USD 8.038 1.000 532,102.36 532,102.36

PUR 10/09/08 60 ADVANCED SEMICOND EN T 65,400.00 152,833.26 152,833.26 239874 10/15/08 USD 2.337 1.000 152,833.26 152,833.26

PUR 10/09/08 60 HON HAI PRECISION IND 53,700.00 155.57 311,293.37 311,293.37 239871 10/14/08 USD 204481 5.794 1.000 311,293.37 311,293.37 ------225,300.00 155.57 1,087,484.99 1,087,484.99 1,087,484.99 1,087,484.99 4 TRANSACTIONS IN COUNTRY: TAIWAN (3900)

PUR 10/09/08 60 SHOUGANG CONCORD INTER 576,000.00 91.78 448,667.46 448,667.46 241650 10/13/08 HKD 204477 .778 7.760 57,815.74 57,815.74 ------576,000.00 91.78 448,667.46 448,667.46 57,815.74 57,815.74 1 TRANSACTION IN COUNTRY: HONG KONG (4400)

PUR 9/29/08 60 HITE BREWERY 100.00 43.32 20,648,065.00 20,648,065.00 242505 10/01/08 KRW 203975 205965. 1188.60 17,371.75 17,371.75

PUR 9/30/08 60 HITE BREWERY 100.00 42.65 20,641,102.00 20,641,102.00 242505 10/02/08 KRW 204075 205896. 1206.80 17,104.00 17,104.00

PUR 10/01/08 60 HITE BREWERY 100.00 45.99 21,895,045.00 21,895,045.00 242505 10/06/08 KRW 204132 218404. 1187.20 18,442.59 18,442.59

PUR 10/02/08 60 HITE BREWERY 200.00 92.04 45,151,598.00 45,151,598.00 242505 10/07/08 KRW 204204 225195. 1223.40 36,906.65 36,906.65 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 92 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/06/08 60 HITE BREWERY 200.00 88.78 45,138,344.00 45,138,344.00

file:///M|/OPI/Reports_to_the_Legislature/securities_748_global.htm[7/30/2010 2:45:49 PM] Global Report

242505 10/08/08 KRW 204296 225128. 1267.90 35,600.87 35,600.87

PUR 10/07/08 60 HITE BREWERY 100.00 41.02 21,849,758.00 21,849,758.00 242505 10/09/08 KRW 204331 217952. 1328.40 16,448.18 16,448.18

PUR 10/08/08 60 HITE BREWERY 100.00 37.03 20,710,258.00 20,710,258.00 242505 10/10/08 KRW 204414 206586. 1394.90 14,847.13 14,847.13

PUR 10/09/08 60 HITE BREWERY 100.00 38.63 21,397,753.00 21,397,753.00 242505 10/13/08 KRW 204470 213443. 1381.30 15,491.03 15,491.03

PUR 10/09/08 60 SAMSUNG ELECTRONICS CO 1,100.00 630.71 581,671,200.00 581,671,200.00 240066 10/13/08 KRW 204477 528000. 1381.30 421,104.18 421,104.18

PUR 10/10/08 60 HITE BREWERY 100.00 38.89 20,379,641.00 20,379,641.00 242505 10/14/08 KRW 204517 203288. 1306.90 15,593.88 15,593.88

PUR 10/14/08 60 HITE BREWERY 100.00 42.98 20,810,738.00 20,810,738.00 242505 10/16/08 KRW 204630 207588. 1207.40 17,235.99 17,235.99

PUR 10/15/08 60 HITE BREWERY 400.00 156.92 77,915,034.00 77,915,034.00 242505 10/17/08 KRW 204710 194301. 1238.20 62,926.05 62,926.05

PUR 10/16/08 60 HITE BREWERY 100.00 33.62 18,508,386.00 18,508,386.00 242505 10/20/08 KRW 204790 184622. 1372.80 13,482.22 13,482.22

PUR 10/22/08 60 HITE BREWERY 26.00 9.73 5,316,494.00 5,316,494.00 242505 10/24/08 KRW 204963 203970. 1361.99 3,903.45 3,903.45 ------2,826.00 1,342.31 942,033,416.00 942,033,416.00 706,457.97 706,457.97 14 TRANSACTIONS IN COUNTRY: KOREA (4500)

PUR 9/25/08 60 BANK MANDIRI 278,000.00 233.73 724,990,084.00 724,990,084.00 240057 10/06/08 IDR 203860 2600.00 9370.00 77,373.54 77,373.54 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: 93 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/25/08 60 BANK MANDIRI 269,000.00 330.67 702,498,342.00 702,498,342.00 240057 10/06/08 IDR 203861 2600.00 9370.00 74,973.14 74,973.14

PUR 9/25/08 60 UNITED TRACTORS TBK PT 104,000.00 476.681,012,694,899.00 1,012,694,899.00 242799 10/06/08 IDR 203859 9694.50 9370.00 108,078.43 108,078.43

PUR 9/26/08 60 BANK MANDIRI 15,500.00 13.02 40,422,109.00 40,422,109.00 240057 10/07/08 IDR 203933 2600.00 9380.00 4,309.39 4,309.39

PUR 9/26/08 60 UNITED TRACTORS TBK PT 1,000.00 3.11 9,671,717.00 9,671,717.00 242799 10/07/08 IDR 203932 9642.50 9379.99 1,031.10 1,031.10

PUR 9/29/08 60 BANK MANDIRI 52,500.00 65.48 136,548,251.00 136,548,251.00 240057 10/08/08 IDR 203976 2589.16 9424.99 14,487.88 14,487.88

PUR 9/29/08 60 BANK MANDIRI 73,500.00 89.13 190,470,061.00 190,470,061.00 240057 10/08/08 IDR 203973 2580.00 9424.99 20,209.03 20,209.03

PUR 9/29/08 60 UNITED TRACTORS TBK PT 72,000.00 324.88 694,262,016.00 694,262,016.00 242799 10/08/08 IDR 203974 9600.00 9425.00 73,661.75 73,661.75

PUR 9/29/08 60 UNITED TRACTORS TBK PT 13,500.00 41.15 128,378,195.00 128,378,195.00 242799 10/08/08 IDR 203974 9480.76 9424.99 13,621.03 13,621.03

PUR 10/06/08 60 BANK MANDIRI 1,863,500.00 4,653,895,076.00 4,653,895,076.00 240057 10/09/08 IDR 204293 2497.39 9585.00 485,539.39 485,539.39

PUR 10/06/08 60 UNITED TRACTORS TBK PT 78,000.00 197.44 626,458,481.00 626,458,481.00 242799 10/09/08 IDR 204295 8007.25 9585.00 65,358.21 65,358.21

PUR 10/07/08 60 BANK MANDIRI 747,000.00 884.971,871,963,253.00 1,871,963,253.00 240057 10/10/08 IDR 204333 2494.64 9560.00 195,812.06 195,812.06

PUR 10/07/08 60 UNITED TRACTORS TBK PT 83,000.00 191.06 604,628,490.00 604,628,490.00 242799 10/10/08 IDR 204332 7262.67 9560.00 63,245.66 63,245.66

PUR 10/08/08 60 BANK MANDIRI 839,500.00 929.411,973,158,512.00 1,973,158,512.00 240057 10/13/08 IDR 204415 2339.77 9595.00 205,644.45 205,644.45 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 94 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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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PUR 10/08/08 60 P T TELEKOMUNIKASI IND 15,000.00 342,006.00 342,006.00 240078 10/14/08 USD 22.800 1.000 342,006.00 342,006.00

PUR 10/08/08 60 UNITED TRACTORS TBK PT 32,000.00 65.06 206,648,513.00 206,648,513.00 242799 10/13/08 IDR 204415 6438.25 9595.00 21,537.10 21,537.10

PUR 10/13/08 60 ASTRA INTERNATIONAL TB 202,000.00 1,079.742,343,692,274.00 2,343,692,274.00 240055 10/16/08 IDR 204580 11550.0 9810.00 238,908.49 238,908.49

PUR 10/13/08 60 BANK MANDIRI 983,000.00 956.892,077,038,280.00 2,077,038,280.00 240057 10/16/08 IDR 204579 2103.40 9810.00 211,726.63 211,726.63

PUR 10/13/08 60 UNITED TRACTORS TBK PT 141,500.00 374.42 819,914,876.00 819,914,876.00 242799 10/16/08 IDR 204582 5768.49 9810.00 83,579.50 83,579.50

PUR 10/14/08 60 BANK MANDIRI 269,500.00 288.92 622,664,119.00 622,664,119.00 240057 10/17/08 IDR 204630 2300.00 9740.00 63,928.55 63,928.55

PUR 10/14/08 60 UNITED TRACTORS TBK PT 251,000.00 778.471,677,697,718.00 1,677,697,718.00 242799 10/17/08 IDR 204631 6653.84 9740.00 172,248.23 172,248.23

PUR 10/15/08 60 BANK MANDIRI 617,500.00 643.731,404,612,235.00 1,404,612,235.00 240057 10/20/08 IDR 204714 2264.48 9775.00 143,694.35 143,694.35

PUR 10/15/08 60 UNITED TRACTORS TBK PT 203,000.00 380.141,230,089,663.00 1,230,089,663.00 242799 10/20/08 IDR 204712 6041.25 9775.00 125,840.37 125,840.37

PUR 10/15/08 60 UNITED TRACTORS TBK PT 182,000.00 498.681,088,117,353.00 1,088,117,353.00 242799 10/20/08 IDR 204714 5951.88 9775.00 111,316.35 111,316.35

PUR 10/16/08 60 BANK MANDIRI 381,500.00 351.60 773,862,387.00 773,862,387.00 240057 10/21/08 IDR 204792 2019.38 9860.00 78,485.03 78,485.03

PUR 10/16/08 60 UNITED TRACTORS TBK PT 65,000.00 105.87 345,543,835.00 345,543,835.00 242799 10/21/08 IDR 204791 5300.00 9860.00 35,045.01 35,045.01

PUR 10/17/08 60 BANK MANDIRI 846,500.00 734.321,605,553,926.00 1,605,553,926.00 240057 10/22/08 IDR 204837 1888.20 9795.00 163,915.66 163,915.66 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 95 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/20/08 60 BANK MANDIRI 543,500.00 472.141,033,902,562.00 1,033,902,562.00 240057 10/23/08 IDR 204887 1893.78 9810.00 105,392.72 105,392.72

PUR 10/21/08 60 BANK MANDIRI 264,000.00 237.80 521,535,162.00 521,535,162.00 240057 10/24/08 IDR 204924 1966.66 9825.00 53,082.46 53,082.46

PUR 10/22/08 60 BANK MANDIRI 115,000.00 64.81 212,282,223.00 212,282,223.00 240057 10/27/08 IDR 204962 1840.35 9895.00 21,453.48 21,453.48

PUR 10/23/08 60 BANK MANDIRI 226,500.00 166.81 370,117,805.00 370,117,805.00 240057 10/28/08 IDR 205000 1626.75 9940.00 37,235.19 37,235.19

PUR 10/24/08 60 BANK MANDIRI 455,000.00 312.57 681,497,113.00 681,497,113.00 240057 10/29/08 IDR 205043 1490.92 10005.0 68,115.65 68,115.65

PUR 10/27/08 60 BANK MANDIRI 228,000.00 131.03 306,928,447.00 306,928,447.00 240057 10/30/08 IDR 205100 1340.00 10749.0 28,554.14 28,554.14

PUR 10/28/08 60 BANK MANDIRI 226,000.00 117.82 274,720,650.00 274,720,650.00 240057 10/31/08 IDR 205134 1210.00 10699.9 25,674.83 25,674.83 ------10,737,500.00 11,541.55 30966800633.00 30966800633.00 3,535,084.80 3,535,084.80 34 TRANSACTIONS IN COUNTRY: INDONESIA (4600)

PUR 10/09/08 60 ORASCOM CONSTRUCTION I 3,200.00 546.90 754,998.36 754,998.36 240086 10/13/08 EGP 204477 234.997 5.500 137,272.43 137,272.43

PUR 10/09/08 60 ORASCOM TELECOM HOLDIN 12,500.00 316.90 437,484.22 437,484.22 240077 10/13/08 EGP 204477 34.859 5.500 79,542.59 79,542.59 ------15,700.00 863.80 1,192,482.58 1,192,482.58 216,815.02 216,815.02 2 TRANSACTIONS IN COUNTRY: EGYPT (5100)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 96 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/09/08 60 AQUARIUS PLATINUM 32,700.00 52.02 60,676.62 60,676.62 239826 10/14/08 UKP 204481 1.855 .580 104,612.52 104,612.52

PUR 10/09/08 60 KUMBA IRON ORE LTD 15,200.00 697.97 2,119,117.06 2,119,117.06 239842 10/16/08 ZAR 204481 138.999 9.081 233,354.67 233,354.67

PUR 10/09/08 60 NASPERS LTD ZAR 0.02 7,200.00 333.78 1,013,407.85 1,013,407.85 239845 10/16/08 ZAR 204481 140.330 9.081 111,595.27 111,595.27

PUR 10/09/08 60 NEDBANK GROUP LTD 32,000.00 971.76 2,950,367.03 2,950,367.03 239838 10/16/08 ZAR 204481 91.923 9.081 324,890.93 324,890.93

PUR 10/09/08 60 SANLAM LTD 120,100.00 697.33 2,117,186.14 2,117,186.14 239837 10/16/08 ZAR 17.576 9.081 233,142.04 233,142.04 ------207,200.00 2,752.86 8,260,754.70 8,260,754.70 1,007,595.43 1,007,595.43 5 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)

PUR 9/26/08 60 BANPU PUBLIC CO LTD-FO 500.00 20.95 170,673.09 170,673.09 242472 10/01/08 THB 203932 339.927 33.870 5,039.06 5,039.06

PUR 9/29/08 60 BANPU PUBLIC CO LTD-FO 800.00 31.89 260,486.45 260,486.45 242472 10/02/08 THB 203975 324.254 33.960 7,670.39 7,670.39

PUR 9/30/08 60 BANPU PUBLIC CO LTD-FO 1,600.00 59.50 483,707.08 483,707.08 242472 10/06/08 THB 204073 301.060 33.800 14,310.86 14,310.86

PUR 10/01/08 60 BANPU PUBLIC CO LTD-FO 2,700.00 99.72 815,016.37 815,016.37 242472 10/06/08 THB 204132 300.603 33.980 23,985.18 23,985.18

PUR 10/02/08 60 BANPU PUBLIC CO LTD-FO 2,800.00 102.16 837,123.63 837,123.63 242472 10/07/08 THB 204204 297.730 34.070 24,570.70 24,570.70

PUR 10/03/08 60 BANPU PUBLIC CO LTD-FO 8,300.00 290.21 2,383,710.62 2,383,710.62 242472 10/08/08 THB 204260 286.000 34.150 69,801.19 69,801.19 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 97 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/03/08 60 BANPU PUBLIC CO LTD-FO 200.00 6.99 57,438.80 57,438.80 242472 10/08/08 THB 204261 286.000 34.150 1,681.96 1,681.96

PUR 10/06/08 60 BANPU PUBLIC CO LTD-FO 1,300.00 41.67 344,632.86 344,632.86 242472 10/09/08 THB 204294 264.000 34.390 10,021.31 10,021.31

PUR 10/06/08 60 BANPU PUBLIC CO LTD-FO 3,600.00 113.80 941,329.59 941,329.59 242472 10/09/08 THB 204294 260.393 34.390 27,372.19 27,372.19

PUR 10/07/08 60 BANPU PUBLIC CO LTD-FO 2,900.00 87.15 722,994.76 722,994.76 242472 10/10/08 THB 204334 248.272 34.490 20,962.45 20,962.45

PUR 10/08/08 60 BANPU PUBLIC CO LTD-FO 600.00 15.11 124,876.81 124,876.81 242472 10/13/08 THB 204416 207.263 34.350 3,635.42 3,635.42

PUR 10/08/08 60 BANPU PUBLIC CO LTD-FO 900.00 22.54 186,252.40 186,252.40 242472 10/13/08 THB 204416 206.087 34.350 5,422.20 5,422.20

PUR 10/09/08 60 BANPU PUBLIC CO LTD-FO 56,200.00 1,388.57 11,442,122.25 11,442,122.25 242472 10/14/08 THB 204471 202.750 34.260 333,979.05 333,979.05 ------82,400.00 2,280.26 18,770,364.71 18,770,364.71 548,451.96 548,451.96 13 TRANSACTIONS IN COUNTRY: THAILAND (6550)

PUR 10/08/08 60 TENARIS SA-ADR 10,800.00 298,013.04 298,013.04 239877 10/14/08 USD 27.594 1.000 298,013.04 298,013.04 ------10,800.00 298,013.04 298,013.04 298,013.04 298,013.04 1 TRANSACTION IN COUNTRY: ARGENTINA (6800)

PUR 9/26/08 60 BANCO DO BRASIL SA 5,400.00 166.17 122,639.59 122,639.59 240056 10/01/08 BRL 203963 22.654 1.841 66,633.84 66,633.84 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 98 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** LAZARD 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 ------

PUR 9/26/08 60 CIA VALE RIO DOCE-PREF 7,500.00 334.13 256,852.47 256,852.47 240059 10/01/08 BRL 203964 34.165 1.841 139,555.81 139,555.81

PUR 9/29/08 60 BANCO DO BRASIL SA 13,000.00 358.90 276,136.52 276,136.52 240056 10/02/08 BRL 204057 21.188 1.919 143,918.55 143,918.55

PUR 9/29/08 60 CIA VALE RIO DOCE-PREF 8,700.00 352.17 282,221.63 282,221.63 240059 10/02/08 BRL 203988 32.362 1.919 147,090.02 147,090.02

PUR 10/01/08 60 BANCO DO BRASIL SA 6,800.00 193.20 149,869.02 149,869.02 240056 10/06/08 BRL 204167 21.985 1.934 77,471.71 77,471.71

PUR 10/02/08 60 BANCO DO BRASIL SA 7.00 .18 142.64 142.64 240056 10/07/08 BRL 20.326 1.993 71.58 71.58

PUR 10/02/08 60 BANCO DO BRASIL SA 693.00 17.67 14,121.41 14,121.41 240056 10/07/08 BRL 20.326 1.993 7,086.22 7,086.22

PUR 10/02/08 60 BANCO DO BRASIL SA 11,400.00 298.59 238,607.65 238,607.65 240056 10/07/08 BRL 20.878 1.993 119,734.87 119,734.87

