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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 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D **

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

FOREIGN GOVERNMENT T BILL ( 637)

PUR 3/17/09 60 BELGIUM TREAURY BILLS 2,423,000.00 2,417,609.94 2,417,609.94 245193 3/19/09 EUR 6/18/09 B25732 99.778 .771 .8942 3,136,364.27 3,136,364.27 2,423,000.00 2,417,609.94 2,417,609.94 .8942 3,136,364.27 3,136,364.27 1 TRANSACTION IN COUNTRY: BELGIUM ( 200)

PUR 2/27/09 60 FRENCH TREAS BILL 6/4/ 7,280,000.00 7,264,368.68 7,264,368.68 244123 3/04/09 EUR 6/04/09 25865 99.785 .787 .8537 9,227,196.34 9,227,196.34

PUR 3/05/09 60 FRENCH TREASURY BILL 9,286,000.00 9,224,050.22 9,224,050.22 244987 3/06/09 EUR 1/14/10 B25885 99.333 .797 .7807 11,576,179.38 11,576,179.38

PUR 3/24/09 60 FRENCH TREASURYBILL 9,195,000.00 9,140,293.06 9,140,293.06 245272 3/25/09 EUR 12/17/09 B25971 99.405 .739 .8182 12,362,238.58 12,362,238.58 25,761,000.00 25,628,711.96 25,628,711.96 .8150 33,165,614.30 33,165,614.30 3 TRANSACTIONS IN COUNTRY: FRANCE ( 400)

PUR 2/26/09 60 DUTCH TREASURY BILL 7,770,000.00 7,730,445.26 7,730,445.26 244570 3/03/09 EUR 9/30/09 B25861 99.491 .784 .8851 9,857,860.22 9,857,860.22

PUR 3/03/09 60 DUTCH TREASURY BILL 5,205,000.00 5,181,326.67 5,181,326.67 244570 3/05/09 EUR 9/30/09 B25874 99.545 .796 .7979 6,510,856.61 6,510,856.61

PUR 3/06/09 60 Dutch Treasury Certi 4,219,000.00 4,211,568.91 4,211,568.91 244997 3/10/09 EUR 5/29/09 B25892 99.824 .790 .8050 5,332,686.19 5,332,686.19

PUR 3/16/09 60 DUTCH TREASURY 9,070,000.00 9,008,311.12 9,008,311.12 245161 3/18/09 EUR 12/31/09 B25928 99.320 .769 .8679 11,709,004.78 11,709,004.78 26,264,000.00 26,131,651.96 26,131,651.96 .8493 33,410,407.80 33,410,407.80 4 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 2 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/11/09 60 GERMAN TREASURY BILLS 3,908,000.00 3,880,406.00 3,880,406.00 245058 3/13/09 EUR 1/27/10 B25912 99.294 .783 .8111 4,957,217.81 4,957,217.81

PUR 3/23/09 60 GERMAN TREASURY BILLS 16,781,000.00 16,681,345.70 16,681,345.70 245058 3/24/09 EUR 1/27/10 B25964 99.406 .737 .7057 22,636,576.15 22,636,576.15 ------20,689,000.00 20,561,751.70 20,561,751.70 .7246 27,593,793.96 27,593,793.96 2 TRANSACTIONS IN COUNTRY: GERMANY (1100)

------75,137,000.00 74,739,725.56 74,739,725.56 .8037 97,306,180.33 97,306,180.33 10 TRANSACTIONS IN CATEGORY: FOREIGN GOVERNMENT T BILL ( 637)

FOREIGN STOCKS (2220) ------

PUR 3/17/09 60 BANK OF NOVA SCOTIA 1,000.00 31.46 30,532.50 30,532.50 230194 3/20/09 CAD S25941 30.493 1.271 24,014.87 24,014.87

PUR 3/20/09 60 BANK OF NOVA SCOTIA 3,800.00 122.92 116,420.98 116,420.98 230194 3/25/09 CAD S25961 30.597 1.237 94,146.03 94,146.03

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PUR 3/20/09 60 SUNCOR ENERGY INC 40,000.00 1,293.87 1,281,600.00 1,281,600.00 230248 3/25/09 CAD S25961 32.000 1.237 1,036,390.10 1,036,390.10

PUR 3/20/09 60 URANIUM ONE INC NPV 5,500.00 133.43 13,695.00 13,695.00 245248 3/25/09 CAD S25961 2.460 1.237 11,074.72 11,074.72 ------50,300.00 1,581.68 1,442,248.48 1,442,248.48 1,165,625.72 1,165,625.72 4 TRANSACTIONS IN COUNTRY: ( 300)

PUR 3/04/09 60 GROUPE DANONE 250,000.00 16,753.90 8,906,064.09 8,906,064.09 244792 3/09/09 EUR S25880 35.571 .796 11,186,021.32 11,186,021.32

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: 3 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/09/09 60 GROUPE DANONE 250,000.00 16,208.14 8,562,774.92 8,562,774.92 244792 3/12/09 EUR S25904 34.200 .791 10,821,640.94 10,821,640.94

PUR 3/10/09 60 GROUPE DANONE 87,769.00 5,960.21 3,120,385.30 3,120,385.30 244792 3/13/09 EUR S25911 35.499 .784 3,979,428.53 3,979,428.53

PUR 3/11/09 60 GROUPE DANONE 162,231.00 11,036.00 5,767,806.80 5,767,806.80 244792 3/16/09 EUR S25917 35.500 .783 7,368,371.92 7,368,371.92

PUR 3/17/09 60 MICHELIN EUR 2.0 REGD 100,000.00 5,433.34 2,796,318.19 2,796,318.19 240580 3/20/09 EUR S25938 27.921 .771 3,627,662.30 3,627,662.30

PUR 3/17/09 60 PUBLICIS GROUPE 250,000.00 9,780.83 5,033,789.38 5,033,789.38 238509 3/20/09 EUR S25938 20.105 .771 6,530,332.65 6,530,332.65

PUR 3/17/09 60 SOCIETE GENERALE EUR 1 331,500.00 16,927.22 8,711,740.64 8,711,740.64 245186 3/20/09 EUR S25938 26.240 .771 11,301,737.12 11,301,737.12

PUR 3/17/09 60 VEOLIA ENVIRONNEMENT 80,000.00 2,645.57 1,361,567.29 1,361,567.29 244729 3/20/09 EUR S25954 16.994 .771 1,766,360.62 1,766,360.62

PUR 3/17/09 60 VEOLIA ENVIRONNEMENT 400,000.00 12,950.37 6,665,022.56 6,665,022.56 244729 3/20/09 EUR S25938 16.638 .771 8,646,530.70 8,646,530.70

PUR 3/17/09 60 VEOLIA ENVIRONNEMENT 100,000.00 3,215.49 1,654,878.60 1,654,878.60 244729 3/20/09 EUR S25938 16.524 .771 2,146,873.25 2,146,873.25

PUR 3/17/09 60 VEOLIA ENVIRONNEMENT 150,000.00 4,975.22 2,560,540.06 2,560,540.06 244729 3/20/09 EUR S25938 17.045 .771 3,321,787.44 3,321,787.44

PUR 3/18/09 60 SOCIETE GENERALE EUR 1 168,500.00 8,876.73 4,520,059.28 4,520,059.28 245186 3/23/09 EUR S25948 26.785 .763 5,926,702.95 5,926,702.95

PUR 3/18/09 60 VEOLIA ENVIRONNEMENT 80,000.00 2,695.79 1,372,703.97 1,372,703.97 244729 3/23/09 EUR S25948 17.133 .763 1,799,889.82 1,799,889.82

PUR 3/18/09 60 VEOLIA ENVIRONNEMENT 125,000.00 4,207.52 2,142,483.91 2,142,483.91 244729 3/23/09 EUR S25948 17.114 .763 2,809,225.48 2,809,225.48

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: 4 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/18/09 60 VEOLIA ENVIRONNEMENT 315,000.00 10,605.94 5,400,573.73 5,400,573.73 244729 3/23/09 EUR S25948 17.119 .763 7,081,233.73 7,081,233.73

PUR 3/19/09 60 AXA 500,000.00 9,546.16 4,641,802.27 4,641,802.27 226044 3/24/09 EUR S25951 9.270 .728 6,373,659.35 6,373,659.35

PUR 3/19/09 60 SOCIETE GENERALE EUR 1 200,000.00 12,257.88 5,960,367.16 5,960,367.16 245186 3/24/09 EUR S25951 29.757 .728 8,184,180.97 8,184,180.97

PUR 3/19/09 60 SOCIETE GENERALE EUR 1 300,000.00 18,439.97 8,966,389.44 8,966,389.44 245186 3/24/09 EUR S25951 29.843 .728 12,311,750.60 12,311,750.60

PUR 3/20/09 60 FRANCE TELECOM SA 480,000.00 16,707.89 8,222,379.10 8,222,379.10 238445 3/25/09 EUR S25957 17.104 .737 11,155,296.05 11,155,296.05

PUR 3/20/09 60 FRANCE TELECOM SA 280,000.00 9,716.00 4,781,497.50 4,781,497.50 238445 3/25/09 EUR S25957 17.051 .737 6,487,054.36 6,487,054.36

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PUR 3/23/09 60 FRANCE TELECOM SA 550,000.00 19,313.93 9,502,777.82 9,502,777.82 238445 3/26/09 EUR S25967 17.252 .737 12,895,263.79 12,895,263.79

PUR 3/25/09 60 CAP GEMINI SA EUR 8.0 274,250.00 13,693.56 6,751,890.72 6,751,890.72 245362 3/30/09 EUR S25986 24.583 .738 9,142,733.94 9,142,733.94

PUR 3/25/09 60 CARREFOUR EUR2.50 250,000.00 14,379.38 7,090,044.14 7,090,044.14 235035 3/30/09 EUR S25986 28.318 .738 9,600,627.42 9,600,627.42

PUR 3/25/09 60 DASSAULT SYSTEMES SA 167,000.00 9,718.75 4,792,027.88 4,792,027.88 239376 3/30/09 EUR S25986 28.652 .738 6,488,884.04 6,488,884.04

PUR 3/26/09 60 CAP GEMINI SA EUR 8.0 110,000.00 5,702.87 2,807,775.35 2,807,775.35 245362 3/31/09 EUR S25990 25.487 .737 3,807,622.83 3,807,622.83

PUR 3/26/09 60 CAP GEMINI SA EUR 8.0 240,000.00 12,373.32 6,091,924.20 6,091,924.20 245362 3/31/09 EUR S25990 25.345 .737 8,261,255.54 8,261,255.54

PUR 3/26/09 60 CNP ASSURANCES EUR 4.0 65,000.00 6,340.71 3,121,809.20 3,121,809.20 245379 3/31/09 EUR S25990 47.956 .737 4,233,483.99 4,233,483.99

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: 5 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/26/09 60 DASSAULT SYSTEMES SA 34,856.00 2,055.93 1,012,221.55 1,012,221.55 239376 3/31/09 EUR S25990 28.997 .737 1,372,673.17 1,372,673.17

PUR 3/26/09 60 SA EUR 3.81 412,500.00 13,424.80 6,609,610.82 6,609,610.82 245378 3/31/09 EUR S25990 15.999 .737 8,963,290.13 8,963,290.13 ------6,713,606.00 295,943.42 148,929,225.87 148,929,225.87 197,591,574.95 197,591,574.95 29 TRANSACTIONS IN COUNTRY: FRANCE ( 400)

PUR 3/05/09 60 200,000.00 1,124.30 138,161,440.00 138,161,440.00 244986 3/10/09 JPY S25888 690.255 98.230 1,406,509.62 1,406,509.62

PUR 3/09/09 60 TOKYO ELECTRIC POWER C 150,000.00 2,405.55 396,553,284.00 396,553,284.00 241669 3/12/09 JPY S25900 2642.10 98.850 4,011,667.01 4,011,667.01

PUR 3/12/09 60 CO 300,000.00 340.53 111,127,318.00 111,127,318.00 245108 3/17/09 JPY S25920 370.313 97.870 1,135,458.44 1,135,458.44

PUR 3/12/09 60 ASAHI GLASS CO LTD JPY 400,000.00 565.17 184,433,313.00 184,433,313.00 245073 3/17/09 JPY S25920 460.945 97.870 1,884,472.39 1,884,472.39

PUR 3/12/09 60 HEAVY INDUS 650,000.00 543.74 177,441,206.00 177,441,206.00 245069 3/17/09 JPY S25920 272.905 97.870 1,813,029.59 1,813,029.59

PUR 3/12/09 60 MOTOR CO LTD NP 1,000,000.00 1,000.96 326,643,864.00 326,643,864.00 245070 3/17/09 JPY S25920 326.546 97.870 3,337,527.99 3,337,527.99

PUR 3/12/09 60 CORP NPV 200,000.00 1,172.68 382,681,770.00 382,681,770.00 245068 3/17/09 JPY S25920 1912.83 97.870 3,910,102.89 3,910,102.89

PUR 3/12/09 60 INC NP 340,000.00 466.62 152,271,658.00 152,271,658.00 245071 3/17/09 JPY S25920 447.724 97.870 1,555,856.32 1,555,856.32

PUR 3/12/09 60 SHINKO ELECTRIC INDUST 150,000.00 402.70 131,414,317.00 131,414,317.00 245067 3/17/09 JPY S25920 875.833 97.870 1,342,743.61 1,342,743.61

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 6 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/12/09 60 SUMCO CORP JPY 1.0 50,000.00 192.77 62,905,366.00 62,905,366.00 245072 3/17/09 JPY S25920 1257.73 97.870 642,744.11 642,744.11

PUR 3/16/09 60 CONSTRUCTION M 19,460.00 74.57 24,411,366.00 24,411,366.00 245156 3/19/09 JPY S25929 1254.06 98.170 248,664.22 248,664.22

PUR 3/16/09 60 HITACHI HIGH-TECHNOLOG 12,840.00 48.17 15,766,431.00 15,766,431.00 245130 3/19/09 JPY S25929 1227.54 98.170 160,603.35 160,603.35

PUR 3/16/09 60 HOLD, I 85,720.00 231.08 75,639,254.00 75,639,254.00 245144 3/19/09 JPY S25929 882.134 98.170 770,492.55 770,492.55

file:///M|/OPI/Reports_to_the_Legislature/securities_753_global.htm[7/30/2010 2:54:41 PM] Global Report

PUR 3/16/09 60 MINEBEA CO LTD JPY 50. 66,000.00 73.30 23,994,196.00 23,994,196.00 245158 3/19/09 JPY S25929 363.439 98.170 244,414.75 244,414.75

PUR 3/16/09 60 NEC CORP JPY 50.0 352,930.00 272.29 89,131,533.00 89,131,533.00 245160 3/19/09 JPY S25929 252.472 98.170 907,930.46 907,930.46

PUR 3/16/09 60 CO LTD 146,230.00 133.37 43,655,744.00 43,655,744.00 245145 3/19/09 JPY S25929 298.452 98.170 444,695.37 444,695.37

PUR 3/16/09 60 NIPPON MEAT PACKERS IN 34,530.00 103.32 33,820,092.00 33,820,092.00 245122 3/19/09 JPY S25929 979.147 98.170 344,505.37 344,505.37

PUR 3/16/09 60 NIPPON OIL CORP JPY 50 242,390.00 333.97 109,320,620.00 109,320,620.00 245146 3/19/09 JPY S25929 450.876 98.170 1,113,584.80 1,113,584.80

PUR 3/16/09 60 CO 109,840.00 68.51 22,428,189.00 22,428,189.00 245152 3/19/09 JPY S25929 204.128 98.170 228,462.76 228,462.76

PUR 3/16/09 60 NISSAN CHEMICAL INDUST 26,290.00 65.52 21,447,949.00 21,447,949.00 245133 3/19/09 JPY S25929 815.577 98.170 218,477.63 218,477.63

PUR 3/16/09 60 I 33,090.00 102.94 33,695,223.00 33,695,223.00 245119 3/19/09 JPY S25929 1017.98 98.170 343,233.40 343,233.40

PUR 3/16/09 60 NISSHIN STEEL CO LTD J 134,050.00 71.16 23,293,964.00 23,293,964.00 245153 3/19/09 JPY S25929 173.719 98.170 237,281.90 237,281.90

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 7 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/16/09 60 INC 22,690.00 54.64 17,885,084.00 17,885,084.00 245129 3/19/09 JPY S25929 788.000 98.170 182,184.82 182,184.82

PUR 3/16/09 60 HOLDINGS 15,770.00 148.39 48,572,105.00 48,572,105.00 245126 3/19/09 JPY S25929 3079.10 98.170 494,775.44 494,775.44

PUR 3/16/09 60 NOK CORP JPY 50.0 20,720.00 46.56 15,241,079.00 15,241,079.00 245120 3/19/09 JPY S25929 735.353 98.170 155,251.90 155,251.90

PUR 3/16/09 60 NSK LTD JPY 50.0 79,830.00 98.01 32,083,097.00 32,083,097.00 245157 3/19/09 JPY S25929 401.772 98.170 326,811.62 326,811.62

PUR 3/16/09 60 CO LTD JPY 5 365,990.00 342.96 112,261,244.00 112,261,244.00 245147 3/19/09 JPY S25929 306.641 98.170 1,143,539.21 1,143,539.21

PUR 3/16/09 60 PROMISE CO LTD 11,480.00 44.17 14,457,455.00 14,457,455.00 245143 3/19/09 JPY S25929 1258.98 98.170 147,269.58 147,269.58

PUR 3/16/09 60 CO LTD JPY 50.0 18,000.00 266.49 87,228,162.00 87,228,162.00 245118 3/19/09 JPY S25929 4844.55 98.170 888,541.94 888,541.94

PUR 3/16/09 60 CO LTD 38,010.00 408.86 133,833,339.00 133,833,339.00 245149 3/19/09 JPY S25929 3519.94 98.170 1,363,281.44 1,363,281.44

PUR 3/16/09 60 SEKISUI CHEMICAL CO LT 82,420.00 109.60 35,873,514.00 35,873,514.00 245139 3/19/09 JPY S25929 435.122 98.170 365,422.37 365,422.37

PUR 3/16/09 60 LTD JPY 81,910.00 166.58 54,526,950.00 54,526,950.00 245117 3/19/09 JPY S25929 665.494 98.170 555,433.94 555,433.94

PUR 3/16/09 60 SEVEN BANK LTD NPV 80.00 60.24 19,719,614.00 19,719,614.00 245140 3/19/09 JPY S25929 246421. 98.170 200,872.10 200,872.10

PUR 3/16/09 60 CORP 47,260.00 89.71 29,365,311.00 29,365,311.00 245125 3/19/09 JPY S25929 621.170 98.170 299,127.14 299,127.14

PUR 3/16/09 60 SHIMAMURA CO LTD JPY 5 4,160.00 61.08 19,991,245.00 19,991,245.00 245134 3/19/09 JPY S25929 4804.14 98.170 203,639.04 203,639.04

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: 8 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/16/09 60 SHIMANO INC JPY 50.0 12,420.00 118.96 38,937,360.00 38,937,360.00 245123 3/19/09 JPY S25929 3134.11 98.170 396,631.96 396,631.96

PUR 3/16/09 60 SHIMIZU CORP NPV 108,360.00 128.49 42,060,303.00 42,060,303.00 245115 3/19/09 JPY S25929 388.037 98.170 428,443.55 428,443.55

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PUR 3/16/09 60 + CO LTD NPV 58,760.00 288.11 94,307,693.00 94,307,693.00 245124 3/19/09 JPY S25929 1604.48 98.170 960,656.95 960,656.95

PUR 3/16/09 60 KK JPY 50. 216,930.00 80.14 26,232,296.00 26,232,296.00 245131 3/19/09 JPY S25929 120.889 98.170 267,212.96 267,212.96

PUR 3/16/09 60 SHOWA SHELL SEKIYU KK 33,080.00 84.93 27,801,453.00 27,801,453.00 245148 3/19/09 JPY S25929 840.179 98.170 283,197.04 283,197.04

PUR 3/16/09 60 SOFTBANK CORP NPV 135,800.00 495.46 162,177,136.00 162,177,136.00 245151 3/19/09 JPY S25929 1193.87 98.170 1,652,003.02 1,652,003.02

PUR 3/16/09 60 CO LT 27,420.00 93.95 30,754,049.00 30,754,049.00 245116 3/19/09 JPY S25929 1121.25 98.170 313,273.39 313,273.39

PUR 3/16/09 60 SUMITOMO HEAVY INDUSTR 102,810.00 88.72 29,040,445.00 29,040,445.00 245155 3/19/09 JPY S25929 282.382 98.170 295,817.92 295,817.92

PUR 3/16/09 60 SUMITOMO METAL MINING 103,740.00 283.21 92,703,258.00 92,703,258.00 245154 3/19/09 JPY S25929 893.344 98.170 944,313.52 944,313.52

PUR 3/16/09 60 SUMITOMO RUBBER INDUST 31,510.00 66.58 21,793,650.00 21,793,650.00 245150 3/19/09 JPY S25929 691.435 98.170 221,999.08 221,999.08

PUR 3/16/09 60 SURUGA BANK LTD JPY 50 40,240.00 104.74 34,283,696.00 34,283,696.00 245138 3/19/09 JPY S25929 851.725 98.170 349,227.83 349,227.83

PUR 3/16/09 60 TAISHO PHARMACEUTICAL 24,190.00 137.81 45,111,752.00 45,111,752.00 245141 3/19/09 JPY S25929 1864.33 98.170 459,526.86 459,526.86

PUR 3/16/09 60 TAIYO NIPPON SANSO COR 52,730.00 96.14 31,467,956.00 31,467,956.00 245137 3/19/09 JPY S25929 596.596 98.170 320,545.54 320,545.54

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 9 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/16/09 60 CO LTD NPV 54,440.00 90.76 29,707,944.00 29,707,944.00 245136 3/19/09 JPY S25929 545.537 98.170 302,617.34 302,617.34

PUR 3/16/09 60 THK CO LTD JPY 50.0 22,430.00 89.55 29,312,485.00 29,312,485.00 245159 3/19/09 JPY S25929 1306.45 98.170 298,589.03 298,589.03

PUR 3/16/09 60 CORP JPY 50.0 92,600.00 45.51 14,896,965.00 14,896,965.00 245135 3/19/09 JPY S25929 160.826 98.170 151,746.61 151,746.61

PUR 3/16/09 60 UNICHARM CORP JPY 50.0 7,620.00 150.25 49,179,792.00 49,179,792.00 245132 3/19/09 JPY S25929 6452.10 98.170 500,965.59 500,965.59

PUR 3/16/09 60 YAMAHA CORP 30,070.00 78.29 25,628,529.00 25,628,529.00 245127 3/19/09 JPY S25929 852.040 98.170 261,062.74 261,062.74

PUR 3/24/09 60 CORP 2,450.00 11.65 3,801,396.00 3,801,396.00 244728 3/27/09 JPY S25972 1551.12 97.850 38,849.22 38,849.22

PUR 3/24/09 60 ALL NIPPON AIRWAYS CO 6,190.00 7.72 2,518,022.00 2,518,022.00 245108 3/27/09 JPY S25972 406.667 97.850 25,733.49 25,733.49

PUR 3/24/09 60 LTD 7,690.00 28.57 9,322,954.00 9,322,954.00 243254 3/27/09 JPY S25972 1211.98 97.850 95,278.02 95,278.02

PUR 3/24/09 60 ASICS CORP Y50 2,550.00 5.83 1,900,320.00 1,900,320.00 235711 3/27/09 JPY S25972 745.000 97.850 19,420.75 19,420.75

PUR 3/24/09 60 LTD/T 15,770.00 22.02 7,185,915.00 7,185,915.00 244586 3/27/09 JPY S25972 455.533 97.850 73,438.07 73,438.07

PUR 3/24/09 60 CITIZEN HOLDINGS CO LT 66,830.00 81.12 26,468,956.00 26,468,956.00 245259 3/27/09 JPY S25972 395.945 97.850 270,505.43 270,505.43

PUR 3/24/09 60 CORP 45,770.00 287.41 93,770,040.00 93,770,040.00 231704 3/27/09 JPY S25972 2048.10 97.850 958,303.93 958,303.93

PUR 3/24/09 60 HITACHI CONSTRUCTION M 1,290.00 5.33 1,741,484.00 1,741,484.00 245156 3/27/09 JPY S25972 1349.58 97.850 17,797.49 17,797.49

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 10 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/24/09 60 HITACHI HIGH-TECHNOLOG 210.00 .90 292,933.00 292,933.00

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245130 3/27/09 JPY S25972 1394.50 97.850 2,993.69 2,993.69

PUR 3/24/09 60 MOTOR CO LTD 23,230.00 165.55 54,014,264.00 54,014,264.00 9605 3/27/09 JPY S25972 2324.49 97.850 552,010.87 552,010.87

PUR 3/24/09 60 HOYA CORP 82,070.00 516.02 168,361,848.00 168,361,848.00 245255 3/27/09 JPY S25972 2050.82 97.850 1,720,611.63 1,720,611.63

PUR 3/24/09 60 AIRLINES CORP NP 187,520.00 121.56 39,662,849.00 39,662,849.00 245364 3/27/09 JPY S25972 211.449 97.850 405,343.37 405,343.37

PUR 3/24/09 60 LTD 69,870.00 201.51 65,747,845.00 65,747,845.00 245263 3/27/09 JPY S25972 940.720 97.850 671,924.83 671,924.83

PUR 3/24/09 60 INC JPY 280.00 207.47 67,690,401.00 67,690,401.00 233920 3/27/09 JPY S25972 241678. 97.850 691,777.22 691,777.22

PUR 3/24/09 60 HOLD, I 5,510.00 15.66 5,108,300.00 5,108,300.00 245144 3/27/09 JPY S25972 926.818 97.850 52,205.42 52,205.42

PUR 3/24/09 60 CO LTD NPV 70,660.00 184.17 60,087,041.00 60,087,041.00 245257 3/27/09 JPY S25972 850.114 97.850 614,072.98 614,072.98

PUR 3/24/09 60 KURITA WATER INDUSTRIE 21,600.00 130.46 42,565,967.00 42,565,967.00 245264 3/27/09 JPY S25972 1970.05 97.850 435,012.44 435,012.44

PUR 3/24/09 60 CORP JPY 50.0 4,340.00 4.45 1,448,910.00 1,448,910.00 237450 3/27/09 JPY S25972 333.750 97.850 14,807.46 14,807.46

PUR 3/24/09 60 MINEBEA CO LTD JPY 50. 4,030.00 4.73 1,544,961.00 1,544,961.00 245158 3/27/09 JPY S25972 383.250 97.850 15,789.08 15,789.08

PUR 3/24/09 60 MITSUBISHI CORP 51,420.00 217.33 70,907,778.00 70,907,778.00 230635 3/27/09 JPY S25972 1378.57 97.850 724,657.93 724,657.93

PUR 3/24/09 60 MITSUBISHI UFJ FINANCI 96,570.00 158.88 51,836,032.00 51,836,032.00 219545 3/27/09 JPY S25972 536.611 97.850 529,749.94 529,749.94

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 11 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/24/09 60 MIZUHO TRUST + BANKING 266,240.00 81.15 26,477,309.00 26,477,309.00 245265 3/27/09 JPY S25972 99.419 97.850 270,590.79 270,590.79

PUR 3/24/09 60 NEC CORP JPY 50.0 19,190.00 16.25 5,302,069.00 5,302,069.00 245160 3/27/09 JPY S25972 276.210 97.850 54,185.68 54,185.68

PUR 3/24/09 60 NEC ELECTRONICS CORP 6,700.00 12.26 4,000,500.00 4,000,500.00 245268 3/27/09 JPY S25972 596.910 97.850 40,884.01 40,884.01

PUR 3/24/09 60 CORP NPV 21,910.00 310.48 101,297,600.00 101,297,600.00 245266 3/27/09 JPY S25972 4621.96 97.850 1,035,233.52 1,035,233.52

PUR 3/24/09 60 NIPPON SHEET GLASS CO 1,060.00 .77 251,295.00 251,295.00 245152 3/27/09 JPY S25972 237.000 97.850 2,568.17 2,568.17

PUR 3/24/09 60 NOMURA HOLDINGS INC NP 119,100.00 202.44 66,049,194.00 66,049,194.00 245071 3/27/09 JPY S25972 554.403 97.850 675,004.54 675,004.54

PUR 3/24/09 60 CORPORATION 58,700.00 212.10 69,202,332.00 69,202,332.00 243112 3/27/09 JPY S25972 1178.56 97.850 707,228.74 707,228.74

PUR 3/24/09 60 CO LTD 121,530.00 436.50 142,417,623.00 142,417,623.00 245256 3/27/09 JPY S25972 1171.52 97.850 1,455,468.81 1,455,468.81

PUR 3/24/09 60 ROHM CO LTD JPY 50.0 2,090.00 33.12 10,805,406.00 10,805,406.00 245118 3/27/09 JPY S25972 5168.50 97.850 110,428.27 110,428.27

PUR 3/24/09 60 SHIMANO INC JPY 50.0 600.00 6.21 2,027,608.00 2,027,608.00 245123 3/27/09 JPY S25972 3378.33 97.850 20,721.59 20,721.59

PUR 3/24/09 60 SOFTBANK CORP NPV 6,740.00 27.73 9,045,982.00 9,045,982.00 245151 3/27/09 JPY S25972 1341.73 97.850 92,447.44 92,447.44

PUR 3/24/09 60 STANLEY ELECTRIC CO LT 1,820.00 6.44 2,099,899.00 2,099,899.00 245116 3/27/09 JPY S25972 1153.44 97.850 21,460.39 21,460.39

PUR 3/24/09 60 SUMITOMO ELECTRIC INDU 45,400.00 119.51 38,990,772.00 38,990,772.00 221169 3/27/09 JPY S25972 858.570 97.850 398,474.93 398,474.93

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 12 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-

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USD ------

PUR 3/24/09 60 MOTOR CORP 18,620.00 99.67 32,519,372.00 32,519,372.00 244719 3/27/09 JPY S25972 1745.95 97.850 332,339.01 332,339.01

PUR 3/24/09 60 TAKASHIMAYA CO LTD NPV 2,750.00 5.27 1,720,641.00 1,720,641.00 245136 3/27/09 JPY S25972 625.500 97.850 17,584.48 17,584.48

PUR 3/24/09 60 CORP JPY 50.0 31,860.00 354.89 115,788,319.00 115,788,319.00 245260 3/27/09 JPY S25972 3633.19 97.850 1,183,324.67 1,183,324.67

PUR 3/24/09 60 HOLDINGS 112,520.00 911.82 297,495,684.00 297,495,684.00 245267 3/27/09 JPY S25972 2643.14 97.850 3,040,323.80 3,040,323.80

PUR 3/24/09 60 MOTOR CORP 135,120.00 1,304.57 425,634,828.00 425,634,828.00 220989 3/27/09 JPY S25972 3149.10 97.850 4,349,870.50 4,349,870.50

PUR 3/24/09 60 INC JPY 50 19,430.00 167.90 54,779,373.00 54,779,373.00 245262 3/27/09 JPY S25972 2818.47 97.850 559,830.08 559,830.08

PUR 3/24/09 60 UNICHARM CORP JPY 50.0 510.00 9.63 3,140,127.00 3,140,127.00 245132 3/27/09 JPY S25972 6155.26 97.850 32,091.23 32,091.23

PUR 3/24/09 60 YAHOO JAPAN CORP JPY 5 2,700.00 230.66 75,256,420.00 75,256,420.00 245261 3/27/09 JPY S25972 27864.3 97.850 769,099.85 769,099.85

PUR 3/24/09 60 YAMAHA CORP 750.00 2.36 769,945.00 769,945.00 245127 3/27/09 JPY S25972 1026.28 97.850 7,868.63 7,868.63

PUR 3/24/09 60 YAMAHA MOTOR CO LTD JP 35,870.00 103.41 33,739,121.00 33,739,121.00 245269 3/27/09 JPY S25972 940.312 97.850 344,804.51 344,804.51

PUR 3/25/09 60 77 BANK LTD/THE JPY 50 66,560.00 105.54 34,381,489.00 34,381,489.00 245313 3/30/09 JPY S25979 516.394 97.700 351,908.79 351,908.79

PUR 3/25/09 60 ALFRESA HOLDINGS CORP 6,000.00 70.39 22,929,877.00 22,929,877.00 245293 3/30/09 JPY S25979 3820.50 97.700 234,696.80 234,696.80

PUR 3/25/09 60 INC 5,150.00 51.44 16,759,068.00 16,759,068.00 244460 3/30/09 JPY S25979 3253.21 97.700 171,536.01 171,536.01

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 13 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/25/09 60 CO LTD 81,550.00 429.77 140,005,610.00 140,005,610.00 241711 3/30/09 JPY S25979 1716.29 97.700 1,433,015.46 1,433,015.46

PUR 3/25/09 60 DENA CO LTD 60.00 63.93 20,825,246.00 20,825,246.00 245359 3/30/09 JPY S25979 346983. 97.700 213,155.03 213,155.03

PUR 3/25/09 60 EAST JAPAN RAILWAY 16,120.00 270.87 88,238,696.00 88,238,696.00 212437 3/30/09 JPY S25979 5472.22 97.700 903,159.63 903,159.63

PUR 3/25/09 60 ELECTRIC POWER DEVELOP 26,450.00 239.74 78,101,017.00 78,101,017.00 245295 3/30/09 JPY S25979 2951.89 97.700 799,396.28 799,396.28

PUR 3/25/09 60 FUKUOKA FINANCIAL GROU 146,750.00 141.38 46,056,127.00 46,056,127.00 245315 3/30/09 JPY S25979 313.747 97.700 471,403.55 471,403.55

PUR 3/25/09 60 HAKUHODO DY HOLDINGS I 4,650.00 63.51 20,690,745.00 20,690,745.00 245284 3/30/09 JPY S25979 4448.28 97.700 211,778.35 211,778.35

PUR 3/25/09 60 HOKUHOKU FINANCIAL GRO 214,620.00 124.04 40,407,810.00 40,407,810.00 245317 3/30/09 JPY S25979 188.220 97.700 413,590.69 413,590.69

PUR 3/25/09 60 IDEMITSU KOSAN CO LTD 4,410.00 102.05 33,244,732.00 33,244,732.00 245331 3/30/09 JPY S25979 7536.22 97.700 340,273.61 340,273.61

PUR 3/25/09 60 MOTORS LTD JPY 5 249,300.00 90.01 29,323,059.00 29,323,059.00 245294 3/30/09 JPY S25979 117.586 97.700 300,133.66 300,133.66

PUR 3/25/09 60 J FRONT RETAILING CO L 99,780.00 118.86 38,720,506.00 38,720,506.00 245296 3/30/09 JPY S25979 387.942 97.700 396,320.43 396,320.43

PUR 3/25/09 60 JAPAN PRIME REALTY INV 110.00 59.12 19,258,076.00 19,258,076.00 245342 3/30/09 JPY S25979 175020. 97.700 197,114.39 197,114.39

PUR 3/25/09 60 JS GROUP CORP JPY 50.0 49,550.00 177.66 57,873,949.00 57,873,949.00 245349 3/30/09 JPY S25979 1167.64 97.700 592,363.86 592,363.86

PUR 3/25/09 60 CO L 24,480.00 49.16 16,014,522.00 16,014,522.00 245323 3/30/09 JPY S25979 653.992 97.700 163,915.27 163,915.27

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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 3/25/09 60 MOTOR CORP NPV 153,910.00 88.56 28,848,092.00 28,848,092.00 245297 3/30/09 JPY S25979 187.379 97.700 295,272.18 295,272.18

PUR 3/25/09 60 MEDICEO PALTAC HOLDING 30,820.00 105.37 34,325,563.00 34,325,563.00 245303 3/30/09 JPY S25979 1113.40 97.700 351,336.37 351,336.37

PUR 3/25/09 60 MITSUBISHI TANABE PHAR 47,730.00 139.19 45,344,780.00 45,344,780.00 245319 3/30/09 JPY S25979 949.742 97.700 464,122.62 464,122.62

PUR 3/25/09 60 NAMCO BANDAI HOLDINGS 41,150.00 132.21 43,068,092.00 43,068,092.00 245306 3/30/09 JPY S25979 1046.29 97.700 440,819.77 440,819.77

PUR 3/25/09 60 KK JPY 50 220,190.00 282.41 91,997,959.00 91,997,959.00 245358 3/30/09 JPY S25979 417.686 97.700 941,637.25 941,637.25

PUR 3/25/09 60 NIPPONKOA INSURANCE CO 145,710.00 268.29 87,399,960.00 87,399,960.00 245326 3/30/09 JPY S25979 599.641 97.700 894,574.82 894,574.82

PUR 3/25/09 60 NISSAY DOWA GENERAL IN 31,940.00 41.12 13,395,121.00 13,395,121.00 245330 3/30/09 JPY S25979 419.258 97.700 137,104.62 137,104.62

PUR 3/25/09 60 NITORI CO LTD NPV 7,950.00 137.73 44,867,288.00 44,867,288.00 245307 3/30/09 JPY S25979 5641.99 97.700 459,235.29 459,235.29

PUR 3/25/09 60 NOMURA REAL ESTATE 60.00 94.33 30,727,575.00 30,727,575.00 245346 3/30/09 JPY S25979 511972. 97.700 314,509.47 314,509.47

PUR 3/25/09 60 NOMURA REAL ESTATE HOL 8,870.00 42.22 13,754,633.00 13,754,633.00 245301 3/30/09 JPY S25979 1550.22 97.700 140,784.37 140,784.37

PUR 3/25/09 60 NTN CORP JPY 50.0 81,810.00 74.70 24,332,438.00 24,332,438.00 245357 3/30/09 JPY S25979 297.337 97.700 249,052.59 249,052.59

PUR 3/25/09 60 NTT URBAN DEVELOPMENT 210.00 53.52 17,436,709.00 17,436,709.00 245338 3/30/09 JPY S25979 83007.0 97.700 178,471.94 178,471.94

PUR 3/25/09 60 OBAYASHI CORP JPY 50.0 118,080.00 180.81 58,900,064.00 58,900,064.00 245352 3/30/09 JPY S25979 498.665 97.700 602,866.57 602,866.57

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 15 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/25/09 60 ODAKYU ELECTRIC RAILWA 126,510.00 305.35 99,472,715.00 99,472,715.00 245350 3/30/09 JPY S25979 786.048 97.700 1,018,144.47 1,018,144.47

PUR 3/25/09 60 OJI PAPER CO LTD NPV 165,300.00 201.38 65,602,533.00 65,602,533.00 245311 3/30/09 JPY S25979 396.751 97.700 671,469.12 671,469.12

PUR 3/25/09 60 CORP JPY 50.0 40,860.00 153.84 50,115,899.00 50,115,899.00 245285 3/30/09 JPY S25979 1226.15 97.700 512,957.00 512,957.00

PUR 3/25/09 60 ONO PHARMACEUTICAL CO 21,090.00 289.54 94,320,674.00 94,320,674.00 245321 3/30/09 JPY S25979 4470.95 97.700 965,411.20 965,411.20

PUR 3/25/09 60 ORIENTAL LAND CO LTD N 11,270.00 220.11 71,705,447.00 71,705,447.00 245328 3/30/09 JPY S25979 6360.59 97.700 733,934.97 733,934.97

PUR 3/25/09 60 CAR ELECTRONICS 348,960.00 147.06 47,908,116.00 47,908,116.00 245289 3/30/09 JPY S25979 137.247 97.700 490,359.43 490,359.43

PUR 3/25/09 60 SAPPORO HOLDINGS LTD J 43,830.00 55.68 18,139,848.00 18,139,848.00 245288 3/30/09 JPY S25979 413.744 97.700 185,668.86 185,668.86

PUR 3/25/09 60 SAMMY HOLDINGS IN 38,580.00 112.63 36,691,506.00 36,691,506.00 245353 3/30/09 JPY S25979 950.765 97.700 375,552.77 375,552.77

PUR 3/25/09 60 SHIKOKU ELECTRIC POWER 38,300.00 324.61 105,744,712.00 105,744,712.00 245291 3/30/09 JPY S25979 2760.13 97.700 1,082,340.96 1,082,340.96

PUR 3/25/09 60 SMC CORP/JAPAN JPY 50. 11,290.00 330.35 107,614,382.00 107,614,382.00 245351 3/30/09 JPY S25979 9528.97 97.700 1,101,477.81 1,101,477.81

PUR 3/25/09 60 SOMPO JAPAN INSURANCE 157,730.00 272.38 88,733,775.00 88,733,775.00 245327 3/30/09 JPY S25979 562.399 97.700 908,226.97 908,226.97

PUR 3/25/09 60 SUZUKEN CO LTD JPY 50. 14,970.00 120.54 39,268,845.00 39,268,845.00 245310 3/30/09 JPY S25979 2622.38 97.700 401,932.91 401,932.91

PUR 3/25/09 60 CORP J 169,590.00 82.14 26,757,083.00 26,757,083.00 245333 3/30/09 JPY S25979 157.728 97.700 273,869.84 273,869.84

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 16 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/25/09 60 TAKEFUJI CORP NPV 15,410.00 25.90 8,437,280.00 8,437,280.00 245320 3/30/09 JPY S25979 547.356 97.700 86,359.06 86,359.06

PUR 3/25/09 60 LTD JPY 50.0 174,490.00 119.67 38,984,138.00 38,984,138.00 245305 3/30/09 JPY S25979 223.351 97.700 399,018.81 399,018.81

PUR 3/25/09 60 CO LTD JP 162,720.00 263.53 85,849,498.00 85,849,498.00 245348 3/30/09 JPY S25979 527.432 97.700 878,705.20 878,705.20

PUR 3/25/09 60 CO LTD/TOKYO JPY 23,230.00 104.27 33,965,738.00 33,965,738.00 245304 3/30/09 JPY S25979 1461.71 97.700 347,653.41 347,653.41

PUR 3/25/09 60 TOHO GAS CO LTD JPY 50 96,930.00 143.34 46,694,891.00 46,694,891.00 245299 3/30/09 JPY S25979 481.594 97.700 477,941.57 477,941.57

PUR 3/25/09 60 TOHOKU ELECTRIC POWER 85,180.00 581.22 189,338,662.00 189,338,662.00 245286 3/30/09 JPY S25979 2222.14 97.700 1,937,959.69 1,937,959.69

PUR 3/25/09 60 TOKUYAMA CORPORATI 43,300.00 81.85 26,663,681.00 26,663,681.00 245314 3/30/09 JPY S25979 615.605 97.700 272,913.83 272,913.83

PUR 3/25/09 60 TOKYO BROADCASTING SYS 7,510.00 31.27 10,184,893.00 10,184,893.00 245365 3/30/09 JPY S25979 1355.77 97.700 104,246.60 104,246.60

PUR 3/25/09 60 TOKYO STEEL MANUFACTUR 23,940.00 75.41 24,565,901.00 24,565,901.00 245340 3/30/09 JPY S25979 1025.83 97.700 251,442.18 251,442.18

PUR 3/25/09 60 CO LTD 46,180.00 37.84 12,326,728.00 12,326,728.00 245332 3/30/09 JPY S25979 266.848 97.700 126,169.17 126,169.17

PUR 3/25/09 60 CORP JPY 50 79,660.00 72.03 23,462,876.00 23,462,876.00 245335 3/30/09 JPY S25979 294.449 97.700 240,152.26 240,152.26

PUR 3/25/09 60 PRINTING CO JPY 99,920.00 211.26 68,821,615.00 68,821,615.00 245309 3/30/09 JPY S25979 688.561 97.700 704,417.76 704,417.76

PUR 3/25/09 60 INC N 265,240.00 331.69 108,053,147.00 108,053,147.00 245308 3/30/09 JPY S25979 407.257 97.700 1,105,968.75 1,105,968.75

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 17 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/25/09 60 TOTO LTD JPY 50.0 47,160.00 75.74 24,673,683.00 24,673,683.00 245336 3/30/09 JPY S25979 523.034 97.700 252,545.37 252,545.37

PUR 3/25/09 60 KAISHA LTD 31,090.00 142.56 46,441,775.00 46,441,775.00 245347 3/30/09 JPY S25979 1493.33 97.700 475,350.82 475,350.82

PUR 3/25/09 60 TSUMURA + CO NPV 13,740.00 106.61 34,731,998.00 34,731,998.00 245324 3/30/09 JPY S25979 2527.04 97.700 355,496.40 355,496.40

PUR 3/25/09 60 YAMATO HOLDINGS CO LTD 75,690.00 228.97 74,589,940.00 74,589,940.00 245354 3/30/09 JPY S25979 985.171 97.700 763,458.96 763,458.96

PUR 3/25/09 60 YAMATO KOGYO CO LTD JP 7,480.00 52.14 16,984,605.00 16,984,605.00 245344 3/30/09 JPY S25979 2269.98 97.700 173,844.47 173,844.47

PUR 3/25/09 60 YAMAZAKI BAKING CO LTD 26,660.00 86.33 28,120,378.00 28,120,378.00 245356 3/30/09 JPY S25979 1054.46 97.700 287,823.73 287,823.73

PUR 3/25/09 60 YASKAWA ELECTRIC CORP 47,160.00 67.08 21,854,678.00 21,854,678.00 245360 3/30/09 JPY S25979 463.277 97.700 223,691.69 223,691.69 ------12,888,840.00 30,497.849,335,513,136.00 9,335,513,136.00 95,338,612.61 95,338,612.61 159 TRANSACTIONS IN COUNTRY: JAPAN ( 500)

PUR 3/04/09 60 KONINKLIJKE KPN NV 900,000.00 16,893.95 8,980,510.59 8,980,510.59 239708 3/09/09 EUR S25880 9.963 .796 11,279,526.15 11,279,526.15

PUR 3/20/09 60 KONINKLIJKE KPN NV 260,000.00 5,224.99 2,571,351.25 2,571,351.25 239708 3/25/09 EUR S25957 9.875 .737 3,488,550.47 3,488,550.47 ------1,160,000.00 22,118.94 11,551,861.84 11,551,861.84 14,768,076.62 14,768,076.62 2 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 18 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/17/09 60 DNB NOR ASA 1,000,000.00 6,101.04 27,581,009.55 27,581,009.55 243080 3/20/09 NOK S25933 27.540 6.771 4,073,462.84 4,073,462.84

PUR 3/17/09 60 YARA INTERNATIONAL NOK 500,000.00 15,953.76 72,122,221.30 72,122,221.30 233900 3/20/09 NOK S25933 144.028 6.771 10,651,792.42 10,651,792.42

PUR 3/19/09 60 DNB NOR ASA 22,200.00 163.41 688,620.88 688,620.88 243080 3/24/09 NOK S25952 30.973 6.312 109,104.01 109,104.01

PUR 3/19/09 60 YARA INTERNATIONAL NOK 186,571.00 6,622.65 27,908,137.36 27,908,137.36 233900 3/24/09 NOK S25952 149.361 6.312 4,421,721.49 4,421,721.49

PUR 3/20/09 60 DNB NOR ASA 540,500.00 3,913.65 16,668,690.19 16,668,690.19 243080 3/25/09 NOK S25960 30.793 6.379 2,613,015.97 2,613,015.97

PUR 3/20/09 60 YARA INTERNATIONAL NOK 313,429.00 11,019.49 46,933,258.24 46,933,258.24 233900 3/25/09 NOK S25960 149.517 6.379 7,357,347.94 7,357,347.94

PUR 3/25/09 60 DNB NOR ASA 28,600.00 204.21 887,629.15 887,629.15 243080 3/30/09 NOK S25985 30.990 6.510 136,344.37 136,344.37

PUR 3/26/09 60 DNB NOR ASA 39,800.00 284.44 1,235,650.70 1,235,650.70 243080 3/31/09 NOK S25993 31.000 6.506 189,910.20 189,910.20 ------2,631,100.00 44,262.65 194,025,217.37 194,025,217.37 29,552,699.24 29,552,699.24 8 TRANSACTIONS IN COUNTRY: NORWAY ( 700)

PUR 3/02/09 60 SANDVIK AB 1,000,000.00 7,659.61 46,978,862.75 46,978,862.75 237431 3/05/09 SEK S25871 46.909 9.186 5,114,069.23 5,114,069.23

PUR 3/25/09 60 SANDVIK AB 1,000,000.00 9,047.72 48,741,302.45 48,741,302.45 237431 3/30/09 SEK S25981 48.668 8.069 6,040,862.41 6,040,862.41 ------2,000,000.00 16,707.33 95,720,165.20 95,720,165.20 11,154,931.64 11,154,931.64 2 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 19 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/02/09 60 NOBEL BIOCARE HOLDING 250,000.00 6,447.05 4,583,538.04 4,583,538.04 234447 3/05/09 CHF S25868 18.304 1.173 3,907,201.47 3,907,201.47

PUR 3/12/09 60 NOVARTIS AG CHF 0.5 500,000.00 27,738.06 20,230,625.00 20,230,625.00 244587 3/17/09 CHF S25923 40.395 1.189 17,017,685.90 17,017,685.90

PUR 3/17/09 60 PANALPINA WELTTRANSPOR 16,193.00 1,247.31 777,757.64 777,757.64 233452 3/20/09 CHF S25940 47.939 1.183 657,723.16 657,723.16

PUR 3/18/09 60 PANALPINA WELTTRANSPOR 80,376.00 6,661.72 4,097,365.41 4,097,365.41 233452 3/23/09 CHF S25947 50.881 1.166 3,512,830.43 3,512,830.43

PUR 3/19/09 60 PANALPINA WELTTRANSPOR 67,411.00 6,506.90 3,836,760.11 3,836,760.11 233452 3/24/09 CHF S25953 56.808 1.118 3,431,193.09 3,431,193.09

PUR 3/19/09 60 ZURICH FINCL SVCS (REG 100,000.00 29,310.65 17,282,865.17 17,282,865.17 230391 3/24/09 CHF S25953 172.501 1.118 15,455,969.57 15,455,969.57

PUR 3/20/09 60 PANALPINA WELTTRANSPOR 69,618.00 6,929.52 4,106,784.54 4,106,784.54 233452 3/25/09 CHF S25958 58.878 1.124 3,654,047.99 3,654,047.99

PUR 3/20/09 60 SWISSCOM AG-REG 10,000.00 5,442.70 3,225,615.05 3,225,615.05 243318 3/25/09 CHF S25958 321.950 1.124 2,870,019.62 2,870,019.62

PUR 3/25/09 60 ZURICH FINCL SVCS (REG 100,000.00 30,779.06 18,234,720.27 18,234,720.27 230391 3/30/09 CHF S25983 182.001 1.124 16,230,280.61 16,230,280.61

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------1,193,598.00 121,062.97 76,376,031.23 76,376,031.23 66,736,951.84 66,736,951.84 9 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)

PUR 3/02/09 60 BRITISH AMERICAN TOBAC 1,082,987.00 166,760.62 19,319,973.06 19,319,973.06 243681 3/05/09 UKP S25872 17.730 .714 27,063,410.08 27,063,410.08

PUR 3/09/09 60 BP PLC 1,138,012.00 4,908,997.98 4,908,997.98 214684 3/09/09 UKP 25916 4.314 .727 6,754,782.95 6,754,782.95

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 20 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/16/09 60 BT GROUP PLC GBP 0.05 4,700,000.00 34,434.90 3,784,441.00 3,784,441.00 234013 3/19/09 UKP S25930 .800 .710 5,331,895.79 5,331,895.79

PUR 3/17/09 60 BT GROUP PLC GBP 0.05 10,300,000.00 74,853.80 8,266,606.93 8,266,606.93 234013 3/20/09 UKP S25937 .797 .713 11,590,607.80 11,590,607.80

PUR 3/25/09 60 HSBC HLDGS 2,000,000.00 69,782.04 7,763,035.24 7,763,035.24 222843 3/30/09 UKP S25984 3.858 .685 11,324,714.61 11,324,714.61

PUR 3/25/09 60 PLC 1,000,000.00 117,519.22 13,073,758.84 13,073,758.84 245361 3/30/09 UKP S25984 12.993 .685 19,071,997.37 19,071,997.37 ------20,220,999.00 463,350.58 57,116,813.05 57,116,813.05 81,137,408.60 81,137,408.60 6 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)

PUR 3/06/09 60 E.ON AG 610,000.00 23,535.94 12,410,493.86 12,410,493.86 228353 3/10/09 EUR S25898 20.315 .790 15,714,160.38 15,714,160.38

PUR 3/09/09 60 E.ON AG 600,000.00 22,627.28 11,954,004.15 11,954,004.15 228353 3/11/09 EUR S25903 19.894 .791 15,107,478.80 15,107,478.80

PUR 3/09/09 60 E.ON AG 600,000.00 22,964.07 12,131,930.64 12,131,930.64 228353 3/11/09 EUR S25903 20.190 .791 15,332,342.44 15,332,342.44

PUR 3/12/09 60 MERCK KGAA 208,324.00 24,796.44 12,935,190.91 12,935,190.91 242835 3/16/09 EUR S25924 61.999 .781 16,555,751.76 16,555,751.76

PUR 3/12/09 60 MERCK KGAA 20,000.00 2,340.78 1,221,078.88 1,221,078.88 242835 3/16/09 EUR S25924 60.963 .781 1,562,858.94 1,562,858.94

PUR 3/17/09 60 DEUTSCHE BOERSE AG 50,000.00 3,800.19 1,955,804.31 1,955,804.31 240969 3/19/09 EUR S25939 39.058 .771 2,537,264.03 2,537,264.03

PUR 3/20/09 60 E.ON AG 540,000.00 22,454.80 11,050,587.05 11,050,587.05 228353 3/24/09 EUR S25956 20.433 .737 14,992,323.82 14,992,323.82

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 21 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/20/09 60 E.ON AG 500,000.00 20,541.89 10,109,191.08 10,109,191.08 228353 3/24/09 EUR S25956 20.188 .737 13,715,132.56 13,715,132.56 ------3,128,324.00 143,061.39 73,768,280.88 73,768,280.88 95,517,312.73 95,517,312.73 8 TRANSACTIONS IN COUNTRY: GERMANY (1100)

PUR 3/12/09 60 FORTUM OYJ EUR 3.40 380,000.00 10,091.47 5,264,272.58 5,264,272.58 237094 3/17/09 EUR S25922 13.833 .781 6,737,742.84 6,737,742.84

PUR 3/17/09 60 OUTOKUMPU OYJ 600,000.00 10,460.49 5,383,583.28 5,383,583.28 243316 3/20/09 EUR S25938 8.959 .771 6,984,120.11 6,984,120.11

PUR 3/18/09 60 OUTOKUMPU OYJ 400,000.00 7,026.98 3,578,159.20 3,578,159.20 243316 3/23/09 EUR S25948 8.932 .763 4,691,683.31 4,691,683.31

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PUR 3/26/09 60 STORA ENSO OY SHS NPV 1,000,000.00 5,988.74 2,948,516.15 2,948,516.15 235425 3/31/09 EUR S25990 2.944 .737 3,998,481.37 3,998,481.37 ------2,380,000.00 33,567.68 17,174,531.21 17,174,531.21 22,412,027.63 22,412,027.63 4 TRANSACTIONS IN COUNTRY: FINLAND (1200)

PUR 3/12/09 60 VERBUND - OESTERREICHI 50,000.00 2,324.75 1,212,716.35 1,212,716.35 237093 3/17/09 EUR S25922 24.218 .781 1,552,155.74 1,552,155.74 ------50,000.00 2,324.75 1,212,716.35 1,212,716.35 1,552,155.74 1,552,155.74 1 TRANSACTION IN COUNTRY: AUSTRIA (1300)

PUR 3/02/09 60 AP MOLLER - MAERSK B D 2,000.00 13,923.40 55,015,781.47 55,015,781.47 244793 3/05/09 DKK S25869 27466.6 5.918 9,296,189.90 9,296,189.90

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 22 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/17/09 60 AP MOLLER - MAERSK B D 1,000.00 6,261.89 24,021,514.30 24,021,514.30 244793 3/20/09 DKK S25936 23985.5 5.746 4,180,853.92 4,180,853.92

PUR 3/20/09 60 AP MOLLER - MAERSK B D 1,000.00 7,087.43 25,988,374.18 25,988,374.18 244793 3/25/09 DKK S25959 25949.4 5.492 4,732,041.91 4,732,041.91

PUR 3/20/09 60 DANSKE BANK AB DKK 10. 792,560.00 10,053.84 36,865,664.87 36,865,664.87 227970 3/25/09 DKK S25959 46.445 5.492 6,712,611.96 6,712,611.96

PUR 3/23/09 60 DANSKE BANK AB DKK 10. 207,440.00 2,695.22 9,879,647.97 9,879,647.97 227970 3/26/09 DKK S25965 47.555 5.490 1,799,506.02 1,799,506.02

PUR 3/25/09 60 AP MOLLER - MAERSK B D 1,000.00 7,009.10 25,740,000.47 25,740,000.47 244793 3/30/09 DKK S25982 25701.4 5.500 4,679,744.83 4,679,744.83 ------1,005,000.00 47,030.88 177,510,983.26 177,510,983.26 31,400,948.54 31,400,948.54 6 TRANSACTIONS IN COUNTRY: DENMARK (1400)

PUR 3/24/09 60 RED ELECTRICA CORP SA 300,000.00 18,478.94 9,122,202.81 9,122,202.81 239600 3/27/09 EUR S25975 30.362 .739 12,337,771.54 12,337,771.54 ------300,000.00 18,478.94 9,122,202.81 9,122,202.81 12,337,771.54 12,337,771.54 1 TRANSACTION IN COUNTRY: SPAIN (1500)

PUR 3/19/09 60 FIAT SPA EUR 5.0 1,000,000.00 9,547.51 4,642,453.25 4,642,453.25 234803 3/24/09 EUR S25951 4.636 .728 6,374,553.21 6,374,553.21

PUR 3/19/09 60 TOD'S SPA 1,500.00 98.11 47,705.15 47,705.15 218439 3/24/09 EUR S25951 31.756 .728 65,503.95 65,503.95

PUR 3/20/09 60 TOD'S SPA 6,500.00 417.90 205,659.28 205,659.28 218439 3/25/09 EUR S25957 31.593 .737 279,017.80 279,017.80

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 23 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/23/09 60 TOD'S SPA 14,800.00 994.06 489,089.62 489,089.62 218439 3/26/09 EUR S25967 32.997 .737 663,694.32 663,694.32

PUR 3/24/09 60 TOD'S SPA 21,669.00 1,435.54 708,664.76 708,664.76 218439 3/27/09 EUR S25975 32.655 .739 958,468.49 958,468.49

PUR 3/25/09 60 TOD'S SPA 55,000.00 3,492.58 1,722,088.26 1,722,088.26 218439 3/30/09 EUR S25986 31.264 .738 2,331,879.39 2,331,879.39

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PUR 3/26/09 60 TELECOM ITALIA SPA EUR 10,000,000.00 19,741.42 9,719,557.50 9,719,557.50 231885 3/31/09 EUR S25990 .971 .737 13,180,687.36 13,180,687.36

PUR 3/26/09 60 TELECOM ITALIA SPA RSP 3,250,000.00 4,960.22 2,442,132.71 2,442,132.71 245377 3/31/09 EUR S25990 .750 .737 3,311,775.02 3,311,775.02

PUR 3/26/09 60 TOD'S SPA 46,000.00 3,046.31 1,499,831.58 1,499,831.58 218439 3/31/09 EUR S25990 32.556 .737 2,033,920.90 2,033,920.90 ------14,395,469.00 43,733.65 21,477,182.11 21,477,182.11 29,199,500.44 29,199,500.44 9 TRANSACTIONS IN COUNTRY: ITALY (1700)

PUR 3/17/09 60 FOSTER'S GROUP LTD 222,527.00 1,553.07 1,180,168.79 1,180,168.79 238761 3/20/09 AUD S25934 5.293 1.517 778,085.39 778,085.39

PUR 3/18/09 60 FOSTER'S GROUP LTD 1,777,473.00 12,413.80 9,436,064.16 9,436,064.16 238761 3/23/09 AUD S25943 5.298 1.517 6,219,311.74 6,219,311.74

PUR 3/25/09 60 FOSTER'S GROUP LTD 1,000,000.00 7,074.63 5,056,192.20 5,056,192.20 238761 3/30/09 AUD S25978 5.046 1.427 3,544,389.55 3,544,389.55

PUR 3/25/09 60 WESFARMERS ORD NPV 885,389.00 23,954.28 17,119,965.82 17,119,965.82 234285 3/30/09 AUD S25978 19.298 1.427 12,001,092.03 12,001,092.03

PUR 3/31/09 60 WESFARMERS ORD NPV 43,186.00 749,998.31 749,998.31 234285 3/31/09 AUD 26030 17.367 1.439 521,248.80 521,248.80 ------3,928,575.00 44,995.78 33,542,389.28 33,542,389.28 23,064,127.51 23,064,127.51 5 TRANSACTIONS IN COUNTRY: AUSTRALIA (1800)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 24 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/02/09 60 EDP RENOVAVEIS SA 230,000.00 2,522.58 1,337,659.48 1,337,659.48 241405 3/05/09 EUR S25873 5.807 .794 1,684,247.25 1,684,247.25

PUR 3/02/09 60 ENERGIAS DE PORTUGAL S 2,280,000.00 10,621.91 5,632,512.11 5,632,512.11 238546 3/05/09 EUR S25873 2.467 .794 7,091,896.84 7,091,896.84

PUR 3/03/09 60 EDP RENOVAVEIS SA 510,000.00 5,544.77 2,946,092.52 2,946,092.52 241405 3/06/09 EUR S25875 5.768 .796 3,702,060.71 3,702,060.71

PUR 3/03/09 60 ENERGIAS DE PORTUGAL S 720,000.00 3,315.87 1,761,814.76 1,761,814.76 238546 3/06/09 EUR S25875 2.443 .796 2,213,896.94 2,213,896.94

PUR 3/04/09 60 EDP RENOVAVEIS SA 190,000.00 2,074.91 1,102,987.00 1,102,987.00 241405 3/09/09 EUR S25880 5.797 .796 1,385,352.27 1,385,352.27

PUR 3/05/09 60 EDP RENOVAVEIS SA 110,000.00 1,197.50 637,073.18 637,073.18 241405 3/10/09 EUR S25890 5.783 .797 799,526.59 799,526.59

PUR 3/09/09 60 ENERGIAS DE PORTUGAL S 2,000,000.00 9,326.85 4,927,380.00 4,927,380.00 238546 3/12/09 EUR S25904 2.460 .791 6,227,226.29 6,227,226.29

PUR 3/10/09 60 ENERGIAS DE PORTUGAL S 2,000,000.00 9,467.57 4,956,623.80 4,956,623.80 238546 3/13/09 EUR S25911 2.475 .784 6,321,184.17 6,321,184.17

PUR 3/11/09 60 ENERGIAS DE PORTUGAL S 1,800,000.00 8,787.65 4,592,738.79 4,592,738.79 238546 3/16/09 EUR S25917 2.548 .783 5,867,222.79 5,867,222.79

PUR 3/12/09 60 ENERGIAS DE PORTUGAL S 575,000.00 2,810.34 1,466,030.75 1,466,030.75 238546 3/17/09 EUR S25922 2.546 .781 1,876,372.86 1,876,372.86

PUR 3/12/09 60 ENERGIAS DE PORTUGAL S 2,625,000.00 12,868.64 6,712,991.91 6,712,991.91 238546 3/17/09 EUR S25922 2.554 .781 8,591,958.82 8,591,958.82 ------13,040,000.00 68,538.59 36,073,904.30 36,073,904.30 45,760,945.53 45,760,945.53 11 TRANSACTIONS IN COUNTRY: PORTUGAL (3100)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 25 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L)

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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 3/03/09 60 HONGKONG ELECTRIC HOLD 76,000.00 1,391.83 3,504,897.67 3,504,897.67 223127 3/05/09 HKD S25877 45.975 7.758 451,784.33 451,784.33

PUR 3/04/09 60 HONGKONG ELECTRIC HOLD 124,000.00 2,270.07 5,717,607.79 5,717,607.79 223127 3/06/09 HKD S25881 45.968 7.759 736,919.08 736,919.08

PUR 3/12/09 60 CNOOC LTD HKD 0.02 1,600,000.00 4,985.67 10,806,175.88 10,806,175.88 245074 3/16/09 HKD S25921 6.730 7.753 1,393,733.83 1,393,733.83

PUR 3/18/09 60 HONGKONG ELECTRIC HOLD 60,000.00 1,124.06 2,828,713.80 2,828,713.80 223127 3/20/09 HKD S25944 47.000 7.752 364,896.45 364,896.45 ------1,860,000.00 9,771.63 22,857,395.14 22,857,395.14 2,947,333.69 2,947,333.69 4 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

------86,945,811.00 1407028.70 10313414284.38 10313414284.38 761,638,004.57 761,638,004.57 268 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)

FOREIGN STOCKS-EM (2225) ------

PUR 3/18/09 60 BANK OF CHINA LTD-H 2,000,000.00 1,881.40 4,734,584.80 4,734,584.80 236803 3/20/09 HKD S25944 2.360 7.752 610,748.67 610,748.67 ------2,000,000.00 1,881.40 4,734,584.80 4,734,584.80 610,748.67 610,748.67 1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)

------2,000,000.00 1,881.40 4,734,584.80 4,734,584.80 610,748.67 610,748.67 1 TRANSACTION IN CATEGORY: FOREIGN STOCKS-EM (2225)

------164,082,811.00 1408910.10 10392888594.74 10392888594.74 .8037 859,554,933.57 859,554,933.57 279 "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: 26 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

FOREIGN GOVERNMENT T BILL ( 637) ------

SALE 3/05/09 60 BELGIUM TREAS BILLS 6,216,000.00 6,214,446.37 6,212,395.87 2,050.50 243954 3/09/09 EUR 3/19/09 B25886 99.975 .797 .9125 7,799,127.74 7,900,926.60 -101,798.86

SALE 3/23/09 60 BELGIUM TREAS BILL 12,154,000.00 12,099,873.25 12,024,978.11 74,895.14 243722 3/25/09 EUR 9/17/09 B25963 99.555 .737 16,419,520.78 15,286,835.13 1,132,685.65

SALE 3/25/09 60 BELGIUM T BILL 1,880,000.00 1,877,946.78 1,875,420.54 2,526.24 244122 3/27/09 EUR 5/14/09 B25977 99.891 .738 2,542,927.37 2,662,634.03 -119,706.66

SALE 3/27/09 60 BELGIUM TREAURY BILLS 2,423,000.00 2,418,716.64 2,418,320.72 395.92 245193 3/31/09 EUR 6/18/09 B25996 99.823 .751 3,218,826.87 3,137,286.36 81,540.51

SALE 3/27/09 60 BELGIUM T BILL 2,265,000.00 2,262,856.56 2,259,942.50 2,914.06 244122 3/31/09 EUR 5/14/09 B25995 99.905 .751 3,011,408.36 3,208,560.25 -197,151.89

SALE 3/27/09 60 BELGIUM TREAS BILL 6,496,000.00 6,467,900.58 6,429,391.99 38,508.59 243722 3/31/09 EUR 9/17/09 B25994 99.567 .751 8,607,478.80 8,173,408.25 434,070.55 ------31,434,000.00 31,341,740.18 31,220,449.73 121,290.45 41,599,289.92 40,369,650.62 1,229,639.30 6 TRANSACTIONS IN COUNTRY: BELGIUM ( 200)

SALE 3/04/09 60 FRENCH DISC T BILLS 4,713,000.00 4,708,997.34 4,705,652.70 3,344.64 243575 3/06/09 EUR 4/09/09 B25878 99.915 .796 5,914,503.21 5,871,240.75 43,262.46

SALE 3/05/09 60 FRENCH DISC T BILLS 3,870,000.00 3,867,003.07 3,864,499.22 2,503.85 243575 3/09/09 EUR 4/09/09 B25887 99.923 .797 4,853,087.32 4,821,733.93 31,353.39

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SALE 3/10/09 60 FRENCH DISC T BILLS 2,462,000.00 2,460,321.31 2,458,726.31 1,595.00 243575 3/11/09 EUR 4/09/09 B25907 99.932 .784 3,137,648.66 3,067,751.71 69,896.95

SALE 3/18/09 60 FRENCH DISC T BILLS 36,142,000.00 36,126,995.29 36,107,199.69 19,795.60 243575 3/19/09 EUR 4/09/09 B25942 99.958 .763 47,369,726.08 45,050,936.78 2,318,789.30

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 27 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/25/09 60 FRENCH DISC T BILLS 2,813,000.00 2,812,053.59 2,811,323.27 730.32 243575 3/27/09 EUR 4/09/09 B25976 99.966 .738 3,807,801.23 3,507,686.78 300,114.45 ------50,000,000.00 49,975,370.60 49,947,401.19 27,969.41 65,082,766.50 62,319,349.95 2,763,416.55 5 TRANSACTIONS IN COUNTRY: FRANCE ( 400)

SALE 3/12/09 60 DUTCH TREASURY CERT 10,365,000.00 10,361,360.54 10,353,264.33 8,096.21 243586 3/16/09 EUR 3/31/09 B25919 99.965 .781 13,261,506.03 13,153,333.33 108,172.70

SALE 3/13/09 60 DUTCH TREASURY CERT 28,830,000.00 28,820,153.11 28,797,357.51 22,795.60 243586 3/16/09 EUR 3/31/09 B25925 99.966 .776 37,157,807.82 36,585,682.57 572,125.25 ------39,195,000.00 39,181,513.65 39,150,621.84 30,891.81 50,419,313.85 49,739,015.90 680,297.95 2 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)

SALE 3/19/09 60 GERMAN TREASURY BILLS 17,032,000.00 17,014,645.07 17,002,130.96 12,514.11 244267 3/23/09 EUR 5/13/09 B25949 99.898 .728 23,362,811.60 22,343,401.44 1,019,410.16

SALE 3/20/09 60 GERMAN TREASURY BILLS 19,563,000.00 19,544,812.47 19,529,365.04 15,447.43 244267 3/24/09 EUR 5/13/09 B25955 99.907 .737 26,516,433.66 25,664,573.70 851,859.96

SALE 3/24/09 60 GERMAN TREASURY BILLS 10,003,000.00 9,993,206.66 9,986,489.63 6,717.04 244267 3/26/09 EUR 5/13/09 B25970 99.902 .739 13,515,803.49 13,123,775.33 392,028.16

SALE 3/26/09 60 GERMAN TREASURY BILLS 9,566,000.00 9,557,881.14 9,551,526.66 6,354.47 244267 3/30/09 EUR 5/13/09 B25987 99.915 .737 .7047 12,961,438.14 12,552,167.44 409,270.70 ------56,164,000.00 56,110,545.34 56,069,512.29 41,033.05 76,356,486.89 73,683,917.91 2,672,568.98 4 TRANSACTIONS IN COUNTRY: GERMANY (1100)

------176,793,000.00 176,609,169.77 176,387,985.05 221,184.72 233,457,857.16 226,111,934.38 7,345,922.78 17 TRANSACTIONS IN CATEGORY: FOREIGN GOVERNMENT T BILL ( 637)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 28 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

FOREIGN STOCKS (2220) ------

SALE 3/05/09 60 ENCANA CORP 30,000.00 933.42 1,458,249.00 769,105.76 689,143.24 230210 3/10/09 CAD S25891 48.648 1.286 1,134,294.49 582,428.83 551,865.66

SALE 3/05/09 60 POTASH CORP SASK COM 20,000.00 622.28 1,881,834.00 1,153,452.93 728,381.07 230239 3/10/09 CAD S25891 94.132 1.286 1,463,778.78 1,071,739.80 392,038.98

SALE 3/05/09 60 TECK COMINCO LTD NPV 10,000.00 311.14 35,600.00 408,337.00 - 372,737.00

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241893 3/10/09 CAD S25894 3.600 1.286 27,691.35 399,899.13 - 372,207.78

SALE 3/09/09 60 DOMTAR CORP 18,000.00 415.51 15,384.60 249,174.55 - 233,789.95 236740 3/12/09 CAD S25906 .885 1.300 11,837.95 170,606.21 - 158,768.26

SALE 3/09/09 60 POTASH CORP SASK COM 16,000.00 492.46 1,404,545.60 922,762.34 481,783.26 230239 3/12/09 CAD S25906 87.824 1.300 1,080,752.23 857,391.84 223,360.39

SALE 3/10/09 60 DOMTAR CORP 25,000.00 586.17 22,195.00 346,075.77 - 323,880.77 236740 3/13/09 CAD S25913 .918 1.279 17,346.62 236,953.07 - 219,606.45

SALE 3/11/09 60 DOMTAR CORP 17,000.00 398.25 16,330.20 235,331.52 - 219,001.32 236740 3/16/09 CAD S25918 .991 1.281 12,751.99 161,128.08 - 148,376.09

SALE 3/11/09 60 GREAT-WEST LIFE CO. IN 40,000.00 1,249.41 546,544.00 1,170,706.15 - 624,162.15 230653 3/16/09 CAD S25918 13.704 1.281 426,787.44 1,005,821.61 -579,034.17

SALE 3/16/09 60 MAGNA INT CLASS A 2,000.00 62.88 59,120.00 195,317.17 - 136,197.17 230225 3/19/09 CAD S25931 29.600 1.272 46,467.03 144,043.22 - 97,576.19 ------178,000.00 5,071.52 5,439,802.40 5,450,263.19 - 10,460.79 4,221,707.88 4,630,011.79 - 408,303.91 9 TRANSACTIONS IN COUNTRY: CANADA ( 300)

SALE 3/13/09 60 GROUPE DANONE 250,000.00 17,455.19 9,012,136.49 9,041,778.11 -29,641.62 244792 3/18/09 EUR S25927 36.103 .776 11,619,342.70 11,423,385.40 195,957.30 ------250,000.00 17,455.19 9,012,136.49 9,041,778.11 - 29,641.62 11,619,342.70 11,423,385.40 195,957.30 1 TRANSACTION IN COUNTRY: FRANCE ( 400)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 29 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 2/25/09 60 CORP 450,000.00 7,704.64 622,109,048.00 968,586,322.12 -346477274.12 210757 3/02/09 JPY S25856 1384.12 97.010 6,412,834.22 8,673,693.08 -2,260,858.86

SALE 2/25/09 60 FANUC 150,000.00 11,713.37 945,792,686.00 1,411,697,352.26 -465904666.26 220993 3/02/09 JPY S25856 6312.86 97.010 9,749,434.97 12,600,025.94 -2,850,590.97

SALE 2/25/09 60 HONDA MOTOR CO LTD 250,000.00 7,313.45 590,522,522.00 559,453,348.05 31,069,173.95 9605 3/02/09 JPY S25856 2364.92 97.010 6,087,233.50 6,181,096.31 -93,862.81

SALE 2/25/09 60 CORP 600,000.00 6,621.33 534,637,645.00 1,839,801,812.20 -1305164167.20 233716 3/02/09 JPY S25856 892.133 97.010 5,511,160.14 16,375,241.32 -10,864,081.18

SALE 2/25/09 60 PANASONIC CORPORATION 800,000.00 11,193.06 903,780,721.00 1,876,610,864.57 -972830143.57 243112 3/02/09 JPY S25856 1131.08 97.010 9,316,366.57 17,634,651.42 -8,318,284.85

SALE 2/25/09 60 YAHOO JAPAN CORP JPY 5 23,000.00 7,354.93 593,871,826.00 943,474,429.56 -349602603.56 241850 3/02/09 JPY S25856 25851.5 97.010 6,121,758.85 8,711,025.08 -2,589,266.23

SALE 3/05/09 60 ADVANTEST CORP 400,000.00 6,217.95 508,380,531.00 547,902,574.22 -39,522,043.22 244728 3/10/09 JPY S25888 1272.47 98.230 5,175,410.07 6,009,680.53 -834,270.46

SALE 3/05/09 60 DAIICHI SANKYO CO LTD 250,000.00 3,276.00 401,930,124.00 743,348,524.78 -341418400.78 241711 3/10/09 JPY S25888 1609.00 98.230 4,091,724.77 6,975,761.08 -2,884,036.31

SALE 3/05/09 60 CO L 850,000.00 1,801.28 220,999,095.00 455,817,800.60 -234818705.60 242559 3/10/09 JPY S25888 260.207 98.230 2,249,812.63 4,150,590.06 -1,900,777.43