PUR 10/02/08 60 BANCO DO BRASIL SA 700.00 10.68 14,232.13 14,232.13 240056 10/07/08 BRL 20.301 1.993 7,141.78 7,141.78

PUR 10/03/08 60 BANCO DO BRASIL SA 8,800.00 218.35 175,907.15 175,907.15 240056 10/08/08 BRL 19.940 2.009 87,559.56 87,559.56

PUR 10/06/08 60 BANCO DO BRASIL SA 4,900.00 93.48 80,917.53 80,917.53 240056 10/09/08 BRL 204316 16.473 2.159 37,486.12 37,486.12

PUR 10/07/08 60 BANCO DO BRASIL SA 3,200.00 60.50 53,226.82 53,226.82 240056 10/10/08 BRL 16.592 2.194 24,260.17 24,260.17

PUR 10/08/08 60 BANCO DO BRASIL SA 36,500.00 613.61 585,372.18 585,372.18 240056 10/13/08 BRL 15.998 2.379 246,058.08 246,058.08

PUR 10/08/08 60 CIA DE CONCESSOES RODO 15,300.00 251.35 323,825.77 323,825.77 240087 10/13/08 BRL 21.126 2.379 136,118.44 136,118.44 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 99 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/08/08 60 CIA VALE RIO DOCE-PREF 61,100.00 1,255.93 1,618,044.15 1,618,044.15 240059 10/13/08 BRL 26.433 2.379 680,136.25 680,136.25

PUR 10/08/08 60 EMBRAER-EMPRESA BRAS A 8,600.00 167,256.24 167,256.24 240072 10/14/08 USD 19.448 1.000 167,256.24 167,256.24

PUR 10/08/08 60 REDECARD SA NPV 500.00 6.43 10,219.37 10,219.37 240065 10/13/08 BRL 20.408 2.379 4,295.66 4,295.66

PUR 10/08/08 60 REDECARD SA NPV 29,700.00 382.04 607,030.64 607,030.64 240065 10/13/08 BRL 20.408 2.379 255,162.10 255,162.10

PUR 10/08/08 60 SOUZA CRUZ SA 12,100.00 432.55 557,267.25 557,267.25 240069 10/13/08 BRL 45.970 2.379 234,244.33 234,244.33

PUR 10/08/08 60 SUZANO PAPEL E CELULOS 18,200.00 190.04 244,830.78 244,830.78 240070 10/13/08 BRL 13.427 2.379 102,913.32 102,913.32

PUR 10/08/08 60 TAM S A NPV ADR 11,800.00 146,324.72 146,324.72 240082 10/14/08 USD 12.400 1.000 146,324.72 146,324.72

PUR 10/09/08 60 BANCO DO BRASIL SA 26,500.00 459.24 423,710.67 423,710.67 240056 10/14/08 BRL 15.951 2.209 191,811.08 191,811.08

PUR 10/09/08 60 BANCO DO BRASIL SA 28,300.00 491.72 435,567.62 435,567.62 240056 10/14/08 BRL 15.353 2.209 197,178.64 197,178.64 ------319,700.00 6,186.93 6,784,323.95 6,784,323.95 3,219,509.09 3,219,509.09 23 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

PUR 10/08/08 60 DESARROLADORA HOMEX AD 5,700.00 121,513.17 121,513.17 240080 10/14/08 USD 21.318 1.000 121,513.17 121,513.17

PUR 10/08/08 60 GRUPO TELEVISA SA-SPON 7,500.00 125,868.00 125,868.00 239875 10/14/08 USD 16.782 1.000 125,868.00 125,868.00 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 100

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TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/08/08 60 KIMBERLY-CLARK DE MEXI 57,600.00 448.08 2,338,048.79 2,338,048.79 239830 10/13/08 MXN 204450 40.490 13.012 179,681.28 179,681.28 ------70,800.00 448.08 2,585,429.96 2,585,429.96 427,062.45 427,062.45 3 TRANSACTIONS IN COUNTRY: MEXICO (7800)

PUR 10/08/08 60 PHILIPPINE LONG DIST - 10,300.00 530,442.79 530,442.79 240079 10/14/08 USD 51.499 1.000 530,442.79 530,442.79 ------10,300.00 530,442.79 530,442.79 530,442.79 530,442.79 1 TRANSACTION IN COUNTRY: PHILIPINES (8900)

PUR 9/29/08 60 PAKISTAN PETROLEUM LTD 27,600.00 270.24 5,044,297.44 5,044,297.44 241890 10/06/08 PKR 203974 182.000 78.070 64,612.49 64,612.49

PUR 9/30/08 60 PAKISTAN PETROLEUM LTD 22,600.00 220.91 4,130,475.44 4,130,475.44 241890 10/06/08 PKR 204074 182.000 78.200 52,819.38 52,819.38

PUR 10/07/08 60 PAKISTAN PETROLEUM LTD 20,900.00 192.21 3,609,898.16 3,609,898.16 241890 10/09/08 PKR 204332 172.000 78.550 45,956.69 45,956.69

PUR 10/09/08 60 PAKISTAN PETROLEUM LTD 3,900.00 35.62 673,617.36 673,617.36 241890 10/13/08 PKR 204470 172.000 79.100 8,516.02 8,516.02

PUR 10/14/08 60 PAKISTAN PETROLEUM LTD 22,000.00 220.22 3,757,578.00 3,757,578.00 241890 10/16/08 PKR 204629 170.000 79.820 47,075.65 47,075.65

PUR 10/24/08 60 PAKISTAN PETROLEUM LTD 11,600.00 92.83 1,805,551.60 1,805,551.60 241890 10/28/08 PKR 205037 155.000 81.350 22,194.86 22,194.86 ------108,600.00 1,032.03 19,021,418.00 19,021,418.00 241,175.09 241,175.09 6 TRANSACTIONS IN COUNTRY: PAKISTAN (8950)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 101 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/02/08 60 ISRAEL CHEMICALS LIMIT 59,770.00 2,353.54 2,714,294.93 2,714,294.93 239829 10/06/08 ILS 204214 45.276 3.450 786,866.19 786,866.19

PUR 10/15/08 60 ISRAEL CHEMICALS LIMIT 52,900.00 811.70 1,985,136.24 1,985,136.24 239829 10/16/08 ILS 204719 37.470 3.663 541,942.74 541,942.74 ------112,670.00 3,165.24 4,699,431.17 4,699,431.17 1,328,808.93 1,328,808.93 2 TRANSACTIONS IN COUNTRY: ISRAEL (9600)

PUR 9/29/08 60 MOBILE TELESYSTEMS OJS 2,100.00 115,240.65 115,240.65 240075 10/02/08 USD 54.877 1.000 115,240.65 115,240.65

PUR 9/29/08 60 MOBILE TELESYSTEMS OJS 4,700.00 255,373.56 255,373.56 240075 10/02/08 USD 54.335 1.000 255,373.56 255,373.56

PUR 9/29/08 60 MOBILE TELESYSTEMS OJS 10,300.00 568,089.29 568,089.29 240075 10/02/08 USD 55.154 1.000 568,089.29 568,089.29

PUR 9/30/08 60 MOBILE TELESYSTEMS OJS 1,300.00 71,401.98 71,401.98 240075 10/03/08 USD 54.925 1.000 71,401.98 71,401.98

PUR 10/01/08 60 MOBILE TELESYSTEMS OJS 1,800.00 97,486.92 97,486.92 240075 10/06/08 USD 54.159 1.000 97,486.92 97,486.92

PUR 10/08/08 60 MECHEL GROUP OAO RUB 1 28,500.00 289,092.60 289,092.60 242471 10/14/08 USD 10.144 1.000 289,092.60 289,092.60

PUR 10/08/08 60 MOBILE TELESYSTEMS OJS 18,600.00 663,302.04 663,302.04 240075 10/14/08 USD 35.661 1.000 663,302.04 663,302.04

PUR 10/09/08 60 EURASIA DRILLING CO LT 7,800.00 92,742.00 92,742.00 240073 10/15/08 USD 11.890 1.000 92,742.00 92,742.00

PUR 10/09/08 60 EVRAZ GROUP S A GDR 10,300.00 107.82 215,755.83 215,755.83

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239869 10/14/08 USD 204492 20.937 1.000 215,755.83 215,755.83 ------85,400.00 107.82 2,368,484.87 2,368,484.87 2,368,484.87 2,368,484.87 9 TRANSACTIONS IN COUNTRY: RUSSIA (9800)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 102 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/08/08 60 SATYAM COMPUTER SERVIC 37,100.00 480,816.00 480,816.00 239876 10/14/08 USD 12.960 1.000 480,816.00 480,816.00 ------37,100.00 480,816.00 480,816.00 480,816.00 480,816.00 1 TRANSACTION IN COUNTRY: INDIA (9980)

------12,659,896.00 30,942.12 32034700803.28 32034700803.28 16,762,207.62 16,762,207.62 124 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)

------12,659,896.00 30,942.12 32034700803.28 32034700803.28 16,762,207.62 16,762,207.62 124 "PUR " TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 103 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/25/08 60 TURKIYE IS BANKASI-C 12,500.00 136.86 67,331.25 67,740.46 -409.21 239835 10/03/08 TRY 203872 5.400 1.233 54,607.66 54,675.32 - 67.66

SALE 9/26/08 60 TURKIYE IS BANKASI-C 44,200.00 483.16 238,083.30 239,530.27 -1,446.97 239835 10/06/08 TRY 203945 5.400 1.235 192,780.00 193,331.93 - 551.93 ------56,700.00 620.02 305,414.55 307,270.73 - 1,856.18 247,387.66 248,007.25 - 619.59 2 TRANSACTIONS IN COUNTRY: TURKEY (3400)

SALE 10/16/08 60 INVESTCORP BANK GDR RE 1,900.00 36.98 30,777.22 50,564.72 - 19,787.50 239872 10/21/08 USD 204803 16.218 1.000 30,777.22 50,564.72 - 19,787.50 ------1,900.00 36.98 30,777.22 50,564.72 - 19,787.50 30,777.22 50,564.72 - 19,787.50 1 TRANSACTION IN COUNTRY: BAHRAIN (4100)

SALE 9/29/08 60 AMOREPACIFIC CORP 300.00 915.20 196,695,177.00 179,613,942.53 17,081,234.47 240054 10/01/08 KRW 203978 659276. 1188.60 165,484.75 183,681.98 -18,197.23

SALE 9/29/08 60 WOONGJIN COWAY CO LTD 3,100.00 426.08 91,573,371.00 97,517,351.15 -5,943,980.15 240084 10/01/08 KRW 203978 29703.1 1188.60 77,043.05 99,778.03 -22,734.98

SALE 9/30/08 60 AMOREPACIFIC CORP 100.00 298.09 65,046,375.00 59,871,314.18 5,175,060.82 240054 10/02/08 KRW 204077 654061. 1206.80 53,899.88 61,227.33 -7,327.45

SALE 9/30/08 60 WOONGJIN COWAY CO LTD 1,900.00 252.89 55,183,258.00 59,768,699.09 -4,585,441.09 240084 10/02/08 KRW 204078 29204.4 1206.80 45,726.93 61,154.28 -15,427.35

SALE 10/01/08 60 AMOREPACIFIC CORP 100.00 301.19 64,654,750.00 59,871,314.18 4,783,435.82 240054 10/06/08 KRW 204135 650123. 1187.20 54,459.86 61,227.33 -6,767.47

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SALE 10/01/08 60 WOONGJIN COWAY CO LTD 2,100.00 284.60 61,093,849.00 66,060,141.10 -4,966,292.10 240084 10/06/08 KRW 204135 29253.2 1187.20 51,460.45 67,591.57 -16,131.12 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 104 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/01/08 60 WOONGJIN COWAY CO LTD 700.00 72.62 20,441,284.00 22,020,047.03 -1,578,763.03 240084 10/06/08 KRW 204134 29325.0 1187.20 17,218.06 22,530.52 -5,312.46

SALE 10/02/08 60 AMOREPACIFIC CORP 100.00 292.22 64,642,500.00 59,871,314.18 4,771,185.82 240054 10/07/08 KRW 204206 650000. 1223.40 52,838.40 61,227.33 -8,388.93

SALE 10/02/08 60 WOONGJIN COWAY CO LTD 2,000.00 263.76 58,346,895.00 62,914,420.10 -4,567,525.10 240084 10/07/08 KRW 204207 29334.7 1223.40 47,692.41 64,372.93 -16,680.52

SALE 10/06/08 60 AMOREPACIFIC CORP 100.00 285.28 65,403,827.00 59,871,314.18 5,532,512.82 240054 10/08/08 KRW 204299 657655. 1267.90 51,584.37 61,227.33 -9,642.96

SALE 10/06/08 60 WOONGJIN COWAY CO LTD 1,700.00 213.33 48,908,029.00 53,477,257.08 -4,569,228.08 240084 10/08/08 KRW 204298 28928.5 1267.90 38,574.04 54,716.99 -16,142.95

SALE 10/07/08 60 AMOREPACIFIC CORP 100.00 269.12 64,642,500.00 59,871,314.18 4,771,185.82 240054 10/09/08 KRW 204337 650000. 1328.40 48,661.92 61,227.33 -12,565.41

SALE 10/07/08 60 WOONGJIN COWAY CO LTD 1,100.00 134.90 32,402,084.00 34,602,931.05 -2,200,847.05 240084 10/09/08 KRW 204336 29619.3 1328.40 24,391.81 35,405.11 -11,013.30

SALE 10/08/08 60 WOONGJIN COWAY CO LTD 1,400.00 161.36 40,698,074.00 44,040,094.07 -3,342,020.07 240084 10/10/08 KRW 204421 29230.8 1394.90 29,176.34 45,061.05 -15,884.71

SALE 10/09/08 60 WOONGJIN COWAY CO LTD 1,640.00 182.97 45,699,128.00 51,589,824.48 -5,890,696.48 240084 10/13/08 KRW 204476 28019.4 1381.30 33,084.14 52,785.80 -19,701.66 ------16,440.00 4,353.61 975,431,101.00 970,961,278.58 4,469,822.42 791,296.41 993,214.91 - 201,918.50 15 TRANSACTIONS IN COUNTRY: KOREA (4500)

SALE 10/15/08 60 ORASCOM TELECOM HOLDIN 7,719.00 263.25 291,268.61 557,537.77 -266,269.16 240077 10/16/08 EGP 204726 37.924 5.560 52,386.44 102,039.17 - 49,652.73 ------7,719.00 263.25 291,268.61 557,537.77 - 266,269.16 52,386.44 102,039.17 - 49,652.73 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: 105 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/23/08 60 PRETORIA PORTLAND CEME 1,600.00 12.27 50,008.42 57,863.68 - 7,855.26 239841 10/01/08 ZAR 203767 31.318 8.167 6,123.53 7,556.45 - 1,432.92

SALE 9/26/08 60 PRETORIA PORTLAND CEME 1,400.00 10.81 43,662.41 50,630.72 - 6,968.31 239841 10/03/08 ZAR 203952 31.250 8.100 5,390.42 6,611.89 - 1,221.47

SALE 10/01/08 60 PRETORIA PORTLAND CEME 1,300.00 9.82 40,546.01 47,014.24 - 6,468.23 239841 10/08/08 ZAR 204148 31.252 8.283 4,895.09 6,139.61 - 1,244.52

SALE 10/02/08 60 PRETORIA PORTLAND CEME 500.00 3.70 15,593.72 18,082.40 - 2,488.68 239841 10/09/08 ZAR 204218 31.250 8.456 1,844.12 2,361.39 - 517.27 ------4,800.00 36.60 149,810.56 173,591.04 - 23,780.48 18,253.16 22,669.34 - 4,416.18 4 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)

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SALE 9/26/08 60 CEMIG CIA ENERG MG BRL 5,900.00 291.72 214,228.40 192,207.24 22,021.16 240058 10/01/08 BRL 36.401 1.840 116,396.85 113,187.47 3,209.38

SALE 9/30/08 60 CEMIG CIA ENERG MG BRL 4,100.00 198.44 152,676.09 133,567.74 19,108.35 240058 10/03/08 BRL 37.331 1.928 79,176.52 78,655.69 520.83

SALE 10/01/08 60 CEMIG CIA ENERG MG BRL 12,800.00 640.01 494,001.58 416,991.99 77,009.59 240058 10/06/08 BRL 38.691 1.934 255,363.96 245,559.25 9,804.71

SALE 10/03/08 60 AES TIETE SA PFD 22,100.00 360.35 352,752.30 340,338.76 12,413.54 240053 10/08/08 BRL 15.994 2.009 175,586.01 197,543.01 - 21,957.00

SALE 10/03/08 60 CEMIG CIA ENERG MG BRL 10,200.00 492.50 394,786.88 332,290.49 62,496.39 240058 10/08/08 BRL 38.802 2.009 196,509.15 195,680.03 829.12

SALE 10/20/08 60 CEMIG CIA ENERG MG BRL 1,300.00 53.58 44,636.47 42,350.75 2,285.72 240058 10/23/08 BRL 34.422 2.088 21,377.62 24,939.61 - 3,561.99

SALE 10/21/08 60 CEMIG CIA ENERG MG BRL 3,000.00 117.35 103,013.52 97,732.50 5,281.02 240058 10/24/08 BRL 34.424 2.200 46,824.33 57,552.95 - 10,728.62 ------59,400.00 2,153.95 1,756,095.24 1,555,479.47 200,615.77 891,234.44 913,118.01 - 21,883.57 7 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: 106 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/26/08 60 FOMENTO ECONOMICO MEXI 270.00 10,583.94 10,833.30 - 249.36 240074 10/01/08 USD 39.200 1.000 10,583.94 10,833.30 - 249.36

SALE 9/30/08 60 FOMENTO ECONOMICO MEXI 1,000.00 37,788.48 40,123.35 - 2,334.87 240074 10/03/08 USD 37.788 1.000 37,788.48 40,123.35 - 2,334.87

SALE 10/01/08 60 FOMENTO ECONOMICO MEXI 1,000.00 38,149.08 40,123.35 - 1,974.27 240074 10/06/08 USD 38.149 1.000 38,149.08 40,123.35 - 1,974.27