SALE 3/05/09 60 MARUBENI CORP JPY 50.0 2,000,000.00 7,162.09 585,573,468.00 1,799,036,217.11 -1213462749.11 237450 3/10/09 JPY S25888 293.139 98.230 5,961,248.78 16,071,748.09 -10,110,499.31

SALE 3/05/09 60 MITSUBISHI CORP 500,000.00 7,196.36 588,374,952.00 1,321,105,179.75 -732730227.75 230635 3/10/09 JPY S25888 1178.16 98.230 5,989,768.42 11,630,315.08 -5,640,546.66

SALE 3/05/09 60 MITSUBISHI UFJ FINANCI 1,500,000.00 7,853.59 642,110,392.00 1,772,714,902.92 -1130604510.92 219545 3/10/09 JPY S25888 428.588 98.230 6,536,805.38 15,805,214.59 -9,268,409.21

SALE 3/05/09 60 & CO LTD 200,000.00 2,125.12 173,750,409.00 349,978,693.11 -176228284.11 221510 3/10/09 JPY S25888 869.796 98.230 1,768,812.06 2,993,404.37 -1,224,592.31

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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: 30 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/05/09 60 1,000,000.00 2,282.76 186,639,264.00 566,275,727.77 -379636463.77 230461 3/10/09 JPY S25888 186.864 98.230 1,900,023.05 5,152,636.64 -3,252,613.59

SALE 3/05/09 60 CO LTD JPY 50 29,000.00 9,693.69 792,556,789.00 1,171,376,020.72 -378819231.72 233668 3/10/09 JPY S25888 27362.3 98.230 8,068,378.18 10,231,273.99 -2,162,895.81

SALE 3/05/09 60 CORP NPV 1,800,000.00 3,826.44 469,464,089.00 843,346,512.86 -373882423.86 227689 3/10/09 JPY S25888 261.022 98.230 4,779,233.32 7,825,158.47 -3,045,925.15

SALE 3/05/09 60 SHARP CORP NPV 500,000.00 4,737.30 387,322,655.00 384,346,362.14 2,976,292.86 244727 3/10/09 JPY S25888 775.576 98.230 3,943,017.97 4,215,710.89 -272,692.92

SALE 3/05/09 60 SUMITOMO ELECTRIC INDU 600,000.00 5,480.39 448,077,641.00 929,551,074.77 -481473433.77 221169 3/10/09 JPY S25888 747.693 98.230 4,561,515.23 8,301,083.83 -3,739,568.60

SALE 3/05/09 60 SUMITOMO METAL IND JPY 2,500,000.00 3,841.79 471,347,371.00 1,220,476,777.07 -749129406.07 231548 3/10/09 JPY S25888 188.690 98.230 4,798,405.49 10,888,050.97 -6,089,645.48

SALE 3/05/09 60 SUMITOMO TRUST & BANKI 500,000.00 1,936.99 158,369,429.00 441,203,890.13 -282834461.13 223107 3/10/09 JPY S25888 317.119 98.230 1,612,230.77 3,991,205.78 -2,378,975.01

SALE 3/05/09 60 CORPORATION 800,000.00 2,424.19 198,201,872.00 724,557,622.18 -526355750.18 220991 3/10/09 JPY S25888 248.050 98.230 2,017,732.59 6,367,348.23 -4,349,615.64

SALE 3/05/09 60 TOYO ELECTRIC MFG CO L 140,000.00 750.58 61,367,273.00 57,273,206.62 4,094,066.38 244487 3/10/09 JPY S25888 438.864 98.230 624,730.46 639,413.98 -14,683.52

SALE 3/05/09 60 TOYOTA MOTOR CORP 400,000.00 14,751.581,206,091,272.00 1,253,597,393.43 -47,506,121.43 220989 3/10/09 JPY S25888 3018.85 98.230 12,278,237.52 13,787,234.51 -1,508,996.99

SALE 3/06/09 60 TOYO ELECTRIC MFG CO L 115,000.00 611.65 49,775,196.00 47,045,848.30 2,729,347.70 244487 3/11/09 JPY S25896 433.348 97.770 509,105.00 525,232.92 -16,127.92

SALE 3/09/09 60 ASICS CORP Y50 540,000.00 2,581.45 318,714,832.00 757,557,750.76 -438842918.76 235711 3/12/09 JPY S25900 590.685 98.850 3,224,226.93 6,727,648.01 -3,503,421.08

SALE 3/09/09 60 DAIICHI SANKYO CO LTD 50,000.00 482.98 79,523,457.00 148,669,704.96 -69,146,247.96 241711 3/12/09 JPY S25900 1591.42 98.850 804,486.16 1,395,152.22 -590,666.06

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 31 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/09/09 60 700,000.00 1,437.15 236,627,968.00 763,619,874.68 -526991906.68 225427 3/12/09 JPY S25900 338.243 98.850 2,393,808.48 6,713,429.97 -4,319,621.49

SALE 3/09/09 60 DENA CO LTD 700.00 1,744.05 215,326,754.00 468,045,982.00 -252719228.00 241849 3/12/09 JPY S25900 307855. 98.850 2,178,318.20 4,349,465.50 -2,171,147.30

SALE 3/09/09 60 DENSO CORP 100,000.00 1,111.85 183,067,694.00 372,751,838.22 -189684144.22 231704 3/12/09 JPY S25900 1831.77 98.850 1,851,974.65 3,284,880.95 -1,432,906.30

SALE 3/09/09 60 EXEDY CORP 87,800.00 831.02 102,601,210.00 279,322,511.44 -176721301.44 231529 3/12/09 JPY S25900 1169.51 98.850 1,037,948.51 2,419,698.70 -1,381,750.19

SALE 3/09/09 60 CO LTD 30,000.00 2,200.97 271,740,435.00 279,531,419.88 -7,790,984.88 241347 3/12/09 JPY S25900 9065.26 98.850 2,749,018.06 2,757,721.34 -8,703.28

SALE 3/09/09 60 HONDA MOTOR CO LTD 150,000.00 1,908.82 314,290,318.00 335,672,008.83 -21,381,690.83 9605 3/12/09 JPY S25900 2096.52 98.850 3,179,467.05 3,708,657.79 -529,190.74

SALE 3/09/09 60 JAPAN TOBACCO INC JPY 1,000.00 1,812.22 223,744,062.00 518,368,839.86 -294624777.86 233920 3/12/09 JPY S25900 223923. 98.850 2,263,470.53 4,654,418.69 -2,390,948.16

SALE 3/09/09 60 MAKITA CORP 163,800.00 1,864.17 306,937,533.00 669,036,062.45 -362098529.45 239065 3/12/09 JPY S25900 1874.98 98.850 3,105,083.79 6,155,810.47 -3,050,726.68

SALE 3/09/09 60 PANASONIC CORPORATION 200,000.00 1,315.92 216,667,521.00 469,152,716.15 -252485195.15 243112 3/12/09 JPY S25900 1083.98 98.850 2,191,881.85 4,408,662.86 -2,216,781.01

SALE 3/09/09 60 SANTEN PHARMACEUTICAL 70,100.00 1,179.02 194,126,951.00 201,003,581.71 -6,876,630.71 244480 3/12/09 JPY S25900 2770.94 98.850 1,963,853.83 2,246,502.50 -282,648.67

SALE 3/09/09 60 CO LTD JPY 50 150,000.00 1,187.95 195,598,566.00 307,793,395.50 -112194829.50 243357 3/12/09 JPY S25900 1304.77 98.850 1,978,741.18 3,164,611.90 -1,185,870.72

SALE 3/09/09 60 SQUARE ENIX HLDING CO 70,000.00 929.85 114,803,487.00 230,398,101.50 -115594614.50 243119 3/12/09 JPY S25900 1641.36 98.850 1,161,390.86 2,257,662.93 -1,096,272.07

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SALE 3/09/09 60 SUZUKI MOTOR CORP 250,000.00 2,337.44 384,861,644.00 377,009,544.17 7,852,099.83 244719 3/12/09 JPY S25900 1540.37 98.850 3,893,390.43 4,113,579.32 -220,188.89

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 32 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/09/09 60 TAKEDA PHARMACEUTICAL 20,800.00 419.16 69,014,566.00 119,375,665.03 -50,361,099.03 12313 3/12/09 JPY S25900 3320.00 98.850 698,174.67 1,088,436.39 -390,261.72

SALE 3/09/09 60 LTD 100,000.00 1,791.01 294,891,959.00 345,293,742.67 -50,401,783.67 244532 3/12/09 JPY S25900 2950.69 98.850 2,983,226.70 3,846,732.74 -863,506.04

SALE 3/09/09 60 TOKYU REIT INC 117.00 463.40 57,213,193.00 68,841,543.76 -11,628,350.76 244485 3/12/09 JPY S25900 489393. 98.850 578,787.99 768,475.33 -189,687.34

SALE 3/09/09 60 TOYO ELECTRIC MFG CO L 74,000.00 387.00 31,841,744.00 30,272,980.64 1,568,763.36 244487 3/12/09 JPY S25900 430.811 98.850 322,121.84 337,975.96 -15,854.12

SALE 3/10/09 60 ASICS CORP Y50 60,000.00 286.01 35,144,510.00 84,173,083.42 -49,028,573.42 235711 3/13/09 JPY S25909 586.211 98.380 357,232.26 747,516.45 -390,284.19

SALE 3/10/09 60 EXEDY CORP 62,200.00 565.75 69,517,424.00 197,879,956.85 -128362532.85 231529 3/13/09 JPY S25909 1118.53 98.380 706,621.51 1,714,182.91 -1,007,561.40

SALE 3/10/09 60 MAKITA CORP 136,200.00 1,527.43 250,298,527.00 556,304,711.26 -306006184.26 239065 3/13/09 JPY S25909 1838.83 98.380 2,544,201.33 5,118,567.68 -2,574,366.35

SALE 3/10/09 60 SANTEN PHARMACEUTICAL 29,900.00 491.57 80,552,638.00 85,734,765.95 -5,182,127.95 244480 3/13/09 JPY S25909 2695.68 98.380 818,790.79 958,208.62 -139,417.83

SALE 3/10/09 60 TAKEDA PHARMACEUTICAL 129,200.00 2,533.73 415,197,738.00 741,506,534.73 -326308796.73 12313 3/13/09 JPY S25909 3215.53 98.380 4,220,347.00 6,760,864.53 -2,540,517.53

SALE 3/10/09 60 TOKYU REIT INC 183.00 744.19 91,443,787.00 107,675,235.11 -16,231,448.11 244485 3/13/09 JPY S25909 500092. 98.380 929,495.70 1,201,974.23 -272,478.53

SALE 3/10/09 60 TOYO ELECTRIC MFG CO L 83,000.00 428.32 35,072,862.00 33,954,829.64 1,118,032.36 244487 3/13/09 JPY S25909 423.072 98.380 356,503.98 379,081.15 -22,577.17

SALE 3/11/09 60 TOYO ELECTRIC MFG CO L 88,000.00 472.52 38,436,819.00 36,000,301.30 2,436,517.70 244487 3/16/09 JPY S25915 437.307 97.730 393,296.01 401,917.36 -8,621.35

SALE 3/16/09 60 ADVANTEST CORP 24,080.00 104.07 34,047,536.00 32,983,734.97 1,063,801.03 244728 3/19/09 JPY S25929 1414.35 98.170 346,822.21 361,782.77 -14,960.56

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 33 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/16/09 60 ALL NIPPON AIRWAYS CO 175,780.00 198.82 65,041,318.00 65,113,199.86 -71,881.86 245108 3/19/09 JPY S25929 370.126 98.170 662,537.62 665,302.95 -2,765.33

SALE 3/16/09 60 ASAHI BREWERIES LTD 79,100.00 283.35 92,693,781.00 130,343,200.89 -37,649,419.89 243254 3/19/09 JPY S25929 1172.20 98.170 944,216.98 1,300,036.20 -355,819.22

SALE 3/16/09 60 ASAHI GLASS CO LTD JPY 209,070.00 301.21 98,536,858.00 96,398,681.87 2,138,176.13 245073 3/19/09 JPY S25929 471.452 98.170 1,003,736.97 984,966.61 18,770.36

SALE 3/16/09 60 ASICS CORP Y50 70,910.00 140.88 46,085,222.00 99,478,555.75 -53,393,333.75 235711 3/19/09 JPY S25929 650.107 98.170 469,443.03 883,439.85 -413,996.82

SALE 3/16/09 60 ASTELLAS PHARMA INC 61,380.00 558.75 182,784,389.00 207,725,058.15 -24,940,669.15 244460 3/19/09 JPY S25929 2978.80 98.170 1,861,916.97 2,327,120.50 -465,203.53

SALE 3/16/09 60 BANK OF YOKOHAMA LTD/T 273,650.00 355.64 116,340,715.00 128,908,471.33 -12,567,756.33 244586 3/19/09 JPY S25929 425.272 98.170 1,185,094.38 1,435,666.23 -250,571.85

SALE 3/24/09 60 TAKEDA PHARMACEUTICAL 12,730.00 141.73 46,213,072.00 73,060,202.69 -26,847,130.69 12313 3/27/09 JPY S25972 3631.33 97.850 472,284.84 666,144.01 - 193,859.17

SALE 3/24/09 60 TOKYO ELECTRIC POWER C 114,020.00 877.89 286,255,124.00 319,484,077.61 -33,228,953.61 241669 3/27/09 JPY S25972 2511.32 97.850 2,925,448.38 3,116,946.75 -191,498.37

SALE 3/24/09 60 CO LTD 352,460.00 388.88 126,802,504.00 162,797,585.86 -35,995,081.86 243898 3/27/09 JPY S25972 359.872 97.850 1,295,886.60 1,708,528.99 -412,642.39

SALE 3/24/09 60 TOSHIBA CORPORATION 97,190.00 80.54 26,263,480.00 88,024,694.12 -61,761,214.12 220991 3/27/09 JPY S25972 270.309 97.850 268,405.52 773,553.22 -505,147.70

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SALE 3/24/09 60 TOYO SUISAN KAISHA LTD 82,360.00 512.31 167,049,267.00 216,061,645.91 -49,012,378.91 241932 3/27/09 JPY S25972 2028.89 97.850 1,707,197.41 2,121,613.18 -414,415.77

SALE 3/25/09 60 ASAHI GLASS CO LTD JPY 3,100.00 5.44 1,768,536.00 1,429,358.18 339,177.82 245073 3/30/09 JPY S25979 570.667 97.700 18,101.70 14,604.66 3,497.04

SALE 3/25/09 60 BRIDGESTONE CORP 31,820.00 141.84 46,179,697.00 68,489,815.04 -22,310,118.04 210757 3/30/09 JPY S25979 1451.71 97.700 472,668.34 613,326.47 -140,658.13

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 34 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/25/09 60 CANON INC. 93,270.00 822.73 267,857,355.00 494,510,804.61 -226653449.61 14464 3/30/09 JPY S25979 2872.71 97.700 2,741,631.06 4,267,450.06 -1,525,819.00

SALE 3/25/09 60 CENTRAL JAPAN RAILWAY 140.00 248.50 80,901,422.00 149,680,731.29 -68,779,309.29 241712 3/30/09 JPY S25979 578040. 97.700 828,059.59 1,428,429.63 -600,370.04

SALE 3/25/09 60 LTD/THE 554,130.00 880.66 286,714,248.00 279,313,517.84 7,400,730.16 244533 3/30/09 JPY S25979 517.569 97.700 2,934,639.18 3,114,210.26 -179,571.08

SALE 3/25/09 60 C 20,120.00 141.00 45,905,168.00 52,033,866.56 -6,128,698.56 241668 3/30/09 JPY S25979 2282.25 97.700 469,858.42 485,884.01 -16,025.59

SALE 3/25/09 60 CHUGAI PHARMACEUTICAL 156,140.00 778.71 253,524,993.00 267,225,702.55 -13,700,709.55 244479 3/30/09 JPY S25979 1624.19 97.700 2,594,933.40 2,992,462.54 -397,529.14

SALE 3/25/09 60 DAISEKI CO LTD JPY 50. 163,100.00 822.46 267,765,940.00 401,799,651.79 -134033711.79 243368 3/30/09 JPY S25979 1642.22 97.700 2,740,695.39 4,015,515.64 -1,274,820.25

SALE 3/25/09 60 DAIWA SECURITIES GROUP 149,890.00 202.70 65,995,169.00 163,512,832.88 -97,517,663.88 225427 3/30/09 JPY S25979 440.423 97.700 675,487.91 1,437,537.17 -762,049.26

SALE 3/25/09 60 ELPIDA MEMORY INC 349,070.00 599.72 195,251,936.00 1,980,589,961.41 -1785338025.41 237614 3/30/09 JPY S25979 559.517 97.700 1,998,484.50 16,126,698.59 -14,128,214.09

SALE 3/25/09 60 EXEDY CORP 150,000.00 568.14 184,967,693.00 477,202,468.29 -292234775.29 231529 3/30/09 JPY S25979 1233.48 97.700 1,893,221.01 4,133,881.61 -2,240,660.60

SALE 3/25/09 60 FANUC 13,280.00 284.92 92,761,737.00 124,982,272.25 -32,220,535.25 220993 3/30/09 JPY S25979 6987.16 97.700 949,454.83 1,115,522.30 -166,067.47

SALE 3/25/09 60 FAST RETAILING CO LTD 10,610.00 360.33 117,311,496.00 98,860,945.50 18,450,550.50 241347 3/30/09 JPY S25979 11060.0 97.700 1,200,731.79 975,314.11 225,417.68

SALE 3/25/09 60 LTD 634,180.00 695.77 226,523,332.00 279,306,489.11 -52,783,157.11 244550 3/30/09 JPY S25979 357.298 97.700 2,318,560.20 3,106,857.50 -788,297.30

SALE 3/25/09 60 FURUKAWA ELECTRIC CO L 27,400.00 23.90 7,781,904.00 14,693,420.87 -6,911,516.87 242559 3/30/09 JPY S25979 284.096 97.700 79,651.01 133,795.49 -54,144.48

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 35 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/25/09 60 HIROSE ELECTRIC CO LTD 5,870.00 176.85 57,576,176.00 53,303,319.62 4,272,856.38 244670 3/30/09 JPY S25979 9811.49 97.700 589,316.03 590,749.41 -1,433.38

SALE 3/25/09 60 HITACHI LTD 142,030.00 119.90 39,035,529.00 110,180,838.90 -71,145,309.90 241346 3/30/09 JPY S25979 274.923 97.700 399,544.82 1,034,475.66 -634,930.84

SALE 3/25/09 60 CO Y50 224,910.00 1,686.22 548,982,169.00 1,298,049,533.79 -749067364.79 231468 3/30/09 JPY S25979 2441.63 97.700 5,619,060.07 11,263,161.67 -5,644,101.60

SALE 3/25/09 60 JAPAN REAL ESTATE INVE 200.00 463.59 150,930,707.00 159,513,153.40 -8,582,446.40 244483 3/30/09 JPY S25979 754880. 97.700 1,544,838.35 1,781,875.98 -237,037.63

SALE 3/25/09 60 JFE HOLDINGS INC 97,310.00 705.69 229,752,197.00 520,843,623.63 -291091426.63 223579 3/30/09 JPY S25979 2361.74 97.700 2,351,608.98 4,596,411.06 -2,244,802.08

SALE 3/25/09 60 JOYO BANK LTD/THE 1,086,000.00 1,547.08 503,682,586.00 526,774,291.20 -23,091,705.20 244530 3/30/09 JPY S25979 463.935 97.700 5,155,400.06 5,867,250.66 -711,850.60

SALE 3/25/09 60 JSR CORPORATION 365,140.00 1,333.88 434,268,595.00 927,489,926.46 -493221331.46 223504 3/30/09 JPY S25979 1189.67 97.700 4,444,919.09 8,119,805.91 -3,674,886.82

SALE 3/25/09 60 JUPITER TELECOMMUNICAT 1,520.00 302.76 98,570,020.00 121,348,221.50 -22,778,201.50 243590 3/30/09 JPY S25979 64868.1 97.700 1,008,905.02 1,310,043.55 -301,138.53

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SALE 3/25/09 60 KAO CORP 50,340.00 303.18 98,706,450.00 135,267,159.24 -36,560,709.24 243356 3/30/09 JPY S25979 1961.38 97.700 1,010,301.43 1,383,611.25 -373,309.82

SALE 3/25/09 60 KOMATSU Y50 130,190.00 477.73 155,534,776.00 347,124,458.14 -191589682.14 231469 3/30/09 JPY S25979 1195.03 97.700 1,591,962.91 3,089,201.50 -1,497,238.59

SALE 3/25/09 60 CORP Y50 396,020.00 684.60 222,881,564.00 300,499,443.14 -77,617,879.14 242022 3/30/09 JPY S25979 562.973 97.700 2,281,285.20 2,752,573.47 -471,288.27

SALE 3/25/09 60 CO 225,200.00 316.78 103,133,261.00 227,825,978.84 -124692717.84 221125 3/30/09 JPY S25979 458.100 97.700 1,055,611.68 2,004,877.99 -949,266.31

SALE 3/25/09 60 MITSUI & CO LTD 500,000.00 1,625.15 529,096,223.00 874,946,732.78 -345850509.78 221510 3/30/09 JPY S25979 1058.51 97.700 5,415,519.17 7,483,510.92 -2,067,991.75

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 36 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/25/09 60 MITSUI SUMITOMO INS GR 225,880.00 1,693.12 551,228,872.00 628,561,630.15 -77,332,758.15 240630 3/30/09 JPY S25979 2441.09 97.700 5,642,056.01 5,956,539.93 -314,483.92

SALE 3/25/09 60 NISSAN MOTOR CO LTD NP 558,140.00 645.16 210,042,408.00 182,313,006.25 27,729,401.75 245070 3/30/09 JPY S25979 376.439 97.700 2,149,871.12 1,862,807.87 287,063.25

SALE 3/25/09 60 ORIX CORP 33,760.00 377.99 123,062,789.00 141,861,360.60 -18,798,571.60 244531 3/30/09 JPY S25979 3646.31 97.700 1,259,598.66 1,581,685.37 -322,086.71

SALE 3/25/09 60 SUMITOMO RLTY+DEV Y50 128,840.00 466.63 151,922,195.00 360,096,790.38 -208174595.38 229917 3/30/09 JPY S25979 1179.50 97.700 1,554,986.64 3,169,310.31 -1,614,323.67

SALE 3/25/09 60 TOYO ELECTRIC MFG CO L 26,000.00 35.83 11,666,500.00 10,636,452.66 1,030,047.34 244487 3/30/09 JPY S25979 448.846 97.700 119,411.46 118,748.31 663.15

SALE 3/26/09 60 DAISEKI CO LTD JPY 50. 56,900.00 283.73 93,103,312.00 140,174,127.45 -47,070,815.45 243368 3/31/09 JPY S25991 1636.75 98.470 945,499.26 1,400,875.78 -455,376.52

SALE 3/26/09 60 TOYO ELECTRIC MFG CO L 39,000.00 53.19 17,453,763.00 15,954,678.99 1,499,084.01 244487 3/31/09 JPY S25991 447.667 98.470 177,249.55 178,122.47 -872.92 ------27,906,230.00 194,725.43 24328258453.00 44370300814.01 -20042042361.0 248,326,954.98 413,270,864.03 - 164943909.05 98 TRANSACTIONS IN COUNTRY: JAPAN ( 500)

SALE 3/02/09 60 PHILIPS ELECTRONIC 1,000,000.00 22,932.37 12,123,986.70 29,660,822.94 -17,536,836.24 238615 3/05/09 EUR S25873 12.142 .794 15,265,313.47 43,033,816.27 -27,768,502.80

SALE 3/04/09 60 GEMALTO NV EUR 1.0 46,138.00 1,743.40 923,983.35 862,671.56 61,311.79 237080 3/09/09 EUR S25880 20.057 .796 1,160,523.59 1,186,677.24 -26,153.65

SALE 3/05/09 60 GEMALTO NV EUR 1.0 28,000.00 1,041.34 552,335.45 523,533.83 28,801.62 237080 3/10/09 EUR S25890 19.756 .797 693,180.77 720,164.79 - 26,984.02

SALE 3/09/09 60 PHILIPS ELECTRONIC 1,000,000.00 21,527.01 11,338,666.45 29,660,822.93 -18,322,156.48 238615 3/12/09 EUR S25904 11.356 .791 14,329,814.60 43,033,816.25 -28,704,001.65

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 37 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/10/09 60 PHILIPS ELECTRONIC 1,000,000.00 22,912.75 11,959,733.45 29,660,822.94 -17,701,089.49 238615 3/13/09 EUR S25911 11.978 .784 15,252,252.49 43,033,816.27 -27,781,563.78

SALE 3/19/09 60 GEMALTO NV EUR 1.0 239,120.00 9,727.10 4,715,607.70 4,470,978.89 244,628.81 237080 3/24/09 EUR S25951 19.750 .728 6,475,001.59 6,150,207.28 324,794.31

SALE 3/20/09 60 GEMALTO NV EUR 1.0 186,742.00 7,505.61 3,682,640.91 3,491,634.07 191,006.84 237080 3/25/09 EUR S25957 19.750 .737 4,996,236.38 4,803,036.16 193,200.22

SALE 3/25/09 60 GEMALTO NV EUR 1.0 127,000.00 5,565.27 2,735,851.56 2,374,599.86 361,251.70 237080 3/30/09 EUR S25986 21.575 .738 3,704,616.08 3,266,461.71 438,154.37

SALE 3/25/09 60 GEMALTO NV EUR 1.0 50,000.00 2,191.46 1,077,311.61 934,881.83 142,429.78

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237080 3/30/09 EUR S25986 21.579 .738 1,458,787.45 1,286,008.54 172,778.91

SALE 3/26/09 60 GEMALTO NV EUR 1.0 293,000.00 12,641.94 6,205,530.02 5,478,407.55 727,122.47 237080 3/31/09 EUR S25990 21.211 .737 8,415,316.33 7,536,010.08 879,306.25

SALE 3/26/09 60 GEMALTO NV EUR 1.0 92,542.00 4,031.59 1,978,980.58 1,730,316.70 248,663.88 237080 3/31/09 EUR S25990 21.417 .737 2,683,694.63 2,380,196.07 303,498.56 ------4,062,542.00 111,819.84 57,294,627.78 108,849,493.10 -51,554,865.32 74,434,737.38 156,430,210.66 - 81,995,473.28 11 TRANSACTIONS IN COUNTRY: NETHERLANDS ( 600)

SALE 3/02/09 60 TELIASONERA AB SEK 3.2 776,100.00 4,486.54 27,434,976.40 38,476,548.04 -11,041,571.64 237487 3/05/09 SEK S25871 35.403 9.186 2,986,542.47 6,054,179.27 -3,067,636.80

SALE 3/03/09 60 TELIASONERA AB SEK 3.2 2,223,900.00 12,654.24 77,388,437.08 110,253,827.07 -32,865,389.99 237487 3/06/09 SEK S25876 34.851 9.187 8,423,506.30 17,348,137.19 -8,924,630.89

SALE 3/04/09 60 TELIASONERA AB SEK 3.2 2,392,000.00 13,788.59 83,902,525.15 118,587,685.75 -34,685,160.60 237487 3/09/09 SEK S25883 35.129 9.141 9,178,602.70 18,659,446.98 -9,480,844.28 ------5,392,000.00 30,929.37 188,725,938.63 267,318,060.86 -78,592,122.23 20,588,651.47 42,061,763.44 - 21,473,111.97 3 TRANSACTIONS IN COUNTRY: SWEDEN ( 800)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 38 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 2/25/09 60 VALORA HOLDING CHF 10. 520.00 124.61 88,288.54 146,365.51 -58,076.97 237403 3/02/09 CHF S25859 170.065 1.167 75,628.35 123,915.09 - 48,286.74

SALE 3/24/09 60 PANALPINA WELTTRANSPOR 100.00 7.97 5,986.01 9,302.70 -3,316.69 233452 3/27/09 CHF S25974 59.950 1.128 5,305.34 7,657.79 - 2,352.45 ------620.00 132.58 94,274.55 155,668.21 - 61,393.66 80,933.69 131,572.88 - 50,639.19 2 TRANSACTIONS IN COUNTRY: SWITZERLAND ( 900)

SALE 3/02/09 60 3I GROUP 1,000,000.00 3,275.07 1,945,162.00 10,739,292.43 -8,794,130.43 237852 3/05/09 UKP S25872 1.948 .714 2,724,782.11 21,284,132.47 -18,559,350.36

SALE 3/04/09 60 SVG CAPITAL PLC GBP 1. 1,500,000.00 1,779.15 1,048,739.00 12,585,865.80 -11,537,126.80 237899 3/09/09 UKP S25882 .700 .709 1,479,666.80 25,207,421.12 -23,727,754.32

SALE 3/09/09 60 SCOTTISH + SOUTHERN EN 1,180,000.00 20,697.26 12,518,800.39 16,316,397.37 -3,797,596.98 239622 3/12/09 UKP S25905 10.622 .727 17,225,873.75 30,536,949.65 -13,311,075.90

SALE 3/10/09 60 SCOTTISH + SOUTHERN EN 620,000.00 10,769.96 6,474,320.48 8,573,022.35 -2,098,701.87 239622 3/13/09 UKP S25910 10.455 .722 8,963,044.13 16,044,837.96 -7,081,793.83 ------4,300,000.00 36,521.44 21,987,021.87 48,214,577.95 -26,227,556.08 30,393,366.79 93,073,341.20 - 62,679,974.41 4 TRANSACTIONS IN COUNTRY: UNITED KINGDOM (1000)

SALE 3/04/09 60 DEUTSCHE TELEKOM AG-RE 1,000,000.00 17,409.67 9,226,938.80 12,771,156.76 -3,544,217.96 238628 3/06/09 EUR S25879 9.241 .796 11,589,040.12 18,221,557.37 -6,632,517.25

SALE 3/06/09 60 RWE AG 250,000.00 23,055.12 12,120,541.87 15,442,593.86 -3,322,051.99 232381 3/10/09 EUR S25898 48.555 .790 15,347,023.34 20,431,026.97 -5,084,003.63

SALE 3/09/09 60 RWE AG 250,000.00 22,794.24 12,006,138.74 15,442,593.86 -3,436,455.12 232381 3/11/09 EUR S25903 48.097 .791 15,173,366.53 20,431,026.97 -5,257,660.44

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 39 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS-

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(L) INVST# 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 3/09/09 60 RWE AG 250,000.00 22,900.21 12,061,954.89 15,442,593.86 -3,380,638.97 232381 3/11/09 EUR S25903 48.320 .791 15,243,907.02 20,431,026.97 -5,187,119.95

SALE 3/20/09 60 DEUTSCHE TELEKOM AG-RE 900,000.00 16,764.86 8,225,702.91 11,494,041.08 -3,268,338.17 238628 3/24/09 EUR S25956 9.153 .737 11,159,805.46 16,399,401.62 -5,239,596.16

SALE 3/20/09 60 DEUTSCHE TELEKOM AG-RE 1,000,000.00 18,574.30 9,113,509.20 12,771,156.76 -3,657,647.56 238628 3/24/09 EUR S25956 9.127 .737 12,364,291.64 18,221,557.37 -5,857,265.73

SALE 3/20/09 60 RWE AG 200,000.00 21,437.33 10,518,258.91 12,354,075.09 -1,835,816.18 232381 3/24/09 EUR S25956 52.670 .737 14,270,114.60 16,344,821.58 -2,074,706.98

SALE 3/20/09 60 RWE AG 190,000.00 20,360.05 9,989,689.95 11,736,371.34 -1,746,681.39 232381 3/24/09 EUR S25956 52.656 .737 13,553,005.46 15,527,580.50 -1,974,575.04

SALE 3/23/09 60 DEUTSCHE TELEKOM AG-RE 1,000,000.00 18,636.62 9,142,066.30 12,771,156.76 -3,629,090.46 238628 3/25/09 EUR S25968 9.156 .737 12,405,778.48 18,221,557.37 -5,815,778.89 ------5,040,000.00 181,932.40 92,404,801.57 120,225,739.37 -27,820,937.80 121,106,332.65 164,229,556.72 - 43,123,224.07 9 TRANSACTIONS IN COUNTRY: GERMANY (1100)

SALE 2/25/09 60 TELEKOM AUSTRIA AG 413,328.00 7,778.28 4,077,926.56 7,111,418.86 -3,033,492.30 230767 3/02/09 EUR S25858 9.881 .788 5,177,740.87 9,749,456.51 -4,571,715.64

SALE 2/25/09 60 TELEKOM AUSTRIA AG 100,000.00 1,848.87 969,313.85 1,720,526.76 -751,212.91 230767 3/02/09 EUR S25858 9.708 .788 1,230,737.20 2,358,769.91 -1,128,032.71

SALE 2/26/09 60 TELEKOM AUSTRIA AG 260,000.00 4,864.16 2,539,141.57 4,473,369.59 -1,934,228.02 230767 3/03/09 EUR S25863 9.781 .784 3,237,912.16 6,132,801.78 -2,894,889.62

SALE 2/27/09 60 TELEKOM AUSTRIA AG 2,949.00 56.08 29,386.87 50,738.33 - 21,351.46 230767 3/04/09 EUR S25867 9.980 .787 37,327.18 69,560.12 - 32,232.94 ------776,277.00 14,547.39 7,615,768.85 13,356,053.54 -5,740,284.69 9,683,717.41 18,310,588.32 - 8,626,870.91 4 TRANSACTIONS IN COUNTRY: AUSTRIA (1300)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 40 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/24/09 60 ENAGAS SA 75,000.00 1,834.10 902,693.92 1,160,853.09 -258,159.17 224029 3/27/09 EUR S25975 12.054 .739 1,220,892.76 1,618,151.63 -397,258.87

SALE 3/24/09 60 ENAGAS SA 350,946.00 8,612.34 4,238,780.38 5,431,956.65 -1,193,176.27 224029 3/27/09 EUR S25975 12.096 .739 5,732,946.86 7,571,784.57 -1,838,837.71

SALE 3/25/09 60 ENAGAS SA 574,054.00 14,211.09 6,986,075.29 8,885,231.47 -1,899,156.18 224029 3/30/09 EUR S25986 12.188 .738 9,459,843.22 12,385,418.90 -2,925,575.68

SALE 3/26/09 60 ENAGAS SA 500,000.00 11,757.07 5,771,180.23 7,739,020.61 -1,967,840.38 224029 3/31/09 EUR S25990 11.560 .737 7,826,294.80 10,787,677.55 -2,961,382.75

SALE 3/26/09 60 TELEFONICA SA EUR 1.0 630,000.00 19,497.33 9,570,631.49 10,694,582.71 -1,123,951.22 231315 3/31/09 EUR S25990 15.214 .737 12,978,728.87 14,428,505.18 -1,449,776.31 ------2,130,000.00 55,911.93 27,469,361.31 33,911,644.53 -6,442,283.22 37,218,706.51 46,791,537.83 - 9,572,831.32 5 TRANSACTIONS IN COUNTRY: SPAIN (1500)

SALE 3/04/09 60 GRUPPO BANCARIO UNICRE 1,200,000.00 2,047.61 1,085,209.74 7,307,178.16 -6,221,968.42 241789 3/09/09 EUR S25880 .906 .796 1,363,024.02 9,275,613.89 -7,912,589.87

SALE 3/04/09 60 GRUPPO BANCARIO UNICRE 3,800,000.00 6,466.91 3,427,391.19 23,139,397.49 -19,712,006.30 241789 3/09/09 EUR S25880 .903 .796 4,304,805.19 29,372,777.29 -25,067,972.10

SALE 3/26/09 60 GRUPPO BANCARIO UNICRE 1,137,446.00 3,217.71 1,579,473.38 6,926,267.14 -5,346,793.76 241789 3/31/09 EUR S25990 1.391 .737 2,141,923.11 8,792,091.59 -6,650,168.48 ------6,137,446.00 11,732.23 6,092,074.31 37,372,842.79 -31,280,768.48 7,809,752.32 47,440,482.77 - 39,630,730.45 3 TRANSACTIONS IN COUNTRY: ITALY (1700)

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SALE 2/27/09 60 OVERSEAS-CHINESE BANKI 400,000.00 3,317.63 1,806,231.60 2,380,234.40 -574,002.80 231685 3/04/09 SGD S25866 4.528 1.546 1,168,476.91 1,437,711.48 -269,234.57

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 41 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/05/09 60 CAPITALAND 50,000.00 187.28 99,859.56 140,791.41 - 40,931.85 221703 3/10/09 SGD S25889 2.003 1.551 64,392.29 87,782.70 - 23,390.41

SALE 3/06/09 60 CAPITALAND 173,000.00 603.50 320,881.34 487,138.29 - 166,256.95 221703 3/11/09 SGD S25895 1.860 1.546 207,502.16 303,728.15 - 96,225.99

SALE 3/06/09 60 HONG KONG LAND HLD 200,000.00 1,165.39 400,694.61 935,794.90 - 535,100.29 239746 3/11/09 USD S25897 2.009 1.000 400,694.61 935,794.90 - 535,100.29

SALE 3/09/09 60 CAPITALAND 10,000.00 34.83 18,546.06 28,158.28 - 9,612.22 221703 3/12/09 SGD S25902 1.860 1.549 11,975.24 17,556.54 - 5,581.30

SALE 3/09/09 60 UNITED OVERSEAS BANK L 3,000.00 49.54 26,383.27 46,707.96 - 20,324.69 222183 3/12/09 SGD S25902 8.820 1.549 17,035.75 29,270.35 - 12,234.60

SALE 3/10/09 60 CAPITALAND 167,000.00 586.99 309,719.21 470,243.32 - 160,524.11 221703 3/13/09 SGD S25908 1.860 1.535 201,824.06 293,194.23 - 91,370.17

SALE 3/13/09 60 UNITED OVERSEAS BANK L 197,000.00 3,214.82 1,738,845.09 3,067,155.87 -1,328,310.78 222183 3/18/09 SGD S25926 8.852 1.543 1,127,144.03 1,922,086.43 -794,942.40 ------1,200,000.00 9,159.98 4,721,160.74 7,556,224.43 -2,835,063.69 3,199,045.05 5,027,124.78 - 1,828,079.73 8 TRANSACTIONS IN COUNTRY: SINGAPORE (1900)

SALE 2/25/09 60 HELLENIC TELECOMMUN OR 266,136.00 15,761.45 2,686,178.90 5,742,494.93 -3,056,316.03 239682 3/03/09 EUR S25860 10.140 .788 3,410,639.71 8,445,813.25 -5,035,173.54

SALE 2/26/09 60 HELLENIC TELECOMMUN OR 283,864.00 16,346.83 2,773,930.62 6,125,017.21 -3,351,086.59 239682 3/04/09 EUR S25862 9.817 .784 3,537,315.05 9,008,410.48 -5,471,095.43

SALE 2/26/09 60 HELLENIC TELECOMMUN OR 200,000.00 9,997.56 1,952,160.00 4,315,458.96 -2,363,298.96 239682 3/04/09 EUR S25862 9.800 .784 2,489,393.53 6,346,990.45 -3,857,596.92

SALE 3/04/09 60 HELLENIC TELECOMMUN OR 335,000.00 20,156.85 3,472,742.06 7,228,393.75 -3,755,651.69 239682 3/09/09 EUR S25880 10.414 .796 4,361,765.90 10,631,208.99 -6,269,443.09

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 42 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/05/09 60 HELLENIC TELECOMMUN OR 415,000.00 24,918.41 4,296,518.19 8,954,577.33 -4,658,059.14 239682 3/10/09 EUR S25890 10.401 .797 5,392,128.61 13,170,005.16 -7,777,876.55 ------1,500,000.00 87,181.10 15,181,529.77 32,365,942.18 -17,184,412.41 19,191,242.80 47,602,428.33 - 28,411,185.53 5 TRANSACTIONS IN COUNTRY: GREECE (2400)

SALE 3/06/09 60 HANG LUNG PROPERTIES L 253,000.00 1,686.87 3,630,675.27 2,695,867.58 934,807.69 221642 3/10/09 HKD S25893 14.402 7.755 468,184.26 345,953.76 122,230.50

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SALE 3/09/09 60 HANG SENG BANK 2,000.00 58.01 144,975.06 172,570.31 - 27,595.25 218705 3/11/09 HKD S25901 72.713 7.756 18,692.23 22,146.47 - 3,454.24

SALE 3/11/09 60 HANG LUNG PROPERTIES L 87,000.00 598.83 1,288,863.11 927,037.47 361,825.64 221642 3/13/09 HKD S25914 14.868 7.755 166,186.98 118,964.34 47,222.64

SALE 3/11/09 60 HANG SENG BANK 48,000.00 1,390.49 3,479,123.29 4,141,687.33 -662,564.04 218705 3/13/09 HKD S25914 72.706 7.756 448,600.77 531,515.37 - 82,914.60

SALE 3/11/09 60 HONG KONG EXCHANGE 1.0 200,000.00 5,479.32 11,794,505.17 20,730,314.95 -8,935,809.78 234682 3/13/09 HKD S25914 59.185 7.756 1,520,792.36 2,658,325.69 -1,137,533.33

SALE 3/11/09 60 NEW WORLD DEVELOPMENT 400,000.00 1,026.96 2,569,355.40 8,351,320.24 -5,781,964.84 237108 3/13/09 HKD S25914 6.443 7.755 331,294.62 1,068,882.26 - 737,587.64

SALE 3/12/09 60 ASM PACIFIC THCH 40,000.00 396.04 990,561.31 945,145.44 45,415.87 222577 3/16/09 HKD S25921 24.841 7.753 127,758.31 121,312.09 6,446.22

SALE 3/17/09 60 CHEUNG KONG HOLDINGS 104,000.00 2,728.17 6,822,903.73 9,844,576.18 -3,021,672.45 220007 3/19/09 HKD S25935 65.808 7.752 880,136.19 1,263,156.23 -383,020.04

SALE 3/23/09 60 CHEUNG KONG HOLDINGS 53,000.00 1,418.15 3,545,907.98 5,016,947.48 -1,471,039.50 220007 3/25/09 HKD S25966 67.111 7.750 457,524.71 643,723.85 - 186,199.14

SALE 3/27/09 60 CITIC PACIFIC 600,000.00 2,188.37 5,471,599.91 15,110,677.01 -9,639,077.10 223200 3/31/09 HKD S25998 9.148 7.750 706,003.78 1,936,239.84 -1,230,236.06 ------1,787,000.00 16,971.21 39,738,470.23 67,936,143.99 -28,197,673.76 5,125,174.21 8,710,219.90 - 3,585,045.69 10 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

------60,660,115.00 774,091.61 24804035421.50 45122055246.26 -20318019824.7 592,999,665.84 1,059,133,088.05 - 466133422.21

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 43 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD D ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------172 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS (2220)

------237,453,115.00 774,091.61 24980644591.27 45298443231.31 -20317798640.0 826,457,523.00 1,285,245,022.43 - 458787499.43 189 "SALE" TRANSACTIONS IN FUND: COMMON PENSION FD D (5144)

------401,535,926.00 2183001.71 35373533186.01 55691331826.05 -20317798640.0 .8037 1,686,012,456.57 2,144,799,956.00 -458787499.43 468 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: 44 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD E ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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

PUR 3/04/09 60 SPIDER GOLD TRUST 35,000.00 245.00 3,106,253.50 3,106,253.50 242510 3/09/09 USD 61971 88.743 1.000 3,106,253.50 3,106,253.50

PUR 3/18/09 60 SPIDER GOLD TRUST 60,000.00 900.00 5,248,656.00 5,248,656.00 242510 3/23/09 USD 61996 87.463 1.000 5,248,656.00 5,248,656.00 ------

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- 95,000.00 1,145.00 8,354,909.50 8,354,909.50 8,354,909.50 8,354,909.50 2 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)

------95,000.00 1,145.00 8,354,909.50 8,354,909.50 8,354,909.50 8,354,909.50 2 TRANSACTIONS IN CATEGORY: EXCHANGE TRADED SECURITY (1500)

PRIVATE EQUITY (3000) ------

PUR 3/02/09 60 BLACKSTONE CAPITAL PAR 195,447.00 195,447.00 195,447.00 233139 3/02/09 USD 61963 1.000 1.000 195,447.00 195,447.00

PUR 3/04/09 60 CS/NJDI EMERGING OPPOR 3,000,000.00 3,000,000.00 3,000,000.00 241598 3/04/09 USD 61969 1.000 1.000 3,000,000.00 3,000,000.00

PUR 3/04/09 60 TEXAS PACFIC GROUP PAR 1,318,154.00 1,318,154.00 1,318,154.00 237192 3/04/09 USD 61956 1.000 1.000 1,318,154.00 1,318,154.00

PUR 3/06/09 60 LINDSAY GOLDBERG&BESSE 97,980.00 97,980.00 97,980.00 234972 3/06/09 USD 61961 1.000 1.000 97,980.00 97,980.00

PUR 3/06/09 60 LINDSAY GOLDBERG&BESSE 35,236.00 35,236.00 35,236.00 234972 3/06/09 USD 61955 1.000 1.000 35,236.00 35,236.00

PUR 3/06/09 60 LINDSAY GOLDBERG&BESSE 295,586.00 295,586.00 295,586.00 234972 3/06/09 USD 61953 1.000 1.000 295,586.00 295,586.00

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 45 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD E ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/06/09 60 LINDSAY GOLDBERG&BESSE 41,140.00 41,140.00 41,140.00 234972 3/06/09 USD 61954 1.000 1.000 41,140.00 41,140.00

PUR 3/09/09 60 JLL PARTNERS FUND VI 5,537,137.00 5,537,137.00 5,537,137.00 243861 3/09/09 USD 61964 1.000 1.000 5,537,137.00 5,537,137.00

PUR 3/09/09 60 KPS SPECIAL SITUATIONS 3,065,889.83 3,065,889.83 3,065,889.83 238854 3/09/09 USD 61974 1.000 1.000 3,065,889.83 3,065,889.83

PUR 3/10/09 60 JLL PARTNERS FUND VI 22,148,546.00 22,148,546.00 22,148,546.00 243861 3/10/09 USD 61968 1.000 1.000 22,148,546.00 22,148,546.00

PUR 3/13/09 60 H.I.G. BAYSIDE DEBT & 6,000,000.00 6,000,000.00 6,000,000.00 241596 3/13/09 USD 61977 1.000 1.000 6,000,000.00 6,000,000.00

PUR 3/13/09 60 SONJ PRIVATE OPP SIDE 163,419.00 163,419.00 163,419.00 241741 3/13/09 USD 61980 1.000 1.000 163,419.00 163,419.00

PUR 3/16/09 60 NJHL EUROPEAN BUYOUT I 73,769.97 73,769.97 73,769.97 233641 3/16/09 USD 61978 1.000 1.000 73,769.97 73,769.97

PUR 3/17/09 60 APOLLO INVESTMENT FUND 2,459,593.00 2,459,593.00 2,459,593.00 234049 3/17/09 USD 61986 1.000 1.000 2,459,593.00 2,459,593.00

PUR 3/17/09 60 WLR RECOVERY FUND IV 1,467,871.00 1,467,871.00 1,467,871.00 238957 3/17/09 USD 61984 1.000 1.000 1,467,871.00 1,467,871.00

PUR 3/18/09 60 JLL PARTNERS FUND V 166,667.00 166,667.00 166,667.00 232839 3/18/09 USD 61981 1.000 1.000 166,667.00 166,667.00

PUR 3/18/09 60 LINDSAY GOLDBERG&BESSE 2,196,229.00 2,196,229.00 2,196,229.00 234972 3/18/09 USD 61979 1.000 1.000 2,196,229.00 2,196,229.00

PUR 3/19/09 60 QUADRANGLE CAPITAL PAR 339,979.00 339,979.00 339,979.00 231679 3/19/09 USD 61993 1.000 1.000 339,979.00 339,979.00

PUR 3/24/09 60 BDCM OPPORTUNITY FUND 202,366.96 202,366.96 202,366.96 233806 3/24/09 USD 61987 1.000 1.000 202,366.96 202,366.96

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 46 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD E ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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PUR 3/24/09 60 GOLDMAN SACHS PE PRTNR 2,044,210.00 2,044,210.00 2,044,210.00 238376 3/24/09 EUR 62019 1.000 .739 2,764,792.28 2,764,792.28

PUR 3/24/09 60 NJHL EUROPEAN BUYOUT S 385,841.10 385,841.10 385,841.10 241503 3/24/09 USD 61994 1.000 1.000 385,841.10 385,841.10

PUR 3/25/09 60 WARBURG PINCUS PRIVATE 4,000,000.00 4,000,000.00 4,000,000.00 238843 3/25/09 USD 61988 1.000 1.000 4,000,000.00 4,000,000.00

PUR 3/26/09 60 APOLLO INVESTMENT FUND 3,464,887.00 3,464,887.00 3,464,887.00 234049 3/26/09 USD 62009 1.000 1.000 3,464,887.00 3,464,887.00

PUR 3/26/09 60 WAYZATA OPPORTUNITIES 5,000,000.00 5,000,000.00 5,000,000.00 239059 3/26/09 USD 61995 1.000 1.000 5,000,000.00 5,000,000.00

PUR 3/27/09 60 FAIRVIEW CAPSTONE PART 724,655.00 724,655.00 724,655.00 237796 3/27/09 USD 62002 1.000 1.000 724,655.00 724,655.00

PUR 3/27/09 60 FAIRVIEW CAPSTONE PART 1,032,338.00 1,032,338.00 1,032,338.00 243120 3/27/09 USD 62010 1.000 1.000 1,032,338.00 1,032,338.00

PUR 3/27/09 60 LEHMAN BRO SECONDARY O 4,800,000.00 4,800,000.00 4,800,000.00 242111 3/27/09 USD 62000 1.000 1.000 4,800,000.00 4,800,000.00

PUR 3/27/09 60 LEXINGTON CAPITAL PART 601,023.00 601,023.00 601,023.00 234543 3/27/09 USD 61999 1.000 1.000 601,023.00 601,023.00

PUR 3/31/09 60 BDCM OPPORTUNITY FUND 97,136.14 97,136.14 97,136.14 233806 3/31/09 USD 62003 1.000 1.000 97,136.14 97,136.14

PUR 3/31/09 60 CSFB-SERIES 2006 5,000,000.00 5,000,000.00 5,000,000.00 235211 3/31/09 USD 62020 1.000 1.000 5,000,000.00 5,000,000.00

PUR 3/31/09 60 JLL PARTNERS FUND V 266,667.00 266,667.00 266,667.00 232839 3/31/09 USD 62011 1.000 1.000 266,667.00 266,667.00 ------76,221,768.00 76,221,768.00 76,221,768.00 76,942,350.28 76,942,350.28 31 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 47 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD E ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/30/09 60 PARTNERS GROUP SECONDA 500,000.00 500,000.00 500,000.00 235617 3/30/09 EUR 62030 1.000 .759 658,350.38 658,350.38 ------500,000.00 500,000.00 500,000.00 658,350.38 658,350.38 1 TRANSACTION IN COUNTRY: CHANNEL ISLANDS (3600)

------76,721,768.00 76,721,768.00 76,721,768.00 77,600,700.66 77,600,700.66 32 TRANSACTIONS IN CATEGORY: PRIVATE EQUITY (3000)

REAL ESTATE (3010) ------

PUR 3/06/09 60 BLACKSTONE R E ASSOC V 405,628.00 405,628.00 405,628.00 236949 3/06/09 USD 61973 1.000 1.000 405,628.00 405,628.00

PUR 3/06/09 60 BLACKSTONE REAL ESTATE 1,514,865.00 1,514,865.00 1,514,865.00 234028 3/06/09 USD 61972 1.000 1.000 1,514,865.00 1,514,865.00

PUR 3/16/09 60 BLACKSTONE REAL ESTATE 108,020.00 108,020.00 108,020.00 234028 3/16/09 USD 61976 1.000 1.000 108,020.00 108,020.00

PUR 3/16/09 60 NJDOI/GMAM CORE REAL E 1,409,807.28 1,409,807.28 1,409,807.28 241592 3/16/09 USD 61990 1.000 1.000 1,409,807.28 1,409,807.28

PUR 3/16/09 60 NJDOI/GMAM CT HIGH GRA 15,308,124.49 15,308,124.49 15,308,124.49 241490 3/16/09 USD 61991 1.000 1.000 15,308,124.49 15,308,124.49

PUR 3/17/09 60 WALTON STREET MEXICO I 2,500,000.00 2,500,000.00 2,500,000.00 245051 3/17/09 USD 61989 1.000 1.000 2,500,000.00 2,500,000.00

PUR 3/20/09 60 FIVE MILE CAPITAL PART 10,000,000.00 10,000,000.00 10,000,000.00 239162 3/20/09 USD 61997 1.000 1.000 10,000,000.00 10,000,000.00

PUR 3/20/09 60 L & B DIVERSIFIED STRA 459,139.00 459,139.00 459,139.00 240511 3/20/09 USD 61998 1.000 1.000 459,139.00 459,139.00

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 48 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** COMMON PENSION FD E ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/24/09 60 CAPMARK COMMERCIAL RLT 5,948,522.00 5,948,522.00 5,948,522.00 234541 3/24/09 USD 62005 1.000 1.000 5,948,522.00 5,948,522.00

PUR 3/25/09 60 MACFARLANE URBAN RE FU 812,515.78 812,515.78 812,515.78 236474 3/25/09 USD 62006 1.000 1.000 812,515.78 812,515.78

PUR 3/27/09 60 TA REALTY ASSOC FD VII 2,500,000.00 2,500,000.00 2,500,000.00 236944 3/27/09 USD 62007 1.000 1.000 2,500,000.00 2,500,000.00

PUR 3/31/09 60 PRUDENTIAL PROP INV SE 13,640.00 13,640.00 13,640.00 237801 3/31/09 USD 62026 1.000 1.000 13,640.00 13,640.00

PUR 3/31/09 60 WESTBROOK REAL ESTATE 147,945.00 147,945.00 147,945.00 238956 3/31/09 USD 62025 1.000 1.000 147,945.00 147,945.00 ------41,128,206.55 41,128,206.55 41,128,206.55 41,128,206.55 41,128,206.55 13 TRANSACTIONS IN COUNTRY: UNITED STATES ( 100)

------41,128,206.55 41,128,206.55 41,128,206.55 41,128,206.55 41,128,206.55 13 TRANSACTIONS IN CATEGORY: REAL ESTATE (3010)

------117,944,974.55 1,145.00 126,204,884.05 126,204,884.05 127,083,816.71 127,083,816.71 47 "PUR " TRANSACTIONS IN FUND: COMMON PENSION FD E (5146)

------117,944,974.55 1,145.00 126,204,884.05 126,204,884.05 127,083,816.71 127,083,816.71 47 TRANSACTIONS WITHIN FUND: COMMON PENSION FD E (5146)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 49 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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

PUR 2/27/09 60 ISHARES MSCI TAIWAN IN 132,700.00 3,981.00 922,464.05 922,464.05 239504 3/04/09 USD H20090 6.922 1.000 922,464.05 922,464.05

PUR 3/06/09 60 ISHARES MSCI TAIWAN IN 150,600.00 4,518.00 1,077,482.76 1,077,482.76 239504 3/11/09 USD H20090 7.125 1.000 1,077,482.76 1,077,482.76

PUR 3/09/09 60 ISHARES MSCI TAIWAN IN 75,200.00 752.00 533,152.96 533,152.96 239504 3/12/09 USD H20090 7.080 1.000 533,152.96 533,152.96 ------358,500.00 9,251.00 2,533,099.77 2,533,099.77 2,533,099.77 2,533,099.77 3 TRANSACTIONS IN COUNTRY: TAIWAN (3900)

------358,500.00 9,251.00 2,533,099.77 2,533,099.77 2,533,099.77 2,533,099.77 3 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)

FOREIGN STOCKS-EM (2225) ------

PUR 3/24/09 60 AKBANK TAS TRY 1.0 67,841.00 485.88 323,043.56 323,043.56 241892 3/26/09 TRY N20090 4.750 1.658 194,839.30 194,839.30

PUR 3/24/09 60 TURKIYE GARANTI BANKAS 63,236.00 225.02 149,610.05 149,610.05 239795 3/26/09 TRY N20090 2.360 1.658 90,235.25 90,235.25

PUR 3/24/09 60 TURKIYE IS BANKASI-C 42,349.00 238.82 158,781.22 158,781.22 241963 3/26/09 TRY N20090 3.740 1.658 95,766.72 95,766.72

PUR 3/26/09 60 TURKIYE GARANTI BANKAS 155,653.00 558.05 371,380.28 371,380.28 239795 3/30/09 TRY N20090 2.380 1.660 223,776.98 223,776.98

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PUR 3/26/09 60 TURKIYE HALK BANKASI A 46,944.00 258.82 172,244.58 172,244.58 243418 3/30/09 TRY N20090 3.660 1.660 103,786.80 103,786.80

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 50 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/26/09 60 TURKIYE IS BANKASI-C 46,699.00 263.10 175,090.90 175,090.90 241963 3/30/09 TRY N20090 3.740 1.660 105,501.87 105,501.87 ------422,722.00 2,029.69 1,350,150.59 1,350,150.59 813,906.92 813,906.92 6 TRANSACTIONS IN COUNTRY: TURKEY (3400)

PUR 3/03/09 60 CHINA RAILWAY CONS 500.00 2.15 4,516.66 4,516.66 244928 3/05/09 HKD H20090 9.000 7.758 582.20 582.20

PUR 3/04/09 60 CHINA RAILWAY CONS 5,500.00 22.97 49,678.21 49,678.21 244928 3/06/09 HKD H20090 9.000 7.759 6,402.82 6,402.82 ------6,000.00 25.12 54,194.87 54,194.87 6,985.02 6,985.02 2 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)

PUR 2/26/09 60 BELLE INTERNATIONAL H 24,000.00 37.91 82,126.74 82,126.74 244874 3/02/09 HKD H20090 3.410 7.754 10,592.08 10,592.08

PUR 2/26/09 60 BELLE INTERNATIONAL H 11,000.00 10.16 37,484.28 37,484.28 244874 3/02/09 HKD H20090 3.401 7.754 4,834.44 4,834.44

PUR 2/27/09 60 BELLE INTERNATIONAL H 16,000.00 11.04 53,688.82 53,688.82 244874 3/03/09 HKD H20090 3.350 7.755 6,923.39 6,923.39

PUR 2/27/09 60 BELLE INTERNATIONAL H 14,000.00 12.65 46,968.68 46,968.68 244874 3/03/09 HKD H20090 3.348 7.755 6,056.80 6,056.80

PUR 3/02/09 60 BELLE INTERNATIONAL H 9,000.00 8.03 29,691.20 29,691.20 244874 3/04/09 HKD H20090 3.292 7.757 3,827.86 3,827.86

PUR 3/02/09 60 BELLE INTERNATIONAL H 12,000.00 8.16 39,562.50 39,562.50 244874 3/04/09 HKD H20090 3.292 7.757 5,100.50 5,100.50

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 51 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/03/09 60 BELLE INTERNATIONAL H 32,000.00 21.66 105,281.62 105,281.62 244874 3/05/09 HKD H20090 3.285 7.758 13,570.89 13,570.89

PUR 3/03/09 60 BELLE INTERNATIONAL H 24,000.00 36.49 79,065.45 79,065.45 244874 3/05/09 HKD H20090 3.283 7.758 10,191.60 10,191.60

PUR 3/04/09 60 BELLE INTERNATIONAL H 30,000.00 48.29 104,483.64 104,483.64 244874 3/06/09 HKD H20090 3.470 7.759 13,466.47 13,466.47

PUR 3/04/09 60 BELLE INTERNATIONAL H 1,000.00 .77 3,400.51 3,400.51 244874 3/06/09 HKD H20090 3.395 7.759 438.28 438.28

PUR 3/05/09 60 BELLE INTERNATIONAL H 28,000.00 20.67 100,747.54 100,747.54 244874 3/09/09 HKD H20090 3.592 7.758 12,986.44 12,986.44

PUR 3/05/09 60 BELLE INTERNATIONAL H 36,000.00 60.02 130,044.01 130,044.01 244874 3/09/09 HKD H20090 3.599 7.758 16,762.79 16,762.79

PUR 3/06/09 60 BELLE INTERNATIONAL H 33,000.00 24.17 117,931.47 117,931.47 244874 3/10/09 HKD H20090 3.568 7.755 15,207.55 15,207.55

PUR 3/09/09 60 BELLE INTERNATIONAL H 49,000.00 79.45 172,135.84 172,135.84 244874 3/11/09 HKD H20090 3.500 7.756 22,194.18 22,194.18

PUR 3/10/09 60 BELLE INTERNATIONAL H 21,000.00 15.92 77,151.44 77,151.44 244874 3/12/09 HKD H20090 3.668 7.756 9,947.96 9,947.96

PUR 3/11/09 60 BELLE INTERNATIONAL H 29,000.00 21.69 105,594.80 105,594.80 244874 3/13/09 HKD H20090 3.635 7.756 13,615.47 13,615.47 ------

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- 369,000.00 417.08 1,285,358.54 1,285,358.54 165,716.70 165,716.70 16 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

PUR 3/16/09 60 KB FINANCIAL GROUP INC 2,550.00 143.96 83,117,974.00 83,117,974.00 244142 3/18/09 KRW H20090 32513.9 1439.80 57,728.83 57,728.83

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 52 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/16/09 60 KT+G CORP KRW 5000.0 490.00 65.93 38,070,503.00 38,070,503.00 244003 3/18/09 KRW H20090 77501.1 1439.80 26,441.52 26,441.52

PUR 3/16/09 60 SHINHAN FINANCIAL GROU 3,765.00 149.58 86,367,024.00 86,367,024.00 239492 3/18/09 KRW H20090 22882.2 1439.80 59,985.43 59,985.43

PUR 3/17/09 60 KB FINANCIAL GROUP INC 6,230.00 377.24 213,058,752.00 213,058,752.00 244142 3/19/09 KRW H20090 34113.5 1408.40 151,277.16 151,277.16

PUR 3/17/09 60 KT+G CORP KRW 5000.0 1,670.00 235.42 132,956,088.00 132,956,088.00 244003 3/19/09 KRW H20090 79415.8 1408.40 94,402.22 94,402.22

PUR 3/17/09 60 SHINHAN FINANCIAL GROU 11,130.00 478.82 270,425,924.00 270,425,924.00 239492 3/19/09 KRW H20090 24236.4 1408.40 192,009.32 192,009.32

PUR 3/18/09 60 KB FINANCIAL GROUP INC 4,140.00 248.52 141,525,272.00 141,525,272.00 244142 3/20/09 KRW H20090 34099.6 1420.10 99,658.67 99,658.67

PUR 3/18/09 60 KT+G CORP KRW 5000.0 610.00 48,219,172.00 48,219,172.00 244003 3/20/09 KRW H20090 79047.8 1420.10 33,954.77 33,954.77

PUR 3/18/09 60 SHINHAN FINANCIAL GROU 5,200.00 235.96 134,367,718.00 134,367,718.00 239492 3/20/09 KRW H20090 25775.5 1420.10 94,618.49 94,618.49

PUR 3/23/09 60 KB FINANCIAL GROUP INC 5,620.00 59.42 183,873,200.00 183,873,200.00 244142 3/25/09 KRW H20090 32702.9 1391.80 132,111.80 132,111.80

PUR 3/23/09 60 KT+G CORP KRW 5000.0 1,940.00 48.74 150,837,040.00 150,837,040.00 244003 3/25/09 KRW H20090 77716.0 1391.80 108,375.51 108,375.51

PUR 3/23/09 60 SHINHAN FINANCIAL GROU 6,210.00 51.24 158,561,320.00 158,561,320.00 239492 3/25/09 KRW H20090 25521.7 1391.80 113,925.36 113,925.36

PUR 3/25/09 60 LG ELECTRONICS INC~KRW 2,066.00 350.72 191,478,390.00 191,478,390.00 239484 3/27/09 KRW H20090 92449.6 1361.50 140,637.82 140,637.82 ------51,621.00 2,445.551,832,858,377.00 1,832,858,377.00 1,305,126.90 1,305,126.90 13 TRANSACTIONS IN COUNTRY: KOREA (4500)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 53 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/18/09 60 1,015,000.00 609.131,937,941,132.00 1,937,941,132.00 240301 3/23/09 IDR H20090 1902.12 11965.0 161,967.50 161,967.50

PUR 3/23/09 60 PERUSAHAAN GAS NEGARA 530,000.00 334.671,074,613,801.00 1,074,613,801.00 240301 3/27/09 IDR H20090 2020.28 11549.9 93,040.16 93,040.16 ------1,545,000.00 943.803,012,554,933.00 3,012,554,933.00 255,007.66 255,007.66 2 TRANSACTIONS IN COUNTRY: (4600)

PUR 3/03/09 60 ANGLO LTD ZAR 2,400.00 413.88 968,491.65 968,491.65 245196 3/10/09 ZAR N20090 401.730 10.483 92,386.88 92,386.88

PUR 3/03/09 60 IMPALA PLATINUM HOLDIN 6,200.00 347.45 813,052.35 813,052.35 245197 3/10/09 ZAR N20090 130.550 10.483 77,559.13 77,559.13

PUR 3/03/09 60 IMPALA PLATINUM HOLDIN 4,500.00 280.99 585,480.56 585,480.56 245197 3/10/09 ZAR N20090 129.452 10.483 55,850.48 55,850.48

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PUR 3/03/09 60 IMPALA PLATINUM HOLDIN 13,400.00 745.83 1,741,800.46 1,741,800.46 245197 3/10/09 ZAR N20090 129.402 10.483 166,154.77 166,154.77

PUR 3/04/09 60 ANGLO PLATINUM LTD ZAR 500.00 87.38 202,507.20 202,507.20 245196 3/11/09 ZAR N20090 403.200 10.382 19,505.04 19,505.04

PUR 3/04/09 60 IMPALA PLATINUM HOLDIN 1,700.00 96.16 222,864.04 222,864.04 245197 3/11/09 ZAR N20090 130.509 10.382 21,465.77 21,465.77

PUR 3/05/09 60 ANGLO PLATINUM LTD ZAR 400.00 70.78 165,922.43 165,922.43 245196 3/12/09 ZAR N20090 412.948 10.501 15,800.48 15,800.48

PUR 3/05/09 60 IMPALA PLATINUM HOLDIN 7,900.00 451.99 1,059,489.56 1,059,489.56 245197 3/12/09 ZAR N20090 133.512 10.501 100,893.20 100,893.20

PUR 3/05/09 60 IMPALA PLATINUM HOLDIN 4,300.00 267.39 564,387.90 564,387.90 245197 3/12/09 ZAR N20090 130.600 10.501 53,745.60 53,745.60

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 54 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/06/09 60 IMPALA PLATINUM HOLDIN 500.00 20.31 64,986.20 64,986.20 245197 3/13/09 ZAR N20090 129.545 10.526 6,173.93 6,173.93

PUR 3/06/09 60 IMPALA PLATINUM HOLDIN 2,100.00 128.68 272,254.50 272,254.50 245197 3/13/09 ZAR N20090 129.000 10.526 25,865.20 25,865.20

PUR 3/09/09 60 ANGLO PLATINUM LTD ZAR 600.00 107.18 253,348.26 253,348.26 245196 3/16/09 ZAR N20090 420.356 10.589 23,925.16 23,925.16

PUR 3/09/09 60 IMPALA PLATINUM HOLDIN 2,100.00 272,461.53 272,461.53 245197 3/16/09 ZAR N20090 129.744 10.589 25,730.13 25,730.13

PUR 3/09/09 60 IMPALA PLATINUM HOLDIN 4,300.00 262.48 558,446.95 558,446.95 245197 3/16/09 ZAR N20090 129.225 10.589 52,737.41 52,737.41

PUR 3/09/09 60 IMPALA PLATINUM HOLDIN 2,100.00 82.41 265,326.75 265,326.75 245197 3/16/09 ZAR N20090 125.931 10.589 25,056.35 25,056.35

PUR 3/09/09 60 IMPALA PLATINUM HOLDIN 2,100.00 51.28 271,783.43 271,783.43 245197 3/16/09 ZAR N20090 129.162 10.589 25,666.10 25,666.10

PUR 3/10/09 60 ANGLO PLATINUM LTD ZAR 900.00 164.17 376,908.75 376,908.75 245196 3/17/09 ZAR N20090 416.911 10.285 36,646.45 36,646.45

PUR 3/10/09 60 IMPALA PLATINUM HOLDIN 2,100.00 130.22 269,089.30 269,089.30 245197 3/17/09 ZAR N20090 127.500 10.285 26,163.28 26,163.28

PUR 3/12/09 60 ANGLO PLATINUM LTD ZAR 100.00 18.97 42,173.93 42,173.93 245196 3/19/09 ZAR N20090 419.850 9.960 4,234.33 4,234.33

PUR 3/13/09 60 ANGLO PLATINUM LTD ZAR 300.00 58.74 131,092.67 131,092.67 245196 3/20/09 ZAR N20090 435.018 9.997 13,112.81 13,112.81 ------58,500.00 3,786.29 9,101,868.42 9,101,868.42 868,672.50 868,672.50 20 TRANSACTIONS IN COUNTRY: (6200)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 55 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 2/06/09 60 LOJAS RENNER SA NPV 4,800.00 86.47 65,244.75 65,244.75 244711 3/03/09 BRL N20090 13.552 2.257 28,909.01 28,909.01

PUR 2/25/09 60 LOJAS RENNER SA NPV 2,000.00 33.27 26,508.29 26,508.29 244711 3/02/09 BRL N20090 13.215 2.383 11,123.92 11,123.92

PUR 2/27/09 60 LOJAS RENNER SA NPV 2,000.00 35.03 27,803.56 27,803.56 244711 3/04/09 BRL N20090 13.860 2.374 11,710.21 11,710.21

PUR 3/02/09 60 LOJAS RENNER SA NPV 400.00 6.06 5,354.69 5,354.69 244711 3/05/09 BRL N20090 13.350 2.426 2,207.39 2,207.39

PUR 3/02/09 60 LOJAS RENNER SA NPV 3,100.00 51.67 41,910.25 41,910.25 244711 3/05/09 BRL N20090 13.479 2.426 17,276.88 17,276.88

PUR 3/03/09 60 LOJAS RENNER SA NPV 3,800.00 64.26 52,307.65 52,307.65 244711 3/06/09 BRL N20090 13.724 2.435 21,483.35 21,483.35

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PUR 3/04/09 60 LOJAS RENNER SA NPV 1,800.00 31.70 25,245.81 25,245.81 244711 3/09/09 BRL N20090 13.984 2.382 10,597.24 10,597.24

PUR 3/05/09 60 LOJAS RENNER SA NPV 900.00 16.24 12,895.61 12,895.61 244711 3/10/09 BRL N20090 14.286 2.375 5,430.87 5,430.87 ------18,800.00 324.70 257,270.61 257,270.61 108,738.87 108,738.87 8 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

PUR 3/26/09 60 GRUPO FINANCIERO BANOR 33,500.00 132.07 753,686.52 753,686.52 239199 3/31/09 MXN N20090 22.442 14.231 52,961.27 52,961.27

PUR 3/26/09 60 GRUPO FINANCIERO BANOR 1,900.00 2.92 41,558.04 41,558.04 239199 3/31/09 MXN N20090 21.851 14.231 2,920.27 2,920.27

PUR 3/26/09 60 GRUPO TELEVISA SA USD 3,600.00 144.00 51,495.84 51,495.84 242473 3/31/09 USD N20090 14.264 1.000 51,495.84 51,495.84

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 56 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/26/09 60 GRUPO TELEVISA SA USD 1,800.00 18.00 25,545.78 25,545.78 242473 3/31/09 USD N20090 14.182 1.000 25,545.78 25,545.78

PUR 3/26/09 60 WALMART DE MEXICO-SER 13,600.00 86.01 490,824.00 490,824.00 239211 3/31/09 MXN N20090 36.000 14.231 34,490.02 34,490.02

PUR 3/26/09 60 WALMART DE MEXICO-SER 15,600.00 39.51 562,758.12 562,758.12 239211 3/31/09 MXN N20090 36.038 14.231 39,544.80 39,544.80

PUR 3/26/09 60 WALMART DE MEXICO-SER 2,700.00 17.08 97,443.00 97,443.00 239211 3/31/09 MXN N20090 36.000 14.231 6,847.28 6,847.28 ------72,700.00 439.59 2,023,311.30 2,023,311.30 213,805.26 213,805.26 7 TRANSACTIONS IN COUNTRY: MEXICO (7800)

PUR 3/18/09 60 CESKY TELECOM CZK100 2,800.00 135.10 1,117,625.86 1,117,625.86 243597 3/23/09 CZK N20090 398.157 20.629 54,176.89 54,176.89

PUR 3/18/09 60 CEZ CZK 100.0 4,800.00 504.27 3,477,975.04 3,477,975.04 241312 3/23/09 CZK N20090 722.411 20.629 168,594.76 168,594.76

PUR 3/18/09 60 KOMERCNI BANKA AS CZK 1,400.00 377.15 2,601,192.41 2,601,192.41 240037 3/23/09 CZK N20090 1852.43 20.629 126,092.74 126,092.74

PUR 3/19/09 60 CESKY TELECOM CZK100 2,700.00 167.41 1,096,081.54 1,096,081.54 243597 3/24/09 CZK N20090 404.742 19.583 55,969.93 55,969.93

PUR 3/19/09 60 KOMERCNI BANKA AS CZK 600.00 171.88 1,125,366.00 1,125,366.00 240037 3/24/09 CZK N20090 1870.00 19.583 57,465.30 57,465.30

PUR 3/19/09 60 KOMERCNI BANKA AS CZK 300.00 85.94 562,683.00 562,683.00 240037 3/24/09 CZK N20090 1870.00 19.583 28,732.65 28,732.65

PUR 3/19/09 60 KOMERCNI BANKA AS CZK 1,000.00 69.34 1,941,358.00 1,941,358.00 240037 3/24/09 CZK N20090 1940.00 19.583 99,132.84 99,132.84

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 57 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/23/09 60 CESKY TELECOM CZK100 3,044.00 193.81 1,280,880.47 1,280,880.47 243597 3/26/09 CZK N20090 419.530 19.768 64,795.98 64,795.98

PUR 3/23/09 60 KOMERCNI BANKA AS CZK 100.00 31.57 208,619.28 208,619.28 240037 3/26/09 CZK N20090 2079.95 19.768 10,553.44 10,553.44

PUR 3/24/09 60 KOMERCNI BANKA AS CZK 300.00 101.42 674,856.40 674,856.40 240037 3/27/09 CZK N20090 2242.79 19.902 33,909.49 33,909.49

PUR 3/24/09 60 KOMERCNI BANKA AS CZK 300.00 132.94 664,083.18 664,083.18 240037 3/27/09 CZK N20090 2204.79 19.902 33,368.16 33,368.16

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PUR 3/24/09 60 KOMERCNI BANKA AS CZK 800.00 267.44 1,779,494.36 1,779,494.36 240037 3/27/09 CZK N20090 2217.71 19.902 89,414.19 89,414.19

PUR 3/25/09 60 KOMERCNI BANKA AS CZK 300.00 101.98 687,240.28 687,240.28 240037 3/30/09 CZK N20090 2283.94 20.157 34,093.87 34,093.87 ------18,444.00 2,340.25 17,217,455.82 17,217,455.82 856,300.24 856,300.24 13 TRANSACTIONS IN COUNTRY: THE CZECH REPUBLIC (9700)

PUR 2/25/09 60 OJSC POLYUS GOLD USD 1 799.00 31.96 14,996.12 14,996.12 244929 3/02/09 USD N20090 18.729 1.000 14,996.12 14,996.12

PUR 2/25/09 60 WIMM-BILL-DANN FOODS O 300.00 8,270.16 8,270.16 244811 3/02/09 USD N20090 27.567 1.000 8,270.16 8,270.16

PUR 2/26/09 60 OJSC POLYUS GOLD USD 1 3,435.00 137.40 65,435.38 65,435.38 244929 3/03/09 USD N20090 19.010 1.000 65,435.38 65,435.38