SALE 10/03/08 60 FOMENTO ECONOMICO MEXI 1,100.00 41,883.91 44,135.68 - 2,251.77 240074 10/08/08 USD 38.076 1.000 41,883.91 44,135.68 - 2,251.77

SALE 10/13/08 60 FOMENTO ECONOMICO MEXI 1,000.00 32,002.32 40,123.35 - 8,121.03 240074 10/16/08 USD 32.002 1.000 32,002.32 40,123.35 - 8,121.03

SALE 10/14/08 60 FOMENTO ECONOMICO MEXI 230.00 7,599.77 9,228.37 - 1,628.60 240074 10/17/08 USD 33.042 1.000 7,599.77 9,228.37 - 1,628.60 ------4,600.00 168,007.50 184,567.40 - 16,559.90 168,007.50 184,567.40 - 16,559.90 6 TRANSACTIONS IN COUNTRY: MEXICO (7800)

SALE 9/26/08 60 BRITISH AMERICAN TOBAC 1,000.00 45.03 40,424.07 41,593.42 - 1,169.35 239832 10/03/08 MYR 203936 40.579 3.434 11,771.72 12,754.86 - 983.14

SALE 9/29/08 60 BRITISH AMERICAN TOBAC 300.00 16.44 12,093.86 12,478.02 - 384.16

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239832 10/06/08 MYR 203978 40.502 3.445 3,510.55 3,826.46 - 315.91

SALE 9/30/08 60 BRITISH AMERICAN TOBAC 4,200.00 190.55 171,657.92 174,692.35 -3,034.43 239832 10/07/08 MYR 204078 41.027 3.440 49,900.56 53,570.41 - 3,669.85

SALE 10/03/08 60 BRITISH AMERICAN TOBAC 2,900.00 133.64 121,337.24 120,620.90 716.34 239832 10/08/08 MYR 204264 42.000 3.465 35,017.96 36,989.09 - 1,971.13

SALE 10/06/08 60 BRITISH AMERICAN TOBAC 300.00 16.28 12,393.26 12,478.02 - 84.76 239832 10/09/08 MYR 204298 41.500 3.485 3,556.17 3,826.46 - 270.29 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 107 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/07/08 60 BRITISH AMERICAN TOBAC 1,400.00 43.82 56,124.14 58,230.78 - 2,106.64 239832 10/10/08 MYR 204337 40.198 3.490 16,081.42 17,856.80 - 1,775.38

SALE 10/08/08 60 BRITISH AMERICAN TOBAC 200.00 7.27 7,974.59 8,318.68 - 344.09 239832 10/13/08 MYR 204420 40.000 3.496 2,281.06 2,550.97 - 269.91

SALE 10/09/08 60 BRITISH AMERICAN TOBAC 2,700.00 79.75 108,708.09 112,302.22 - 3,594.13 239832 10/14/08 MYR 204475 40.366 3.506 31,010.72 34,438.12 - 3,427.40

SALE 10/13/08 60 BRITISH AMERICAN TOBAC 1,900.00 58.33 77,532.87 79,027.49 - 1,494.62 239832 10/16/08 MYR 204583 40.914 3.499 22,158.58 24,234.23 - 2,075.65

SALE 10/14/08 60 BRITISH AMERICAN TOBAC 2,200.00 68.10 91,520.44 91,505.51 14.93 239832 10/17/08 MYR 204636 41.708 3.492 26,208.60 28,060.69 - 1,852.09

SALE 10/15/08 60 BRITISH AMERICAN TOBAC 1,200.00 38.87 49,211.15 49,912.10 - 700.95 239832 10/20/08 MYR 204717 41.123 3.510 14,020.27 15,305.83 - 1,285.56

SALE 10/17/08 60 BRITISH AMERICAN TOBAC 2,300.00 69.33 93,998.61 95,664.86 - 1,666.25 239832 10/22/08 MYR 204840 40.975 3.528 26,643.60 29,336.18 - 2,692.58

SALE 10/20/08 60 BRITISH AMERICAN TOBAC 1,700.00 52.27 69,092.53 70,708.81 - 1,616.28 239832 10/23/08 MYR 204889 40.751 3.520 19,628.56 21,683.26 - 2,054.70

SALE 10/21/08 60 BRITISH AMERICAN TOBAC 2,400.00 72.55 98,324.21 99,824.20 - 1,499.99 239832 10/24/08 MYR 204925 41.075 3.525 27,889.44 30,611.66 - 2,722.22

SALE 10/22/08 60 BRITISH AMERICAN TOBAC 1,600.00 50.03 65,702.69 66,549.46 - 846.77 239832 10/28/08 MYR 204964 41.175 3.544 18,539.13 20,407.77 - 1,868.64

SALE 10/23/08 60 BRITISH AMERICAN TOBAC 2,300.00 68.31 93,921.75 95,664.86 - 1,743.11 239832 10/29/08 MYR 205001 40.942 3.571 26,301.25 29,336.18 - 3,034.93

SALE 10/24/08 60 BRITISH AMERICAN TOBAC 100.00 3.70 4,172.18 4,159.34 12.84 239832 10/30/08 MYR 205045 41.854 3.579 1,165.90 1,275.49 - 109.59 ------28,700.00 1,014.27 1,174,189.60 1,193,731.02 - 19,541.42 335,685.49 366,064.46 - 30,378.97 17 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)

------180,259.00 8,478.68 979,306,664.28 974,984,020.73 4,322,643.55 2,535,028.32 2,880,245.26 - 345,216.94 53 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)

------

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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: 108 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 ------180,259.00 8,478.68 979,306,664.28 974,984,020.73 4,322,643.55 2,535,028.32 2,880,245.26 - 345,216.94 53 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)

------12,840,155.00 39,420.80 33014007467.56 33009684824.01 4,322,643.55 19,297,235.94 19,642,452.88 - 345,216.94 177 TRANSACTIONS WITHIN FUND: LAZARD ASSET MANAGEMENT (5148)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 109 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

ETF-EMERGING MARKETS (1700) ------

PUR 10/15/08 60 ISHARES MSCI INDIA ETF 138,500.00 461.88 560,306.58 560,306.58 240129 10/20/08 USD 826396 4.042 1.000 560,306.58 560,306.58 ------138,500.00 461.88 560,306.58 560,306.58 560,306.58 560,306.58 1 TRANSACTION IN COUNTRY: INDIA (9980)

------138,500.00 461.88 560,306.58 560,306.58 560,306.58 560,306.58 1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)

FOREIGN STOCKS (2220) ------

PUR 10/01/08 60 CHUNGHWA TELECOM CO LT 95,400.00 4,509.71 2,259,365.03 2,259,365.03 243398 10/06/08 USD 826137 23.636 1.000 2,259,365.03 2,259,365.03

PUR 10/14/08 60 CATHAY FINANCIAL H 17,549.00 73.77 210,837.26 210,837.26 240201 10/17/08 USD 826396 12.010 1.000 210,837.26 210,837.26

PUR 10/14/08 60 TAIWAN SEMICONDUCT ADS 211,072.00 665.64 1,902,487.68 1,902,487.68 243524 10/17/08 USD 826396 9.010 1.000 1,902,487.68 1,902,487.68 ------324,021.00 5,249.12 4,372,689.97 4,372,689.97 4,372,689.97 4,372,689.97 3 TRANSACTIONS IN COUNTRY: TAIWAN (3900)

PUR 9/29/08 60 DATANG INTL 118,000.00 140.91 524,566.18 524,566.18 242610 10/02/08 HKD 826037 4.436 7.768 67,529.99 67,529.99

PUR 10/02/08 60 CHINA LIFE INS 98,010.00 1,299.77 2,904,130.61 2,904,130.61 243217 10/06/08 HKD 826139 29.528 7.772 373,689.84 373,689.84 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 110 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/03/08 60 CHINA LIFE INS 289,957.00 3,759.57 8,401,059.35 8,401,059.35 243217 10/08/08 HKD 826141 28.873 7.772 1,080,994.82 1,080,994.82

PUR 10/13/08 60 CHINA MOBILE HONG KONG 21,197.00 2,135.64 1,069,957.83 1,069,957.83

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243521 10/16/08 USD 826384 50.376 1.000 1,069,957.83 1,069,957.83 ------527,164.00 7,335.89 12,899,713.97 12,899,713.97 2,592,172.48 2,592,172.48 4 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

PUR 10/06/08 60 SAMSUNG FIRE + MARINE 3,622.00 1,625.20 794,598,590.00 794,598,590.00 239565 10/08/08 KRW 826144 218812. 1267.90 626,704.46 626,704.46 ------3,622.00 1,625.20 794,598,590.00 794,598,590.00 626,704.46 626,704.46 1 TRANSACTION IN COUNTRY: KOREA (4500)

PUR 9/23/08 60 ABSA GROUP LTD 21,499.00 1,489.09 2,443,353.74 2,443,353.74 243087 10/01/08 ZAR 825983 113.084 8.167 299,188.61 299,188.61

PUR 9/26/08 60 ANGLOGOLD LIMITED ZAR 16,495.00 1,980.60 3,223,279.57 3,223,279.57 239788 10/03/08 ZAR 826031 194.437 8.100 397,935.75 397,935.75

PUR 9/26/08 60 GOLD FIELDS LTD ZAR 0. 15,698.00 767.23 1,248,631.21 1,248,631.21 243218 10/03/08 ZAR 826031 79.145 8.100 154,152.00 154,152.00

PUR 9/26/08 60 GOLD FIELDS LTD ZAR 0. 1,326.00 64.01 104,211.66 104,211.66 243218 10/03/08 ZAR 826049 78.200 8.100 12,865.64 12,865.64

PUR 9/29/08 60 ANGLOGOLD LIMITED ZAR 5,105.00 577.84 980,798.01 980,798.01 239788 10/06/08 ZAR 826045 191.196 8.211 119,453.64 119,453.64

PUR 9/29/08 60 GOLD FIELDS LTD ZAR 0. 39,791.00 1,889.28 3,116,747.27 3,116,747.27 243218 10/06/08 ZAR 826045 77.938 8.211 379,595.80 379,595.80 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 111 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/30/08 60 GOLD FIELDS LTD ZAR 0. 68,229.00 3,299.16 5,485,615.70 5,485,615.70 243218 10/07/08 ZAR 826072 80.000 8.276 662,866.22 662,866.22

PUR 10/01/08 60 GOLD FIELDS LTD ZAR 0. 52,797.00 2,601.25 4,329,036.88 4,329,036.88 243218 10/08/08 ZAR 826108 81.586 8.283 522,641.18 522,641.18

PUR 10/02/08 60 GOLD FIELDS LTD ZAR 0. 11,082.00 527.79 896,684.70 896,684.70 243218 10/09/08 ZAR 826133 80.511 8.456 106,042.49 106,042.49

PUR 10/10/08 60 ANGLOGOLD LTD NPV ADR 1,012.00 38.77 19,421.30 19,421.30 241173 10/16/08 USD 826346 19.153 1.000 19,421.30 19,421.30

PUR 10/13/08 60 ANGLOGOLD LIMITED ZAR 8,772.00 865.33 1,599,034.80 1,599,034.80 239788 10/20/08 ZAR 826383 181.382 9.193 173,931.02 173,931.02

PUR 10/13/08 60 ANGLOGOLD LIMITED ZAR 3,029.00 297.54 549,822.21 549,822.21 239788 10/20/08 ZAR 826377 180.616 9.193 59,805.54 59,805.54

PUR 10/14/08 60 ANGLOGOLD LIMITED ZAR 7,297.00 771.13 1,391,972.46 1,391,972.46 239788 10/21/08 ZAR 826379 189.811 8.981 154,997.71 154,997.71

PUR 10/17/08 60 ABSA GROUP LTD 44,817.00 2,076.01 4,219,723.58 4,219,723.58 243087 10/24/08 ZAR 826473 93.686 10.113 417,277.98 417,277.98

PUR 10/17/08 60 ABSA GROUP LTD 984.00 47.48 96,503.27 96,503.27 243087 10/24/08 ZAR 826457 97.585 10.112 9,542.97 9,542.97 ------297,933.00 17,292.51 29,704,836.36 29,704,836.36 3,489,717.85 3,489,717.85 15 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)

PUR 10/08/08 60 ADVANCED INFO SERVICE 199,652.00 1,823.24 15,700,171.63 15,700,171.63 243399 10/13/08 THB 826167 78.324 34.350 457,064.68 457,064.68

PUR 10/09/08 60 ADVANCED INFO SERVICE 137,436.00 1,239.38 10,644,466.48 10,644,466.48 243399 10/14/08 THB 826261 77.141 34.260 310,696.63 310,696.63 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 112 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 ------

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PUR 10/10/08 60 ADVANCED INFO SERVICE 96,561.00 599.81 7,064,372.45 7,064,372.45 243399 10/15/08 THB 826334 72.947 34.320 205,838.36 205,838.36

PUR 10/15/08 60 ADVANCED INFO SERVICE 63,670.00 414.71 4,853,061.75 4,853,061.75 243399 10/20/08 THB 826336 76.000 34.100 142,318.53 142,318.53

PUR 10/16/08 60 ADVANCED INFO SERVICE 34,400.00 220.66 2,592,090.67 2,592,090.67 243399 10/21/08 THB 826419 75.132 34.230 75,725.70 75,725.70

PUR 10/24/08 60 ADVANCED INFO SERVICE 10,881.00 68.11 808,530.43 808,530.43 243399 10/29/08 THB 826446 74.090 34.590 23,374.69 23,374.69 ------542,600.00 4,365.91 41,662,693.41 41,662,693.41 1,215,018.59 1,215,018.59 6 TRANSACTIONS IN COUNTRY: THAILAND (6550)

PUR 9/26/08 60 COPEL PARANA ENERG PRE 3,634.00 176.78 97,448.73 97,448.73 243089 10/01/08 BRL 26.726 1.840 52,946.88 52,946.88

PUR 10/07/08 60 CENTRAIS ELETRICAS BRA 12,605.00 462.70 312,916.42 312,916.42 243401 10/10/08 BRL 24.742 2.258 138,581.23 138,581.23

PUR 10/08/08 60 CENTRAIS ELETRICAS BRA 20,946.00 692.89 493,703.44 493,703.44 243401 10/13/08 BRL 23.492 2.379 207,525.62 207,525.62

PUR 10/08/08 60 CENTRAIS ELETRICAS BRA 24,298.00 793.32 565,260.73 565,260.73 243401 10/13/08 BRL 23.186 2.379 237,604.34 237,604.34

PUR 10/14/08 60 CENTRAIS ELETRICAS BRA 21,603.00 842.35 528,803.16 528,803.16 243401 10/14/08 BRL 24.397 2.096 252,291.58 252,291.58 ------83,086.00 2,968.04 1,998,132.48 1,998,132.48 888,949.65 888,949.65 5 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: 113 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/01/08 60 ENERSIS SA 1,313,707.00 1,301.96 241,672,477.00 241,672,477.00 239768 10/03/08 CLP 826133 183.412 555.200 435,289.04 435,289.04

PUR 10/02/08 60 ENERSIS SA 895,484.00 862.59 164,440,639.00 164,440,639.00 239768 10/06/08 CLP 826138 183.084 570.200 288,391.16 288,391.16

PUR 10/03/08 60 ENERSIS SA 152,309.00 149.59 28,142,539.00 28,142,539.00 239768 10/07/08 CLP 826168 184.220 562.700 50,013.40 50,013.40 ------2,361,500.00 2,314.14 434,255,655.00 434,255,655.00 773,693.60 773,693.60 3 TRANSACTIONS IN COUNTRY: CHILE (7000)

PUR 10/14/08 60 SHANDA INTERACTIVE ENT 32,674.00 1,849.65 926,674.15 926,674.15 243523 10/17/08 USD 826396 28.305 1.000 926,674.15 926,674.15 ------32,674.00 1,849.65 926,674.15 926,674.15 926,674.15 926,674.15 1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)

PUR 10/13/08 60 GRUPO TELEVISA SAB 36,441.00 389.30 1,612,541.77 1,612,541.77 243522 10/16/08 MXN 826389 44.118 12.389 130,157.05 130,157.05

PUR 10/14/08 60 GRUPO TELEVISA SAB 105,704.00 1,173.73 4,867,206.61 4,867,206.61 243522 10/17/08 MXN 826386 45.908 12.403 392,415.39 392,415.39

PUR 10/20/08 60 GRUPO FINANCIERO BANOR 142,327.00 609.89 3,125,727.20 3,125,727.20 243594 10/23/08 MXN 826488 21.907 12.786 244,464.82 244,464.82

PUR 10/21/08 60 GRUPO FINANCIERO BANOR 45,905.00 231.67 1,011,131.07 1,011,131.07 243594 10/24/08 MXN 826505 21.961 13.058 77,435.03 77,435.03

PUR 10/22/08 60 GRUPO FINANCIERO BANOR 234,950.00 1,133.15 5,102,221.19 5,102,221.19 243594 10/27/08 MXN 826531 21.651 13.477 378,578.88 378,578.88 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 114 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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)

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INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/23/08 60 GRUPO FINANCIERO BANOR 156,634.00 766.27 3,448,682.83 3,448,682.83 243594 10/28/08 MXN 826549 21.952 13.462 256,169.57 256,169.57

PUR 10/29/08 60 GRUPO TELEVISA SA USD 28,429.00 1,425.00 1,425.00 243718 10/29/08 USD .050 1.000 1,425.00 1,425.00 ------750,390.00 4,304.01 19,168,935.67 19,168,935.67 1,480,645.74 1,480,645.74 7 TRANSACTIONS IN COUNTRY: MEXICO (7800)

PUR 9/29/08 60 SISTEMA JSFC-REG S SPO 8,625.00 290.67 145,627.96 145,627.96 239567 10/02/08 USD 825973 16.851 1.000 145,627.96 145,627.96

PUR 9/29/08 60 SISTEMA JSFC-REG S SPO 381.00 1.25 6,244.05 6,244.05 239567 10/02/08 USD 826070 16.385 1.000 6,244.05 6,244.05

PUR 9/30/08 60 SISTEMA JSFC-REG S SPO 1,626.00 51.61 25,856.23 25,856.23 239567 10/03/08 USD 826112 15.870 1.000 25,856.23 25,856.23