PUR 2/26/09 60 WIMM-BILL-DANN FOODS O 1,200.00 36.00 34,491.24 34,491.24 244811 3/03/09 USD N20090 28.713 1.000 34,491.24 34,491.24

PUR 2/27/09 60 OJSC POLYUS GOLD USD 1 3,340.00 133.60 63,216.92 63,216.92 244929 3/04/09 USD N20090 18.887 1.000 63,216.92 63,216.92

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 58 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 2/27/09 60 WIMM-BILL-DANN FOODS O 200.00 6.00 5,796.12 5,796.12 244811 3/04/09 USD N20090 28.951 1.000 5,796.12 5,796.12

PUR 3/02/09 60 OJSC POLYUS GOLD USD 1 746.00 29.84 13,908.02 13,908.02 244929 3/05/09 USD N20090 18.603 1.000 13,908.02 13,908.02

PUR 3/02/09 60 OJSC POLYUS GOLD USD 1 1,908.00 76.32 34,897.32 34,897.32 244929 3/05/09 USD N20090 18.250 1.000 34,897.32 34,897.32

PUR 3/02/09 60 WIMM-BILL-DANN FOODS O 1,600.00 48.00 44,479.68 44,479.68 244811 3/05/09 USD N20090 27.770 1.000 44,479.68 44,479.68

PUR 3/03/09 60 OJSC POLYUS GOLD USD 1 3,817.00 152.68 67,226.91 67,226.91 244929 3/06/09 USD N20090 17.572 1.000 67,226.91 67,226.91

PUR 3/03/09 60 WIMM-BILL-DANN FOODS O 600.00 18.00 15,824.34 15,824.34 244811 3/06/09 USD N20090 26.344 1.000 15,824.34 15,824.34

PUR 3/03/09 60 WIMM-BILL-DANN FOODS O 900.00 36.00 22,986.00 22,986.00 244811 3/06/09 USD N20090 25.500 1.000 22,986.00 22,986.00

PUR 3/04/09 60 OJSC POLYUS GOLD USD 1 4,446.00 177.84 75,710.49 75,710.49 244929 3/09/09 USD N20090 16.989 1.000 75,710.49 75,710.49

PUR 3/04/09 60 WIMM-BILL-DANN FOODS O 830.00 33.20 23,107.20 23,107.20 244811 3/09/09 USD N20090 27.800 1.000 23,107.20 23,107.20

PUR 3/04/09 60 WIMM-BILL-DANN FOODS O 460.00 13.80 12,672.82 12,672.82 244811 3/09/09 USD N20090 27.520 1.000 12,672.82 12,672.82

PUR 3/04/09 60 WIMM-BILL-DANN FOODS O 1,300.00 52.00 36,452.00 36,452.00 244811 3/09/09 USD N20090 28.000 1.000 36,452.00 36,452.00

PUR 3/05/09 60 OJSC POLYUS GOLD USD 1 433.00 17.32 7,378.32 7,378.32 244929 3/10/09 USD N20090 17.000 1.000 7,378.32 7,378.32

PUR 3/05/09 60 WIMM-BILL-DANN FOODS O 981.00 29.43 27,845.10 27,845.10 244811 3/10/09 USD N20090 28.354 1.000 27,845.10 27,845.10

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 59 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/06/09 60 OJSC POLYUS GOLD USD 1 217.00 8.68 3,806.18 3,806.18 244929 3/11/09 USD N20090 17.500 1.000 3,806.18 3,806.18

PUR 3/06/09 60 WIMM-BILL-DANN FOODS O 600.00 18.00 18,163.26 18,163.26 244811 3/11/09 USD N20090 30.242 1.000 18,163.26 18,163.26

PUR 3/19/09 60 OJSC POLYUS GOLD USD 1 458.00 18.32 9,137.37 9,137.37 244929 3/24/09 USD N20090 19.911 1.000 9,137.37 9,137.37

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PUR 3/23/09 60 OJSC POLYUS GOLD USD 1 1,250.00 50.00 29,112.50 29,112.50 244929 3/26/09 USD N20090 23.250 1.000 29,112.50 29,112.50

PUR 3/23/09 60 OJSC POLYUS GOLD USD 1 1,678.00 67.12 38,983.30 38,983.30 244929 3/26/09 USD N20090 23.192 1.000 38,983.30 38,983.30

PUR 3/24/09 60 OJSC POLYUS GOLD USD 1 2,823.00 112.92 65,337.21 65,337.21 244929 3/27/09 USD N20090 23.105 1.000 65,337.21 65,337.21

PUR 3/25/09 60 OJSC POLYUS GOLD USD 1 1,063.00 42.52 25,207.45 25,207.45 244929 3/30/09 USD N20090 23.673 1.000 25,207.45 25,207.45

PUR 3/25/09 60 OJSC POLYUS GOLD USD 1 451.00 18.04 10,729.29 10,729.29 244929 3/30/09 USD N20090 23.750 1.000 10,729.29 10,729.29

PUR 3/26/09 60 OJSC POLYUS GOLD USD 1 786.00 31.44 18,659.64 18,659.64 244929 3/31/09 USD N20090 23.700 1.000 18,659.64 18,659.64 ------36,621.00 1,396.43 793,830.34 793,830.34 793,830.34 793,830.34 27 TRANSACTIONS IN COUNTRY: RUSSIA (9800)

PUR 3/17/09 60 GAIL INDIA LTD (REG S 7,338.00 184,550.70 184,550.70 244497 3/20/09 USD H20090 25.150 1.000 184,550.70 184,550.70

PUR 3/18/09 60 GAIL INDIA LTD (REG S 1,746.00 45,483.30 45,483.30 244497 3/23/09 USD H20090 26.050 1.000 45,483.30 45,483.30

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 60 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/18/09 60 INFOSYS TECHNOLOGIES-S 5,100.00 153.00 130,319.79 130,319.79 239503 3/23/09 USD H20090 25.523 1.000 130,319.79 130,319.79

PUR 3/18/09 60 LARSEN + TOUBRO LTD IN 15,927.00 197,176.26 197,176.26 239208 3/23/09 USD H20090 12.380 1.000 197,176.26 197,176.26

PUR 3/18/09 60 MAHINDRA +MAHINDRA GDR 31,300.00 222,856.00 222,856.00 239209 3/23/09 USD H20090 7.120 1.000 222,856.00 222,856.00

PUR 3/18/09 60 STATE BK OF INDIA GDR- 4,194.00 158,323.50 158,323.50 242985 3/23/09 USD H20090 37.750 1.000 158,323.50 158,323.50

PUR 3/24/09 60 STATE BK OF INDIA GDR- 1,244.00 51,501.60 51,501.60 242985 3/27/09 USD H20090 41.400 1.000 51,501.60 51,501.60

PUR 3/25/09 60 STATE BK OF INDIA GDR- 4,651.00 190,691.00 190,691.00 242985 3/30/09 USD H20090 41.000 1.000 190,691.00 190,691.00 ------71,500.00 153.00 1,180,902.15 1,180,902.15 1,180,902.15 1,180,902.15 8 TRANSACTIONS IN COUNTRY: INDIA (9980)

------2,670,908.00 14,301.504,878,677,652.64 4,878,677,652.64 6,568,992.56 6,568,992.56 122 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS-EM (2225)

------3,029,408.00 23,552.504,881,210,752.41 4,881,210,752.41 9,102,092.33 9,102,092.33 125 "PUR " TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 61 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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

SALE 3/18/09 60 ISHARES TRUST MSCI EME 50,600.00 512.71 1,197,260.13 2,124,997.60 -927,737.47 242474 3/23/09 USD N20090 23.671 1.000 1,197,260.13 2,124,997.60 -927,737.47

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SALE 3/19/09 60 ISHARES TRUST MSCI EME 47,500.00 481.49 1,157,269.26 1,994,810.00 -837,540.74 242474 3/24/09 USD N20090 24.374 1.000 1,157,269.26 1,994,810.00 -837,540.74 ------98,100.00 994.20 2,354,529.39 4,119,807.60 -1,765,278.21 2,354,529.39 4,119,807.60 - 1,765,278.21 2 TRANSACTIONS IN COUNTRY: KOREA (4500)

------98,100.00 994.20 2,354,529.39 4,119,807.60 -1,765,278.21 2,354,529.39 4,119,807.60 - 1,765,278.21 2 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)

FOREIGN STOCKS-EM (2225) ------

SALE 3/19/09 60 PBG SA 644.00 114.46 127,797.05 179,378.38 - 51,581.33 240030 3/24/09 PLN N20090 199.040 3.360 38,039.36 79,229.52 - 41,190.16

SALE 3/23/09 60 PBG SA 467.00 84.82 94,540.94 130,077.18 - 35,536.24 240030 3/26/09 PLN N20090 203.052 3.354 28,186.68 57,453.70 - 29,267.02

SALE 3/24/09 60 PBG SA 196.00 35.37 39,462.52 54,593.42 - 15,130.90 240030 3/27/09 PLN N20090 201.945 3.357 11,756.34 24,113.33 - 12,356.99

SALE 3/25/09 60 PBG SA 208.00 37.55 41,803.75 57,935.88 - 16,132.13 240030 3/30/09 PLN N20090 201.584 3.350 12,480.22 25,589.66 - 13,109.44

SALE 3/26/09 60 PBG SA 287.00 50.86 56,849.53 79,940.37 - 23,090.84 240030 3/31/09 PLN N20090 198.678 3.363 16,902.90 35,308.81 - 18,405.91 ------1,802.00 323.06 360,453.79 501,925.23 - 141,471.44 107,365.50 221,695.02 - 114,329.52 5 TRANSACTIONS IN COUNTRY: POLAND (2300)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 62 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/24/09 60 TURK TELEKOMUNIKASYON 28,104.00 164.33 108,712.04 115,595.56 -6,883.52 244498 3/26/09 TRY N20090 3.878 1.658 65,568.18 70,466.49 - 4,898.31

SALE 3/24/09 60 TURKCELL ILETISIM HIZM 40,082.00 394.59 310,883.12 345,434.68 -34,551.56 240463 3/26/09 TRY N20090 7.773 1.658 187,504.90 232,661.96 - 45,157.06

SALE 3/25/09 60 TURK TELEKOMUNIKASYON 8,101.00 46.58 30,767.45 33,320.51 -2,553.06 244498 3/27/09 TRY N20090 3.808 1.655 18,587.23 20,312.02 - 1,724.79

SALE 3/25/09 60 TURKCELL ILETISIM HIZM 13,327.00 155.59 102,760.17 114,854.75 -12,094.58 240463 3/27/09 TRY N20090 7.730 1.655 62,079.48 77,358.57 - 15,279.09

SALE 3/26/09 60 TURKCELL ILTSIM HZMTLR 16,349.00 164.57 192,088.23 367,507.53 -175,419.30 239860 3/31/09 USD N20090 11.759 1.000 192,088.23 367,507.53 - 175,419.30

SALE 3/27/09 60 TURK TELEKOMUNIKASYON 72,877.00 417.23 277,265.27 299,752.96 -22,487.69 244498 3/31/09 TRY N20090 3.814 1.666 166,475.69 182,727.94 - 16,252.25 ------178,840.00 1,342.89 1,022,476.28 1,276,465.99 - 253,989.71 692,303.71 951,034.51 - 258,730.80 6 TRANSACTIONS IN COUNTRY: TURKEY (3400)

SALE 2/26/09 60 MAANSHAN IRON + ST ''H 72,000.00 46.33 171,439.94 346,311.69 - 174,871.75 239367 3/02/09 HKD H20090 2.386 7.754 22,111.01 44,401.06 - 22,290.05

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SALE 2/26/09 60 MAANSHAN IRON + ST ''H 272,000.00 132.86 646,656.27 1,308,288.63 -661,632.36 239367 3/02/09 HKD H20090 2.381 7.754 83,400.78 167,737.35 - 84,336.57

SALE 2/27/09 60 MAANSHAN IRON + ST ''H 34,000.00 36.06 77,580.35 163,536.08 - 85,955.73 239367 3/03/09 HKD H20090 2.290 7.755 10,004.30 20,967.17 - 10,962.87

SALE 2/27/09 60 MAANSHAN IRON + ST ''H 142,000.00 87.50 323,649.48 683,003.62 - 359,354.14 239367 3/03/09 HKD H20090 2.284 7.755 41,735.91 87,568.76 - 45,832.85

SALE 2/27/09 60 MAANSHAN IRON + ST ''H 248,000.00 116.20 565,332.52 1,192,851.40 -627,518.88 239367 3/03/09 HKD H20090 2.283 7.755 72,901.92 152,937.00 - 80,035.08

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 63 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/02/09 60 MAANSHAN IRON + ST ''H 108,000.00 63.57 235,357.33 519,467.54 - 284,110.21 239367 3/04/09 HKD H20090 2.184 7.757 30,342.85 66,601.60 - 36,258.75

SALE 3/02/09 60 MAANSHAN IRON + ST ''H 152,000.00 68.22 331,955.64 731,102.47 - 399,146.83 239367 3/04/09 HKD H20090 2.187 7.757 42,796.54 93,735.58 - 50,939.04

SALE 3/03/09 60 MAANSHAN IRON + ST ''H 136,000.00 62.69 305,132.89 654,144.31 - 349,011.42 239367 3/05/09 HKD H20090 2.247 7.758 39,331.89 83,868.68 - 44,536.79

SALE 3/23/09 60 CHINA MOBILE LTD 58,500.00 752.09 3,779,097.73 5,815,085.89 -2,035,988.16 239295 3/25/09 HKD H20090 64.700 7.750 487,612.93 746,766.29 - 259,153.36 ------1,222,500.00 1,365.52 6,436,202.15 11,413,791.63 -4,977,589.48 830,238.13 1,464,583.49 - 634,345.36 9 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

SALE 3/16/09 60 CHEIL INDUSTRIES INC 187.00 26.53 6,907,344.00 8,799,097.79 -1,891,753.79 239475 3/18/09 KRW H20090 37141.9 1439.80 4,797.43 8,534.06 -3,736.63

SALE 3/16/09 60 CHEIL WORLDWIDE INC 18.00 11.11 2,893,304.00 4,498,772.13 -1,605,468.13 239474 3/18/09 KRW H20090 161627. 1439.79 2,009.52 4,520.34 -2,510.82

SALE 3/16/09 60 LG CHEM LTD KRW 5000.0 133.00 43.29 11,270,553.00 11,733,499.62 -462,946.62 239483 3/18/09 KRW H20090 85209.6 1439.80 7,827.86 11,469.71 -3,641.85

SALE 3/16/09 60 NHN CORP 208.00 110.78 28,840,781.00 35,262,500.06 -6,421,719.06 239486 3/18/09 KRW H20090 139424. 1439.80 20,031.10 32,800.14 -12,769.04

SALE 3/16/09 60 ELECTRONICS CO 116.00 230.87 60,105,577.00 67,914,917.21 -7,809,340.21 239489 3/18/09 KRW H20090 521017. 1439.80 41,745.78 63,506.13 -21,760.35

SALE 3/16/09 60 SK TELECOM CO LTD KRW 204.00 143.74 37,424,036.00 43,967,372.53 -6,543,336.53 243412 3/18/09 KRW H20090 184465. 1439.80 25,992.52 33,173.78 -7,181.26

SALE 3/17/09 60 CHEIL INDUSTRIES INC 666.00 98.36 25,049,714.00 31,337,963.26 -6,288,249.26 239475 3/19/09 KRW H20090 37820.1 1408.40 17,785.94 30,394.03 -12,608.09

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 64 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/17/09 60 CHEIL WORLDWIDE INC 21.00 13.79 3,513,180.00 5,248,567.48 -1,735,387.48 239474 3/19/09 KRW H20090 168219. 1408.39 2,494.45 5,273.73 -2,779.28

SALE 3/17/09 60 LG CHEM LTD KRW 5000.0 998.00 334.48 85,181,696.00 88,045,358.04 -2,863,662.04 239483 3/19/09 KRW H20090 85824.4 1408.40 60,481.18 86,065.96 -25,584.78

SALE 3/17/09 60 NHN CORP 1,332.00 730.78 186,104,133.00 225,815,625.36 -39,711,492.36 239486 3/19/09 KRW H20090 140490. 1408.40 132,138.69 210,047.05 -77,908.36

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SALE 3/17/09 60 CO 605.00 1,240.95 316,027,738.00 354,211,421.65 -38,183,683.65 239489 3/19/09 KRW H20090 525248. 1408.40 224,387.77 331,217.33 -106,829.56

SALE 3/17/09 60 SK TELECOM CO LTD KRW 903.00 659.48 167,946,194.00 194,620,281.36 -26,674,087.36 243412 3/19/09 KRW H20090 187015. 1408.40 119,246.09 146,842.78 -27,596.69

SALE 3/18/09 60 CHEIL INDUSTRIES INC 139.00 20.43 5,247,270.00 6,540,505.85 -1,293,235.85 239475 3/20/09 KRW H20090 37958.9 1420.10 3,695.00 6,343.50 -2,648.50

SALE 3/18/09 60 CHEIL WORLDWIDE INC 6.00 3.97 1,019,982.00 1,499,590.71 - 479,608.71 239474 3/20/09 KRW H20090 170936. 1420.09 718.25 1,506.78 -788.53

SALE 3/18/09 60 SK TELECOM CO LTD KRW 379.00 273.39 70,201,262.00 81,684,481.32 -11,483,219.32 243412 3/20/09 KRW H20090 186251. 1420.10 49,434.03 61,631.69 -12,197.66

SALE 3/18/09 60 SK TELECOM CO LTD KRW 2,800.00 84.23 40,860.73 54,266.52 - 13,405.79 243413 3/23/09 USD H20090 14.623 1.000 40,860.73 54,266.52 - 13,405.79

SALE 3/19/09 60 SK TELECOM CO LTD KRW 1,200.00 24.10 17,498.54 23,257.08 - 5,758.54 243413 3/24/09 USD H20090 14.602 1.000 17,498.54 23,257.08 - 5,758.54

SALE 3/19/09 60 SK TELECOM CO LTD KRW 3,900.00 117.32 56,938.51 75,585.51 - 18,647.00 243413 3/24/09 USD H20090 14.630 1.000 56,938.51 75,585.51 - 18,647.00

SALE 3/23/09 60 CHEIL INDUSTRIES INC 1,085.00 164.22 41,329,284.00 51,053,588.80 -9,724,304.80 239475 3/25/09 KRW H20090 38302.1 1391.80 29,694.84 49,515.80 -19,820.96

SALE 3/23/09 60 CHEIL WORLDWIDE INC 77.00 51.86 13,052,479.00 19,244,747.44 -6,192,268.44 239474 3/25/09 KRW H20090 170450. 1391.80 9,378.13 19,337.00 -9,958.87

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 65 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/24/09 60 CHEIL INDUSTRIES INC 446.00 69.09 17,276,916.00 20,986,083.51 -3,709,167.51 239475 3/26/09 KRW H20090 38951.7 1383.00 12,492.35 20,353.96 -7,861.61

SALE 3/24/09 60 CHEIL WORLDWIDE INC 64.00 42.86 10,720,226.00 15,995,634.23 -5,275,408.23 239474 3/26/09 KRW H20090 168429. 1383.00 7,751.43 16,072.31 -8,320.88

SALE 3/25/09 60 CHEIL INDUSTRIES INC 118.00 18.61 4,581,583.00 5,552,371.87 -970,788.87 239475 3/27/09 KRW H20090 39041.6 1361.50 3,365.10 5,385.13 -2,020.03

SALE 3/25/09 60 CHEIL WORLDWIDE INC 8.00 5.39 1,326,534.00 1,999,454.28 - 672,920.28 239474 3/27/09 KRW H20090 166733. 1361.49 974.32 2,009.04 -1,034.72

SALE 3/25/09 60 SAMSUNG ELECTRONICS CO 252.00 562.73 138,537,391.00 147,539,302.90 -9,001,911.90 239489 3/27/09 KRW H20090 552791. 1361.50 101,753.50 137,961.60 -36,208.10 ------15,865.00 5,082.361,234,672,474.78 1,423,704,246.51 -189031771.73 993,493.06 1,437,070.96 - 443,577.90 25 TRANSACTIONS IN COUNTRY: KOREA (4500)

SALE 2/23/09 60 MASSMART ZAR0.01 8,900.00 123.27 616,813.37 684,510.31 -67,696.94 242127 3/02/09 ZAR N20090 69.444 10.038 61,447.84 88,123.34 -26,675.50

SALE 2/23/09 60 MASSMART ZAR0.01 4,300.00 59.80 299,539.72 330,718.46 - 31,178.74 242127 3/02/09 ZAR N20090 69.800 10.038 29,840.58 42,576.44 -12,735.86

SALE 2/24/09 60 MASSMART ZAR0.01 5,600.00 78.24 387,888.21 430,703.11 - 42,814.90 242127 3/03/09 ZAR N20090 69.405 9.945 39,004.52 55,448.39 - 16,443.87

SALE 2/24/09 60 MASSMART ZAR0.01 12,084.00 211.30 837,736.73 929,395.79 -91,659.06 242127 3/03/09 ZAR N20090 69.500 9.945 84,239.52 119,649.71 - 35,410.19

SALE 2/24/09 60 MASSMART ZAR0.01 5,600.00 78.35 388,420.82 430,703.11 - 42,282.29 242127 3/03/09 ZAR N20090 69.500 9.945 39,058.07 55,448.39 - 16,390.32

SALE 3/03/09 60 MASSMART ZAR0.01 4,000.00 52.43 273,050.33 307,645.08 - 34,594.75 242127 3/10/09 ZAR N20090 68.400 10.483 26,046.96 39,605.99 -13,559.03

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 66 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/03/09 60 MASSMART ZAR0.01 7,900.00 129.30 540,391.01 607,599.04 -67,208.03 242127 3/10/09 ZAR N20090 68.576 10.483 51,549.27 78,221.84 -26,672.57

SALE 3/03/09 60 MR PRICE GROUP LTD 3,300.00 14.56 76,092.87 74,845.76 1,247.11 242128 3/10/09 ZAR N20090 23.105 10.483 7,258.69 9,111.89 -1,853.20

SALE 3/03/09 60 NASPERS LTD ZAR 0.02 3,000.00 109.86 449,322.62 563,037.44 - 113,714.82 242613 3/10/09 ZAR N20090 150.158 10.483 42,862.03 71,032.29 -28,170.26

SALE 3/03/09 60 TIGER BRANDS LTD ZAR 0 19,800.00 467.42 2,445,076.81 2,725,209.96 -280,133.15 243220 3/10/09 ZAR N20090 123.736 10.483 233,242.09 292,310.75 -59,068.66

SALE 3/04/09 60 MASSMART ZAR0.01 4,000.00 52.22 270,257.86 307,645.08 - 37,387.22 242127 3/11/09 ZAR N20090 67.700 10.382 26,030.63 39,605.99 -13,575.36

SALE 3/04/09 60 MR PRICE GROUP LTD 1,000.00 2.74 23,622.67 22,680.53 942.14 242128 3/11/09 ZAR N20090 23.651 10.382 2,275.28 2,761.18 -485.90

SALE 3/05/09 60 MASSMART ZAR0.01 2,200.00 35.07 142,472.19 169,204.79 - 26,732.60 242127 3/12/09 ZAR N20090 64.928 10.501 13,567.36 21,783.30 -8,215.94

SALE 3/05/09 60 MR PRICE GROUP LTD 7,200.00 32.12 168,149.89 163,299.85 4,850.04 242128 3/12/09 ZAR N20090 23.401 10.501 16,012.60 19,880.49 -3,867.89

SALE 3/05/09 60 SASOL LTD 1,300.00 64.57 338,341.94 519,993.26 - 181,651.32 240299 3/12/09 ZAR N20090 260.785 10.501 32,219.67 66,425.32 -34,205.65

SALE 3/06/09 60 MASSMART ZAR0.01 10,700.00 157.18 659,605.53 822,950.59 -163,345.06 242127 3/13/09 ZAR N20090 61.800 10.526 62,665.00 105,946.04 -43,281.04

SALE 3/06/09 60 MASSMART ZAR0.01 17,900.00 268.20 1,103,658.34 1,376,711.74 -273,053.40 242127 3/13/09 ZAR N20090 61.815 10.526 104,851.68 177,236.83 -72,385.15

SALE 3/06/09 60 SASOL LTD 1,000.00 50.52 258,051.59 399,994.81 - 141,943.22 240299 3/13/09 ZAR N20090 258.583 10.526 24,515.87 51,096.40 -26,580.53

SALE 3/06/09 60 TIGER BRANDS LTD ZAR 0 6,400.00 185.45 778,848.00 880,875.95 - 102,027.95 243220 3/13/09 ZAR N20090 122.000 10.526 73,993.48 94,484.28 -20,490.80

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 67 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/06/09 60 TIGER BRANDS LTD ZAR 0 5,300.00 126.26 644,865.05 729,475.39 - 84,610.34 243220 3/13/09 ZAR N20090 121.923 10.526 61,264.60 78,244.80 -16,980.20

SALE 3/09/09 60 MASSMART ZAR0.01 4,000.00 58.69 247,978.50 307,645.08 - 59,666.58 242127 3/16/09 ZAR N20090 62.150 10.589 23,418.06 39,605.99 -16,187.93

SALE 3/10/09 60 MASSMART ZAR0.01 15,200.00 186.73 958,345.55 1,169,051.31 -210,705.76 242127 3/17/09 ZAR N20090 63.175 10.285 93,178.95 150,502.78 -57,323.83

SALE 3/10/09 60 MASSMART ZAR0.01 3,900.00 47.78 245,208.60 299,953.95 - 54,745.35 242127 3/17/09 ZAR N20090 63.000 10.285 23,841.38 38,615.84 -14,774.46

SALE 3/11/09 60 MASSMART ZAR0.01 2,900.00 13.01 188,440.50 223,042.68 - 34,602.18 242127 3/18/09 ZAR N20090 65.025 10.142 18,579.30 28,714.35 -10,135.05

SALE 3/11/09 60 MASSMART ZAR0.01 1,400.00 7.24 91,677.56 107,675.78 - 15,998.22 242127 3/18/09 ZAR N20090 65.536 10.143 9,038.95 13,862.10 -4,823.15

SALE 3/13/09 60 MASSMART ZAR0.01 3,400.00 11.69 232,658.37 261,498.32 - 28,839.95 242127 3/20/09 ZAR N20090 68.463 9.997 23,272.12 33,665.10 - 10,392.98

SALE 3/13/09 60 MASSMART ZAR0.01 16,983.00 232.90 1,161,856.28 1,306,184.11 -144,327.83 242127 3/20/09 ZAR N20090 68.550 9.997 116,217.01 168,157.15 - 51,940.14

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SALE 3/17/09 60 SASOL LTD 500.00 6.69 132,968.71 199,997.41 - 67,028.70 240299 3/24/09 ZAR N20090 266.071 9.979 13,324.19 25,548.20 - 12,224.01 ------179,767.00 2,863.59 13,961,339.62 16,352,248.69 -2,390,909.07 1,352,815.70 2,007,665.17 - 654,849.47 28 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)

SALE 2/25/09 60 CYRELA BRAZIL REALTY 19,200.00 179.12 141,858.34 455,108.25 -313,249.91 239533 3/02/09 BRL N20090 7.411 2.383 59,529.31 268,611.22 - 209,081.91

SALE 2/26/09 60 CYRELA BRAZIL REALTY 18,400.00 172.09 134,189.02 436,145.41 -301,956.39 239533 3/03/09 BRL N20090 7.315 2.347 57,186.88 257,419.09 - 200,232.21

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 68 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 2/27/09 60 CYRELA BRAZIL REALTY 29,100.00 258.24 203,764.90 689,773.44 -486,008.54 239533 3/04/09 BRL N20090 7.023 2.374 85,821.04 407,113.88 - 321,292.84

SALE 3/02/09 60 CYRELA BRAZIL REALTY 8,225.00 68.70 55,387.46 194,961.74 -139,574.28 239533 3/05/09 BRL N20090 6.754 2.426 22,832.66 115,069.13 - 92,236.47 ------74,925.00 678.15 535,199.72 1,775,988.84 - 1,240,789.12 225,369.89 1,048,213.32 - 822,843.43 4 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

SALE 2/25/09 60 BANCOLOMBIA S.A. SPONS 3,900.00 156.37 64,410.47 138,231.09 -73,820.62 240863 3/02/09 USD N20090 16.556 1.000 64,410.47 138,231.09 - 73,820.62

SALE 2/25/09 60 BANCOLOMBIA S.A. SPONS 2,800.00 112.26 46,299.42 99,242.83 -52,943.41 240863 3/02/09 USD N20090 16.576 1.000 46,299.42 99,242.83 - 52,943.41

SALE 2/26/09 60 BANCOLOMBIA S.A. SPONS 3,200.00 128.31 54,187.53 113,420.38 -59,232.85 240863 3/03/09 USD N20090 16.974 1.000 54,187.53 113,420.38 - 59,232.85

SALE 2/26/09 60 BANCOLOMBIA S.A. SPONS 3,800.00 152.37 64,397.85 134,686.70 -70,288.85 240863 3/03/09 USD N20090 16.987 1.000 64,397.85 134,686.70 - 70,288.85

SALE 2/27/09 60 BANCOLOMBIA S.A. SPONS 1,257.00 50.40 21,179.95 44,552.94 - 23,372.99 240863 3/04/09 USD N20090 16.890 1.000 21,179.95 44,552.94 - 23,372.99 ------14,957.00 599.71 250,475.22 530,133.94 - 279,658.72 250,475.22 530,133.94 - 279,658.72 5 TRANSACTIONS IN COUNTRY: COLOMBIA (7700)

SALE 3/05/09 60 AMERICA MOVIL-ADR SERI 11,600.00 465.60 284,073.12 603,960.81 - 319,887.69 239497 3/10/09 USD N20090 24.529 1.000 284,073.12 603,960.81 - 319,887.69

SALE 3/05/09 60 CORPORACION GEO S.A.B- 10,700.00 23.18 141,361.86 357,644.56 - 216,282.70 239214 3/10/09 MXN N20090 13.245 15.284 9,248.89 33,733.72 -24,484.83

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 69 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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-

SALE 3/05/09 60 EMPRESAS ICA S.A.B 2,100.00 7.13 43,466.06 135,004.32 - 91,538.26 239213 3/10/09 MXN N20090 20.750 15.284 2,843.86 12,712.71 -9,868.85

SALE 3/05/09 60 EMPRESAS ICA S.A.B 5,100.00 17.12 104,378.16 327,867.64 - 223,489.48 239213 3/10/09 MXN N20090 20.518 15.284 6,829.15 30,873.72 -24,044.57

SALE 3/05/09 60 FOMENTO ECONOMICO MEXI 7,500.00 300.84 149,636.16 242,733.92 -93,097.76 243409 3/10/09 USD N20090 19.992 1.000 149,636.16 242,733.92 - 93,097.76

SALE 3/05/09 60 GRUPO TELEVISA SA USD 15,500.00 620.98 172,868.97 376,814.37 - 203,945.40 242473 3/10/09 USD N20090 11.193 1.000 172,868.97 376,814.37 - 203,945.40

SALE 3/06/09 60 CORPORACION GEO S.A.B- 1,600.00 3.42 20,827.80 53,479.56 - 32,651.76 239214 3/11/09 MXN N20090 13.050 15.280 1,363.09 5,044.29 -3,681.20

SALE 3/06/09 60 CORPORACION GEO S.A.B- 5,700.00 11.73 71,493.19 190,520.93 - 119,027.74 239214 3/11/09 MXN N20090 12.574 15.280 4,678.93 17,970.30 -13,291.37

SALE 3/06/09 60 EMPRESAS ICA S.A.B 10,500.00 34.69 211,469.20 675,021.61 - 463,552.41 239213 3/11/09 MXN N20090 20.190 15.280 13,839.79 63,563.54 -49,723.75

SALE 3/06/09 60 FOMENTO ECONOMICO MEXI 7,500.00 300.84 149,463.66 242,733.92 -93,270.26 243409 3/11/09 USD N20090 19.969 1.000 149,463.66 242,733.92 - 93,270.26

SALE 3/06/09 60 FOMENTO ECONOMICO MEXI 1,000.00 10.12 19,847.18 32,364.52 - 12,517.34 243409 3/11/09 USD N20090 19.857 1.000 19,847.18 32,364.52 - 12,517.34

SALE 3/06/09 60 GRUPO TELEVISA SA USD 8,400.00 336.53 93,488.95 204,209.08 - 110,720.13 242473 3/11/09 USD N20090 11.170 1.000 93,488.95 204,209.08 - 110,720.13

SALE 3/09/09 60 CORPORACION GEO S.A.B- 47,000.00 99.32 609,472.50 1,570,962.08 -961,489.58 239214 3/12/09 MXN N20090 13.000 15.380 39,627.09 148,176.16 -108,549.07

SALE 3/09/09 60 CORPORACION GEO S.A.B- 1,100.00 .95 14,554.71 36,767.20 - 22,212.49 239214 3/12/09 MXN N20090 13.245 15.380 946.33 3,467.95 -2,521.62

SALE 3/09/09 60 EMPRESAS ICA S.A.B 6,800.00 21.21 130,167.13 437,156.85 - 306,989.72 239213 3/12/09 MXN N20090 19.190 15.380 8,463.29 41,164.96 -32,701.67

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 70 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/09/09 60 FOMENTO ECONOMICO MEXI 4,100.00 164.47 82,519.82 132,694.54 -50,174.72 243409 3/12/09 USD N20090 20.167 1.000 82,519.82 132,694.54 - 50,174.72

SALE 3/10/09 60 CORPORACION GEO S.A.B- 12,200.00 26.55 161,949.27 407,781.65 - 245,832.38 239214 3/13/09 MXN N20090 13.308 15.289 10,592.88 38,462.75 -27,869.87

SALE 3/10/09 60 CORPORACION GEO S.A.B- 12,500.00 10.77 164,462.87 417,809.07 - 253,346.20 239214 3/13/09 MXN N20090 13.170 15.289 10,757.29 39,408.55 -28,651.26

SALE 3/10/09 60 CORPORACION GEO S.A.B- 7,200.00 15.85 96,702.76 240,658.02 - 143,955.26 239214 3/13/09 MXN N20090 13.465 15.288 6,325.20 22,699.33 -16,374.13

SALE 3/10/09 60 EMPRESAS ICA S.A.B 37,400.00 120.00 732,024.41 2,404,362.67 -1,672,338.26 239213 3/13/09 MXN N20090 19.622 15.289 47,880.72 226,407.26 -178,526.54

SALE 3/10/09 60 EMPRESAS ICA S.A.B 40,700.00 130.41 795,526.77 2,616,512.32 -1,820,985.55 239213 3/13/09 MXN N20090 19.595 15.289 52,034.32 246,384.37 -194,350.05

SALE 3/11/09 60 CORPORACION GEO S.A.B- 21,300.00 47.40 286,843.87 711,946.65 - 425,102.78 239214 3/17/09 MXN N20090 13.501 15.166 18,913.74 67,152.17 -48,238.43

SALE 3/11/09 60 CORPORACION GEO S.A.B- 2,700.00 2.39 36,233.10 90,246.76 - 54,013.66 239214 3/17/09 MXN N20090 13.433 15.166 2,389.12 8,512.25 -6,123.13

SALE 3/11/09 60 CORPORACION GEO S.A.B- 10,300.00 22.87 138,375.65 344,274.67 - 205,899.02 239214 3/17/09 MXN N20090 13.468 15.166 9,124.13 32,472.65 -23,348.52

SALE 3/11/09 60 EMPRESAS ICA S.A.B 22,000.00 71.67 433,692.45 1,414,330.98 - 980,638.53

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239213 3/17/09 MXN N20090 19.763 15.166 28,596.55 133,180.74 -104,584.19

SALE 3/11/09 60 EMPRESAS ICA S.A.B 13,300.00 43.00 260,218.01 855,027.37 - 594,809.36 239213 3/17/09 MXN N20090 19.614 15.166 17,158.10 80,513.81 -63,355.71

SALE 3/11/09 60 EMPRESAS ICA S.A.B 10,200.00 31.96 201,494.63 655,735.27 - 454,240.64 239213 3/17/09 MXN N20090 19.802 15.166 13,286.03 61,747.44 -48,461.41

SALE 3/12/09 60 CORPORACION GEO S.A.B- 3,200.00 2.91 43,365.87 106,959.12 - 63,593.25 239214 3/18/09 MXN N20090 13.565 14.920 2,906.54 10,088.59 -7,182.05

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 71 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/12/09 60 CORPORACION GEO S.A.B- 60,300.00 138.65 825,392.07 2,015,510.93 -1,190,118.86 239214 3/18/09 MXN N20090 13.722 14.920 55,320.81 190,106.86 -134,786.05

SALE 3/12/09 60 CORPORACION GEO S.A.B- 18,100.00 41.55 247,322.99 604,987.52 - 357,664.53 239214 3/18/09 MXN N20090 13.699 14.920 16,576.50 57,063.58 -40,487.08

SALE 3/12/09 60 EMPRESAS ICA S.A.B 47,140.00 160.15 953,397.60 3,030,525.56 -2,077,127.96 239213 3/18/09 MXN N20090 20.276 14.920 63,900.22 285,370.01 -221,469.79

SALE 3/12/09 60 EMPRESAS ICA S.A.B 8,700.00 27.81 172,482.76 559,303.62 - 386,820.86 239213 3/18/09 MXN N20090 19.873 14.920 11,560.43 52,666.93 -41,106.50

SALE 3/12/09 60 EMPRESAS ICA S.A.B 33,600.00 113.52 675,819.98 2,160,069.14 -1,484,249.16 239213 3/18/09 MXN N20090 20.164 14.920 45,295.94 203,403.32 -158,107.38

SALE 3/26/09 60 FOMENTO ECONOMICO MEXI 8,100.00 292.79 211,603.21 262,152.64 -50,549.43 243409 3/31/09 USD N20090 26.160 1.000 211,603.21 262,152.64 - 50,549.43

SALE 3/26/09 60 FOMENTO ECONOMICO MEXI 300.00 12.04 7,862.96 9,709.36 - 1,846.40 243409 3/31/09 USD N20090 26.250 1.000 7,862.96 9,709.36 - 1,846.40