PUR 9/30/08 60 SISTEMA JSFC-REG S SPO 635.00 19.05 9,544.05 9,544.05 239567 10/03/08 USD 826112 15.000 1.000 9,544.05 9,544.05

PUR 9/30/08 60 SISTEMA JSFC-REG S SPO 2,540.00 78.34 39,248.44 39,248.44 239567 10/03/08 USD 826069 15.421 1.000 39,248.44 39,248.44

PUR 9/30/08 60 SISTEMA JSFC-REG S SPO 773.00 2.31 11,569.71 11,569.71 239567 10/03/08 USD 826112 14.964 1.000 11,569.71 11,569.71

PUR 10/01/08 60 SISTEMA JSFC-REG S SPO 5,260.00 164.38 82,356.61 82,356.61 239567 10/06/08 USD 826134 15.626 1.000 82,356.61 82,356.61

PUR 10/01/08 60 SISTEMA JSFC-REG S SPO 1,016.00 31.88 15,973.53 15,973.53 239567 10/06/08 USD 826109 15.691 1.000 15,973.53 15,973.53

PUR 10/01/08 60 SISTEMA JSFC-REG S SPO 435.00 1.33 6,656.83 6,656.83 239567 10/06/08 USD 826134 15.300 1.000 6,656.83 6,656.83 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: 115 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/02/08 60 SISTEMA JSFC-REG S SPO 2,613.00 81.53 40,844.33 40,844.33 239567 10/07/08 USD 826132 15.600 1.000 40,844.33 40,844.33 ------23,904.00 722.35 383,921.74 383,921.74 383,921.74 383,921.74 10 TRANSACTIONS IN COUNTRY: RUSSIA (9800)

------4,946,894.00 48,026.821,339,971,842.75 1,339,971,842.75 16,750,188.23 16,750,188.23 55 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)

------5,085,394.00 48,488.701,340,532,149.33 1,340,532,149.33 17,310,494.81 17,310,494.81 56 "PUR " TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 116 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/30/08 60 ADDAX PETROLEUM CORP 10,048.00 548.94 291,150.16 437,832.31 - 146,682.15 239543 10/03/08 CAD 826090 29.034 1.063 273,920.56 435,958.98 - 162,038.42

SALE 10/01/08 60 ADDAX PETROLEUM CORP 10,871.00 598.15 316,984.94 473,693.77 - 156,708.83 239543 10/06/08 CAD 826115 29.217 1.062 298,479.23 471,667.00 - 173,187.77

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SALE 10/02/08 60 ADDAX PETROLEUM CORP 8,976.00 454.74 244,070.08 391,120.90 - 147,050.82 239543 10/07/08 CAD 826138 27.246 1.076 226,915.28 389,447.43 - 162,532.15

SALE 10/03/08 60 ADDAX PETROLEUM CORP 11,646.00 541.30 291,989.16 507,463.68 - 215,474.52 239543 10/08/08 CAD 826168 25.122 1.081 270,110.23 505,292.42 - 235,182.19 ------41,541.00 2,143.13 1,144,194.34 1,810,110.66 - 665,916.32 1,069,425.30 1,802,365.83 - 732,940.53 4 TRANSACTIONS IN COUNTRY: CANADA ( 300)

SALE 10/13/08 60 VIMETCO GDR REG S 1,709.00 7.38 3,666.97 14,284.54 - 10,617.57 239582 10/16/08 USD 826261 2.150 1.000 3,666.97 14,284.54 - 10,617.57

SALE 10/14/08 60 VIMETCO GDR REG S 15,913.00 70.43 35,143.45 133,007.50 - 97,864.05 239582 10/17/08 USD 826377 2.213 1.000 35,143.45 133,007.50 - 97,864.05 ------17,622.00 77.81 38,810.42 147,292.04 - 108,481.62 38,810.42 147,292.04 - 108,481.62 2 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)

SALE 10/13/08 60 STRAITS ASIA RESOURCES 81,481.00 139.32 73,005.69 224,379.22 -151,373.53 240113 10/16/08 SGD 826362 .899 1.471 49,616.48 160,390.42 - 110,773.94

SALE 10/14/08 60 STRAITS ASIA RESOURCES 515,519.00 857.52 508,233.14 1,419,616.23 -911,383.09 240113 10/17/08 SGD 826366 .988 1.463 347,462.32 1,014,767.95 - 667,305.63 ------597,000.00 996.84 581,238.83 1,643,995.45 - 1,062,756.62 397,078.80 1,175,158.37 - 778,079.57 2 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 117 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/03/08 60 KGHM POLSKA MIEDZ PLN1 12,127.00 684.49 559,438.99 1,273,209.46 -713,770.47 240305 10/08/08 PLN 825468 46.270 2.459 227,478.95 559,100.39 - 331,621.44

SALE 10/06/08 60 KGHM POLSKA MIEDZ PLN1 27,794.00 1,366.17 1,162,934.28 2,918,082.29 -1,755,148.01 240305 10/09/08 PLN 826182 41.967 2.561 454,022.91 1,281,408.12 -827,385.21 ------39,921.00 2,050.66 1,722,373.27 4,191,291.75 -2,468,918.48 681,501.86 1,840,508.51 - 1,159,006.65 2 TRANSACTIONS IN COUNTRY: POLAND (2300)

SALE 10/10/08 60 OTP BANK NYRT 26,710.00 1,615.78 88,594,560.70 197,290,144.96 -108695584.26 239559 10/15/08 HUF 826324 3328.55 192.582 460,035.04 1,197,054.76 -737,019.72

SALE 10/13/08 60 OTP BANK NYRT 8,768.00 685.26 36,513,803.51 64,763,758.55 -28,249,955.04 239559 10/16/08 HUF 826373 4179.06 187.150 195,104.06 392,953.06 -197,849.00

SALE 10/13/08 60 OTP BANK NYRT 18,150.00 1,366.52 72,814,158.84 134,062,752.94 -61,248,594.10 239559 10/16/08 HUF 826343 4025.89 187.150 389,067.61 813,423.58 -424,355.97 ------53,628.00 3,667.56 197,922,523.05 396,116,656.45 -198194133.40 1,044,206.71 2,403,431.40 - 1,359,224.69 3 TRANSACTIONS IN COUNTRY: HUNGARY (2800)

SALE 10/17/08 60 TURKIYE IS BANKASI-C 161,338.00 1,075.16 643,738.62 886,270.84 -242,532.22 240122 10/21/08 TRY 826457 4.000 1.501 428,987.49 730,748.33 - 301,760.84

SALE 10/23/08 60 HURRIYET GAZETE 13,933.00 16.94 11,201.92 31,134.92 - 19,933.00

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240119 10/27/08 TRY 826562 .806 1.658 6,756.28 26,043.41 - 19,287.13

SALE 10/23/08 60 HURRIYET GAZETE 27,213.00 35.42 23,428.81 60,810.64 - 37,381.83 240119 10/27/08 TRY 826545 .863 1.658 14,130.77 50,866.23 - 36,735.46

SALE 10/23/08 60 HURRIYET GAZETE 35,422.00 42.83 28,333.89 79,154.61 - 50,820.72 240119 10/27/08 TRY 826554 .802 1.658 17,089.20 66,210.40 - 49,121.20 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 118 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/23/08 60 TURKIYE GARANTI BANKAS 476,606.00 1,365.86 903,572.77 1,714,222.45 -810,649.68 241828 10/27/08 TRY 826556 1.901 1.658 544,977.55 1,439,838.39 - 894,860.84

SALE 10/24/08 60 HURRIYET GAZETE 29,518.00 32.35 21,956.55 65,961.43 - 44,004.88 240119 10/30/08 TRY 826561 .746 1.701 12,908.02 55,174.71 - 42,266.69

SALE 10/24/08 60 TOFAS TURK OTOMOBIL FA 5,685.00 11.90 8,075.20 29,590.08 - 21,514.88 240121 10/30/08 TRY 826603 1.424 1.701 4,747.33 24,494.45 - 19,747.12

SALE 10/24/08 60 TOFAS TURK OTOMOBIL FA 22,742.00 48.09 32,639.39 118,370.71 - 85,731.32 240121 10/30/08 TRY 826603 1.439 1.701 19,188.35 97,986.41 - 78,798.06

SALE 10/24/08 60 TOFAS TURK OTOMOBIL FA 26,532.00 55.83 37,890.90 138,097.43 - 100,206.53 240121 10/30/08 TRY 826577 1.432 1.701 22,275.66 114,316.04 - 92,040.38

SALE 10/27/08 60 HURRIYET GAZETE 28,731.00 31.71 20,944.12 64,202.79 - 43,258.67 240119 10/31/08 TRY 826588 .731 1.655 12,652.00 53,703.66 - 41,051.66

SALE 10/27/08 60 TOFAS TURK OTOMOBIL FA 11,371.00 23.84 15,746.89 59,185.36 - 43,438.47 240121 10/31/08 TRY 826618 1.388 1.655 9,512.44 48,993.21 - 39,480.77

SALE 10/27/08 60 TOFAS TURK OTOMOBIL FA 55,298.00 115.64 76,379.71 287,822.69 - 211,442.98 240121 10/31/08 TRY 826600 1.385 1.655 46,139.73 238,257.52 - 192,117.79

SALE 10/27/08 60 TOFAS TURK OTOMOBIL FA 11,371.00 24.04 15,879.60 59,185.36 - 43,305.76 240121 10/31/08 TRY 826618 1.400 1.655 9,592.61 48,993.21 - 39,400.60

SALE 10/28/08 60 HURRIYET GAZETE 78,716.00 93.46 58,057.14 175,900.13 - 117,842.99 240119 10/31/08 TRY 826619 .739 1.557 37,299.80 147,135.06 - 109,835.26

SALE 10/28/08 60 TOFAS TURK OTOMOBIL FA 19,953.00 45.42 28,204.71 103,854.14 - 75,649.43 240121 10/31/08 TRY 826614 1.417 1.556 18,120.60 85,969.70 - 67,849.10 ------1,004,429.00 3,018.49 1,926,050.22 3,873,763.58 -1,947,713.36 1,204,377.83 3,228,730.73 - 2,024,352.90 15 TRANSACTIONS IN COUNTRY: TURKEY (3400)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 119 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/02/08 60 PING AN INSURANCE 98,512.00 2,212.02 4,908,409.26 6,654,411.47 -1,746,002.21 240988 10/06/08 HKD 826139 50.000 7.772 631,590.97 853,714.97 -

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222,124.00

SALE 10/03/08 60 PING AN INSURANCE 262,450.00 5,871.15 13,028,344.80 17,728,300.00 -4,699,955.20 240988 10/08/08 HKD 826141 49.815 7.772 1,676,404.45 2,274,418.28 -598,013.83 ------360,962.00 8,083.17 17,936,754.06 24,382,711.47 -6,445,957.41 2,307,995.42 3,128,133.25 - 820,137.83 2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)

SALE 10/09/08 60 GULF FIN HSE B S C NPV 26,087.00 1,043.48 520,696.52 1,032,791.20 - 512,094.68 240987 10/14/08 USD 826253 20.000 1.000 520,696.52 1,032,791.20 -512,094.68

SALE 10/09/08 60 GULF FIN HSE B S C NPV 783.00 3.13 15,656.87 30,999.18 - 15,342.31 240987 10/14/08 USD 826325 20.000 1.000 15,656.87 30,999.18 - 15,342.31

SALE 10/13/08 60 GULF FIN HSE B S C NPV 17,946.00 753.73 376,112.27 710,486.87 - 334,374.60 240987 10/16/08 USD 826320 21.000 1.000 376,112.27 710,486.87 - 334,374.60 ------44,816.00 1,800.34 912,465.66 1,774,277.25 - 861,811.59 912,465.66 1,774,277.25 - 861,811.59 3 TRANSACTIONS IN COUNTRY: BAHRAIN (4100)

SALE 10/08/08 60 CNOOC LTD HKD 0.02 2,512,000.00 4,903.52 16,597,874.79 32,401,430.30 -15,803,555.51 239779 10/10/08 HKD 826226 6.623 7.769 2,136,368.58 4,154,827.45 -2,018,458.87 ------2,512,000.00 4,903.52 16,597,874.79 32,401,430.30 -15,803,555.51 2,136,368.58 4,154,827.45 - 2,018,458.87 1 TRANSACTION IN COUNTRY: HONG KONG (4400)

SALE 10/06/08 60 KOREA INVESTMENT HOLDI 24,675.00 2,880.65 648,558,378.00 1,328,948,338.00 -680389960.00 239552 10/08/08 KRW 826144 26432.0 1267.90 511,521.71 1,362,612.71 -851,091.00 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 120 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/07/08 60 HANA FINANCIAL GROUP 49,830.00 3,147.771,282,433,505.00 2,188,392,922.89 -905959417.89 239547 10/09/08 KRW 826215 25820.0 1328.40 965,397.10 2,229,116.51 -1,263,719.41

SALE 10/16/08 60 HANA FINANCIAL GROUP 34,350.00 1,950.85 840,827,871.00 1,508,555,025.11 -667727154.11 239547 10/20/08 KRW 826431 24556.2 1372.80 612,491.16 1,536,627.58 -924,136.42

SALE 10/16/08 60 KB FINANCIAL GROUP 6,209.00 656.13 282,797,416.00 388,483,734.21 -105686318.21 243106 10/20/08 KRW 826431 45691.4 1372.80 206,000.45 400,171.65 -194,171.20 ------115,064.00 8,635.403,054,617,170.00 5,414,380,020.21 -2359762850.21 2,295,410.42 5,528,528.45 - 3,233,118.03 4 TRANSACTIONS IN COUNTRY: KOREA (4500)

SALE 10/07/08 60 INDIKA ENERGY TBK PT N 178,943.00 123.01 269,788,062.00 575,319,422.10 -305531360.10 241424 10/10/08 IDR 826007 1514.24 9560.00 28,220.51 62,073.79 -33,853.28

SALE 10/08/08 60 INDIKA ENERGY TBK PT N 14,252.00 8.42 18,541,794.00 45,821,587.90 -27,279,793.90 241424 10/13/08 IDR 826231 1306.66 9595.01 1,932.44 4,943.90 -3,011.46

SALE 10/08/08 60 P T TELEKOMUNIKASI IND 7,998.00 361.90 180,080.18 313,954.92 -133,874.74 239560 10/14/08 USD 826299 22.561 1.000 180,080.18 313,954.92 - 133,874.74

SALE 10/09/08 60 P T TELEKOMUNIKASI IND 4,669.00 220.26 109,601.62 183,277.76 -73,676.14 239560 10/15/08 USD 826318 23.521 1.000 109,601.62 183,277.76 - 73,676.14

SALE 10/09/08 60 P T TELEKOMUNIKASI IND 1,225.00 60.20 29,953.40 48,086.37 - 18,132.97 239560 10/15/08 USD 826297 24.501 1.000 29,953.40 48,086.37 - 18,132.97

SALE 10/13/08 60 BANK MANDIRI 1,424,500.00 3,032,479,818.00 4,320,346,224.00 -1287866406.00 240115 10/16/08 IDR 826293 2128.80 9810.00 309,121.29 468,270.54 -159,149.25

SALE 10/13/08 60 BANK RAKYAT INDONESIA 1,029,526.00 4,116,702,060.00 6,742,220,908.67 -2625518848.67 240117 10/16/08 IDR 826325 3998.63 9810.00 419,643.43 729,063.85 -309,420.42

SALE 10/13/08 60 INDIKA ENERGY TBK PT N 463,134.00 553,838,098.00 1,489,021,561.25 -935183463.25

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241424 10/16/08 IDR 826259 1195.84 9810.00 56,456.48 160,657.20 -104,200.72 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 121 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/14/08 60 BANK MANDIRI 738,500.00 1,696,996,661.00 2,239,786,371.65 -542789710.65 240115 10/17/08 IDR 826368 2297.89 9740.00 174,229.64 242,764.34 -68,534.70

SALE 10/14/08 60 BANK RAKYAT INDONESIA 386,077.00 1,765,563,733.00 2,528,363,947.83 -762800214.83 240117 10/17/08 IDR 826367 4573.08 9740.00 181,269.38 273,402.31 -92,132.93

SALE 10/14/08 60 INDIKA ENERGY TBK PT N 496,778.00 704,166,463.00 1,597,190,344.82 -893023881.82 241424 10/17/08 IDR 826367 1417.46 9740.00 72,296.35 172,328.01 -100,031.66

SALE 10/15/08 60 BANK RAKYAT INDONESIA 821,397.00 3,713,853,131.00 5,379,213,373.65 -1665360242.65 240117 10/20/08 IDR 826391 4521.38 9775.00 379,933.82 581,676.29 -201,742.47 ------5,566,999.00 773.79 15872249455.20 24917829060.92 -9045579605.72 1,942,738.54 3,240,499.28 - 1,297,760.74 12 TRANSACTIONS IN COUNTRY: INDONESIA (4600)

SALE 10/16/08 60 ORASCOM CONSTR GDR 23,696.00 4,121.17 2,056,464.03 4,275,292.71 -2,218,828.68 240127 10/21/08 USD 826429 86.959 1.000 2,056,464.03 4,275,292.71 -2,218,828.68 ------23,696.00 4,121.17 2,056,464.03 4,275,292.71 -2,218,828.68 2,056,464.03 4,275,292.71 - 2,218,828.68 1 TRANSACTION IN COUNTRY: EGYPT (5100)

SALE 10/10/08 60 MURRAY + ROBERTS HOLDI 2,557.00 51.65 192,953.58 222,629.89 - 29,676.31 241310 10/17/08 ZAR 826346 75.650 9.370 20,592.26 28,771.91 - 8,179.65

SALE 10/13/08 60 MURRAY + ROBERTS HOLDI 22,725.00 464.44 1,703,666.17 1,978,593.75 -274,927.58 241310 10/20/08 ZAR 826383 75.157 9.194 185,312.03 255,706.58 - 70,394.55

SALE 10/13/08 60 MURRAY + ROBERTS HOLDI 7,859.00 161.58 592,243.08 684,258.23 -92,015.15 241310 10/20/08 ZAR 826351 75.548 9.194 64,419.76 88,431.16 - 24,011.40