SALE 3/26/09 60 FOMENTO ECONOMICO MEXI 2,400.00 96.35 62,844.37 77,674.86 - 14,830.49 243409 3/31/09 USD N20090 26.225 1.000 62,844.37 77,674.86 - 14,830.49 ------517,840.00 3,826.77 8,806,704.07 24,605,514.09 -15,798,810.02 1,734,667.34 4,297,395.98 - 2,562,728.64 36 TRANSACTIONS IN COUNTRY: MEXICO (7800)

SALE 3/03/09 60 COPA HOLDINGS SA-CLASS 200.00 8.03 4,793.05 7,084.15 - 2,291.10 240862 3/06/09 USD N20090 24.005 1.000 4,793.05 7,084.15 - 2,291.10

SALE 3/04/09 60 COPA HOLDINGS SA-CLASS 400.00 16.06 9,709.86 14,168.30 - 4,458.44 240862 3/09/09 USD N20090 24.315 1.000 9,709.86 14,168.30 - 4,458.44

SALE 3/05/09 60 COPA HOLDINGS SA-CLASS 300.00 12.04 6,805.76 10,626.22 - 3,820.46 240862 3/10/09 USD N20090 22.726 1.000 6,805.76 10,626.22 - 3,820.46

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 72 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/06/09 60 COPA HOLDINGS SA-CLASS 200.00 8.03 4,392.51 7,084.15 - 2,691.64 240862 3/11/09 USD N20090 22.003 1.000 4,392.51 7,084.15 - 2,691.64

SALE 3/09/09 60 COPA HOLDINGS SA-CLASS 400.00 16.06 9,124.78 14,168.30 - 5,043.52

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240862 3/12/09 USD N20090 22.852 1.000 9,124.78 14,168.30 - 5,043.52

SALE 3/10/09 60 COPA HOLDINGS SA-CLASS 600.00 24.08 14,358.10 21,252.45 - 6,894.35 240862 3/13/09 USD N20090 23.970 1.000 14,358.10 21,252.45 - 6,894.35

SALE 3/11/09 60 COPA HOLDINGS SA-CLASS 300.00 12.04 7,213.73 10,626.22 - 3,412.49 240862 3/16/09 USD N20090 24.086 1.000 7,213.73 10,626.22 - 3,412.49

SALE 3/12/09 60 COPA HOLDINGS SA-CLASS 640.00 25.69 15,300.13 22,669.28 - 7,369.15 240862 3/17/09 USD N20090 23.947 1.000 15,300.13 22,669.28 - 7,369.15

SALE 3/13/09 60 COPA HOLDINGS SA-CLASS 260.00 10.44 6,317.41 9,209.39 - 2,891.98 240862 3/18/09 USD N20090 24.338 1.000 6,317.41 9,209.39 - 2,891.98

SALE 3/16/09 60 COPA HOLDINGS SA-CLASS 500.00 20.07 12,431.03 17,710.37 - 5,279.34 240862 3/19/09 USD N20090 24.902 1.000 12,431.03 17,710.37 - 5,279.34 ------3,800.00 152.54 90,446.36 134,598.83 - 44,152.47 90,446.36 134,598.83 - 44,152.47 10 TRANSACTIONS IN COUNTRY: PANAMA (8200)

SALE 2/25/09 60 OAO GAZPROM-SPON ADR R 1,800.00 72.00 23,138.75 95,336.06 - 72,197.31 239196 3/02/09 USD N20090 12.895 1.000 23,138.75 95,336.06 - 72,197.31

SALE 2/25/09 60 OJSC OC ROSNEFT USD 0. 4,344.00 43.44 14,094.10 39,576.20 - 25,482.10 240714 3/02/09 USD N20090 3.254 1.000 14,094.10 39,576.20 - 25,482.10

SALE 2/25/09 60 OJSC OC ROSNEFT USD 0. 9,689.00 290.67 31,302.07 88,272.05 - 56,969.98 240714 3/02/09 USD N20090 3.261 1.000 31,302.07 88,272.05 - 56,969.98

SALE 2/25/09 60 RUSHYDRO CLS 456,100.00 15.60 7,783.71 25,039.57 - 17,255.86 242612 3/04/09 USD N20090 .017 1.000 7,783.71 25,039.57 - 17,255.86

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 73 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 2/26/09 60 RUSHYDRO CLS 471,900.00 16.23 8,100.45 25,906.98 - 17,806.53 242612 3/05/09 USD N20090 .017 1.000 8,100.45 25,906.98 - 17,806.53

SALE 2/26/09 60 RUSHYDRO CLS 471,900.00 16.24 8,105.16 25,906.98 - 17,801.82 242612 3/05/09 USD N20090 .017 1.000 8,105.16 25,906.98 - 17,801.82

SALE 3/02/09 60 VIMPEL COMMUNICATI SPN 1,400.00 14.04 7,070.66 26,339.54 -19,268.88 239514 3/05/09 USD N20090 5.061 1.000 7,070.66 26,339.54 - 19,268.88

SALE 3/03/09 60 OAO GAZPROM-SPON ADR R 1,100.00 44.00 13,519.33 58,260.93 - 44,741.60 239196 3/06/09 USD N20090 12.330 1.000 13,519.33 58,260.93 - 44,741.60

SALE 3/03/09 60 OJSC OC ROSNEFT USD 0. 17,468.00 174.68 60,262.99 159,142.97 - 98,879.98 240714 3/06/09 USD N20090 3.460 1.000 60,262.99 159,142.97 - 98,879.98

SALE 3/03/09 60 RUSHYDRO CLS 629,800.00 20.53 10,245.21 34,575.57 - 24,330.36 242612 3/11/09 USD N20090 .016 1.000 10,245.21 34,575.57 - 24,330.36

SALE 3/03/09 60 RUSHYDRO CLS 472,300.00 15.60 7,785.38 25,928.94 - 18,143.56 242612 3/05/09 USD N20090 .017 1.000 7,785.38 25,928.94 - 18,143.56

SALE 3/03/09 60 VIMPEL COMMUNICATI SPN 9,200.00 276.26 45,868.18 173,088.41 -127,220.23

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239514 3/06/09 USD N20090 5.016 1.000 45,868.18 173,088.41 - 127,220.23

SALE 3/03/09 60 VIMPEL COMMUNICATI SPN 5,900.00 212.57 29,433.16 111,002.35 -81,569.19 239514 3/06/09 USD N20090 5.025 1.000 29,433.16 111,002.35 - 81,569.19

SALE 3/04/09 60 OAO GAZPROM-SPON ADR R 2,054.00 82.16 25,771.13 108,789.04 - 83,017.91 239196 3/09/09 USD N20090 12.587 1.000 25,771.13 108,789.04 - 83,017.91

SALE 3/04/09 60 OJSC OC ROSNEFT USD 0. 10,765.00 322.95 37,957.19 98,075.00 - 60,117.81 240714 3/09/09 USD N20090 3.556 1.000 37,957.19 98,075.00 - 60,117.81

SALE 3/04/09 60 RUSHYDRO CLS 78,700.00 1,314.29 4,320.57 - 3,006.28 242612 3/12/09 USD N20090 .017 1.000 1,314.29 4,320.57 - 3,006.28

SALE 3/04/09 60 RUSHYDRO CLS 1,574,400.00 52.58 26,239.90 86,433.45 - 60,193.55 242612 3/11/09 USD N20090 .017 1.000 26,239.90 86,433.45 - 60,193.55

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 74 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/04/09 60 VIMPEL COMMUNICATI SPN 9,200.00 276.27 48,094.57 173,088.41 -124,993.84 239514 3/09/09 USD N20090 5.258 1.000 48,094.57 173,088.41 - 124,993.84

SALE 3/04/09 60 VIMPEL COMMUNICATI SPN 5,900.00 212.58 31,411.42 111,002.35 -79,590.93 239514 3/09/09 USD N20090 5.360 1.000 31,411.42 111,002.35 - 79,590.93

SALE 3/05/09 60 RUSHYDRO CLS 472,300.00 7,745.72 25,928.94 - 18,183.22 242612 3/13/09 USD N20090 .016 1.000 7,745.72 25,928.94 - 18,183.22

SALE 3/06/09 60 VIMPEL COMMUNICATI SPN 1,600.00 48.04 7,926.04 30,102.33 -22,176.29 239514 3/11/09 USD N20090 4.984 1.000 7,926.04 30,102.33 - 22,176.29

SALE 3/09/09 60 VIMPEL COMMUNICATI SPN 3,575.00 107.35 17,788.39 67,259.90 -49,471.51 239514 3/12/09 USD N20090 5.006 1.000 17,788.39 67,259.90 - 49,471.51

SALE 3/09/09 60 VIMPEL COMMUNICATI SPN 2,200.00 79.27 10,925.57 41,390.71 -30,465.14 239514 3/12/09 USD N20090 5.002 1.000 10,925.57 41,390.71 - 30,465.14

SALE 3/10/09 60 RUSHYDRO CLS 2,005,873.00 35,503.95 110,121.01 - 74,617.06 242612 3/17/09 USD N20090 .018 1.000 35,503.95 110,121.01 - 74,617.06 ------6,719,468.00 2,393.06 517,387.32 1,744,888.26 -1,227,500.94 517,387.32 1,744,888.26 - 1,227,500.94 24 TRANSACTIONS IN COUNTRY: RUSSIA (9800)

SALE 3/06/09 60 HDFC BANK LTD ADR REPS 3,235.00 97.91 153,444.90 326,550.96 - 173,106.06 239502 3/11/09 USD H20090 47.463 1.000 153,444.90 326,550.96 - 173,106.06

SALE 3/17/09 60 RELIANCE COMMUNICATION 27,896.00 83,130.08 240,966.28 -157,836.20 242130 3/20/09 USD H20090 2.980 1.000 83,130.08 240,966.28 - 157,836.20

SALE 3/18/09 60 HDFC BANK LTD ADR REPS 4,300.00 130.28 227,732.74 434,055.38 - 206,322.64 239502 3/23/09 USD H20090 52.991 1.000 227,732.74 434,055.38 - 206,322.64

SALE 3/18/09 60 RELIANCE COMMUNICATION 14,004.00 43,692.48 120,966.87 -77,274.39 242130 3/23/09 USD H20090 3.120 1.000 43,692.48 120,966.87 - 77,274.39

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 75 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** MORGAN STANLEY INVEST 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 ------

SALE 3/23/09 60 AMBUJA CEMEMTS LTD 80,435.00 108,587.25 172,661.87 - 64,074.62 244038 3/26/09 USD H20090 1.350 1.000 108,587.25 172,661.87 - 64,074.62

SALE 3/24/09 60 RELIANCE COMMUNICATION 35,276.00 118,527.36 304,714.89 -186,187.53 242130 3/27/09 USD H20090 3.360 1.000 118,527.36 304,714.89 - 186,187.53

SALE 3/26/09 60 RELIANCE COMMUNICATION 15,468.00 49,497.60 133,612.94 -84,115.34 242130 3/31/09 USD H20090 3.200 1.000 49,497.60 133,612.94 - 84,115.34

SALE 3/26/09 60 RELIANCE COMMUNICATION 20,456.00 66,482.00 176,699.39 -110,217.39 242130 3/31/09 USD H20090 3.250 1.000 66,482.00 176,699.39 - 110,217.39 ------201,070.00 228.19 851,094.41 1,910,228.58 - 1,059,134.17 851,094.41 1,910,228.58 - 1,059,134.17 8 TRANSACTIONS IN COUNTRY: INDIA (9980)

------9,130,834.00 18,855.841,267,504,253.72 1,483,950,030.59 -216445776.87 7,645,656.64 15,747,508.06 - 8,101,851.42 160 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS-EM (2225)

------9,228,934.00 19,850.041,269,858,783.11 1,488,069,838.19 -218211055.08 10,000,186.03 19,867,315.66 - 9,867,129.63 162 "SALE" TRANSACTIONS IN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)

------12,258,342.00 43,402.546,151,069,535.52 6,369,280,590.60 -218211055.08 19,102,278.36 28,969,407.99 - 9,867,129.63 287 TRANSACTIONS WITHIN FUND: MORGAN STANLEY INVEST MANAGEMENT (5147)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 76 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

FOREIGN STOCKS-EM (2225) ------

PUR 3/23/09 60 AKBANK TAS TRY 1.0 91,218.00 607.91 405,270.58 405,270.58 244496 3/25/09 TRY 210330 4.432 1.662 243,771.78 243,771.78

PUR 3/23/09 60 TURKIYE IS BANKASI-C 176,258.00 941.85 627,898.63 627,898.63 239835 3/25/09 TRY 210329 3.553 1.662 377,683.39 377,683.39

PUR 3/24/09 60 AKBANK TAS TRY 1.0 87,861.00 629.28 418,383.10 418,383.10 244496 3/26/09 TRY 210365 4.750 1.658 252,342.04 252,342.04

PUR 3/24/09 60 TURKIYE IS BANKASI-C 22,158.00 126.63 84,188.77 84,188.77 239835 3/26/09 TRY 210354 3.790 1.658 50,777.30 50,777.30

PUR 3/25/09 60 AKBANK TAS TRY 1.0 52,819.00 387.91 257,485.06 257,485.06 244496 3/27/09 TRY 210419 4.863 1.655 155,551.90 155,551.90

PUR 3/26/09 60 AKBANK TAS TRY 1.0 17,964.00 134.49 89,504.28 89,504.28 244496 3/30/09 TRY 210460 4.970 1.660 53,931.24 53,931.24 ------448,278.00 2,828.07 1,882,730.42 1,882,730.42 1,134,057.65 1,134,057.65 6 TRANSACTIONS IN COUNTRY: TURKEY (3400)

PUR 2/26/09 60 NHN CORP 688.00 157.27 95,704,281.00 95,704,281.00 244927 3/02/09 KRW 209457 138758. 1517.50 63,067.07 63,067.07

PUR 2/27/09 60 NHN CORP 1,555.00 348.90 214,451,444.00 214,451,444.00 244927 3/03/09 KRW 209496 137566. 1532.80 139,908.30 139,908.30

PUR 3/02/09 60 NHN CORP 1,439.00 297.76 187,484,532.00 187,484,532.00 244927 3/04/09 KRW 209546 129963. 1570.20 119,401.69 119,401.69

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PUR 3/03/09 60 NHN CORP 650.00 134.96 83,933,940.00 83,933,940.00 244927 3/05/09 KRW 209595 128807. 1550.90 54,119.50 54,119.50

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 77 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/04/09 60 NHN CORP 419.00 90.61 56,355,701.00 56,355,701.00 244927 3/06/09 KRW 209644 134165. 1551.00 36,335.07 36,335.07

PUR 3/05/09 60 NHN CORP 1,194.00 262.75 165,200,168.00 165,200,168.00 244927 3/09/09 KRW 209676 138013. 1567.90 105,363.97 105,363.97

PUR 3/06/09 60 NHN CORP 1,167.00 254.21 157,983,601.00 157,983,601.00 244927 3/10/09 KRW 209708 135038. 1549.80 101,938.06 101,938.06

PUR 3/09/09 60 NHN CORP 451.00 101.00 62,664,336.00 62,664,336.00 244927 3/11/09 KRW 209778 138598. 1547.30 40,499.15 40,499.15

PUR 3/10/09 60 NHN CORP 1,052.00 251.30 152,218,702.00 152,218,702.00 244927 3/12/09 KRW 209809 144333. 1510.50 100,773.72 100,773.72

PUR 3/11/09 60 NHN CORP 365.00 92.35 54,453,425.00 54,453,425.00 244927 3/13/09 KRW 209856 148815. 1470.40 37,033.07 37,033.07 ------8,980.00 1,991.111,230,450,130.00 1,230,450,130.00 798,439.60 798,439.60 10 TRANSACTIONS IN COUNTRY: KOREA (4500)

PUR 2/25/09 60 6,000.00 4.08 10,608,682.00 10,608,682.00 240057 3/02/09 IDR 209423 1760.00 11930.0 889.24 889.24

PUR 2/26/09 60 BANK MANDIRI 30,500.00 20.46 53,366,221.00 53,366,221.00 240057 3/03/09 IDR 209458 1741.68 11970.0 4,458.33 4,458.33

PUR 2/27/09 60 BANK MANDIRI 6,000.00 4.00 10,457,886.00 10,457,886.00 240057 3/04/09 IDR 209499 1735.00 11974.9 873.31 873.31

PUR 3/02/09 60 BANK MANDIRI 5,500.00 3.62 9,486,940.00 9,486,940.00 240057 3/05/09 IDR 209550 1717.00 11984.9 791.57 791.57

PUR 3/02/09 60 BANK MANDIRI 500.00 .34 854,059.00 854,059.00 240057 3/05/09 IDR 209550 1700.00 11985.1 71.26 71.26

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 78 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/02/09 60 BANK MANDIRI 16,500.00 10.89 28,441,544.00 28,441,544.00 240057 3/05/09 IDR 209549 1715.82 11984.9 2,373.10 2,373.10

PUR 3/02/09 60 BANK MANDIRI 5,500.00 2.38 9,461,080.00 9,461,080.00 240057 3/05/09 IDR 209550 1715.00 11985.0 789.41 789.41

PUR 3/03/09 60 BANK MANDIRI 5,500.00 3.63 9,475,984.00 9,475,984.00 240057 3/06/09 IDR 209596 1715.00 11990.0 790.32 790.32

PUR 3/04/09 60 BANK MANDIRI 5,500.00 3.74 9,760,264.00 9,760,264.00 240057 3/10/09 IDR 209646 1766.45 11990.0 814.03 814.03

PUR 3/05/09 60 BANK MANDIRI 5,500.00 3.72 9,724,624.00 9,724,624.00 240057 3/11/09 IDR 209679 1760.00 11995.0 810.72 810.72

PUR 3/06/09 60 BANK MANDIRI 5,500.00 3.70 9,669,372.00 9,669,372.00 240057 3/12/09 IDR 209711 1750.00 11990.0 806.45 806.45

PUR 3/06/09 60 BANK MANDIRI 7,000.00 4.66 12,350,495.00 12,350,495.00 240057 3/12/09 IDR 209712 1756.38 11989.9 1,030.07 1,030.07 ------99,500.00 65.22 173,657,151.00 173,657,151.00 14,497.81 14,497.81 12 TRANSACTIONS IN COUNTRY: INDONESIA (4600)

PUR 2/25/09 60 ORASCOM CONSTRUCTION I 3,784.00 308.41 433,119.36 433,119.36

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240086 3/02/09 EGP 209425 114.005 5.595 77,411.86 77,411.86

PUR 2/26/09 60 ORASCOM CONSTRUCTION I 925.00 76.26 107,088.12 107,088.12 240086 3/02/09 EGP 209461 115.310 5.595 19,139.97 19,139.97

PUR 3/02/09 60 ORASCOM CONSTRUCTION I 1,141.00 93.18 131,347.85 131,347.85 240086 3/04/09 EGP 209554 114.658 5.616 23,388.15 23,388.15

PUR 3/03/09 60 ORASCOM CONSTRUCTION I 924.00 74.37 104,913.70 104,913.70 240086 3/05/09 EGP 209601 113.091 5.620 18,667.92 18,667.92

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 79 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/04/09 60 ORASCOM CONSTRUCTION I 925.00 76.28 107,404.16 107,404.16 240086 3/09/09 EGP 209649 115.650 5.610 19,145.13 19,145.13

PUR 3/05/09 60 ORASCOM CONSTRUCTION I 1,402.00 117.25 165,695.87 165,695.87 240086 3/10/09 EGP 209682 117.715 5.630 29,430.88 29,430.88 ------9,101.00 745.75 1,049,569.06 1,049,569.06 187,183.91 187,183.91 6 TRANSACTIONS IN COUNTRY: EGYPT (5100)

PUR 2/23/09 60 MURRAY + ROBERTS HOLDI 6,830.00 123.58 249,340.25 249,340.25 240206 3/02/09 ZAR 209347 36.325 10.038 24,839.63 24,839.63

PUR 2/24/09 60 MURRAY + ROBERTS HOLDI 3,296.00 60.20 120,332.12 120,332.12 240206 3/03/09 ZAR 209384 36.327 9.945 12,100.13 12,100.13

PUR 2/25/09 60 MURRAY + ROBERTS HOLDI 6,345.00 106.53 237,369.59 237,369.59 240206 3/04/09 ZAR 209430 37.243 9.982 23,778.81 23,778.81

PUR 2/26/09 60 MURRAY + ROBERTS HOLDI 4,655.00 79.07 173,635.23 173,635.23 240206 3/05/09 ZAR 209469 37.134 9.838 17,649.62 17,649.62

PUR 2/27/09 60 MURRAY + ROBERTS HOLDI 4,618.00 76.83 172,179.02 172,179.02 240206 3/06/09 ZAR 209509 37.117 10.039 17,150.16 17,150.16

PUR 3/02/09 60 MURRAY + ROBERTS HOLDI 2,949.00 47.10 110,158.84 110,158.84 240206 3/09/09 ZAR 209556 37.187 10.477 10,513.85 10,513.85

PUR 3/03/09 60 MURRAY + ROBERTS HOLDI 5,314.00 86.15 201,605.50 201,605.50 240206 3/10/09 ZAR 209603 37.769 10.483 19,231.66 19,231.66

PUR 3/03/09 60 MURRAY + ROBERTS HOLDI 3,848.00 61.12 143,016.69 143,016.69 240206 3/10/09 ZAR 209608 37.000 10.483 13,642.73 13,642.73

PUR 3/04/09 60 MURRAY + ROBERTS HOLDI 3,801.00 62.66 145,214.35 145,214.35 240206 3/11/09 ZAR 209650 38.033 10.382 13,986.72 13,986.72

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 80 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/05/09 60 MURRAY + ROBERTS HOLDI 1,290.00 20.97 49,164.52 49,164.52 240206 3/12/09 ZAR 209692 37.941 10.501 4,681.84 4,681.84

PUR 3/06/09 60 MURRAY + ROBERTS HOLDI 3,894.00 62.25 146,269.05 146,269.05 240206 3/13/09 ZAR 209726 37.394 10.526 13,896.11 13,896.11

PUR 3/09/09 60 MURRAY + ROBERTS HOLDI 3,496.00 57.33 135,506.85 135,506.85 240206 3/16/09 ZAR 209785 38.587 10.589 12,796.70 12,796.70

PUR 3/10/09 60 MURRAY + ROBERTS HOLDI 9,420.00 158.20 363,201.54 363,201.54 240206 3/17/09 ZAR 209818 38.384 10.285 35,313.71 35,313.71

PUR 3/11/09 60 MURRAY + ROBERTS HOLDI 6,884.00 117.30 265,562.82 265,562.82 240206 3/18/09 ZAR 209865 38.404 10.143 26,183.17 26,183.17

PUR 3/12/09 60 MURRAY + ROBERTS HOLDI 2,832.00 49.36 109,743.68 109,743.68 240206 3/19/09 ZAR 209906 38.578 9.960 11,018.44 11,018.44

PUR 3/13/09 60 MURRAY + ROBERTS HOLDI 1,030.00 18.08 40,350.77 40,350.77 240206 3/20/09 ZAR 209946 39.000 9.997 4,036.17 4,036.17

PUR 3/18/09 60 MURRAY + ROBERTS HOLDI 3,785.00 72.02 159,732.88 159,732.88

file:///M|/OPI/Reports_to_the_Legislature/securities_753_global.htm[7/30/2010 2:54:41 PM] Global Report

240206 3/25/09 ZAR 210187 42.012 9.936 16,076.18 16,076.18

PUR 3/19/09 60 MURRAY + ROBERTS HOLDI 6,143.00 123.90 266,676.71 266,676.71 240206 3/26/09 ZAR 210230 43.217 9.642 27,656.96 27,656.96

PUR 3/19/09 60 MURRAY + ROBERTS HOLDI 2,108.00 41.66 89,675.53 89,675.53 240206 3/26/09 ZAR 210229 42.350 9.642 9,300.22 9,300.22

PUR 3/19/09 60 MURRAY + ROBERTS HOLDI 5,160.00 103.55 222,878.46 222,878.46 240206 3/26/09 ZAR 210231 43.000 9.642 23,114.66 23,114.66

PUR 3/23/09 60 MURRAY + ROBERTS HOLDI 6,272.00 129.91 274,268.91 274,268.91 240206 3/30/09 ZAR 210334 43.533 9.458 28,998.00 28,998.00

PUR 3/23/09 60 MURRAY + ROBERTS HOLDI 1,694.00 35.34 74,616.16 74,616.16 240206 3/30/09 ZAR 210327 43.850 9.458 7,889.04 7,889.04

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 81 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/24/09 60 MURRAY + ROBERTS HOLDI 21,677.00 427.85 902,480.92 902,480.92 240206 3/31/09 ZAR 210364 41.447 9.450 95,504.67 95,504.67

PUR 3/24/09 60 MURRAY + ROBERTS HOLDI 9,316.00 184.71 389,630.18 389,630.18 240206 3/31/09 ZAR 210366 41.636 9.450 41,232.45 41,232.45 ------126,657.00 2,305.67 5,042,610.57 5,042,610.57 510,591.63 510,591.63 24 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)

PUR 3/04/09 60 CIA DE CONCESSOES RODO 2,200.00 49.27 49,040.05 49,040.05 240087 3/09/09 BRL 209666 22.238 2.382 20,585.17 20,585.17

PUR 3/05/09 60 CIA DE CONCESSOES RODO 1,200.00 26.60 26,387.29 26,387.29 240087 3/10/09 BRL 209699 21.937 2.374 11,112.78 11,112.78

PUR 3/06/09 60 CIA DE CONCESSOES RODO 9.00 .23 198.92 198.92 240087 3/11/09 BRL 209746 22.041 2.374 83.79 83.79

PUR 3/06/09 60 CIA DE CONCESSOES RODO 2,491.00 55.50 55,057.37 55,057.37 240087 3/11/09 BRL 209746 22.050 2.374 23,190.84 23,190.84

PUR 3/06/09 60 EMBRAER-EMPRESA BRAS A 2,700.00 26,229.96 26,229.96 240072 3/11/09 USD 9.715 1.000 26,229.96 26,229.96

PUR 3/06/09 60 EMBRAER-EMPRESA BRAS A 17,100.00 170,829.00 170,829.00 240072 3/11/09 USD 9.990 1.000 170,829.00 170,829.00

PUR 3/09/09 60 EMBRAER-EMPRESA BRAS A 1,500.00 15,018.15 15,018.15 240072 3/12/09 USD 10.012 1.000 15,018.15 15,018.15

PUR 3/10/09 60 EMBRAER-EMPRESA BRAS A 2,600.00 26,799.50 26,799.50 240072 3/13/09 USD 10.308 1.000 26,799.50 26,799.50

PUR 3/11/09 60 CIA DE CONCESSOES RODO 300.00 3.87 6,701.31 6,701.31 240087 3/16/09 BRL 209877 22.308 2.336 2,869.08 2,869.08

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 82 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/12/09 60 CIA DE CONCESSOES RODO 400.00 7.85 8,934.67 8,934.67 240087 3/17/09 BRL 209941 22.291 2.327 3,840.39 3,840.39

PUR 3/12/09 60 CIA DE CONCESSOES RODO 100.00 .95 2,218.00 2,218.00 240087 3/17/09 BRL 209926 22.158 2.327 953.36 953.36

PUR 3/12/09 60 EMBRAER-EMPRESA BRAS A 600.00 6,815.04 6,815.04 240072 3/17/09 USD 11.358 1.000 6,815.04 6,815.04

PUR 3/13/09 60 CIA DE CONCESSOES RODO 4,500.00 88.80 100,365.30 100,365.30 240087 3/18/09 BRL 209961 22.258 2.312 43,418.11 43,418.11

PUR 3/16/09 60 CIA DE CONCESSOES RODO 4,400.00 88.87 98,355.49 98,355.49 240087 3/19/09 BRL 210106 22.308 2.264 43,452.83 43,452.83

PUR 3/18/09 60 CIA DE CONCESSOES RODO 1,200.00 15.65 26,745.40 26,745.40

file:///M|/OPI/Reports_to_the_Legislature/securities_753_global.htm[7/30/2010 2:54:41 PM] Global Report

240087 3/23/09 BRL 210198 22.258 2.303 11,614.30 11,614.30

PUR 3/19/09 60 CIA DE CONCESSOES RODO 900.00 14.72 19,536.06 19,536.06 240087 3/24/09 BRL 210275 21.670 2.251 8,677.29 8,677.29

PUR 3/23/09 60 CIA DE CONCESSOES RODO 2,400.00 54.58 51,777.01 51,777.01 240087 3/26/09 BRL 210344 21.522 2.271 22,795.20 22,795.20

PUR 3/23/09 60 EMBRAER-EMPRESA BRAS A 600.00 8,325.00 8,325.00 240072 3/26/09 USD 13.875 1.000 8,325.00 8,325.00

PUR 3/23/09 60 EMBRAER-EMPRESA BRAS A 200.00 2,775.58 2,775.58 240072 3/26/09 USD 13.878 1.000 2,775.58 2,775.58

PUR 3/23/09 60 EMBRAER-EMPRESA BRAS A 2,000.00 27,750.00 27,750.00 240072 3/26/09 USD 13.875 1.000 27,750.00 27,750.00

PUR 3/23/09 60 EMBRAER-EMPRESA BRAS A 700.00 9,714.53 9,714.53 240072 3/26/09 USD 13.878 1.000 9,714.53 9,714.53

PUR 3/23/09 60 USINAS SIDERURGICAS DE 3,600.00 107.21 97,793.07 97,793.07 245414 3/26/09 BRL 210345 27.097 2.271 43,054.09 43,054.09

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 83 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/23/09 60 USINAS SIDERURGICAS DE 2,200.00 74.87 59,850.34 59,850.34 245414 3/26/09 BRL 210341 27.127 2.271 26,349.54 26,349.54

PUR 3/24/09 60 CIA DE CONCESSOES RODO 2,200.00 49.22 46,372.19 46,372.19 240087 3/27/09 BRL 210385 21.028 2.256 20,556.87 20,556.87

PUR 3/24/09 60 USINAS SIDERURGICAS DE 3,600.00 109.21 98,790.24 98,790.24 245414 3/27/09 BRL 210383 27.373 2.256 43,793.88 43,793.88

PUR 3/24/09 60 USINAS SIDERURGICAS DE 2,300.00 79.50 63,101.81 63,101.81 245414 3/27/09 BRL 210381 27.358 2.256 27,973.14 27,973.14 ------62,000.00 826.90 1,105,481.28 1,105,481.28 648,577.42 648,577.42 26 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

PUR 3/23/09 60 AMERICA MOVIL SAB ADR 900.00 26,753.49 26,753.49 243935 3/26/09 USD 29.726 1.000 26,753.49 26,753.49

PUR 3/23/09 60 AMERICA MOVIL SAB ADR 3,700.00 109,460.06 109,460.06 243935 3/26/09 USD 29.584 1.000 109,460.06 109,460.06

PUR 3/24/09 60 AMERICA MOVIL SAB ADR 4,200.00 124,788.30 124,788.30 243935 3/27/09 USD 29.712 1.000 124,788.30 124,788.30

PUR 3/25/09 60 AMERICA MOVIL SAB ADR 900.00 26,542.26 26,542.26 243935 3/30/09 USD 29.491 1.000 26,542.26 26,542.26 ------9,700.00 287,544.11 287,544.11 287,544.11 287,544.11 4 TRANSACTIONS IN COUNTRY: MEXICO (7800)

PUR 3/23/09 60 ISRAEL CHEMICALS LIMIT 4,663.00 46.22 155,918.02 155,918.02 239829 3/25/09 ILS 210326 33.397 4.043 38,561.12 38,561.12

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 84 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/24/09 60 ISRAEL CHEMICALS LIMIT 5,499.00 56.61 191,690.63 191,690.63 239829 3/26/09 ILS 210363 34.817 4.058 47,234.22 47,234.22

PUR 3/25/09 60 ISRAEL CHEMICALS LIMIT 1,328.00 33.68 46,929.66 46,929.66 239829 3/30/09 ILS 210419 35.233 4.168 11,260.33 11,260.33 ------11,490.00 136.51 394,538.31 394,538.31 97,055.67 97,055.67

file:///M|/OPI/Reports_to_the_Legislature/securities_753_global.htm[7/30/2010 2:54:41 PM] Global Report

3 TRANSACTIONS IN COUNTRY: ISRAEL (9600)

PUR 2/20/09 60 TNK-BP HOLDING OJS 23,882.00 28.66 14,357.86 14,357.86 240991 3/02/09 USD .600 1.000 14,357.86 14,357.86

PUR 2/25/09 60 MOBILE TELESYSTEMS OJS 800.00 17,704.00 17,704.00 240075 3/02/09 USD 22.130 1.000 17,704.00 17,704.00

PUR 2/25/09 60 MOBILE TELESYSTEMS OJS 600.00 13,455.78 13,455.78 240075 3/02/09 USD 22.426 1.000 13,455.78 13,455.78

PUR 2/25/09 60 MOBILE TELESYSTEMS OJS 200.00 4,476.82 4,476.82 240075 3/02/09 USD 22.384 1.000 4,476.82 4,476.82

PUR 2/26/09 60 TNK-BP HOLDING OJS 22,164.00 28.37 14,213.33 14,213.33 240991 3/05/09 USD .640 1.000 14,213.33 14,213.33

PUR 3/02/09 60 MOBILE TELESYSTEMS OJS 2,100.00 46,277.07 46,277.07 240075 3/05/09 USD 22.037 1.000 46,277.07 46,277.07

PUR 3/05/09 60 TNK-BP HOLDING OJS 14,064.00 18.00 9,018.96 9,018.96 240991 3/13/09 USD .640 1.000 9,018.96 9,018.96 ------63,810.00 75.03 119,503.82 119,503.82 119,503.82 119,503.82 7 TRANSACTIONS IN COUNTRY: RUSSIA (9800)

------839,516.00 8,974.261,413,989,258.57 1,413,989,258.57 3,797,451.62 3,797,451.62 98 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS-EM (2225)

------839,516.00 8,974.261,413,989,258.57 1,413,989,258.57 3,797,451.62 3,797,451.62 98 "PUR " TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 85 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

S T A T E O F N E W J E R S E Y D I V I S I O N O F 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 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 2/25/09 60 ASTRA INTERNATIONAL TB 63,000.00 326.02 705,857,756.00 1,231,819,911.69 -525962155.69 240055 3/02/09 IDR 209422 11265.8 11930.0 59,166.62 131,641.73 -72,475.11

SALE 2/26/09 60 ASTRA INTERNATIONAL TB 22,000.00 114.05 247,763,953.00 430,159,334.24 -182395381.24 240055 3/03/09 IDR 209458 11324.0 11970.0 20,698.74 45,970.13 -25,271.39

SALE 2/27/09 60 ASTRA INTERNATIONAL TB 109,000.00 570.321,239,454,042.00 2,131,243,974.19 -891789932.19 240055 3/04/09 IDR 209498 11433.7 11975.0 103,503.47 227,761.08 -124,257.61

SALE 3/02/09 60 ASTRA INTERNATIONAL TB 7,000.00 36.43 79,233,777.00 136,868,879.08 -57,635,102.08 240055 3/05/09 IDR 209549 11381.4 11984.9 6,611.08 14,626.86 -8,015.78

SALE 3/05/09 60 ASTRA INTERNATIONAL TB 20,000.00 102.04 222,130,026.00 391,053,940.22 -168923914.22 240055 3/11/09 IDR 209679 11167.7 11995.0 18,518.55 41,791.02 -23,272.47

SALE 3/06/09 60 ASTRA INTERNATIONAL TB 78,000.00 400.46 871,380,355.00 1,525,110,366.85 -653730011.85 240055 3/12/09 IDR 209711 11233.1 11990.0 72,675.59 162,984.99 -90,309.40

SALE 3/10/09 60 ASTRA INTERNATIONAL TB 158,000.00 818.371,778,522,660.00 3,089,326,127.72 -1310803467.72 240055 3/13/09 IDR 209810 11318.4 11975.0 148,519.64 330,149.09 -181,629.45

SALE 3/11/09 60 ASTRA INTERNATIONAL TB 264,000.00 3,094,248,954.00 5,161,912,010.87 -2067663056.87 240055 3/16/09 IDR 209857 11720.6 11970.0 258,500.33 551,641.52 -293,141.19

SALE 3/12/09 60 ASTRA INTERNATIONAL TB 263,000.00 3,181,662,537.00 5,142,359,313.86 -1960696776.86 240055 3/17/09 IDR 209895 12097.5 11980.0 265,581.18 549,551.97 -283,970.79 ------984,000.00 2,367.69 11420254060.00 19239853858.72 -7819599798.72

file:///M|/OPI/Reports_to_the_Legislature/securities_753_global.htm[7/30/2010 2:54:41 PM] Global Report

953,775.20 2,056,118.39 - 1,102,343.19 9 TRANSACTIONS IN COUNTRY: INDONESIA (4600)

SALE 2/23/09 60 TRUWORTHS INTERNAT ZAR 3,312.00 22.06 110,383.14 85,865.08 24,518.06 239843 3/02/09 ZAR 209346 33.395 10.038 10,996.53 11,317.97 -321.44

SALE 2/25/09 60 TRUWORTHS INTERNAT ZAR 553.00 3.62 18,046.38 14,336.77 3,709.61 239843 3/04/09 ZAR 209428 32.699 9.982 1,807.82 1,889.74 - 81.92

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 87 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 2/25/09 60 TRUWORTHS INTERNAT ZAR 6,629.00 43.34 215,871.67 171,859.79 44,011.88 239843 3/04/09 ZAR 209428 32.630 9.982 21,625.23 22,653.02 - 1,027.79

SALE 2/26/09 60 TRUWORTHS INTERNAT ZAR 30,935.00 206.93 1,015,827.86 802,003.72 213,824.14 239843 3/05/09 ZAR 209468 32.903 9.838 103,256.58 105,712.95 - 2,456.37

SALE 2/27/09 60 TRUWORTHS INTERNAT ZAR 787.00 5.25 26,311.77 20,403.33 5,908.44 239843 3/06/09 ZAR 209502 33.500 10.040 2,620.82 2,689.38 - 68.56