SALE 10/14/08 60 MURRAY + ROBERTS HOLDI 19,080.00 415.82 1,489,996.89 1,661,235.15 -171,238.26 241310 10/21/08 ZAR 826379 78.288 8.981 165,912.84 214,692.26 - 48,779.42 ------52,221.00 1,093.49 3,978,859.72 4,546,717.02 - 567,857.30 436,236.89 587,601.91 - 151,365.02 4 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 122 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/02/08 60 BANK OF AYUDHYA PCL-FO 338,495.00 443.36 5,062,319.66 7,825,863.25 -2,763,543.59 239804 10/07/08 THB 826144 15.000 34.070 148,585.84 237,866.11 -89,280.27

SALE 10/02/08 60 BANK OF AYUDHYA PUBLIC 80,000.00 104.78 1,196,430.00 1,924,534.64 -728,104.64 241172 10/07/08 THB 826144 15.000 34.070 35,116.82 59,632.75 -24,515.93

SALE 10/03/08 60 BANK OF AYUDHYA PCL-FO 386,964.00 496.87 5,686,571.76 8,946,446.31 -3,259,874.55 239804 10/08/08 THB 826147 14.739 34.150 166,517.47 271,926.09 -105,408.62

SALE 10/03/08 60 BANK OF AYUDHYA PUBLIC 244,200.00 313.56 3,588,604.68 5,874,642.00 -2,286,037.32 241172 10/08/08 THB 826147 14.739 34.150 105,083.59 182,028.95 -76,945.36

SALE 10/22/08 60 BANK OF AYUDHYA PCL-FO 339,339.00 223.17 3,996,661.45 7,845,376.17 -3,848,714.72 239804 10/28/08 THB 826174 11.801 34.540 115,711.10 238,459.20 -122,748.10

SALE 10/24/08 60 BANK OF AYUDHYA PCL-FO 551,439.00 313.29 5,618,583.54 12,749,039.73 -7,130,456.19 239804 10/29/08 THB 826533 10.209 34.590 162,433.75 387,505.43 -225,071.68

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SALE 10/27/08 60 BANK OF AYUDHYA PCL-FO 298,563.00 148.06 2,668,306.13 6,902,652.06 -4,234,345.93 239804 10/30/08 THB 826575 8.954 34.760 76,763.70 209,805.22 - 133,041.52 ------2,239,000.00 2,043.09 27,817,477.22 52,068,554.16 -24,251,076.94 810,212.27 1,587,223.75 - 777,011.48 7 TRANSACTIONS IN COUNTRY: THAILAND (6550)

SALE 10/15/08 60 KAZMUNAIGAS EXPLORATIO 12,572.00 326.87 163,111.64 362,657.33 -199,545.69 239862 10/20/08 USD 826418 13.000 1.000 163,111.64 362,657.33 - 199,545.69

SALE 10/16/08 60 KAZMUNAIGAS EXPLORATIO 1,505.00 36.24 18,085.16 43,413.88 -25,328.72 239862 10/21/08 USD 826431 12.041 1.000 18,085.16 43,413.88 - 25,328.72

SALE 10/17/08 60 KAZMUNAIGAS EXPLORATIO 287.00 6.17 3,079.48 8,278.93 -5,199.45 239862 10/22/08 USD 826455 10.751 1.000 3,079.48 8,278.93 - 5,199.45 ------14,364.00 369.28 184,276.28 414,350.14 - 230,073.86 184,276.28 414,350.14 - 230,073.86 3 TRANSACTIONS IN COUNTRY: KAZAKHSTAN (6600)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 123 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/26/08 60 GVT HOLDING SA 13,552.00 681.12 372,956.41 506,299.92 - 133,343.51 239764 10/01/08 BRL 27.613 1.840 202,638.64 300,202.07 - 97,563.43

SALE 10/07/08 60 PETROL BRASILEIROS SPO 36,963.00 1,850.16 920,642.82 1,732,766.68 -812,123.86 239561 10/10/08 USD 826252 24.957 1.000 920,642.82 1,732,766.68 -812,123.86 ------50,515.00 2,531.28 1,293,599.23 2,239,066.60 - 945,467.37 1,123,281.46 2,032,968.75 - 909,687.29 2 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

SALE 10/28/08 60 GUSHAN ENVIRONMENTA HK 30,201.00 163.02 81,116.93 309,296.85 -228,179.92 241830 10/31/08 USD 826654 2.691 1.000 81,116.93 309,296.85 - 228,179.92

SALE 10/28/08 60 GUSHAN ENVIRONMENTA HK 2,077.00 11.50 5,719.15 21,271.14 -15,551.99 241830 10/31/08 USD 826632 2.759 1.000 5,719.15 21,271.14 - 15,551.99 ------32,278.00 174.52 86,836.08 330,567.99 - 243,731.91 86,836.08 330,567.99 - 243,731.91 2 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)

SALE 9/29/08 60 ISRAEL DISC BK LTD ILS 6,853.00 31.83 36,576.79 62,293.18 - 25,716.39 239550 10/06/08 ILS 5.353 3.457 10,579.28 17,318.95 - 6,739.67 ------6,853.00 31.83 36,576.79 62,293.18 - 25,716.39 10,579.28 17,318.95 - 6,739.67 1 TRANSACTION IN COUNTRY: ISRAEL (9600)

SALE 9/29/08 60 OAO ROSNEFT OIL GDS 22,363.00 315.32 157,343.83 199,494.21 - 42,150.38 240202 10/02/08 USD 826051 7.050 1.000 157,343.83 199,494.21 - 42,150.38

SALE 9/29/08 60 OAO ROSNEFT OIL GDS 62,415.00 897.53 447,866.32 556,787.15 - 108,920.83 240202 10/02/08 USD 826076 7.190 1.000 447,866.32 556,787.15 - 108,920.83 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

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 124 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/29/08 60 OAO ROSNEFT OIL GDS 1,316.00 1.82 9,078.58 11,739.68 - 2,661.10 240202 10/02/08 USD 826076 6.900 1.000 9,078.58 11,739.68 - 2,661.10

SALE 9/30/08 60 OAO ROSNEFT OIL GDS 26,310.00 335.72 167,522.08 234,704.32 - 67,182.24 240202 10/03/08 USD 826072 6.380 1.000 167,522.08 234,704.32 - 67,182.24

SALE 9/30/08 60 OAO ROSNEFT OIL GDS 97,346.00 1,278.81 638,128.66 868,397.05 - 230,268.39 240202 10/03/08 USD 826107 6.568 1.000 638,128.66 868,397.05 - 230,268.39 ------209,750.00 2,829.20 1,419,939.47 1,871,122.41 - 451,182.94 1,419,939.47 1,871,122.41 - 451,182.94 5 TRANSACTIONS IN COUNTRY: RUSSIA (9800)

------12,982,659.00 49,344.57 19202522938.66 30864358574.29 -11661835635.6 20,158,205.30 39,540,199.17 - 19,381,993.87 75 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)

------12,982,659.00 49,344.57 19202522938.66 30864358574.29 -11661835635.6 20,158,205.30 39,540,199.17 - 19,381,993.87 75 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)

------18,068,053.00 97,833.27 20543055087.99 32204890723.62 -11661835635.6 37,468,700.11 56,850,693.98 - 19,381,993.87 131 TRANSACTIONS WITHIN FUND: PICTET ASSET MANAGEMENT (5149)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 125 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

ETF-EMERGING MARKETS (1700) ------

PUR 10/16/08 60 ISHARES TAIWAN WEBS IN 74,300.00 743.00 672,177.24 672,177.24 242792 10/21/08 USD TID110 9.037 1.000 672,177.24 672,177.24

PUR 10/16/08 60 ISHARES TAIWAN WEBS IN 94,500.00 945.00 848,194.20 848,194.20 242792 10/21/08 USD TID657 8.966 1.000 848,194.20 848,194.20

PUR 10/24/08 60 ISHARES TAIWAN WEBS IN 157,900.00 1,579.00 1,180,065.65 1,180,065.65 242792 10/29/08 USD TID662 7.464 1.000 1,180,065.65 1,180,065.65 ------326,700.00 3,267.00 2,700,437.09 2,700,437.09 2,700,437.09 2,700,437.09 3 TRANSACTIONS IN COUNTRY: TAIWAN (3900)

PUR 9/30/08 60 ISHARES BSE SENSEX IND 1,656,400.00 5,403.87 20,116,696.01 20,116,696.01 239277 10/03/08 HKD TID648 12.120 7.764 2,590,988.78 2,590,988.78

PUR 10/02/08 60 ISHARES BSE SENSEX IND 74,000.00 53.37 943,115.60 943,115.60 239277 10/06/08 HKD TID649 12.739 7.772 121,355.67 121,355.67

PUR 10/03/08 60 ISHARES BSE SENSEX IND 1,942,800.00 6,488.59 24,178,059.96 24,178,059.96 239277 10/08/08 HKD TID650 12.419 7.772 3,111,078.79 3,111,078.79

PUR 10/29/08 60 ISHARES BSE SENSEX IND 887,800.00 1,968.25 7,315,103.39 7,315,103.39 239277 10/31/08 HKD TID663 8.222 7.751 943,713.83 943,713.83 ------4,561,000.00 13,914.08 52,552,974.96 52,552,974.96 6,767,137.07 6,767,137.07

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4 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

PUR 10/23/08 60 ISHARES TRUST MSCI EME 172,900.00 1,729.00 3,692,331.37 3,692,331.37 243085 10/28/08 USD TID661 21.345 1.000 3,692,331.37 3,692,331.37 ------172,900.00 1,729.00 3,692,331.37 3,692,331.37 3,692,331.37 3,692,331.37 1 TRANSACTION IN COUNTRY: KOREA (4500)

------5,060,600.00 18,910.08 58,945,743.42 58,945,743.42 13,159,905.53 13,159,905.53 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 126 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 ------8 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)

FOREIGN STOCKS (2220) ------

PUR 10/13/08 60 HIKMA PHARMACEUTICALS 55,309.00 1,797.83 167,501.14 167,501.14 239225 10/16/08 UKP TID655 3.010 .574 291,770.12 291,770.12 ------55,309.00 1,797.83 167,501.14 167,501.14 291,770.12 291,770.12 1 TRANSACTION IN COUNTRY: UNITED KINGDOM (1000)

PUR 10/02/08 60 TAIWAN SEMICONDUCT ADS 46,400.00 464.00 407,354.88 407,354.88 242791 10/07/08 USD TID650 8.769 1.000 407,354.88 407,354.88

PUR 10/22/08 60 CHUNGHWA TELECOM CO LT 3,900.00 39.00 58,294.47 58,294.47 243593 10/27/08 USD TID660 14.937 1.000 58,294.47 58,294.47

PUR 10/22/08 60 CHUNGHWA TELECOM CO LT 78,900.00 3,156.00 1,186,371.96 1,186,371.96 243593 10/27/08 USD TID660 14.996 1.000 1,186,371.96 1,186,371.96

PUR 10/23/08 60 CHUNGHWA TELECOM CO LT 8,700.00 87.00 129,055.80 129,055.80 243593 10/28/08 USD TID661 14.824 1.000 129,055.80 129,055.80

PUR 10/23/08 60 CHUNGHWA TELECOM CO LT 26,400.00 1,056.00 396,765.60 396,765.60 243593 10/28/08 USD TID661 14.989 1.000 396,765.60 396,765.60

PUR 10/23/08 60 CHUNGHWA TELECOM CO LT 17,800.00 178.00 266,236.38 266,236.38 243593 10/28/08 USD TID661 14.947 1.000 266,236.38 266,236.38

PUR 10/23/08 60 CHUNGHWA TELECOM CO LT 113,900.00 4,556.00 1,690,537.97 1,690,537.97 243593 10/28/08 USD TID661 14.802 1.000 1,690,537.97 1,690,537.97 ------296,000.00 9,536.00 4,134,617.06 4,134,617.06 4,134,617.06 4,134,617.06 7 TRANSACTIONS IN COUNTRY: TAIWAN (3900)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 127 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/29/08 60 ANGANG NEW STEEL ''H'' 328,000.00 923.05 2,327,343.77 2,327,343.77 243215 10/02/08 HKD TID647 7.074 7.768 299,610.42 299,610.42

PUR 10/02/08 60 ANGANG NEW STEEL ''H'' 132,000.00 374.43 944,479.08 944,479.08 243215 10/06/08 HKD TID649 7.133 7.771 121,531.12 121,531.12

PUR 10/03/08 60 ANGANG NEW STEEL ''H'' 110,000.00 314.47 793,321.93 793,321.93 243215 10/08/08 HKD TID650 7.190 7.772 102,079.61 102,079.61

PUR 10/06/08 60 ANGANG NEW STEEL ''H'' 136,000.00 359.11 905,557.78 905,557.78 243215 10/09/08 HKD TID651 6.638 7.769 116,564.91 116,564.91

PUR 10/08/08 60 ANGANG NEW STEEL ''H'' 192,000.00 452.52 1,141,192.54 1,141,192.54 243215 10/10/08 HKD TID652 5.925 7.769 146,886.75 146,886.75

PUR 10/08/08 60 CHINA SHENHUA ENERGY C 131,500.00 806.51 2,033,995.96 2,033,995.96

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239263 10/10/08 HKD TID652 15.420 7.769 261,802.50 261,802.50

PUR 10/09/08 60 ANGANG NEW STEEL ''H'' 114,000.00 267.40 673,409.69 673,409.69 243215 10/13/08 HKD TID653 5.889 7.760 86,776.24 86,776.24

PUR 10/09/08 60 CHINA SHENHUA ENERGY C 205,000.00 1,235.88 3,113,331.82 3,113,331.82 239263 10/13/08 HKD TID653 15.140 7.760 401,187.04 401,187.04

PUR 10/09/08 60 WEIQIAO TEXTILE CO 66,000.00 83.42 210,137.94 210,137.94 242124 10/13/08 HKD TID653 3.174 7.760 27,078.58 27,078.58

PUR 10/21/08 60 CHINA SHENHUA ENERGY C 294,000.00 1,878.49 4,727,619.48 4,727,619.48 239263 10/23/08 HKD TID659 16.031 7.753 609,763.64 609,763.64 ------1,708,500.00 6,695.28 16,870,389.99 16,870,389.99 2,173,280.81 2,173,280.81 10 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)

PUR 10/03/08 60 SHANGRI-LA ASIA LTD 152,000.00 657.51 1,658,641.88 1,658,641.88 239298 10/08/08 HKD TID650 10.879 7.772 213,423.48 213,423.48 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 128 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/06/08 60 CNOOC LTD-ADR ONE ADR 3,700.00 37.00 343,371.10 343,371.10 239386 10/09/08 USD TID651 92.793 1.000 343,371.10 343,371.10

PUR 10/06/08 60 HOPSON DEVELOPMENT HOL 234,000.00 351.43 886,056.75 886,056.75 239276 10/09/08 HKD TID651 3.775 7.769 114,054.70 114,054.70

PUR 10/07/08 60 CNOOC LTD-ADR ONE ADR 7,500.00 75.00 701,010.75 701,010.75 239386 10/10/08 USD TID652 93.458 1.000 701,010.75 701,010.75

PUR 10/08/08 60 CNOOC LTD-ADR ONE ADR 4,600.00 46.00 387,420.74 387,420.74 239386 10/14/08 USD TID652 84.212 1.000 387,420.74 387,420.74

PUR 10/08/08 60 HOPSON DEVELOPMENT HOL 234,000.00 320.56 808,456.67 808,456.67 239276 10/10/08 HKD TID652 3.444 7.769 104,059.19 104,059.19

PUR 10/09/08 60 CNOOC LTD-ADR ONE ADR 4,900.00 49.00 402,073.42 402,073.42 239386 10/15/08 USD TID654 82.046 1.000 402,073.42 402,073.42

PUR 10/10/08 60 CHINA LIFE INS 257,000.00 1,105.71 5,965,684.93 5,965,684.93 239268 10/14/08 HKD TID654 23.179 7.759 768,882.82 768,882.82

PUR 10/13/08 60 CNOOC LTD-ADR ONE ADR 6,200.00 248.00 520,884.94 520,884.94 239386 10/16/08 USD TID656 83.974 1.000 520,884.94 520,884.94 ------903,900.00 2,890.21 11,673,601.18 11,673,601.18 3,555,181.14 3,555,181.14 9 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

PUR 10/14/08 60 LG ELECTRONICS INC~KRW 6,310.00 1,387.78 671,920,230.00 671,920,230.00 239451 10/16/08 KRW TID656 106219. 1207.40 556,501.76 556,501.76 ------6,310.00 1,387.78 671,920,230.00 671,920,230.00 556,501.76 556,501.76 1 TRANSACTION IN COUNTRY: KOREA (4500)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 129 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/09/08 60 IMPALA PLATINUM HOLDIN 24,091.00 1,734.39 3,515,787.00 3,515,787.00 240708 10/16/08 ZAR TID653 145.284 9.081 387,154.31 387,154.31 ------24,091.00 1,734.39 3,515,787.00 3,515,787.00 387,154.31 387,154.31 1 TRANSACTION IN COUNTRY: SOUTH AFRICA (6200)

PUR 9/26/08 60 BANGKOK BANK PCL-FOREI 33,100.00 330.54 3,537,248.85 3,537,248.85 240198 10/01/08 THB TID647 106.527 33.870 104,436.05 104,436.05

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PUR 9/29/08 60 BANGKOK BANK PCL-FOREI 26,800.00 261.97 2,810,986.72 2,810,986.72 240198 10/02/08 THB TID647 104.556 33.960 82,773.46 82,773.46 ------59,900.00 592.51 6,348,235.57 6,348,235.57 187,209.51 187,209.51 2 TRANSACTIONS IN COUNTRY: THAILAND (6550)

PUR 9/26/08 60 CEMIG SA -SPONS ADR 4,800.00 192.00 94,559.04 94,559.04 241706 10/01/08 USD TID647 19.660 1.000 94,559.04 94,559.04

PUR 10/02/08 60 AMBEV PREFERRED SHARES 1,000.00 109.76 101,985.94 101,985.94 242606 10/07/08 BRL 101.767 1.993 51,177.21 51,177.21

PUR 10/03/08 60 AMBEV PREFERRED SHARES 10,000.00 1,099.08 1,029,552.52 1,029,552.52 242606 10/08/08 BRL 102.734 2.009 512,470.14 512,470.14

PUR 10/03/08 60 USINAS SIDERURGICAS DE 7,200.00 259.13 242,730.56 242,730.56 239260 10/08/08 BRL 33.640 2.009 120,821.58 120,821.58

PUR 10/06/08 60 USINAS SIDERURGICAS DE 3,500.00 95.13 95,746.07 95,746.07 239260 10/09/08 BRL 27.297 2.159 44,355.63 44,355.63

PUR 10/07/08 60 CIA VALE DO RIO DOCE-A 1,600.00 64.00 21,400.64 21,400.64 239459 10/10/08 USD TID652 13.335 1.000 21,400.64 21,400.64 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 130 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/07/08 60 CIA VALE DO RIO DOCE-A 19,900.00 796.00 280,144.24 280,144.24 239459 10/10/08 USD TID651 14.038 1.000 280,144.24 280,144.24

PUR 10/07/08 60 SIDER NACIONAL CIA ADR 46,500.00 1,860.00 663,276.00 663,276.00 243385 10/10/08 USD TID651 14.224 1.000 663,276.00 663,276.00

PUR 10/07/08 60 USINAS SIDERURGICAS DE 28,100.00 857.07 753,988.15 753,988.15 239260 10/10/08 BRL 26.765 2.194 343,659.14 343,659.14

PUR 10/08/08 60 CIA VALE DO RIO DOCE-A 45,500.00 1,820.00 567,216.65 567,216.65 239459 10/14/08 USD TID652 12.426 1.000 567,216.65 567,216.65

PUR 10/08/08 60 SIDER NACIONAL CIA ADR 24,300.00 972.00 290,088.54 290,088.54 243385 10/14/08 USD TID652 11.898 1.000 290,088.54 290,088.54

PUR 10/08/08 60 SIDER NACIONAL CIA ADR 8,600.00 344.00 115,508.32 115,508.32 243385 10/14/08 USD TID653 13.391 1.000 115,508.32 115,508.32

PUR 10/08/08 60 SIDER NACIONAL CIA ADR 22,000.00 880.00 270,190.80 270,190.80 243385 10/14/08 USD TID652 12.241 1.000 270,190.80 270,190.80

PUR 10/08/08 60 USINAS SIDERURGICAS DE 7,600.00 194.86 185,891.41 185,891.41 239260 10/13/08 BRL 24.398 2.379 78,138.47 78,138.47

PUR 10/09/08 60 AMBEV PREFERRED SHARES 13,700.00 1,423.45 1,260,887.96 1,260,887.96 242606 10/14/08 BRL 91.806 2.209 570,795.82 570,795.82

PUR 10/13/08 60 BRASIL DISTR PAO ACU-S 7,800.00 312.00 205,147.02 205,147.02 241166 10/16/08 USD TID656 26.261 1.000 205,147.02 205,147.02

PUR 10/13/08 60 CIA VALE DO RIO DOCE-A 25,100.00 1,004.00 348,664.10 348,664.10 239459 10/16/08 USD TID655 13.851 1.000 348,664.10 348,664.10

PUR 10/14/08 60 BRASIL DISTR PAO ACU-S 9,100.00 364.00 264,048.33 264,048.33 241166 10/17/08 USD TID656 28.976 1.000 264,048.33 264,048.33

PUR 10/23/08 60 CEMIG SA -SPONS ADR 20,500.00 820.00 270,913.65 270,913.65 241706 10/28/08 USD TID661 13.175 1.000 270,913.65 270,913.65 ------306,800.00 13,466.48 7,061,939.94 7,061,939.94 5,112,575.32 5,112,575.32 19 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: 131 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/07/08 60 SOCIEDAD QUIMICA Y MI 24,400.00 976.00 429,430.24 429,430.24 239471 10/10/08 USD TID652 17.560 1.000 429,430.24 429,430.24

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------24,400.00 976.00 429,430.24 429,430.24 429,430.24 429,430.24 1 TRANSACTION IN COUNTRY: CHILE (7000)

PUR 10/01/08 60 GRUPO TELEVISA SA-SPON 17,400.00 696.00 379,025.94 379,025.94 241079 10/06/08 USD TID649 21.743 1.000 379,025.94 379,025.94

PUR 10/08/08 60 AMERICA MOVIL-ADR SERI 13,300.00 532.00 440,426.84 440,426.84 239457 10/14/08 USD TID652 33.075 1.000 440,426.84 440,426.84

PUR 10/08/08 60 FOMENTO ECONOMICO MEXI 20,327.00 813.08 626,122.42 626,122.42 243386 10/14/08 USD TID653 30.763 1.000 626,122.42 626,122.42

PUR 10/08/08 60 GRUPO TELEVISA SA-SPON 25,100.00 1,004.00 412,026.54 412,026.54 241079 10/14/08 USD TID652 16.375 1.000 412,026.54 412,026.54

PUR 10/09/08 60 FOMENTO ECONOMICO MEXI 14,473.00 578.92 462,677.21 462,677.21 243386 10/15/08 USD TID654 31.928 1.000 462,677.21 462,677.21

PUR 10/13/08 60 FOMENTO ECONOMICO MEXI 14,800.00 592.00 431,649.40 431,649.40 243386 10/16/08 USD TID655 29.126 1.000 431,649.40 431,649.40

PUR 10/13/08 60 FOMENTO ECONOMICO MEXI 6,800.00 68.00 196,547.20 196,547.20 243386 10/16/08 USD TID655 28.894 1.000 196,547.20 196,547.20

PUR 10/13/08 60 GRUPO TELEVISA SA-SPON 22,700.00 908.00 390,306.07 390,306.07 241079 10/16/08 USD TID656 17.154 1.000 390,306.07 390,306.07 ------134,900.00 5,192.00 3,338,781.62 3,338,781.62 3,338,781.62 3,338,781.62 8 TRANSACTIONS IN COUNTRY: MEXICO (7800)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 132 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 9/29/08 60 RESORTS WORLD BHD 241,400.00 482.78 627,492.69 627,492.69 243216 10/06/08 MYR TID647 2.593 3.445 182,145.92 182,145.92

PUR 10/03/08 60 RESORTS WORLD BHD 91,100.00 246.61 234,598.87 234,598.87 243216 10/08/08 MYR TID650 2.566 3.465 67,705.30 67,705.30

PUR 10/06/08 60 RESORTS WORLD BHD 65,600.00 180.32 165,776.42 165,776.42 243216 10/09/08 MYR TID651 2.518 3.485 47,568.56 47,568.56

PUR 10/07/08 60 DIGI COM BHD MYR1 25,200.00 521.59 580,510.62 580,510.62 243384 10/10/08 MYR TID651 22.964 3.490 166,335.42 166,335.42

PUR 10/07/08 60 RESORTS WORLD BHD 83,300.00 226.32 211,447.21 211,447.21 243216 10/10/08 MYR TID651 2.529 3.490 60,586.59 60,586.59

PUR 10/08/08 60 DIGI COM BHD MYR1 15,100.00 329.29 340,860.42 340,860.42 243384 10/13/08 MYR TID652 22.497 3.496 97,500.12 97,500.12

PUR 10/08/08 60 RESORTS WORLD BHD 863,800.00 1,618.87 2,231,672.16 2,231,672.16 243216 10/13/08 MYR TID652 2.577 3.496 638,350.16 638,350.16

PUR 10/09/08 60 DIGI COM BHD MYR1 74,400.00 1,403.27 1,690,332.12 1,690,332.12 243384 10/14/08 MYR TID653 22.653 3.506 482,194.30 482,194.30

PUR 10/09/08 60 RESORTS WORLD BHD 158,100.00 312.67 401,658.24 401,658.24 243216 10/14/08 MYR TID653 2.534 3.506 114,579.44 114,579.44

PUR 10/10/08 60 DIGI COM BHD MYR1 4,300.00 103.39 95,678.41 95,678.41 243384 10/15/08 MYR TID654 22.166 3.510 27,258.81 27,258.81

PUR 10/10/08 60 DIGI COM BHD MYR1 4,800.00 116.16 107,447.72 107,447.72 243384 10/15/08 MYR TID654 22.300 3.510 30,611.89 30,611.89

PUR 10/10/08 60 RESORTS WORLD BHD 146,600.00 348.50 366,667.73 366,667.73 243216 10/15/08 MYR TID654 2.493 3.510 104,463.74 104,463.74

PUR 10/13/08 60 DIGI COM BHD MYR1 26,200.00 528.49 590,843.53 590,843.53 243384 10/16/08 MYR TID655 22.481 3.499 168,860.68 168,860.68 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 133 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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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PUR 10/13/08 60 RESORTS WORLD BHD 380,300.00 703.78 948,040.45 948,040.45 243216 10/16/08 MYR TID655 2.486 3.499 270,946.11 270,946.11

PUR 10/14/08 60 DIGI COM BHD MYR1 17,800.00 377.75 400,989.61 400,989.61 243384 10/17/08 MYR TID656 22.453 3.492 114,830.93 114,830.93

PUR 10/14/08 60 RESORTS WORLD BHD 378,900.00 731.74 985,611.27 985,611.27 243216 10/17/08 MYR TID656 2.595 3.492 282,248.36 282,248.36

PUR 10/15/08 60 DIGI COM BHD MYR1 32,600.00 639.44 732,406.21 732,406.21 243384 10/20/08 MYR TID657 22.398 3.510 208,662.74 208,662.74

PUR 10/15/08 60 DIGI COM BHD MYR1 10,900.00 199.21 244,859.22 244,859.22 243384 10/20/08 MYR TID657 22.400 3.510 69,760.46 69,760.46

PUR 10/24/08 60 DIGI COM BHD MYR1 34,200.00 646.13 756,654.73 756,654.73 243384 10/30/08 MYR TID661 22.057 3.579 211,444.66 211,444.66

PUR 10/28/08 60 DIGI COM BHD MYR1 10,700.00 229.86 223,285.53 223,285.53 243384 10/31/08 MYR TID663 20.791 3.580 62,370.26 62,370.26 ------2,665,300.00 9,946.17 11,936,833.16 11,936,833.16 3,408,424.45 3,408,424.45 20 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)

PUR 10/06/08 60 BEZEQ THE ISRAELI TELE 289,176.00 1,545.21 1,801,025.29 1,801,025.29 243383 10/07/08 ILS 6.209 3.486 516,615.60 516,615.60

PUR 10/06/08 60 BEZEQ THE ISRAELI TELE 122,483.00 651.35 759,178.92 759,178.92 243383 10/07/08 ILS TID651 6.180 3.486 217,766.89 217,766.89

PUR 10/07/08 60 BEZEQ THE ISRAELI TELE 90,094.00 473.64 559,924.20 559,924.20 243383 10/15/08 ILS TID651 6.196 3.536 158,354.08 158,354.08

PUR 10/13/08 60 BEZEQ THE ISRAELI TELE 50,119.00 252.76 306,331.41 306,331.41 243383 10/16/08 ILS 6.094 3.625 84,505.22 84,505.22 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 134 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/15/08 60 BEZEQ THE ISRAELI TELE 199,999.00 961.39 1,177,375.69 1,177,375.69 243383 10/20/08 ILS 5.869 3.663 321,423.88 321,423.88

PUR 10/16/08 60 BEZEQ THE ISRAELI TELE 154,793.00 734.26 913,456.79 913,456.79 243383 10/22/08 ILS TID657 5.884 3.721 245,486.91 245,486.91

PUR 10/22/08 60 BEZEQ THE ISRAELI TELE 147,972.00 688.73 888,432.52 888,432.52 243383 10/27/08 ILS 5.986 3.858 230,265.28 230,265.28

PUR 10/23/08 60 BEZEQ THE ISRAELI TELE 143,984.00 686.10 873,615.42 873,615.42 243383 10/27/08 ILS TID661 6.049 3.808 229,385.70 229,385.70 ------1,198,620.00 5,993.44 7,279,340.24 7,279,340.24 2,003,803.56 2,003,803.56 8 TRANSACTIONS IN COUNTRY: ISRAEL (9600)

PUR 10/09/08 60 MOBILE TELESYSTEMS OJS 43,100.00 1,724.00 1,634,783.00 1,634,783.00 243388 10/15/08 USD TID654 37.890 1.000 1,634,783.00 1,634,783.00

PUR 10/13/08 60 MOBILE TELESYSTEMS OJS 5,300.00 212.00 217,170.15 217,170.15 243388 10/16/08 USD TID655 40.936 1.000 217,170.15 217,170.15

PUR 10/23/08 60 MOBILE TELESYSTEMS OJS 8,100.00 81.00 220,559.76 220,559.76 243388 10/28/08 USD TID661 27.220 1.000 220,559.76 220,559.76 ------56,500.00 2,017.00 2,072,512.91 2,072,512.91 2,072,512.91 2,072,512.91 3 TRANSACTIONS IN COUNTRY: RUSSIA (9800)

PUR 10/08/08 60 HDFC BANK LTD ADR REPS 3,700.00 74.00 269,193.50 269,193.50 243387 10/14/08 USD TID652 72.735 1.000 269,193.50 269,193.50

PUR 10/08/08 60 HDFC BANK LTD ADR REPS 300.00 3.00 21,507.99 21,507.99 243387 10/14/08 USD TID652 71.683 1.000 21,507.99 21,507.99 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 135 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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)

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INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 10/08/08 60 LARSEN + TOUBRO LT 21,865.00 1,093.25 448,232.50 448,232.50 241423 10/13/08 USD TID652 20.450 1.000 448,232.50 448,232.50

PUR 10/13/08 60 MORGAN STANLEY INDIA I 32,224.00 322.24 526,778.62 526,778.62 239218 10/16/08 USD TID656 16.337 1.000 526,778.62 526,778.62

PUR 10/22/08 60 HDFC BANK LTD ADR REPS 2,900.00 29.00 170,446.92 170,446.92 243387 10/27/08 USD TID660 58.765 1.000 170,446.92 170,446.92 ------60,989.00 1,521.49 1,436,159.53 1,436,159.53 1,436,159.53 1,436,159.53 5 TRANSACTIONS IN COUNTRY: INDIA (9980)

------7,501,519.00 63,746.58 748,185,359.58 748,185,359.58 29,087,402.34 29,087,402.34 95 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)

------12,562,119.00 82,656.66 807,131,103.00 807,131,103.00 42,247,307.87 42,247,307.87 103 "PUR " TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 136 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/22/08 60 ISHARES TAIWAN WEBS IN 391,200.00 3,930.23 3,251,088.49 4,894,644.60 -1,643,556.11 242792 10/23/08 USD TID660 8.321 1.000 3,251,088.49 4,894,644.60 -1,643,556.11 ------391,200.00 3,930.23 3,251,088.49 4,894,644.60 -1,643,556.11 3,251,088.49 4,894,644.60 - 1,643,556.11 1 TRANSACTION IN COUNTRY: TAIWAN (3900)

SALE 10/27/08 60 ISHARES TRUST MSCI EME 87,500.00 884.82 1,751,477.68 2,116,705.09 -365,227.41 243085 10/30/08 USD TID662 20.027 1.000 1,751,477.68 2,116,705.09 -365,227.41 ------87,500.00 884.82 1,751,477.68 2,116,705.09 - 365,227.41 1,751,477.68 2,116,705.09 - 365,227.41 1 TRANSACTION IN COUNTRY: KOREA (4500)

------478,700.00 4,815.05 5,002,566.17 7,011,349.69 -2,008,783.52 5,002,566.17 7,011,349.69 - 2,008,783.52 2 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)

FOREIGN STOCKS (2220) ------

SALE 10/03/08 60 COSAN LTD-CLASS A SHAR 12,700.00 381.51 88,976.96 180,033.91 - 91,056.95 240394 10/08/08 USD TID650 7.036 1.000 88,976.96 180,033.91 - 91,056.95

SALE 10/06/08 60 COSAN LTD-CLASS A SHAR 7,900.00 237.26 45,690.97 111,989.60 - 66,298.63 240394 10/09/08 USD TID651 5.814 1.000 45,690.97 111,989.60 - 66,298.63

SALE 10/13/08 60 COSAN LTD-CLASS A SHAR 29,100.00 582.65 113,704.69 412,518.64 - 298,813.95 240394 10/16/08 USD TID656 3.927 1.000 113,704.69 412,518.64 - 298,813.95

SALE 10/13/08 60 COSAN LTD-CLASS A SHAR 20,100.00 201.45 78,829.74 284,935.55 - 206,105.81 240394 10/16/08 USD TID656 3.932 1.000 78,829.74 284,935.55 - 206,105.81 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY

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REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 137 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/13/08 60 COSAN LTD-CLASS A SHAR 36,800.00 368.81 143,791.51 521,673.06 - 377,881.55 240394 10/16/08 USD TID656 3.917 1.000 143,791.51 521,673.06 - 377,881.55

SALE 10/14/08 60 COSAN LTD-CLASS A SHAR 34,300.00 686.73 129,107.90 486,233.32 - 357,125.42 240394 10/17/08 USD TID657 3.784 1.000 129,107.90 486,233.32 - 357,125.42

SALE 10/14/08 60 COSAN LTD-CLASS A SHAR 9,100.00 91.19 33,633.41 129,000.67 - 95,367.26 240394 10/17/08 USD TID657 3.706 1.000 33,633.41 129,000.67 - 95,367.26

SALE 10/14/08 60 COSAN LTD-CLASS A SHAR 14,900.00 149.31 54,740.80 211,220.88 - 156,480.08 240394 10/17/08 USD TID657 3.684 1.000 54,740.80 211,220.88 - 156,480.08

SALE 10/17/08 60 COSAN LTD-CLASS A SHAR 7,800.00 156.14 24,829.60 110,572.01 - 85,742.41 240394 10/22/08 USD TID658 3.203 1.000 24,829.60 110,572.01 - 85,742.41

SALE 10/20/08 60 COSAN LTD-CLASS A SHAR 7,700.00 77.14 24,900.89 109,154.41 - 84,253.52 240394 10/23/08 USD TID659 3.244 1.000 24,900.89 109,154.41 - 84,253.52

SALE 10/22/08 60 COSAN LTD-CLASS A SHAR 12,800.00 128.17 29,220.95 181,451.50 - 152,230.55 240394 10/27/08 USD TID660 2.293 1.000 29,220.95 181,451.50 - 152,230.55 ------193,200.00 3,060.36 767,427.42 2,738,783.55 - 1,971,356.13 767,427.42 2,738,783.55 - 1,971,356.13 11 TRANSACTIONS IN COUNTRY: BERMUDA ( 250)