SALE 3/02/09 60 STEINHOFF INTL HOLDING 25,350.00 52.17 272,472.91 430,534.28 - 158,061.37 239840 3/09/09 ZAR 209555 10.770 10.477 26,005.53 57,560.26 -31,554.73

SALE 3/02/09 60 STEINHOFF INTL HOLDING 15,210.00 31.31 163,707.22 258,320.57 - 94,613.35 239840 3/09/09 ZAR 209554 10.785 10.477 15,624.65 34,536.16 -18,911.51

SALE 3/03/09 60 STEINHOFF INTL HOLDING 6,084.00 11.97 62,539.74 103,328.23 - 40,788.49 239840 3/10/09 ZAR 209602 10.300 10.483 5,965.82 13,814.46 -7,848.64

SALE 3/03/09 60 STEINHOFF INTL HOLDING 21,475.00 42.82 223,964.92 364,722.82 - 140,757.90 239840 3/10/09 ZAR 209608 10.450 10.483 21,364.58 48,761.60 -27,397.02

SALE 3/05/09 60 STEINHOFF INTL HOLDING 1,595.00 1.23 16,096.61 27,088.84 - 10,992.23 239840 3/12/09 ZAR 209687 10.100 10.501 1,532.85 3,621.64 -2,088.79

SALE 3/06/09 60 AQUARIUS PLATINUM 9,745.00 12.36 15,451.71 39,536.01 - 24,084.30 239826 3/11/09 UKP 209727 1.586 .707 21,868.80 74,965.43 - 53,096.63

SALE 3/06/09 60 ARCELORMITTAL // 7,960.00 106.40 558,833.45 638,914.72 -80,081.27 244002 3/13/09 ZAR 209725 70.346 10.526 53,091.27 63,614.48 -10,523.21

SALE 3/06/09 60 STEINHOFF INTL HOLDING 10,140.00 7.79 102,362.46 172,213.71 - 69,851.25 239840 3/13/09 ZAR 209723 10.103 10.526 9,724.82 23,024.11 -13,299.29

SALE 3/06/09 60 STEINHOFF INTL HOLDING 10,140.00 19.47 102,259.77 172,213.71 - 69,953.94 239840 3/13/09 ZAR 209722 10.105 10.526 9,715.06 23,024.11 -13,309.05

SALE 3/06/09 60 STEINHOFF INTL HOLDING 19,510.00 37.44 196,656.89 331,350.05 - 134,693.16 239840 3/13/09 ZAR 209725 10.100 10.526 18,683.14 44,299.83 -25,616.69

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: 88 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/09/09 60 AQUARIUS PLATINUM 3,355.00 3.62 5,262.04 13,611.42 - 8,349.38 239826 3/12/09 UKP 209790 1.569 .727 7,240.57 25,809.03 - 18,568.46

file:///M|/OPI/Reports_to_the_Legislature/securities_753_global.htm[7/30/2010 2:54:41 PM] Global Report

SALE 3/09/09 60 ARCELORMITTAL // 4,493.00 71.40 301,679.87 360,633.64 - 58,953.77 244002 3/16/09 ZAR 209785 67.313 10.589 28,489.39 35,907.01 -7,417.62

SALE 3/10/09 60 AQUARIUS PLATINUM 24,097.00 28.80 39,575.39 97,762.88 - 58,187.49 239826 3/13/09 UKP 209824 1.643 .722 54,788.14 185,371.16 - 130,583.02

SALE 3/10/09 60 ARCELORMITTAL // 1,865.00 24.12 123,800.32 149,695.47 - 25,895.15 244002 3/17/09 ZAR 209818 66.514 10.285 12,036.98 14,904.65 -2,867.67

SALE 3/11/09 60 AQUARIUS PLATINUM 8,667.00 10.99 13,949.36 35,162.51 - 21,213.15 239826 3/16/09 UKP 209869 1.610 .726 19,218.04 66,672.70 - 47,454.66

SALE 3/11/09 60 ARCELORMITTAL // 6,001.00 79.19 400,775.36 481,674.27 - 80,898.91 244002 3/18/09 ZAR 209866 66.919 10.142 39,514.46 47,958.60 -8,444.14

SALE 3/12/09 60 AQUARIUS PLATINUM 6,832.00 9.03 11,073.60 27,717.81 - 16,644.21 239826 3/17/09 UKP 209914 1.622 .724 15,293.74 52,556.58 - 37,262.84

SALE 3/12/09 60 ARCELORMITTAL // 7,036.00 93.96 466,974.36 564,749.24 - 97,774.88 244002 3/19/09 ZAR 209907 66.502 9.960 46,884.98 56,230.08 - 9,345.10

SALE 3/13/09 60 AQUARIUS PLATINUM 6,896.00 9.35 11,377.23 27,977.46 - 16,600.23 239826 3/18/09 UKP 209949 1.651 .716 15,897.40 53,048.91 - 37,151.51

SALE 3/13/09 60 ARCELORMITTAL // 11,364.00 155.78 777,108.50 912,139.05 -135,030.55 244002 3/20/09 ZAR 209946 68.520 9.997 77,731.84 90,818.46 - 13,086.62

SALE 3/16/09 60 AQUARIUS PLATINUM 2,986.00 3.49 4,954.88 12,114.37 - 7,159.49 239826 3/19/09 UKP 210096 1.660 .710 6,980.93 22,970.42 - 15,989.49

SALE 3/16/09 60 ARCELORMITTAL // 3,023.00 42.64 209,700.93 242,643.11 - 32,942.18 244002 3/23/09 ZAR 210094 69.507 9.855 21,278.63 24,159.12 - 2,880.49

SALE 3/17/09 60 AQUARIUS PLATINUM 4,334.00 4.98 7,091.64 17,583.28 - 10,491.64 239826 3/20/09 UKP 210142 1.637 .713 9,943.19 33,340.19 - 23,397.00

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: 89 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/17/09 60 ARCELORMITTAL // 2,951.00 48.98 195,022.64 236,863.99 - 41,841.35 244002 3/24/09 ZAR 210139 66.253 9.979 19,542.33 23,583.71 - 4,041.38

SALE 3/18/09 60 AQUARIUS PLATINUM 4,009.00 4.36 6,578.86 16,264.74 - 9,685.88 239826 3/23/09 UKP 210227 1.642 .716 9,191.99 30,840.07 - 21,648.08

SALE 3/18/09 60 AQUARIUS PLATINUM 3,232.00 3.70 5,303.65 13,112.41 - 7,808.76 239826 3/23/09 UKP 210247 1.642 .716 7,410.26 24,862.84 - 17,452.58

SALE 3/18/09 60 STEINHOFF INTL HOLDING 18,747.00 14.04 174,241.34 318,391.56 - 144,150.22 239840 3/25/09 ZAR 210186 9.302 9.936 17,536.37 42,567.35 - 25,030.98

SALE 3/19/09 60 AQUARIUS PLATINUM 13,389.00 17.54 22,027.61 54,319.92 - 32,292.31 239826 3/24/09 UKP 210235 1.646 .685 32,138.28 102,997.64 - 70,859.36

SALE 3/19/09 60 TRUWORTHS INTERNAT ZAR 11,067.00 72.31 347,913.28 286,916.93 60,996.35 239843 3/26/09 ZAR 210229 31.500 9.642 36,081.98 37,818.82 - 1,736.84

SALE 3/19/09 60 TRUWORTHS INTERNAT ZAR 11,326.00 74.00 356,055.46 293,631.62 62,423.84 239843 3/26/09 ZAR 210229 31.500 9.642 36,926.40 38,703.89 - 1,777.49

file:///M|/OPI/Reports_to_the_Legislature/securities_753_global.htm[7/30/2010 2:54:41 PM] Global Report

SALE 3/23/09 60 AQUARIUS PLATINUM 8,119.00 9.32 13,926.59 32,939.24 - 19,012.65 239826 3/26/09 UKP 210334 1.716 .690 20,190.78 62,457.09 - 42,266.31

SALE 3/23/09 60 AQUARIUS PLATINUM 77,749.00 97.99 133,116.45 315,432.06 - 182,315.61 239826 3/26/09 UKP 210335 1.713 .690 192,992.32 598,100.28 - 405,107.96

SALE 3/23/09 60 ARCELORMITTAL // 16,379.00 244.84 1,155,569.79 1,314,671.37 -159,101.58 244002 3/30/09 ZAR 210322 70.693 9.458 122,176.50 130,897.17 - 8,720.67

SALE 3/23/09 60 STEINHOFF INTL HOLDING 9,224.00 7.88 93,039.02 156,656.73 - 63,617.71 239840 3/30/09 ZAR 210328 10.095 9.458 9,836.86 20,944.22 - 11,107.36

SALE 3/23/09 60 STEINHOFF INTL HOLDING 32,359.00 69.88 329,805.36 549,572.33 - 219,766.97 239840 3/30/09 ZAR 210327 10.213 9.458 34,869.78 73,475.05 - 38,605.27

SALE 3/23/09 60 TRUWORTHS INTERNAT ZAR 7,693.00 51.24 241,844.84 199,444.47 42,400.37 239843 3/30/09 ZAR 210330 31.500 9.458 25,569.86 26,288.98 - 719.12

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: 90 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/23/09 60 TRUWORTHS INTERNAT ZAR 4,638.00 30.89 145,804.81 120,242.23 25,562.58 239843 3/30/09 ZAR 210331 31.500 9.458 15,415.70 15,849.25 - 433.55

SALE 3/23/09 60 TRUWORTHS INTERNAT ZAR 12,445.00 82.90 391,233.46 322,642.20 68,591.26 239843 3/30/09 ZAR 210331 31.500 9.458 41,364.47 42,527.81 - 1,163.34

SALE 3/24/09 60 AQUARIUS PLATINUM 4,259.00 13.55 7,657.00 17,279.00 - 9,622.00 239826 3/27/09 UKP 210373 1.800 .679 11,278.75 32,763.23 - 21,484.48

SALE 3/24/09 60 AQUARIUS PLATINUM 1,205.00 1.16 2,112.54 4,888.75 - 2,776.21 239826 3/27/09 UKP 210368 1.754 .679 3,111.77 9,269.71 - 6,157.94

SALE 3/24/09 60 AQUARIUS PLATINUM 35,660.00 48.14 63,331.57 144,674.62 - 81,343.05 239826 3/27/09 UKP 210370 1.777 .679 93,287.35 274,321.93 - 181,034.58

SALE 3/24/09 60 STEINHOFF INTL HOLDING 2,167.00 2.47 21,869.19 36,803.46 - 14,934.27 239840 3/31/09 ZAR 210371 10.103 9.450 2,314.30 4,920.44 - 2,606.14

SALE 3/24/09 60 TRUWORTHS INTERNAT ZAR 8,055.00 54.57 257,308.79 208,829.48 48,479.31 239843 3/31/09 ZAR 210364 32.008 9.450 27,229.60 27,526.03 - 296.43

SALE 3/24/09 60 TRUWORTHS INTERNAT ZAR 10,182.00 68.96 325,172.35 263,972.91 61,199.44 239843 3/31/09 ZAR 210366 32.000 9.450 34,411.23 34,794.54 - 383.31

SALE 3/24/09 60 TRUWORTHS INTERNAT ZAR 3,620.00 24.67 116,330.87 93,850.12 22,480.75 239843 3/31/09 ZAR 210365 32.200 9.450 12,310.67 12,370.48 - 59.81

SALE 3/25/09 60 AQUARIUS PLATINUM 1,755.00 1.94 3,217.52 7,120.13 - 3,902.61 239826 3/30/09 UKP 210421 1.834 .685 4,693.72 13,500.69 - 8,806.97

SALE 3/25/09 60 AQUARIUS PLATINUM 2,754.00 3.71 5,070.88 11,173.13 - 6,102.25 239826 3/30/09 UKP 210424 1.842 .685 7,397.40 21,185.71 - 13,788.31

SALE 3/25/09 60 AQUARIUS PLATINUM 5,753.00 12.53 10,440.58 23,340.24 - 12,899.66 239826 3/30/09 UKP 210422 1.816 .685 15,230.72 44,256.14 - 29,025.42

SALE 3/25/09 60 AQUARIUS PLATINUM 21,175.00 67.29 38,380.14 85,908.16 -

file:///M|/OPI/Reports_to_the_Legislature/securities_753_global.htm[7/30/2010 2:54:41 PM] Global Report

47,528.02 239826 3/30/09 UKP 210421 1.815 .685 55,988.94 162,893.06 - 106,904.12

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: 91 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/25/09 60 AQUARIUS PLATINUM 34,937.00 48.02 63,817.94 141,741.37 - 77,923.43 239826 3/30/09 UKP 210422 1.828 .685 93,097.60 268,760.10 - 175,662.50

SALE 3/26/09 60 AQUARIUS PLATINUM 2,542.00 3.74 5,157.17 10,313.04 - 5,155.87 239826 3/31/09 UKP 210466 2.030 .690 7,477.90 19,554.87 - 12,076.97

SALE 3/26/09 60 AQUARIUS PLATINUM 2,586.00 3.22 5,257.96 10,491.55 - 5,233.59 239826 3/31/09 UKP 210466 2.034 .690 7,624.04 19,893.35 - 12,269.31

SALE 3/26/09 60 AQUARIUS PLATINUM 31,925.00 66.00 63,565.04 129,521.52 - 65,956.48 239826 3/31/09 UKP 210465 1.992 .690 92,169.33 245,589.67 - 153,420.34

SALE 3/26/09 60 AQUARIUS PLATINUM 233,951.00 313.43 453,952.92 949,152.35 -495,199.43 239826 3/31/09 UKP 210467 1.941 .690 658,231.90 1,799,716.50 -1,141,484.60 ------896,227.00 2,704.78 10,528,235.60 12,946,317.77 -2,418,082.17 2,426,280.89 5,504,462.67 - 3,078,181.78 59 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)

SALE 3/24/09 60 BANPU PUBLIC CO LTD-FO 1,000.00 26.84 226,576.78 339,350.60 - 112,773.82 242472 3/27/09 THB 210356 227.527 35.390 6,402.28 9,962.89 -3,560.61

SALE 3/26/09 60 BANPU PUBLIC CO LTD-FO 13,500.00 360.75 3,038,262.07 4,581,233.09 -1,542,971.02 242472 3/31/09 THB 210451 226.000 35.310 86,045.37 134,499.06 -48,453.69 ------14,500.00 387.59 3,264,838.85 4,920,583.69 -1,655,744.84 92,447.65 144,461.95 - 52,014.30 2 TRANSACTIONS IN COUNTRY: THAILAND (6550)

SALE 2/26/09 60 IOCHPE MAXION 3,400.00 34.38 37,430.97 118,711.83 - 81,280.86 240326 3/03/09 BRL 11.033 2.347 15,951.83 69,297.82 - 53,345.99

SALE 2/26/09 60 TAM S A NPV ADR 700.00 4,752.97 14,044.34 - 9,291.37 240082 3/03/09 USD 6.790 1.000 4,752.97 14,044.34 - 9,291.37

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: 92 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/03/09 60 TAM S A NPV ADR 1,200.00 7,482.67 24,076.02 - 16,593.35 240082 3/06/09 USD 6.236 1.000 7,482.67 24,076.02 - 16,593.35

SALE 3/04/09 60 TAM S A NPV ADR 900.00 5,845.46 18,057.01 - 12,211.55 240082 3/09/09 USD 6.495 1.000 5,845.46 18,057.01 - 12,211.55

SALE 3/06/09 60 CIA VALE RIO DOCE-PREF 40,900.00 967.81 1,118,113.19 1,584,162.30 -466,049.11 240059 3/11/09 BRL 209750 27.394 2.374 470,962.97 901,734.54 - 430,771.57

file:///M|/OPI/Reports_to_the_Legislature/securities_753_global.htm[7/30/2010 2:54:41 PM] Global Report

SALE 3/06/09 60 IOCHPE MAXION 1,400.00 13.19 14,526.11 48,881.34 - 34,355.23 240326 3/11/09 BRL 209745 10.398 2.374 6,118.58 28,534.40 - 22,415.82

SALE 3/06/09 60 KLABIN RIOCELL SA PRF 600.00 1.74 1,651.32 3,621.65 - 1,970.33 240063 3/11/09 BRL 209745 2.759 2.374 695.56 2,101.07 - 1,405.51

SALE 3/09/09 60 CIA VALE RIO DOCE-PREF 27,400.00 732.42 721,544.71 1,061,272.55 - 339,727.84 240059 3/12/09 BRL 209799 26.397 2.370 304,449.24 604,096.01 - 299,646.77

SALE 3/09/09 60 IOCHPE MAXION 1,300.00 14.26 13,486.20 45,389.82 - 31,903.62 240326 3/12/09 BRL 209799 10.400 2.370 5,690.38 26,496.23 - 20,805.85

SALE 3/09/09 60 KLABIN RIOCELL SA PRF 2,200.00 6.04 5,708.33 13,279.40 - 7,571.07 240063 3/12/09 BRL 209799 2.601 2.370 2,408.58 7,703.92 - 5,295.34

SALE 3/10/09 60 CIA VALE RIO DOCE-PREF 49,500.00 1,420.28 1,330,136.93 1,917,262.45 -587,125.52 240059 3/13/09 BRL 209836 26.939 2.347 566,690.92 1,091,341.32 -524,650.40

SALE 3/10/09 60 IOCHPE MAXION 800.00 9.00 8,426.00 27,932.20 - 19,506.20 240326 3/10/09 BRL 209836 10.559 2.347 3,589.81 16,305.37 - 12,715.56

SALE 3/10/09 60 KLABIN RIOCELL SA PRF 6,800.00 19.79 18,532.51 41,045.42 - 22,512.91 240063 3/13/09 BRL 209837 2.732 2.347 7,895.58 23,812.12 - 15,916.54

SALE 3/10/09 60 KLABIN RIOCELL SA PRF 1,200.00 3.59 3,363.57 7,243.31 - 3,879.74 240063 3/13/09 BRL 209838 2.810 2.347 1,433.01 4,202.14 - 2,769.13

SALE 3/10/09 60 TAM S A NPV ADR 400.00 2,484.66 8,025.34 - 5,540.68 240082 3/13/09 USD 6.212 1.000 2,484.66 8,025.34 - 5,540.68

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: 93 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/11/09 60 CIA VALE RIO DOCE-PREF 2,600.00 40.84 70,542.41 100,704.69 - 30,162.28 240059 3/16/09 BRL 209880 27.168 2.336 30,201.83 57,322.98 - 27,121.15

SALE 3/11/09 60 CIA VALE RIO DOCE-PREF 23,500.00 693.04 645,874.42 910,215.50 - 264,341.08 240059 3/16/09 BRL 209878 27.553 2.336 276,522.85 518,111.53 - 241,588.68

SALE 3/11/09 60 KLABIN RIOCELL SA PRF 500.00 1.52 1,421.44 3,018.05 - 1,596.61 240063 3/16/09 BRL 209880 2.850 2.336 608.57 1,750.89 - 1,142.32

SALE 3/12/09 60 CIA VALE RIO DOCE-PREF 13,500.00 336.42 363,133.59 522,889.76 - 159,756.17 240059 3/17/09 BRL 209927 26.957 2.326 156,085.79 297,638.54 - 141,552.75

SALE 3/12/09 60 IOCHPE MAXION 100.00 .99 1,069.32 3,491.52 - 2,422.20 240326 3/17/09 BRL 209930 10.716 2.326 459.63 2,038.17 - 1,578.54

SALE 3/12/09 60 KLABIN RIOCELL SA PRF 2,000.00 6.22 5,773.53 12,072.18 - 6,298.65 240063 3/17/09 BRL 209931 2.894 2.326 2,481.64 7,003.56 - 4,521.92

SALE 3/12/09 60 TAM S A NPV ADR 1,200.00 7,674.07 24,076.02 - 16,401.95 240082 3/17/09 USD 6.395 1.000 7,674.07 24,076.02 - 16,401.95

SALE 3/13/09 60 CIA VALE RIO DOCE-PREF 6,500.00 166.43 178,496.99 251,761.74 - 73,264.75 240059 3/18/09 BRL 209974 27.520 2.312 77,217.94 143,307.45 - 66,089.51

SALE 3/13/09 60 KLABIN RIOCELL SA PRF 2,100.00 6.56 6,053.83 12,675.79 - 6,621.96

file:///M|/OPI/Reports_to_the_Legislature/securities_753_global.htm[7/30/2010 2:54:41 PM] Global Report

240063 3/18/09 BRL 209962 2.890 2.312 2,618.89 7,353.74 - 4,734.85

SALE 3/13/09 60 TAM S A NPV ADR 600.00 3,973.47 12,038.01 - 8,064.54 240082 3/18/09 USD 6.622 1.000 3,973.47 12,038.01 - 8,064.54

SALE 3/16/09 60 CIA VALE RIO DOCE-PREF 7,800.00 199.86 209,882.10 302,114.08 - 92,231.98 240059 3/19/09 BRL 210106 26.966 2.263 92,724.59 171,968.93 - 79,244.34

SALE 3/16/09 60 IOCHPE MAXION 700.00 7.32 7,691.36 24,440.67 - 16,749.31 240326 3/19/09 BRL 210108 11.011 2.264 3,397.99 14,267.20 - 10,869.21

SALE 3/16/09 60 KLABIN RIOCELL SA PRF 1,500.00 4.86 4,387.90 9,054.14 - 4,666.24 240063 3/19/09 BRL 210109 2.933 2.263 1,938.55 5,252.67 - 3,314.12

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: 94 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/16/09 60 TAM S A NPV ADR 600.00 4,078.29 12,038.01 - 7,959.72 240082 3/19/09 USD 6.797 1.000 4,078.29 12,038.01 - 7,959.72

SALE 3/17/09 60 CIA VALE RIO DOCE-PREF 6,100.00 154.80 163,693.16 236,268.71 - 72,575.55 240059 3/20/09 BRL 210163 26.893 2.279 71,820.45 134,488.53 - 62,668.08

SALE 3/17/09 60 IOCHPE MAXION 1,300.00 13.59 14,368.12 45,389.82 - 31,021.70 240326 3/20/09 BRL 210163 11.076 2.279 6,304.02 26,496.23 - 20,192.21

SALE 3/17/09 60 IOCHPE MAXION 400.00 4.68 4,431.77 13,966.10 - 9,534.33 240326 3/20/09 BRL 210646 11.106 2.279 1,944.44 8,152.69 - 6,208.25

SALE 3/18/09 60 CIA VALE RIO DOCE-PREF 5,200.00 153.01 140,592.60 201,409.39 - 60,816.79 240059 3/23/09 BRL 210205 27.105 2.303 61,052.89 114,645.96 - 53,593.07

SALE 3/19/09 60 CIA VALE RIO DOCE-PREF 11,900.00 363.77 326,776.11 460,917.64 - 134,141.53 240059 3/24/09 BRL 210252 27.529 2.251 145,143.52 262,362.86 - 117,219.34

SALE 3/19/09 60 IOCHPE MAXION 1,100.00 14.03 12,605.98 38,406.77 - 25,800.79 240326 3/24/09 BRL 210249 11.489 2.251 5,599.17 22,419.88 - 16,820.71

SALE 3/19/09 60 KLABIN RIOCELL SA PRF 600.00 2.00 1,800.23 3,621.65 - 1,821.42 240063 3/24/09 BRL 210251 3.008 2.251 799.60 2,101.07 - 1,301.47

SALE 3/19/09 60 TAM S A NPV ADR 100.00 686.34 2,006.33 - 1,319.99 240082 3/24/09 USD 6.863 1.000 686.34 2,006.33 - 1,319.99

SALE 3/20/09 60 CIA VALE RIO DOCE-PREF 600.00 18.12 16,262.98 23,239.54 - 6,976.56 240059 3/25/09 BRL 210298 27.173 2.250 7,227.99 13,228.38 - 6,000.39

SALE 3/20/09 60 IOCHPE MAXION 1,000.00 13.09 11,750.35 34,915.24 - 23,164.89 240326 3/25/09 BRL 210297 11.780 2.250 5,222.38 20,381.71 - 15,159.33

SALE 3/20/09 60 KLABIN RIOCELL SA PRF 600.00 1.92 1,726.97 3,621.65 - 1,894.68 240063 3/25/09 BRL 210296 2.886 2.250 767.54 2,101.07 - 1,333.53

SALE 3/23/09 60 CIA VALE RIO DOCE-PREF 14,400.00 445.91 404,123.96 557,749.08 - 153,625.12 240059 3/26/09 BRL 210346 28.135 2.271 177,918.45 317,481.11 - 139,562.66

S T A T E O F N E W J E R S E Y

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D I V I S I O N O F I N V E S T M E N T

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 95 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/23/09 60 KLABIN RIOCELL SA PRF 8,100.00 26.13 23,682.56 48,892.34 - 25,209.78 240063 3/26/09 BRL 210347 2.931 2.271 10,426.42 28,364.44 - 17,938.02

SALE 3/23/09 60 TAM S A NPV ADR 800.00 5,208.69 16,050.68 - 10,841.99 240082 3/26/09 USD 6.511 1.000 5,208.69 16,050.68 - 10,841.99

SALE 3/24/09 60 TAM S A NPV ADR 1,600.00 9,898.18 32,101.36 - 22,203.18 240082 3/27/09 USD 6.186 1.000 9,898.18 32,101.36 - 22,203.18

SALE 3/25/09 60 CIA VALE RIO DOCE-PREF 3,500.00 94.45 98,080.04 135,564.01 - 37,483.97 240059 3/30/09 BRL 210440 28.083 2.238 43,818.99 77,165.55 - 33,346.56

SALE 3/26/09 60 CIA VALE RIO DOCE-PREF 3,700.00 100.31 104,098.34 143,310.53 - 39,212.19 240059 3/31/09 BRL 210474 28.195 2.237 46,538.96 81,575.01 - 35,036.05

SALE 3/26/09 60 KLABIN RIOCELL SA PRF 1,600.00 5.19 4,629.04 9,657.75 - 5,028.71 240063 3/31/09 BRL 210476 2.900 2.237 2,069.49 5,602.85 - 3,533.36

SALE 3/26/09 60 TAM S A NPV ADR 1,000.00 6,500.16 20,063.35 - 13,563.19 240082 3/31/09 USD 6.500 1.000 6,500.16 20,063.35 - 13,563.19 ------265,500.00 6,097.56 6,154,453.90 9,160,747.08 -3,006,293.18 2,675,384.00 5,300,784.41 - 2,625,400.41 48 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

SALE 2/26/09 60 PLUS EXPRESSWAYS B MYR 8,600.00 20.54 25,294.66 26,652.90 - 1,358.24 239831 3/03/09 MYR 209459 2.950 3.668 6,896.04 8,227.40 - 1,331.36

SALE 2/27/09 60 BRITISH AMERICAN TOBAC 900.00 41.46 40,065.13 37,434.07 2,631.06 239832 3/04/09 MYR 209499 44.688 3.705 10,813.80 11,479.37 - 665.57

SALE 2/27/09 60 PLUS EXPRESSWAYS B MYR 26,700.00 80.85 78,465.46 82,747.97 - 4,282.51 239831 3/04/09 MYR 209498 2.950 3.705 21,178.26 25,543.20 - 4,364.94

SALE 3/02/09 60 BRITISH AMERICAN TOBAC 1,400.00 63.89 62,280.20 58,230.78 4,049.42 239832 3/05/09 MYR 209549 44.656 3.726 16,715.03 17,856.80 - 1,141.77

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: 96 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/02/09 60 PLUS EXPRESSWAYS B MYR 200.00 .60 587.75 619.83 - 32.08 239831 3/05/09 MYR 209549 2.950 3.726 157.74 191.33 - 33.59

SALE 3/23/09 60 PLUS EXPRESSWAYS B MYR 18,400.00 25.54 54,571.56 57,024.82 - 2,453.26 239831 3/26/09 MYR 210320 2.971 3.641 14,988.07 17,602.81 - 2,614.74

SALE 3/24/09 60 PLUS EXPRESSWAYS B MYR 20,700.00 28.73 61,023.01 64,152.92 - 3,129.91 239831 3/27/09 MYR 210354 2.953 3.623 16,843.23 19,803.16 -

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2,959.93

SALE 3/25/09 60 PLUS EXPRESSWAYS B MYR 16,900.00 13.75 49,808.52 52,376.06 - 2,567.54 239831 3/30/09 MYR 210409 2.950 3.626 13,736.49 16,167.80 - 2,431.31

SALE 3/26/09 60 PLUS EXPRESSWAYS B MYR 59,100.00 82.70 175,800.72 183,161.24 - 7,360.52 239831 3/31/09 MYR 210452 2.980 3.622 48,536.92 56,539.45 - 8,002.53 ------152,900.00 358.06 547,897.01 562,400.59 - 14,503.58 149,865.58 173,411.32 - 23,545.74 9 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)

SALE 2/25/09 60 VSMPO-AVISMA CORP 457.00 16.45 8,209.55 102,125.64 - 93,916.09 240859 3/04/09 USD 18.000 1.000 8,209.55 102,125.64 - 93,916.09

SALE 3/12/09 60 EURASIA DRILLING CO LT 6,900.00 23,432.40 165,772.59 - 142,340.19 240073 3/17/09 USD 3.396 1.000 23,432.40 165,772.59 - 142,340.19

SALE 3/17/09 60 EURASIA DRILLING CO LT 4,900.00 21.58 17,128.42 117,722.57 - 100,594.15 240073 3/20/09 USD 3.500 1.000 17,128.42 117,722.57 - 100,594.15

SALE 3/19/09 60 EURASIA DRILLING CO LT 900.00 3.78 3,146.22 21,622.51 - 18,476.29 240073 3/24/09 USD 3.500 1.000 3,146.22 21,622.51 - 18,476.29

SALE 3/19/09 60 EVRAZ GROUP S A GDR 17,000.00 178.30 148,408.50 608,519.68 - 460,111.18 239869 3/24/09 USD 210233 8.740 1.000 148,408.50 608,519.68 - 460,111.18

SALE 3/20/09 60 EURASIA DRILLING CO LT 15,600.00 68.95 56,559.05 374,790.21 - 318,231.16 240073 3/25/09 USD 3.630 1.000 56,559.05 374,790.21 - 318,231.16

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: 97 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** LAZARD ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/23/09 60 EVRAZ GROUP S A GDR 26,950.00 292.00 243,031.47 964,682.67 - 721,651.20 239869 3/26/09 USD 210332 9.029 1.000 243,031.47 964,682.67 - 721,651.20

SALE 3/25/09 60 EVRAZ GROUP S A GDR 75,050.00 802.39 667,855.59 2,686,435.40 -2,018,579.81 239869 3/30/09 USD 210420 8.910 1.000 667,855.59 2,686,435.40 -2,018,579.81

SALE 3/26/09 60 EVRAZ GROUP S A GDR 8,900.00 97.61 80,410.90 318,577.95 - 238,167.05 239869 3/31/09 USD 210462 9.046 1.000 80,410.90 318,577.95 - 238,167.05 ------156,657.00 1,481.06 1,248,182.10 5,360,249.22 -4,112,067.12 1,248,182.10 5,360,249.22 - 4,112,067.12 9 TRANSACTIONS IN COUNTRY: RUSSIA (9800)

------2,469,784.00 13,396.74 11441997667.46 19272804157.07 -7830806489.61 7,545,935.42 18,539,487.96 - 10,993,552.54 136 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS-EM (2225)

------2,469,784.00 13,396.74 11441997667.46 19272804157.07 -7830806489.61 7,545,935.42 18,539,487.96 - 10,993,552.54 136 "SALE" TRANSACTIONS IN FUND: LAZARD ASSET MANAGEMENT (5148)

------3,309,300.00 22,371.00 12855986926.03 20686793415.64 -7830806489.61 11,343,387.04 22,336,939.58 - 10,993,552.54 234 TRANSACTIONS WITHIN FUND: LAZARD ASSET MANAGEMENT (5148)

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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: 98 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

FOREIGN STOCKS-EM (2225) ------

PUR 3/25/09 60 CREDICORP COM STK USD5 26,323.00 2,362.80 1,183,762.73 1,183,762.73 246073 3/30/09 USD 828697 44.881 1.000 1,183,762.73 1,183,762.73 ------26,323.00 2,362.80 1,183,762.73 1,183,762.73 1,183,762.73 1,183,762.73 1 TRANSACTION IN COUNTRY: BERMUDA ( 250)

PUR 2/26/09 60 TURKCELL ILETISIM HIZM 34,607.00 453.13 305,302.95 305,302.95 244494 3/02/09 TRY 828332 8.800 1.680 181,706.31 181,706.31 ------34,607.00 453.13 305,302.95 305,302.95 181,706.31 181,706.31 1 TRANSACTION IN COUNTRY: TURKEY (3400)

PUR 3/17/09 60 CHINA COAL ENERGY 360,000.00 882.84 1,967,835.89 1,967,835.89 244708 3/19/09 HKD 828586 5.447 7.752 253,845.52 253,845.52 ------360,000.00 882.84 1,967,835.89 1,967,835.89 253,845.52 253,845.52 1 TRANSACTION IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)

PUR 3/05/09 60 POSCO 1,576.00 920.91 517,125,400.00 517,125,400.00 239562 3/09/09 KRW 828460 327209. 1567.90 329,820.40 329,820.40

PUR 3/18/09 60 SAMSUNG CO KSWN5000 12,671.00 349.31 496,551,966.00 496,551,966.00 239563 3/20/09 KRW 828602 39148.9 1420.10 349,659.86 349,659.86

PUR 3/18/09 60 SHINHAN FINANCIAL GROU 38,212.00 684.81 973,470,523.00 973,470,523.00 244493 3/20/09 KRW 828602 25450.0 1420.10 685,494.35 685,494.35

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 99 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/27/09 60 SAMSUNG ELECTRONICS CO 2,829.00 1,226.421,654,135,936.00 1,654,135,936.00 239564 3/31/09 KRW 828722 584122. 1347.40 1,227,650.24 1,227,650.24 ------55,288.00 3,181.453,641,283,825.00 3,641,283,825.00 2,592,624.85 2,592,624.85 4 TRANSACTIONS IN COUNTRY: KOREA (4500)

PUR 3/04/09 60 BANK DANAMON PT 18,000.00 12.28 44,247,294.00 44,247,294.00 244925 3/10/09 IDR 828310 2450.00 11989.9 3,690.35 3,690.35

PUR 3/10/09 60 BANK MANDIRI 329,000.00 588,662,885.00 588,662,885.00 240115 3/13/09 IDR 828492 1789.24 11975.0 49,157.65 49,157.65

PUR 3/11/09 60 BANK MANDIRI 999,500.00 1,849,552,580.00 1,849,552,580.00 240115 3/16/09 IDR 828506 1850.47 11970.0 154,515.67 154,515.67

PUR 3/18/09 60 BANK DANAMON PT 19,000.00 12.99 46,705,477.00 46,705,477.00 244925 3/23/09 IDR 828447 2450.00 11964.9 3,903.51 3,903.51 ------1,365,500.00 25.272,529,168,236.00 2,529,168,236.00 211,267.18 211,267.18 4 TRANSACTIONS IN COUNTRY: INDONESIA (4600)

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PUR 3/17/09 60 PTT PCL/FOREIGN 72,100.00 898.47 10,847,073.39 10,847,073.39 241340 3/20/09 THB 828586 149.999 35.810 302,906.27 302,906.27 ------72,100.00 898.47 10,847,073.39 10,847,073.39 302,906.27 302,906.27 1 TRANSACTION IN COUNTRY: THAILAND (6550)

PUR 3/09/09 60 SHIMAO PROPERTY HOLDIN 89,000.00 184.32 410,909.70 410,909.70 244204 3/11/09 HKD 828489 4.601 7.756 52,980.27 52,980.27

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: 100 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/10/09 60 SHIMAO PROPERTY HOLDIN 39,500.00 83.24 185,596.38 185,596.38 244204 3/12/09 HKD 828508 4.682 7.755 23,930.94 23,930.94

PUR 3/10/09 60 SHIMAO PROPERTY HOLDIN 70,000.00 147.83 329,446.47 329,446.47 244204 3/12/09 HKD 828493 4.690 7.755 42,479.08 42,479.08

PUR 3/11/09 60 SHIMAO PROPERTY HOLDIN 20,000.00 44.89 100,020.18 100,020.18 244204 3/13/09 HKD 828505 4.984 7.755 12,896.68 12,896.68 ------218,500.00 460.28 1,025,972.73 1,025,972.73 132,286.97 132,286.97 4 TRANSACTIONS IN COUNTRY: CAYMEN ISLANDS (7300)

PUR 2/25/09 60 TELEKOM MALAYSIA MYR1. 253,900.00 854.25 891,782.55 891,782.55 245018 3/02/09 MYR 828324 3.500 3.667 243,191.31 243,191.31

PUR 2/26/09 60 TELEKOM MALAYSIA MYR1. 253,900.00 855.78 893,744.03 893,744.03 245018 3/03/09 MYR 828322 3.508 3.668 243,659.77 243,659.77

PUR 2/27/09 60 TELEKOM MALAYSIA MYR1. 450,900.00 1,440.87 1,562,431.38 1,562,431.38 245018 3/04/09 MYR 828341 3.453 3.705 421,708.87 421,708.87 ------958,700.00 3,150.90 3,347,957.96 3,347,957.96 908,559.95 908,559.95 3 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)

PUR 2/27/09 60 KOMERCNI BANKA AS CZK 2,401.00 523.46 3,870,304.68 3,870,304.68 245020 3/04/09 CZK 828409 1607.13 22.115 175,011.29 175,011.29

PUR 2/27/09 60 KOMERCNI BANKA AS CZK 377.00 81.76 604,493.98 604,493.98 245020 3/04/09 CZK 828409 1598.63 22.115 27,334.61 27,334.61

PUR 3/17/09 60 KOMERCNI BANKA AS CZK 1,345.00 358.33 2,467,305.96 2,467,305.96 245020 3/20/09 CZK 828398 1828.94 20.595 119,800.63 119,800.63

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: 101 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/18/09 60 KOMERCNI BANKA AS CZK 5,311.00 1,428.73 9,853,987.59 9,853,987.59 245020 3/23/09 CZK 828595 1849.84 20.629 477,671.82 477,671.82 ------9,434.00 2,392.28 16,796,092.21 16,796,092.21 799,818.35 799,818.35 4 TRANSACTIONS IN COUNTRY: THE CZECH REPUBLIC (9700)

PUR 3/25/09 60 ICICI BK LTD USD 10.0 71,160.00 1,971.03 987,487.22 987,487.22 239576 3/30/09 USD 828697 13.849 1.000 987,487.22 987,487.22

PUR 3/25/09 60 INFOSYS TECHNOLOGIES L 62,865.00 3,343.99 1,675,339.25 1,675,339.25 246074 3/30/09 USD 828697 26.597 1.000 1,675,339.25 1,675,339.25 ------134,025.00 5,315.02 2,662,826.47 2,662,826.47 2,662,826.47 2,662,826.47

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2 TRANSACTIONS IN COUNTRY: INDIA (9980)

------3,234,477.00 19,122.446,208,588,885.33 6,208,588,885.33 9,229,604.60 9,229,604.60 25 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS-EM (2225)

------3,234,477.00 19,122.446,208,588,885.33 6,208,588,885.33 9,229,604.60 9,229,604.60 25 "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: 102 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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

SALE 3/02/09 60 ISHARES INC MSCI TAIWA 273,832.00 3,591.10 1,786,941.58 4,211,090.65 -2,424,149.07 240397 3/05/09 USD 828427 6.539 1.000 1,786,941.58 4,211,090.65 -2,424,149.07 ------273,832.00 3,591.10 1,786,941.58 4,211,090.65 -2,424,149.07 1,786,941.58 4,211,090.65 - 2,424,149.07 1 TRANSACTION IN COUNTRY: TAIWAN (3900)

------273,832.00 3,591.10 1,786,941.58 4,211,090.65 -2,424,149.07 1,786,941.58 4,211,090.65 - 2,424,149.07 1 TRANSACTION IN CATEGORY: ETF-EMERGING MARKETS (1700)

FOREIGN STOCKS-EM (2225) ------

SALE 3/27/09 60 DENWAY MOTORS LTD HKD0 3,132,000.00 4,366.95 9,663,454.13 12,166,035.07 -2,502,580.94 239780 3/31/09 HKD 828717 3.096 7.750 1,246,881.22 1,560,218.39 -313,337.17 ------3,132,000.00 4,366.95 9,663,454.13 12,166,035.07 -2,502,580.94 1,246,881.22 1,560,218.39 - 313,337.17 1 TRANSACTION IN COUNTRY: HONG KONG (4400)

SALE 2/26/09 60 HYUNDAI DEVELOPMENT CO 19,900.00 2,216.37 597,234,656.00 1,123,063,835.24 -525829179.24 240639 3/02/09 KRW 828337 30180.8 1517.50 393,564.85 1,104,508.19 -710,943.34

SALE 2/27/09 60 HYUNDAI DEVELOPMENT CO 26,388.00 2,799.21 761,894,166.00 1,489,216,506.76 -727322340.76 240639 3/03/09 KRW 828338 29035.3 1532.80 497,060.39 1,464,611.16 -967,550.77

SALE 3/18/09 60 KT CORP 40,070.00 4,355.261,540,042,661.00 1,828,389,409.09 -288346748.09 239553 3/20/09 KRW 828602 38588.1 1420.10 1,084,460.71 1,843,667.10 -759,206.39

SALE 3/26/09 60 POSCO 2,886.00 4,605.741,088,066,020.00 1,306,543,541.52 -218477521.52 239562 3/30/09 KRW 828679 379138. 1330.40 817,848.78 1,187,190.03 -369,341.25 ------89,244.00 13,976.583,987,237,503.00 5,747,213,292.61 -1759975789.61 2,792,934.73 5,599,976.48 - 2,807,041.75 4 TRANSACTIONS IN COUNTRY: KOREA (4500)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 103 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/17/09 60 KAZMUNAIGAS EXPLORATIO 34,947.00 964.43 481,251.50 990,008.20 -508,756.70 239862 3/20/09 USD 828586 13.798 1.000 481,251.50 990,008.20 -

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508,756.70 ------34,947.00 964.43 481,251.50 990,008.20 - 508,756.70 481,251.50 990,008.20 - 508,756.70 1 TRANSACTION IN COUNTRY: KAZAKHSTAN (6600)

SALE 2/26/09 60 GRUPO CLARIN S A GDR 1 16,464.00 98.78 49,293.22 272,742.72 - 223,449.50 239546 3/03/09 USD 827739 3.000 1.000 49,293.22 272,742.72 - 223,449.50 ------16,464.00 98.78 49,293.22 272,742.72 - 223,449.50 49,293.22 272,742.72 - 223,449.50 1 TRANSACTION IN COUNTRY: ARGENTINA (6800)

SALE 3/26/09 60 ENERSIS SA 294,615.00 52,590,419.00 49,513,828.17 3,076,590.83 239768 3/30/09 CLP 828704 178.506 576.300 91,255.28 97,523.42 -6,268.14

SALE 3/27/09 60 ENERSIS SA 63,755.00 11,307,112.00 10,714,845.19 592,266.81 239768 3/31/09 CLP 828733 177.353 571.000 19,802.30 21,104.17 -1,301.87 ------358,370.00 63,897,531.00 60,228,673.36 3,668,857.64 111,057.58 118,627.59 - 7,570.01 2 TRANSACTIONS IN COUNTRY: CHILE (7000)

SALE 2/25/09 60 SHANDA INTERACTIVE ENT 251.00 16.59 8,253.28 7,113.68 1,139.60 243523 3/02/09 USD 828338 32.948 1.000 8,253.28 7,113.68 1,139.60 ------251.00 16.59 8,253.28 7,113.68 1,139.60 8,253.28 7,113.68 1,139.60 1 TRANSACTION IN COUNTRY: CAYMEN ISLANDS (7300)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 104 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 2/25/09 60 TM INTERNATIONAL SDN B 144,800.00 462.26 451,369.61 1,047,087.19 -595,717.58 241541 3/02/09 MYR 828320 3.129 3.667 123,089.61 322,953.88 - 199,864.27

SALE 2/26/09 60 TM INTERNATIONAL SDN B 134,300.00 425.57 410,860.87 971,158.91 -560,298.04 241541 3/03/09 MYR 828322 3.071 3.668 112,012.23 299,535.27 - 187,523.04

SALE 2/27/09 60 TM INTERNATIONAL SDN B 148,200.00 451.78 444,941.69 1,071,673.49 -626,731.80 241541 3/04/09 MYR 828341 3.014 3.705 120,092.22 330,537.05 - 210,444.83

SALE 3/02/09 60 TM INTERNATIONAL SDN B 93,800.00 282.09 256,852.02 678,292.67 -421,440.65 241541 3/05/09 MYR 828379 2.750 3.726 68,935.06 209,206.31 - 140,271.25

SALE 3/03/09 60 TM INTERNATIONAL SDN B 120,700.00 342.61 322,990.49 872,813.70 -549,823.21 241541 3/06/09 MYR 828422 2.687 3.707 87,129.89 269,202.58 - 182,072.69

SALE 3/03/09 60 TM INTERNATIONAL SDN B 168,500.00 436.83 456,228.87 1,218,468.17 -762,239.30 241541 3/06/09 MYR 828433 2.717 3.707 123,072.26 375,813.05 - 252,740.79

SALE 3/04/09 60 TM INTERNATIONAL SDN B 126,000.00 353.87 336,026.58 911,139.41 -575,112.83 241541 3/10/09 MYR 828432 2.677 3.711 90,548.80 281,023.41 - 190,474.61

SALE 3/05/09 60 TM INTERNATIONAL SDN B 58,400.00 131.40 153,744.95 422,305.88 -268,560.93 241541 3/11/09 MYR 828446 2.641 3.725 41,273.81 130,252.12 - 88,978.31 ------994,700.00 2,886.41 2,833,015.08 7,192,939.42 -4,359,924.34 766,153.88 2,218,523.67 - 1,452,369.79 8 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)

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SALE 3/03/09 60 AYALA LAND INC 332,000.00 305.63 1,803,980.26 3,876,091.11 -2,072,110.85 240110 3/06/09 PHP 828422 5.479 48.800 36,966.81 91,918.38 - 54,951.57

SALE 3/04/09 60 AYALA LAND INC 247,000.00 228.88 1,347,360.30 2,883,718.39 -1,536,358.09 240110 3/09/09 PHP 828427 5.500 48.670 27,683.59 68,385.06 - 40,701.47

SALE 3/05/09 60 AYALA LAND INC 285,000.00 266.97 1,570,277.78 3,327,367.37 -1,757,089.59 240110 3/10/09 PHP 828445 5.555 48.630 32,290.31 78,905.84 - 46,615.53

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: 105 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** PICTET ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/06/09 60 AYALA LAND INC 68,000.00 63.29 370,933.20 793,898.18 - 422,964.98 240110 3/11/09 PHP 828460 5.500 48.460 7,654.42 18,826.66 - 11,172.24

SALE 3/09/09 60 AYALA LAND INC 85,000.00 77.44 455,236.20 992,372.72 - 537,136.52 240110 3/12/09 PHP 828477 5.400 48.600 9,367.00 23,533.32 - 14,166.32

SALE 3/10/09 60 AYALA LAND INC 216,000.00 193.62 1,131,813.59 2,521,794.22 -1,389,980.63 240110 3/13/09 PHP 828492 5.283 48.330 23,418.45 59,802.32 - 36,383.87

SALE 3/11/09 60 AYALA LAND INC 420,000.00 363.41 2,208,414.60 4,903,488.75 -2,695,074.15 240110 3/16/09 PHP 828561 5.300 48.390 45,637.83 116,282.29 - 70,644.46

SALE 3/11/09 60 AYALA LAND INC 420,000.00 133.40 2,219,544.60 4,903,488.75 -2,683,944.15 240110 3/16/09 PHP 828532 5.300 48.390 45,867.84 116,282.29 - 70,414.45

SALE 3/11/09 60 AYALA LAND INC 434,000.00 391.12 2,289,172.39 5,066,938.38 -2,777,765.99 240110 3/16/09 PHP 828503 5.318 48.390 47,306.72 120,158.37 - 72,851.65

SALE 3/12/09 60 AYALA LAND INC 486,000.00 409.01 2,400,289.08 5,674,036.99 -3,273,747.91 240110 3/17/09 PHP 828532 4.980 48.520 49,470.10 134,555.22 - 85,085.12

SALE 3/13/09 60 AYALA LAND INC 328,000.00 285.41 1,675,999.18 3,829,391.22 -2,153,392.04 240110 3/18/09 PHP 828548 5.152 48.550 34,521.10 90,810.93 - 56,289.83 ------3,321,000.00 2,718.18 17,473,021.18 38,772,586.08 -21,299,564.90 360,184.17 919,460.68 - 559,276.51 11 TRANSACTIONS IN COUNTRY: PHILIPINES (8900)

------7,946,976.00 25,027.924,081,643,322.39 5,866,843,391.14 -1785200068.75 5,816,009.58 11,686,671.41 - 5,870,661.83 29 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS-EM (2225)

------8,220,808.00 28,619.024,083,430,263.97 5,871,054,481.79 -1787624217.82 7,602,951.16 15,897,762.06 - 8,294,810.90 30 "SALE" TRANSACTIONS IN FUND: PICTET ASSET MANAGEMENT (5149)

------11,455,285.00 47,741.46 10292019149.30 12079643367.12 -1787624217.82 16,832,555.76 25,127,366.66 - 8,294,810.90 55 TRANSACTIONS WITHIN FUND: PICTET ASSET MANAGEMENT (5149)

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 106 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS-

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USD ------

FOREIGN STOCKS-EM (2225) ------

PUR 3/25/09 60 TURKIYE GARANTI BANKAS 1,030,583.00 3,638.30 2,415,010.23 2,415,010.23 246072 3/27/09 TRY TID728 2.337 1.655 1,458,956.22 1,458,956.22 ------1,030,583.00 3,638.30 2,415,010.23 2,415,010.23 1,458,956.22 1,458,956.22 1 TRANSACTION IN COUNTRY: TURKEY (3400)

PUR 2/27/09 60 HIGH TECH COMPUTER 25,750.00 1,030.00 1,130,461.05 1,130,461.05 245019 3/04/09 USD TID715 43.861 1.000 1,130,461.05 1,130,461.05

PUR 3/02/09 60 HIGH TECH COMPUTER 20,450.00 818.00 877,399.07 877,399.07 245019 3/05/09 USD TID716 42.865 1.000 877,399.07 877,399.07

PUR 3/03/09 60 TAIWAN SEMICONDUCT ADS 42,100.00 421.00 324,359.45 324,359.45 242791 3/06/09 USD TID716 7.695 1.000 324,359.45 324,359.45 ------88,300.00 2,269.00 2,332,219.57 2,332,219.57 2,332,219.57 2,332,219.57 3 TRANSACTIONS IN COUNTRY: TAIWAN (3900)

PUR 3/10/09 60 PT ASTRA INTERNATIONAL 575,000.00 6,527,819,918.00 6,527,819,918.00 245192 3/13/09 IDR TID720 11352.7 11975.0 545,120.66 545,120.66

PUR 3/11/09 60 PT ASTRA INTERNATIONAL 440,500.00 5,185,826,751.00 5,185,826,751.00 245192 3/16/09 IDR TID722 11772.5 11970.0 433,235.32 433,235.32

PUR 3/12/09 60 PT ASTRA INTERNATIONAL 464,500.00 5,662,138,464.00 5,662,138,464.00 245192 3/17/09 IDR TID722 12189.7 11980.0 472,632.59 472,632.59

PUR 3/16/09 60 PT ASTRA INTERNATIONAL 34,000.00 134.62 447,227,946.00 447,227,946.00 245192 3/19/09 IDR TID724 13106.4 11950.0 37,424.93 37,424.93 ------1,514,000.00 134.62 17823013079.00 17823013079.00 1,488,413.50 1,488,413.50 4 TRANSACTIONS IN COUNTRY: INDONESIA (4600)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 107 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/25/09 60 EFG-HERMES HOLDING SAE 59,695.00 956.58 901,698.35 901,698.35 244274 3/30/09 EGP TID728 15.015 5.622 160,387.47 160,387.47 ------59,695.00 956.58 901,698.35 901,698.35 160,387.47 160,387.47 1 TRANSACTION IN COUNTRY: EGYPT (5100)

PUR 3/12/09 60 COMPANHIA DE BEBIDAS D 11,900.00 476.00 513,307.69 513,307.69 245277 3/17/09 USD TID723 43.095 1.000 513,307.69 513,307.69

PUR 3/13/09 60 COMPANHIA DE BEBIDAS D 11,800.00 472.00 518,822.40 518,822.40 245277 3/18/09 USD TID724 43.928 1.000 518,822.40 518,822.40

PUR 3/24/09 60 VIVO PARTICIPACOES S A 16,300.00 652.00 257,540.00 257,540.00 244868 3/27/09 USD TID728 15.760 1.000 257,540.00 257,540.00 ------40,000.00 1,600.00 1,289,670.09 1,289,670.09 1,289,670.09 1,289,670.09 3 TRANSACTIONS IN COUNTRY: BRAZIL (6900)

PUR 2/27/09 60 OJSC OC ROSNEFT USD 0. 951,090.00 19,021.80 3,359,154.77 3,359,154.77 244467 3/04/09 USD TID715 3.512 1.000 3,359,154.77 3,359,154.77

PUR 3/05/09 60 JSC MMC NORILSK 65,260.00 1,305.20 311,583.87 311,583.87 245191 3/10/09 USD TID718 4.755 1.000 311,583.87 311,583.87

PUR 3/06/09 60 JSC MMC 32,536.00 650.72 157,975.29 157,975.29 245191 3/11/09 USD TID719 4.835 1.000 157,975.29 157,975.29

PUR 3/09/09 60 JSC MMC NORILSK NICKEL 15,865.00 317.30 77,376.78 77,376.78 245191 3/12/09 USD TID719 4.857 1.000 77,376.78 77,376.78

PUR 3/10/09 60 JSC MMC NORILSK NICKEL 49,608.00 1,488.24 258,993.45 258,993.45

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245191 3/13/09 USD TID720 5.191 1.000 258,993.45 258,993.45

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GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 108 TRANS-TYPE: PUR SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

PUR 3/12/09 60 JSC MMC NORILSK NICKEL 35,547.00 1,066.41 182,764.90 182,764.90 245191 3/17/09 USD TID723 5.111 1.000 182,764.90 182,764.90

PUR 3/13/09 60 JSC MMC NORILSK NICKEL 53,027.00 1,590.81 293,902.15 293,902.15 245191 3/18/09 USD TID723 5.513 1.000 293,902.15 293,902.15 ------1,202,933.00 25,440.48 4,641,751.21 4,641,751.21 4,641,751.21 4,641,751.21 7 TRANSACTIONS IN COUNTRY: RUSSIA (9800)

PUR 3/16/09 60 MAHINDRA +MAHINDRA GDR 94,327.00 2,829.81 686,672.26 686,672.26 245278 3/19/09 USD TID724 7.250 1.000 686,672.26 686,672.26

PUR 3/17/09 60 MAHINDRA +MAHINDRA GDR 66,196.00 1,985.88 493,087.38 493,087.38 245278 3/20/09 USD TID725 7.419 1.000 493,087.38 493,087.38

PUR 3/23/09 60 MAHINDRA +MAHINDRA GDR 39,438.00 1,183.14 290,606.79 290,606.79 245278 3/26/09 USD TID727 7.339 1.000 290,606.79 290,606.79 ------199,961.00 5,998.83 1,470,366.43 1,470,366.43 1,470,366.43 1,470,366.43 3 TRANSACTIONS IN COUNTRY: INDIA (9980)

------4,135,472.00 40,037.81 17836063794.88 17836063794.88 12,841,764.49 12,841,764.49 22 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS-EM (2225)

------4,135,472.00 40,037.81 17836063794.88 17836063794.88 12,841,764.49 12,841,764.49 22 "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: 109 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

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

SALE 3/06/09 60 ISHARES TAIWAN WEBS IN 135,800.00 1,363.39 959,774.69 1,503,797.79 -544,023.10 242792 3/10/09 USD TID719 7.078 1.000 959,774.69 1,503,797.79 - 544,023.10 ------135,800.00 1,363.39 959,774.69 1,503,797.79 - 544,023.10 959,774.69 1,503,797.79 - 544,023.10 1 TRANSACTION IN COUNTRY: TAIWAN (3900)

SALE 2/27/09 60 ISHARES TRUST MSCI EME 146,300.00 1,480.41 3,106,253.45 3,556,172.29 -449,918.84 243085 3/02/09 USD TID715 21.242 1.000 3,106,253.45 3,556,172.29 -449,918.84 ------146,300.00 1,480.41 3,106,253.45 3,556,172.29 - 449,918.84 3,106,253.45 3,556,172.29 - 449,918.84 1 TRANSACTION IN COUNTRY: KOREA (4500)

------282,100.00 2,843.80 4,066,028.14 5,059,970.08 -

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993,941.94 4,066,028.14 5,059,970.08 - 993,941.94 2 TRANSACTIONS IN CATEGORY: ETF-EMERGING MARKETS (1700)

FOREIGN STOCKS-EM (2225) ------

SALE 2/27/09 60 HACI OMER SABANCI HOLD 251,565.00 919.28 623,952.58 972,353.97 - 348,401.39 241337 3/03/09 TRY TID715 2.486 1.701 366,793.59 724,511.47 - 357,717.88

SALE 3/02/09 60 HACI OMER SABANCI HOLD 225,282.00 786.25 541,347.58 870,764.40 - 329,416.82 241337 3/04/09 TRY TID716 2.409 1.726 313,715.57 648,815.98 - 335,100.41

SALE 3/03/09 60 HACI OMER SABANCI HOLD 198,999.00 690.59 476,224.95 769,174.84 - 292,949.89 241337 3/05/09 TRY TID716 2.399 1.728 275,545.30 573,120.50 - 297,575.20

SALE 3/04/09 60 HACI OMER SABANCI HOLD 121,362.00 421.19 290,080.61 469,090.78 - 179,010.17 241337 3/06/09 TRY TID717 2.396 1.726 168,055.51 349,524.62 - 181,469.11 ------797,208.00 2,817.31 1,931,605.72 3,081,383.99 -1,149,778.27 1,124,109.97 2,295,972.57 - 1,171,862.60 4 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: 110 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/11/09 60 WEIQIAO TEXTILE CO 109,000.00 81.21 203,112.97 645,118.11 - 442,005.14 242124 3/13/09 HKD TID722 1.869 7.755 26,189.54 82,653.04 - 56,463.50

SALE 3/13/09 60 WEIQIAO TEXTILE CO 116,000.00 85.27 213,242.93 686,547.71 - 473,304.78 242124 3/17/09 HKD TID723 1.844 7.753 27,505.99 87,961.04 - 60,455.05

SALE 3/16/09 60 WEIQIAO TEXTILE CO 102,500.00 78.03 195,016.41 606,647.76 - 411,631.35 242124 3/18/09 HKD TID724 1.909 7.751 25,159.19 77,724.19 - 52,565.00

SALE 3/16/09 60 WUMART STORES INC H 47,000.00 107.49 268,641.30 298,169.34 -29,528.04 239275 3/17/09 HKD TID724 5.734 7.751 34,657.58 38,254.71 - 3,597.13

SALE 3/17/09 60 WEIQIAO TEXTILE CO 146,000.00 111.81 279,424.00 864,103.15 -584,679.15 242124 3/19/09 HKD TID725 1.920 7.752 36,044.94 110,709.58 - 74,664.64

SALE 3/17/09 60 WUMART STORES INC H 39,000.00 87.84 219,372.69 247,417.11 - 28,044.42 239275 3/19/09 HKD TID725 5.642 7.752 28,298.49 31,743.27 - 3,444.78

SALE 3/18/09 60 WEIQIAO TEXTILE CO 180,500.00 142.09 355,115.26 1,068,291.91 -713,176.65 242124 3/20/09 HKD TID725 1.974 7.752 45,808.91 136,870.41 - 91,061.50

SALE 3/18/09 60 WUMART STORES INC H 39,000.00 90.32 225,698.72 247,417.11 - 21,718.39 239275 3/20/09 HKD TID725 5.805 7.752 29,114.53 31,743.27 - 2,628.74

SALE 3/19/09 60 WEIQIAO TEXTILE CO 137,000.00 104.83 262,131.54 810,836.52 -548,704.98 242124 3/23/09 HKD TID726 1.919 7.751 33,819.50 103,885.02 - 70,065.52

SALE 3/20/09 60 WEIQIAO TEXTILE CO 103,500.00 77.57 193,751.11 612,566.28 - 418,815.17 242124 3/24/09 HKD TID726 1.878 7.750 25,000.14 78,482.48 - 53,482.34

SALE 3/23/09 60 WEIQIAO TEXTILE CO 235,000.00 177.17 442,706.38 1,390,850.97 -948,144.59 242124 3/25/09 HKD TID727 1.890 7.750 57,121.93 178,196.93 - 121,075.00

SALE 3/23/09 60 WUMART STORES INC H 44,000.00 100.78 251,897.70 279,137.26 -27,239.56 239275 3/25/09 HKD TID727 5.743 7.750 32,502.09 35,812.92 - 3,310.83

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SALE 3/24/09 60 WEIQIAO TEXTILE CO 211,000.00 159.31 398,103.98 1,248,806.61 -850,702.63 242124 3/26/09 HKD TID728 1.893 7.750 51,369.58 159,998.09 - 108,628.51

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: 111 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/24/09 60 WUMART STORES INC H 84,000.00 194.37 485,735.67 532,898.40 -47,162.73 239275 3/26/09 HKD TID728 5.801 7.750 62,677.19 68,370.13 - 5,692.94

SALE 3/25/09 60 WUMART STORES INC H 55,000.00 125.58 313,962.28 348,921.57 -34,959.29 239275 3/27/09 HKD TID728 5.726 7.750 40,512.31 44,766.15 - 4,253.84

SALE 3/26/09 60 WUMART STORES INC H 63,000.00 142.22 355,458.89 399,673.80 -44,214.91 239275 3/30/09 HKD TID729 5.660 7.750 45,866.85 51,277.60 - 5,410.75

SALE 3/27/09 60 WUMART STORES INC H 69,000.00 154.89 387,021.22 437,737.97 -50,716.75 239275 3/31/09 HKD TID730 5.626 7.750 49,937.58 56,161.18 - 6,223.60 ------1,780,500.00 2,020.78 5,050,393.05 10,725,141.58 -5,674,748.53 651,586.34 1,374,610.01 - 723,023.67 17 TRANSACTIONS IN COUNTRY: CHINA, PEOPLES REPUBLIC (4000)

SALE 3/13/09 60 CHINA RESOURCES ENTERP 256,000.00 1,168.04 2,921,274.22 6,867,975.41 -3,946,701.19 239267 3/17/09 HKD TID723 11.447 7.753 376,812.19 880,952.04 - 504,139.85

SALE 3/16/09 60 CHINA RESOURCES ENTERP 150,000.00 695.58 1,739,423.34 4,024,204.34 -2,284,781.00 239267 3/17/09 HKD TID724 11.632 7.751 224,404.08 516,182.83 - 291,778.75

SALE 3/17/09 60 CHINA RESOURCES ENTERP 240,000.00 1,099.60 2,749,963.76 6,438,726.95 -3,688,763.19 239267 3/19/09 HKD TID725 11.494 7.752 354,737.91 825,892.53 - 471,154.62

SALE 3/18/09 60 CHINA RESOURCES ENTERP 158,000.00 722.20 1,806,140.06 4,238,828.57 -2,432,688.51 239267 3/20/09 HKD TID725 11.467 7.752 232,987.20 543,712.58 - 310,725.38

SALE 3/19/09 60 CHINA RESOURCES ENTERP 148,000.00 687.18 1,718,237.35 3,970,548.28 -2,252,310.93 239267 3/23/09 HKD TID726 11.646 7.751 221,682.30 509,300.40 - 287,618.10

SALE 3/20/09 60 CHINA RESOURCES ENTERP 90,000.00 408.96 1,022,389.58 2,414,522.61 -1,392,133.03 239267 3/24/09 HKD TID726 11.395 7.750 131,921.24 309,709.70 - 177,788.46

SALE 3/23/09 60 CHINA RESOURCES ENTERP 64,000.00 300.81 751,889.48 1,716,993.85 -965,104.37 239267 3/25/09 HKD TID727 11.785 7.750 97,015.49 220,238.01 - 123,222.52 ------1,106,000.00 5,082.37 12,709,317.79 29,671,800.01 -16,962,482.22 1,639,560.41 3,805,988.09 - 2,166,427.68 7 TRANSACTIONS IN COUNTRY: HONG KONG (4400)

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

GLOBAL INVESTMENTS -*- TRANSACTION ACTIVITY REPORTING CURRENCY IS US DOLLAR BASED ON TRADE-FX PAGE: 112 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 2/26/09 60 GOLD FIELDS LTD ZAR 0. 13,792.00 287.50 1,411,357.80 1,222,494.80 188,863.00 244407 3/05/09 ZAR TID714 102.537 9.838 143,461.29 125,703.77 17,757.52

SALE 3/03/09 60 ADCOCK INGRAM HOLDINGS 7,044.00 51.99 271,960.58 250,456.63 21,503.95 242793 3/10/09 ZAR TID717 38.686 10.483 25,943.01 32,431.74 -6,488.73 ------20,836.00 339.49 1,683,318.38 1,472,951.43

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210,366.95 169,404.30 158,135.51 11,268.79 2 TRANSACTIONS IN COUNTRY: SOUTH AFRICA (6200)

SALE 2/25/09 60 PCL-FOREI 23,700.00 150.73 1,732,023.87 2,684,285.26 -952,261.39 240198 3/02/09 THB TID713 73.309 35.790 48,394.07 81,680.16 -33,286.09

SALE 2/26/09 60 BANGKOK BANK PCL-FOREI 44,600.00 286.70 3,306,425.17 5,051,439.77 -1,745,014.60 240198 3/03/09 THB TID714 74.366 35.920 92,049.70 153,710.35 -61,660.65

SALE 2/26/09 60 LAND & HOUSES PUB CO-F 320,500.00 79.44 895,828.68 2,255,883.28 -1,360,054.60 242604 3/03/09 THB TID714 2.804 35.920 24,939.55 66,027.73 - 41,088.18

SALE 2/27/09 60 BANGKOK BANK PCL-FOREI 54,200.00 348.81 4,047,320.81 6,138,745.19 -2,091,424.38 240198 3/04/09 THB TID715 74.906 36.140 111,990.06 186,795.99 -74,805.93

SALE 2/27/09 60 LAND & HOUSES PUB CO-F 328,500.00 79.08 897,232.21 2,312,192.38 -1,414,960.17 242604 3/04/09 THB TID715 2.740 36.140 24,826.57 67,675.85 - 42,849.28

SALE 3/02/09 60 BANGKOK BANK PCL-FOREI 41,600.00 258.40 3,006,502.61 4,711,656.82 -1,705,154.21 240198 3/05/09 THB TID716 72.497 36.240 82,960.89 143,371.09 -60,410.20

SALE 3/03/09 60 LAND & HOUSES PUB CO-F 514,600.00 117.32 1,328,941.39 3,622,082.80 -2,293,141.41 242604 3/06/09 THB TID716 2.591 36.080 36,833.19 106,015.19 - 69,182.00

SALE 3/04/09 60 LAND & HOUSES PUB CO-F 964,300.00 225.70 2,554,490.91 6,787,358.04 -4,232,867.13 242604 3/09/09 THB TID717 2.658 36.050 70,859.66 198,660.03 - 127,800.37

SALE 3/05/09 60 LAND & HOUSES PUB CO-F 901,000.00 216.98 2,463,326.72 6,341,812.29 -3,878,485.57 242604 3/10/09 THB TID718 2.743 36.160 68,122.97 185,619.30 - 117,496.33

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: 113 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/06/09 60 LAND & HOUSES PUB CO-F 1,410,100.00 333.38 3,770,161.83 9,925,182.58 -6,155,020.75 242604 3/11/09 THB TID719 2.682 36.020 104,668.57 290,501.41 - 185,832.84 ------4,603,100.00 2,096.54 24,002,254.20 49,830,638.41 -25,828,384.21 665,645.23 1,480,057.10 - 814,411.87 10 TRANSACTIONS IN COUNTRY: THAILAND (6550)

SALE 3/11/09 60 CEMIG SA -SPONS ADR 27,200.00 1,090.08 369,229.76 591,989.57 - 222,759.81 241706 3/16/09 USD TID722 13.615 1.000 369,229.76 591,989.57 - 222,759.81

SALE 3/12/09 60 CEMIG SA -SPONS ADR 33,800.00 1,354.60 461,813.56 735,634.10 - 273,820.54 241706 3/17/09 USD TID723 13.703 1.000 461,813.56 735,634.10 - 273,820.54

SALE 3/13/09 60 CEMIG SA -SPONS ADR 18,300.00 733.41 250,939.17 398,287.10 - 147,347.93 241706 3/18/09 USD TID724 13.753 1.000 250,939.17 398,287.10 - 147,347.93

SALE 3/13/09 60 USINAS SIDERURGICAS DE 8,100.00 172.99 185,531.26 452,861.73 -267,330.47 239260 3/18/09 BRL TID724 22.954 2.312 80,260.97 260,458.40 - 180,197.43

SALE 3/16/09 60 USINAS SIDERURGICAS DE 6,700.00 144.31 151,544.70 374,589.34 -223,044.64 239260 3/19/09 BRL TID725 22.667 2.264 66,951.49 215,440.90 - 148,489.41

SALE 3/17/09 60 USINAS SIDERURGICAS DE 11,700.00 237.59 251,236.24 654,133.62 -402,897.38 239260 3/20/09 BRL TID725 21.519 2.279 110,230.01 376,217.70 - 265,987.69

SALE 3/18/09 60 USINAS SIDERURGICAS DE 6,200.00 122.42 130,793.52 346,634.91 -215,841.39 239260 3/23/09 BRL TID726 21.141 2.303 56,797.60 199,363.22 - 142,565.62

SALE 3/19/09 60 USINAS SIDERURGICAS DE 36,400.00 906.23 814,069.56 2,035,082.36 -1,221,012.80 239260 3/24/09 BRL TID726 22.421 2.251 361,583.71 1,170,455.05 -808,871.34

SALE 3/23/09 60 USINAS SIDERURGICAS DE 34,300.00 794.58 837,352.71 1,917,673.77 -1,080,321.06 239260 3/26/09 BRL TID728 24.465 2.271 368,650.48 1,102,928.80 -734,278.32

SALE 3/24/09 60 USINAS SIDERURGICAS DE 50,250.00 1,180.43 1,235,425.50 2,809,420.02 -1,573,994.52 239260 3/27/09 BRL TID728 24.639 2.256 547,666.24 1,615,806.76 -1,068,140.52 ------

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- 232,950.00 6,736.64 4,687,935.98 10,316,306.52 -5,628,370.54 2,674,122.99 6,666,581.60 - 3,992,458.61 10 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: 114 TRANS-TYPE: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 2/27/09 60 FOMENTO ECONOMICO MEXI 23,100.00 927.01 535,244.78 688,882.92 -153,638.14 243386 3/04/09 USD TID715 23.211 1.000 535,244.78 688,882.92 - 153,638.14

SALE 2/27/09 60 IMPULSORA DEL DESARROL 1,024,200.00 1,155.38 6,950,622.17 15,569,014.92 -8,618,392.75 239456 3/04/09 MXN TID715 6.803 15.077 460,996.07 1,473,090.33 -1,012,094.26

SALE 3/09/09 60 GRUPO TELEVISA SA-SPON 28,700.00 1,149.77 313,580.17 544,157.49 - 230,577.32 241079 3/12/09 USD TID720 10.966 1.000 313,580.17 544,157.49 - 230,577.32

SALE 3/10/09 60 GRUPO TELEVISA SA-SPON 57,300.00 2,295.57 634,765.83 1,086,418.97 -451,653.14 241079 3/13/09 USD TID720 11.118 1.000 634,765.83 1,086,418.97 -451,653.14

SALE 3/24/09 60 WALMART DE MEXICO-SER 364,200.00 2,176.20 12,418,542.95 15,168,338.65 -2,749,795.70 240396 3/27/09 MXN TID728 34.184 14.302 868,302.06 1,446,976.01 -578,673.95 ------1,497,500.00 7,703.93 20,852,755.90 33,056,812.95 -12,204,057.05 2,812,888.91 5,239,525.72 - 2,426,636.81 5 TRANSACTIONS IN COUNTRY: MEXICO (7800)

SALE 2/26/09 60 COMPANIA DE MINAS BUEN 24,500.00 982.66 473,871.44 694,197.81 - 220,326.37 241165 3/03/09 USD TID715 19.382 1.000 473,871.44 694,197.81 - 220,326.37 ------24,500.00 982.66 473,871.44 694,197.81 - 220,326.37 473,871.44 694,197.81 - 220,326.37 1 TRANSACTION IN COUNTRY: PERU (8000)

SALE 3/16/09 60 DIGI COM BHD MYR1 100,200.00 1,660.19 2,098,517.91 2,254,252.87 -155,734.96 243384 3/19/09 MYR TID724 21.004 3.670 571,803.25 641,338.77 - 69,535.52

SALE 3/17/09 60 DIGI COM BHD MYR1 36,600.00 640.46 766,247.92 823,409.73 - 57,161.81 243384 3/20/09 MYR TID725 21.000 3.673 208,644.77 234,261.47 - 25,616.70 ------136,800.00 2,300.65 2,864,765.83 3,077,662.60 - 212,896.77 780,448.02 875,600.24 - 95,152.22 2 TRANSACTIONS IN COUNTRY: MALAYSIA (8700)

G S T A T E O F N E W J E R S E Y D I V I S I O N O F 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: SALE SETTLEMENTS FROM 3/01/09 THROUGH 3/31/09 ** WELLINGTON ASSET MANAGEMENT ** ======X-TYPE TRADE BANK ---- DESCRIPTION ----- PAR-OR-SHARES COMMIS-USD TOTAL-PAID-(L) P/S-INT(L) BOOK-VALUE-(L) GAIN/LOSS- (L) INVST# SETTLE CURR RATE MATURITY T/DOC# PRICE X-RATE PURCH-YTM TOTAL-PAID-USD P/S-INT-USD BOOK-VALUE-USD GAIN/LOSS- USD ------

SALE 3/10/09 60 TEVA PHARMA IND ADR EA 8,700.00 89.10 374,825.22 398,250.58 - 23,425.36 239858 3/13/09 USD TID721 43.094 1.000 374,825.22 398,250.58 - 23,425.36 ------8,700.00 89.10 374,825.22 398,250.58 -

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23,425.36 374,825.22 398,250.58 - 23,425.36 1 TRANSACTION IN COUNTRY: ISRAEL (9600)

SALE 2/26/09 60 OJSC POLYUS GOLD USD 1 18,700.00 748.00 356,352.81 299,222.60 57,130.21 244803 3/03/09 USD TID714 19.096 1.000 356,352.81 299,222.60 57,130.21 ------18,700.00 748.00 356,352.81 299,222.60 57,130.21 356,352.81 299,222.60 57,130.21 1 TRANSACTION IN COUNTRY: RUSSIA (9800)

------10,226,794.00 30,917.47 74,987,396.32 142,624,368.48 -67,636,972.16 11,722,815.64 23,288,141.83 - 11,565,326.19 60 TRANSACTIONS IN CATEGORY: FOREIGN STOCKS-EM (2225)

------10,508,894.00 33,761.27 79,053,424.46 147,684,338.56 -68,630,914.10 15,788,843.78 28,348,111.91 - 12,559,268.13 62 "SALE" TRANSACTIONS IN FUND: WELLINGTON ASSET MANAGEMENT (5150)

------14,644,366.00 73,799.08 17915117219.34 17983748133.44 -68,630,914.10 28,630,608.27 41,189,876.40 - 12,559,268.13 84 TRANSACTIONS WITHIN FUND: WELLINGTON ASSET MANAGEMENT (5150)

------561,148,193.55 2371460.79 82713930900.25 112937002216.90 -30223071316.6 .8037 1,889,005,102.71 2,389,507,363.34 -500502260.63

1175 TRANSACTIONS REPORTED DURING PERIOD **** END OF REPORT ****

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