SALE 9/26/08 60 YANGZIJIANG SHIPBUILDI 229,000.00 208.50 123,523.13 265,156.19 -141,633.06 239230 10/02/08 SGD TID647 .541 1.425 86,664.65 188,348.90 - 101,684.25

SALE 9/29/08 60 YANGZIJIANG SHIPBUILDI 232,000.00 203.74 121,044.80 268,629.86 -147,585.06 239230 10/03/08 SGD TID647 .523 1.429 84,688.17 190,816.35 - 106,128.18

SALE 9/30/08 60 YANGZIJIANG SHIPBUILDI 745,000.00 607.92 361,201.04 862,626.04 -501,425.00 239230 10/06/08 SGD TID648 .486 1.429 252,694.17 612,750.78 - 360,056.61

SALE 10/02/08 60 YANGZIJIANG SHIPBUILDI 389,000.00 320.33 192,830.20 450,418.16 -257,587.96 239230 10/07/08 SGD TID649 .497 1.448 133,151.64 319,946.38 - 186,794.74 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 138 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/03/08 60 YANGZIJIANG SHIPBUILDI 108,000.00 87.66 52,771.45 125,051.83 -72,280.38 239230 10/08/08 SGD TID650 .490 1.448 36,439.34 88,828.30 - 52,388.96

SALE 10/06/08 60 YANGZIJIANG SHIPBUILDI 89,000.00 68.64 41,916.07 103,051.97 -61,135.90 239230 10/09/08 SGD TID651 .472 1.469 28,535.69 73,201.10 - 44,665.41

SALE 10/07/08 60 YANGZIJIANG SHIPBUILDI 464,000.00 339.41 206,123.32 537,259.71 -331,136.39 239230 10/10/08 SGD TID651 .445 1.461 141,083.72 381,632.70 - 240,548.98 ------2,256,000.00 1,836.20 1,099,410.01 2,612,193.76 -1,512,783.75 763,257.38 1,855,524.51 - 1,092,267.13 7 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)

SALE 9/26/08 60 TURKCELL ILETISIM HIZM 141,462.00 2,332.06 1,149,158.14 1,295,793.40 -146,635.26

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240234 10/06/08 TRY TID647 8.144 1.235 930,492.42 1,064,561.20 - 134,068.78

SALE 9/29/08 60 AKSIGORTA 12,856.00 114.90 57,694.54 67,694.25 - 9,999.71 242125 10/06/08 TRY TID647 4.499 1.259 45,843.89 58,499.58 - 12,655.69

SALE 9/29/08 60 DOGAN SIRKETLER GRUBU 156,380.00 466.71 234,357.95 237,096.30 - 2,738.35 241422 10/06/08 TRY TID647 1.502 1.259 186,220.06 195,345.30 - 9,125.24

SALE 9/29/08 60 HACI OMER SABANCI HOLD 19,332.00 184.33 92,559.69 88,457.79 4,101.90 241337 10/06/08 TRY TID647 4.800 1.258 73,547.63 72,598.06 949.57

SALE 9/29/08 60 KOC HOLDING AS 29,519.00 230.64 115,813.87 107,742.38 8,071.49 241338 10/06/08 TRY TID647 3.933 1.259 92,025.32 87,808.50 4,216.82

SALE 9/29/08 60 TURK TELEKOMUNIKASYON 189,156.00 1,461.28 733,769.75 856,708.48 -122,938.73 241306 10/06/08 TRY TID647 3.889 1.259 583,051.05 694,819.37 - 111,768.32

SALE 10/03/08 60 AKSIGORTA 39,873.00 312.49 161,972.86 209,954.34 - 47,981.48 242125 10/07/08 TRY TID650 4.072 1.299 124,680.83 181,436.98 - 56,756.15

SALE 10/03/08 60 DOGAN SIRKETLER GRUBU 168,385.00 455.25 235,972.68 255,297.73 - 19,325.05 241422 10/07/08 TRY TID650 1.405 1.299 181,643.20 210,341.58 - 28,698.38 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: 139 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/03/08 60 HACI OMER SABANCI HOLD 100,715.00 864.73 448,226.67 460,843.51 - 12,616.84 241337 10/07/08 TRY TID650 4.462 1.299 345,028.61 378,218.20 - 33,189.59

SALE 10/03/08 60 KOC HOLDING AS 117,224.00 839.16 434,971.41 427,859.77 7,111.64 241338 10/07/08 TRY TID650 3.720 1.299 334,825.19 348,699.61 - 13,874.42

SALE 10/03/08 60 TURK TELEKOMUNIKASYON 156,258.00 1,091.62 565,829.67 707,709.79 -141,880.12 241306 10/07/08 TRY TID650 3.630 1.299 435,555.13 573,976.42 - 138,421.29

SALE 10/03/08 60 TURKCELL ILETISIM HIZM 260,150.00 3,882.27 2,012,341.75 2,382,976.71 -370,634.96 240234 10/07/08 TRY TID650 7.755 1.299 1,549,027.60 1,957,738.44 -408,710.84

SALE 10/06/08 60 AKSIGORTA 19,711.00 134.78 73,989.02 103,789.78 - 29,800.76 242125 10/08/08 TRY TID651 3.763 1.376 53,775.00 89,692.38 - 35,917.38

SALE 10/06/08 60 DOGAN SIRKETLER GRUBU 61,522.00 154.81 84,988.82 93,276.88 - 8,288.06 241422 10/08/08 TRY TID651 1.385 1.376 61,769.62 76,851.47 - 15,081.85

SALE 10/06/08 60 KOC HOLDING AS 109,214.00 676.33 371,292.59 398,623.81 - 27,331.22 241338 10/08/08 TRY TID651 3.408 1.376 269,854.34 324,872.72 - 55,018.38

SALE 10/06/08 60 TURK TELEKOMUNIKASYON 184,115.00 1,125.51 617,887.92 833,877.23 -215,989.31 241306 10/08/08 TRY TID651 3.364 1.376 449,079.09 676,302.45 - 227,223.36

SALE 10/06/08 60 TURKCELL ILETISIM HIZM 79,783.00 1,074.31 589,777.72 730,813.11 -141,035.39 240234 10/08/08 TRY TID651 7.411 1.376 428,648.68 600,400.72 - 171,752.04

SALE 10/07/08 60 DOGAN SIRKETLER GRUBU 168,375.00 430.26 234,195.14 255,282.57 - 21,087.43 241422 10/09/08 TRY TID651 1.394 1.364 171,672.14 210,329.09 - 38,656.95

SALE 10/07/08 60 TURK TELEKOMUNIKASYON 302,590.00 1,769.86 963,362.06 1,370,463.62 -407,101.56 241306 10/09/08 TRY TID651 3.192 1.364 706,173.63 1,111,492.05 - 405,318.42

SALE 10/08/08 60 DOGAN SIRKETLER GRUBU 214,678.00 504.97 283,908.54 325,485.09 - 41,576.55 241422 10/10/08 TRY TID652 1.326 1.409 201,482.18 268,169.44 - 66,687.26

SALE 10/21/08 60 DOGAN SIRKETLER GRUBU 126,715.00 232.87 146,027.86 192,119.56 - 46,091.70

file:///M|/OPI/Reports_to_the_Legislature/securities_748_global.htm[7/30/2010 2:45:49 PM] Global Report

241422 10/23/08 TRY TID659 1.155 1.572 92,916.68 158,288.65 - 65,371.97 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 140 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/22/08 60 DOGAN SIRKETLER GRUBU 90,151.00 156.86 102,892.89 136,682.88 - 33,789.99 241422 10/24/08 TRY TID660 1.144 1.644 62,586.92 112,613.98 - 50,027.06

SALE 10/23/08 60 DOGAN SIRKETLER GRUBU 111,375.00 183.03 121,084.14 168,861.75 - 47,777.61 241422 10/27/08 TRY TID661 1.090 1.658 73,030.24 139,126.38 - 66,096.14

SALE 10/24/08 60 DOGAN SIRKETLER GRUBU 68,989.00 110.32 74,872.38 104,598.01 - 29,725.63 241422 10/28/08 TRY TID661 1.088 1.701 44,016.68 86,179.03 - 42,162.35

SALE 10/27/08 60 DOGAN SIRKETLER GRUBU 49,451.00 82.43 54,447.55 74,975.37 - 20,527.82 241422 10/31/08 TRY TID662 1.104 1.655 32,890.87 61,772.73 - 28,881.86

SALE 10/28/08 60 DOGAN SIRKETLER GRUBU 122,300.00 222.42 138,134.09 185,425.73 - 47,291.64 241422 10/31/08 TRY TID663 1.132 1.557 88,746.60 152,773.55 - 64,026.95 ------3,100,279.00 19,094.20 10,099,529.70 12,072,409.84 -1,972,880.14 7,618,583.60 9,892,907.88 - 2,274,324.28 26 TRANSACTIONS IN COUNTRY: TURKEY (3400)

SALE 9/26/08 60 CHINA MOBILE HONG KONG 23,600.00 944.00 1,182,570.04 1,828,992.83 -646,422.79 239458 10/01/08 USD TID647 50.149 1.000 1,182,570.04 1,828,992.83 -646,422.79 ------23,600.00 944.00 1,182,570.04 1,828,992.83 - 646,422.79 1,182,570.04 1,828,992.83 - 646,422.79 1 TRANSACTION IN COUNTRY: HONG KONG (4400)

SALE 9/29/08 60 EFG-HERMES HOLDING SAE 89,345.00 3,345.82 3,019,503.62 4,913,005.49 -1,893,501.87 240018 10/07/08 EGP TID647 34.000 5.448 554,291.62 902,020.95 - 347,729.33

SALE 10/07/08 60 EFG-HERMES HOLDING SAE 60,610.00 1,992.17 1,808,601.15 3,332,892.30 -1,524,291.15 240018 10/08/08 EGP TID651 30.020 5.480 330,036.71 611,914.37 - 281,877.66

SALE 10/07/08 60 TALAAT MOUSTAFA GROUP 180,258.00 874.42 793,841.27 1,825,768.12 -1,031,926.85 240289 10/09/08 EGP TID651 4.431 5.480 144,861.55 462,413.18 - 317,551.63 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 141 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/15/08 60 ORASCOM CONSTR GDR 11,768.00 470.72 1,082,923.13 2,409,335.25 -1,326,412.12 239190 10/20/08 USD TID657 92.063 1.000 1,082,923.13 2,409,335.25 -1,326,412.12

SALE 10/21/08 60 ORASCOM CONSTR GDR 2,632.00 105.28 230,721.12 538,865.60 -308,144.48 239190 10/24/08 USD TID659 87.700 1.000 230,721.12 538,865.60 - 308,144.48

SALE 10/21/08 60 ORASCOM CONSTRUCTION I 8,224.00 2,148.90 1,984,709.19 3,478,167.49 -1,493,458.30 240471 10/22/08 EGP TID659 242.788 5.575 356,001.65 647,422.85 - 291,421.20

SALE 10/22/08 60 ORASCOM CONSTRUCTION I 6,580.00 1,552.15 1,433,554.44 2,782,872.34 -1,349,317.90 240471 10/23/08 EGP TID660 219.181 5.575 257,139.81 518,001.26 - 260,861.45

SALE 10/23/08 60 ORASCOM CONSTRUCTION I 5,264.00 1,194.31 1,104,041.35 2,226,297.87 -1,122,256.52 240471 10/27/08 EGP 211.000 5.580 197,856.87 414,401.00 -

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216,544.13 ------364,681.00 11,683.77 11,457,895.27 21,507,204.46 -10,049,309.19 3,153,832.46 6,504,374.46 - 3,350,542.00 8 TRANSACTIONS IN COUNTRY: EGYPT (5100)

SALE 9/30/08 60 BANK OF AYUDHYA PUBLIC 1,151,600.00 1,722.10 18,274,689.25 28,419,292.20 -10,144,602.95 241305 10/03/08 THB TID648 15.920 33.800 540,671.28 875,087.33 -334,416.05

SALE 10/01/08 60 BANK OF AYUDHYA PUBLIC 608,700.00 896.60 9,565,262.97 15,021,555.37 -5,456,292.40 241305 10/06/08 THB TID648 15.764 33.980 281,496.85 462,543.99 -181,047.14

SALE 10/02/08 60 BANK OF AYUDHYA PUBLIC 288,700.00 419.36 4,485,794.62 7,124,565.53 -2,638,770.91 241305 10/07/08 THB TID649 15.587 34.070 131,664.06 219,379.74 -87,715.68

SALE 10/07/08 60 BANK OF AYUDHYA PUBLIC 340,000.00 397.21 4,301,240.07 8,390,551.71 -4,089,311.64 241305 10/10/08 THB TID651 12.691 34.490 124,709.77 258,362.01 -133,652.24

SALE 10/08/08 60 BANK OF AYUDHYA PUBLIC 535,500.00 573.24 6,182,148.86 13,215,118.94 -7,032,970.08 241305 10/13/08 THB TID652 11.581 34.350 179,975.22 406,920.17 -226,944.95 ------2,924,500.00 4,008.51 42,809,135.77 72,171,083.75 -29,361,947.98 1,258,517.18 2,222,293.24 - 963,776.06 5 TRANSACTIONS IN COUNTRY: THAILAND (6550)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 142 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/03/08 60 BANCO ITAU HLDG F ADR 8,400.00 84.67 118,646.81 170,428.74 - 51,781.93 240235 10/08/08 USD TID650 14.135 1.000 118,646.81 170,428.74 - 51,781.93

SALE 10/03/08 60 BANCO ITAU HLDG F ADR 16,000.00 161.25 223,022.75 324,626.17 - 101,603.42 240235 10/08/08 USD TID650 13.949 1.000 223,022.75 324,626.17 - 101,603.42

SALE 10/03/08 60 BANCO ITAU HLDG F ADR 28,600.00 1,146.22 395,126.80 580,269.27 - 185,142.47 240235 10/08/08 USD TID650 13.856 1.000 395,126.80 580,269.27 - 185,142.47

SALE 10/03/08 60 BANCO ITAU HLDG F ADR 3,600.00 36.29 50,438.23 73,040.89 - 22,602.66 240235 10/08/08 USD TID650 14.021 1.000 50,438.23 73,040.89 - 22,602.66

SALE 10/06/08 60 BANCO ITAU HLDG F ADR 21,900.00 877.34 236,735.47 444,332.06 - 207,596.59 240235 10/09/08 USD TID651 10.850 1.000 236,735.47 444,332.06 - 207,596.59

SALE 10/06/08 60 BANCO ITAU HLDG F ADR 24,400.00 977.60 283,770.40 495,054.90 - 211,284.50 240235 10/09/08 USD TID651 11.670 1.000 283,770.40 495,054.90 - 211,284.50

SALE 10/14/08 60 VOTORANTIM CELULOSE PF 15,800.00 350.66 340,973.64 794,862.12 -453,888.48 239280 10/17/08 BRL 21.627 2.096 162,678.26 467,166.10 - 304,487.84

SALE 10/15/08 60 VOTORANTIM CELULOSE PF 36,200.00 735.62 746,383.29 1,821,139.80 -1,074,756.51 239280 10/20/08 BRL 20.663 2.187 341,281.80 1,070,342.59 - 729,060.79

SALE 10/15/08 60 VOTORANTIM CELULOSE PF 12,900.00 211.15 214,248.03 648,969.71 -434,721.68 239280 10/15/08 BRL 16.644 2.187 97,964.35 381,420.43 - 283,456.08

SALE 10/16/08 60 VOTORANTIM CELULOSE PF 29,100.00 582.68 600,794.34 1,463,954.92 -863,160.58 239280 10/21/08 BRL 20.690 2.223 270,323.66 860,413.52 - 590,089.86

SALE 10/16/08 60 VOTORANTIM CELULOSE PF 10,400.00 241.84 214,408.68 523,200.38 -308,791.70 239280 10/21/08 BRL 20.668 2.222 96,471.85 307,501.74 - 211,029.89

SALE 10/17/08 60 VOTORANTIM CELULOSE PF 7,400.00 166.06 140,776.97 372,277.20 -231,500.23 239280 10/22/08 BRL 19.072 2.125 66,247.99 218,799.32 - 152,551.33

SALE 10/20/08 60 ANGLO FERROUS BRAZIL S 51,200.00 1,439.41 1,394,403.49 1,361,305.69 33,097.80 242988 10/23/08 BRL 27.293 2.088 667,817.76 802,581.12 - 134,763.36 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 143 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/21/08 60 ANGLO FERROUS BRAZIL S 15,900.00 422.87 431,624.01 422,749.23 8,874.78 242988 10/24/08 BRL 27.205 2.200 196,192.73 249,239.06 - 53,046.33

SALE 10/21/08 60 VOTORANTIM CELULOSE PF 37,600.00 729.59 744,662.79 1,891,570.61 -1,146,907.82 239280 10/24/08 BRL 19.848 2.200 338,483.09 1,111,737.05 - 773,253.96

SALE 10/22/08 60 VOTORANTIM CELULOSE PF 26,300.00 441.13 483,998.26 1,323,093.28 -839,095.02 239280 10/27/08 BRL 18.443 2.365 204,650.43 777,624.59 - 572,974.16

SALE 10/23/08 60 VOTORANTIM CELULOSE PF 13,800.00 225.20 238,031.64 694,246.66 -456,215.02 239280 10/28/08 BRL 17.286 2.278 104,491.50 408,031.15 - 303,539.65

SALE 10/23/08 60 VOTORANTIM CELULOSE PF 43,800.00 787.71 832,430.51 2,203,478.54 -1,371,048.03 239280 10/23/08 BRL 19.046 2.278 365,421.65 1,295,055.39 - 929,633.74 ------403,300.00 9,617.29 7,690,476.11 15,608,600.17 -7,918,124.06 4,219,765.53 10,037,664.09 - 5,817,898.56 18 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

SALE 10/28/08 60 GENOMMA LAB INTERNACIO 6,500.00 15.74 83,890.00 104,033.35 - 20,143.35 241649 10/31/08 MXN TID663 12.939 13.360 6,279.00 10,141.52 -3,862.52 ------6,500.00 15.74 83,890.00 104,033.35 - 20,143.35 6,279.00 10,141.52 - 3,862.52 1 TRANSACTION IN COUNTRY: MEXICO (7800)

SALE 9/26/08 60 ALLIANCE FINANCIAL GRO 198,400.00 456.23 486,536.98 592,443.14 -105,906.16 239227 10/03/08 MYR TID647 2.460 3.434 141,682.29 181,760.45 - 40,078.16

SALE 9/29/08 60 ALLIANCE FINANCIAL GRO 48,400.00 131.70 118,731.28 144,527.46 -25,796.18 239227 10/06/08 MYR TID647 2.463 3.445 34,464.81 44,340.75 - 9,875.94

SALE 10/03/08 60 ALLIANCE FINANCIAL GRO 100,400.00 260.67 250,247.37 299,804.89 -49,557.52 239227 10/08/08 MYR TID650 2.502 3.465 72,221.46 91,979.58 - 19,758.12 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 144 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/06/08 60 ALLIANCE FINANCIAL GRO 37,700.00 99.53 90,676.01 112,576.14 - 21,900.13 239227 10/09/08 MYR TID651 2.414 3.485 26,018.94 34,538.15 - 8,519.21

SALE 10/07/08 60 ALLIANCE FINANCIAL GRO 107,900.00 262.48 254,817.73 322,200.68 -67,382.95 239227 10/10/08 MYR TID651 2.370 3.490 73,013.68 98,850.57 - 25,836.89

SALE 10/08/08 60 ALLIANCE FINANCIAL GRO 110,300.00 249.95 239,778.71 329,367.33 -89,588.62 239227 10/13/08 MYR TID652 2.182 3.496 68,586.59 101,049.28 - 32,462.69

SALE 10/09/08 60 ALLIANCE FINANCIAL GRO 76,900.00 180.58 165,801.64 229,631.44 -63,829.80 239227 10/14/08 MYR TID653 2.164 3.506 47,297.57 70,450.50 - 23,152.93

SALE 10/10/08 60 ALLIANCE FINANCIAL GRO 177,000.00 338.23 351,379.11 528,540.50 -177,161.39 239227 10/15/08 MYR TID654 1.992 3.510 100,108.01 162,155.24 - 62,047.23

SALE 10/10/08 60 AMMB HOLDINGS BHD 473,900.00 978.04 1,151,177.04 1,674,052.25 -522,875.21 239229 10/15/08 MYR TID654 2.436 3.510 327,970.67 515,270.98 - 187,300.31

SALE 10/13/08 60 ALLIANCE FINANCIAL GRO 105,900.00 222.54 205,885.19 316,228.47 -110,343.28

file:///M|/OPI/Reports_to_the_Legislature/securities_748_global.htm[7/30/2010 2:45:49 PM] Global Report

239227 10/16/08 MYR TID655 1.952 3.499 58,841.15 97,018.30 - 38,177.15

SALE 10/13/08 60 AMMB HOLDINGS BHD 337,700.00 727.40 835,018.36 1,192,925.60 -357,907.24 239229 10/16/08 MYR TID655 2.480 3.499 238,644.86 367,180.86 - 128,536.00

SALE 10/14/08 60 ALLIANCE FINANCIAL GRO 82,200.00 185.56 169,703.29 245,457.79 -75,754.50 239227 10/17/08 MYR TID656 2.072 3.492 48,597.73 75,305.99 - 26,708.26

SALE 10/14/08 60 AMMB HOLDINGS BHD 528,600.00 1,146.27 1,354,129.21 1,867,280.05 -513,150.84 239229 10/17/08 MYR TID656 2.569 3.492 387,780.42 574,746.24 - 186,965.82

SALE 10/15/08 60 AMMB HOLDINGS BHD 157,000.00 371.17 392,547.41 554,602.66 - 162,055.25 239229 10/20/08 MYR TID657 2.509 3.510 111,836.87 170,705.94 - 58,869.07

SALE 10/16/08 60 AMMB HOLDINGS BHD 457,900.00 809.29 1,092,215.09 1,617,532.23 -525,317.14 239229 10/21/08 MYR TID657 2.392 3.525 309,848.25 497,874.20 - 188,025.95

SALE 10/17/08 60 AMMB HOLDINGS BHD 121,600.00 233.58 286,504.57 429,552.13 - 143,047.56 239229 10/22/08 MYR TID658 2.363 3.528 81,208.78 132,215.56 - 51,006.78 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 145 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 10/20/08 60 AMMB HOLDINGS BHD 370,400.00 597.17 792,517.08 1,308,438.39 -515,921.31 239229 10/23/08 MYR TID659 2.145 3.520 225,146.90 402,735.54 - 177,588.64

SALE 10/21/08 60 AMMB HOLDINGS BHD 317,000.00 607.82 691,738.43 1,119,802.83 -428,064.40 239229 10/24/08 MYR TID659 2.189 3.526 196,210.02 344,673.77 - 148,463.75

SALE 10/22/08 60 AMMB HOLDINGS BHD 295,000.00 555.41 629,597.12 1,042,087.81 -412,490.69 239229 10/28/08 MYR TID660 2.141 3.544 177,651.56 320,753.20 - 143,101.64 ------4,104,200.00 8,413.62 9,559,001.62 13,927,051.79 -4,368,050.17 2,727,130.56 4,283,605.10 - 1,556,474.54 19 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)

SALE 10/09/08 60 TEVA PHARMA IND ADR EA 26,500.00 271.26 1,116,388.39 1,213,062.10 -96,673.71 239858 10/15/08 USD TID653 42.138 1.000 1,116,388.39 1,213,062.10 -96,673.71

SALE 10/10/08 60 TEVA PHARMA IND ADR EA 33,100.00 338.05 1,258,024.65 1,515,183.23 -257,158.58 239858 10/16/08 USD TID655 38.017 1.000 1,258,024.65 1,515,183.23 -257,158.58 ------59,600.00 609.31 2,374,413.04 2,728,245.33 - 353,832.29 2,374,413.04 2,728,245.33 - 353,832.29 2 TRANSACTIONS IN COUNTRY: ISRAEL (9600)

SALE 10/10/08 60 OJSC OC ROSNEFT USD 0. 245,550.00 4,911.00 805,453.11 2,459,529.86 -1,654,076.75 240395 10/15/08 USD TID654 3.300 1.000 805,453.11 2,459,529.86 -1,654,076.75

SALE 10/21/08 60 EURASIA DRILLING CO LT 91,300.00 450,106.47 2,373,080.33 -1,922,973.86 241336 10/24/08 USD TID659 4.930 1.000 450,106.47 2,373,080.33 -1,922,973.86 ------336,850.00 4,911.00 1,255,559.58 4,832,610.19 -3,577,050.61 1,255,559.58 4,832,610.19 - 3,577,050.61 2 TRANSACTIONS IN COUNTRY: RUSSIA (9800)

------13,772,710.00 64,194.00 88,379,308.56 150,131,209.02 -61,751,900.46 25,327,335.79 46,935,142.70 - 21,607,806.91 100 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)

------14,251,410.00 69,009.05 93,381,874.73 157,142,558.71 -63,760,683.98 30,329,901.96 53,946,492.39 - 23,616,590.43 102 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150) S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 146 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** 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 ------

------26,813,529.00 151,665.71 900,512,977.73 964,273,661.71 -63,760,683.98 72,577,209.83 96,193,800.26 - 23,616,590.43 205 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 147 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** CPFD BONDS - Other ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

FOREIGN GOVT OBLIG (ANN-P ( 610) ------

PUR 10/16/08 60 FRANCE, GOV OF 25,000,000.00 24,895,000.00 579,109.60 24,895,000.00 239425 10/20/08 EUR 4.750 4/25/35 B25440 99.580 .746 4.7766 33,376,727.32 776,412.26 33,376,727.32 ------25,000,000.00 24,895,000.00 579,109.60 24,895,000.00 4.7766 33,376,727.32 776,412.26 33,376,727.32 1 TRANSACTION IN COUNTRY: FRANCE ( 400)

PUR 10/16/08 60 NETHERLANDS GOVERNMENT 10,000,000.00 8,922,100.00 304,918.03 8,922,100.00 239424 10/20/08 EUR 4.000 1/15/37 B25440 89.221 .746 4.6952 11,961,859.77 408,803.61 11,961,859.77 ------10,000,000.00 8,922,100.00 304,918.03 8,922,100.00 4.6952 11,961,859.77 408,803.61 11,961,859.77 1 TRANSACTION IN COUNTRY: NETHERLANDS ( 600)

------35,000,000.00 33,817,100.00 884,027.63 33,817,100.00 4.7551 45,338,587.09 1,185,215.87 45,338,587.09 2 TRANSACTIONS IN CATEGORY: FOREIGN GOVT OBLIG (ANN-P ( 610)

FOREIGN GOVT OBLIG (SEM-P ( 611) ------

PUR 10/16/08 60 AUSTRALIAN GOVERNMENT 20,000,000.00 20,494,200.00 493,800.00 20,494,200.00 240314 10/20/08 AUD 5.750 5/15/21 B25339 102.471 1.509 5.4750 13,583,553.55 327,290.59 13,583,553.55 ------20,000,000.00 20,494,200.00 493,800.00 20,494,200.00 5.4750 13,583,553.55 327,290.59 13,583,553.55 1 TRANSACTION IN COUNTRY: AUSTRALIA (1800)

------20,000,000.00 20,494,200.00 493,800.00 20,494,200.00 5.4750 13,583,553.55 327,290.59 13,583,553.55 1 TRANSACTION IN CATEGORY: FOREIGN GOVT OBLIG (SEM-P ( 611)

------55,000,000.00 54,311,300.00 1,377,827.63 54,311,300.00 4.9211 58,922,140.64 1,512,506.46 58,922,140.64 3 "PUR " TRANSACTIONS IN FUND: CPFD BONDS - Other (5155)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 148 TRANS-TYPE: PUR SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** CPFD BONDS - Other ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# 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: 149 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** CPFD BONDS - Other ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

FOREIGN GOVT OBLIG (ANN-P ( 610) ------

SALE 10/06/08 60 BELGIUM KINGDOM 25,000,000.00 26,675,000.00 667,808.22 26,183,301.65 491,698.35 239431 10/09/08 EUR 5.000 3/28/35 B25373 106.700 .741 4.5575 36,013,911.38 901,607.72 38,586,340.64 -2,572,429.26 ------25,000,000.00 26,675,000.00 667,808.22 26,183,301.65 491,698.35 36,013,911.38 901,607.72 38,586,340.64 - 2,572,429.26 1 TRANSACTION IN COUNTRY: BELGIUM ( 200)

SALE 10/06/08 60 FRANCE, GOV OF 50,000,000.00 52,819,000.00 1,086,643.85 50,721,886.03 2,097,113.96 239425 10/09/08 EUR 4.750 4/25/35 B25374 105.638 .741 71,310,919.78 1,467,077.61 77,063,371.36 -5,752,451.58

SALE 10/10/08 60 FRANCE, GOV OF 75,000,000.00 77,112,750.00 1,698,287.70 76,082,312.87 1,030,437.13 239425 10/16/08 EUR 4.750 4/25/35 B25409 102.817 .740 104,163,908.78 2,294,047.16 115,594,272.80 -11,430,364.02

SALE 10/14/08 60 FRANCE, GOV OF 35,000,000.00 35,630,000.00 797,089.06 35,505,047.18 124,952.82 239425 10/17/08 EUR 4.750 4/25/35 B25419 101.800 .734 48,574,396.80 1,086,671.91 53,943,945.11 -5,369,548.31

SALE 10/15/08 60 FRANCE, GOV OF 40,000,000.00 39,952,000.00 926,575.36 40,111,408.89 -159,408.89 239425 10/20/08 EUR 4.750 4/25/35 B25431 99.880 .736 4.7564 54,266,830.02 1,258,567.97 56,495,500.29 -2,228,670.27 ------200,000,000.00 205,513,750.00 4,508,595.97 202,420,654.97 3,093,095.02 278,316,055.38 6,106,364.65 303,097,089.56 -24,781,034.18 4 TRANSACTIONS IN COUNTRY: FRANCE ( 400)

SALE 10/06/08 60 NETHERLANDS GOVERNMENT 30,000,000.00 28,446,300.00 878,688.52 27,410,159.44 1,036,140.56 239424 10/09/08 EUR 4.000 1/15/37 B25374 94.821 .741 38,405,343.10 1,186,317.17 40,900,085.53 -2,494,742.43

SALE 10/10/08 60 NETHERLANDS GOVERNMENT 30,000,000.00 27,614,100.00 901,639.34 27,411,280.97 202,819.04 239424 10/16/08 EUR 4.000 1/15/37 B25409 92.047 .740 37,301,128.46 1,217,934.49 40,901,759.02 -3,600,630.56

SALE 10/14/08 60 NETHERLANDS GOVERNMENT 30,000,000.00 27,385,800.00 904,918.03 27,411,442.86 -25,642.86 239424 10/17/08 EUR 4.000 1/15/37 B25419 91.286 .734 37,335,074.82 1,233,675.20 40,902,000.58 -3,566,925.76 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 150 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** CPFD BONDS - Other ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/15/08 60 NETHERLANDS GOVERNMENT 30,000,000.00 26,871,000.00 914,754.10 27,196,720.71 -325,720.71 239424 10/20/08 EUR 4.000 1/15/37 B25431 89.570 .766 4.6708 35,069,836.89 1,193,862.42 39,230,345.81 -4,160,508.92 ------120,000,000.00 110,317,200.00 3,599,999.99 109,429,603.98 887,596.03 148,111,383.27 4,831,789.28 161,934,190.94 -13,822,807.67 4 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)

SALE 10/06/08 60 DEUTSCHLAND GOV BONDS 65,000,000.00 62,237,500.00 1,981,967.21 60,028,314.26 2,209,185.74 239423 10/09/08 EUR 4.000 1/04/37 B25374 95.750 .741 84,026,834.47 2,675,853.48 89,223,425.59 -5,196,591.12

SALE 10/10/08 60 DEUTSCHLAND GOV BONDS 50,000,000.00 46,550,000.00 1,562,841.53 46,177,390.72 372,609.28 239423 10/16/08 EUR 4.000 1/04/37 B25409 93.100 .740 62,879,743.67 2,111,086.46 68,636,026.78 -5,756,283.11

SALE 10/14/08 60 DEUTSCHLAND GOV BONDS 35,000,000.00 32,358,200.00 1,097,814.21 32,324,351.87 33,848.13 239423 10/17/08 EUR 4.000 1/04/37 B25419 92.452 .734 44,113,950.23 1,496,650.66 48,045,483.86 -3,931,533.63

SALE 10/15/08 60 DEUTSCHLAND GOV BONDS 30,000,000.00 28,299,900.00 377,260.27 28,789,580.36 -489,680.36 239439 10/20/08 EUR 4.250 7/04/39 B25431 94.333 .736 38,439,774.30 512,432.89 42,427,214.47 -3,987,440.17 ------180,000,000.00 169,445,600.00 5,019,883.22 167,319,637.21 2,125,962.79

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229,460,302.67 6,796,023.49 248,332,150.70 -18,871,848.03 4 TRANSACTIONS IN COUNTRY: GERMANY (1100)

------525,000,000.00 511,951,550.00 13796287.40 505,353,197.81 6,598,352.19 691,901,652.70 18635785.14 751,949,771.84 -60,048,119.14 13 TRANSACTIONS IN CATEGORY: FOREIGN GOVT OBLIG (ANN-P ( 610)

FOREIGN GOVT OBLIG (SEM-P ( 611) ------

SALE 10/07/08 60 AUSTRALIAN GOVERNMENT 50,000,000.00 52,645,500.00 1,156,500.00 48,032,778.11 4,612,721.89 240314 10/10/08 AUD 5.750 5/15/21 105.291 1.392 5.1726 37,831,049.98 831,060.76 45,273,558.45 -7,442,508.47

SALE 10/07/08 60 AUSTRALIAN GOVERNMENT 45,000,000.00 47,380,950.00 1,040,850.00 43,229,500.30 4,151,449.70 240314 10/10/08 AUD 5.750 5/15/21 25380 105.291 1.392 34,047,944.98 747,954.69 40,746,202.61 -6,698,257.63 S T A T E O F N E W J E R S E Y D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 151 TRANS-TYPE: SALE SETTLEMENTS FROM 10/01/08 THROUGH 10/31/08 ** CPFD BONDS - Other ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 10/13/08 60 AUSTRALIAN GOVERNMENT 75,000,000.00 74,796,750.00 1,804,500.00 72,052,389.34 2,744,360.67 240314 10/16/08 AUD 5.750 5/15/21 B25413 99.729 1.485 50,375,610.95 1,215,330.75 67,913,374.76 -17,537,763.81

SALE 10/15/08 60 AUSTRALIAN GOVERNMENT 75,000,000.00 76,408,500.00 1,851,750.00 73,334,223.98 3,074,276.02 240314 10/20/08 AUD 5.750 5/15/21 B25430 101.878 1.458 5.5401 52,400,951.62 1,269,930.21 63,388,207.96 -10,987,256.34 ------245,000,000.00 251,231,700.00 5,853,600.00 236,648,891.73 14,582,808.28 174,655,557.53 4,064,276.41 217,321,343.78 -42,665,786.25 4 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)

------245,000,000.00 251,231,700.00 5,853,600.00 236,648,891.73 14,582,808.28 174,655,557.53 4,064,276.41 217,321,343.78 -42,665,786.25 4 TRANSACTIONS IN CATEGORY: FOREIGN GOVT OBLIG (SEM-P ( 611)

------770,000,000.00 763,183,250.00 19649887.40 742,002,089.54 21,181,160.47 866,557,210.23 22700061.55 969,271,115.62 -102713905.39 17 "SALE" TRANSACTIONS IN FUND: CPFD BONDS - Other (5155)

------825,000,000.00 817,494,550.00 21027715.03 796,313,389.54 21,181,160.47 4.9211 925,479,350.87 24212568.01 1,028,193,256.26 -102713905.39 20 TRANSACTIONS WITHIN FUND: CPFD BONDS - Other (5155)

------64994174700.82 6496990.32 169216102106.02 23767685.75 198851629168.89 -29635527062.8 2.9991 5,610,533,696.49 27934272.20 5,921,999,336.45 -311465639.96

1499 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****

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